The Neumann problem for the Helmholtz equation in a starlike planar domain

The interior and exterior Neumann problems for the Helmholtz equation in starlike planar domains are addressed by using a suitable Fourier-like technique. Attention is in particular focused on normal-polar domains whose boundaries are defined by the so called “superformula” introduced by Gielis. A dedicated numerical procedure based on a computer algebra system is developed in order to validate the proposed approach. In this way, highly accurate approximations of the solution, featuring properties similar to classical ones, are obtained. Computed results are found to be in good agreement with theoretical findings on Fourier series expansion presented by Carleson.     

Wavelet moment method for the Cauchy problem for the Helmholtz equation

The paper is concerned with the problem of reconstruction of acoustic or electromagnetic field from inexact data given on an open part of the boundary of a given domain. A regularization concept is presented for the moment problem that is equivalent to a Cauchy problem for the Helmholtz equation. A method of regularization by projection with application of the Meyer wavelet subspaces is introduced and analyzed. The derived formula, describing the projection level in terms of the error bound of the inexact Cauchy data, allows us to prove the convergence and stability of the method.     

Analysis of one-dimensional Helmholtz equation with PML boundary

In this paper, the linear conforming finite element method for the one-dimensional Bérenger's PML boundary is investigated and well-posedness of the given equation is discussed. Furthermore, optimal error estimates and stability in the L²$L^2$ or H¹$H^1$-norm are derived under the assumption that h$h$, h²ω²$h^2{\omega }^2$ and h²ω³$h^2{\omega }^3$ are sufficiently small, where h$h$ is the mesh size and ω$\omega$ denotes a fixed frequency. Numerical examples are presented to validate the theoretical error bounds.     

Uniqueness of positive radial solutions for quasilinear elliptic equations in an annulus

Extending a previous result of Tang [1] we prove the uniqueness of positive radial solutions of Δ_pu+f(u)=0, subject to Dirichlet boundary conditions on an annulus in Rⁿ with 2<p≤n, under suitable hypotheses on the nonlinearity f. This argument also provides an alternative proof for the uniqueness of positive solutions of the same problem in a finite ball (see [9]), in the complement of a ball or in the whole space Rⁿ (see [10], [3] and [11]).     

On the numerical solution of a logarithmic integral equation of the first kind for the Helmholtz equation

Summary We describe a quadrature method for the numerical solution of the logarithmic integral equation of the first kind arising from the single-layer approach to the Dirichlet problem for the two-dimensional Helmholtz equation in smooth domains. We develop an error analysis in a Sobolev space setting and prove fast convergence rates for smooth boundary data.     

Numerical implementation of the EDEM for modified Helmholtz BVPs on annular domains

In a recent paper by the current authors a new methodology called the Extended-Domain-Eigenfunction-Method (EDEM) was proposed for solving elliptic boundary value problems on annular-like domains. In this paper we present and investigate one possible numerical algorithm to implement the EDEM. This algorithm is used to solve modified Helmholtz BVPs on annular-like domains. Two examples of annular-like domains are studied. The results and performance are compared with those of the well-known boundary element method (BEM). The high accuracy of the EDEM solutions and the superior efficiency of the EDEM over the BEM, make EDEM an excellent alternate candidate to use in the animation industry, where speed is a predominant requirement, and by the scientific community where accuracy is the paramount objective.     

Gradient estimates for Dirichlet parabolic problems in unbounded domains

We consider autonomous parabolic Dirichlet problems in a regular unbounded open set Ω⊂R^N involving second-order operator A with (possibly) unbounded coefficients. We determine new conditions on the coefficients of A yielding global gradient estimates for the bounded classical solution.     

On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

The Dirichlet problem for the Bellman equation at resonance

We generalize the Donsker-Varadhan minimax formula for the principal eigenvalue of a uniformly elliptic operator in nondivergence form to the first principal half-eigenvalue of a fully nonlinear operator which is concave (or convex) and positively homogeneous. Examples of such operators include the Bellman operator and the Pucci extremal operators. In the case that the two principal half-eigenvalues are not equal, we show that the measures which achieve the minimum in this formula provide a partial characterization of the solvability of the corresponding Dirichlet problem at resonance.     

Direct and iterative solution of the generalized Dirichlet–Neumann map for elliptic PDEs on square domains

In this work we derive the structural properties of the Collocation coefficient matrix associated with the Dirichlet–Neumann map for Laplace’s equation on a square domain. The analysis is independent of the choice of basis functions and includes the case involving the same type of boundary conditions on all sides, as well as the case where different boundary conditions are used on each side of the square domain. Taking advantage of said properties, we present efficient implementations of direct factorization and iterative methods, including classical SOR-type and Krylov subspace (Bi-CGSTAB and GMRES) methods appropriately preconditioned, for both Sine and Chebyshev basis functions. Numerical experimentation, to verify our results, is also included.     

