Generalized Dirichlet‐to‐Neumann Map in Time‐Dependent Domains

We study the heat, linear Schrödinger (LS), and linear KdV equations in the domain l(t) < x < ∞ , 0 < t < T , with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution.     

Boundary integral equations for the Helmholtz equation: The third boundary value problem

In this paper we study the application of boundary integral equation methods for the solution of the third, or Robin, boundary value problem for the exterior Helmholtz equation. In contrast to earlier work, the boundary value problem is interpreted here in a weak sense which allows data to be specified in L_∞ (?D), ?D being the boundary of the exterior domain which we assume to be Lyapunov of index 1. For this exterior boundary value problem, we employ Green's theorem to derive a pair of boundary integral equations which have a unique simultaneous solution. We then show that this solution yields a solution of the original exterior boundary value problem.     

Solution of two-dimensional boundary value problems corresponding to initial-boundary value problems of diffusion on a right cylinder

We consider boundary value problems for the differential equations Δ₂ u + B u = 0 with operator coefficients B corresponding to initial-boundary value problems for the diffusion equation Δ₃ u − pu = ∂ _t u (p > 0) on a right cylinder with inhomogeneous boundary conditions on the lateral surface of the cylinder with zero boundary conditions on the bases of the cylinder and with zero initial condition. For their solution, we derive specific boundary integral equations in which the space integration is performed only over the lateral surface of the cylinder and the kernels are expressed via the fundamental solution of the two-dimensional heat equation and the Green function of corresponding one-dimensional initial-boundary value problems of diffusion. We prove uniqueness theorems and obtain sufficient existence conditions for such solutions in the class of functions with continuous L ₂-norm.     

The operator equations of Lippmann–Schwinger type for acoustic and electromagnetic scattering problems in L 2

This article is concerned with the scattering of acoustic and electromagnetic time harmonic plane waves by an inhomogeneous medium. These problems can be translated into volume integral equations of the second kind – the most prominent example is the Lippmann–Schwinger integral equation. In this work, we study a particular class of scattering problems where the integral operator in the corresponding operator equation of Lippmann–Schwinger type fails to be compact. Such integral equations typically arise if the modelling of the inhomogeneous medium necessitates space-dependent coefficients in the highest order terms of the underlying partial differential equation. The two examples treated here are acoustic scattering from a medium with a space-dependent material density and electromagnetic medium scattering where both the electric permittivity and the magnetic permeability vary. In these cases, Riesz theory is not applicable for the solution of the arising integral equations of Lippmann–Schwinger type. Therefore, we show that positivity assumptions on the relative material parameters allow to prove positivity of the arising volume potentials in tailor-made weighted spaces of square integrable functions. This result merely holds for imaginary wavenumber and we exploit a compactness argument to conclude that the arising integral equations are of Fredholm type, even if the integral operators themselves are not compact. Finally, we explain how the solution of the integral equations in L ² affects the notion of a solution of the scattering problem and illustrate why the order of convergence of a Galerkin scheme set up in L ² does not suffer from our L ² setting, compared to schemes in higher order Sobolev spaces.     

On the asymptotic convergence of a collocation method for some boundary integral equations of the first kind

In this paper we present a certain collocation method for the numerical solution of a class of boundary integral equations of the first kind with logarithmic kernel as principle part. The transformation of the boundary value problem into boundary singular integral equation of the first kind via single-layer potential is discussed. A discretization and error representation for the numerical solution of boundary integral equations has been given. Quadrature formulae have been proposed and the error arising due to the quadrature formulae used has been estimated. The convergence of the solution with respect to the proposed numerical algorithm is shown and finally some numerical results have been presented.     

Boundary Integral Solution of the Time-Fractional Diffusion Equation

Here we consider initial boundary value problem for the time–fractional diffusion equation by using the single layer potential representation for the solution. We derive the equivalent boundary integral equation. We will show that the single layer potential admits the usual jump relations and discuss the mapping properties of the single layer operator in the anisotropic Sobolev spaces. Our main theorem is that the single layer operator is coercive in an anisotropic Sobolev space. Based on the coercivity and continuity of the single layer operator we finally show the bijectivity of the operator in a certain range of anisotropic Sobolev spaces.      

Integral representations of nonnegative solutions for parabolic equations and elliptic Martin boundaries

We consider nonnegative solutions of a parabolic equation in a cylinder D×(0,T), where D is a noncompact domain of a Riemannian manifold. Under the assumption [IU] (i.e., the associated heat kernel is intrinsically ultracontractive), we establish an integral representation theorem: any nonnegative solution is represented uniquely by an integral on (D×{0})∪(M_∂D×[0,T)), where M_∂D is the Martin boundary of D for the associated elliptic operator. We apply it in a unified way to several concrete examples to explicitly represent nonnegative solutions. We also show that [IU] implies the condition [SP] (i.e., the constant function 1 is a small perturbation of the elliptic operator on D).     

