On the exact evaluation of integrals of wavelets

Wavelet expansions are a powerful tool for constructing adaptive approximations. For this reason, they find applications in a variety of fields, from signal processing to approximation theory. Wavelets are usually derived from refinable functions, which are the solution of a recursive functional equation called the refinement equation. The analytical expression of refinable functions is known in only a few cases, so if we need to evaluate refinable functions we can make use only of the refinement equation. This is also true for the evaluation of their derivatives and integrals. In this paper, we detail a procedure for computing integrals of wavelet products exactly, up to machine precision. The efficient and accurate evaluation of these integrals is particularly required for the computation of the connection coefficients in the wavelet Galerkin method. We show the effectiveness of the procedure by evaluating the integrals of pseudo-splines

Approximation of the Riesz–Caputo derivative by cubic splines

Differential problems with the Riesz derivative in space are widely used to model anomalous diffusion. Although the Riesz–Caputo derivative is more suitable for modeling real phenomena, there are few examples in literature where numerical methods are used to solve such differential problems. In this paper, we propose to approximate the Riesz–Caputo derivative of a given function with a cubic spline. As far as we are aware, this is the first time that cubic splines have been used in the context of the Riesz–Caputo derivative. To show the effectiveness of the proposed numerical method, we present numerical tests in which we compare the analytical solution of several boundary differential problems which have the Riesz–Caputo derivative in space with the numerical solution we obtain by a spline collocation method. The numerical results show that the proposed method is efficient and accurate

A highly accurate boundary integral equation method for surfactant-laden drops in 3D

The presence of surfactants alters the dynamics of viscous drops immersed in an ambient viscous fluid. This is specifically true at small scales, such as in applications of droplet based microfluidics, where the interface dynamics become of increased importance. At such small scales, viscous forces dominate and inertial effects are often negligible. Considering Stokes flow, a numerical method based on a boundary integral formulation is presented for simulating 3D drops covered by an insoluble surfactant. The method is able to simulate drops with different viscosities and close interactions, automatically controlling the time step size and maintaining high accuracy also when substantial drop deformation appears. To achieve this, the drop surfaces as well as the surfactant concentration on each surface are represented by spherical harmonics expansions. A novel reparameterization method is introduced to ensure a high-quality representation of the drops also under deformation, specialized quadrature methods for singular and nearly singular integrals that appear in the formulation are evoked and the adaptive time stepping scheme for the coupled drop and surfactant evolution is designed with a preconditioned implicit treatment of the surfactant diffusion

Numerical simulation of 3D surfactant-covered drops in a strong electric field

The numerical literature for 3D surfactant-laden drops placed in electric fields is extremely limited due to the difficulties associated with the deforming drop surfaces, interface conditions and the multi-physics nature of the problem. Our numerical method is based on a boundary integral formulation of the Stokes equations and the leaky-dieletric model; it is able to simulate multiple drops with different viscosities covered by an insoluble surfactant; it is adaptive in time and uses special quadrature methods to deal with the singular and nearly-singular integrals that appear in the formulation. In this proceeding we will show how the method is able to maintain a high quality representation of the drops even under substantial deformations due to strong electric fields

A new high order energy and enstrophy conserving Arakawa-like Jacobian differential operator

A new high order Arakawa-like method for the incompressible vorticity equation in two-dimensions has been developed. Mimetic properties such as skew-symmetry, energy and enstrophy conservations for the semi-discretization are proved for periodic problems using arbitrary high order summation-by-parts operators. Numerical simulations corroborate the theoretical findings

Quadrature error estimates for layer potentials evaluated near curved surfaces in three dimensions

The quadrature error associated with a regular quadrature rule for evaluation of a layer potential increases rapidly when the evaluation point approaches the surface and the integral becomes nearly singular. Error estimates are needed to determine when the accuracy is insufficient and a more costly special quadrature method should be utilized. The final result of this paper are such quadrature error estimates for the composite Gauss-Legendre rule and the global trapezoidal rule, when applied to evaluate layer potentials defined over smooth curved surfaces in R3. The estimates have no unknown coefficients and can be efficiently evaluated given the discretization of the surface, invoking a local one-dimensional root-finding procedure. They are derived starting with integrals over curves, using complex analysis involving contour integrals, residue calculus and branch cuts. By complexifying the parameter plane, the theory can be used to derive estimates also for curves in R3. These results are then used in the derivation of the estimates for integrals over surfaces. In this procedure, we also obtain error estimates for layer potentials evaluated over curves in R2. Such estimates combined with a local root-finding procedure for their evaluation were earlier derived for the composite Gauss-Legendre rule for layer potentials written in complex form [4]. This is here extended to provide quadrature error estimates for both complex and real formulations of layer potentials, both for the Gauss-Legendre and the trapezoidal rule. Numerical examples are given to illustrate the performance of the quadrature error estimates. The estimates for integration over curves are in many cases remarkably precise, and the estimates for curved surfaces in R3 are also sufficiently precise, with sufficiently low computational cost, to be practically useful

A 3D boundary integral method for the electrohydrodynamics of surfactant-covered drops

We present a highly accurate numerical method based on a boundary integral formulation and the leaky dielectric model to study the dynamics of surfactant-covered drops in the presence of an applied electric field. The method can simulate interacting 3D drops (no axisymmetric simplification) in close proximity, can consider different viscosities, is adaptive in time and able to handle substantial drop deformation. For each drop global representations of the variables based on spherical harmonics expansions are used and the spectral accuracy is achieved by designing specific numerical tools: a specialized quadrature method for the singular and nearly singular integrals that appear in the formulation, a general preconditioner for the implicit treatment of the surfactant diffusion and a reparametrization procedure able to ensure a high-quality representation of the drops also under deformation. Our numerical method is validated against theoretical, numerical and experimental results available in the literature, as well as a new second-order theory developed for a surfactant-laden drop placed in a quadrupole electric field

Numerical and asymptotic analysis of the three-dimensional electrohydrodynamic interactions of drop pairs

We study the pairwise interactions of drops in an applied uniform DC electric field within the framework of the leaky dielectric model. We develop three-dimensional numerical simulations using the boundary integral method and an analytical theory assuming small drop deformations. We apply the simulations and the theory to explore the electrohydrodynamic interactions between two identical drops with arbitrary orientation of their line of centres relative to the applied field direction. Our results show a complex dynamics depending on the conductivities and permittivities of the drops and suspending fluids, and the initial drop pair alignment with the applied electric field