A new iterative technique for solving nonlinear second order multi-point boundary value problems

We present a semi-analytical iterative method for solving nonlinear second order multi-point boundary value problems. To demonstrate the working of the method we consider a particular example of this class of problems. In this example, we demonstrate the accuracy and convergence of the method to the solution. We demonstrate clearly that the method is accurate, fast and has a reasonable order of convergence.     

An Iterative Tikhonov Regularization for Solving Singularly Perturbed Elliptic PDE

In this paper, we consider a class of singularly perturbed elliptical problems with homogeneous boundary conditions. We consider a regularized iterative method for solving such problems. Convergence analysis and error estimate are derived. The regularization parameter is chosen according to an a priori strategy. We give numerical results to illustrate that the method is implementable compared with numerical methods such as Shishkin and finite element schemes. The study demonstrates that the iterated regularized scheme can be considered as an alternate method for solving singularly perturbed elliptical problems.     

Periodic Boundary Value Problems for a Class of Functional Differential Equations

In this paper we show that the method of upper and lower solutions coupled with the monotone iterative technique is valid to obtain constructive proofs of existence of solutions for nonlinear periodic boundary value problems of functional differential equations without assuming properties of monotonicity in the nonlinear part.     

A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator

The solution of eigenvalue problems for partial differential operators by using boundary integral equation methods usually involves some Newton potentials which may be resolved by using a multiple reciprocity approach. Here we propose an alternative approach which is in some sense equivalent to the above. Instead of a linear eigenvalue problem for the partial differential operator we consider a nonlinear eigenvalue problem for an associated boundary integral operator. This nonlinear eigenvalue problem can be solved by using some appropriate iterative scheme, here we will consider a Newton scheme. We will discuss the convergence and the boundary element discretization of this algorithm, and give some numerical results.     

A Tikhonov regularization method for Cauchy problem based on a new relaxation model

In this paper, we consider a Cauchy problem of recovering both missing value and flux on inaccessible boundary from Dirichlet and Neumann data measured on the remaining accessible boundary. Associated with two mixed boundary value problems, a regularized Kohn-Vogelius formulation is proposed. With an introduction of a relaxation parameter, the Dirichlet boundary conditions are approximated by two Robin ones. Compared to the existing work, weaker regularity is required on the Dirichlet data. This makes the proposed model simpler and more efficient in computation. A series of theoretical results are established for the new reconstruction model. Several numerical examples are provided to show feasibility and effectiveness of the proposed method. For simplicity of the statements, we take Poisson equation as the governed equation. However, the proposed method can be applied directly to Cauchy problems governed by more general equations, even other linear or nonlinear inverse problems.     

一类二阶线性周期边值问题解的存在唯一性的构造性证明

本文利用初值问题方法给出了一类二阶线性周期边值问题解的存在唯一性的构造性证明,并利用数值延拓方法,给出了计算实例。因此提供了一种大范围求解这类方程周期解的方法。     

A symmetric boundary element method for the Stokes problem in multiple connected domains

We consider a symmetric Galerkin boundary element method for the Stokes problem with general boundary conditions including slip conditions. The boundary value problem is reformulated as Steklov–Poincaré boundary integral equation which is then solved by a standard approximation scheme. An essential tool in our approach is the invertibility of the single layer potential which requires the definition of appropriate factor spaces due to the topology of the domain. Here we describe a modified boundary element approach to solve Dirichlet boundary value problems in multiple connected domains. A suitable extension of the standard single layer potential leads to an operator which is elliptic on the original function space. Copyright © 2003 John Wiley & Sons, Ltd.     

Iterative continuation and the solution of nonlinear two-point boundary value problems

In this paper we present a unified function theoretic approach for the numerical solution of a wide class of two-point boundary value problems. The approach generates a class of continuous analog iterative methods which are designed to overcome some of the essential difficulties encountered in the numerical treatment of two-point problems. It is shown that the methods produce convergent sequences of iterates in cases where the initial iterate (guess),x ₀, is far from the desired solution. The results of some numerical experiments using the methods on various boundary value problems are presented in a forthcoming paper.     

