The Petrov–Galerkin method for second kind integral equations II: multiwavelet schemes

This paper continues the theme of the recent work [Z. Chen and Y. Xu, The Petrov–Galerkin and iterated Petrov–Galerkin methods for second kind integral equations, SIAM J. Numer. Anal., to appear] and further develops the Petrov–Galerkin method for Fredholm integral equations of the second kind. Specifically, we study wavelet Petrov–Galerkin schemes based on discontinuous orthogonal multiwavelets and prove that the condition number of the coefficient matrix for the linear system obtained from the wavelet Petrov–Galerkin scheme is bounded. In addition, we propose a truncation strategy which forms a basis for fast wavelet algorithms and analyze the order of convergence and computational complexity of these algorithms. This revised version was published online in June 2006 with corrections to the Cover Date.     

Boundary element methods for potential problems with nonlinear boundary conditions

Galerkin boundary element methods for the solution of novel first kind Steklov-Poincaré and hypersingular operator boundary integral equations with nonlinear perturbations are investigated to solve potential type problems in two- and three-dimensional Lipschitz domains with nonlinear boundary conditions. For the numerical solution of the resulting Newton iterate linear boundary integral equations, we propose practical variants of the Galerkin scheme and give corresponding error estimates. We also discuss the actual implementation process with suitable preconditioners and propose an optimal hybrid solution strategy.

     

Convergence of a fitted finite volume method for the penalized Black–Scholes equation governing European and American Option pricing

In this paper we present an analysis of a numerical method for a degenerate partial differential equation, called the Black–Scholes equation, governing American and European option pricing. The method is based on a fitted finite volume spatial discretization and an implicit time stepping technique. The analysis is performed within the framework of the vertical method of lines, where the spatial discretization is formulated as a Petrov–Galerkin finite element method with each basis function of the trial space being determined by a set of two-point boundary value problems. We establish the stability and an error bound for the solutions of the fully discretized system. Numerical results are presented to validate the theoretical results.     

On the choice of the SUPG parameter at outflow boundary layers

We consider the Streamline upwind/Petrov–Galerkin (SUPG) finite element method for two–dimensional steady scalar convection–diffusion equations and propose a new definition of the SUPG stabilization parameter along outflow Dirichlet boundaries. Numerical results demonstrate a significant improvement of the accuracy and show that, in some cases, even nodally exact solutions are obtained.     

New boundary element formulas for the biharmonic equation

We propose two new boundary integral equation formulas for the biharmonic equation with the Dirichlet boundary data that arises from plate bending problems in ℝ². Two boundary conditions, u and ∂u/∂n, usually yield a 2 × 2 non-symmetric matrix system of integral equations. Our new formulas yield scalar integral equations that can be handled more efficiently for theoretical and numerical purposes. In this paper we supply complete ellipticity and solvability analyses of our new formulas. Numerical experiments for simple Galerkin methods are also provided. This revised version was published online in June 2006 with corrections to the Cover Date.     

A comparison of numerical integration rules for the meshless local Petrov–Galerkin method

The meshless local Petrov–Galerkin (MLPG) method is a mesh-free procedure for solving partial differential equations. However, the benefit in avoiding the mesh construction and refinement is counterbalanced by the use of complicated non polynomial shape functions with subsequent difficulties, and a potentially large cost, when implementing numerical integration schemes. In this paper we describe and compare some numerical quadrature rules with the aim at preserving the MLPG solution accuracy and at the same time reducing its computational cost.     

The Dual Singular Function Method for 2D Boundary Integral Equations

The accuracy of standard boundary element methods for elliptic boundary value problems deteriorates if the boundary of the domain contains corners or if the boundary conditions change along the boundary. Here we first investigate the convergence behaviour of standard spline Galerkin approximation on quasi-uniform meshes for boundary integral equations on polygonal domains. It turns out, that the order of convergence depends on some constant describing the singular behaviour of solutions near corner points of the boundary. In order to recover the full order of convergence for the Galerkin approximation we propose the dual singular function method which is often used for improving the accuracy of finite element methods. The theoretical convergence results are confirmed and illustrated by a numerical example.     

