Boundary value methods for the solution of differential-algebraic equations

Summary Boundary value techniques for the solution of initial value problems of ODEs, despite their apparent higher cost, present some important advantages over initial value methods. Among them, there is the possibility to have greater accuracy, to control the global error, and to have an efficient parallel implementation.In this paper, the same techniques are applied to the solution of linear initial value problems of DAEs. We have considered three term numerical methods (Midpoint, Simpson, and an Adams type method) in order to obtain a block tridiagonal linear system as a discrete problem.Convergence results are stated in the case of constant coefficients, and numerical examples are given on linear time-varying problems.Work supported by the Ministero della Ricerca Scientifica, 40% project, and by the C.N.R. (contract of research # 92.00535.CT01)     

Piecewise polynomial collocation for linear boundary value problems of fractional differential equations

We consider a class of boundary value problems for linear multi-term fractional differential equations which involve Caputo-type fractional derivatives. Using an integral equation reformulation of the boundary value problem, some regularity properties of the exact solution are derived. Based on these properties, the numerical solution of boundary value problems by piecewise polynomial collocation methods is discussed. In particular, we study the attainable order of convergence of proposed algorithms and show how the convergence rate depends on the choice of the grid and collocation points. Theoretical results are verified by two numerical examples.     

B-spline collocation for solution of two-point boundary value problems

A numerical method based on B-spline is developed to solve the general nonlinear two-point boundary value problems up to order 6. The standard formulation of sextic spline for the solution of boundary value problems leads to non-optimal approximations. In order to derive higher orders of accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. The error analysis and convergence properties of the method are studied via Green’s function approach. O(h⁶) global error estimates are obtained for numerical solution of these classes of problems. Numerical results are given to illustrate the efficiency of the proposed method. Results of numerical experiments verify the theoretical behavior of the orders of convergence.     

Multistep Methods for Conservative Problems

We discuss the use of linear multistep methods for the solution of conservative (in particular Hamiltonian) problems. Despite the lack of good results concerning their behaviour, linear multistep methods have been satisfactorily used by researchers in applicative fields. We try to elucidate the requirements that a linear multistep method should fulfill in order to be suitable for the integration of such problems, relating our analysis to their use as boundary value methods. We collect a number of results obtained for the linear autonomous case and also consider some numerical tests on the Kepler problem.Work supported by GNCS and MIUR.     

On the approximation of nonlinear singular self-adjoint second order boundary value problems

We investigate the approximation of the solutions of a class of nonlinear second order singular boundary value problems with a self-adjoint linear part. Our strategy involves two ingredients. First, we take advantage of certain boundary condition functions to obtain well behaved functions of the solutions. Second, we integrate the problem over an interval that avoids the singularity. We are able to prove a uniform convergence result for the approximate solutions. We describe how the approximation is constructed for the various values of the deficiency index associated with the differential equation. The solution of the nonlinear problem is obtained by a globally convergent iterative method.     

Three-Dimensional Boundary Value Problems of Elastothermodiffusion with Mixed Boundary Conditions

We investigate the basic boundary value problems of the connected theory of elastothermodiffusion for three-dimensional domains bounded by several closed surfaces when the same boundary conditions are fulfilled on every separate boundary surface, but these conditions differ on different groups of surfaces. Using the results of papers [1–8], we prove theorems on the existence and uniqueness of the classical solutions of these problems.     

A posteriori estimates of inverse operators for initial value problems in linear ordinary differential equations

We present constructive a posteriori estimates of inverse operators for initial value problems in linear ordinary differential equations (ODEs) on a bounded interval. Here, “constructive” indicates that we can obtain bounds of the operator norm in which all constants are explicitly given or are represented in a numerically computable form. In general, it is difficult to estimate these inverse operators a priori. We, therefore, propose a technique for obtaining a posteriori estimates by using Galerkin approximation of inverse operators. This type of estimation will play an important role in the numerical verification of solutions for initial value problems in nonlinear ODEs as well as for parabolic initial boundary value problems.     

Results on Nonlocal Boundary Value Problems

In this article, we provide a variational theory for nonlocal problems where nonlocality arises due to the interaction in a given horizon. With this theory, we prove well-posedness results for the weak formulation of nonlocal boundary value problems with Dirichlet, Neumann, and mixed boundary conditions for a class of kernel functions. The motivating application for nonlocal boundary value problems is the scalar stationary peridynamics equation of motion. The well-posedness results support practical kernel functions used in the peridynamics setting.

We also prove a spectral equivalence estimate which leads to a mesh size independent upper bound for the condition number of an underlying discretized operator. This is a fundamental conditioning result that would guide preconditioner construction for nonlocal problems. The estimate is a consequence of a nonlocal Poincaré-type inequality that reveals a horizon size quantification. We provide an example that establishes the sharpness of the upper bound in the spectral equivalence.     

