Boundary Value Problems and Modeling

From the standpoint of the continuum simulation of processes in the mechanics of materials, modeling ultimately boils down to the solution of boundary value problems. What this means in particular is the search for solutions of the equations of continuum dynamics in conjunction with some constitutive model and boundary conditions of relevance to the problem at hand. In this section after setting down some of the key theoretical tools used in continuum modeling, we set ourselves the task of striking a balance between the analytic and numerical tools that have been set forth for solving boundary value problems. In particular, we will examine Green function techniques in the setting of linear elasticity as well as the use of the finite element method as the basis for numerical solutions. 

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In this section we consider the boundary value problem for model equations of a thermoelastic plate with a vertical crack (see Khludnev, 1996d). The unknown functions in the mathematical model under consideration are such quantities as the temperature 9 and the horizontal and vertical displacements W = (w, w ), w of the mid-surface points of the plate. We use the so-called coupled model of thermoelasticity, which implies in particular that we need to solve simultaneously the equations that describe heat conduction and the deformation of the plate. The presence of the crack leads to the fact that the domain of a solution has a nonsmooth boundary. As before, the main feature of the problem as a whole is the existence of a constraint in the form of an inequality imposed on the crack faces. This constraint provides a mutual nonpenetration of the crack faces ... 

Absorption columns can be modeled in a plate-to-plate fashion (even if it is a packed bed) or as a packed bed. The former model is a set of nonlinear algebraic equations, and the latter model is an ordinary differential equation. Since streams enter at both ends, the differential equation is a two-point boundary value problem, and numerical methods are used (see Numerical Solution of Ordinary Differential Equations as Initial-Value Problems ). 

Provorova O.G., Kuzmin R.N., Savenkova N.P., Shobukhov A.V., Mathematical modelling of aluminium electrolysis. Proc. of the 9th Int. Conf on Boundary Value Problems and Mathematical Modelling, Novokuznetsk, 1, pp. 103-106, 2008. 

Mathematical modeling of mass or heat transfer in solids involves Pick s law of mass transfer or Fourier s law of heat conduction. Engineers are interested in the steady state distribution of heat or concentration across the slab or the material in which the experiment is performed. This steady state process involves solving second order ordinary differential equations subject to boundary conditions at two ends. Whenever the problem requires the specification of boundary conditions at two points, it is often called a two point boundary value problem. Both linear and nonlinear boundary value problems will be discussed in this chapter. We will present analytical solutions for linear boundary value problems and numerical solutions for nonlinear boundary value problems. 

Boundary value problems are encountered so frequently in modelling of engineering problems that they deserve special treatment because of their importance. To handle such problems, we have devoted this chapter exclusively to the methods of weighted residual, with special emphasis on orthogonal collocation. The one-point collocation method is often used as the first step to quickly assess the behavior of the system. Other methods can also be used to treat boundary value problems, such as the finite difference method. This technique is considered in Chapter 12, where we use this method to solve boundary value problems and partial differential equations. 

The balance equations for column reactors that operate in a concurrent mode as well as for semibatch reactors are mathematically described by ordinary differential equations. Basically, it is an initial value problem, which can be solved by, for example, Runge-Kutta, Adams-Moulton, or BD methods (Appendix 2). Countercurrent column reactor models result in boundary value problems, and they can be solved, for example, by orthogonal collocation [3]. The backmixed model consists of an algebraic equation system that is solved by the Newton-Raphson method (Appendix 1). 

The same numerical methods as those used to solve the homogeneous reactor models (PFR, BR, and stirred tank reactor) as well as the heterogeneous catalytic packed bed reactor models are used for gas-Uquid reactor problems. For the solution of a countercurrent column reactor, an iterative procedure must be applied in case the initial value solvers are used (Adams-Moulton, BD, explicit, or semi-implicit Runge-Kutta). A better alternative is to solve the problem as a true boundary value problem and to take advantage of a suitable method such as orthogonal collocation. If it is impossible to obtain an analytical solution for the liquid film diffusion Equation 7.52, it can be solved numerically as a boundary value problem. This increases the numerical complexity considerably. For coupled reactions, it is known that no analytical solutions exist for Equation 7.52 and, therefore, the bulk-phase mass balances and Equation 7.52 must be solved numerically. 

At sufficiently high frequency, the electromagnetic skin depth is several times smaller than a typical defect and induced currents flow in a thin skin at the conductor surface and the crack faces. It is profitable to develop a theoretical model dedicated to this regime. Making certain assumptions, a boundary value problem can be defined and solved relatively simply leading to rapid numerical calculation of eddy-current probe impedance changes due to a variety of surface cracks. 

The probes are assumed to be of contact type but are otherwise quite arbitrary. To model the probe the traction beneath it is prescribed and the resulting boundary value problem is first solved exactly by way of a double Fourier transform. To get managable expressions a far field approximation is then performed using the stationary phase method. As to not be too restrictive the probe is if necessary divided into elements which are each treated separately. Keeping the elements small enough the far field restriction becomes very week so that it is in fact enough if the separation between the probe and defect is one or two wavelengths. As each element can be controlled separately it is possible to have phased arrays and also point or line focussed probes. 

