Unified formulation of numerical methods

A summary of the unified theory of numerical methods recently published by the author is presented [5–8]. In the theory, a direct method of analysis is developed applying the method of weighted residuals and then interpreting the resulting equations by means of Green's formulas for discontinuous functions. The scheme includes finite differences, finite elements and boundary methods. A fundamental ingredient of the procedure are general Green's formulas for operators defined in discontinuous fields.     

Unified formulation of numerical methods. I. Green's formulas for operators in discontinuous fields

Applying the method of weighted residuals and then interpreting the resulting equations by means of Green's formulas for discontinuous functions, a direct method of analysis is developed. The scheme includes finite differences, finite elements, and boundary methods. This is the first of a sequence of articles in which the methodology is presented. A fundamental ingredient of the procedure are general Green's formulas for operators defined in discontinuous fields. They are developed in this first article.     

General theory of domain decomposition: Indirect methods

According to a general theory of domain decomposition methods (DDM), recently proposed by Herrera, DDM may be classified into two broad categories: direct and indirect (or Trefftz‐Herrera methods). This article is devoted to formulate systematically indirect methods and apply them to differential equations in several dimensions. They have interest since they subsume some of the best‐known formulations of domain decomposition methods, such as those based on the application of Steklov‐Poincaré operators. Trefftz‐Herrera approach is based on a special kind of Green's formulas applicable to discontinuous functions, and one of their essential features is the use of weighting functions which yield information, about the sought solution, at the internal boundary of the domain decomposition exclusively. A special class of Sobolev spaces is introduced in which boundary value problems with prescribed jumps at the internal boundary are formulated. Green's formulas applicable in such Sobolev spaces, which contain discontinuous functions, are established and from them the general framework for indirect methods is derived. Guidelines for the construction of the special kind of test functions are then supplied and, as an illustration, the method is applied to elliptic problems in several dimensions. A nonstandard method of collocation is derived in this manner, which possesses significant advantages over more standard procedures. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 296–322, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10008     

Theory of differential equations in discontinuous piecewise‐defined functions

A truly general and systematic theory of finite element methods (FEM) should be formulated using, as trial and test functions, piecewise‐defined functions that can be fully discontinuous across the internal boundary, which separates the elements from each other. Some of the most relevant work addressing such formulations is contained in the literature on discontinuous Galerkin (dG) methods and on Trefftz methods. However, the formulations of partial differential equations in discontinuous functions used in both of those fields are indirect approaches, which are based on the use of Lagrange multipliers and mixed methods, in the case of dG methods, and the frame, in the case of Trefftz method. This article addresses this problem from a different point of view and proposes a theory, formulated in discontinuous piecewise‐defined functions, which is direct and systematic, and furthermore it avoids the use of Lagrange multipliers or a frame, while mixed methods are incorporated as particular cases of more general results implied by the theory. When boundary value problems are formulated in discontinuous functions, well‐posed problems are boundary value problems with prescribed jumps (BVPJ), in which the boundary conditions are complemented by suitable jump conditions to be satisfied across the internal boundary of the domain‐partition. One result that is presented in this article shows that for elliptic equations of order 2m, with m ≥ 1, the problem of establishing conditions for existence of solution for the BVPJ reduces to that of the “standard boundary value problem,” without jumps, which has been extensively studied. Actually, this result is an illustration of a more general one that shows that the same happens for any differential equation, or system of such equations that is linear, independently of its type and with possibly discontinuous coefficients. This generality is achieved by means of an algebraic framework previously developed by the author and his collaborators. A fundamental ingredient of this algebraic formulation is a kind of Green's formulas that simplify many problems (some times referred to as Green‐Herrera formulas). An important practical implication of our approach is worth mentioning: “avoiding the introduction of the Lagrange multipliers, or the ‘frame’ in the case of Trefftz‐methods, significantly reduces the number of degrees of freedom to be dealt with.” © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Aufspaltungen linearer gewöhnlicher Differentialoperatoren und der zugehörigen Greenschen Funktionen

Let M be a regular linear ordinary differential operator of the n-th order, associated with certain homogeneous boundary conditions. Suppose that M is invertable. We provide sufficient conditions to split M into a product of lower order operators M_k, which may be singular at the endpoints of the given interval. To these splittings-which depend on the given boundary conditions-there corresponds a splitting of the associated Green's function. The results are applied in the theory of inverse-positive operators and the theory of totally positive Green's functions. These applications, in general, require the operators M_k to be singular. Moreover, for special classes of operators the splittings can effectively be used for solving boundary value problems numerically.     