Runge-Kutta methods without order reduction for linear initial boundary value problems

Summary. It is well-known the loss of accuracy when a Runge–Kutta method is used together with the method of lines for the full discretization of an initial boundary value problem. We show that this phenomenon, called order reduction, is caused by wrong boundary values in intermediate stages. With a right choice, the order reduction can be avoided and the optimal order of convergence in time is achieved. We prove this fact for time discretizations of abstract initial boundary value problems based on implicit Runge–Kutta methods. Moreover, we apply these results to the full discretization of parabolic problems by means of Galerkin finite element techniques. We present some numerical examples in order to confirm that the optimal order is actually achieved. Received July 10, 2000 / Revised version received March 13, 2001 / Published online October 17, 2001     

Discrete Wavelet Petrov–Galerkin Methods

In this paper, we develop a discrete wavelet Petrov–Galerkin method for integral equations of the second kind with weakly singular kernels suitable for solving boundary integral equations. A compression strategy for the design of a fast algorithm is suggested. Estimates for the rate of convergence and computational complexity of the method are provided.     

A parameter robust Petrov–Galerkin scheme for advection–diffusion–reaction equations

In this paper, a singularly perturbed convection diffusion boundary value problem, with discontinuous diffusion coefficient is examined. In addition to the presence of boundary layers, strong and weak interior layers can also be present due to the discontinuities in the diffusion coefficient. A priori layer adapted piecewise uniform meshes are used to resolve any layers present in the solution. Using a Petrov–Galerkin finite element formulation, a fitted finite difference operator is shown to produce numerical approximations on this fitted mesh, which are uniformly second order (up to logarithmic terms) globally convergent in the pointwise maximum norm.     

On spline collocation methods for boundary integral equations in the plane

Nowadays boundary elemen; methods belong to the most popular numerical methods for solving elliptic boundary value problems. They consist in the reduction of the problem to equivalent integral equations (or certain generalizations) on the boundary Γ of the given domain and the approximate solution of these boundary equations. For the numerical treatment the boundary surface is decomposed into a finite number of segments and the unknown functions are approximated by corresponding finite elements and usually determined by collocation and Galerkin procedures. One finds the least difficulties in the theoretical foundation of the convergence of Galerkin methods for certain classes of equations, whereas the convergence of collocation methods, which are mostly used in numerical computations, has yet been proved only for special equations and methods. In the present paper we analyse spline collocation methods on uniform meshes with variable collocation points for one-dimensional pseudodifferential equations on a closed curve with convolutional principal parts, which encompass many classes of boundary integral equations in the plane. We give necessary and sufficient conditions for convergence and prove asymptotic error estimates. In particular we generalize some results on nodal and midpoint collocation obtained in [2], [7] and [8]. The paper is organized as follows. In Section 1 we formulate the problems and the results, Section 2 deals with spline interpolation in periodic Sobolev spaces, and in Section 3 we prove the convergence theorems for the considered collocation methods.     

On the adaptive coupling of FEM and BEM in 2–d–elasticity

Summary. This paper concerns the combination of the finite element method (FEM) and the boundary element method (BEM) using the symmetric coupling. As a model problem in two dimensions we consider the Hencky material (a certain nonlinear elastic material) in a bounded domain with Navier–Lamé differential equation in the unbounded complementary domain. Using some boundary integral operators the problem is rewritten such that the Galerkin procedure leads to a FEM/BEM coupling and quasi–optimally convergent discrete solutions. Beside this a priori information we derive an a posteriori error estimate which allows (up to a constant factor) the error control in the energy norm. Since information about the singularities of the solution is not available a priori in many situation and having in mind the goal of an automatic mesh–refinement we state adaptive algorithms for the –version of the FEM/BEM–coupling. Illustrating numerical results are included. Received April 15, 1994 / Revised version received January 8, 1996     

Mixed boundary integral methods for Helmholtz transmission problems

In this paper we propose a hybrid between direct and indirect boundary integral methods to solve a transmission problem for the Helmholtz equation in Lipschitz and smooth domains. We present an exhaustive abstract study of the numerical approximation of the resulting system of boundary integral equations by means of Galerkin methods. Some particular examples of convergent schemes in the smooth case in two dimensions are given. Finally, we extend the results to a thermal scattering problem in a half plane with several obstacles and provide numerical results that illustrate the accuracy of our methods depending on the regularity of the interface.     

