Superconvergence and stability for boundary penalty techniques of finite difference methods

The finite difference method (FDM) is used for Dirichlet problems of Poisson's equation, and the Dirichlet boundary condition is dealt with by boundary penalty techniques. Two penalty techniques, penalty‐integrals and penalty‐collocations (i.e., fixing), are proposed in this paper. The error bounds in the discrete H¹ norm and the infinite norms are derived. The stability analysis is based on the new effective condition number (Cond_eff) but not on the traditional condition number (Cond). The bounds of Cond_eff are explored to display that both the penalty‐integral and the penalty‐collocation techniques have good stability; the huge Cond is misleading. Since the penalty‐collocation technique (i.e., the fixing technique) is simpler, it has been applied in engineering problem for a long time. It is worthy to point out that this paper is the first time to provide a theoretical justification for such a popular penalty‐collocation (fixing) technique. Hence the penalty‐collocation is recommended for dealing with the complicated constraint conditions such as the clamped and the simply support boundary conditions of biharmonic equations. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Solvability for Riemann-Stieltjes integral boundary value problems of Bagley-Torvik equations at resonance

In this paper, we study the solvability for Riemann-Stieltjes integral boundary value problems of Bagley-Torvik equations with fractional derivative under resonant conditions. Firstly, the kernel function is presented through the Laplace transform and the properties of the kernel function are obtained. And then, some new results on the solvability for the boundary value problem are established by using Mawhin''s coincidence degree theory. Finally, two examples are presented to illustrate the applicability of our main results.     

A posterior error estimates for the nonlinear grating problem with transparent boundary condition

The nonlinear grating problem is modeled by Maxwell's equations with transparent boundary conditions. The nonlocal boundary operators are truncated by taking sufficiently many terms in the corresponding expansions. A finite element method with the truncation operators is developed for solving the nonlinear grating problem. The two posterior error estimates are established. The a posterior error estimate consists of two parts: finite element discretization error and the truncation error of the nonlocal boundary operators. In particular, the truncation error caused by truncation operations is exponentially decayed when the parameter N is increased. Numerical experiment is included to illustrate the efficiency of the method. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1101–1118, 2015     

Green's functions for elliptic and parabolic systems with Robin-type boundary conditions

The aim of this paper is to investigate Green's function for parabolic and elliptic systems satisfying a possibly nonlocal Robin-type boundary condition. We construct Green's function for parabolic systems with time-dependent coefficients satisfying a possibly nonlocal Robin-type boundary condition assuming that weak solutions of the system are locally Hölder continuous in the interior of the domain, and as a corollary we construct Green's function for elliptic system with a Robin-type condition. Also, we obtain Gaussian bound for Robin Green's function under an additional assumption that weak solutions of Robin problem are locally bounded up to the boundary. We provide some examples satisfying such a local boundedness property, and thus have Gaussian bounds for their Green's functions.     

The existence of a positive solution for nonlinear fractional differential equations with integral boundary value conditions

In this paper, first, we consider the existence of a positive solution for the nonlinear fractional differential equation boundary value problem where 0≤λ < 1,^CD^α is the Caputo's differential operator of order α, and f:[0,1] × [0,∞)→[0,∞) is a continuous function. Using some cone theoretic techniques, we deduce a general existence theorem for this problem. Then, we consider two following more general problems for arbitrary α, 1≤n < α≤n + 1: Problem 1: where , 0≤λ < k + 1; Problem 2: where 0≤λ≤α and D^α is the Riemann–Liouville fractional derivative of order α. For these problems, we give existence results, which improve recent results in the literature. Copyright © 2016 John Wiley & Sons, Ltd.     

Singular solutions of the Poisson equation at edges of three‐dimensional domains and their treatment with a predictor–corrector finite element method

Solutions of boundary value problems in three‐dimensional domains with edges may exhibit singularities which are known to influence both the accuracy of the finite element solutions and the rate of convergence in the error estimates. This paper considers boundary value problems for the Poisson equation on typical domains Ω ? ?³ with edge singularities and presents, on the one hand, explicit computational formulas for the flux intensity functions. On the other hand, it proposes and analyzes a nonconforming finite element method on regular meshes for the efficient treatment of the singularities. The novelty of the present method is the use of the explicit formulas for the flux intensity functions in defining a postprocessing procedure in the finite element approximation of the solution. A priori error estimates in H¹(Ω) show that the present algorithm exhibits the same rate of convergence as it is known for problems with regular solutions.     

Ritz–Galerkin method for solving a parabolic equation with non‐local and time‐dependent boundary conditions

The paper is devoted to the investigation of a parabolic partial differential equation with non‐local and time‐dependent boundary conditions arising from ductal carcinoma in situ model. Approximation solution of the present problem is implemented by the Ritz–Galerkin method, which is a first attempt at tackling parabolic equation with such non‐classical boundary conditions. In the process of dealing with the difficulty caused by integral term in non‐local boundary condition, we use a trick of introducing the transition function G(x,t) to convert non‐local boundary to another non‐classical boundary, which can be handled with the Ritz–Galerkin method. Illustrative examples are included to demonstrate the validity and applicability of the technique in this paper. Copyright © 2015 John Wiley & Sons, Ltd.     

The correlation matrix problem in insurance and banking

In insurance, the analyst is often faced with a large number of inter-related variables for which correlations need to be estimated. Clearly, all correlations lie in the interval [?1,?1], but the numbers cannot be assigned independently. Here, the choices left to the analyst are considered from both a geometric and a probabilistic viewpoint. In practice, the underwriter or risk manager may fix some of the correlations and this paper considers, from both these viewpoints, what effect this has on the analyst's choice of correlations between the remaining variables.     

Nonelement boundary representation with Bézier surface patches for 3D linear elasticity problems in parametric integral equation system (PIES) and its solving using Lagrange polynomials

In this article, we present a strategy of using rectangular and triangular Bézier surface patches for nonelement representation of 3D boundary geometries for problems of linear elasticity. The boundary generated in this way is directly incorporated in the parametric integral equation system (PIES), which has been developed by the authors. The boundary values on each surface patch are approximated by Lagrange polynomials. Three illustrative examples are presented to confirm the effectiveness of the proposed boundary representation in connection with PIES and to show good accuracy of numerical results.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 34: 51–79, 2018     

Information percolation and cutoff for the random‐cluster model

We consider the random‐cluster model (RCM) on with parameters p∈(0,1) and q ≥ 1. This is a generalization of the standard bond percolation (with edges open independently with probability p) which is biased by a factor q raised to the number of connected components. We study the well‐known Fortuin‐Kasteleyn (FK)‐dynamics on this model where the update at an edge depends on the global geometry of the system unlike the Glauber heat‐bath dynamics for spin systems, and prove that for all small enough p (depending on the dimension) and any q>1, the FK‐dynamics exhibits the cutoff phenomenon at with a window size , where λ_∞ is the large n limit of the spectral gap of the process. Our proof extends the information percolation framework of Lubetzky and Sly to the RCM and also relies on the arguments of Blanca and Sinclair who proved a sharp mixing time bound for the planar version. A key aspect of our proof is the analysis of the effect of a sequence of dependent (across time) Bernoulli percolations extracted from the graphical construction of the dynamics, on how information propagates.