Approximate solutions and error estimates for a Stokes boundary value problem

The aim of this paper is the numerical treatment of a boundary value problem for the system of Stokes’ equations. For this we extend the method of approximate approximations to boundary value problems. This method was introduced by Maz’ya (DFG-Kolloquium des DFG-Forschungsschwerpunktes Randelementmethoden, 1991) and has been used until now for the approximation of smooth functions defined on the whole space and for the approximation of volume potentials. In the present paper we develop an approximation procedure for the solution of the interior Dirichlet problem for the system of Stokes’ equations in two dimensions. The procedure is based on potential theoretical considerations in connection with a boundary integral equations method and consists of three approximation steps as follows. In a first step the unknown source density in the potential representation of the solution is replaced by approximate approximations. In a second step the decay behavior of the generating functions is used to gain a suitable approximation for the potential kernel, and in a third step Nyström’s method leads to a linear algebraic system for the approximate source density. For every step a convergence analysis is established and corresponding error estimates are given.     

The use of splines and singular functions in an integral equation method for conformal mapping

Summary We consider the integral equation method of Symm for the conformal mapping of simply-connected domains. For the numerical solution, we examine the use of spline functions of various degrees for the approximation of the source density . In particular, we consider ways for overcoming the difficulties associated with corner singularities. For this we modify the spline approximation and in the neighborhood of each corner, where a boundary singularity occurs, we approximate by a function which reflects the main singular behaviour of the source density. The singular functions are then blended with the splines, which approximate on the remainder of the boundary, so that the global approximating function has continuity of appropriate order at the transition points between the two types of approximation. We show, by means of numerical examples, that such approximations overcome the difficulties associated with corner singularities and lead to numerical results of high accuracy.     

Error estimates for approximate approximations with Gaussian kernels on compact intervals

The aim of this paper is the investigation of the error which results from the method of approximate approximations applied to functions defined on compact intervals, only. This method, which is based on an approximate partition of unity, was introduced by Maz’ya in 1991 and has mainly been used for functions defined on the whole space up to now. For the treatment of differential equations and boundary integral equations, however, an efficient approximation procedure on compact intervals is needed.In the present paper we apply the method of approximate approximations to functions which are defined on compact intervals. In contrast to the whole space case here a truncation error has to be controlled in addition. For the resulting total error pointwise estimates and L₁-estimates are given, where all the constants are determined explicitly.     

A self-consistent field method applied to the dynamics of viscous suspensions

A method for the approximate solution of the problem of many bodies of spherical form in a viscous fluid is developed in the Stokes approximation. Using a purely hydrodynamic approach, based on the use of the concept of a self-consistent field, the classical boundary value problem is reduced to a formal procedure for solving a linear system of algebraic equations in the tensor coefficients, which occur in the solution obtained for the velocity field and pressure of the liquid. A procedure for the approximate solution of this system of equations is constructed for the case of dilute suspensions, when the ratio of the size of the dispersed particles to the characteristic distance between them is a small parameter. Finally, the initial boundary value problem is reduced to solving a recurrent system of equations, in which each subsequent approximation for all the required quantities depends solely on the previous approximations. The system of recurrent equations obtained can be solved analytically in any specified approximation with respect to a small parameter. It is shown that this system of equations contains in itself all possible physical formulations of the problems, and, within the frameworks of the mathematical procedure constructed, they are distinguished solely by a set of specified and required functions. The practical possibilities of the method are in no way limited by the number of dispersed particles in the fluid.     

Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases

We describe how to use new reduced size polynomial approximations for the numerical solution of the Poisson equation over hypercubes. Our method is based on a non-standard Galerkin method which allows test functions which do not verify the boundary conditions. Numerical examples are given in dimensions up to 8 on solutions with different smoothness using the same approximation basis for both situations. A special attention is paid on conditioning problems.     

Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.     

A numerical study of parabolic problems with nonlinear boundary conditions

In this paper, we consider an initial‐boundary value problem for a parabolic equation with nonlinear boundary conditions. The solution to the problem can be expressed as a convolution integral of a Green's function and two unknown functions. We change the problem to a system of two nonlinear Volterra integral equations of convolution type. By using an explicit procedure on the basis of Sinc‐function properties, the resulting integral equations are replaced by a system of nonlinear algebraic equations, whose solution yields an accurate approximate solution to the parabolic problem. Some examples are considered to illustrate the ability of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd.     

