A posteriori error bounds for quasi-linear Dirichlet and Neumann problems in full divergent form

Second-order quasi-linear Dirichlet and Neumann problems in four-term divergent form on a simply connected domain with a Lipschitz-continuous boundary of finite length are considered. Derivatives and primitives of distributions on the boundary are defined in such a way that for sufficiently smooth boundary distributions, these derivatives and primitives coincide with derivatives and primitives with respect to arc length on the boundary. Using these concepts, conjugate problems, that is, a pair of one Dirichlet and one Neumann problem, the minima of the energies of which add to zero, are introduced. From the concept of conjugate problems, two-sided bounds for the energy of the exact solution of any given Dirichlet or Neumann problem are constructed. These two-sided bounds for the energy at the exact solution are in turn used to obtain a posteriori error bounds for the norm of the difference of the approximate and exact solutions of the problem. These a posteriori bounds consist of a constant times the sum of the energies of the approximate solutions of the conjugate Dirichlet and Neumann problems and are easily constructed numerically.     

A Posteriori Error Bounds for Linear Elliptic Equations of Potential Type

Second-order Linear elliptic partial differential equations of potential type with Dirichlet (type 1) or Neumann (type II)boundary conditions on a simply-connected two-dimensional domainare considered. Conjugate problems, that is, a pair of one type1 and one type II problem, are introduced along with an auxiliaryeppiptic system of two equations in such a way that the energiesof the given problem, its conjugate problem, and the auxiliarysystem add to a known constant. There result two-sided boundsfor the energy of the given problem and, as a consequence, aposteriori error bounds for the norm of the difference of anapproximate solution and the exact solution of the problem.A method by which the amount of computation required to obtainthe a posteriori error bounds can be almost halved in many casesof practical interest is given. A posteriori error bounds forapproximate solutions of the auxiliary system are also given.     

A posteriori error estimators for convection-diffusion equations

Summary. We derive a posteriori error estimators for convection-diffusion equations with dominant convection. The estimators yield global upper and local lower bounds on the error measured in the energy norm such that the ratio of the upper and lower bounds only depends on the local mesh-Peclet number. The estimators are either based on the evaluation of local residuals or on the solution of discrete local Dirichlet or Neumann problems. Received February 10, 1997 / Revised version received November 4, 1997     

Some local eigenvalue estimates involving curvatures

We first establish a local Faber–Krahn isoperimetric comparison in terms of scalar curvature pinching. Secondly we derive estimates of Cheeger constants related to the Dirichlet and Neumann problems via the (relative) isoperimetric profiles which allow us to obtain, in particular, lower bounds for first non-zero eigenvalues of the problem of Dirichlet and Neumann. These estimates involve scalar curvature and mean curvature respectively.     

Robust a posteriori error estimators for a singularly perturbed reaction-diffusion equation

We derive robust a posteriori error estimators for a singularly perturbed reaction-diffusion equation. Here, robust means that the estimators yield global upper and local lower bounds on the error measured in the energy norm such that the ratio of the upper and lower bounds is bounded from below and from above by constants which do neither depend on any meshsize nor on the perturbation parameter. The estimators are based either on the evaluation of local residuals or on the solution of discrete local Dirichlet or Neumann problems. Received June 5, 1996     

Semi‐analytical solution of MHD flow through boundary integrals on the pipe wall

A mathematical model is given for the magnetohydrodynamic (MHD) pipe flow as an inner Dirichlet problem in a 2D circular cross section of the pipe, coupled with an outer Dirichlet or Neumann magnetic problem. Inner Dirichlet problem is given as the coupled convection‐diffusion equations for the velocity and the induced current of the fluid coupling also to the outer problem, which is defined with the Laplace equation for the induced magnetic field of the exterior region with either Dirichlet or Neumann boundary condition. Unique solution of inner Dirichlet problem is obtained theoretically reducing it into two boundary integral equations defined on the boundary by using the corresponding fundamental solutions. Exterior solution is also given theoretically on the pipe wall with Poisson integral, and it is unique with Dirichlet boundary condition but exists with an additive constant obtained through coupled boundary and solvability conditions in Neumann wall condition. The collocation method is used to discretize these boundary integrals on the pipe wall. Thus, the proposed procedure is an improved theoretical analysis for combining the solution methods for the interior and exterior regions, which are consolidated numerically showing the flow behavior. The solution is simulated for several values of problem parameters, and the well‐known MHD characteristics are observed inside the pipe for increasing values of Hartmann number maintaining the continuity of induced currents on the pipe wall.     