Green's contact functions for heat conduction of two half-spaces and half-planes with application to several boundary contact problems

Green's contact functions are constructed for two half-spaces and two half-planes for materials with different thermal conductivities. With the aid of these contact functions some bimetal problems are reduced to boundary integral equations along the outer boundary where only the boundary conditions are to be satisfied. The boundary integral operators are investigated in the plane case. They are Fredholm operators with index zero. The asymptotics of the density of the potentials, which depends on the material parameters and on the angles between the contact line and the outer boundary, is determined by the Mellin transform technique.     

Modeling and solving physical problems

Generic operator equations allowing multidimensional operators are solved by a decomposition method allowing solution of nonlinear and/or stochastic partial differential equations by accurate and convenient approximation. Green's functions for complicated ordinary or partial differential linear equations are similarly determinable.     

Green's functions for forced vibration analysis of bending-torsion coupled Timoshenko beam

A method based on Green's functions is proposed for the analysis of the steady-state dynamic response of bending-torsion coupled Timoshenko beam subjected to distributed and/or concentrated loadings. Damping effects on the bending and torsional directions are taken into account in the vibration equations. The elastic boundary conditions with bending-torsion coupling and damping effects are derived and the classical boundary conditions can be obtained by setting the values of specific stiffness parameters of the artificial springs. The Laplace transform technology is employed to work out the Green's functions for the beam with arbitrary boundary conditions. The Green's functions are obtained for the beam subject to external lateral force and external torque, respectively. Coupling effects between bending and torsional vibrations of the beam can be studied conveniently through these analytical Green's functions. The direct expressions of the steady-state responses with various loadings are obtained by using the superposition principle. The present Green's functions for the Timoshenko beam can be reduced to those for Euler–Bernoulli beam by setting the values of shear rigidity and rotational inertia. In order to demonstrate the validity of the Green's functions proposed, results obtained for special cases are given for a comparison with those given in the literature and they agree with each other exactly. The influences of external loading frequency and eccentricity on Green's functions of bending-torsion coupled Timoshenko beam are investigated in terms of the numerical results for both simply supported and cantilever beams. Moreover, the symmetric property of the Green's functions and the damping effects on the amplitude of Green's functions of the beam are discussed particularly.     

A volume integral equation method for periodic scattering problems for anisotropic Maxwell's equations

This paper presents a volume integral equation method for an electromagnetic scattering problem for three-dimensional Maxwell's equations in the presence of a biperiodic, anisotropic, and possibly discontinuous dielectric scatterer. Such scattering problem can be reformulated as a strongly singular volume integral equation (i.e., integral operators that fail to be weakly singular). In this paper, we firstly prove that the strongly singular volume integral equation satisfies a Gårding-type estimate in standard Sobolev spaces. Secondly, we rigorously analyze a spectral Galerkin method for solving the scattering problem. This method relies on the periodization technique of Gennadi Vainikko that allows us to efficiently evaluate the periodized integral operators on trigonometric polynomials using the fast Fourier transform (FFT). The main advantage of the method is its simple implementation that avoids for instance the need to compute quasiperiodic Green's functions. We prove that the numerical solution of the spectral Galerkin method applied to the periodized integral equation converges quasioptimally to the solution of the scattering problem. Some numerical examples are provided for examining the performance of the method.     

