On a generalization of the Neumann problem for the Laplace equation

We investigate solvability of a fractional analogue of the Neumann problem for the Laplace equation. As a boundary operator we consider operators of fractional differentiation in the Hadamard sense. The problem is solved by reduction to an integral Fredholm equation. A theorem on existence and uniqueness of the problem solution is proved.     

Convergence of the piecewise linear approximation and collocation method for a hypersingular integral equation on a closed surface

We study the numerical solution of a linear hypersingular integral equation arising when solving the Neumann boundary value problem for the Laplace equation by the boundary integral equation method with the solution represented in the form of a double layer potential. The integral in this equation is understood in the sense of Hadamard finite value. We construct quadrature formulas for the integral occurring in this equation based on a triangulation of the surface and an application of the linear approximation to the unknown function on each of the triangles approximating the surface. We prove the uniform convergence of the quadrature formulas at the interpolation nodes as the triangulation size tends to zero. A numerical solution scheme for this integral equation based on the suggested quadrature formulas and the collocation method is constructed. Under additional assumptions about the shape of the surface, we prove a uniform estimate for the error in the numerical solution at the interpolation nodes.     

Convergence of the Neumann Series in BEM for the Neumann Problem of the Stokes System

A weak solution of the Neumann problem for the Stokes system in Sobolev space is studied in a bounded Lipschitz domain with connected boundary. A solution is looked for in the form of a hydrodynamical single layer potential. It leads to an integral equation on the boundary of the domain. Necessary and sufficient conditions for the solvability of the problem are given. Moreover, it is shown that we can obtain a solution of this integral equation using the successive approximation method. Then the consequences for the direct boundary integral equation method are treated. A solution of the Neumann problem for the Stokes system is the sum of the hydrodynamical single layer potential corresponding to the boundary condition and the hydrodynamical double layer potential corresponding to the trace of the velocity part of the solution. Using boundary behavior of potentials we get an integral equation on the boundary of the domain where the trace of the velocity part of the solution is unknown. It is shown that we can obtain a solution of this integral equation using the successive approximation method.     

A new integral equation approach to the Neumann problem in acoustic scattering

We suggest a new approach of reduction of the Neumann problem in acoustic scattering to a uniquely solvable Fredholm integral equation of the second kind with weakly singular kernel. To derive this equation we placed an additional boundary with an appropriate boundary condition inside the scatterer. The solution of the problem is obtained in the form of a single layer potential on the whole boundary. The density in the potential satisfies a uniquely solvable Fredholm integral equation of the second kind and can be computed by standard codes. Copyright © 2001 John Wiley & Sons, Ltd.     

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.     

NATURAL BOUNDARY ELEMENT METHOD FOR THREE DIMENSIONAL EXTERIOR HARMONIC PROBLEM WITH AN INNER PROLATE SPHEROID BOUNDARY

In this paper, we study natural boundary reduction for Laplace equation with Dirichletor Neumann boundary condition in a three-dimensional unbounded domain, which is theoutside domain of a prolate spheroid. We express the Poisson integral formula and naturalintegral operator in a series form explicitly. Thus the original problem is reduced to aboundary integral equation on a prolate spheroid. The variational formula for the reducedproblem and its well-posedness are discussed. Boundary element approximation for thevariational problem and its error estimates, which have relation to the mesh size andthe terms after the series is truncated, are also presented. Two numerical examples arepresented to demonstrate the effectiveness and error estimates of this method.     

The Neumann problem for the planar Stokes system

The Neumann problem for the Stokes system is studied on bounded and unbounded domains with Ljapunov boundary (i.e. of class ${{\mathcal C}^{1,\alpha }}$ ) in the plane. We construct a solution of this problem in the form of appropriate potentials and reduce the problem to an integral equation systems on the boundary of the domain. We determine a necessary and sufficient condition for the solvability of the problem. Then we study the direct integral equation method and prove that a solution of the corresponding integral equation can be obtained by the successive approximation.     

Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition

Abstract

In this article, we derive the existence and uniqueness of the solution for a class of generalized reflected backward stochastic differential equation involving the integral with respect to a continuous process, which is the local time of the diffusion on the boundary, in using the penalization method. We also give a characterization of the solution as the value function of an optimal stopping time problem. Then we give a probabilistic formula for the viscosity solution of an obstacle problem for PDEs with a nonlinear Neumann boundary condition.     

On the convergence of the vortex loop method with regularization for the Neumann boundary value problem on a plane screen

We consider a linear integral equation with a supersingular integral treated in the sense of the Hadamard finite value, which arises in the solution of the Neumann boundary value problem for the Laplace equation with the representation of the solution in the form of a doublelayer potential. We consider the case in which the exterior boundary value problem is solved outside a plane surface (a screen). For the integral operator in the above-mentioned equation, we suggest quadrature formulas of the vortex loop method with regularization, which provide its approximation on the entire surface when using an unstructured partition. In the problem in question, the derivative of the unknown density of the double-layer potential, as well as the errors of quadrature formulas, has singularities in a neighborhood of the screen edge. We construct a numerical scheme for the integral equation on the basis of the suggested quadrature formulas and prove an estimate for the norm of the inverse matrix of the resulting system of linear equations and the uniform convergence of the numerical solutions to the exact solution of the supersingular integral equation on the grid.     

A primal mixed formulation for exterior transmission problems in ${\bf R}^2$

Summary.   We combine a primal mixed finite element approach with a Dirichlet-to-Neumann mapping (arising from the boundary integral equation method) to study the weak solvability and Galerkin approximations of a class of linear exterior transmission problems in potential theory. Our results are mainly based on the Babuska-Brezzi theory for variational problems with constraints. We establish the uniqueness of solution for the continuous and discrete formulations, and show that finite element subspac es of Lagrange type satisfy the discrete compatibility conditions. In addition, we provide the error analysis, including polygonal approximations of the domain, and prove strong convergence of the Galerkin solutions. Moreover, under additional regularity assumptions on the solution of the continuous formulation, we obtain the asymptotic rate of convergence O(h). Received August 25, 1998 / Revised version received March 8, 2000 / Published online October 16, 2000     

调和方程自然边界元Shannon 小波方法

1 引言 调和方程无论是在数学上还是在物理学中都占有重要地位,它有很多不同的物理背景,在力学和物理学中研究的许多问题都可归结为调和方程的边值问题,所以对调和方程进行深入研究有重要意义.余德浩教授在[3]中主要对调和方程在典型域(即单位圆,上半平面)上的情形进行了考虑.特别地,对单位圆的情形给出了刚度矩阵系数的计算公式和调和方程解的存在唯一性.本文采用由冯康教授[1]开创的自然边界元方法和Galerkin小波方法相耦合,对上半平面的调和方程Neumann问题进行了研究,得到十分有效的计算结果.     

Convergence of a numerical scheme of the type of the vortex loop method on a closed surface with an approximation to the surface shape

We consider a linear integral equation with a hypersingular integral treated in the sense of the Hadamard finite value. This equation arises when solving the Neumann boundary value problem for the Laplace equation with the use of the representation of the solution in the form of a double layer potential. We study the case in which an exterior or interior boundary value problem is solved in a domain whose boundary is a smooth closed surface and the integral equation is written out on that surface. For the numerical solution of the integral equation, the surface is approximated by spatial polygons whose vertices lie on the surface. We construct a numerical scheme for solving the integral equation on the basis of such an approximation to the surface with the use of quadrature formulas of the type of the method of discrete singularities with regularization. We prove that the numerical solutions converge to the exact solution of the hypersingular integral equation uniformly on the grid.     

Modified boundary integral formulations for the Helmholtz equation

In this paper we describe some modified regularized boundary integral equations to solve the exterior boundary value problem for the Helmholtz equation with either Dirichlet or Neumann boundary conditions. We formulate combined boundary integral equations which are uniquely solvable for all wave numbers even for Lipschitz boundaries Γ=∂Ω. This approach extends and unifies existing regularized combined boundary integral formulations.     

