A High-Order Kernel-Free Boundary Integral Method for Incompressible Flow Equations in Two Space Dimensions

This paper presents a fourth-order kernel-free boundary integral method for the time-dependent, incompressible Stokes and Navier-Stokes equations defined on irregular bounded domains. By the stream function-vorticity formulation, the incompressible flow equations are interpreted as vorticity evolution equations. Time discretization methods for the evolution equations lead to a modified Helmholtz equation for the vorticity, or alternatively, a modified biharmonic equation for the stream function with two clamped boundary conditions. The resulting fourth-order elliptic boundary value problem is solved by a fourth-order kernel-free boundary integral method, with which integrals in the reformulated boundary integral equation are evaluated by solving corresponding equivalent interface problems, regardless of the exact expression of the involved Green's function. To solve the unsteady Stokes equations, a four-stage composite backward differential formula of the same order accuracy is employed for time integration. For the Navier-Stokes equations, a three-stage third-order semi-implicit Runge-Kutta method is utilized to guarantee the global numerical solution has at least third-order convergence rate. Numerical results for the unsteady Stokes equations and the Navier-Stokes equations are presented to validate efficiency and accuracy of the proposed method.     

The embedding method for linear partial differential equations in unbounded and multiply connected domains

The recently suggested embedding method to solve linear boundary value problems is here extended to cover situations where the domain of interest is unbounded or multiply connected. The extensions involve the use of complete sets of exterior and interior eigenfunctions on canonical domains. Applications to typical boundary value problems for Laplace’s equation, the Oseen equations and the biharmonic equation are given as examples.     

Boundedness of the gradient of a solution and Wiener test of order one for the biharmonic equation

The behavior of solutions to the biharmonic equation is well-understood in smooth domains. In the past two decades substantial progress has also been made for the polyhedral domains and domains with Lipschitz boundaries. However, very little is known about higher order elliptic equations in the general setting. In this paper we introduce new integral identities that allow to investigate the solutions to the biharmonic equation in an arbitrary domain. We establish: (1) boundedness of the gradient of a solution in any three-dimensional domain; (2) pointwise estimates on the derivatives of the biharmonic Green function; (3) Wiener-type necessary and sufficient conditions for continuity of the gradient of a solution. Mathematics Subject Classification (2000)  35J40, 35J30, 35B65     

Numerical solution of a second biharmonic boundary value problem

The second boundary value problem for the biharmonic equation is equivalent to the Dirichlet problems for two Poisson equations. Several finite difference approximations are defined to solve these Dirichlet problems and discretization error estimates are obtained. It is shown that the splitting of the biharmonic equation produces a numerically efficient procedure.     

A meshless method based on boundary integral equations and radial basis functions for biharmonic-type problems

This paper presents a meshless method, which replaces the inhomogeneous biharmonic equation by two Poisson equations in terms of an intermediate function. The solution of the Poisson equation with the intermediate function as the right-hand term may be written as a sum of a particular solution and a homogeneous solution of a Laplace equation. The intermediate function is approximated by a series of radial basis functions. Then the particular solution is obtained via employing Kansa’s method, while the homogeneous solution is approximated by using the boundary radial point interpolation method by means of boundary integral equations. Besides, the proposed meshless method, in conjunction with the analog equation method, is further developed for solving generalized biharmonic-type problems. Some numerical tests illustrate the efficiency of the method proposed.     

Multigrid technique for biharmonic interpolation with application to dual and multiple reciprocity method

A biharmonic-type interpolation method is presented to solve 2D and 3D scattered data interpolation problems. Unlike the methods based on radial basis functions, which produce a large linear system of equations with fully populated and often non-selfadjoint and ill-conditioned matrix, the presented method converts the interpolation problem to the solution of the biharmonic equation supplied with some non-usual boundary conditions at the interpolation points. To solve the biharmonic equation, fast multigrid techniques can be applied which are based on a non-uniform, non-equidistant but Cartesian grid generated by the quadtree/octtree algorithm. The biharmonic interpolation technique is applied to the multiple and dual reciprocity method of the BEM to convert domain integrals to the boundary. This makes it possible to significantly reduce the computational cost of the evaluation of the appearing domain integrals as well as the memory requirement of the procedure. The resulting method can be considered as a special grid-free technique, since it requires no domain discretisation. This revised version was published online in June 2006 with corrections to the Cover Date.     