A density result for Sobolev spaces in dimension two, and applications to stability of nonlinear Neumann problems

We prove that if Ω⊆R² is bounded and R²?Ω satisfies suitable structural assumptions (for example it has a countable number of connected components), then W1,2(Ω) is dense in W1,p(Ω) for every 1?p<2. The main application of this density result is the study of stability under boundary variations for nonlinear Neumann problems of the form

     

Two-scale composite finite element method for Dirichlet problems on complicated domains

In this paper, we define a new class of finite elements for the discretization of problems with Dirichlet boundary conditions. In contrast to standard finite elements, the minimal dimension of the approximation space is independent of the domain geometry and this is especially advantageous for problems on domains with complicated micro-structures. For the proposed finite element method we prove the optimal-order approximation (up to logarithmic terms) and convergence estimates valid also in the cases when the exact solution has a reduced regularity due to re-entering corners of the domain boundary. Numerical experiments confirm the theoretical results and show the potential of our proposed method.     

On the limit Sobolev regularity for Dirichlet and Neumann problems on Lipschitz domains

We construct a bounded C¹ domain Ω in for which the regularity for the Dirichlet and Neumann problems for the Laplacian cannot be improved, that is, there exists f in such that the solution of in Ω and either on or on is contained in but not in for any . An analogous result holds for Sobolev spaces with .     

The generalized Dirichlet–Neumann map for linear elliptic PDEs and its numerical implementation

A new approach for analyzing boundary value problems for linear and for integrable nonlinear PDEs was introduced in Fokas [A unified transform method for solving linear and certain nonlinear PDEs, Proc. Roy. Soc. London Ser. A 53 (1997) 1411–1443]. For linear elliptic PDEs, an important aspect of this approach is the characterization of a generalized Dirichlet to Neumann map: given the derivative of the solution along a direction of an arbitrary angle to the boundary, the derivative of the solution perpendicularly to this direction is computed without solving on the interior of the domain. This is based on the analysis of the so-called global relation, an equation which couples known and unknown components of the derivative on the boundary and which is valid for all values of a complex parameter k. A collocation-type numerical method for solving the global relation for the Laplace equation in an arbitrary bounded convex polygon was introduced in Fulton et al. [An analytical method for linear elliptic PDEs and its numerical implementation, J. Comput. Appl. Math. 167 (2004) 465–483]. Here, by choosing a different set of the “collocation points” (values for k), we present a significant improvement of the results in Fulton et al. [An analytical method for linear elliptic PDEs and its numerical implementation, J. Comput. Appl. Math. 167 (2004) 465–483]. The new collocation points lead to well-conditioned collocation methods. Their combination with sine basis functions leads to a collocation matrix whose diagonal blocks are point diagonal matrices yielding efficient implementation of iterative methods; numerical experimentation suggests quadratic convergence. The choice of Chebyshev basis functions leads to higher order convergence, which for regular polygons appear to be exponential.     

Local well-posedness for the 2D non-dissipative quasi-geostrophic equation in Besov spaces

In this paper we prove the local-in-time well-posedness for the 2D non-dissipative quasi-geostrophic equation, and study the blow-up criterion in the critical Besov spaces. These results improve the previous one by Constantin et al. [P. Constantin, A. Majda, E. Tabak, Formation of strong fronts in the 2D quasi-geostrophic thermal active scalar, Nonlinearity 7 (1994) 1495–1533].     

Comparison between the shifted-Laplacian preconditioning and the controllability methods for computational acoustics

Processes that can be modelled with numerical calculations of acoustic pressure fields include medical and industrial ultrasound, echo sounding, and environmental noise. We present two methods for making these calculations based on Helmholtz equation. The first method is based directly on the complex-valued Helmholtz equation and an algebraic multigrid approximation of the discretized shifted-Laplacian operator; i.e. the damped Helmholtz operator as a preconditioner. The second approach returns to a transient wave equation, and finds the time-periodic solution using a controllability technique. We concentrate on acoustic problems, but our methods can be used for other types of Helmholtz problems as well. Numerical experiments show that the control method takes more CPU time, whereas the shifted-Laplacian method has larger memory requirement.     

Principal eigenvalues and the Dirichlet problem for fully nonlinear elliptic operators

We study uniformly elliptic fully nonlinear equations of the type F(D²u,Du,u,x)=f(x). We show that convex positively 1-homogeneous operators possess two principal eigenvalues and eigenfunctions, and study these objects; we obtain existence and uniqueness results for nonproper operators whose principal eigenvalues (in some cases, only one of them) are positive; finally, we obtain an existence result for nonproper Isaac's equations.