Submitting the main topic, we deal with models of solids with cracks. These models of mechanics and geophysics describe the stationary and quasi-stationary deformation of elastic and inelastic solid bodies having cracks and cuts. The corresponding mathematical models are reduced to boundary value problems for domains with singular boundaries. We shall use, if it is possible, a variational formulation of the problems to apply methods of convex analysis. It is of importance to note the significance of restrictions stated a priori at the crack surfaces. We assume that nonpenetration conditions of inequality type at the crack surfaces are fulfilled, which improves the accuracy of these models for contact problems. We also include the modelling of problems with friction between the crack surfaces. 

Progress in modelling and analysis of the crack problem in solids as well as contact problems for elastic and elastoplastic plates and shells gives rise to new attempts in using modern approaches to boundary value problems. The novel viewpoint of traditional treatment to many such problems, like the crack theory, enlarges the range of questions which can be clarified by mathematical tools. 

Finite element methods are one of several approximate numerical techniques available for the solution of engineering boundary value problems. Analysis of materials processing operations lead to equations of this type, and finite element methods have a number of advantages in modeling such processes. This document is intended as an overview of this technique, to include examples relevant to polymer processing technology. 

The gas motion near a disk spinning in an unconfined space in the absence of buoyancy, can be described in terms of a similar solution. Of course, the disk in a real reactor is confined, and since the disk is heated buoyancy can play a large role. However, it is possible to operate the reactor in ways that minimize the effects of buoyancy and confinement. In these regimes the species and temperature gradients normal to the surface are the same everywhere on the disk. From a physical point of view, this property leads to uniform deposition - an important objective in CVD reactors. From a mathematical point of view, this property leads to the similarity transformation that reduces a complex three-dimensional swirling flow to a relatively simple two-point boundary value problem. Once in boundary-value problem form, the computational models can readily incorporate complex chemical kinetics and molecular transport models. 

A differential equation for a function that depends on only one variable, often time, is called an ordinary differential equation. The general solution to the differential equation includes many possibilities the boundary or initial conditions are needed to specify which of those are desired. If all conditions are at one point, then the problem is an initial value problem and can be integrated from that point on. If some of the conditions are available at one point and others at another point, then the ordinary differential equations become two-point boundary value problems, which are treated in the next section. Initial value problems as ordinary differential equations arise in control of lumped parameter models, transient models of stirred tank reactors, and in all models where there are no spatial gradients in the unknowns. 

As we have seen, an external plane wave can excite resonances of a particle, which leads to significant variation in fluorescence intensity. A fluorescent molecule located in or near a particle can also excite the resonances of the particle. This can be modeled by again considering the molecule as a classical point dipole and obtaining the fields due to the dipole from the solution to the boundary value problem. 

P. A. Markowich and C. A. Ringhofer, A singularly perturbed boundary value problem modelling a semiconductor device, SIAM J. Appl. Math., 44 (1984), pp. 231-256. 

Beginning with the innovative work of Tsuji and Yamaoka [409,411], various counter-flow diffusion flames have been used experimentally both to determine extinction limits and flame structure [409]. In the Tsuji burner (see Fig. 17.5) fuel issues from a porous cylinder into an oncoming air stream. Along the stagnation streamline the flow may be modeled as a one-dimensional boundary-value problem with the strain rate specified as a parameter [104], In this formulation complex chemistry and transport is easily incorporated into the model. The chemistry largely takes place within a thin flame zone around the location of the stoichiometric mixture, within the boundary layer that forms around the cylinder. 

Bobrov also used this model of a syntactic foam to calculate hydrostatic strengths164). At the same time, he showed that this parameter cannot be obtained theoretically for a syntactic foam using traditional micromechanical, macromechanical, or statistical approaches, as they are unsuitable for these foams. The first approach requires a three-dimensional solution of the viscoelasticity boundary value problem of a multiphase medium, and this is very laborious. The second and third methods assume the material is homogeneous overall, and so produce poor estimates for syntactic materials. 

Different problems are modeled by two-point boundary value differential equations in which the values of the state variables are predetermined at both endpoints of the independent variable. These endpoints may involve a starting and ending time for a time-dependent process or for a space-dependent process, the boundary conditions may apply at the entrance and at the exit of a tubular reactor, or at the beginning and end of a counter-current process, or they may involve parameters of a distributed process with recycle, etc. Boundary value problems (BVPs) are treated in Chapter 5. 

Example of an Axial Dispersion Model. Linear and Nonlinear Two-point Boundary Value Problems (BVPs)... 

The axial dispersion model has led to the two-point boundary value problem (5.37) for uj from uj = ujstart = 0 to u> = uJend = 1- DEs are standardly solved by numerical integration over subintervals of the desired interval [uj start, we d. For more on the process of solving BVPs, see Section 1.2.4 or click on the Help line under the View icon on the MATLAB desktop, followed by a click on the Search tab in the Help window and searching for BVP . 

In this section we have presented the first example of two-point boundary value problems that occur in chemical/biological engineering. The axial dispersion model for tubular reactors is a generalization of the plug flow model for tubular reactors which removes some of the limiting assumptions of plug flow. Our model includes additional axial diffusion terms that are based on the simple physics laws of Fick for mass and of Fourier for heat dispersion. 

Develop the model equations for a countercurrent cooling jacket and the same tubular reactor. This will lead to several coupled boundary value problems with boundary conditions at l = 0 and l = Lt. 

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