Error bounds of singular boundary method for potential problems

The singular boundary method (SBM) is a recent strong‐form boundary collocation method free of integration, mesh, and fictitious boundary. Although an extensive study has been reported in the literature on improving its accuracy and stability as well as its applications to diverse problems, little, however, has been done to analyze its convergence mathematically. The main purpose of this paper is to derive the explicit error bounds of the SBM for potential problems as well as to explain the essential difference between the origin intensity factor (OIF) in the SBM and the singular integration in the boundary element method (BEM). In the process of derivation, we also illustrate the physical meaning of OIF and explain the reason why the OIF has the function to correct the discretization error on the boundary. Finally, several benchmark examples are given to verify the effectiveness of the conclusions obtained from this article, as well as to investigate the different convergence behaviors between the SBM and BEM. It can be found that the SBM has the explicit error bound and is mathematically a stable technique.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1987–2004, 2017     

A boundary-only treatment by singular boundary method for two-dimensional inhomogeneous problems

In this study, an effective singular boundary method (SBM) in conjunction with the recursive multiple reciprocity method (MRM) is developed and validated for inhomogeneous problems. It avoids the inner nodes or domain discretizations to evaluate the particular solution, and preserves the boundary-only property of the SBM. Rather than using only polyharmonic operators in the traditional MRM, a recursive MRM is proposed to annihilate source terms with different partial differential operators recursively. Nevertheless, high-order fundamental solutions are involved in the recursive MRM. The absence of the origin intensity factors of higher order fundamental solutions is a major bottleneck in applying the SBM. In order to remedy this difficulty, the origin intensity factors of higher order fundamental solutions are derived with simple formulas. Numerical examples are presented to illustrate the accuracy and efficiency of the proposed method.     

瞬态热传导的奇异边界法及其MATLAB实现

基于动力学问题时间依赖基本解的奇异边界法是一种无网格边界配点法.该方法引入源点强度因子的概念从而避免了基本解的源点奇异性,具有数学简单、编程容易、精度高等优点.将该方法用于瞬态热传导问题的数值模拟,运用MATLAB实现该问题的数值研究,并创建相应的MATLAB工具箱.针对二维和三维瞬态热传导问题,进行了基于反插值技术和经验公式的奇异边界法MATLAB算例实现.针对支撑圆坯低温瞬态温度场的模拟结果表明,瞬态热传导奇异边界法的MATLAB工具箱具有简单、方便、精确可靠的优点.研究成果有助于发展瞬态热传导的奇异边界法,并为瞬态热传导问题的数值分析和仿真提供了一种简单高效的模拟工具.     

Analytical evaluation of the origin intensity factor of time-dependent diffusion fundamental solution for a matrix-free singular boundary method formulation

The singular boundary method (SBM) with the empirical formulas of the origin intensity factors (OIFs) can be effectively used to simulate one- and two-dimensional time-dependent diffusion problems. However, there is no such empirical formula available for determining the OIFs in three-dimensional problems so that the traditional inverse interpolation technique (IIT) has to be employed in three-dimensional case. This paper presents the analytical evaluation formulas to derive the OIFs and thereby overcome the above shortcomings. The proposed new formulation not only has clear theoretical foundations, but also ensures good stability compared with the IIT. Moreover, the present method can effectively simulate three-dimensional diffusion problems. Consequently, our new formulation, most importantly, is matrix-free and fully explicit due to completely avoiding the IIT. As a result, the proposed SBM formulation is mathematically simple, computationally fast and stable, and requiring very low memory since it does not need to solve any algebraic equations. In stark contrast to the boundary element method, the present SBM only requires integration and background grid to calculate the OIFs, while remaining free of integration and mesh for the rest of the calculation. Five benchmark problems are tested to verify the feasibility and accuracy of the new formulation. Numerical results clearly demonstrate the applicability and accuracy of the proposed SBM for solving three-dimensional transient diffusion problems.     

Singular boundary method based on time‐dependent fundamental solutions for active noise control

Active noise control is an efficient strategy of noise control. A numerical wave shielding model to inhibit wave propagation, which can be considered as an extension of traditional active noise control, is established using the singular boundary method using time‐dependent fundamental solutions in this study. Two empirical formulas to evaluate the origin intensity factors with Dirichlet and Neumann boundary conditions are derived respectively. In comparison with other similar numerical methods, the method can obtain highly accurate results using very few boundary nodes and small CPU time. These meet the major technical requirements of simulation of active noise control. The subsequent numerical experiments show that the proposed model can shield efficiently from the wave propagation for both inner and exterior problems. By applying the newly derived empirical formulas, the CPU time of the singular boundary method is further reduced significantly, which makes the method a competitive new and efficient meshless method. In addition, the singular boundary method makes active noise control in an online manner via time‐dependent fundamental solutions as its basis functions.     

