On the solution of nonlinear two-point boundary value problems on successively refined grids

The solution of nonlinear two-point boundary value problems by adaptive finite difference methods ordinarily proceeds from a coarse to a fine grid. Grid points are inserted in regions of high spatial activity and the coarse grid solution is then interpolated onto the finer mesh. The resulting nonlinear difference equations are often solved by Newton's method. As the size of the mesh spacing becomes small enough. Newton's method converges with only a few iterations. In this paper we derive an estimate that enables us to determine the size of the critical mesh spacing that assures us that the interpolated solution for a class of two-point boundary value problems will lie in the domain of convergence of Newton's method on the next finer grid. We apply the estimate in the solution of several model problems.     

Lavrentiev regularization + Ritz approximation = uniform finite element error estimates for differential equations with rough coefficients

We consider a parametric family of boundary value problems for a diffusion equation with a diffusion coefficient equal to a small constant in a subdomain. Such problems are not uniformly well-posed when the constant gets small. However, in a series of papers, Bakhvalov and Knyazev have suggested a natural splitting of the problem into two well-posed problems. Using this idea, we prove a uniform finite element error estimate for our model problem in the standard parameter-independent Sobolev norm. We also study uniform regularity of the transmission problem, needed for approximation. A traditional finite element method with only one additional assumption, namely, that the boundary of the subdomain with the small coefficient does not cut any finite element, is considered.

One interpretation of our main theorem is in terms of regularization. Our FEM problem can be viewed as resulting from a Lavrentiev regularization and a Ritz-Galerkin approximation of a symmetric ill-posed problem. Our error estimate can then be used to find an optimal regularization parameter together with the optimal dimension of the approximation subspace.

     

Some functional relations for two point boundary value problems—II. the inhomogeneous case

A set of functional relations analogous to the addition formulas for the trigonometric functions is developed for a class of inhomogeneous linear two point boundary value problems. The relations are implicit ones connecting values of the solutions at three points. For boundary conditions which contain those that appear in scattering and optimal filtering problems, the relations are explicitly solved. The results are expressed in terms of Redheffer's * product, and thus a connection is established with his work on transmission lines and Reid's on the matrix Riccati equation. A numerical algorithm useful for the solution of problems with critical lengths is a principal consequence of these results.     

一种基于新型插值单元的稳态传热边界元法

为了提高边界元法在求解稳态热问题时的计算精度,通过使用一种新型单元插值方法(称为扩展单元插值法),实现对稳态传热问题的求解。扩展单元是在传统不连续单元的边界配置虚拟节点,把原非连续单元变成高阶的连续单元,并将其作为新型的插值单元。利用虚拟节点和内部源节点构造出的插值函数,可以精确插值边界上的连续和不连续物理场,插值精度要比原始不连续单元高两阶。另外,边界积分方程只在传统的不连续单元的内部节点处建立,只包含内部源节点的自由度,而虚拟节点的自由度可通过与内部源节点之间的关系消除掉,因此最终系统方程的求解规模不会增加。这种新型的插值单元继承了传统连续和不连续单元的优点,克服了它们的缺点。数值结果表明,此种单元插值方法用于求解稳态传热问题时可获得较高的计算精度和收敛性。     

The Method of Singular Equations in Boundary Value Problems in Kinetic Theory

We develop a new effective method for solving boundary value problems in kinetic theory. The method permits solving boundary value problems for mirror and diffusive boundary conditions with an arbitrary accuracy and is based on the idea of reducing the original problem to two problems of which one has a diffusion boundary condition for the reflection of molecules from the wall and the other has a mirror boundary condition. We illustrate this method with two classical problems in kinetic theory: the Kramers problem (isothermal slip) and the thermal slip problem. We use the Bhatnagar-Gross-Krook equation (with a constant collision frequency) and the Williams equation (with a collision frequency proportional to the molecular velocity).__________Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 143, No. 3, pp. 437–454, June, 2005.     