Quasi-neutral and zero-viscosity limits of Navier–Stokes–Poisson equations in the half-space

The present paper is concerned with the quasi-neutral and zero-viscosity limits of Navier–Stokes–Poisson equations in the half-space. We consider the Navier-slip boundary condition for velocity and Dirichlet boundary condition for electric potential. By means of asymptotic analysis with multiple scales, we construct an approximate solution of the Navier–Stokes–Poisson equations involving two different kinds of boundary layer, and establish the linear stability of the boundary layer approximations by conormal energy estimate.     

Stability,prediction-correction,and dynamic programming

It is proven here that a bounded perturbation of the discrete dynamic programming functional equation arising from the Bolza problem yields a bounded change in its solution. This stability property encourages the development of approximation techniques for solving such equations. One such technique, involving the backward solution of an approximate functional equation as a prediction step, followed by a forward reconstruction using true equations as a correction step, is then discussed. Bounds for the errors arising from such an approximation procedure are derived. Successive approximations is suggested, in conclusion, as a means for obtaining improved solutions.     

EXPLICITLY SOLVABLE CHARACTERISTIC METHOD FOR CONVECTION DIFFUSION PROBLEMS

In this paper, a new method for numerically solving nonlinear convection-dominated diffusion problems is devised and analysed. The discrete time approximations with time stepping along charactcristics are cstablished and solved in spaces posscssing reproducing kernel functions. At each time step, the exact solution of the approximate problem is given by explicit expression. The computational advantage of this method is that the schemes are absolutely stable, and are explicitly solvable as well. The stability and error estimates are derived. Some numerical results are given.     

A finite difference scheme for nonlinear ultra-parabolic equations

In this paper, our aim is to study a numerical method for an ultraparabolic equation with nonlinear source function. Mathematically, the bibliography on initial–boundary value problems for ultraparabolic equations is not extensive although the problems have many applications related to option pricing, multi-parameter Brownian motion, population dynamics and so forth. In this work, we present the approximate solution by virtue of finite difference scheme and Fourier series. For the nonlinear case, we use an iterative scheme by linear approximation to get the approximate solution and obtain error estimates. A numerical example is given to justify the theoretical analysis.     

Boundary value method for inverse Sturm-Liouville problems

In this paper we present a method to recover symmetric and non-symmetric potential functions of inverse Sturm-Liouville problems from the knowledge of eigenvalues. The linear multistep method coupled with suitable boundary conditions known as boundary value method (BVM) is the main tool to approximate the eigenvalues in each iteration step of the used Newton method. The BVM was extended to work for Neumann-Neumann boundary conditions. Moreover, a suitable approximation for the asymptotic correction of the eigenvalues is given. Numerical results demonstrate that the method is able to give good results for both symmetric and non-symmetric potentials.     

On approximation in the fictitious domain method for a bidimensional transport equation

In this article a numerical method for solving a two‐dimensional transport equation in the stationary case is presented. Using the techniques of the variational calculus, we find the approximate solution for a homogeneous boundary‐value problem that corresponds to a square domain D₂. Then, using the method of the fictitious domain, we extend our algorithm to a boundary value problem for a set D that has an arbitrary shape. In this approach, the initial computation domain D (called physical domain) is immersed in a square domain D₂. We prove that the solution obtained by this method is a good approximation of the exact solution. The theoretical results are verified with the help of a numerical example. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

A note on initial higher‐order convergence results for boundary element methods with approximated boundary conditions

We consider a variational problem associated with a pseudo‐differential operator of negative order 2s < 0 with an additional approximation of the given linear form. Such an approximation may correspond to an interpolation of given boundary conditions for a partial differential equation. The asymptotic order of convergence of the related Galerkin solution can be reached for ν = μ +2s, where ν and μ are the polynomial degrees of the trial functions used to approximate the solution and boundary conditions, respectively. The main result of this article is to prove that one can expect higher initial rates in the convergence behavior, even in the worst case of isoparametric approximations (ν = μ) when the error is measured in the Sobolev norm H^τ(Γ) with τ ∈ [s, 0]; i.e., this initial estimate is also valid in the energy norm ‖ · ‖. This result is based on the relation between the approximation error of the Galerkin solution without this additional approximation and the additional approximation error itself. As an illustration of the technique, an application of a boundary element method for the Dirichlet problem of a second‐order elliptic partial differential operator is given. Numerical examples confirm the theoretical results for this case. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 581–588, 2000.     

