New predictor-corrector approach for nonlinear fractional differential equations: error analysis and stability

In this paper, the predictor-corrector approach is used to propose two algorithms for the numerical solution of linear and non-linear fractional differential equations (FDE). The fractional order derivative is taken to be in the sense of Caputo and its properties are used to transform FDE into a Volterra-type integral equation. Simpson''s 3/8 rule is used to develop new numerical schemes to obtain the approximate solution of the integral equation associated with the given FDE. The error and stability analysis for the two methods are presented. The proposed methods are compared with the ones available in the literature. Numerical simulation is performed to demonstrate the validity and applicability of both the proposed techniques. As an application, the problem of dynamics of the new fractional order non-linear chaotic system introduced by Bhalekar and Daftardar-Gejji is investigated by means of the obtained numerical algorithms.     

Numerical method of solution to loaded nonlocal boundary value problems for ordinary differential equations

A numerical method is suggested for solving systems of nonautonomous loaded linear ordinary differential equations with nonseparated multipoint and integral conditions. The method is based on the convolution of integral conditions into local ones. As a result, the original problem is reduced to an initial value (Cauchy) problem for systems of ordinary differential equations and linear algebraic equations. The approach proposed is used in combination with the linearization method to solve systems of loaded nonlinear ordinary differential equations with nonlocal conditions. An example of a loaded parabolic equation with nonlocal initial and boundary conditions is used to show that the approach can be applied to partial differential equations. Numerous numerical experiments on test problems were performed with the use of the numerical formulas and schemes proposed.     

On a Finite Difference Scheme for an Inverse Integro-Differential Problem Using Semigroup Theory: A Functional Analytic Approach

In this article, the problem of reconstructing an unknown memory kernel from an integral overdetermination in an abstract linear (of convolution type) evolution equation of parabolic type is considered. After illustrating some results of the existence and uniqueness of a solution for the differential problem, we study its approximation by Rothe's method. We prove a result of stability and another concerning the order of approximation of the solution in dependence of its regularity. The main tool is a maximal regularity result for solutions to abstract parabolic finite difference schemes. Two model problems to which the results are applicable are illustrated.     

Difference schemes for solving the Cauchy problem for a second-order operator differential equation

A class of finite-difference schemes for solving an ill-posed Cauchy problem for a second-order linear differential equation with a sectorial operator in a Banach space is studied. Time-uniform estimates of the convergence rate and the error of such schemes are obtained. Previously known estimates are improved due to an optimal choice of initial data for a difference scheme.     

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.     

Time domain scattering and inverse scattering problems in a locally perturbed half-plane

This paper is concerned with efficient numerical methods for solving the time-dependent scattering and inverse scattering problems of acoustic waves in a locally perturbed half-plane. By symmetric continuation, the scattering problem is reformulated as an equivalent symmetric problem defined in the whole plane. The retarded potential boundary integral equation method is modified to solve the forward problem. Then we consider the inverse scattering problem of determinating the local perturbation from the measured scattered data. The time domain linear sampling method is employed to deal with the inverse problem. The computation schemes proposed in this paper are relatively simple and easy to implement. Several numerical examples are presented to show the effectiveness of the proposed methods.     

Numerical Approximation of Time Domain Electromagnetic Scattering from a Thin Wire

We present two new stable schemes for computing the current induced on the surface of a thin wire by an incident time-dependent electromagnetic field. The problem involves solving a retarded potential integral equation (RPIE). One algorithm solves the previously studied reduced kernel RPIE problem, and the other solves the more complicated exact kernel RPIE problem (for which there are no previous numerical results). Both algorithms behave stably for arbitrarily chosen values of the mesh size. Test experiments and numerically computed values of the induced current are presented.     

On the convergence of the multigrid method for a hypersingular integral equation of the first kind

Summary We present a multigrid method to solve linear systems arising from Galerkin schemes for a hypersingular boundary integral equation governing three dimensional Neumann problems for the Laplacian. Our algorithm uses damped Jacobi iteration, Gauss-Seidel iteration or SOR as preand post-smoothers. If the integral equation holds on a closed, Lipschitz surface we prove convergence ofV- andW-cycles with any number of smoothing steps. If the integral equation holds on an open, Lipschitz surface (covering crack problems) we show convergence of theW-cycle. Numerical experiments are given which underline the theoretical results.     

The Cauchy Problem for the Kadomtsev–Petviashili II Equation with Nondecaying Data along a Line

The initial value problem for the Kadomstev–Petviashvili II (KPII) equation is considered with given data that are nondecaying along a line. The associated direct and inverse scattering of the two-dimensional heat equation is constructed. The direct problem is formulated in terms of a bounded Green's function. The inverse data are decomposed into scattering data along the line and     data from the decaying portion of the potential. The solution of the KPII equation is then obtained via coupled linear integral equations.     

Second-kind integral formulations of the capacitance problem

The standard approach to calculating electrostatic forces and capacitances involves solving a surface integral equation of the first kind. However, discretizations of this problem lead to ill-conditioned linear systems and second-kind integral equations usually solve for the dipole density, which can not be directly related to electrostatic forces. This paper describes a second-kind equation for the monopole or charge density and investigates different discretization schemes for this integral formulation. Numerical experiments, using multipole accelerated matrix–vector multiplications, demonstrate the efficiency and accuracy of the new approach. This revised version was published online in June 2006 with corrections to the Cover Date.     

On Some Integral Equations in Hilbert Space with an Application to the Theory of Elasticity

A Volterra type integral equation in a Hilbert space with an additional linear operator L and a spectral parameter depending on time is considered. If the parameter does not belong to the spectrum of L unconditional solvability of the considered problem is proved. In the case where the initial value of the parameter coincides with some isolated point of the spectrum of the operator L sufficient conditions for solvability are established. The obtained results are applied to the partial integral equations associated with a contact problem of the theory of elasticity.     