A new formulation of regularized meshless method applied to interior and exterior anisotropic potential problems

This paper proposes a new formulation of regularized meshless method (RMM), which differs from the traditional RMM in that the traditional formulation generates the diagonal elements of influence matrix via null-field integral equations, while our new one directly employs the boundary integral equations at the domain point to evaluate the diagonal elements. We test the present RMM formulation to two-dimensional anisotropic potential problems in finite and infinite domains in comparison with the traditional RMM. Numerical results show that the present RMM sharply outperforms the traditional RMM in the solution of interior problems, while the latter is clearly superior for exterior problems. A rigorous theoretical analysis of circular domain case also corroborates such numerical experiment observations and is provided in the appendix of this paper.     

Weak Galerkin finite element method for valuation of American options

We introduce a weak Galerkin finite element method for the valuation of American options governed by the Black-Scholes equation. In order to implement, we need to solve the optimal exercise boundary and then introduce an artificial boundary to make the computational domain bounded. For the optimal exercise boundary, which satisfies a nonlinear Volterra integral equation, it is resolved by a higher-order collocation method based on graded meshes. With the computed optimal exercise boundary, the front-fixing technique is employed to transform the free boundary problem to a one- dimensional parabolic problem in a half infinite area. For the other spatial domain boundary, a perfectly matched layer is used to truncate the unbounded domain and carry out the computation. Finally, the resulting initial-boundary value problems are solved by weak Galerkin finite element method, and numerical examples are provided to illustrate the efficiency of the method.     

数学物理中的总体和局部场GL方法

为了求解物理化学生物材料和金融中的微分方程,提出了一种总体(Global)和局部(Local)场方法.微分方程的求解区域可以是有限域,无限域,或具曲面边界的部分无限域.其无限域包括有限有界不均匀介质区域.其不均匀介质区域被分划为若干子区域之和.在这含非均匀介质的无限区域,将微分方程的解显式地表示为在若干非均匀介质子区域上和局部子曲面的积分的递归和.把正反算的非线性关系递归地显式化.在无限均匀区域,微分方程的解析解被称为初始总体场.微分方程解的总体场相继地被各个非均匀介质子区域的局部散射场所修正.这种修正过程是一个子域接着另个子域逐步相继地进行的.一旦所有非均匀介质子区域被散射扫描和有限步更新过程全部完成后,微分方程的解就获得了.称其为总体和局部场的方法,简称为GL方法.GL方法完全地不同于有限元及有限差方法,GL方法直接地逐子域地组装逆矩阵而获得解.GL方法无需求解大型矩阵方程,它克服了有限元大型矩阵解的困难.用有限元及有限差方法求解无限域上的微分方程时,人为边界及其上的吸收边界条件是必需的和困难的,人为边界上的吸收边界条件的不精确的反射会降低解的精确度和毁坏反算过程.GL方法又克服了有限元和有限差方法的人为边界的困难.GL方法既不需要任何人为边界又不需要任何吸收边界条件就可以子域接子域逐步精确地求解无限域上的微分方程.有限元和有限差方法都仅仅是数值的方法,GL方法将解析解和数值方法相容地结合起来.提出和证明了三角的格林函数积分方程公式.证明了当子域的直经趋于零时,波动方程的GL方法的数值解收敛于精确解.GL方法解波动方程的误差估计也获得了.求解椭圆型,抛物线型,双曲线型方程的GL模拟计算结果显示出我们的GL方法具有准确,快速,稳定的许多优点.GL方法可以是有网,无网和半网算法.GL方法可广泛应用在三维电磁场,三维弹塑性力学场,地震波场,声波场,流场,量子场等方面.上述三维电磁场等应用领域的GL方法的软件已经由作者研制和发展了。     

