On the condition number of boundary integral operators for the exterior Dirichlet problem for the Helmholtz equation

Summary Brakhage and Werner, Leis and Panich suggested to reduce the exterior Dirichlet boundary value problem for the Helmholtz equation to an integral equation of the second kind which is uniquely solvable for all frequencies by seeking the solution in the form of a combined double- and single-layer potential. We present an analysis of the appropriate choice of the parameter coupling the double- and single-layer potential in order to minimize the condition number of the integral operator.This research was carried out while the second author was visiting the University of Göttingen on a DAAD-stipendium     

A uniformly convergent difference scheme for a semilinear singular perturbation problem

Summary We present a difference scheme for solving a semilinear singular perturbation problem with any number of turning points of arbitrary orders. It is shown that a solution of the scheme converges, uniformly in a perturbation parameter, to that of the continuous problem.     

The method of lines for Poisson's equation with nonlinear or free boundary conditions

Summary The method of lines is used to solve Poisson's equation on an irregular domain with nonlinear or free boundary conditions. The partial differential equation is approximated by a system of second order ordinary differential equations subject to multi-point boundary conditions. The system is solved with an SOR iteration which employs invariant imbedding for each one dimensional problem. An application of the method to a boundary control problem and to a free surface problem arising in electrochemical machining is described. Finally, some theoretical convergence results are presented for a model problem with radiative boundary conditions on fixed boundaries.This work was supported by the U.S. Army Research Office under Grant DA-AG29-76-G-0261     

A potential method for the biharmonic equation

Summary A new formulation of the Dirichlet problem for the biharmonic operator is presented. This gives rise to a simple numerical method to solve the above problem. Convergence is proved in the unidimensional case. Numerical results in one and two dimensional test problems are presented.     

On the convergence of the conjugate gradient method for singular capacitance matrix equations from the Neumann problem of the Poisson equation

Summary It is shown analytically in this work that the conjugate gradient method is an efficient means of solving the singular capacitance matrix equations arising from the Neumann problem of the Poisson equation. The total operation count of the algorithm does not exceed constant timesN ²logN(N=1/h) for any bounded domain with sufficiently smooth boundary.Sponsored by the United States Army under Contract No. DAAG29-75-C-0024 and the National Science Foundation under Grant No. MCS75-17385. Also partially supported by the Energy Research and Development Administration     

On the numerical treatment of a small divisor problem

Summary Quasiperiodic solutions of perturbed integrable Hamiltonian equations such as weakly coupled harmonic oscillators can be found by constructing an appropriate coordinate transformation which leads to a small divisor problem. However the numerical difficulties are not merely caused by the small divisors but rather by the appearence of ghost solutions, which appear in any reasonable discretization of the problem. Our numerical treatment, based on a Newton-type iteration, guarantees an approximation of the relevant solution of the nonlinear problem. Numerical solutions are found up to a critical value of the coupling constant, which is much larger than the coupling constants allowed by the existence theory available so far.     

On finite element approximation of the gradient for solution of Poisson equation

Summary A nonconforming mixed finite element method is presented for approximation of w with w=f,w| _r =0. Convergence of the order is proved, when linear finite elements are used. Only the standard regularity assumption on triangulations is needed.     

Equilibrium finite elements for the linear elastic problem

Summary We consider a class of equilibrium finite element methods for elasticity problems. The approximate stresses satisfy the equilibrium equations but the symmetry of the stress tensor is relaxed. Optimal error bounds for the stresses and numerical examples are given.     

A note on the approximation of mildly nonlinear Dirichlet problems by finite differences

Summary In [9], Simpson proved some theorems concerning the approximation of mildly nonlinear Dirichlet problems –u=f (x, u) inD, u=0 on D by finite differences. The assumptionsf(x, 0)0 andf _u(x, u)>0 in [9] have turned out to be unnecessarily restrictive and are eliminated in this paper. On the other hand, we considered it necessary to make the smoothness conditions forD slightly more stringent irrespective of the conditions imposed onf.The results of this paper are already contained in the author's doctoral thesis [6]. Meanwhile, H.B. Keller (Math. Comp. 29, p. 464–476) has published a general theory on approximation methods for nonlinear problems which can be used for obtaining Theorem 1This work was performed under the terms of the agreement on association between the Max-Planck-Institut für Plasmaphysik and EURATOM     

The contraction number of a multigrid method for solving the Poisson equation

Summary The treatment of a multigrid method in the framework of numerical analysis elucidates that regularity of the solution is not necessary for the convergence of the multigrid algorithm but only for fast convergence. For the linear equations which arise from the discretization of the Poisson equation, a convergence factor 0,5 is established independent of the shape of the domain and of the regularity of the solution.Dedicated to Professor Dr.Dr.h.c. Lothar Collatz on the occasion of his 70 th birthday     

Higher order methods for a singularly perturbed problem

Summary A finite element method using piecewise polynomials of degree k is used to approximate the problem u+u=f, >0 a small parameter. A very irregular mesh is used. On this mesh error estimates of order0(h ^k+1) are obtained uniformly in ,h the maximum stepsize, fork2. The condition number of the system of linear equations one has to solve in order to get the approximation is estimated. Extension of the results to more complicated problems is briefly indicated. Finally, a numerical example is given.Work performed while visiting the IBM Thomas J. Watson Research Center, Yorktown Heights, N.Y.     

