Ritz–Galerkin method for solving a parabolic equation with non‐local and time‐dependent boundary conditions

The paper is devoted to the investigation of a parabolic partial differential equation with non‐local and time‐dependent boundary conditions arising from ductal carcinoma in situ model. Approximation solution of the present problem is implemented by the Ritz–Galerkin method, which is a first attempt at tackling parabolic equation with such non‐classical boundary conditions. In the process of dealing with the difficulty caused by integral term in non‐local boundary condition, we use a trick of introducing the transition function G(x,t) to convert non‐local boundary to another non‐classical boundary, which can be handled with the Ritz–Galerkin method. Illustrative examples are included to demonstrate the validity and applicability of the technique in this paper. Copyright © 2015 John Wiley & Sons, Ltd.     

Energetic BEM-FEM coupling for the numerical solution of the damped wave equation

Time-dependent problems modeled by hyperbolic partial differential equations can be reformulated in terms of boundary integral equations and solved via the boundary element method. In this context, the analysis of damping phenomena that occur in many physics and engineering problems is a novelty. Starting from a recently developed energetic space-time weak formulation for the coupling of boundary integral equations and hyperbolic partial differential equations related to wave propagation problems, we consider here an extension for the damped wave equation in layered media. A coupling algorithm is presented, which allows a flexible use of finite element method and boundary element method as local discretization techniques. Stability and convergence, proved by energy arguments, are crucial in guaranteeing accurate solutions for simulations on large time intervals. Several numerical benchmarks, whose numerical results confirm theoretical ones, are illustrated and discussed.     

A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems

A semi-analytical direct optimal control solution for strongly excited and dissipative Hamiltonian systems is proposed based on the extended Hamiltonian principle, the Hamilton-Jacobi-Bellman (HJB) equation and its variational integral equation, and the finite time element approximation. The differential extended Hamiltonian equations for structural vibration systems are replaced by the variational integral equation, which can preserve intrinsic system structure. The optimal control law dependent on the value function is determined by the HJB equation so as to satisfy the overall optimality principle. The partial differential equation for the value function is converted into the integral equation with variational weighting. Then the successive solution of optimal control with system state is designed. The two variational integral equations are applied to sequential time elements and transformed into the algebraic equations by using the finite time element approximation. The direct optimal control on each time element is obtained respectively by solving the algebraic equations, which is unconstrained by the system state observed. The proposed control algorithm is applicable to linear and nonlinear systems with the quadratic performance index, and takes into account the effects of external excitations measured on control. Numerical examples are given to illustrate the optimal control effectiveness.     

Bernstein Ritz‐Galerkin method for solving an initial‐boundary value problem that combines Neumann and integral condition for the wave equation

In this article, the Ritz‐Galerkin method in Bernstein polynomial basis is implemented to give an approximate solution of a hyperbolic partial differential equation with an integral condition. We will deal here with a type of nonlocal boundary value problem, that is, the solution of a hyperbolic partial differential equation with a nonlocal boundary specification. The nonlocal conditions arise mainly when the data on the boundary cannot be measured directly. The properties of Bernstein polynomial and Ritz‐Galerkin method are first presented, then Ritz‐Galerkin method is used to reduce the given hyperbolic partial differential equation to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique presented in this article. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Solving two-point boundary value problems using combined homotopy perturbation method and Green’s function method

In this paper, an algorithm is proposed for the solution of second-order boundary value problems with two-point boundary conditions. The Green’s function method is applied first to transform the ordinary differential equation into an equivalent integral one, which has already satisfied the boundary conditions. And then, the homotopy perturbation method is used to the resulting equation to construct the numerical solution for such problems. Numerical examples demonstrate the efficiency and reliability of the algorithm developed, it is quite accurate and readily implemented for both linear and nonlinear differential equations with homogeneous and nonhomogeneous boundary conditions. Furthermore, the lower order approximation is of higher accuracy for most cases. Some other extended applications of this algorithm are also exhibited.     

The operational matrices of Bernstein polynomials for solving the parabolic equation subject to specification of the mass

Some physical problems in science and engineering are modelled by the parabolic partial differential equations with nonlocal boundary specifications. In this paper, a numerical method which employs the Bernstein polynomials basis is implemented to give the approximate solution of a parabolic partial differential equation with boundary integral conditions. The properties of Bernstein polynomials, and the operational matrices for integration, differentiation and the product are introduced and are utilized to reduce the solution of the given parabolic partial differential equation to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the new technique.     

An effective boundary element method for inhomogeneous partial differential equations

A method for removing the domain or volume integral arising in boundary integral formulations for linear inhomogeneous partial differential equations is presented. The technique removes the integral by considering a particular solution to the homogeneous partial differential equation which approximates the inhomogeneity in terms of radial basis functions. The remainder of the solution will then satisfy a homogeneous partial differential equation and hence lead to an integral equation with only boundary contributions. Some results for the inhomogeneous Poisson equation and for linear elastostatics with known body forces are presented.     