平面弹性裂纹分析的一种有效边界元方法

提出了一种简单而有效的平面弹性裂纹应力强度因子的边界元计算方法．该方法由Crouch与Starfield建立的常位移不连续单元和闫相桥最近提出的裂尖位移不连续单元构成A·D2在该边界元方法的实施过程中,左、右裂尖位移不连续单元分别置于裂纹的左、右裂尖处,而常位移不连续单元则分布于除了裂尖位移不连续单元占据的位置之外的整个裂纹面及其它边界．算例(如单向拉伸无限大板中心裂纹、单向拉伸无限大板中圆孔与裂纹的作用)说明平面弹性裂纹应力强度因子的边界元计算方法是非常有效的．此外,还对双轴载荷作用下有限大板中方孔分支裂纹进行了分析．这一数值结果说明平面弹性裂纹应力强度因子的边界元计算方法对有限体中复杂裂纹的有效性,可以揭示双轴载荷及裂纹体几何对应力强度因子的影响．     

无限域拉普拉斯方程问题的高阶边界条件及其应用

对无限域Laplace方程问题,推导出了高阶边界条件.在采用数值方法的有限域的外边界上应用高阶边界条件,可以在保证计算精度的前提下缩小数值求解域,从而减小计算工作量和少占用计算机内存.数值算例表明,一阶边界条件近似于精确边界条件,它明显地优于经典边界条件和二阶边界条件.     

改进的无奇异局部边界积分方程方法

在局部边界积分方程方法中,当源节点位于分析域的整体边界上时,局部边界积分将出现奇异积分问题,这些奇异积分需要做特别的处理．为此,提出了对域内节点采用局部积分方程,而对边界节点直接采用移动最小二乘近似函数引入边界条件来解决奇异积分问题,这同时也解决了对积分边界进行插值引入近似误差的问题．作为应用和数值实验,对Laplace方程和Helmholtz方程问题进行了分析,取得了很好的数值结果．进而,在Helmholtz方程求解中,采用了含波解信息的修正基函数来代替单项式基函数进行近似．数值结果显示,这样处理是简单高效的,在高波数声传播问题的求解中非常具有前景．     

An artificial boundary method for the Hull-White model of American interest rate derivatives

The Hull-White (HW) model is a widely used one-factor interest rate model because of its analytical tractability on liquidly traded derivatives, super-calibration ability to the initial term structure and elegant tree-building procedure. As an explicit finite difference scheme, lattice method is subject to some stability criteria, which may deteriorate the computational efficiency for early exercisable derivatives. This paper proposes an artificial boundary method based on the partial differential equations (PDEs) to price interest rate derivatives with early exercise (American) feature under the HW model. We construct conversion factors to extract the market information from the zero-coupon curve and then reduce the infinite computational domain into a finite one by using an artificial boundary on which an exact boundary condition is derived. We then develop an implicit θ-scheme with unconditional stability to solve the PDE in the reduced bounded domain. With a finite computational domain, the optimal exercise strategy can be determined efficiently. Our numerical examples show that the proposed scheme is accurate, robust to the truncation size, and more efficient than the popular lattice method for accurate derivative prices. In addition, the singularity-separating technique is incorporated into the artificial boundary method to enhance accuracy and flexibility of the numerical scheme.     

Tanh Jacobi spectral collocation method for the numerical simulation of nonlinear Schrödinger equations on unbounded domain

We present a class of orthogonal functions on infinite domain based on Jacobi polynomials. These functions are generated by applying a tanh transformation to Jacobi polynomials. We construct interpolation and projection error estimates using weighted pseudo-derivatives tailored to the involved mapping. Then, using the nodes of the newly introduced tanh Jacobi functions, we develop an efficient spectral tanh Jacobi collocation method for the numerical simulation of nonlinear Schrödinger equations on the infinite domain without using artificial boundary conditions. The applicability and accuracy of the solution method are demonstrated by two numerical examples for solving the nonlinear Schrödinger equation and the nonlinear Ginzburg–Landau equation.     

Boundary collocation method for a cracked rectangular plate with double external tension

In this article, the boundary collocation method is employed to investigate the problems of a central crack in a rectangular plate which applied double external tension on the outer boundary under the assumption that the dimensions of the plate are much larger than that of the crack. A set of stress functions has also been proposed based on the theoretical analysis which satisfies the condition that there is no external force on the crack surfaces. It is only necessary to consider the condition on the external boundary. Using boundary collocation method, the linear algebra equations at collocation points are obtained. The least squares method is used to obtain the solution of the equations, so that the unknown coefficients can be obtained. According to the expression of the stress intensity factor at crack tip, we can obtain the numerical results of stress intensity factor. Numerical experiments show that the results coincide with the exact solution of the infinite plate. In particular, this case of the double external tension applied on the outer boundary is seldom studied by boundary collocation method.     

