Second-order Partial Differential Equations Research Articles

Anisotropic functionally graded nano-beam models and closed-form solutions in plane gradient elasticity

This study delves into the investigation of exact analytical solutions for the plane stress and displacement fields within linear homogeneous anisotropic nano-beam models of gradient elasticity. It focuses on solving the Helmholtz equation, which encompasses a second-order non-homogeneous linear partial differential equation in plane gradient elasticity theory, utilizing polynomial series-type solutions. The analysis centers on the utilization of gradient Airy stress functions to derive stress fields in the gradient theory. The research yields closed-form analytical solutions for Airy stress functions, stress, and strain fields in both classical and gradient theories. The study considers five distinct types of two-dimensional functionally graded cantilever beams with various boundary conditions: a cantilever anisotropic nano-beam subjected to a concentrated force at the free end, a cantilever anisotropic nano-beam under a uniform load, a simple anisotropic nano-beam under a uniform load, a propped cantilever anisotropic nano-beam under a uniform load, and a fixed end cantilever anisotropic nano-beam under a uniform load. General analytical solutions for the gradient stress and displacement fields of two-dimensional and one-dimensional anisotropic nano-beams under different boundary conditions are provided. The study showcases significant strain gradient size effects at the nano-scale through the derived analytical solutions for anisotropic beams. Additionally, it demonstrates that the strain gradient theory results for the limit case of the gradient coefficient c precisely align with results for isotropic and anisotropic materials in elasticity theory and classical theory. Furthermore, real-world applications are discussed, considering stress and displacement fields in real anisotropic materials such as TiSi2 single crystals and orthotropic materials, which are special cases of anisotropic materials like wood and epoxy as documented in the literature.

Numerical analysis of a nonsmooth quasilinear elliptic control problem: I. Explicit second-order optimality conditions

In this paper, we derive explicit second-order necessary and sufficient optimality conditions of a local minimizer to an optimal control problem for a quasilinear second-order partial differential equation with a piecewise smooth but not differentiable nonlinearity in the leading term. The key argument rests on the analysis of level sets of the state. Specifically, we show that if a function vanishes on the boundary and its the gradient is different from zero on a level set, then this set decomposes into finitely many closed simple curves. Moreover, the level sets depend continuously on the functions defining these sets. We also prove the continuity of the integrals on the level sets. In particular, Green's first identity is shown to be applicable on an open set determined by two functions with nonvanishing gradients. In the second part to this paper, the explicit sufficient second-order conditions will be used to derive error estimates for a finite-element discretization of the control problem.

An efficient localized Trefftz method for the simulation of two-dimensional sloshing behaviors

This study proposes a new method for effectively and accurately simulating sloshing in a two-dimensional numerical tank. This technique uses the localized Trefftz method (LTM), a meshless numerical approach. Sloshing in a numerical tank is mathematically described as a space-time boundary-value problem rooted in potential flow theory. This occurrence is governed by a second-order partial differential equation and two nonlinear free-surface boundary conditions. In this study, the moving boundary problem undergoes discretization in time and space by using the LTM and the explicit Euler method, respectively. After discretization with the explicit Euler method, the elevation of the free surface is updated, and a boundary-value problem is generated at each time step. This boundary-value problem can be effectively examined using the recently developed LTM, which eliminates the need for complex meshing. Contrary to conventional methods, such as the method of fundamental solutions and the boundary element method, the LTM generates sparse matrices, allowing large-scale numerical simulations. Four numerical examples are presented to demonstrate the clarity and accuracy of the proposed meshless approach.

Robust domain decomposition methods for high-contrast multiscale problems on irregular domains with virtual element discretizations

Our research focuses on the development of domain decomposition preconditioners tailored for second-order elliptic partial differential equations. Our approach addresses two major challenges simultaneously: i) effectively handling coefficients with high-contrast and multiscale properties, and ii) accommodating irregular domains in the original problem, the coarse mesh, and the subdomain partition. The robustness of our preconditioners is crucial for real-world applications, such as the efficient and accurate modeling of subsurface flow in porous media and other important domains.The core of our method lies in the construction of a suitable partition of unity functions and coarse spaces utilizing local spectral information. Leveraging these components, we implement a two-level additive Schwarz preconditioner. We demonstrate that the condition number of the preconditioned systems is bounded with a bound that is independent of the contrast. Our claims are further substantiated through selected numerical experiments, which confirm the robustness of our preconditioners.