A boundary element method for homogenization of periodic structures

Homogenized coefficients of periodic structures are calculated via an auxiliary partial differential equation in the periodic cell. Typically, a volume finite element discretization is employed for the numerical solution. In this paper, we reformulate the problem as a boundary integral equation using Steklov–Poincaré operators. The resulting boundary element method only discretizes the boundary of the periodic cell and the interface between the materials within the cell. We prove that the homogenized coefficients converge super-linearly with the mesh size, and we support the theory with examples in two and three dimensions.     

Universal boundary value problem for equations of mathematical physics

A new statement of a boundary value problem for partial differential equations is discussed. An arbitrary solution to a linear elliptic, hyperbolic, or parabolic second-order differential equation is considered in a given domain of Euclidean space without any constraints imposed on the boundary values of the solution or its derivatives. The following question is studied: What conditions should hold for the boundary values of a function and its normal derivative if this function is a solution to the linear differential equation under consideration? A linear integral equation is defined for the boundary values of a solution and its normal derivative; this equation is called a universal boundary value equation. A universal boundary value problem is a linear differential equation together with a universal boundary value equation. In this paper, the universal boundary value problem is studied for equations of mathematical physics such as the Laplace equation, wave equation, and heat equation. Applications of the analysis of the universal boundary value problem to problems of cosmology and quantum mechanics are pointed out.     

A High-Order Kernel-Free Boundary Integral Method for Incompressible Flow Equations in Two Space Dimensions

This paper presents a fourth-order kernel-free boundary integral method for the time-dependent, incompressible Stokes and Navier-Stokes equations defined on irregular bounded domains. By the stream function-vorticity formulation, the incompressible flow equations are interpreted as vorticity evolution equations. Time discretization methods for the evolution equations lead to a modified Helmholtz equation for the vorticity, or alternatively, a modified biharmonic equation for the stream function with two clamped boundary conditions. The resulting fourth-order elliptic boundary value problem is solved by a fourth-order kernel-free boundary integral method, with which integrals in the reformulated boundary integral equation are evaluated by solving corresponding equivalent interface problems, regardless of the exact expression of the involved Green's function. To solve the unsteady Stokes equations, a four-stage composite backward differential formula of the same order accuracy is employed for time integration. For the Navier-Stokes equations, a three-stage third-order semi-implicit Runge-Kutta method is utilized to guarantee the global numerical solution has at least third-order convergence rate. Numerical results for the unsteady Stokes equations and the Navier-Stokes equations are presented to validate efficiency and accuracy of the proposed method.     

On the solution of the non-local parabolic partial differential equations via radial basis functions

In this paper, the problem of solving the one-dimensional parabolic partial differential equation subject to given initial and non-local boundary conditions is considered. The approximate solution is found using the radial basis functions collocation method. There are some difficulties in computing the solution of the time dependent partial differential equations using radial basis functions. If time and space are discretized using radial basis functions, the resulted coefficient matrix will be very ill-conditioned and so the corresponding linear system cannot be solved easily. As an alternative method for solution, we can use finite-difference methods for discretization of time and radial basis functions for discretization of space. Although this method is easy to use but an accurate solution cannot be provided. In this work an efficient collocation method is proposed for solving non-local parabolic partial differential equations using radial basis functions. Numerical results are presented and are compared with some existing methods.     

The boundary integral equation method applied to shallow membrane shells of positive Gaussian curvature

The boundary integral equation method (BIEM) is developed for the analysis of shallow membrane shells with positive Gaussian curvatures. Shells with constant thickness and constant curvatures are considered. In the infinite domain, fundamental solutions are obtained which correspond to generalized concentrated tangential forces in the x and y coordinate directions. The Betti-Maxwell reciprocal theorem and Green's second identity are used to obtain the boundary integral equations of the solution presented.This approach, which is applied for the first time in membrane shell theory, seems to be a powerful alternative to domain type methods. Shells with various boundary conditions, loadings and arbitrary plan forms can be considered. It is also possible to add the effects of thermal fields and openings in the shells.The potential of the method is demonstrated by means of a worked example.     

具有积分边界条件的二阶半线性奇摄动方程脉冲状对照结构(英文)

本文讨论了带有积分边界条件的二阶半线性奇摄动方程的脉冲状对照结构.借助于边界函数法,在一定条件下,构造了该问题的形式渐近解.利用缝接法证明了该问题解的存在性和形式渐近解的一致有效性.     