BEM with linear complexity for the classical boundary integral operators

Alternative representations of boundary integral operators corresponding to elliptic boundary value problems are developed as a starting point for numerical approximations as, e.g., Galerkin boundary elements including numerical quadrature and panel-clustering. These representations have the advantage that the integrands of the integral operators have a reduced singular behaviour allowing one to choose the order of the numerical approximations much lower than for the classical formulations. Low-order discretisations for the single layer integral equations as well as for the classical double layer potential and the hypersingular integral equation are considered. We will present fully discrete Galerkin boundary element methods where the storage amount and the CPU time grow only linearly with respect to the number of unknowns.

     

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.     

Numerical aspects in the SGBEM solution of softening cohesive interface problems

Some numerical aspects of a new symmetric Galerkin boundary integral formulation presented in [A. Salvadori, A symmetric boundary integral formulation for cohesive interface problems, Comput. Mech. 32 (2003) 381–391] connected with a like arc-length technique for softening cohesive interface problems introduced in [F. Freddi, Cohesive interface analysis via boundary integral equations, Ph.D. thesis, University of Bologna, Italy, 2004] are here investigated. Further, if the problem is invariant with respect to a finite group of congruences of the Euclidean space , we propose to reduce the computational cost of the symmetric Galerkin boundary element method (SGBEM) matrix evaluation and linear system solution using suitable restriction matrices strictly related to a system of irreducible matrix representation of . Some numerical simulations are presented and discussed.     

A Galerkin method for retarded boundary integral equations with smooth and compactly supported temporal basis functions

We consider retarded boundary integral formulations of the three-dimensional wave equation in unbounded domains. Our goal is to apply a Galerkin method in space and time in order to solve these problems numerically. In this approach the computation of the system matrix entries is the major bottleneck. We will propose new types of finite-dimensional spaces for the time discretization. They allow variable time-stepping, variable order of approximation and simplify the quadrature problem arising in the generation of the system matrix substantially. The reason is that the basis functions of these spaces are globally smooth and compactly supported. In order to perform numerical tests concerning our new basis functions we consider the special case that the boundary of the scattering problem is the unit sphere. In this case explicit solutions of the problem are available which will serve as reference solutions for the numerical experiments.     

Analysis of the convergence of the minimal and the orthogonal residual methods

We consider two Krylov subspace methods for solving linear systems, which are the minimal residual method and the orthogonal residual method. These two methods are studied without referring to any particular implementations. By using the Petrov–Galerkin condition, we describe the residual norms of these two methods in terms of Krylov vectors, and the relationship between there two norms. We define the Ritz singular values, and prove that the convergence of these two methods is governed by the convergence of the Ritz singular values. AMS subject classification 65F10     

A construction of multiscale bases for Petrov–Galerkin methods for integral equations

In this paper, a construction of multiscale bases for Petrov–Galerkin methods for Fredholm integral equations of the second kind is proposed. The properties of multiscale bases are presented including additional order of vanishing moments, compact supports and stability. Communicated by A. Zhou Dedicated to Professor Charles A. Micchelli on the occasion of his sixtieth birthday with friendship and esteem Mathematics subject classifications (2000) 41A10, 65R20, 65D15. Min Huang: Supported in part by Professor Yuesheng Xu's support under the program of “One Hundred Distinguished Young Scientists” of the Chinese Academy of Sciences and by the Graduate Innovation Foundation of the Chinese Academy of Sciences.     

An improved boundary element method for the charge density of a thin electrified plate in ℝ3

A weakly singular integral equation of the first kind on a plane surface piece Γ is solved approximately via the Galerkin method. The determination of the solution of this integral equation (with the single-layer potential) is a classical problem in physics, since its solution represents the charge density of a thin, electrified plate Γ loaded with some given potential. Using piecewise constant or piecewise bilinear boundary elements we derive asymptotic estimates for the Galerkin error in the energy norm and analyse the effect of graded meshes. Estimates in lower order Sobolev norms are obtained via the Aubin–Nitsche trick. We describe in detail the numerical implementation of the Galerkin method with both piecewise-constant and piecewise-linear boundary elements. Numerical experiments show experimental rates of convergence that confirm our theoretical, asymptotic results.