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.     

A discontinuous interpolated finite volume approximation of semilinear elliptic optimal control problems

In this article, we describe a discontinuous finite volume method with interpolated coefficients for the numerical approximation of the distributed optimal control problem governed by a class of semilinear elliptic equations with control constraints. The proposed distributed control problem involves three unknown variable: control, state and costate. For the approximation of control, we have adopted three different methodologies: variational discretization, piecewise constant and piecewise linear discretization, while the approximation of state and costate variables is based on discontinuous piecewise linear polynomials. As the resulted scheme is non‐symmetric, optimize‐then‐discretize approach is used to approximate the control problem. Optimal a priori error estimates in suitable natural norms for state, costate and control variables are derived. Moreover, numerical experiments are presented to support the derived theoretical results. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2090–2113, 2017     

On the stability and convergence of the finite section method for integral equation formulations of rough surface scattering

We consider the Dirichlet and Robin boundary value problems for the Helmholtz equation in a non‐locally perturbed half‐plane, modelling time harmonic acoustic scattering of an incident field by, respectively, sound‐soft and impedance infinite rough surfaces.Recently proposed novel boundary integral equation formulations of these problems are discussed. It is usual in practical computations to truncate the infinite rough surface, solving a boundary integral equation on a finite section of the boundary, of length 2A, say. In the case of surfaces of small amplitude and slope we prove the stability and convergence as A→∞ of this approximation procedure. For surfaces of arbitrarily large amplitude and/or surface slope we prove stability and convergence of a modified finite section procedure in which the truncated boundary is ‘flattened’ in finite neighbourhoods of its two endpoints. Copyright © 2001 John Wiley & Sons, Ltd.     

Well‐conditioned boundary integral formulations for high‐frequency elastic scattering problems in three dimensions

We construct and analyze a family of well‐conditioned boundary integral equations for the Krylov iterative solution of three‐dimensional elastic scattering problems by a bounded rigid obstacle. We develop a new potential theory using a rewriting of the Somigliana integral representation formula. From these results, we generalize to linear elasticity the well‐known Brakhage–Werner and combined field integral equation formulations. We use a suitable approximation of the Dirichlet‐to‐Neumann map as a regularizing operator in the proposed boundary integral equations. The construction of the approximate Dirichlet‐to‐Neumann map is inspired by the on‐surface radiation conditions method. We prove that the associated integral equations are uniquely solvable and possess very interesting spectral properties. Promising analytical and numerical investigations, in terms of spherical harmonics, with the elastic sphere are provided. Copyright © 2014 John Wiley & Sons, Ltd.     

The hp-Version of the Boundary Element Method in ℝ3 The Basic Approximation Results

This paper deals with the basic approximation properties of the h–p version of the boundary element method (BEM) in ℝ³. We extend the results on the exponential convergence of the h–p version of the boundary element method on geometric meshes from problems in polygonal domains to problems in polyhedral domains. In 2D elliptic boundary value problems the solutions have only corner singularities whereas in 3D problems they contain additional edge and corner-edge singularities. The solutions of the corresponding boundary integral equations inherit those singularities. The detailed investigations in our analysis take care of the various types of those singularities. While edge singularities can be analysed using standard one-dimensional approximation results the corner-edge singularities demand a new analysis. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

The hp finite element method for singularly perturbed problems in nonsmooth domains

We consider the numerical approximation of singularly perturbed elliptic boundary value problems over nonsmooth domains. We use a decomposition of the solution that contains a smooth part, a corner layer part and a boundary layer part. Explicit guidelines for choosing mesh‐degree combinations are given that yield finite element spaces with robust approximation properties. In particular, we construct an hp finite element space that approximates all components uniformly, at a near exponential rate. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 63–89, 1999     

Graded mesh refinement and error estimates of higher order for DGFE solutions of elliptic boundary value problems in polygons

Error estimates for DGFE solutions are well investigated if one assumes that the exact solution is sufficiently regular. In this article, we consider a Dirichlet and a mixed boundary value problem for a linear elliptic equation in a polygon. It is well known that the first derivatives of the solutions develop singularities near reentrant corner points or points where the boundary conditions change. On the basis of the regularity results formulated in Sobolev–Slobodetskii spaces and weighted spaces of Kondratiev type, we prove error estimates of higher order for DGFE solutions using a suitable graded mesh refinement near boundary singular points. The main tools are as follows: regularity investigation for the exact solution relying on general results for elliptic boundary value problems, error analysis for the interpolation in Sobolev–Slobodetskii spaces, and error estimates for DGFE solutions on special graded refined meshes combined with estimates in weighted Sobolev spaces. Our main result is that there exist a local grading of the mesh and a piecewise interpolation by polynoms of higher degree such that we will get the same order O (h^α) of approximation as in the smooth case. © 2011 Wiley Periodicals, Inc. Numer Mehods Partial Differential Eq, 2012     