Accurate spectral solutions for the parabolic and elliptic partial differential equations by the ultraspherical tau method

We present a double ultraspherical spectral methods that allow the efficient approximate solution for the parabolic partial differential equations in a square subject to the most general inhomogeneous mixed boundary conditions. The differential equations with their boundary and initial conditions are reduced to systems of ordinary differential equations for the time-dependent expansion coefficients. These systems are greatly simplified by using tensor matrix algebra, and are solved by using the step-by-step method. Numerical applications of how to use these methods are described. Numerical results obtained compare favorably with those of the analytical solutions. Accurate double ultraspherical spectral approximations for Poisson's and Helmholtz's equations are also noted. Numerical experiments show that spectral approximation based on Chebyshev polynomials of the first kind is not always better than others based on ultraspherical polynomials.     

A new method of fundamental solutions applied to nonhomogeneous elliptic problems

The classical method of fundamental solutions (MFS) has only been used to approximate the solution of homogeneous PDE problems. Coupled with other numerical schemes such as domain integration, dual reciprocity method (with polynomial or radial basis functions interpolation), the MFS can be extended to solve the nonhomogeneous problems. This paper presents an extension of the MFS for the direct approximation of Poisson and nonhomogeneous Helmholtz problems. This can be done by using the fundamental solutions of the associated eigenvalue equations as a basis to approximate the nonhomogeneous term. The particular solution of the PDE can then be evaluated. An advantage of this mesh-free method is that the resolution of both homogeneous and nonhomogeneous equations can be combined in a unified way and it can be used for multiscale problems. Numerical simulations are presented and show the quality of the approximations for several test examples. AMS subject classification 35J25, 65N38, 65R20, 74J20     

A Note on Asymptotic Expansions to Approximate Eigenvalues of Integral Operators with Green's Kernels using the Iterated Galerkin Method

In this article, we consider approximation of eigenvalues of integral operators with Green's function-type kernels using the iterated Galerkin method. We obtain asymptotic expansions for approximate eigenvalues. The Richardson extrapolation is used to obtain eigenvalue approximations of higher order. A numerical example is considered in order to illustrate our theoretical results.     

一类非线性离散系统的指数二分性及其在数值分析和计算中的应用

本文中我们考虑一类二阶非线性常微分方程的边值问题的迎风差分格式.我们运用奇异摄动方法构造了该迎风差分方程解的渐近近似,并利用指数二分性理论证明了有一个低阶方程其解是该迎风方程式的在边界外的一个良好近似.我们还构造了校正项,使校正项与低阶方程的解之和是一个渐近近似.最后一些数值例子用于显示本文方法的应用.     

Boundary layer approximate approximations and cubature of potentials in domains

In this article we present a new approach to the computation of volume potentials over bounded domains, which is based on the quasi‐interpolation of the density by almost locally supported basis functions for which the corresponding volume potentials are known. The quasi‐interpolant is a linear combination of the basis function with shifted and scaled arguments and with coefficients explicitly given by the point values of the density. Thus, the approach results in semi‐analytic cubature formulae for volume potentials, which prove to be high order approximations of the integrals. It is based on multi‐resolution schemes for accurate approximations up to the boundary by applying approximate refinement equations of the basis functions and iterative approximations on finer grids. We obtain asymptotic error estimates for the quasi‐interpolation and corresponding cubature formulae and provide some numerical examples. This revised version was published online in June 2006 with corrections to the Cover Date.     

Method of successive approximations for three-dimensional laminar boundary layer problems (locally self-similar case) : PMM vol. 37, n6, 1973, pp. 974–983

We present an analytical method for the computation of problems of incompressible boundary layer theory based on an application of the method of successive approximations. The system of equations is reduced to a form suitable for integration. Parameters characterizing the external flow and the body geometry are contained only in the coefficients of the system and do not enter into the boundary conditions. The transformed momentum equations are integrated across the boundary layer from a current value to infinity with the boundary conditions taken into account. If the integration is made from zero to infinity, then the equations pass over into the Kármán relations. Integrating the system of equations a second time, using the boundary conditions at the wall, we obtain a system of nonlinear integro-differential equations. To solve this system of equations we apply the method of successive approximations. To satisfy the boundary Conditions at infinity we introduce, at each step of the iterations, unknown “governing” functions. From the conditions at the outer side of the boundary layer we obtain additional equations for their determination. With the iterational algorithm formulated in this way, the boundary conditions, both on the body and at the outer side of the boundary layer; are satisfied automatically.We consider a locally self-similar approximation. In this case, relative to the “governing” functions, we obtain an algebraic system of equations. We write out the solution in the first approximation. The results obtained in the first approximation are compared with the results of finite-difference computations for a wide range of problems. The results obtained in this paper are compared with those obtained in [1] for the flow in the neighborhood of a stagnation point. An indication is given of the nonuniqueness of the solutions of the three-dimensional boundary layer equations.