Optimal control computation for parabolic systems with boundary conditions involving time delays

In this paper, we consider a class of optimal control problems involving a second-order, linear parabolic partial differential equation with Neumann boundary conditions. The time-delayed arguments are assumed to appear in the boundary conditions. A necessary and sufficient condition for optimality is derived, and an iterative method for solving this optimal control problem is proposed. The convergence property of this iterative method is also investigated.On the basis of a finite-element Galerkin's scheme, we convert the original distributed optimal control problem into a sequence of approximate problems involving only lumped-parameter systems. A computational algorithm is then developed for each of these approximate problems. For illustration, a one-dimensional example is solved.     

Iterative methods for convection dominated flow

Some iterative methods are considered for the numerical solution of convection diffusion problems. The first class of iterative methods is Chebyshev accelerated iterations. The issues of parameter selection and convergence rates are considered. Secondly, we consider convection—diffusion type iterations where the iterations are of Peaceman-Rachford type. Here, a conjecture is given concerning a related problem in functional analysis. Finally, we consider flow-directed iterative schemes. We describe some schemes of this class for an upwind difference method, and also for a nonlinear hyperbolic equation. We emphasize work that remains to be done on these methods.     

Double exponential transformation in the Sinc-collocation method for two-point boundary value problems

In 1974, Takahasi and Mori proposed the double exponential transformation for efficient evaluation of integrals of an analytic function with end point singularity. Recently, it has turned out that the double exponential transformation is also useful for various kinds of Sinc methods. In the present paper, we consider the Sinc-collocation method for two-point boundary value problems to show that the method can be considerably enhanced when incorporated with the double exponential transformation technique.     

二阶微分方程反周期边值问题解的存在性

在这篇文章中,我们考虑了一类非线性二阶常微分方程反周期边值问题．利用上下解方法结合单调迭代技巧,我们得到了解的存在性结果．     

On Numerov's method for a class of strongly nonlinear two-point boundary value problems

The purpose of this paper is to give a numerical treatment for a class of strongly nonlinear two-point boundary value problems. The problems are discretized by fourth-order Numerov's method, and a linear monotone iterative algorithm is presented to compute the solutions of the resulting discrete problems. All processes avoid constructing explicitly an inverse function as is often needed in the known treatments. Consequently, the full potential of Numerov's method for strongly nonlinear two-point boundary value problems is realized. Some applications and numerical results are given to demonstrate the high efficiency of the approach.     

Boundary conditions in acoustic scattering with respect to the reciprocity relation

A new concept associated with the reciprocity relation in acoustic scattering is introduced. Motivated by this well-known relation, which holds in all the classical cases, more general boundary value problems for the scalar Helmholtz equation are studied. These generalized boundary conditions are characterized by the validity of the reciprocity relation and seem to be an appropriate unification of a large class of boundary value problems in acoustic scattering. The well-known results for the classical problems can be extended to this general case and also new connections with the question about existence and uniqueness of solutions to the boundary value problems can be derived. A constructive procedure shows that this approach is applicable for a large class of boundary conditions.     

On the combination of some semi‐discretization methods and boundary integral equations for the numerical solution of initial boundary value problems

We consider initial boundary value problems for the homogeneous differential equation of hyperbolic or parabolic type in the unbounded two‐ or three‐dimensional spatial domain with the homogeneous initial conditions and with Dirichlet or Neumann boundary condition. The numerical solution is realized in two steps. At first using the Laguerre transformation or Rothe's method with respect to the time variable the non‐stationary problem is reduced to the sequence of boundary value problems for the non‐homogeneous Helmholtz equation. Further we construct the special integral representation for solutions and obtain the sequence of boundary integral equations (without volume integrals). For the full‐discretization of integral equations we propose some projection methods.     

