The Sinc-Galerkin method for parameter-dependent self-adjoint problems

The Sinc-Galerkin method is being applied to a growing number of diverse problems in ordinary and partial differential equations including both forward and inverse (parameter recovery) problems. As a result of these continuing extensions, the treatment of parameter-dependent problems needs to be thoroughly investigated. Two specific questions considered here are the incorporation of various nonhomogeneous boundary conditions and the treatment of a variable parameter. The latter topic is particularly important for inverse problems that arise when numerically estimating physical parameters. The point of view taken emphasizes the maintenance of the classical exponential convergence rate. The techniques described are suitable both for the direct problem and for the parameter estimation problem. Numerical results are presented to substantiate the accuracy of the method.     

On the solution a of second order singularly-perturbed boundary value problem by the Sinc-Galerkin method

Sinc methods are now recognized as an efficient numerical method for problems whose solutions may have singularities, or infinite domains, or boundary layers. This work deals with the Sinc-Galerkin method for solving second order singularly perturbed boundary value problems. The method is then tested on linear and nonlinear examples and a comparison with spline method and finite element scheme is made. It is shown that the Sinc-Galerkin method yields better results.Received: January 3, 2003; revised: July 14, 2003     

On the solution a of second order singularly-perturbed boundary value problem by the Sinc-Galerkin method

Sinc methods are now recognized as an efficient numerical method for problems whose solutions may have singularities, or infinite domains, or boundary layers. This work deals with the Sinc-Galerkin method for solving second order singularly perturbed boundary value problems. The method is then tested on linear and nonlinear examples and a comparison with spline method and finite element scheme is made. It is shown that the Sinc-Galerkin method yields better results.     

A fully Sinc-Galerkin method for Euler–Bernoulli beam models

A fully Sinc-Galerkin method in both space and time is presented for fourth-order time-dependent partial differential equations with fixed and cantilever boundary conditions. The sine discretizations for the second-order temporal problem and the fourth-order spatial problems are presented. Alternate formulations for variable parameter fourth-order problems are given, which prove to be especially useful when applying the forward techniques of this article to parameter recovery problems. The discrete system that corresponds to the time-dependent partial differential equations of interest are then formulated. Computational issues are discussed and an accurate and efficient algorithm for solving the resulting matrix system is outlined. Numerical results that highlight the method are given for problems with both analytic and singular solutions as well as fixed and cantilever boundary conditions.     

一类奇摄动非线性边值问题激波解的Sinc-Galerkin方法

讨论了一类非线性奇摄动方程的激波问题.利用Sinc-Galerkin方法,构造出边值问题的激波解,并由Newton法得到其近似解.     

Septic spline solutions of sixth-order boundary value problems

Septic spline is used for the numerical solution of the sixth-order linear, special case boundary value problem. End conditions for the definition of septic spline are derived, consistent with the sixth-order boundary value problem. The algorithm developed approximates the solution and their higher-order derivatives. The method has also been proved to be second-order convergent. Three examples are considered for the numerical illustrations of the method developed. The method developed in this paper is also compared with that developed in [M. El-Gamel, J.R. Cannon, J. Latour, A.I. Zayed, Sinc-Galerkin method for solving linear sixth order boundary-value problems, Mathematics of Computation 73, 247 (2003) 1325–1343], as well and is observed to be better.     

一类奇摄动非线性边值问题激波解的Sinc—Galerkin方法

讨论了一类非线性奇摄动方程的激波问题．利用Sinc—Galerkin方法,构造出边值问题的激波解,并由Newton法得到其近似解．     

The Sinc-collocation and Sinc-Galerkin methods for solving the two-dimensional Schrödinger equation with nonhomogeneous boundary conditions

In the last three decades, Sinc numerical methods have been extensively used for solving differential equations, not only because of their exponential convergence rate, but also due to their desirable behavior toward problems with singularities. This paper illustrates the application of Sinc-collocation and Sinc-Galerkin methods to the approximate solution of the two-dimensional time dependent Schrödinger equation with nonhomogeneous boundary conditions. Some numerical examples are presented and the proposed methods are compared with each other.     

Sinc-Collection Methods for Two-Point Boundary Value Problems

A collocation method is developed for the approximate solutionof two-point boundary-value problems with mixed boundary conditions.The method is based on replacing the exact solution by a linearcombination of Sinc functions. No integrals need to be evaluatedapproximately when setting up the resulting system of linearequations. The error of the method converges to zero like O(exp(-cN²)),as N, where N is the number of collocation points used, andwhere c is a positive constant independent of N. It is claimedthat the method is superior to the Sinc-Galerkin method dueto its simple implementation and possible extensions to moregeneral boundary-value problems.     

Continuation in quasilinearization

A continuation method is described for extending the applicability of quasilinearization to numerically unstable two-point boundary-value problems. Since quasilinearization is a realization of Newton's method, one might expect difficulties in finding satisfactory initial trialpoints, which actually are functions over the specified interval that satisfy the boundary conditions. A practical technique for generating suitable initial profiles for quasilinearization is described. Numerical experience with these techniques is reported for two numerically unstable problems.     

Optimization Techniques for Solving Elliptic Control Problems with Control and State Constraints: Part 1. Boundary Control

We study optimal control problems for semilinear elliptic equations subject to control and state inequality constraints. In a first part we consider boundary control problems with either Dirichlet or Neumann conditions. By introducing suitable discretization schemes, the control problem is transcribed into a nonlinear programming problem. It is shown that a recently developed interior point method is able to solve these problems even for high discretizations. Several numerical examples with Dirichlet and Neumann boundary conditions are provided that illustrate the performance of the algorithm for different types of controls including bang-bang and singular controls. The necessary conditions of optimality are checked numerically in the presence of active control and state constraints.     