Quadratic integral games and causal synthesis

The game problem for an input-output system governed by a Volterra integral equation with respect to a quadratic performance functional is an untouched open problem. In this paper, it is studied by a new approach called projection causality. The main result is the causal synthesis which provides a causal feedback implementation of the optimal strategies in the saddle point sense. The linear feedback operator is determined by the solution of a Fredholm integral operator equation, which is independent of data functions and control functions. Two application examples are included. The first one is quadratic differential games of a linear system with arbitrary finite delays in the state variable and control variables. The second is the standard linear-quadratic differential games, for which it is proved that the causal synthesis can be reduced to a known result where the feedback operator is determined by the solution of a differential Riccati operator equation.

     

The modified Green function technique for the exterior Dirichlet problem in linear thermoelasticity

In this work, the modified Green function technique for the exterior Dirichlet problem in linear thermoelasticity is presented. Expressing the solution of the problem as a double‐layer potential of an unknown density, we form the associated boundary integral equation that describes the problem. Exploiting that the discrete spectrum of the irregular values of the associated integral equation is identified with the spectrum of eigenvalues of the corresponding interior homogeneous Neumann problem for the transverse part of the elastic displacement field, we introduce a modification of the fundamental solution of the elastic field. We establish the sufficient conditions that the coefficients of the modification must satisfy to overcome the problem of nonuniqueness for the thermoelastic problem.     

Convergence properties of a class of boundary element approximations to linear diffusion problems with localized nonlinear reactions

We consider a boundary element (BE) Algorithm for solving linear diffusion desorption problems with localized nonlinear reactions. The proposed BE algorithm provides an elegant representation of the effect of localized nonlinear reactions, which enables the effects of arbitrarily oriented defect structures to be incorporated into BE models without having to perform severe mesh deformations. We propose a one-step recursion procedure to advance the BE solution of linear diffusion localized nonlinear reaction problems and investigate its convergence properties. The separation of the linear and nonlinear effects by the boundary integral formulation enables us to consider the convergence properties of approximations to the linear terms and nonlinear terms of the boundary integral equation separately. For the linear terms we investigate how the degree of piecewise polynomial collocation in space and the size of the spatial mesh relative to the time step affects the accumulation of errors in the one-step recursion scheme. We develop a novel convergence analysis that combines asymptotic methods with Lax's Equivalence Theorem. We identify a dimensionless meshing parameter θ whose magnitudé governs the performance of the one-step BE schemes. In particular, we show that piecewise constant (PWC) and piecewise linear (PWL) BE schemes are conditionally convergent, have lower asymptotic bounds placed on the size of time steps, and which display excess numerical diffusion when small time steps are used. There is no asymptotic bound on how large the tie steps can be–this allows the solution to be advanced in fewer, larger time steps. The piecewise quadratic (PWQ) BE scheme is shown to be unconditionally convergent; there is no asymptotic restriction on the relative sizes of the time and spatial meshing and no numerical diffusion. We verify the theoretical convergence properties in numerical examples. This analysis provides useful information about the appropriate degree of spatial piecewise polynomial and the meshing strategy for a given problem. For the nonlinear terms we investigate the convergence of an explicit algorithm to advance the solution at an active site forward in time by means of Caratheodory iteration combined with piecewise linear interpolation. We consider a model problem comprising a singular nonlinear Volterra equation that represents the effect of the term in the BE formulation that is due to a single defect. We prove the convergence of the piecewise linear Caratheodory iteration algorithm to a solution of the model problem for as long as such a solution can be shown to exist. This analysis provides a theoretical justification for the use of piecewise linear Caratheodory iterates for advancing the effects of localized reactions.     

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.     

Numerical solution of 3D problems of electromagnetic wave diffraction on a system of ideally conducting surfaces by the method of hypersingular integral equations

We construct a numerical method for solving problems of electromagnetic wave diffraction on a system of solid and thin objects based on the reduction of the problem to a boundary integral equation treated in the sense of the Hadamard finite value. For the construction of such an equation, we construct a numerical scheme on the basis of the method of piecewise continuous approximations and collocations. Unlike earlier known schemes, by using the below-suggested scheme, we have found approximate analytic expressions for the coefficients of the arising system of linear equations by isolating the leading part of the kernel of the integral operator. We present examples of solution of a number of model problems of the diffraction of electromagnetic waves by the suggested method.     

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.     

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.     

Boundary control problems for quasilinear systems of hyperbolic equations

For quasilinear systems of hyperbolic equations, the nonclassical boundary value problem of controlling solutions with the help of boundary conditions is considered. Previously, this problem was extensively studied in the case of the simplest hyperbolic equations, namely, the scalar wave equation and certain linear systems. The corresponding problem formulations and numerical solution algorithms are extended to nonlinear (quasilinear and conservative) systems of hyperbolic equations. Some numerical (grid-characteristic) methods are considered that were previously used to solve the above problems. They include explicit and implicit conservative difference schemes on compact stencils that are linearizations of Godunov’s method. The numerical algorithms and methods are tested as applied to well-known linear examples.     

On the spectral properties of three-layer difference schemes for parabolic equations with nonlocal conditions

We consider three-layer difference schemes for a one-dimensional linear parabolic equation with nonlocal integral conditions. A three-layer scheme is written out in an equivalent form of a two-layer scheme. We analyze the dependence of the spectrum of the difference operator on the parameters occurring in the integral conditions. We derive stability conditions for the original three-layer scheme in a specially defined energy norm.