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Discrete Transparent Boundary Conditions for Systems of Evolution Equations

This dissertation is concerned with the derivation and implementation of discrete transparent boundary conditions for systems of evolution equations. Transparent boundary conditions (TBCs) are a special kind of artificial boundary conditions, that are constructed in such a way, that the solution on a bounded domain with TBCs is equal to the solution of the whole-space problem restricted to the bounded (computational) domain. The partial differential equations are discretised by finite differences (θ-scheme) and discrete transparent boundary conditions (DTBCs) are constructed for the discrete equation. Therefore, the DTBCs are well adapted to the numerical scheme. For scalar equations these DTBCs are well established. Compared to discretising the analytical TBC, in the scalar case it is known that these DTBCs have the advantage, not to destroy the stability properties of the underlying discrete scheme and to avoid any numerical reflections. In this dissertation we will deal with systems of partial differential equations (parabolic and Schrödinger type). For these systems the approach of DTBCs is completely new and involves additional problems not encountered in the scalar case. Since the numerical computation of these DTBCs is very costly, we give an approximation which greatly reduces the effort. After a concise construction of the TBCs and DTBCs for the weakly coupled system of parabolic equations arising from the mathematical description of fluid stochastic Petri nets, we proceed to extend the results to a system of general parabolic equations. Finally we will consider DTBCs for a system of Schrödinger-type equations, which arise e.g. in the physics of layered semiconductor devices as the so called k · p-Schrödinger equation of quantum mechanics. For both kinds of systems we will give numerical examples, which show the very small error caused by the DTBC.