Dynamic evaluation of integrity and the computational content of Krull's lemma

A multiplicative subset of a commutative ring contains the zero element precisely if the set in question meets every prime ideal. While this form of Krull's Lemma takes recourse to transfinite reasoning, it has recently allowed for a crucial reduction to the integral case in Kemper and the third author's novel characterization of the valuative dimension. We present a dynamical solution by which transfinite reasoning can be avoided, and illustrate this constructive method with concrete examples. We further give a combinatorial explanation by relating the Zariski lattice to a certain inductively generated class of finite binary trees. In particular, we make explicit the computational content of Krull's Lemma.     

Repeated Red-Black ordering: a new approach

Hereafter, we describe and analyze, from both a theoretical and a numerical point of view, an iterative method for efficiently solving symmetric elliptic problems with possibly discontinuous coefficients. In the following, we use the Preconditioned Conjugate Gradient method to solve the symmetric positive definite linear systems which arise from the finite element discretization of the problems. We focus our interest on sparse and efficient preconditioners. In order to define the preconditioners, we perform two steps: first we reorder the unknowns and then we carry out a (modified) incomplete factorization of the original matrix. We study numerically and theoretically two preconditioners, the second preconditioner corresponding to the one investigated by Brand and Heinemann [2]. We prove convergence results about the Poisson equation with either Dirichlet or periodic boundary conditions. For a meshsizeh, Brand proved that the condition number of the preconditioned system is bounded byO(h ^–1/2) for Dirichlet boundary conditions. By slightly modifying the preconditioning process, we prove that the condition number is bounded byO(h ^–1/3).     

Boundary element method and wave equation

In this paper the boundary integral expression for a one-dimensional wave equation with homogeneous boundary conditions is developed. This is done using the time dependent fundamental solution of the corresponding hyperbolic partial differential equation. The integral expression developed is a generalized function with the same form as the well-known D'Alembert formula. The derivatives of the solution and some useful invariants on the characteristics of the partial differential equation are also calculated.The boundary element method is applied to find the numerical solution. The results show excellent agreement with analytical solutions.A multi-step procedure for large time steps which can be used in the boundary element method is also described.In addition, the way in which boundary conditions are introduced during the time dependent process is explained in detail. In the Appendix the main properties of Dirac's delta function and the Heaviside unit step function are described.     

A symmetric boundary element method for the Stokes problem in multiple connected domains

We consider a symmetric Galerkin boundary element method for the Stokes problem with general boundary conditions including slip conditions. The boundary value problem is reformulated as Steklov–Poincaré boundary integral equation which is then solved by a standard approximation scheme. An essential tool in our approach is the invertibility of the single layer potential which requires the definition of appropriate factor spaces due to the topology of the domain. Here we describe a modified boundary element approach to solve Dirichlet boundary value problems in multiple connected domains. A suitable extension of the standard single layer potential leads to an operator which is elliptic on the original function space. Copyright © 2003 John Wiley & Sons, Ltd.     

Boundary element method in Biot's linear consolidation

A boundary element method is formulated for the general theory of Biot's linear consolidation. Results for typical examples show good agreement with finite element solutions. As the cpu time in two dimensions is unsatisfactory an alternative method of calculating the stresses is suggested.     

Error analysis of the DtN-FEM for the scattering problem in acoustics via Fourier analysis

In this paper, we are concerned with the error analysis for the finite element solution of the two-dimensional exterior Neumann boundary value problem in acoustics. In particular, we establish explicit priori error estimates in H¹ and L²- norms including both the effect of the truncation of the DtN mapping and that of the numerical discretization. To apply the finite element method (FEM) to the exterior problem, the original boundary value problem is reduced to an equivalent nonlocal boundary value problem via a Dirichlet-to-Neumann (DtN) mapping represented in terms of the Fourier expansion series. We discuss essential features of the corresponding variational equation and its modification due to the truncation of the DtN mapping in appropriate function spaces. Numerical tests are presented to validate our theoretical results.     

Numerical analysis of the generalized von Kármán equations

The ‘generalized von Kármán equations’ constitute a mathematical model for a nonlinearly elastic plate subjected to boundary conditions ‘of von Kármán type’ only on a portion of its lateral face, the remaining portion being free. We establish here the convergence of a conforming finite element approximation to these equations. The proof relies in particular on a compactness method due to J.-L. Lions and on Brouwer's fixed point theorem. To cite this article: P.G. Ciarlet et al., C. R. Acad. Sci. Paris, Ser. I 341 (2005).     