A meshless method for numerical solution of the one-dimensional wave equation with an integral condition using radial basis functions

The hyperbolic partial differential equation with an integral condition arises in many physical phenomena. In this paper, we propose a numerical scheme to solve the one-dimensional hyperbolic equation that combines classical and integral boundary conditions using collocation points and approximating the solution using radial basis functions (RBFs). The results of numerical experiments are presented, and are compared with analytical solution and finite difference method to confirm the validity and applicability of the presented scheme.     

Singular boundary characteristics of the Hamilton–Jacobi equation

Situations exist in boundary value problems for first order partial differential equations arising in physics (the Hamilton–Jacobi equation), optimal control theory (the Bellman equation) and the theory of differential games (the Isaacs equation) when the value of the required function is not given on a part of the boundary or not at all, or it is not the limit of the (generalized) solution of the problem. Nevertheless, such conditions are required for constructing the solution (by the method of characteristics, for example). It is shown that the required boundary values can be exposed as a specific continuation of the conditions that are known in the boundary submanifolds of the given part of the boundary. This extension of the conditions is accomplished using the characteristic curves starting in a known submanifold of the boundary and running along the boundary. The characteristics are a generalization of the classical characteristics associated with a partial differential equation. They are called singular characteristics, and the theory of these has been developed in a number of the author's papers. After obtaining these “natural” boundary conditions, the solution is constructed using the conventional method of integrating the equations of the classical characteristics. Conditions of the Dirichlet and Neumann type are considered. The technique is illustrated using a numerical example from the theory of differential games containing a number of parameters.     

A boundary only procedure for time-dependent diffusion equations

In the recent literature, the boundary element method (BEM) is extensively used to solve time-dependent partial differential equations. However, most of these formulations yield algorithms where one has to include all interior points in the computation process if finite difference procedures are used to approximate the temporal derivative. This obviously restricts the advantages of the BEM, which is mainly considered to be a boundary only algorithm for time-independent problems. A new algorithm is demonstrated here, which extends the boundary only nature of the method to time-dependent partial differential equations. Using this procedure, one can reduce the finite difference time integration algorithm, generated in a standard manner, to a boundary only process. The proposed method is demonstrated with considerable success for diffusion problems. Results obtained in these applications are presented comparatively with analytical and other boundary element time integration procedures. The algorithm proposed may utilize several coordinate functions in the secondary reduction phase of the formulation. A summary of such functions is described here and performances of these functions are tested and compared in three applications. It is shown that some coordinate functions perform better than others under certain conditions. Using these results, we propose a general coordinate function, which may be used with satisfactory results in all parabolic partial differential equation applications.     

Boundary element solution of the two-dimensional groundwater flow equation with stochastic free surface boundary condition

An innovative approach to the approximate solution of stochastic partial differential equations in groundwater flow is presented. The method uses a formulation of the Ito's lemma in Hilbert spaces to derive partial differential equations satisfying the moments of the solution process. Since the moments equations are deterministic, they could be solved by any analytical or numerical method existing in the literature. This permits the analysis and solution of stochastic partial differential equations occurring in two-dimensional or three-dimensional domains of any geometrical shape. The method is tested for the first time in the present paper through a practical application in a sandy phreatic aquifer at the Chalk River Nuclear Laboratories, Ontario, Canada. The equation solved is the two-dimensional LaPlace equation with a dynamic, randomly perturbed, free surface boundary condition. The moments equations are derived and solved by using the boundary integral equation method. A comparison is made with a previous analytical solution obtained by applying the randomly forced one-dimensional Boussinesq equation, and some observations on modeling procedures are given.     

Numerical solution of the one‐dimensional wave equation with an integral condition

The hyperbolic partial differential equation with an integral condition arises in many physical phenomena. In this research a numerical technique is developed for the one‐dimensional hyperbolic equation that combine classical and integral boundary conditions. The proposed method is based on shifted Legendre tau technique. Illustrative examples are included to demonstrate the validity and applicability of the presented technique. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 282–292, 2007     

On a variational problem with unknown boundaries and the determination of optimal shapes of elastic bodies : PMM vol. 39, n 6, 1975, pp. 1082–1092

The optimization problem is considered for a partial differential equation of elliptic type. The boundary of the domain in which the equation is given emerges as the control function and is to be determined from the condition of the extremum of the integral of the solution of the boundary value problem. Seeking the extremals is reduced to solving a va national problem without differential constraints. Necessary conditions for optimality are obtained, and shapes of elastic bars possessing the maximum stiffness under torsion are found with their aid.     

一类非线性的偏微分方程的解

给出了一类带有时滞的偏微分方程.该方程描述得是含有非局部和时滞边界条件的分布参数系统.运用泛函分析和积分方程的理论,证明了方程解的存在唯一性,得到解的解析表达式.