无界区域上Stokes问题的自然边界元与有限元耦合法

§1.引言 对于用有限元方法求解平面有界区域上的Stokes问题,国内外已有大量工作,例如可见[2]、[9]及其所引文献.但对无界区域上的这一问题,由于区域的无界性给有限元方法带来了困难,边界元方法及边界元与有限元的耦合法便显示其优越性.本文提出用自然边界元与有限元的耦合法求解无界区域上的Stokes问题.这一耦合法早在作者以前的工作中被应用于求解调和问题、重调和问题和平面弹性问题,但将它用于求解     

Reproducing kernel method for singularly perturbed turning point problems having twin boundary layers

A numerical method is proposed for solving singularly perturbed turning point problems exhibiting twin boundary layers based on the reproducing kernel method (RKM). The original problem is reduced to two boundary layers problems and a regular domain problem. The regular domain problem is solved by using the RKM. Two boundary layers problems are treated by combining the method of stretching variable and the RKM. The boundary conditions at transition points are obtained by using the continuity of the approximate solution and its first derivatives at these points. Two numerical examples are provided to illustrate the effectiveness of the present method. The results compared with other methods show that the present method can provide very accurate approximate solutions.     

Spectral Method for the Black-Scholes Model of American Options Valuation

In this paper, we devote ourselves to the research of numerical methods for American option pricing problems under the Black-Scholes model. The optimal exercise boundary which satisfies a nonlinear Volterra integral equation is resolved by a high-order collocation method based on graded meshes. For the other spatial domain boundary, an artificial boundary condition is applied to the pricing problem for the effective truncation of the semi-infinite domain. Then, the front-fixing and stretching transformations are employed to change the truncated problem in an irregular domain into a one-dimensional parabolic problem in [−1,1]. The Chebyshev spectral method coupled with fourth-order Runge-Kutta method is proposed for the resulting parabolic problem related to the options. The stability of the semi-discrete numerical method is established for the parabolic problem transformed from the original model. Numerical experiments are conducted to verify the performance of the proposed methods and compare them with some existing methods.     

A domain decomposition method for linear exterior boundary value problems

In this paper, we present a domain decomposition method, based on the general theory of Steklov-Poincaré operators, for a class of linear exterior boundary value problems arising in potential theory and heat conductivity. We first use a Dirichlet-to-Neumann mapping, derived from boundary integral equation methods, to transform the exterior problem into an equivalent mixed boundary value problem on a bounded domain. This domain is decomposed into a finite number of annular subregions, and the Dirichlet data on the interfaces is introduced as the unknown of the associated Steklov-Poincaré problem. This problem is solved with the Richardson method by introducing a Dirichlet-Robin-type preconditioner, which yields an iteration-by-subdomains algorithm well suited for parallel computations. The corresponding analysis for the finite element approximations and some numerical experiments are also provided.     

一个扩散问题的自然边界元法与有限元法组合

本文讨论由Helmholtz方程描述的扩散问题的自然边界元法与有限元法的组合．取一个圆作为公共边界，用Fourier展开建立边界积分方程，将无界区域上的问题化为有界区域上的非局部边值问题．在变分方程中公共边界上的未知量只包含函数本身而不包含其法向导数，从而减少了未知数的数目，并且边界元剐度矩阵只有极少量不同的元素，有利于数值计算．这种组台方法优越于建立在直接边界元法基础上的组合方法．文中证明了变分解的唯一性，数值解的收敛性和误差估计．最后讨论了数值技术并给出一个算倒．     

THE ARTIFICIAL BOUNDARY CONDITION FOR EXTERIOR OSEEN EQUATION IN 2-D SPACE

A finite element method for the solution of Oseen equation in exterior domain is proposed. In this method, a circular artificial boundary is introduced to make the computational domain finite. Then, the exact relation between the normal stress and the prescribed velocity field on the artificial boundary can be obtained analytically. This relation can serve as an boundary condition for the boundary value problem defined on the finite domain bounded by the artificial boundary. Numerical experiment is presented to demonstrate the performance of the method.     

Weak Galerkin finite element method for valuation of American options

We introduce a weak Galerkin finite element method for the valuation of American options governed by the Black-Scholes equation. In order to implement, we need to solve the optimal exercise boundary and then introduce an artificial boundary to make the computational domain bounded. For the optimal exercise boundary, which satisfies a nonlinear Volterra integral equation, it is resolved by a higher-order collocation method based on graded meshes. With the computed optimal exercise boundary, the front-fixing technique is employed to transform the free boundary problem to a one- dimensional parabolic problem in a half infinite area. For the other spatial domain boundary, a perfectly matched layer is used to truncate the unbounded domain and carry out the computation. Finally, the resulting initial-boundary value problems are solved by weak Galerkin finite element method, and numerical examples are provided to illustrate the efficiency of the method.     

Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.     

Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.Received: February 12, 2004     

NUMERICAL SOLUTIONS OF PARABOLIC PROBLEMS ON UNBOUNDED 3-D SPATIAL DOMAIN

In this paper,the numerical solutions of heat equation on 3-D unbounded spatial do-main are considered. n artificial boundary Γ is introduced to finite the computationaldomain.On the artificial boundary Γ,the exact boundary condition and a series of approx-imating boundary conditions are derived,which are called artificial boundary conditions.By the exact or approximating boundary condition on the artificial boundary,the originalproblem is reduced to an initial-boundary value problem on the bounded computationaldomain,which is equivalent or approximating to the original problem.The finite differencemethod and finite element method are used to solve the reduced problems on the finitecomputational domain.The numerical results demonstrate that the method given in thispaper is effective and feasible.     