Multi‐periodic eigensolutions to the Dirac operator and applications to the generalized Helmholtz equation on flat cylinders and on the n‐torus

In this paper, we study the solutions to the generalized Helmholtz equation with complex parameter on some conformally flat cylinders and on the n‐torus. Using the Clifford algebra calculus, the solutions can be expressed as multi‐periodic eigensolutions to the Dirac operator associated with a complex parameter λ∈?. Physically, these can be interpreted as the solutions to the time‐harmonic Maxwell equations on these manifolds. We study their fundamental properties and give an explicit representation theorem of all these solutions and develop some integral representation formulas. In particular, we set up Green‐type formulas for the cylindrical and toroidal Helmholtz operator. As a concrete application, we explicitly solve the Dirichlet problem for the cylindrical Helmholtz operator on the half cylinder. Finally, we introduce hypercomplex integral operators on these manifolds, which allow us to represent the solutions to the inhomogeneous Helmholtz equation with given boundary data on cylinders and on the n‐torus. Copyright © 2009 John Wiley & Sons, Ltd.     

Solvability for p-Laplacian generalized fractional coupled systems with two-sided memory effects

This paper determines the solvability of multipoint boundary value problems for p-Laplacian generalized fractional differential systems with Riesz–Caputo derivative, which exhibits two-sided nonlocal memory effects. An equivalent integral form for the generalized fractional differential system is deduced by transformation. First, we obtain the existence of solutions on the basis of the upper–lower solutions method, in which an explicit iterative approach for approximating the solution is established. Second, we deal with a special case of our fractional differential system; in order to obtain novel results, an abstract sum-type operator equation A(x,x)+Bx+e=x on ordered Banach space is discussed. Without requiring the existence of upper–lower solutions or compactness conditions, we get several unique results of solutions for this operator equation, which provide new inspiration for the study of boundary value problems. Then, we apply these abstract results to get the uniqueness of solutions for our differential system.     

Numerical solution of integral equations of first and second kind in scalar and vector problems of diffraction on a cube

We consider the problem of numerical simulation of the scattering of acoustic and electromagnetic waves on a cube whose edge ha s length up to 8 wave lengths of the incident wave. We describe a scheme using a representation of the boundary integral equation in the form of an operator convolution equation on the symmetry group of the cube. We compare the results of numerical solution of integral equations of first and second kind for scalar and vector problems of diffraction of a plane wave on a cube. Translated fromProblemy Matematicheskoi Fiziki, 1998, pp. 36–45.     

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.     

Semismall perturbations, semi-intrinsic ultracontractivity, and integral representations of nonnegative solutions for parabolic equations

We consider nonnegative solutions of a parabolic equation in a cylinder D×I, where D is a noncompact domain of a Riemannian manifold and I=(0,T) with 0<T?∞ or I=(−∞,0). Under the assumption [SSP] (i.e., the constant function 1 is a semismall perturbation of the associated elliptic operator on D), we establish an integral representation theorem of nonnegative solutions: In the case I=(0,T), any nonnegative solution is represented uniquely by an integral on (D×{0})∪(M_∂D×[0,T)), where M_∂D is the Martin boundary of D for the elliptic operator; and in the case I=(−∞,0), any nonnegative solution is represented uniquely by the sum of an integral on M_∂D×(−∞,0) and a constant multiple of a particular solution. We also show that [SSP] implies the condition [SIU] (i.e., the associated heat kernel is semi-intrinsically ultracontractive).     

Effective semi-analytic integration for hypersingular Galerkin boundary integral equations for the Helmholtz equation in 3D

We deal with the Galerkin discretization of the boundary integral equations corresponding to problems with the Helmholtz equation in 3D. Our main result is the semi-analytic integration for the bilinear form induced by the hypersingular operator. Such computations have already been proposed for the bilinear forms induced by the single-layer and the double-layer potential operators in the monograph The Fast Solution of Boundary Integral Equations by O. Steinbach and S. Rjasanow and we base our computations on these results.     

On the convergence of a numerical method for a hypersingular integral equation on a closed surface

We consider a linear integral equation with a hypersingular integral treated in the sense of the Hadamard finite value. This equation arises in the solution of the Neumann boundary value problem for the Laplace equation with a representation of a solution in the form of a double-layer potential. We consider the case in which the interior or exterior boundary value problem is solved in a domain; whose boundary is a smooth closed surface, and an integral equation is written out on that surface. For the integral operator in that equation, we suggest quadrature formulas like the method of vortical frames with a regularization, which provides its approximation on the entire surface for the use of a nonstructured partition. We construct a numerical scheme for the integral equation on the basis of suggested quadrature formulas, prove an estimate for the norm of the inverse matrix of the related system of linear equations and the uniform convergence of numerical solutions to the exact solution of the hypersingular integral equation on the grid.     