Two-sided a posteriori error estimates for linear elliptic problems with mixed boundary conditions

The paper is devoted to verification of accuracy of approximate solutions obtained in computer simulations. This problem is strongly related to a posteriori error estimates, giving computable bounds for computational errors and detecting zones in the solution domain where such errors are too large and certain mesh refinements should be performed. A mathematical model consisting of a linear elliptic (reaction-diffusion) equation with a mixed Dirichlet/Neumann/Robin boundary condition is considered in this work. On the base of this model, we present simple technologies for straightforward constructing computable upper and lower bounds for the error, which is understood as the difference between the exact solution of the model and its approximation measured in the corresponding energy norm. The estimates obtained are completely independent of the numerical technique used to obtain approximate solutions and are “flexible” in the sense that they can be, in principle, made as close to the true error as the resources of the used computer allow. This work was supported by the Academy Research Fellowship No. 208628 from the Academy of Finland.     

Global Exact Boundary Controllability for Cubic Semi-linear Wave Equations and Klein-Gordon Equations

The authors prove the global exact boundary controllability for the cubic semi-linear wave equation in three space dimensions, subject to Dirichlet, Neumann, or any other kind of boundary controls which result in the well-posedness of the corresponding initial-boundary value problem. The exponential decay of energy is first established for the cubic semi-linear wave equation with some boundary condition by the multiplier method, which reduces the global exact boundary controllability problem to a local one. The proof is carried out in line with [2, 15]. Then a constructive method that has been developed in [13] is used to study the local problem. Especially when the region is star-complemented, it is obtained that the control function only need to be applied on a relatively open subset of the boundary. For the cubic Klein-Gordon equation, similar results of the global exact boundary controllability are proved by such an idea.     

Abstract green formula and applications to boundary integral equations

The resolution of boundary value problems by integral equations is usually based on isomorphisms between the solution of the boundary value problem and boundary data. Using an abstract Green formula in a Hilbert space framework, we prove these isomorphisms. Many applications are given, like the Dirichlet and Neumann problems for the Laplace operator, as well as the clamped and free plate problems in the plane.     

Approximate computation of the permeability tensor of a periodic porous medium

The permeability tensor K of an infinite periodic porous medium, obtained using the homogenization theory, is considered. The solutions of an optimal control problem for the Dirichlet or Neumann equation are used to obtain optimal upper bounds for K. The test functions used for the estimations are simpler than those obtained by other authors. Some possibilities are given to obtain also lower bounds.     

An inverse problem by eigenvalues of four spectra

Certain parts of the Dirichlet–Dirichlet, Neumann–Dirichlet, Dirichlet–Neumann and Neumann–Neumann spectra are used to find the potential of the Sturm–Liouville equation on a finite interval. This problem possesses a unique solution. Conditions are found necessary and sufficient for four sequences to be the corresponding parts of the four spectra.     

On a numerical solution of one nonlocal boundary-value problem with mixed Dirichlet–Neumann conditions

We consider a nonlocal boundary-value problem for the Poisson equation in a rectangular domain. Dirichlet and Neumann conditions are posed on a pair of adjacent sides of a rectangle, and integral constraints are given instead of boundary conditions on the other pair. The corresponding difference scheme is constructed and investigated; an a priori estimate of the solution is obtained with the help of energy inequality method. Discretization error estimate that is compatible with the smoothness of the solution sought is obtained.     

Boundary value problems for asymptotically homogeneous elliptic second order operators

In this paper we show the Dirichlet and Neumann problems over exterior regions have unique solutions in certain weighted Sobolev spaces. Two applications are given: (1) The Dirichlet problem for semi-linear operators, and (2) a Helmholtz decomposition for vector fields on exterior regions.     

Fourth‐order compact scheme for the one‐dimensional sine‐Gordon equation

Finite difference scheme to the generalized one‐dimensional sine‐Gordon equation is considered in this paper. After approximating the second order derivative in the space variable by the compact finite difference, we transform the sine‐Gordon equation into an initial‐value problem of a second‐order ordinary differential equation. Then Padé approximant is used to approximate the time derivatives. The resulting fully discrete nonlinear finite‐difference equation is solved by a predictor‐corrector scheme. Both Dirichlet and Neumann boundary conditions are considered in our proposed algorithm. Stability analysis and error estimate are given for homogeneous Dirichlet boundary value problems using energy method. Numerical results are given to verify the condition for stability and convergence and to examine the accuracy and efficiency of the proposed algorithm. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

The Elastic–Plastic Torsion Problem: A Posteriori Error Estimates for Approximate Solutions

We consider the variational inequality that describes the torsion problem for a long elasto-plastic bar. Using duality methods of the variational calculus, we derive a posteriori estimates of functional type that provide computable and guaranteed upper bounds of the energy norm of the difference between the exact solution and any function from the corresponding energy space that satisfies the Dirichlet boundary condition.     