Asymptotically correct error estimation for collocation methods applied to singular boundary value problems

We discuss an a posteriori error estimate for collocation methods applied to boundary value problems in ordinary differential equations with a singularity of the first kind. As an extension of previous results we show the asymptotical correctness of our error estimate for the most general class of singular problems where the coefficient matrix is allowed to have eigenvalues with positive real parts. This requires a new representation of the global error for the numerical solution obtained by piecewise polynomial collocation when applied to our problem class.     

Generalized Solutions of the Linear Boundary Value Problems

Russian Mathematics - We use constructions from the general theory of boundary value problems to build a theory of generalized boundary value problems for the generalized Poisson equation. Namely,...     

Irregular Boundary Value Problems Revisited

We give a survey on results that have been obtained during the last century for irregular boundary eigenvalue problems for arbitrary order differential equations and explain the main differences between this class and the classes of Birkhoff- and Stone-regular problems.     

Boundary Value Problems for Odes

We use the method of quasilinearization to boundary value problems of ordinary differential equations showing that the corresponding monotone iterations converge to the unique solution of our problem and this convergence is quadratic.     

Stability of some boundary value methods for the solution of initial value problems

The stability properties of three particular boundary value methods (BVMs) for the solution of initial value problems are considered. Our attention is focused on the BVMs based on the midpoint rule, on the Simpson method and on an Adams method of order 3. We investigate their BV-stability regions by considering the scalar test problem and constant stepsize. The study of the conditioning of the coefficient matrix of the discrete problem is extended to the case of variable stepsize and block ODE problems. We also analyse an appropriate choice for the stepsize for stiff problems. Numerical tests are reported to evidentiate the effectiveness of the BVMs and the differences among the BVMs considered.Work supported by the Ministero della Ricerca Scientifica, 40% project, and C.N.R. (contract of research # 92.00535.01).     

Finite element methods on piecewise equidistant meshes for interior turning point problems

We consider linear second order singularly perturbed two-point boundary value problems with interior turning points. Piecewise linear Galerkin finite element methods are constructed on various piecewise equidistant meshes designed for such problems. These methods are proved to be convergent, uniformly in the singular perturbation parameter, in a weighted energy norm and the usualL ² norm. Supporting numerical results are presented.     

Boundary layers in parabolic perturbations of scalar conservation laws

We consider the problem of estimating the boundary layer thickness for vanishing viscosity solutions of boundary value problems for parabolic perturbations of a scalar conservation law in a space strip in R^d . For the boundary layer thickness () we obtain that one can take ()= ^r, for any r<1/2, arbitrarily close to 1/2.     

带谱参数边界条件的四阶边值问题的矩阵表示

研究了一类具有有限谱的带有谱参数边界条件的四阶微分方程边值问题及其矩阵表示,证明了对任意正整数m,所考虑的问题至多有2m+6个特征值,进一步给出这类带有谱参数边条件的四阶边值问题与一类矩阵特征值问题之间在具有相同特征值的意义下是等价的.     

Boundary Value Problems for the Stationary Schrodinger Equation on Riemannian Manifolds

We suggest a new approach to the statement of boundary value problems for elliptic partial differential equations on arbitrary Riemannian manifolds which is based on the consideration of equivalence classes of functions on a manifold. Using this approach, we establish some interrelation between the solvability of boundary value problems and solvability of exterior boundary problems for the stationary Schrodinger equation. Also we prove the comparison and uniqueness theorems for solutions to boundary value problems in this statement and obtain sufficient conditions for solvability of boundary value problems when the coefficient in the Schrodinger equation is changed.     

次线性半正微分边值系统的正解

本文证明了一类含参数$\lambda>0$的半正微分边值系统正解的存在性结果.在非线性项满足次线性条件的情况下,证明了对于充分大的$\lambda>0$,方程组至少存在一个正解.     

Boundary Value Problems for Quasielliptic Equations in a Half-Space

We consider general boundary value problems with data on the boundary of a half-space for quasielliptic equations with constant coefficients. We find integral representations for solutions and study some properties of the kernels of the corresponding integral operators. The results are applied to proving some generalization of the Miranda-Agmon maximum principle.     

The Method of Singular Equations in Boundary Value Problems in Kinetic Theory

We develop a new effective method for solving boundary value problems in kinetic theory. The method permits solving boundary value problems for mirror and diffusive boundary conditions with an arbitrary accuracy and is based on the idea of reducing the original problem to two problems of which one has a diffusion boundary condition for the reflection of molecules from the wall and the other has a mirror boundary condition. We illustrate this method with two classical problems in kinetic theory: the Kramers problem (isothermal slip) and the thermal slip problem. We use the Bhatnagar-Gross-Krook equation (with a constant collision frequency) and the Williams equation (with a collision frequency proportional to the molecular velocity).__________Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 143, No. 3, pp. 437–454, June, 2005.