Finite element error estimates for non-linear elliptic equations of monotone type

Summary In this paper we shall consider the application of the finite element method to a class of second order elliptic boundary value problems of divergence form and with gradient nonlinearity in the principal coefficient, and the derivation of error estimates for the finite element approximations. Such problems arise in many practical situations — for example, in shock-free airfoil design, seepage through coarse grained porous media, and in some glaciological problems. By making use of certain properties of the nonlinear coefficients, we shall demonstrate that the variational formulations associated with these boundary value problems are well-posed. We shall also prove that the abstract operators accompanying such problems satisfy certain continuity and monotonicity inequalities. With the aid of these inequalities and some standard results from approximation theory, we show how one may derive error estimates for the finite element approximations in the energy norm.     

求解椭圆边值问题惩罚形式的间断有限元方法

本文提出了一个新的求解二阶椭圆边值问题的惩罚形式间断有限元方法并给出了稳定性和收敛性分析. 特别地,本文建立了间断有限元解的基于余量的后验误差估计,给出了求解间断有限元方程的自适应算法.       

A study of the stability of solutions of linear parabolic equations with nearly constant coefficients and small diffusion

We study the stability of the solutions of boundary value problems for a certain class of Petrovskii-parabolic systems with sufficiently small diffusion coefficients. The dimension of the set of critical cases in the stability problem turns out to be infinite. We develop an efficient algorithm for studying stability. As examples we consider parabolic boundary value problems with delay and rapidly oscillating coefficients, the problem of parametric resonance under a double-frequency perturbation, and problems with variable leading terms and variable domain of definition. Bibliography: 21 titles.Translated fromTrudy Seminara imeni I. G. Petrovskogo, No. 15, pp. 128–155, 1991.     

Quenching rates for heat equations with coupled singular nonlinear boundary flux

We study finite time quenching for heat equations coupled via singular nonlinear bound-ary flux. A criterion is proposed to identify the simultaneous and non-simultaneous quenchings. In particular, three kinds of simultaneous quenching rates are obtained for different nonlinear exponent re-gions and appropriate initial data. This extends an original work by Pablo, Quir′os and Rossi for a heat system with coupled inner absorption terms subject to homogeneous Neumann boundary conditions.     

Some Spectral Properties of One Sturm-Liouville Type Problem with Discontinuous Weight

We consider a discontinuous weight Sturm-Liouville equation together with eigenparameter dependent boundary conditions and two supplementary transmission conditions at the point of discontinuity. We extend and generalize some approaches and results of the classic regular Sturm-Liouville problems to the similar problems with discontinuities. In particular, we introduce a special Hilbert space formulation in such a way that the problem under consideration can be interpreted as an eigenvalue problem for a suitable selfadjoint operator, construct the Green’s function and resolvent operator, and derive asymptotic formulas for eigenvalues and normalized eigenfunctions.Original Russian Text Copyright © 2005 Mukhtarov O. Sh. and Kadakal M.__________Translated from Sibirskii Matematicheskii Zhurnal, Vol. 46, No. 4, pp. 860–875, July–August, 2005.     

用于解析函数复分析的共轭边界元法

由2个共轭的实调和函数构建1个复解析函数,其复分析在应用数学和力学领域具有重要的作用.提出了一个加权残数方程组,证明了该方程组为2个共轭函数的域内控制方程、边界条件和边界上Cauchy Riemann(柯西-黎曼)条件的近似解,等效为复解析函数的逼近方程.在离散空间中,由该加权残数方程分别推导出2个位势问题的直接边界积分方程和1个表示Cauchy-Riemann条件的有限差分方程,随后解决了弱奇异线性方程组的求解难题,并提出用Cauchy积分公式求内点值的方法,从而建立了一种用于复分析的常单元共轭边界元法.最后,用3个算例证明了所提出方法适用于域内或域外的幂函数、指数函数或对数函数形式的解析函数,而且其误差与2维位势问题是同等量级的.