On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

Finite element approximation of a problem with a nonlinear Newton boundary condition

The paper is concerned with the study of an elliptic boundary value problem with a nonlinear Newton boundary condition. The existence and uniqueness of the solution of the continuous problem is established with the aid of the monotone operator theory. The main attention is paid to the investigation of the finite element approximation using numerical integration for the computation of nonlinear boundary integrals. The solvability of the discrete finite element problem is proved and the convergence of the approximate solutions to the exact one is analysed. Received April 15, 1996 / Revised version received November 22, 1996     

Regularized Newton iteration method for a penetrable cavity with internal measurements in inverse scattering problem

In this paper, we consider the inverse scattering problem of determining the shape of a cavity with a penetrable inhomogeneous medium of compact support from one source and a knowledge of measurements placed on a curve inside the cavity. First, the boundary value problem of the partial differential equations can be transformed into an equivalent system of nonlinear and ill-posed integral equations for the unknown boundary. Then, we apply the regularized Newton iterative method to reconstruct the boundary and prove the injectivity for the linearized system. Finally, we present some numerical examples to show the feasibility of our method.     

Projektive Newton-Verfahren und Anwendungen auf nichtlineare Randwertaufgaben

Summary In this paper we consider the following Newton-like methods for the solution of nonlinear equations. In each step of the Newton method the linear equations are solved approximatively by a projection method. We call this a Projective Newton method. For a fixed projection method the approximations often are the same as those of the Newton method applied to a nonlinear projection method. But the efficiency can be increased by adapting the accuracy of the projection method to the convergence of the approximations. We investigate the convergence and the order of convergence for these methods. The results are applied to some Projective Newton methods for nonlinear two point boundary value problems. Some numerical results indicate the efficiency of these methods.

     

On local convergence of a symmetric semi-discrete scheme for an abstract analogue of the Kirchhoff equation

The present work considers a nonlinear abstract hyperbolic equation with a self-adjoint positive definite operator, which represents a generalization of the Kirchhoff string equation. A symmetric three-layer semi-discrete scheme is constructed for an approximate solution of a Cauchy problem for this equation. Value of the gradient in the nonlinear term of the scheme is taken at the middle point. It makes possible to find an approximate solution at each time step by inverting the linear operator. Local convergence of the constructed scheme is proved. Numerical calculations for different model problems are carried out using this scheme.     

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     

Error estimates for the finite element solution of elliptic problems with nonlinear newton boundary conditions

The paper is concerned with the study of an elliptic boundary value problem with a nonlinear Newton boundary condition. The existence and uniqueness of the solution of the continuous pioblem is a consequence of the monotone operator theory. The main attention is paid to the investigation of the finite element approximation using numeriral integration for the evaluation of boundary integrals. The error estimates for the solution of the discrete finite element problem are derived     

An application of the Kantorovich theoremto nonlinear finite element analysis

Summary. Finite element solutions of strongly nonlinear elliptic boundary value problems are considered. In this paper, using the Kantorovich theorem, we show that, if the Fréchet derivative of the nonlinear operator defined by the boundary value problem is an isomorphism at an exact solution, then there exists a locally unique finite element solution near the exact solution. Moreover, several a priori error estimates are obtained. Received March 2, 1998 / Published online September 7, 1999     

Boundary element approximation for Maxwell's eigenvalue problem

We introduce a new method for computing eigenvalues of the Maxwell operator with boundary finite elements. On bounded domains with piecewise constant material coefficients, the Maxwell solution for fixed wave number can be represented by boundary integrals, which allows to reduce the eigenvalue problem to a nonlinear problem for determining the wave number along with boundary and interface traces. A Galerkin discretization yields a smooth nonlinear matrix eigenvalue problem that is solved by Newton's method or, alternatively, the contour integral method. Several numerical results including an application to the band structure computation of a photonic crystal illustrate the efficiency of this approach. Copyright © 2013 John Wiley & Sons, Ltd.     

Locally linearized fractional step methods for nonlinear parabolic problems

This work deals with the efficient numerical solution of a class of nonlinear time-dependent reaction-diffusion equations. Via the method of lines approach, we first perform the spatial discretization of the original problem by applying a mimetic finite difference scheme. The system of ordinary differential equations arising from that process is then integrated in time with a linearly implicit fractional step method. For that purpose, we locally decompose the discrete nonlinear diffusion operator using suitable Taylor expansions and a domain decomposition splitting technique. The totally discrete scheme considers implicit time integrations for the linear terms while explicitly handling the nonlinear ones. As a result, the original problem is reduced to the solution of several linear systems per time step which can be trivially decomposed into a set of uncoupled parallelizable linear subsystems. The convergence of the proposed methods is illustrated by numerical experiments.     

On the coupling of MIXED-FEM and BEM for an exterior Helmholtz problem in the plane

Summary This paper deals with an elliptic boundary value problem posed in the plane, with variable coefficients, but whose restriction to the exterior of a bounded domain reduces to a Helmholtz equation. We consider a mixed variational formulation in a bounded domain that contains the heterogeneous medium, coupled with a boundary integral method applied to the Helmholtz equation in . We utilize suitable auxiliary problems, duality arguments, and Fredholm alternative to show that the resulting formulation of the problem is well posed. Then, we define a corresponding Galerkin scheme by using rotated Raviart-Thomas subspaces and spectral elements (on the interface). We show that the discrete problem is uniquely solvable and convergent and prove optimal error estimates. Finally we illustrate our analysis with some results from computational experiments.     

