Variable-step finite difference schemes for the solution of Sturm-Liouville problems

We discuss the solution of regular and singular Sturm-Liouville problems by means of High Order Finite Difference Schemes. We describe a code to define a discrete problem and its numerical solution by means of linear algebra techniques. Different test problems are proposed to emphasize the behaviour of the proposed algorithm

Eigenvalues of fourth order Sturm-Liouville problems using Fliess series

AbstractWe shall extend our previous results (Chanane, 1998) on the computation of eigenvalues of second order Sturm-Liouville problems to fourth order ones. The approach is based on iterated integrals and Fliess series

Eigenfunction expansions for transient diffusion in heterogeneous media

The Generalized Integral Transform Technique (GITT) is employed in the analytical solution of transient linear heat or mass diffusion problems in heterogeneous media. The GITT is utilized to handle the associated eigenvalue problem with arbitrarily space variable coefficients, defining an eigenfunction expansion in terms of a simpler Sturm-Liouville problem of known solution. In addition, the representation of the variable coefficients as eigenfunction expansions themselves has been proposed, considerably simplifying and accelerating the integral transformation process, while permitting the analytical evaluation of the coefficients matrices that form the transformed algebraic system. The proposed methodology is challenged in solving three different classes of diffusion problems in heterogeneous media, as illustrated for the cases of thermophysical properties with large scale variations found in heat transfer analysis of functionally graded materials (FGM), of abrupt variations in multiple layer transitions and of randomly variable physical properties in dispersed systems. The convergence behavior of the proposed expansions is then critically inspected and numerical results are presented to demonstrate the applicability of the general approach and to offer a set of reference results for potentials, eigenvalues, and related quantities.Indisponível

Solution of Sturm-Liouville problems using modified Neumann schemes

The main purpose of this paper is to describe the extension of the successful modified integral series methods for Schrodinger problems to more general Sturm-Liouville eigenvalue problems. We present a robust and reliable modified Neumann method which can handle a wide variety of problems. This modified Neumann method is closely related to the second-order Pruess method but provides for higher-order approximations. We show that the method can be successfully implemented in a competitive automatic general-purpose software package

Analytic vs. numerical solutions to a Sturm-Liouville transmission eigenproblem

An elliptic one-dimensional second order boundary value problem involving discontinuous coefficients, with or without transmission conditions, is considered. For the former case by a direct sum spaces method we show that the eigenvalues are real, geometrically simple and the eigenfunctions are orthogonal. Then the eigenpairs are computed numerically by a local linear finite element method (FEM) and by some global spectral collocation methods. The spectral collocation is based on Chebyshev polynomials (ChC) for problems on bounded intervals respectively on Fourier system (FsC) for periodic problems. The numerical stability in computing eigenvalues is investigated by estimating their (relative) drift with respect to the order of approximation. The accuracy in computing the eigenvectors is addressed by estimating their departure from orthogonality as well as by the asymptotic order of convergence. The discontinuity of coefficients in the problems at hand reduces the exponential order of convergence, usual for any well designed spectral algorithm, to an algebraic one. As expected, the accuracy of ChC outcomes overpasses by far that of FEM outcomes

A unified analytical solution of the steady-state atmospheric diffusion equation

A unified analytical solution of the steady-state atmospheric diffusion equation for a finite and semi-infinite/infinite media was developed using the classic integral transform technique (CITT) which is based on a systematized method of separation of variable. The solution was obtained considering an arbitrary mean wind velocity depending on the vertical coordinate (z) and a generalized separable functional form for the eddy diffusivities in terms of the longitudinal (x) and vertical coordinates (z). The examples described in this article show that the well known closed-form analytical solutions, available in the literature, for both finite and semi-infinite/infinite media are special cases of the present unified analytical solution. As an example of the strength of the developed methodology, the Copenhagen and Prairie Grass experiments were simulated (finite media with the mean wind speed and the turbulent diffusion coefficient described by different functional forms). The results indicate that the present solutions are in good agreement with those obtained using other analytical procedures, previously published in the literature. It is important to note that the eigenvalue problem is associated directly to the atmospheric diffusion equation making possible the development of the unified analytical solution and also resulting in the improvement of the convergence behavior in the series of the eigenfunction-expansion.Indisponível

Differential quadrature method (DQM) and Boubaker Polynomials Expansion Scheme (BPES) for efficient computation of the eigenvalues of fourth-order Sturm-Liouville problems

The differential quadrature method (DQM) and the Boubaker Polynomials Expansion Scheme (BPES) are applied in order to compute the eigenvalues of some regular fourth-order Sturm-Liouville problems. Generally, these problems include fourth-order ordinary differential equations together with four boundary conditions which are specified at two boundary points. These problems concern mainly applied-physics models like the steady-state Euler-Bernoulli beam equation and mechanicals non-linear systems identification. The approach of directly substituting the boundary conditions into the discrete governing equations is used in order to implement these boundary conditions within DQM calculations. It is demonstrated through numerical examples that accurate results for the first kth eigenvalues of the problem, where k= 1,. 2,. 3,. .... , can be obtained by using minimally 2(k+. 4) mesh points in the computational domain. The results of this work are then compared with some relevant studies. © 2011 Elsevier Inc