Hutchinson Trace Estimation for high-dimensional and high-order Physics-Informed Neural Networks

Physics-Informed Neural Networks (PINNs) have proven effective in solving partial differential equations (PDEs), especially when some data are available by seamlessly blending data and physics. However, extending PINNs to high-dimensional and even high-order PDEs encounters significant challenges due to the computational cost associated with automatic differentiation in the residual loss function calculation. Herein, we address the limitations of PINNs in handling high-dimensional and high-order PDEs by introducing the Hutchinson Trace Estimation (HTE) method. Starting with the second-order high-dimensional PDEs, which are ubiquitous in scientific computing, HTE is applied to transform the calculation of the entire Hessian matrix into a Hessian vector product (HVP). This approach not only alleviates the computational bottleneck via Taylor-mode automatic differentiation but also significantly reduces memory consumption from the Hessian matrix to an HVP’s scalar output. We further showcase HTE’s convergence to the original PINN loss and its unbiased behavior under specific conditions. Comparisons with the Stochastic Dimension Gradient Descent (SDGD) highlight the distinct advantages of HTE, particularly in scenarios with significant variability and variance among dimensions. We further extend the application of HTE to higher-order and higher-dimensional PDEs, specifically addressing the biharmonic equation. By employing tensor-vector products (TVP), HTE efficiently computes the colossal tensor associated with the fourth-order high-dimensional biharmonic equation, saving memory and enabling rapid computation. The effectiveness of HTE is illustrated through experimental setups, demonstrating comparable convergence rates with SDGD under memory and speed constraints. Additionally, HTE proves valuable in accelerating the Gradient-Enhanced PINN (gPINN) version as well as the Biharmonic equation. Overall, HTE opens up a new capability in scientific machine learning for tackling high-order and high-dimensional PDEs.

On the problem of solvability of nonlinear boundary value problems for shallow isotropic shells of Timoshenko type in isometric coordinates

The solvability of a boundary value problem for a system, which describes the equilibrium state of elastic shallow inhomogeneous isotropic shells with loose edges referred to isometric coordinates in the Timoshenko shear model and consists of five non-linear second-order partial differential equations under given non-linear boundary conditions, is studied. The boundary value problem is reduced to a nonlinear operator equation for generalized displacements in Sobolev space, the solvability of this equation is established with the help of the contraction mapping principle.

A second-order phase field-lattice Boltzmann model with equation of state inputting for two-phase flow containing soluble surfactants

In this paper, we propose a phase field-lattice Boltzmann (LB) model with an equation of state (EOS) inputting for two-phase flow containing soluble surfactants. In this model, both the order parameter for the phase field and the surfactant concentration are described by second-order partial differential equations, along with Navier–Stokes equations for the flow field. Changes in surfactant concentration do not affect the order parameter distribution; hence, an unwanted sharpening effect cannot arise. Most importantly, in the existing models, the EOS of surface tension is determined by posterior simulation tests instead of being directly set as an input parameter before the simulations. Hence, it is difficult to determine the model parameters in practical applications. To address this issue, we systematically develop a fully analytical EOS for surface tension based on the Gibbs–Duhem equation. Subsequently, an approximate explicit form for EOS is provided by utilizing the Jacobi–Gauss quadrature rule. Furthermore, a multiple-relaxation-time LB scheme is utilized to numerically solve the governing equations of three physical fields. Two benchmark examples are simulated to validate the accuracy of the present model. The consistency between the numerical results and the analytical EOS is verified. Moreover, the dynamics of droplets with surfactant in simple shear flow is investigated, unveiling the profound impact of various factors, such as surfactant bulk concentration, capillary number, and viscosity ratio, on single droplet deformation and two equal-sized droplets interaction. A detailed exploration of the fluid mechanism involved in two-phase flow with soluble surfactants is presented.