A boundary integral equation procedure for the mixed boundary value problem of the vector helmholtz equation

A boundary integral method is developed for the mixed boundary value problem for the vector Helmholtz equation in R³. The obtained boundary integral equations for the unknown Cauchy data build a strong elliptic system of pseudodifferential equations which can therefore be used for numerical computations using Galerkin's procedure. We show existence, uniqueness and regularity of the solution of the integral equations. Especially we give the local "edge" behavior of the solution near the submanifold which divides the Dirichlet boundary from the Neumann boundary     

Hermite三次样条多小波自然边界元法

针对应用自然边界元方法解上半平面的Laplace方程的Neumann边值问题时存在奇异积分的困难,本文提出了Hermite三次样条多小波自然边界元法.Hermite三次样条多小波具有较短的紧支集、很好的稳定性和显式表达式,而且它们在不同层上的导数还是相互正交的.因此,本文将它与自然边界元法相结合,利用小波伽辽金法离散自然边界积分方程,使自然边界积分方程中的强奇异积分化为弱奇异积分,从而降低了问题的复杂性.文中给出的算例表明了该方法的可行性和有效性.     

On a numerical solution of one nonlocal boundary-value problem with mixed Dirichlet–Neumann conditions

We consider a nonlocal boundary-value problem for the Poisson equation in a rectangular domain. Dirichlet and Neumann conditions are posed on a pair of adjacent sides of a rectangle, and integral constraints are given instead of boundary conditions on the other pair. The corresponding difference scheme is constructed and investigated; an a priori estimate of the solution is obtained with the help of energy inequality method. Discretization error estimate that is compatible with the smoothness of the solution sought is obtained.     

Analysis and discretization of the volume penalized Laplace operator with Neumann boundary conditions

We study the properties of an approximation of the Laplace operator with Neumann boundary conditions using volume penalization. For the one-dimensional Poisson equation we compute explicitly the exact solution of the penalized equation and quantify the penalization error. Numerical simulations using finite differences allow then to assess the discretization and penalization errors. The eigenvalue problem of the penalized Laplace operator with Neumann boundary conditions is also studied. As examples in two space dimensions, we consider a Poisson equation with Neumann boundary conditions in rectangular and circular domains.     

A Mixed Problem with Integral Condition for the Hyperbolic Equation

In this paper, we study a mixed problem for the hyperbolic equation with a boundary Neumann condition and a nonlocal integral condition. We justify the assertion that there exists a unique generalized solution of the problem under consideration. The proof of uniqueness is based on an estimate, derived a priori, in the function space introduced in the paper, while the existence of a generalized solution is proved by the Galerkin method.     

三维椭圆型偏微分方程边值问题的边界积分-微分方程及其边界元解法

§1.引言 边界元方法以其独特的品质逐渐应用于工程技术各个领域,其理论和方法的研究也有进展。但在应用的计算方法中,尤其是对于Neumann型边值问题,存在两种缺陷,或是失去原问题的自伴性;或是保持自伴性但出现不可积强奇性积分核。上述两种情形均导致数值计算上的复杂性。为了解决上述问题,[1]对于二维平面问题提出了一类基于     

A wavelets method for plane elasticity problem

A Neumann boundary value problem of plane elasticity problem in the exterior circular domain is reduced into an equivalent natural boundary integral equation and a Poisson integral formula with the DtN method. Using the trigonometric wavelets and Galerkin method, we obtain a fast numerical method for the natural boundary integral equation which has an unique solution in the quotient space. We decompose the stiffness matrix in our numerical method into four circulant and symmetrical or antisymmetrical submatrices, and hence the solution of the associated linear algebraic system can be solved with the fast Fourier transform (FFT) and the inverse fast Fourier transform (IFFT) instead of the inverse matrix. Examples are given for demonstrating our method has good accuracy of our method even though the exact solution is almost singular.