The Magnus expansion and some of its applications

Approximate resolution of linear systems of differential equations with varying coefficients is a recurrent problem shared by a number of scientific and engineering areas, ranging from Quantum Mechanics to Control Theory. When formulated in operator or matrix form, the Magnus expansion furnishes an elegant setting to built up approximate exponential representations of the solution of the system. It provides a power series expansion for the corresponding exponent and is sometimes referred to as Time-Dependent Exponential Perturbation Theory. Every Magnus approximant corresponds in Perturbation Theory to a partial re-summation of infinite terms with the important additional property of preserving at any order certain symmetries of the exact solution. The goal of this review is threefold. First, to collect a number of developments scattered through half a century of scientific literature on Magnus expansion. They concern the methods for the generation of terms in the expansion, estimates of the radius of convergence of the series, generalizations and related non-perturbative expansions. Second, to provide a bridge with its implementation as generator of especial purpose numerical integration methods, a field of intense activity during the last decade. Third, to illustrate with examples the kind of results one can expect from Magnus expansion in comparison with those from both perturbative schemes and standard numerical integrators. We buttress this issue with a revision of the wide range of physical applications found by Magnus expansion in the literature.Comment: Report on the Magnus expansion for differential equations and its applications to several physical problem

Symmetry-based stability theory in fluid mechanics

The present work deals with the stability theory of fluid flows. The central subject is the question under which circumstances a flow becomes unstable. Instabilities are a frequent trigger of laminar-turbulent transitions. Stability theory helps to explain the emergence of structures, e.g. wave-like perturbation patterns. In this context, the use of Lie symmetries allows the classification of existing and the construction of new solutions within the framework of linear stability theory. In addition, a new nonlinear eigenvalue problem (NEVP) is presented, whose derivation is completely based on Lie symmetries. In classical linear stability theory, a normal ansatz is used for perturbations. Another ansatz that has been shown in early work is the Kelvin mode ansatz. In the work of Nold and Oberlack (2013) and Nold et al. (2015) it was shown that these ansätze can be traced back to the Lie symmetries of the linearized perturbation equations. Interestingly, knowledge of the symmetries also allows for the construction of new ansatz functions that go beyond the known ansätze. For a plane rotational shear flow, in addition to the normal mode ansatz, an algebraic mode ansatz with algebraic behavior in time t^s (eigenvalue s) can be constructed. The flow is stable according to Rayleigh's inflection point criterion, which is also confirmed by the algebraic mode ansatz. Furthermore, exact solutions of the eigenfunctions can be found and new stable modes can be determined by asymptotic methods. Thereby, spiral-like structures of the vorticity can be recognized, which propagate in the region with time. Another key result of this work is the formulation and solution of an NEVP based on the Lie symmetries of the Euler equation. It can is shown that an NEVP can be formulated for a class of flows with a constant velocity gradient. These include, for example, linear shear flows, strained flows, and rotating flows. The NEVP for linear shear flows shows a relation to experimental data from turbulent shear flows. It can be theoretically shown that the turbulent kinetic energy scales exponentially with the eigenvalue of the NEVP. The eigenvalue is determined numerically using a parallel spectral solver. Initially, nonlinear terms are neglected. The determined eigenvalues are in the range of known literature values for turbulent shear flows. Furthermore, the NEVPs for plane flows with pure rotation and pure strain are solved. It is shown that the flow is invariant to rotation, while oscillatory eigenfunctions are found in the case of strain. In addition, an algorithm to solve the NEVP including the nonlinear terms is presented. The results allow an exciting insight into a new stability theory and form the basis for further investigation and understanding of the full nonlinear dynamics of the fluid flows based on the NEVP

Numerical analysis of the spectra of dissipative Schrodinger-type and related operators

Spectral problems of band-gap structure appear in various applications such as elasticity theory, electromagnetic waves, and photonic crystals. In the numerical approximation of these problems an important phenomenon known as spectral pollution arises due to the discretisation process. In this thesis we focus on two different techniques to calculate eigenvalues in spectral gaps of Schr¨odinger-type operators which are free of spectral pollution. The original material in this thesis is based on papers [7], [8], and [6]. The material in these papers is explained in details in Chapter 4, Chapter 5, and Chapter 6 with summaries presented in Chapter 2 and Chapter 3, respectively. In Chapter 4, we investigate approximation of eigenvalues in spectral gaps of Schrodinger operators with matrix coefficients. We employ the dissipative barrier technique and domain truncation and analyse spectral properties of the resulting operators. Our theoretical foundations are based on the notions of Floquet theory and Dirichlet-to-Neumann maps. The effectiveness of this technique is illustrated through different numerical examples including a model in optics. In Chapter 5, we study approximation of isolated eigenvalues in spectral gaps of elliptic partial differential operators for models of semi-infinite waveguides. The appproximation is obtained using the interaction of the dissipative technique and domain truncation of the operators. Our theoretical results are based on the error estimate of the Dirichlet-to-Neumann maps on the cross-section of the waveguides and perturbation determinants. Some numerical examples on waveguides are indicated to show the effectiveness of the presented technique. In Chapter 6, we propose a numerical algorithm to calculate eigenvalues of the perturbed periodic matrix-valued Schrodinger operators which are located in spectral gaps. The spectral-pollution-free algorithm is based on combining shooting with Floquet theory, as well as Atkinson Θ−matrices, to avoid the associated stiffness problems and allow eigenvalue counting. We derive interesting new oscillation results. As far as we know these are the first oscillation theory results for matrix Schrodinger operators for λ in a spectral gap above the first spectral band. Numerical examples show that this method gives more accurate results and requires less time than those obtained from the finite difference methods, which are coupled with contour integral λ−nonlinear eigenvalue problems. In addition, the proposed method gives better results than the dissipative barrier scheme with domain truncation which lead to λ−linear eigenvalue problems