Kernel functions embed into the autoencoder to identify the sparse models of nonlinear dynamics

Numerous researches have shown that there are three main challenges in data-driven model identification methods: high-dimensional measurements, system complexity and unknown underlying dynamical properties. For most nonlinear dynamics, the feature space defined by the coefficients of their control equations is sparse. Therefore, sparse regression methods are used to learn the sparse coefficients of the control equations of nonlinear dynamics. However, this method strongly depends on the appropriate selection of the sparse basis vectors. In this essay, the autoencoder is combined with the sparse regression method to simultaneously identify the sparse coordinate and a parsimonious, interpretable and generalizable model of the specified system. It also integrates kernel functions to map the intractable measurements in the hidden space of the autoencoder into a linearly distinguishable kernel space, which kernelizes the candidate function library of the sparse identification of nonlinear dynamics (SINDy) model as the sparse dictionaries. Therefore, the flexible representation of neural networks, the simplicity of sparse regression methods and the implicit non-linear representation of kernel functions are consolidated in this article. To inspect the reliability of the proposed model in this paper, a set of nonlinear dynamics formulated by ordinary differential equations (ODEs), second-order trigonometric functions and partial differential equations (PDEs) are utilized as test cases. And the comparisons between the proposed model and other model identification methods illustrate that the performance of the former is the best.

Advancing wave equation analysis in dual-continuum systems: A partial learning approach with discrete empirical interpolation and deep neural networks

In this work, we propose a partial learning approach using partially explicit discretization for solving the wave equations. The considered mathematical model involves a dual-continuum system of hyperbolic second-order partial differential equations. We employ a finite element method for spatial approximation, while for temporal approximation, we utilize a partially explicit scheme. Specifically, we adopt the explicit scheme for the low-conductive continuum and the implicit scheme for the high-conductive continuum.Our proposed method’s key idea lies in employing a partial learning approach to remove the necessity of finding the difficult-to-compute (implicit) part of the solution. Instead of attempting a full training of the numerical solution, we focus on training only a portion of it that requires the most computational cost. We use a proper orthogonal decomposition with a discrete empirical interpolation method to facilitate machine learning. By employing these methods, we can train a deep neural network to predict the values of the implicit part of the solution at specific observed locations and then restore the field.We consider a two-dimensional model problem in heterogeneous media to test the effectiveness of the proposed approach. The numerical results demonstrate that our partial learning approach yields a satisfactory approximation. By combining the reduced-order modeling techniques, the partially explicit time scheme, and the deep neural network, we removed the necessity of finding the difficult-to-compute part of the solution while maintaining high accuracy.

An explicit fourth-order accurate compact method for the Allen-Cahn equation

<abstract><p>In this paper, we propose an explicit spatially fourth-order accurate compact scheme for the Allen-Cahn equation in one-, two-, and three-dimensional spaces. The proposed method is based on the explicit Euler time integration scheme and fourth-order compact finite difference method. The proposed numerical solution algorithm is highly efficient and simple to implement because it is an explicit scheme. There is no need to solve implicitly a system of discrete equations as in the case of implicit numerical schemes. Furthermore, when we consider the temporally accurate numerical solutions, the time step restriction is not severe because the governing equation is a second-order parabolic partial differential equation. Computational tests are conducted to demonstrate the superior performance of the proposed spatially fourth-order accurate compact method for the Allen-Cahn equation.</p></abstract>

LANDAU LEGENDRE WAVELET GALERKIN METHOD APPLIED TO STUDY TWO-PHASE MOVING BOUNDARY PROBLEM OF HEAT TRANSFER IN FINITE REGION

In this paper, we developed a mathematical model of solidification where specific heat and thermal conductivity are temperature dependent. This model is a two-phase moving boundary problem (MBP) of heat transfer in finite region and represents as MBP of system of parabolic nonlinear second-order partial differential equations (PDEs). We developed a Landau Legendre wavelet Galerkin method for finding the solution of the problem. The MBP of a system of PDEs is transformed into a variable boundary value problem of nonlinear ordinary defferential equations (ODEs) by the use of dimensionless variables and the Landau transform. The problem is converted into a system of algebraic equations with the application of Legendre wavelet Galerkin method. In particular case, we compared present solution with Laplace transform solution and found approximately the same. The whole investigation has been done in dimensionless form. When the specific heat and thermal conductivity exponentially vary in temperatures, it is the effect of dimensionless parameters: thermal diffusivity (α<sub>12</sub>), ratio of thermal conductivity (<i>k</i><sub>12</sub>), dimensionless temperature (θ<sub><i> f</i></sub>), Fourier number (F<sub>0</sub>), Stefan number (Ste), and ratio of densities (ρ<sub>1</sub> / ρ<sub>2</sub>) are discussed in detail.