The Poisson and the Biharmonic Equations in the Interior of a Convex Polygon

A new method for analyzing linear elliptic partial differential equations in the interior of a convex polygon was developed in the late 1990s. This method does not rely on the classical approach of separation of variables and on the use of classical integral transforms and therefore is well suited for the investigation of the biharmonic equation. Here, we present a novel integral representation of the solution of the biharmonic equation in the interior of a convex polygon. This representation contains certain free parameters and therefore is more general than the one presented in [1]. For a given boundary value problem, by choosing these free parameters appropriately, one can obtain the simplest possible representation for the solution. This representation still involves certain unknown boundary values, thus for this formula to become effective it is necessary to characterize the unknown boundary values in terms of the given boundary conditions. This requires the investigation of certain relations refereed to as the global relations. A general approach for analyzing these relations is illustrated by solving several problems formulated in the interior of a semistrip. In addition, for completeness, similar results are presented for the Poisson equation by employing an integral representation for the Laplace equation which is more general than the one derived in the late 1990s.     

The heat equation under conditions on the moments in higher dimensions

We consider the heat equation on the N‐dimensional cube (0, 1)^N and impose different classes of integral conditions, instead of usual boundary ones. Well‐posedness results for the heat equation under the condition that the moments of order 0 and 1 are conserved had been known so far only in the case of , for which such conditions can be easily interpreted as conservation of mass and barycenter. In this paper we show that in the case of general N the heat equation with such integral conditions is still well‐posed, upon suitably relaxing the notion of solution. Existence of solutions with general initial data in a suitable space of distributions over (0, 1)^N are proved by introducing two appropriate realizations of the Laplacian and checking by form methods that they generate analytic semigroups. The solution thus obtained turns out to solve the heat equation only in a certain distributional sense. However, one of these realizations is tightly related to a well‐known object of operator theory, the Krein–von Neumann extension of the Laplacian. This connection also establishes well‐posedness in a classical sense, as long as the initial data are L²‐functions.     

Fundamental Solutions of Some Linear Operator Equations and Applications

A concept of a fundamental solution is introduced for linear operator equations given in some functional spaces. In the case where this fundamental solution does not exist, the representation of the solution is found by the concept of a generalized fundamental solution, which is introduced for operators with nontrivial and generally infinite-dimensional kernels. The fundamental and generalized fundamental solutions are also investigated for a class of Fredholm-type operator equations. Some applications are given for one-dimensional generally nonlocal hyperbolic problems with trivial, finite- and infinite-dimensional kernels. The fundamental and generalized fundamental solutions of such problems are constructed as particular solutions of a system of integral equations or an integral equation. These fundamental solutions become meaningful in a general case when the coefficients are generally nonsmooth functions satisfying only some conditions such as p-integrablity and boundedness.     

The Schr?dinger equation on cylinders and the n-torus

In this paper, we study the solutions to the Schr?dinger equation on some conformally flat cylinders and on the n-torus. First, we apply an appropriate regularization procedure. Using the Clifford algebra calculus with an appropriate Witt basis, the solutions can be expressed as multiperiodic eigensolutions to the regularized parabolic-type Dirac operator. We study their fundamental properties, give representation formulas of all these solutions in terms of multiperiodic generalizations of the elliptic functions in the context of the regularized parabolic-type Dirac operator. Furthermore, we also develop some integral representation formulas. In particular, we set up a Green type integral formula for the solutions to the homogeneous regularized Schr?dinger equation on cylinders and n-tori. Then, we treat the inhomogeneous Schr?dinger equation with prescribed boundary conditions in Lipschitz domains on these manifolds. We present an L _p -decomposition where one of the components is the kernel of the first-order differential operator that factorizes the cylindrical (resp. toroidal) Schr?dinger operator. Finally, we study the behavior of our results in the limit case where the regularization parameter tends to zero.     

Adaptive Wavelet BEM for Boundary Integral Equations: Theory and Numerical Experiments

We are concerned with the numerical treatment of boundary integral equations by the adaptive wavelet boundary element method. In particular, we consider the second kind Fredholm integral equation for the double layer potential operator on patchwise smooth manifolds contained in ?³. The corresponding operator equations are treated by adaptive implementations that are in complete accordance with the underlying theory. The numerical experiments demonstrate that adaptive methods really pay off in this setting. The observed convergence rates fit together very well with the theoretical predictions based on the Besov regularity of the exact solution.     

Positive solutions for nonlinear operator equations and several classes of applications

In this paper, we study a class of nonlinear operator equations x = Ax + x ₀ on ordered Banach spaces, where A is a monotone generalized concave operator. Using the properties of cones and monotone iterative technique, we establish the existence and uniqueness of solutions for such equations. In particular, we do not demand the existence of upper-lower solutions and compactness and continuity conditions. As applications, we study first-order initial value problems and two-point boundary value problems with the nonlinear term is required to be monotone in its second argument. In the end, applications to nonlinear systems of equations and to nonlinear matrix equations are also considered.