Spline approximation of a non-linear Riemann–Hilbert problem†

In this article we use linear spline approximation of a non-linear Riemann–Hilbert problem on the unit disk. The boundary condition for the holomorphic function is reformulated as a non-linear singular integral equation A(u) = 0, where A : H ¹(Γ) → H ¹(Γ) is defined via a Nemytski operator. We approximate A by A ⁿ : H ¹(Γ) → H ¹(Γ) using spline collocation and show that this defines a Fredholm quasi-ruled mapping. Following the results of (A.I. ?nirel'man, The degree of quasi-ruled mapping and a nonlinear Hilbert problem, Math. USSR-Sbornik 18 (1972), pp. 373–396; M.A. Efendiev, On a property of the conjugate integral and a nonlinear Hilbert problem, Soviet Math. Dokl. 35 (1987), pp. 535–539; M.A. Efendiev, W.L. Wendland, Nonlinear Riemann–Hilbert problems for multiply connected domains, Nonlinear Anal. 27 (1996), pp. 37–58; Nonlinear Riemann–Hilbert problems without transversality. Math. Nachr. 183 (1997), pp. 73–89; Nonlinear Riemann–Hilbert problems for doubly connected domains and closed boundary data, Topol. Methods Nonlinear Anal. 17 (2001), pp. 111–124; Nonlinear Riemann–Hilbert problems with Lipschitz, continuous boundary data without transversality, Nonlinear Anal. 47 (2001), pp. 457–466; Nonlinear Riemann–Hilbert problems with Lipschitz-continuous boundary data: Doubly connected domains, Proc. Roy. Soc. London Ser. A 459 (2003), pp. 945–955.), we define a degree of mapping and show the existence of the spline solutions of the fully discrete equations A ⁿ (u) = 0, for n large enough. We conclude this article by discussing the solvability of the non-linear collocation method, where we shall need an additional uniform strong ellipticity condition for employing the spline approximation.     

Boundary-domain integral equations for the diffusion equation in inhomogeneous media based on a new family of parametrices

ABSTRACT

A mixed boundary value problem (BVP) for the diffusion equation in non-homogeneous media partial differential equation is reduced to a system of direct segregated parametrix-based boundary-domain integral equations (BDIEs). We use a parametrix different from the one employed by Mikhailov [Localized boundary-domain integral formulations for problems with variable coefficients. Eng Anal Bound Elem. 2002;26:681–690], Mikhailov and Portillo [A new family of boundary-domain integral equations for a mixed elliptic BVP with variable coefficient. In: Paul Harris, editor. Proceedings of the 10th UK conference on boundary integral methods. Brighton: Brighton University Press; 2015. p. 76–84] and Chkadua, Mikhailov, Natroshvili [Analysis of direct boundary-domain integral equations for a mixed BVP with variable coefficient. I: equivalence and invertibility. J Integral Eqs Appl. 2009;21:499–543]. We prove the equivalence between the original BVP and the corresponding BDIE system. The invertibility and Fredholm properties of the boundary-domain integral operators are also analysed.     

A fully discrete nonlinear Galerkin method for the 3D Navier–Stokes equations

The purpose of this paper is twofold: (i) We show that the Fourier‐based Nonlinear Galerkin Method (NLGM) constructs suitable weak solutions to the periodic Navier–Stokes equations in three space dimensions provided the large scale/small scale cutoff is appropriately chosen. (ii) If smoothness is assumed, NLGM always outperforms the Galerkin method by a factor equal to 1 in the convergence order of the H ¹‐norm for the velocity and the L²‐norm for the pressure. This is a purely linear superconvergence effect resulting from standard elliptic regularity and holds independently of the nature of the boundary conditions (whether periodicity or no‐slip BC is enforced). © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Well‐posedness and approximation of solutions of linear divergence‐form elliptic problems on exterior regions

This paper describes well‐posedness, spectral representations, and approximations of solutions of uniformly elliptic, second‐order, divergence form elliptic boundary value problems on exterior regions U in when N ≥ 3. Inhomogeneous Dirichlet, Neumann, and Robin boundary conditions are treated. These problems are first shown to be well‐posed in the space E¹(U) of finite‐energy functions on U using variational methods. Spectral representations of these solutions involving Steklov eigenfunctions and solutions subject to zero Dirichlet boundary conditions are described. Some approximation results for the A‐harmonic components are obtained. Positivity and comparison results for these solutions are given. Copyright © 2014 John Wiley & Sons, Ltd.     

Deformation Driven Homogenization of Fracturing Solids

The paper discusses numerical formulations of the homogenization for solids with discrete crack development. We focus on multi–phase microstructures of heterogeneous materials, where fracture occurs in the form of debonding mechanisms as well as matrix cracking. The definition of overall properties critically depends on the developing discontinuities. To this end, we extend continuous formulations [1] to microstructures with discontinuities [2]. The basic underlying structure is a canonical variational formulation in the fully nonlinear range based on incremental energy minimization. We develop algorithms for numerical homogenization of fracturing solids in a deformation–driven context with non–trivial formulations of boundary conditions for (i) linear deformation and (ii) uniform tractions. The overall response of composite materials with fracturing microstructures are investigated. As a key result, we show the significance of the proposed non–trivial formulation of a traction–type boundary condition in the deformation–driven context. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Priori Error Estimates of Crank–Nicolson Finite Volume Element Method for a Hyperbolic Optimal Control Problem