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.     

Convergence of a penalty-finite element approximation for an obstacle problem

Summary This study establishes an error estimate for a penalty-finite element approximation of the variational inequality obtained by a class of obstacle problems. By special identification of the penalty term, we first show that the penalty solution converges to the solution of a mixed formulation of the variational inequality. The rate of convergence of the penalization is where is the penalty parameter. To obtain the error of finite element approximation, we apply the results obtained by Brezzi, Hager and Raviart for the mixed finite element method to the variational inequality.     

Finite difference methods and their convergence for a class of singular two point boundary value problems

Summary We discuss the construction of three-point finite difference approximations and their convergence for the class of singular two-point boundary value problems: (x y)=f(x,y), y(0)=A, y(1)=B, 0<<1. We first establish a certain identity, based on general (non-uniform) mesh, from which various methods can be derived. To obtain a method having order two for all (0,1), we investigate three possibilities. By employing an appropriate non-uniform mesh over [0,1], we obtain a methodM ₁ based on just one evaluation off. For uniform mesh we obtain two methodsM ₂ andM ₃ each based on three evaluations off. For =0,M ₁ andM ₂ both reduce to the classical second-order method based on one evaluation off. These three methods are investigated, theirO(h ²)-convergence established and illustrated by numerical examples.     

On a mixed finite element approximation of the Stokes problem (I)

Summary We study in this paper a new mixed finite element approximation of the Stokes' problem in the velocity pressure formulation. This approximation which is based on a new variational principle allows the use of low order Lagrange elements and leads to optimal order of convergence for the velocity and the pressure. Iterative and direct methods for the solution of the approximate problems will be discussed in a forthcoming paper.     

Discretization by finite elements of a model parameter dependent problem

The discretization by finite elements of a model variational problem for a clamped loaded beam is studied with emphasis on the effect of the beam thickness, which appears as a parameter in the problem, on the accuracy. It is shown that the approximation achieved by a standard finite element method degenerates for thin beams. In contrast a large family of mixed finite element methods are shown to yield quasioptimal approximation independent of the thickness parameter. The most useful of these methods may be realized by replacing the integrals appearing in the stiffness matrix of the standard method by Gauss quadratures.     

Die maximale Konsistenzordnung von Differenzenapproximationen nichtnegativer Art

Summary Many difference methods for the numerical solution of elliptic boundary value problems lead to systems of linear equations whose matrices areM-matrices and which therefore have nonnegative inverses. In this paper it is shown, that these difference methods are at most consistent of second order.

     

The ordering of tridiagonal matrices in the cyclic reduction method for Poisson's equation

Summary Discretization of the Poisson equation on a rectangle by finite differences using the standard five-point stencil yields a linear system of algebraic equations, which can be solved rapidly by the cyclic reduction method. In this method a sequence of tridiagonal linear systems is solved. The matrices of these systems commute, and we investigate numerical aspects of their ordering. In particular, we present two new ordering schemes that avoid overflow and loss of accuracy due to underflow. These ordering schemes improve the numerical performance of the subroutine HWSCRT of FISHPAK. Our orderings are also applicable to the solution of Helmholtz's equation by cyclic reduction, and to related numerical schemes, such as FACR methods.Dedicated to the memory of Peter HenriciResearch supported in part by the National Science Foundation under Grant DMS-870416     

A capacitance matrix method for Dirichlet problem on polygon region

Summary An efficient algorithm for the solution of linear equations arising in a finite element method for the Dirichlet problem is given. The cost of the algorithm is proportional toN ²log₂ N (N=1/h) where the cost of solving the capacitance matrix equations isNlog₂ N on regular grids andN ^3/2log₂ N on irregular ones.     

On some difference schemes for singular singularly-perturbed boundary value problems

Summary Singularly perturbed boundary value ordinary differential problems are considered, where the problem defining the reduced solution is singular. For numerical approximation, families of symmetric difference schemes, which are equivalent to certain collocation schemes based on Gauss and Lobatto points, are used. Convergence results, previously obtained for the regular singularly perturbed case, are extended. While Gauss schemes are extended with no change, Lobatto schemes require a small modification in the mesh selection procedure. With meshes as prescribed in the text, highly accurate solutions can be obtained with these schemes for singular singularly perturbed problems at a very reasonable cost. This is demonstrated by examples.This research was completed while the author was visiting the Department of Applied Mathematics, Weizmann Inst., Rehovot, Israel. The author was supported in part under NSERC grant A4306