Boundary value problems models

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. 

NUMERICAL METHODS FOR SINGULARLY PERTURBED BOUNDARY VALUE PROBLEMS MODELING DIFFUSION PROCESSES... 

In Sections II and III, we considered boundary value problems modeling the diffusion process for some substance in a homogeneous material. We have studied problems in which the unknown function takes a prescribed value on the boundary (in Section II), or the diffusion flux of the unknown function is given on the boundary (in Section III). The right-hand sides of the equations were supposed to be smooth. Boundary layers appear in these problems for small values of the parameter. 

Numerical Methods for Singularly Perturbed Boundary Value Problems Modeling Diffusion Processes... 

Total velocity flux through ellipsoidal surfaces. Two types of physical boundary value problem models can be defined, both of which apply auxiliary conditions at the surface of the ellipsoidal source... 

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. 

The weighted residual method provides a flexible mathematical framework for the construction of a variety of numerical solution schemes for the differential equations arising in engineering problems. In particular, as is shown in the followmg section, its application in conjunction with the finite element discretizations yields powerful solution algorithms for field problems. To outline this technique we consider a steady-state boundary value problem represented by the following mathematical model... 

Modelling of steady-state free surface flow corresponds to the solution of a boundary value problem while moving boundary tracking is, in general, viewed as an initial value problem. Therefore, classification of existing methods on the basis of their suitability for boundary value or initial value problems has also been advocated. 

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. 

In the sequel, we consider concrete boundary conditions for the above models to formulate boundary value problems. Also, restrictions of the inequality type imposed upon the solutions are introduced. We begin with the nonpenetration conditions in contact problems (see Kravchuk, 1997 Khludnev, Sokolowski, 1997 Duvaut, Lions, 1972). 

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 ... 

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. 

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 ). 

The MADONNA software allows an automatic, iterative solution of boundary value problems. Selecting Model/Modules/Boundary Value ODE prompts for the boundary condition input Set S = 1 at X=1 with unknowns Sguess. Allowing... 

The SLF model generates a two-point boundary-value problem for which standard numerical techniques exist. 

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. 

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. 

The differential diffusion equations system to solve when a potential pulse E is applied and the corresponding boundary value problem (bvp) when the expanding plane model for the DME is considered are ... 

Combining Eqs. (A10) with the boundary conditions (All) written in vector form and using constitutive relations such as Eqs. (1) and (2), we obtain a vector-type boundary-value problem, which permits the component concentration profiles to be obtained as functions of the film coordinate. These concentration profiles, in turn, allow one to determine the component fluxes. Thus the boundary-value problem describing the film phenomena has to be solved in conjunction with all other model equations. 

Taking into account the aforementioned effects of ice formation in porous materials, a macroscopic quintuple model within the framework of the Theory of Porous Media (TPM) for the numerical simulation of initial and boundary value problems of freezing and thawing processes in saturated porous materials will be investigated. The porous solid is made up of a granular or structured porous matrix (a = S) and ice (a = I), where it will be assumed that both phases have the same motion. Due to the different freezing points of water in the macro and micro pores, the liquid will be distinguished into bulk water ( a = L) in the macro pores and gel water (a = P, pore solution) in the micro pores. With exception of the gas phase (a = G), all constituents will be considered as incompressible. 

In PCM, the solute is represented in terms of a charge density in a realistic model of a shaped cavity in a dielectric medium. The effects of the solute charge density and of the surface charge on the boundary with the dielectric continuum are taken into account in solving the dielectric boundary value problem, while the charge density itself is obtained... 

An expanded formulation of the steady-state permeation model has been presented. Two numerical problems - stiffness and an ill-conditioned boundary value problem - are encountered in solving the system equations. These problems can be circumvented by matching forward and reverse integrations at a point near the inlet (n = 0) but outside the combustion zone. The model predicts a... 

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