The method of fundamental solutions with eigenfunction expansion method for nonhomogeneous diffusion equation

In this article we describe a numerical method to solve a nonhomogeneous diffusion equation with arbitrary geometry by combining the method of fundamental solutions (MFS), the method of particular solutions (MPS), and the eigenfunction expansion method (EEM). This forms a meshless numerical scheme of the MFS‐MPS‐EEM model to solve nonhomogeneous diffusion equations with time‐independent source terms and boundary conditions for any time and any shape. Nonhomogeneous diffusion equation with complex domain can be separated into a Poisson equation and a homogeneous diffusion equation using this model. The Poisson equation is solved by the MFS‐MPS model, in which the compactly supported radial basis functions are adopted for the MPS. On the other hand, utilizing the EEM the diffusion equation is first translated to a Helmholtz equation, which is then solved by the MFS together with the technique of the singular value decomposition (SVD). Since the present meshless method does not need mesh generation, nodal connectivity, or numerical integration, the computational effort and memory storage required are minimal as compared with other numerical schemes. Test results for two 2D diffusion problems show good comparability with the analytical solutions. The proposed algorithm is then extended to solve a problem with irregular domain and the results compare very well with solutions of a finite element scheme. Therefore, the present scheme has been proved to be very promising as a meshfree numerical method to solve nonhomogeneous diffusion equations with time‐independent source terms of any time frame, and for any arbitrary geometry. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Compact gradient tracking in shape optimization

In the present paper we consider the minimization of gradient tracking functionals defined on a compact and fixed subdomain of the domain of interest. The underlying state is assumed to satisfy a Poisson equation with Dirichlet boundary conditions. We proof that, in contrast to the situation of gradient tracking on the whole domain, the shape Hessian is not strictly H ^1/2-coercive at the optimal domain which implies ill-posedness of the shape problem under consideration. Shape functional and gradient require only knowledge of the Cauchy data of the state and its adjoint on the boundaries of the domain and the subdomain. These data can be computed by means of boundary integral equations when reformulating the underlying differential equations as transmission problems. Thanks to fast boundary element techniques, we derive an efficient algorithm to solve the problem under consideration.     

椭圆外区域上的自然边界元法

１．引言 二十年来,自然边界元法已在椭圆问题求解方面取得了许多研究成果。它可以直接用来解决圆内（外）区域、扇形区域、球内（外）区域及半平面区域等特殊区域上的椭圆边值问题［１,２,５］,也可以结合有限元法求解一般区域上的椭圆边值问题,例如基于自然边界归化的耦合算法及区域分解算法就是处理断裂区域问题及外问题的一种有效手段［２－４,６］。 人们在设计求解外问题的耦合算法或者区域分解算法时,通常选取圆周或球面作人工边界。但对具有长条型内边界的外问题,以圆周或球面作人工边界显然并非最佳选择,它将会导致大量的…     

A Cartesian‐grid collocation method based on radial‐basis‐function networks for solving PDEs in irregular domains

This paper reports a new Cartesian‐grid collocation method based on radial‐basis‐function networks (RBFNs) for numerically solving elliptic partial differential equations in irregular domains. The domain of interest is embedded in a Cartesian grid, and the governing equation is discretized by using a collocation approach. The new features here are (a) one‐dimensional integrated RBFNs are employed to represent the variable along each line of the grid, resulting in a significant improvement of computational efficiency, (b) the present method does not require complicated interpolation techniques for the treatment of Dirichlet boundary conditions in order to achieve a high level of accuracy, and (c) normal derivative boundary conditions are imposed by means of integration constants. The method is verified through the solution of second‐ and fourth‐order PDEs; accurate results and fast convergence rates are obtained. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

High Accuracy Solution of Three-Dimensional Biharmonic Equations

In this paper, we consider several finite-difference approximations for the three-dimensional biharmonic equation. A symbolic algebra package is utilized to derive a family of finite-difference approximations for the biharmonic equation on a 27 point compact stencil. The unknown solution and its first derivatives are carried as unknowns at selected grid points. This formulation allows us to incorporate the Dirichlet boundary conditions automatically and there is no need to define special formulas near the boundaries, as is the case with the standard discretizations of biharmonic equations. We exhibit the standard second-order, finite-difference approximation that requires 25 grid points. We also exhibit two compact formulations of the 3D biharmonic equations; these compact formulas are defined on a 27 point cubic grid. The fourth-order approximations are used to solve a set of test problems and produce high accuracy numerical solutions. The system of linear equations is solved using a variety of iterative methods. We employ multigrid and preconditioned Krylov iterative methods to solve the system of equations. Test results from two test problems are reported. In these experiments, the multigrid method gives excellent results. The multigrid preconditioning also gives good results using Krylov methods.     

Spectral domain embedding for elliptic PDEs in complex domains

Spectral methods are a class of methods for solving partial differential equations (PDEs). When the solution of the PDE is analytic, it is known that the spectral solutions converge exponentially as a function of the number of modes used. The basic spectral method works only for regular domains such as rectangles or disks. Domain decomposition methods/spectral element methods extend the applicability of spectral methods to more complex geometries. An alternative is to embed the irregular domain into a regular one. This paper uses the spectral method with domain embedding to solve PDEs on complex geometry. The running time of the new algorithm has the same order as that for the usual spectral collocation method for PDEs on regular geometry. The algorithm is extremely simple and can handle Dirichlet, Neumann boundary conditions as well as nonlinear equations.     