A Combined Method of Calculating the Field in a Waveguide, Initiated by a Point Source (a Two-Dimensional Acoustic Medium)

The two-dimensional problem of propagation of the waves in a waveguide that are initiated by a point source is studied. The Dirichlet (Neumann) boundary condition is given on the upper (respectively, lower) boundary of the waveguide. It is shown that the exact solution can be represented as the sum of geometric-optical waves, normal waves, and a remainder. Sufficient conditions on the number of normal and geometric-optical waves extracted are obtained. The remainder is expressed by a simple formula. Bibliography: 12 titles.     

A posteriori error estimation and adaptive mesh-refinement techniques

We analyse three different a posteriori error estimators for elliptic partial differential equations. They are based on the evaluation of local residuals with respect to the strong form of the differential equation, on the solution of local problems with Neumann boundary conditions, and on the solution of local problems with Dirichlet boundary conditions. We prove that all three are equivalent and yield global upper and local lower bounds for the true error. Thus adaptive mesh-refinement techniques based on these estimators are capable to detect local singularities of the solution and to appropriately refine the grid near these singularities. Some numerical examples prove the efficiency of the error estimators and the mesh-refinement techniques.     

Functional a posteriori error estimates for incremental models in elasto-plasticity

We consider incremental problem arising in elasto-plastic models with isotropic hardening. Our goal is to derive computable and guaranteed bounds of the difference between the exact solution and any function in the admissible (energy) class of the problem considered. Such estimates are obtained by an advanced version of the variational approach earlier used for linear boundary-value problems and nonlinear variational problems with convex functionals [24, 30]. They do no contain mesh-dependent constants and are valid for any conforming approximations regardless of the method used for their derivation. It is shown that the structure of error majorant reflects properties of the exact solution so that the majorant vanishes only if an approximate solution coincides with the exact one. Moreover, it possesses necessary continuity properties, so that any sequence of approximations converging to the exact solution in the energy space generates a sequence of positive numbers (explicitly computable by the majorant functional) that tends to zero.      

Analytic solution of an exterior Neumann problem in a non‐convex domain

A new method, based on the Kelvin transformation and the Fokas integral method, is employed for solving analytically a potential problem in a non‐convex unbounded domain of ?², assuming the Neumann boundary condition. Taking advantage of the property of the Kelvin transformation to preserve harmonicity, we apply it to the present problem. In this way, the exterior potential problem is transformed to an equivalent one in the interior domain which is the Kelvin image of the original exterior one. An integral representation of the solution of the interior problem is obtained by employing the Kelvin inversion in ?² for the Neumann data and the ‘Neumann to Dirichlet’ map for the Dirichlet data. Applying next the ‘reverse’ Kelvin transformation, we finally obtain an integral representation of the solution of the original exterior Neumann problem. Copyright © 2010 John Wiley & Sons, Ltd.     

Finite energy solutions of self‐adjoint elliptic mixed boundary value problems

This paper describes existence, uniqueness and special eigenfunction representations of H¹‐solutions of second order, self‐adjoint, elliptic equations with both interior and boundary source terms. The equations are posed on bounded regions with Dirichlet conditions on part of the boundary and Neumann conditions on the complement. The system is decomposed into separate problems defined on orthogonal subspaces of H¹(Ω). One problem involves the equation with the interior source term and the Neumann data. The other problem just involves the homogeneous equation with Dirichlet data. Spectral representations of the solution operators for each of these problems are found. The solutions are described using bases that are, respectively, eigenfunctions of the differential operator with mixed null boundary conditions, and certain mixed Steklov eigenfunctions. These series converge strongly in H¹(Ω). Necessary and sufficient conditions for the Dirichlet part of the boundary data to have a finite energy extension are described. The solutions for a problem that models a cylindrical capacitor is found explicitly. Copyright © 2009 John Wiley & Sons, Ltd.