Monotone explicit iterations of the finite element approximations for the nonlinear boundary value problem

Summary In this paper, we consider monotone explicit iterations of the finite element schemes for the nonlinear equations associated with the boundary value problem u=bu ², based on piecewise linear polynomials and the lumping operator. These iterations construct the monotonically decreasing and increasing sequences, and convergence proofs are given. Finally, we present some numerical examples verifying the effectiveness of the theory.     

A note on initial higher‐order convergence results for boundary element methods with approximated boundary conditions

We consider a variational problem associated with a pseudo‐differential operator of negative order 2s < 0 with an additional approximation of the given linear form. Such an approximation may correspond to an interpolation of given boundary conditions for a partial differential equation. The asymptotic order of convergence of the related Galerkin solution can be reached for ν = μ +2s, where ν and μ are the polynomial degrees of the trial functions used to approximate the solution and boundary conditions, respectively. The main result of this article is to prove that one can expect higher initial rates in the convergence behavior, even in the worst case of isoparametric approximations (ν = μ) when the error is measured in the Sobolev norm H^τ(Γ) with τ ∈ [s, 0]; i.e., this initial estimate is also valid in the energy norm ‖ · ‖. This result is based on the relation between the approximation error of the Galerkin solution without this additional approximation and the additional approximation error itself. As an illustration of the technique, an application of a boundary element method for the Dirichlet problem of a second‐order elliptic partial differential operator is given. Numerical examples confirm the theoretical results for this case. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 581–588, 2000.     

The fast multipole method for the symmetric boundary integral formulation

^** Email: of{at}mathematik.uni-stuttgart.de^*** Email: o.steinbach{at}tugraz.at^**** Email: wendland{at}mathematik.uni-stuttgart.de A symmetric Galerkin boundary-element method is used for thesolution of boundary-value problems with mixed boundary conditionsof Dirichlet and Neumann type. As a model problem we considerthe Laplace equation. When an iterative scheme is employed forsolving the resulting linear system, the discrete boundary integraloperators are realized by the fast multipole method. While thesingle-layer potential can be implemented straightforwardlyas in the original algorithm for particle simulation, the double-layerpotential and its adjoint operator are approximated by the applicationof normal derivatives to the multipole series for the kernelof the single-layer potential. The Galerkin discretization ofthe hypersingular integral operator is reduced to the single-layerpotential via integration by parts. We finally present a correspondingstability and error analysis for these approximations by thefast multipole method of the boundary integral operators. Itis shown that the use of the fast multipole method does notharm the optimal asymptotic convergence. The resulting linearsystem is solved by a GMRES scheme which is preconditioned bythe use of hierarchical strategies as already employed in thefast multipole method. Our numerical examples are in agreementwith the theoretical results.     

Fully discrete Galerkin approximations of parabolic boundary-value problems with nonsmooth boundary data

Summary In this paper we study the convergence properties of a fully discrete Galerkin approximation with a backwark Euler time discretization scheme. An approach based on semigroup theory is used to deal with the nonsmooth Dirichlet boundary data which cannot be handled by standard techniques. This approach gives rise to optimal rates of convergence inL _p[O,T;L ₂()] norms for boundary conditions inL _p[O,T;L ₂()], 1p.     

L p estimates of boundary integral equations for some nonlinear boundary value problems

Summary Recently, Galerkin and collocation methods have been analyzed for boundary integral equation formulations of some potential problems in the plane with nonlinear boundary conditions, and stability results and error estimates in theH ^1/2-norm have been proved (Ruotsalainen and Wendland, and Ruotsalainen and Saranen). We show that these results extend toL ^p setting without any extra conditions. These extensions are proved by studying the uniform boundedness of the inverses of the linearized integral operators, and then considering the nonlinear equations. The fact that inH ^1/2 setting the nonlinear operator is a homeomorphism with Lipschitz continuous inverse plays a crucial role. Optimal error estimates for the Galerkin and collocation method inL ^p space then follow.This research was performed while the second author was visiting professor at the University of Delaware, spring 1989     

Boundary element methods for potential problems with nonlinear boundary conditions

Galerkin boundary element methods for the solution of novel first kind Steklov-Poincaré and hypersingular operator boundary integral equations with nonlinear perturbations are investigated to solve potential type problems in two- and three-dimensional Lipschitz domains with nonlinear boundary conditions. For the numerical solution of the resulting Newton iterate linear boundary integral equations, we propose practical variants of the Galerkin scheme and give corresponding error estimates. We also discuss the actual implementation process with suitable preconditioners and propose an optimal hybrid solution strategy.