On the energetic Galerkin boundary element method applied to interior wave propagation problems

We consider two-dimensional interior wave propagation problems with vanishing initial and mixed boundary conditions, reformulated as a system of two boundary integral equations with retarded potential. These latter are then set in a weak form, based on a natural energy identity satisfied by the solution of the differential problem, and discretized by the related energetic Galerkin boundary element method. Numerical results are presented and discussed.     

On the boundary element method for some nonlinear boundary value problems

Summary Here we analyse the boundary element Galerkin method for two-dimensional nonlinear boundary value problems governed by the Laplacian in an interior (or exterior) domain and by highly nonlinear boundary conditions. The underlying boundary integral operator here can be decomposed into the sum of a monotoneous Hammerstein operator and a compact mapping. We show stability and convergence by using Leray-Schauder fixed-point arguments due to Petryshyn and Neas.Using properties of the linearised equations, we can also prove quasioptimal convergence of the spline Galerkin approximations.This work was carried out while the first author was visiting the University of Stuttgart     

Computing numerically the Green’s function of the half-plane Helmholtz operator with impedance boundary conditions

In this article we compute numerically the Green’s function of the half-plane Helmholtz operator with impedance boundary conditions. A compactly perturbed half-plane Helmholtz problem is used to motivate this calculation, by treating it through integral equation techniques. These require the knowledge of the calculated Green’s function, and lead to a boundary element discretization. The Green’s function is computed using the inverse Fourier operator of its spectral transform, applying an inverse FFT for the regular part, and removing the singularities analytically. Finally, some numerical results for the Green’s function and for a benchmark resonance problem are shown.     

Restriction matrices for numerically exploiting symmetry

In this paper we develop a technique for exploiting symmetry in the numerical treatment of boundary value problems (BVP) and eigenvalue problems which are invariant under a finite group of congruences of . This technique will be based upon suitable restriction matrices strictly related to a system of irreducible matrix representation of . Both Abelian and non-Abelian finite groups are considered. In the framework of symmetric Galerkin boundary element method (SGBEM), where the discretization matrices are typically full, to increase the computational gain we couple Panel Clustering Method [30] and Adaptive Cross Approximation algorithm [13] with restriction matrices introduced in this paper, showing some numerical examples. Applications of restriction matrices to SGBEM under the weaker assumption of partial geometrical symmetry, where the boundary has disconnected components, one of which is invariant, are proposed. The paper concludes with several numerical tests to demonstrate the effectiveness of the introduced technique in the numerical resolution of Dirichlet or Neumann invariant BVPs, in their differential or integral formulation.      

A Zienkiewicz-type finite element applied to fourth-order problems

This paper deals with convergence analysis and applications of a Zienkiewicz-type (Z-type) triangular element, applied to fourth-order partial differential equations. For the biharmonic problem we prove the order of convergence by comparison to a suitable modified Hermite triangular finite element. This method is more natural and it could be applied to the corresponding fourth-order eigenvalue problem. We also propose a simple postprocessing method which improves the order of convergence of finite element eigenpairs. Thus, an a posteriori analysis is presented by means of different triangular elements. Some computational aspects are discussed and numerical examples are given.     

A new fitted operator finite difference method to solve systems of evolutionary reaction-diffusion equations

Abstract

In recent years, fitted operator finite difference methods (FOFDMs) have been developed for numerous types of singularly perturbed ordinary differential equations. The construction of most of these methods differed though the final outcome remained similar. The most crucial aspect was how the difference operator was designed to approximate the differential operator in question. Very often the approaches for constructing these operators had limited scope in the sense that it was difficult to extend them to solve even simple one-dimensional singularly perturbed partial differential equations. However, in some of our most recent work, we have successfully designed a class of FOFDMs and extended them to solve singularly perturbed time-dependent partial differential equations. In this paper, we design and analyze a robust FOFDM to solve a system of coupled singularly perturbed parabolic reaction-diffusion equations. We use the backward Euler method for the semi-discretization in time. An FOFDM is then developed to solve the resulting set of boundary value problems. The proposed method is analyzed for convergence. Our method is uniformly convergent with order one and two, respectively, in time and space, with respect to the perturbation parameters. Some numerical experiments supporting the theoretical investigations are also presented.     

NUMERICAL VERIFICATION METHODS FOR SOLUTIONS OF ORDINARY AND PARTIAL DIFFERENTIAL EQUATIONS

In this article, we describe on a state of the art of validated numerical computations for solutions of differential equations. A brief overview of the main techniques for self-validating numerics for initial and boundary value problems in ordinary and partial differential equations including eigenvalue problems will be presented. A fairly detailed introductions are given for the author's own method related to second-order elliptic boundary value problems. Many references which seem to be useful for readers are supplied at the end of the article.     

空间非线性四阶奇异积分边值问题正解的存在性

通过构造一个特殊的非空凸闭集,利用M\"onch 不动点定理在有关相应线性算子的第一特征值的条件下, 得到了Banach空间中具有积分边值条件的四阶奇异微分方程正解的存在性.     

Positive solutions for nonlinear Caputo fractional differential equations with integral boundary conditions

In this paper, we consider the properties of Green’s function for a class of nonlinear Caputo fractional differential equations with integral boundary conditions by constructing an available integral operator. By means of well-known fixed point theorems and lower and upper solutions method, some new existence and nonexistence criteria of single or multiple positive solutions for fractional differential equation boundary value problems are established. As applications, some interesting examples are presented to illustrate the main results.