A solution method for a nonlocal problem for a system of linear differential equations

For a system of linear ordinary differential equations supplemented by a linear nonlocal condition specified by the Stieltjes integral, a solution method is examined. Unlike the familiar methods for solving problems of this type, the proposed method does not use any specially chosen auxiliary boundary conditions. This method is numerically stable if the original problem is numerically stable.     

Analytical and numerical investigation of the spectra of three-point difference operators

The properties of the spectra of discrete spatially one-dimensional problems of convection — diffusion type with constant coefficients and nonstandard boundary conditions are examined in the framework of stability of explicit algorithms for time-dependent problems of mathematical physics. An analytical method is proposed for finding isolated limit points of the operator spectrum. Limit points are determined for the difference transport equation with different versions of nonreflecting boundary conditions and for an approximation of the heat conduction equation on a grid with condensation near the boundary. Stability and other properties of the spectrum are also established numerically. __________ Translated from Prikladnaya Matematika i Informatika, No. 27, pp. 25–45, 2007.     

A spectral collocation method based on integrated Chebyshev polynomials for two-dimensional biharmonic boundary-value problems

This paper reports a new spectral collocation method for numerically solving two-dimensional biharmonic boundary-value problems. The construction of the Chebyshev approximations is based on integration rather than conventional differentiation. This use of integration allows: (i) the imposition of the governing equation at the whole set of grid points including the boundary points and (ii) the straightforward implementation of multiple boundary conditions. The performance of the proposed method is investigated by considering several biharmonic problems of first and second kinds; more accurate results and higher convergence rates are achieved than with conventional differential methods.     

Clifford algebra valued boundary integral equations for three-dimensional elasticity

Applications of Clifford analysis to three-dimensional elasticity are addressed in the present paper. The governing equation for the displacement field is formulated in terms of the Dirac operator and Clifford algebra valued functions so that a general solution is obtained analytically in terms of one monogenic function and one multiple-component spatial harmonic function together with its derivative. In order to solve numerically the three-dimensional problems of elasticity for an arbitrary domain with complicated boundary conditions, Clifford algebra valued boundary integral equations (BIEs) for multiple-component spatial harmonic functions at an observation point, either inside the domain, on the boundary, or outside the domain, are constructed. Both smooth and non-smooth boundaries are considered in the construction. Moreover, the singularities of the integrals are evaluated exactly so that in the end singularity-free BIEs for the observation point on the boundary taking values on Clifford numbers can be obtained. A Clifford algebra valued boundary element method (BEM) based on the singularity-free BIEs is then developed for solving three-dimensional problems of elasticity. The accuracy of the Clifford algebra valued BEM is demonstrated numerically.     

Meshless and analytical solutions to the time-dependent advection-diffusion-reaction equation with variable coefficients and boundary conditions

A variety of physical problems in science may be expressed using the advection-diffusion-reaction (ADR) equation that covers heat transfer and transport of mass and chemicals into a porous or a nonporous media. In this paper, the meshless generalised reproducing kernel particle method (RKPM) is utilised to numerically solve the time-dependent ADR problem in a general n-dimensional space with variable coefficients and boundary conditions. A time-dependent Robin boundary condition is formulated and precisely enforced in a novel approach. The accuracy and robustness of the meshless solution is verified against finite element simulations and a general one-dimensional analytical solution obtained in this study.     

A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions

Nonlinear partial differential equation with random Neumann boundary conditions are considered. A stochastic Taylor expansion method is derived to simulate these stochastic systems numerically. As examples, a nonlinear parabolic equation (the real Ginzburg-Landau equation) and a nonlinear hyperbolic equation (the sine-Gordon equation) with random Neumann boundary conditions are solved numerically using a stochastic Taylor expansion method. The impact of boundary noise on the system evolution is also discussed.     

Application of Sinc-Galerkin method to singularly perturbed parabolic convection-diffusion problems

We develop a numerical algorithm for solving singularly perturbed one-dimensional parabolic convection-diffusion problems. The method comprises a standard finite difference to discretize in temporal direction and Sinc-Galerkin method in spatial direction. The convergence analysis and stability of proposed method are discussed in details, it is justifying that the approximate solution converges to the exact solution at an exponential rate. we know that the conventional methods for these problems suffer due to decreasing of perturbation parameter, but the Sinc method handel such difficulty as singularity. This scheme applied on some test examples, the numerical results illustrate the efficiency of the method and confirm the theoretical behavior of the rates of convergence.     

Numerical solution of 2D elastostatic problems formulated by potential functions

2D linear elastostatic problems formulated in Cartesian coordinates by potential functions are numerically solved by network simulation method which allows an easy implementation of the complex boundary conditions inherent to this type of formulation. Four potential solutions are studied as governing equations: the general Papkovich–Neuber formulation, which is defined by a scalar potential plus a vector potential of two components, and the three simplified derived formulations obtained by deleting one of the three original functions (the scalar or one of the vector components). Application of this method to a rectangular plate subjected to mixed boundary conditions is presented. To prove the reliability and accurate of the proposed numerical method, as well as to demonstrate the suitability of the different potential formulations, numerical solutions are compared with those coming from the classical Navier formulation.