     

Existence of periodic solutions of nonlinear systems with nonlinear boundary conditions

In this paper we consider the periodic solutions of nonlinear parabolic systems with nonlinear boundary conditions. By constructing the Poincare operator, we obtain the existence of -periodic weak solutions under some reasonable assumptions.     

On an iterative algorithm with superquadratic convergence for solving nonlinear operator equations

We study an iterative method with order for solving nonlinear operator equations in Banach spaces. Algorithms for specific operator equations are built up. We present the received new results of the local and semilocal convergence, in case when the first-order divided differences of a nonlinear operator are Hölder continuous. Moreover a quadratic nonlinear majorant for a nonlinear operator, according to the conditions laid upon it, is built. A priori and a posteriori estimations of the method’s error are received. The method needs almost the same number of computations as the classical Secant method, but has a higher order of convergence. We apply our results to the numerical solving of a nonlinear boundary value problem of second-order and to the systems of nonlinear equations of large dimension.     

Compactness method in the finite element theory of nonlinear elliptic problems

Summary Finite element approximation of a nonlinear elliptic pseudomonotone second-order boundary value problem in a bounded nonpolygonal domain with mixed Dirichlet-Neumann boundary conditions is studied. In the discretization we approximate the domain by a polygonal one, use linear conforming triangular elements and evaluate integrals by numerical quadratures. We prove the solvability of the discrete problem and on the basis of compactness properties of the corresponding operator (which is not monotone in general) we prove the convergence of approximate solutions to an exact weak solutionuH ¹ ). No additional assumption on the regularity of the exact solution is needed.     

Hybrid Galerkin boundary elements: theory and implementation

Summary. In this paper we present a new quadrature method for computing Galerkin stiffness matrices arising from the discretisation of 3D boundary integral equations using continuous piecewise linear boundary elements. This rule takes as points some subset of the nodes of the mesh and can be used for computing non-singular Galerkin integrals corresponding to pairs of basis functions with non-intersecting supports. When this new rule is combined with standard methods for the singular Galerkin integrals we obtain a “hybrid” Galerkin method which has the same stability and asymptotic convergence properties as the true Galerkin method but a complexity more akin to that of a collocation or Nystr?m method. The method can be applied to a wide range of singular and weakly-singular first- and second-kind equations, including many for which the classical Nystr?m method is not even defined. The results apply to equations on piecewise-smooth Lipschitz boundaries, and to non-quasiuniform (but shape-regular) meshes. A by-product of the analysis is a stability theory for quadrature rules of precision 1 and 2 based on arbitrary points in the plane. Numerical experiments demonstrate that the new method realises the performance expected from the theory. Received January 22, 1998 / Revised version received May 26, 1999 / Published online April 20, 2000 –? Springer-Verlag 2000     

On the convergence of the collocation method for nonlinear boundary integral equations

Recently, Galerkin and collocation methods have been analysed for some nonlinear boundary integral equations. For the collocation method it has been assumed that the nonlinearity is asymptotically linear. In this paper we remove this restriction. We shall prove the convergence of the collocation method for nonlinear boundary integral equations, when the nonlinearity has a polynomial growth condition. In addition to this the optimal order error estimates follow in L^q(Γ)-norm.     

On a hybrid boundary element method

Summary. In this paper we study a symmetric boundary element method based on a hybrid discretization of the Steklov–Poincaré operator well suited for a symmetric coupling of finite and boundary elements. The representation used involves only single and double layer potentials and does not require the discretization of the hypersingular integral operator as in the symmetric formulation. The stability of the hybrid Galerkin discretization is based on a BBL–like stability condition for the trial spaces. Numerical examples confirm the theoretical results. Received December 15, 1997 / Revised version received December 21, 1998/ Published online November 17, 1999     

Multiple traces boundary integral formulation for Helmholtz transmission problems

We present a novel boundary integral formulation of the Helmholtz transmission problem for bounded composite scatterers (that is, piecewise constant material parameters in ??subdomains??) that directly lends itself to operator preconditioning via Calderón projectors. The method relies on local traces on subdomains and weak enforcement of transmission conditions. The variational formulation is set in Cartesian products of standard Dirichlet and special Neumann trace spaces for which restriction and extension by zero are well defined. In particular, the Neumann trace spaces over each subdomain boundary are built as piecewise $\widetilde{H}^{-1/2}$ -distributions over each associated interface. Through the use of interior Calderón projectors, the problem is cast in variational Galerkin form with an operator matrix whose diagonal is composed of block boundary integral operators associated with the subdomains. We show existence and uniqueness of solutions based on an extension of Lions?? projection lemma for non-closed subspaces. We also investigate asymptotic quasi-optimality of conforming boundary element Galerkin discretization. Numerical experiments in 2-D confirm the efficacy of the method and a performance matching that of another widely used boundary element discretization. They also demonstrate its amenability to different types of preconditioning.     