Integral equation methods for scattering by infinite rough surfaces

In this paper, we consider the Dirichlet and impedance boundary value problems for the Helmholtz equation in a non‐locally perturbed half‐plane. These boundary value problems arise in a study of time‐harmonic acoustic scattering of an incident field by a sound‐soft, infinite rough surface where the total field vanishes (the Dirichlet problem) or by an infinite, impedance rough surface where the total field satisfies a homogeneous impedance condition (the impedance problem). We propose a new boundary integral equation formulation for the Dirichlet problem, utilizing a combined double‐ and single‐layer potential and a Dirichlet half‐plane Green's function. For the impedance problem we propose two boundary integral equation formulations, both using a half‐plane impedance Green's function, the first derived from Green's representation theorem, and the second arising from seeking the solution as a single‐layer potential. We show that all the integral equations proposed are uniquely solvable in the space of bounded and continuous functions for all wavenumbers. As an important corollary we prove that, for a variety of incident fields including an incident plane wave, the impedance boundary value problem for the scattered field has a unique solution under certain constraints on the boundary impedance. Copyright © 2003 John Wiley & Sons, Ltd.     

Stochastic Retarded Evolution Equations: Green Operators,Convolutions, and Solutions

Abstract

In this work, we shall investigate solution (strong, weak and mild) processes and relevant properties of stochastic convolutions for a class of stochastic retarded differential equations in Hilbert spaces. We introduce a strongly continuous one-parameter family of bounded linear operators which will completely describe the corresponding deterministic systematical dynamics with time delays. This family, which constitutes the fundamental solutions (Green's operators) of our stochastic retarded systems, is applied subsequently to define mild solutions of the stochastic retarded differential equations considered. The relations among strong, weak and mild solutions are explored. By virtue of a strong solution approximation method, Burkholder–Davis–Gundy's type of inequalities for stochastic convolutions are established.     

The diffraction in a class of unbounded domains connected through a hole

In this paper, the unique solvability, Fredholm property, and the principle of limiting absorption are proved for a boundary value problem for the system of Maxwell's equations in a semi‐infinite rectangular cylinder coupled with a layer by an aperture of arbitrary shape. Conditions at infinity are taken in the form of the Sveshnikov–Werner partial radiation conditions. The method of solution employs Green's functions of the partial domains and reduction to vector pseudodifferential equations considered in appropriate vectorial Sobolev spaces. Singularities of Green's functions are separated both in the domain and on its boundary. The smoothness of solutions is established. Copyright © 2003 John Wiley & Sons, Ltd.     

Stress and free vibration analysis of functionally graded beams using static Green's functions

In this paper static Green's functions for functionally graded Euler-Bernoulli and Timoshenko beams are presented. All material properties are arbitrary functions along the beam thickness direction. The closed-form solutions of static Green's functions are derived from a fourth-order partial differential equation presented in [2]. In combination with Betti's reciprocal theorem the Green's functions are applied to calculate internal forces and stress analysis of functionally graded beams (FGBs) under static loadings. For symmetrical material properties along the beam thickness direction and symmetric cross-sections, the resulting stress distributions are also symmetric. For unsymmetrical material properties the neutral axis and the center of gravity axis are located at different positions. Free vibrations of functionally graded Timoshenko beams are also analyzed [3]. Analytical solutions of eigenfunctions and eigenfrequencies in closed-forms are obtained based on reference [2]. Alternatively it is also possible to use static Green's functions and Fredholm's integral equations to obtain approximate eigenfunctions and eigenfrequencies by an iterative procedure as shown in [1]. Applying the Sensitivity Analysis with Green's Functions (SAGF) [1] to derive closed-form analytical solutions of functionally graded beams, it is possible to modify the derived static Green's functions and include terms taking cracks into account, which are modeled by translational or rotational springs. Furthermore the SAGF approach in combination with the superposition principle can be used to take stiffness jumps into account and to extend static Green's functions of simple beams to that of discontinuous beams by adding new supports. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Wavelet compression of integral operators arising from boudary-domain integral method