Numerical investigation of a model problem for the Poisson equation with inequality constraints in a domain with a cut

A model problem is considered for the Poisson equation in a two-dimensional domain with a cut. The Dirichlet and Neumann conditions are imposed on the exterior boundary of the domain together with the nonnegativity condition for the jump across the edges of the cut. In addition, the absolute value of the gradient inside the domain must be bounded by some constant. The boundary value problem turns into a variational problem, and the unknown function must yield the minimum of the energy functional on some convex set. After discretization of the problem by the finite element method, an Uzawa-type algorithm is used to find a solution. Some examples are included of solving the discrete problem.     

椭圆边界上的自然积分算子及各向异性外问题的耦合算法

1.引 言为求解微分方程的外边值问题常需要引进人工边界（见[1-4]）,对人工边界外部区域作自然边界归化得到的自然积分方程即Dirichlet-Neumann映射,正是人工边界上的准确的边界条件（见[2-6]）,这是一类非局部边界条件.自然积分算子即Dirichlet-Neumann算子,     

The boundary integral method for the linearized rotating Navier-Stokes equations in exterior domain

In this paper, we apply the boundary integral method to the linearized rotating Navier-Stokes equations in exterior domain. Introducing some open ball which decomposes the exterior domain into a finite domain and an infinite domain, we obtain a coupled problem by the linearized rotating Navier-Stokes equations in finite domain and a boundary integral equation without using the artificial boundary condition. For the coupled problem, we show the existence and uniqueness of solution. Finally, we study the finite element approximation for the coupled problem and obtain the error estimate between the solution of the coupled problem and its approximation solution.     

The artificial boundary conditions for incompressible materials on an unbounded domain

Summary. In this paper we consider the numerical simulations of the incompressible materials on an unbounded domain in . A series of artificial boundary conditions at a circular artificial boundary for solving incompressible materials on an unbounded domain is given. Then the original problem is reduced to a problem on a bounded domain, which be solved numerically by a mixed finite element method. The numerical example shows that our artificial boundary conditions are very effective. ReceivedJune 7, 1995 / Revised version received August 19, 1996     

Measure theoretical approach for optimal shape design of a nozzle

In this paper we present a new method for designing a nozzle. In fact the problem is to find the optimal domain for the solution of a linear or nonlinear boundary value PDE, where the boundary condition is defined over an unspecified domain. By an embedding process, the problem is first transformed to a new shape-measure problem, and then this new problem is replaced by another in which we seek to minimize a linear form over a subset of linear equalities. This minimization is global, and the theory allows us to develop a computational method to find the solution by a finite-dimensional linear programming problem.     

Iterative method for solving a three-dimensional electrical impedance tomography problem in the case of piecewise constant conductivity and one measurement on the boundary

The problem of electrical impedance tomography in a bounded three-dimensional domain with a piecewise constant electrical conductivity is considered. The boundary of the inhomogeneity is assumed to be unknown. The inverse problem is to determine the surface that is the boundary of the inhomogeneity from given measurements of the potential and its normal derivative on the outer boundary of the domain. An iterative method for solving the inverse problem is proposed, and numerical results are presented.     

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     

Shape reconstruction for the time‐dependent Navier‐Stokes flow

This article deals with the shape reconstruction of a bounded domain with a viscous incompressible fluid driven by the time‐dependent Navier‐Stokes equations. For the approximate solution of the ill‐posed and nonlinear problem we propose a regularized Newton method. A theoretical foundation for the Newton method is given by establishing the differentiability of the initial boundary value problem with respect to the interior boundary curve in the sense of the domain derivative. Numerical examples indicate the feasibility of our method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Convergence of the Neumann Series in BEM for the Neumann Problem of the Stokes System

A weak solution of the Neumann problem for the Stokes system in Sobolev space is studied in a bounded Lipschitz domain with connected boundary. A solution is looked for in the form of a hydrodynamical single layer potential. It leads to an integral equation on the boundary of the domain. Necessary and sufficient conditions for the solvability of the problem are given. Moreover, it is shown that we can obtain a solution of this integral equation using the successive approximation method. Then the consequences for the direct boundary integral equation method are treated. A solution of the Neumann problem for the Stokes system is the sum of the hydrodynamical single layer potential corresponding to the boundary condition and the hydrodynamical double layer potential corresponding to the trace of the velocity part of the solution. Using boundary behavior of potentials we get an integral equation on the boundary of the domain where the trace of the velocity part of the solution is unknown. It is shown that we can obtain a solution of this integral equation using the successive approximation method.     

On the Maxwell system under impedance boundary conditions with memory

We consider an initial boundary value problem for the system of the Maxwell equations in a bounded domain with smooth boundary on a finite time interval with new boundary conditions with memory. In appropriate function spaces, we define and study the nonselfadjoint operator that is generated by the Maxwell operator under a boundary condition with memory. Using the operator method, we prove an existence and uniqueness theorem for a solution to the initial boundary value problem.