The regulator problem for parabolic equations with Dirichlet boundary control

This paper considers the regulator problem for a parabolic equation (generally unstable), defined on an open, bounded domain , with control functionu acting in the Dirichlet boundary condition: minimize the quadratic functional which penalizes theL ₂(0, ; L₂())-norm of the solutiony and theL ₂(0, ; L₂())-norm of the Dirichlet controlu. The paper is divided in two parts. Part I derives, in a constructive way, the algebraic Riccati equation satisfied by the candidate Riccati operator solution (unique in our case) and, moreover, studies the regularity properties of the optimal pairu ⁰, y⁰. Part II studies a Galerkin approximation of the regulator problem. It shows first the uniform analyticity and the uniform exponential stability of the underlying discrete (approximating) semigroups. Then it establishes the desired convergence properties, in particular, pointwise Riccati operators convergence and, as a final goal, convergence of the original dynamics acted upon by the discrete feedbacks.Research partially supported by the National Science Foundation under Grant DMS-8301668.     

Existence and general decay for nondissipative distributed systems with boundary frictional and memory dampings and acoustic boundary conditions

In this paper, we study the existence and general energy decay rate of global solutions for nondissipative distributed systems

$$u''-\triangle u+h(\nabla u)=0$$

with boundary frictional and memory dampings and acoustic boundary conditions. For the existence of solutions, we prove the global existence of weak solution by using Faedo–Galerkin’s method and compactness arguments. For the energy decay rate, we first consider the general nonlinear case of h satisfying a smallness condition and prove the general energy decay rate by using perturbed modified energy method. Then, we consider the linear case of h: \({h(\nabla u)=-\nabla\phi\cdot\nabla u}\) and prove the general decay estimates of equivalent energy.

     

A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator

The solution of eigenvalue problems for partial differential operators by using boundary integral equation methods usually involves some Newton potentials which may be resolved by using a multiple reciprocity approach. Here we propose an alternative approach which is in some sense equivalent to the above. Instead of a linear eigenvalue problem for the partial differential operator we consider a nonlinear eigenvalue problem for an associated boundary integral operator. This nonlinear eigenvalue problem can be solved by using some appropriate iterative scheme, here we will consider a Newton scheme. We will discuss the convergence and the boundary element discretization of this algorithm, and give some numerical results.     

On efficient preconditioners for iterative solution of a Galerkin boundary element equation for the three-dimensional exterior Helmholtz problem

The paper presents a Galerkin numerical method for solving the hyper-singular boundary integral equations for the exterior Helmholtz problem in three dimensions with a Neumann's boundary condition. Previous work in the topic has often dealt with the collocation method with a piecewise constant approximation because high order collocation and Galerkin methods are not available due to the presence of a hypersingular integral operator. This paper proposes a high order Galerkin method by using singularity subtraction technique to reduce the hyper-singular operator to a weakly singular one. Moreover, we show here how to extend the previous work (J. Appl. Numer. Math. 36 (4) (2001) 475–489) on sparse preconditioners to the Galerkin case leading to fast convergence of two iterative solvers: the conjugate gradient normal method and the generalised minimal residual method. A comparison with the collocation method is also presented for the Helmholtz problem with several wavenumbers.     

Positive solution of three-point boundary value problem for the one-dimensional p-Laplacian with singularities

In the paper, we deal with positive solutions of the following nonlinear three-point singular boundary value problem with a p-Laplacian operator:

     

Boundary Element Methods for Maxwell Transmission Problems in Lipschitz Domains

Summary. We consider the Maxwell equations in a domain with Lipschitz boundary and the boundary integral operator A occuring in the Calderón projector. We prove an inf-sup condition for A using a Hodge decomposition. We apply this to two types of boundary value problems: the exterior scattering problem by a perfectly conducting body, and the dielectric problem with two different materials in the interior and exterior domain. In both cases we obtain an equivalent boundary equation which has a unique solution. We then consider Galerkin discretizations with Raviart-Thomas spaces. We show that these spaces have discrete Hodge decompositions which are in some sense close to the continuous Hodge decomposition. This property allows us to prove quasioptimal convergence of the resulting boundary element methods. Mathematics Subject Classification (2000):65N30