The boundary-domain integral method uses Green's functions to write integral representations of partial differential equations. Since Green's functions are non-local, the systems of linear equations arising from the discretization of integral representations are fully populated. Several algorithms have been proposed, which yield a data-sparse approximation of these systems, such as the fast multipole method, adaptive cross approximation and among others, wavelet compression. In the framework of solving the Navier-Stokes equations in velocity-vorticity form one may utilize the boundary-domain integral method for the solution of the kinematics equation to calculate the boundary vorticity values. Since the kinematics equation is a Poisson type equation, usually its integral representation is written with the Green's function for the Laplace operator. In this work, we introduce a false time into the equation and parabolize its nature. Thus, a time-dependent Green's function may be used. This provides a new parameter, the time step, which can be set to control the Green's function. The time-dependent Green's function is a global function, but by carefully choosing the time step, its behaviour is almost local. This makes it a good candidate for wavelet compression, yielding much better compression ratios at a given accuracy than when using the Green's function for the Laplace operator. However, as false time is introduced, several time steps must be solved in order to reach a converged solution. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Pointwise error estimates for discontinuous Galerkin methods with lifting operators for elliptic problems

In this article, we prove some weighted pointwise estimates for three discontinuous Galerkin methods with lifting operators appearing in their corresponding bilinear forms. We consider a Dirichlet problem with a general second-order elliptic operator.

     

Boundary Integral Equations for Mixed Boundary Value Problems in R3

Both exterior and interior mixed Dirichlet-Neumann problems in R³ for the scalar Helmholtz equation are solved via boundary integral equations. The integral equations are equivalent to the original problem in the sense that the traces of the weak seolution satisfy the integral equations, and, conversely, the solution of the integral equations inserted into Green's formula yields the solution of the mixed boundary value problem. The calculus of pseudodifferential operators is used to prove existence and regularity of the solution of the integral equations. The regularity results — obtained via Wiener-Hopf technique — show the explicit “edge” behavior of the solution near the submanifold which separates the Dirichlet boundary from the Neumann boundary.     

Transient boundary element formulation for linear poroelasticity

The transient boundary integral equations for linear, isotropic poroelasticity are derived from a reciprocal theorem. Green's functions needed in the integral equations are found by a variable transformation technique originally proposed by Biot. This technique seperates the displacement field into an undrained part satisfying the Navier equation of elasticity and an irrotational part governed by a diffusion equation. Fundamental expressions of an instantaneous point force and a fluid dilatation are obtained in two and three dimensions. The resultant transient integral equations can be numerically implemented in a boundary element procedure for the solution of boundary value problems in poroelasticity.     

Analysis of arbitrarily shaped planar cracks in two-dimensional hexagonal quasicrystals with thermal effects. Part II: Numerical solutions

The extended displacement discontinuity (EDD) boundary element method is developed to analyze an arbitrarily shaped planar crack in two-dimensional (2D) hexagonal quasicrystals (QCs) with thermal effects. The EDDs include the phonon and phason displacement discontinuities and the temperature discontinuity on the crack face. Green's functions for uniformly distributed EDDs over triangular and rectangular elements for 2D hexagonal QCs are derived. Employing the proposed EDD boundary element method, a rectangular crack is analyzed to verify the Green's functions by discretizing the crack with rectangular and triangular elements. Furthermore, the elliptical crack problem for 2D hexagonal QCs is investigated. Normal, tangential, and thermal loads are applied on the crack face, and the numerical results are presented graphically.     

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.     

A modified scaled boundary finite element method for dynamic response of a discontinuous layered half-space

In this paper, a modified scaled boundary finite element method is proposed to deal with the dynamic analysis of a discontinuous layered half-space. In order to describe the geometry of discontinuous layered half-space exactly, splicing lines, rather than a point, are chosen as the scaling center. Based on the modified scaled boundary transformation of the geometry, the Galerkin's weighted residual technique is applied to obtain the corresponding scaled boundary finite element equations in displacement. Then a modified version of dimensionless frequency is defined, and the governing first-order partial differential equations in dynamic stiffness with respect to the excitation frequency are obtained. The global stiffness is obtained by adding the dynamic stiffness of the interior domain calculated by a standard finite element method, and the dynamic stiffness of far field is calculated by the proposed method. The comparison of two existing solutions for a horizontal layered half-space confirms the accuracy and efficiency of the proposed approach. Finally, the dynamic response of a discontinuous layered half-space due to vertical uniform strip loadings is investigated.