Constructive methods in the nonlinear problems of control theory

We consider nonlinear control problems of transformation of a substance from one state into another given some boundary data. Our goal is to recover the second order differential operators with three time-independent coefficients. Some constructive analytical methods of study are proposed that use, in particular, the Burman-Lagrange inversion formulas for analytic functions. Some formulas are given for solving the control problems in a few particular cases of the initialboundary data. Alongside the theoretical study, we carry out, on the basis of a logical system of symbolic computation, the practical implementation of the algorithms and programs for automatic generation of the formulas that give the solutions of control problems.     

Relaxation methods for mixed-integer optimal control of partial differential equations

We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators, where the task is to minimize costs associated with the dynamics of the system by choosing, for each instant in time, one of the actuators together with ordinary controls. We consider relaxation techniques that are already used successfully for mixed-integer optimal control of ordinary differential equations. Our analysis yields sufficient conditions such that the optimal value and the optimal state of the relaxed problem can be approximated with arbitrary precision by a control satisfying the integer restrictions. The results are obtained by semigroup theory methods. The approach is constructive and gives rise to a numerical method. We supplement the analysis with numerical experiments.     

A New Non-Overlapping Domain Decomposition Method for a 3D Laplace Exterior Problem

We propose a method for solving three-dimensional boundary value problems for Laplace’s equation in an unbounded domain. It is based on non-overlapping decomposition of the exterior domain into two subdomains so that the initial problem is reduced to two subproblems, namely, exterior and interior boundary value problems on a sphere. To solve the exterior boundary value problem, we propose a singularity isolation method. To match the solutions on the interface between the subdomains (the sphere), we introduce a special operator equation approximated by a system of linear algebraic equations. This system is solved by iterative methods in Krylov subspaces. The performance of the method is illustrated by solving model problems.     

分数阶微分方程的一些新结果

第一部分,介绍分数阶导数的定义和著名的Mittag—Leffler函数的性质．第二部分,利用单调迭代方法给出了具有2序列Riemann—Liouville分数阶导数微分方程初值问题解的存在性和唯一性．第三部分,利用上下解方法和Schauder不动点定理给出了具有2序列Riemann—Liouville分数阶导数微分方程周期边值问题解的存在性．第四部分,利用Leray—Schauder不动点定理和Banach压缩映像原理建立了具有n序列Riemann—Liouville分数阶导数微分方程初值问题解的存在性、唯一性和解对初值的连续依赖性．第五部分,利用锥上的不动点定理给出了具有Caputo分数阶导数微分方程边值问题,在超线性（次线性）条件下C310,11正解存在的充分必要条件．最后一部分,通过建立比较定理和利用单调迭代方法给出了具有Caputo分数阶导数脉冲微分方程周期边值问题最大解和最小解的存在性．     

On the integrability and perturbation of three-dimensional fluid flows with symmetry

Summary The purpose of this paper is to develop analytical methods for studyingparticle paths in a class of three-dimensional incompressible fluid flows. In this paper we study three-dimensionalvolume preserving vector fields that are invariant under the action of a one-parameter symmetry group whose infinitesimal generator is autonomous and volume-preserving. We show that there exists a coordinate system in which the vector field assumes a simple form. In particular, the evolution of two of the coordinates is governed by a time-dependent, one-degree-of-freedom Hamiltonian system with the evolution of the remaining coordinate being governed by a first-order differential equation that depends only on the other two coordinates and time. The new coordinates depend only on the symmetry group of the vector field. Therefore they arefield-independent. The coordinate transformation is constructive. If the vector field is time-independent, then it possesses an integral of motion. Moreover, we show that the system can be further reduced toaction-angle-angle coordinates. These are analogous to the familiar action-angle variables from Hamiltonian mechanics and are quite useful for perturbative studies of the class of systems we consider. In fact, we show how our coordinate transformation puts us in a position to apply recent extensions of the Kolmogorov-Arnold-Moser (KAM) theorem for three-dimensional, volume-preserving maps as well as three-dimensional versions of Melnikov's method. We discuss the integrability of the class of flows considered, and draw an analogy with Clebsch variables in fluid mechanics.