Preconditioned iterative solution of the 2D Helmholtz equation

Using a finite element method to solve the Helmholtz equation leads to a sparse system of equations which in three dimensions is too large to solve directly. It is also non-Hermitian and highly indefinite and consequently difficult to solve iteratively. The approach taken in this paper is to precondition this linear system with a new preconditioner and then solve it iteratively using a Krylov subspace method. Numerical analysis shows the preconditioner to be effective on a simple 1D test problem, and results are presented showing considerable convergence acceleration for a number of different Krylov methods for more complex problems in 2D, as well as for the more general problem of harmonic disturbances to a non-stagnant steady flow

On stochastic differential equations driven by the renormalized square of the Gaussian white noise

We investigate the properties of the Wick square of Gaussian white noises through a new method to perform non linear operations on Hida distributions. This method lays in between the Wick product interpretation and the usual definition of nonlinear functions. We prove on Ito-type formula and solve stochastic differential equations driven by the renormalized square of the Gaussian white noise. Our approach works with standard assumptions on the coefficients of the equations, Lipschitz continuity and linear growth condition, and produces existence and uniqueness results in the space where the noise lives. The linear case is studied in details and positivity of the solution is proved.Comment: 23 page

A Maximum Entropy Method for Solving the Boundary Value Problem of Second Order Ordinary Differential Equations

We propose a new method to solve the boundary value problem for a class of second order linear ordinary differential equations, which has a non-negative solution. The method applies the maximum entropy principle to approximating the solution numerically. The theoretical analysis and numerical examples show that our method is convergent

Contravariant Boussinesq equations for the simulation of wave transformation, breaking and run-up

We propose an integral form of the fully non-linear Boussinesq equations in contravariant formulation, in which Christoffel symbols are avoided, in order to simulate wave transformation phenomena, wave breaking and near shore currents in computational domains representing the complex morphology of real coastal regions. The motion equations retain the term related to the approximation to the second order of the vertical vorticity. A new Upwind Weighted Essentially Non-Oscillatory scheme for the solution of the fully non- linear Boussinesq equations on generalised curvilinear coordinate systems is proposed. The equations are rearranged in order to solve them by a high resolution hybrid finite volume–finite difference scheme. The conservative part of the above-mentioned equations, consisting of the convective terms and the terms related to the free surface elevation, is discretised by a high-order shock- capturing finite volume scheme; dispersive terms and the term related to the approximation to the second order of the vertical vorticity are discretised by a cell-centred finite difference scheme. The shock-capturing method makes it possible to intrinsically model the wave breaking, therefore no additional terms are needed to take into account the breaking related energy dissipation in the surf zone. The model is applied on a real case regarding the simulation of wave fields and nearshore currents in the coastal region opposite Pescara harbour (Italy)

Double power series method for approximating cosmological perturbations

We introduce a double power series method for finding approximate analytical solutions for systems of differential equations commonly found in cosmological perturbation theory. The method was set out, in a non-cosmological context, by Feshchenko, Shkil' and Nikolenko (FSN) in 1966, and is applicable to cases where perturbations are on sub-horizon scales. The FSN method is essentially an extension of the well known Wentzel-Kramers-Brillouin (WKB) method for finding approximate analytical solutions for ordinary differential equations. The FSN method we use is applicable well beyond perturbation theory to solve systems of ordinary differential equations, linear in the derivatives, that also depend on a small parameter, which here we take to be related to the inverse wave-number. We use the FSN method to find new approximate oscillating solutions in linear order cosmological perturbation theory for a flat radiation-matter universe. Together with this model's well known growing and decaying M\'esz\'aros solutions, these oscillating modes provide a complete set of sub-horizon approximations for the metric potential, radiation and matter perturbations. Comparison with numerical solutions of the perturbation equations shows that our approximations can be made accurate to within a typical error of 1%, or better. We also set out a heuristic method for error estimation. A Mathematica notebook which implements the double power series method is made available online.Comment: 22 pages, 10 figures, 2 tables. Mathematica notebook available from Github at https://github.com/AndrewWren/Double-power-series.gi

Smooth finite strain plasticity with non-local pressure support

The aim of this work is to introduce an alternative framework to solve problems of finite strain elastoplasticity including anisotropy and kinematic hardening coupled with any isotropic hyperelastic law. After deriving the constitutive equations and inequalities without any of the customary simplifications, we arrive at a new general elasto-plastic system. We integrate the elasto-plastic algebraico-differential system and replace the loading–unloading condition by a Chen–Mangasarian smooth function to obtain a non-linear system solved by a trust region method. Despite being non-standard, this approach is advantageous, since quadratic convergence is always obtained by the non-linear solver and very large steps can be used with negligible effect in the results. Discretized equilibrium is, in contrast with traditional approaches, smooth and well behaved. In addition, since no return mapping algorithm is used, there is no need to use a predictor. The work follows our previous studies of element technology and highly non-linear visco-elasticity. From a general framework, with exact linearization, systematic particularization is made to prototype constitutive models shown as examples. Our element with non-local pressure support is used. Examples illustrating the generality of the method are presented with excellent results

A fourier pseudospectral method for some computational aeroacoustics problems

A Fourier pseudospectral time-domain method is applied to wave propagation problems pertinent to computational aeroacoustics. The original algorithm of the Fourier pseudospectral time-domain method works for periodical problems without the interaction with physical boundaries. In this paper we develop a slip wall boundary condition, combined with buffer zone technique to solve some non-periodical problems. For a linear sound propagation problem whose governing equations could be transferred to ordinary differential equations in pseudospectral space, a new algorithm only requiring time stepping is developed and tested. For other wave propagation problems, the original algorithm has to be employed, and the developed slip wall boundary condition still works. The accuracy of the presented numerical algorithm is validated by benchmark problems, and the efficiency is assessed by comparing with high-order finite difference methods. It is indicated that the Fourier pseudospectral time-domain method, time stepping method, slip wall and absorbing boundary conditions combine together to form a fully-fledged computational algorithm