On non‐stationary viscous incompressible flow through a cascade of profiles

The paper deals with theoretical analysis of non‐stationary incompressible flow through a cascade of profiles. The initial‐boundary value problem for the Navier–Stokes system is formulated in a domain representing the exterior to an infinite row of profiles, periodically spaced in one direction. Then the problem is reformulated in a bounded domain of the form of one space period and completed by the Dirichlet boundary condition on the inlet and the profile, a suitable natural boundary condition on the outlet and periodic boundary conditions on artificial cuts. We present a weak formulation and prove the existence of a weak solution. Copyright © 2006 John Wiley & Sons, Ltd.     

A new extension of boundary elements method for classical elliptic partial differential equations with constant coefficients

This article is devoted to an extension of boundary elements method (BEM) for solving elliptic partial differential equations of general type with constant coefficients. As the fundamental solution of these equations was not available in the literature, BEM was not able to handle them, directly. So the dual reciprocity method (DRM) has been applied to tackle these problems. In this work, a fundamental solution for these equations is obtained and a new formulation is derived to solve them. Besides, we show that the rate of convergence of the new scheme is quadratic when singular (boundary and domain) integrals are calculated, accurately. The new scheme is applicable on complex domains, without needing internal nodes, just same as conventional BEM. So the CPU time of the new scheme is much less than that of the DRM. Numerical examples presented in the article show ability and efficiency of the new scheme in solving two‐dimensional nonhomogenous elliptic boundary value problems, clearly. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 2027–2042, 2015     

新的三维力学GELD正演和反演算法

在本文中 ,我们提出了新的整体积分和局部微分GILD的力学正演和反演方法 .我们建立了弹性和塑性力学的体积分微分方程 .我们证明了这个体积分方程和伽辽金虚功原理等价 .新的GILD方法是基于这个体积分微分方程 .GL方法是进一步的发展 ,GL是一种整体场和局部场相互作用的全新方法 .在这个方法中 ,仅仅需要解 3× 3或者 6 × 6的局部小矩阵 .特别是 ,用GL方法求解无限域的偏微分方程时 ,不需要任何人工边界 ,不需要任何吸收边界条件和不需要任何边界积分方程 .新的三维力学GILD正演和反演算法已被应用研究奈米材料的力学性质的模拟计算 .我们获得非常好的奈米材料的力学变形的超拉力的力学性质 .我们提出了新的奈米地球物理新概念和发现了GILD数值量子     

An application of convergence acceleration techniques to a class of two-point boundary value problems on a semi-infinite domain

For boundary value problems posed on unbounded domains it is often appropriate to impose a boundary condition at infinity. For certain classes of boundary value problem obvious numerical difficulties can be avoided by truncating the unbounded domain and solving a sequence of finite domain problems instead. We introduce a novel technique which is straightforward to implement and which exploits information contained in this sequence in order to extrapolate to the unbounded case. The technique introduces a new and interesting application of a variety of convergence acceleration algorithms.     

On the numerical solution of singular two‐point boundary value problems: A domain decomposition homotopy perturbation approach

This paper reports a modified homotopy perturbation algorithm, called the domain decomposition homotopy perturbation method (DDHPM), for solving two‐point singular boundary value problems arising in science and engineering. The essence of the approach is to split the domain of the problem into a number of nonoverlapping subdomains. In each subdomain, a method based on a combination of HPM and integral equation formalism is implemented. The boundary condition at the right endpoint of each inner subdomain is established before deriving an iterative scheme for the components of the solution series. The accuracy and efficiency of the DDHPM are demonstrated by 4 examples (2 nonlinear and 2 linear). In comparison with the traditional HPM, the proposed domain decomposition HPM is highly accurate.     

Numerical solution of the system of second-order boundary value problems using the local radial basis functions based differential quadrature collocation method

In this research, we propose a numerical scheme to solve the system of second-order boundary value problems. In this way, we use the Local Radial Basis Function Differential Quadrature (LRBFDQ) method for approximating the derivative. The LRBFDQ method approximates the derivatives by Radial Basis Functions (RBFs) interpolation using a small set of nodes in the support domain of any node. So the new scheme needs much less computational work than the globally supported RBFs collocation method. We use two techniques presented by Bayona et al. (2011, 2012) [29], [30] to determine the optimal shape parameter. Some examples are presented to demonstrate the accuracy and easy implementation of the new technique. The results of numerical experiments are compared with the analytical solution, finite difference (FD) method and some published methods to confirm the accuracy and efficiency of the new scheme presented in this paper.