Mathematical Model and Theoretical Investigation of the Performance of Journal Bearing using a discretized Reynolds Lubrication Equation with Finite Width

Hydrodynamic journal bearings are widely used for a large number of applications such as rotating turbo machinery, axial flow compressors, axial flow turbines, and internal combustion engines. These types of journals are used to support high loads high speed rotating turbo machinery elements mainly shafts and attached components and also for enhancing the quality of these machines. In this work, the importance of journal bearing and an overview of the Reynolds hydrodynamic equation in three dimensions have been studied using the Boundary Value finite-difference method. The second-order nonlinear partial differential equation has been solved using numerical iterations approach with MATLAB software. The numerical solution of the transient Reynolds equation has been studied to investigate the Pressure distribution, pressure gradient as well film lubricant thickness on journal bearings. A numerical solution using ANSYS FLUENT has been applied to investigate the main parameters that have the main influence on the performance of the journal bearing and bearing performance.

Robust [formula omitted] synchronization for parabolic complex networks with coupling time-varying delays

This paper delves into the robust H∞ synchronization for diffusion-type parabolic complex networks (PCNs) characterized by second-order nonlinear partial differential equations (PDEs). Given that the potential deterioration of network performance or the loss of network synchronization caused by external disturbances and time delays, the analysis and synthesis results for the robust H∞ synchronization of the PCNs with coupling time-varying delays are derived with and without the utilization of the distributed adaptive state feedback control protocol. A numerical example is employed to validate the effectiveness of the acquired H∞ synchronization results and the adaptive protocol.

Discounted Risk-Sensitive Optimal Control of Switching Diffusions: Viscosity Solution and Numerical Approximation

This work considers the infinite horizon discounted risk-sensitive optimal control problem for the switching diffusions with a compact control space and controlled through the drift; thus, the the generator of the switching diffusions also depends on the controls. Note that the running cost of interest can be unbounded, so a decent estimation on the value function is obtained, under suitable conditions. To solve such a risk-sensitive optimal control problem, we adopt the viscosity solution methods and propose a numerical approximation scheme. We can verify that the value function of the optimal control problem solves the optimality equation as the unique viscosity solution. The optimality equation is also called the Hamilton–Jacobi–Bellman (HJB) equation, which is a second-order partial differential equation (PDE). Since, the explicit solutions to such PDEs are usually difficult to obtain, the finite difference approximation scheme is derived to approximate the value function. As a byproduct, the ϵ-optimal control of finite difference type is also obtained.

Including Shield Wires in the Analysis of Transient Processes Occurring in HVAC Transmission Lines

The article presents an analysis of electromagnetic transient processes in long ultra-high voltage transmission lines, taking into account shield wires. It was shown that EMTP and Matlab/Simulink software are currently widely used in the study of transient processes in power lines. The EMTP software package uses the finite element method when integrating the equation that mathematically models the distributed parameter transmission line. The Matlab/Simulink software uses the d’Alembert method. In both cases, it is not known how the boundary conditions for the partial differential equation that mathematically models the transmission line are determined. The power line is analyzed as a distributed parameter system, described by a second-order partial differential equation. The advantage of the proposed method of calculating the boundary conditions for the abovementioned equation is the use of boundary conditions of the second and third types of Neumann and Poincaré, which allowed us to take into account the mutual influence of shield wires and phase conductors of the line in one power system. On this basis, the methodology for obtaining time domain graphs, spatial distributions, and traveling wave distributions of voltages and currents for phase conductors and line shielding wires is presented. The results of a computer simulation of transient processes when switching on the power line, taking into account controlled phase commutation and under single-phase earth fault conditions, are presented. All calculation results of transient processes presented in the article were obtained exclusively using numerical methods.