Haar wavelets method for solving Poisson equations with jump conditions in irregular domain

In this paper, Haar wavelets method is used to solve Poisson equations in the presence of interfaces where the solution itself may be discontinuous. The interfaces have jump conditions which need to be enforced. It is critical for the approximation of the boundaries of the irregular domain. An irregular domain can be treated by embedding the domain into a rectangular domain and Poisson equation is solved by using Haar wavelets method on the rectangle. Firstly, we demonstrate this method in the case of 1-D region, then we consider the solution of the Poisson equations in the case of 2-D region. The efficiency of the method is demonstrated by some numerical examples.     

The Poisson and the Biharmonic Equations in the Interior of a Convex Polygon

A new method for analyzing linear elliptic partial differential equations in the interior of a convex polygon was developed in the late 1990s. This method does not rely on the classical approach of separation of variables and on the use of classical integral transforms and therefore is well suited for the investigation of the biharmonic equation. Here, we present a novel integral representation of the solution of the biharmonic equation in the interior of a convex polygon. This representation contains certain free parameters and therefore is more general than the one presented in [1]. For a given boundary value problem, by choosing these free parameters appropriately, one can obtain the simplest possible representation for the solution. This representation still involves certain unknown boundary values, thus for this formula to become effective it is necessary to characterize the unknown boundary values in terms of the given boundary conditions. This requires the investigation of certain relations refereed to as the global relations. A general approach for analyzing these relations is illustrated by solving several problems formulated in the interior of a semistrip. In addition, for completeness, similar results are presented for the Poisson equation by employing an integral representation for the Laplace equation which is more general than the one derived in the late 1990s.     

奇异杂交边界点方法求解泊松方程

As a boundary-type meshless method,the singular hybrid boundary node method(SHBNM)is based on the modified variational principle and the moving least square(MLS)approximation,so it has the advantages of both boundary element method(BEM)and meshless method.In this paper,the dual reciprocity method(DRM)is combined with SHBNM to solve Poisson equation in which the solution is divided into particular solution and general solution.The general solution is achieved by means of SHBNM,and the particular solution is approximated by using the radial basis function(RBF).Only randomly distributed nodes on the bounding surface of the domain are required and it doesn't need extra equations to compute internal parameters in the domain.The postprocess is very simple.Numerical examples for the solution of Poisson equation show that high convergence rates and high accuracy with a small node number are achievable.     

Preconditioning in the numerical solution to a Dirichlet problem for the biharmonic equation

An iterative algorithm for the numerical solution of the biharmonic equation with boundary conditions of the first kind (a clamped plate) is investigated. At every step of this iterative method, it is necessary to solve two Dirichlet problems for a Poisson equation. Constants of energy equivalence for the optimization of the iterative method are obtained.     

Discrete weighted least-squares method for the Poisson and biharmonic problems on domains with smooth boundary

In this article a discrete weighted least-squares method for the numerical solution of elliptic partial differential equations exhibiting smooth solution is presented. It is shown how to create well-conditioned matrices of the resulting system of linear equations using algebraic polynomials, carefully selected matching points and weight factors. Two simple algorithms generating suitable matching points, the Chebyshev matching points for standard two-dimensional domains and the approximate Fekete points of Sommariva and Vianello for general domains, are described. The efficiency of the presented method is demonstrated by solving the Poisson and biharmonic problems with the homogeneous Dirichlet boundary conditions defined on circular and annular domains using basis functions in the form satisfying and in the form not satisfying the prescribed boundary conditions.     

Fast parallel solution of the Poisson equation on irregular domains

We present a fast parallel solution method for the Poisson equation on irregular domains. Due to a simple embedding method using harmonic polynomial approximation, a dominant part of the computation becomes solving one Poisson problem on a disk.     

A hybrid DQ/LMQRBF-DQ approach for numerical solution of Poisson-type and Burger’s equations in irregular domain

Differential quadrature (DQ) is an efficient and accurate numerical method for solving partial differential equations (PDEs). However, it can only be used in regular domains in its conventional form. Local multiquadric radial basis function-based differential quadrature (LMQRBF-DQ) is a mesh free method being applicable to irregular geometry and allowing simple imposition of any complex boundary condition. Implementation of the latter numerical scheme imposes high computational cost due to the necessity of numerous matrix inversions. It also suffers from sensitivity to shape parameter(s). This paper presents a new method through coupling the conventional DQ and LMQRBF-DQ to solve PDEs. For this purpose, the computational domain is divided into a few rectangular shapes and some irregular shapes. In such a domain decomposition process, a high percentage of the computational domain will be covered by regular shapes thus taking advantage of conventional DQM eliminating the need to implement Local RBF-DQ over the entire domain but only on a portion of it. By this method, we have the advantages of DQ like simplicity, high accuracy, and low computational cost and the advantages of LMQRBF-DQ like mesh free and Dirac’s delta function properties. We demonstrate the effectiveness of the proposed methodology using Poisson and Burgers’ equations.     

Boundary collocation fast poisson solver on irregular domains

A fast Poisson solver on irregular domains, based on boundary methods, is presented. The harmonic polynomial approximation of the solution of the associated homogeneous problem provides a good practical boundary method which allows a trivial parallel processing for solution evaluation or straightforward computations of the interface values for domain decomposition/embedding.