Double SEJI Integral Transform and its Applications to Differential Equations

In this paper, a novel concept for a double transform in two dimensions known as the double SEJI integral transform has been proposed. Its key characteristics, including a few of its properties and theorems, have been established. A few well-known functions were also available in the Double SEJI integral transform. Later, we learn about brand-new research on partial fractional Caputo derivatives and partial differential derivatives. Finally, we apply this new transform to various first- and second-order partial differential equations.

Liouville integrable binomial Hamiltonian system

In this study, we work on a novel Hamiltonian system which is Liouville integrable. In the integrable Hamiltonian model, conserved currents can be represented as Binomial polynomials in which each order corresponds to the integral of motion of the system. From a mathematical point of view, the equations of motion can be written as integrable second-order nonlinear partial differential equations in 1 + 1 dimensions.

Linear-quadratic optimal control of second-order parabolic systems

This paper considers the linear-quadratic (LQ) optimal control problem for systems governed by a class of second-order parabolic partial differential equations (PDEs). This problem is significant in many areas of mathematics, control, engineering and so on, and thus has received great attention in the past decades. Different from the previous articles where the operator is applied to present the controller, the main contribution of this paper is to propose the discretisation-then-continuousization method, which is explicit and implementable. The solvability condition of the LQ optimal control problems is given based on a set of differential Riccati equations, and an explicit numerical calculation way of these equations and the design of the optimal controller are provided.

УТОЧНЁННАЯ ЛИНЕЙНАЯ ТЕОРИЯ УПРУГОСТИ С УЧЁТОМ КВАДРАТИЧНЫХ СЛАГАЕМЫХ

A variant of the linear theory is proposed, based on taking into account in Taylor expansions for stresses and in power series and the expansion of the radical into a binomial series for deformations of not only linear, but also quadratic terms. In this case, static equilibrium equations in stresses are written in the form of second-order partial differential equations. The law of pairing of tangential stresses is observed. The relationship between deformations and displacements is described by relations similar to Cauchy relations, but taking into account the second derivatives of displacements along spatial coordinates. The equations of continuity of deformations for this version of the theory of elasticity are written in the form of two groups of relations. The first group of relations establishes the continuity equations for the linear terms of the deformation components; The second group of relations establishes the continuity equations for the quadratic terms of the deformation components. The physical equations for this variant of the linear theory of elasticity are written in the same way as for the classical linear theory of elasticity. Equilibrium equations in stresses are represented by second-order partial differential equations. The equilibrium equations in displacements are written in the form of fourth-order partial differential equations. The equations of equilibrium, as well as the equations of continuity of deformations, along with other parameters – the physical constants of the medium – contain small parameters dx, dy, dz, the magnitude of which, as shown by numerical modeling, has little effect on the nature of the stress-strain state. To determine them, it is necessary, apparently, to use experimental data. The construction of resolving equations in both stresses and displacements for special cases of the stress-strain state of an elastic continuous medium is considered: uniaxial dressed-up state; uniaxial deformed state; plane strain; generalized plane stress state. The problem of the uniaxial deformed state of a continuous medium (solution in stresses) is numerically solved. The proposed version of the linear theory of elasticity extends the classical linear theory of elasticity and, with appropriate experimental justification, can lead to new qualitative effects in the calculation of elastic deformable bodies.

MATHEMATICAL MODELING OF DIFFUSION BOUNDARY PROBLEMS WITH PERIODIC BOUNDARY CONDITIONS USING MATLAB AND C++ FOR NUMERICAL AND ANALYTICAL SOLUTIONS

The article examines a second-order parabolic partial differential equation of a three-dimensional (3D) non-stationary boundary problem with constant diffusion coefficients and periodic boundary conditions in the x and y directions. The method for reducing the (3D) non-stationary boundary problem to the corresponding one-dimensional (1D) non-stationary boundary problem using periodic boundary conditions in the x and y directions is discussed. The stationary (analytical) solution of the obtained (1D) stationary boundary problem is also obtained. The numerical solutions of the 1D boundary problem are obtained using the Matlab package "pdepe" and the C++ programming language. As a practical application of the developed mathematical model, the article discusses calculating the concentration of heavy metal Ca in a peat layer based on the obtained experimental data (measurements).