In this article, a Crank–Nicolson linear finite volume element scheme is developed to solve a hyperbolic optimal control problem. We use the variational discretization technique for the approximation of the control variable. The optimal convergent order O(h² + k²) is proved for the numerical solution of the control, state and adjoint‐state in a discrete L²‐norm. To derive this result, we also get the error estimate (convergent order O(h² + k²)) of Crank–Nicolson finite volume element approximation for the second‐order hyperbolic initial boundary value problem. Numerical experiments are presented to verify the theoretical results.© 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1331–1356, 2016     

Single‐cell fourth‐order difference approximations for $${\font\twelvesl=cmsl10\partial {\sl\bf u}\over\partial {\sl\bf x}},{\partial \sl\bf u\over\partial\sl\bf y}$$ , and $${\font\twelvesl=cmsl10\partial {\sl\bf u}\over\partial{\sl\bf z}}$$ of the three‐dimensional quasi‐linear elliptic equation

Finite difference methods of O(h⁴) are proposed for obtaining estimates of first‐order partial derivatives of the solution of three‐dimensional quasi‐linear elliptic equation with mixed derivative terms subject to Dirichlet boundary conditions on a uniform cubic grid. In all the cases, we use a single computational cell and the methods are applicable to the problems both in cartesian and polar coordinates. The utility of the new methods is shown by testing the methods on three‐dimensional poisson solvers in polar coordinates. Some numerical examples are provided to demonstrate the accuracy and efficiency of the methods discussed. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 417–425, 2000     

Nonlinear and adaptive frame approximation schemes for elliptic PDEs: Theory and numerical experiments

This article is concerned with adaptive numerical frame methods for elliptic operator equations. We show how specific noncanonical frame expansions on domains can be constructed. Moreover, we study the approximation order of best n‐term frame approximation, which serves as the benchmark for the performance of adaptive schemes. We also discuss numerical experiments for second order elliptic boundary value problems in polygonal domains where the discretization is based on recent constructions of boundary adapted wavelet bases on the interval. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

On elliptic and parabolic systems with x‐dependent multivalued graphs

We consider elliptic and parabolic systems with multivalued x‐dependent graphs. The existence of solutions for elliptic equation was established in (Ann. Inst. H. Poincare Anal. Non Linéaire 1990; 7 (3):123–160; Boll. Unione Mat. Ital. Sez. B Artic. Ric. Mat. (8) 2004; 7 (1):23–59). We extend this result to the elliptic and parabolic systems, in particular to the systems describing a flow of non‐Newtonian incompressible fluids. Contrary to these two papers we follow the spirit of the compactness method of J. L. Lions for variational‐type operators, however, expanded on the framework of measure‐valued solutions. The main concept consists in applying the relation between x‐dependent maximal monotone graphs and 1‐Lipschitz Carathéodory functions to introduce the generalized Young measures. The method was announced in the short note (C. R. Math. Acad. Sci. Paris 2005; 340 (7):489–492). Copyright © 2006 John Wiley & Sons, Ltd.     

Optimal uniform error estimates for moving least‐squares collocation with application to option pricing under jump‐diffusion processes

In this study, we derive optimal uniform error bounds for moving least‐squares (MLS) mesh‐free point collocation (also called finite point method) when applied to solve second‐order elliptic partial integro‐differential equations (PIDEs). In the special case of elliptic partial differential equations (PDEs), we show that our estimate improves the results of Cheng and Cheng (Appl. Numer. Math. 58 (2008), no. 6, 884–898) both in terms of the used error norm (here the uniform norm and there the discrete vector norm) and the obtained order of convergence. We then present optimal convergence rate estimates for second‐order elliptic PIDEs. We proceed by some numerical experiments dealing with elliptic PDEs that confirm the obtained theoretical results. The article concludes with numerical approximation of the linear parabolic PIDE arising from European option pricing problem under Merton's and Kou's jump‐diffusion models. The presented computational results (including the computation of option Greeks) and comparisons with other competing approaches suggest that the MLS collocation scheme is an efficient and reliable numerical method to solve elliptic and parabolic PIDEs arising from applied areas such as financial engineering.     

On the numerical analysis of finite element and dirichlet-to-neumann methods for nonlinear exterior transmission problems

We provide the numerical analysis of the combination of finite elements and Dirichlet-to-Neumann mappings (based on boundary integral operators) for a class of nonlinear exterior transmission problems whose weak formulations reduce to Lipschitz-continuous and strongly monotone operator equations. As a model we consider a nonlinear second order elliptic equation in divergence form in a bounded inner region of the plane, coupled with the Laplace equation in the corresponding unbounded exterior part. A discrete Galerkin scheme is presented by using linear finite elements on a triangulation of the domain, and then applying numerical quadrature and analytical formulae to evaluate all the linear, bilinear and semilinear forms involved. We prove the unique solvability of the discrete equations, and show the strong convergence of the approximate solutions. Furthermore, assuming additional regularity on the solution of the continuous operator equation, the asymptotic rate of convergence O(h) is also derived. Finally, numerical experiments are presented, which confirm the convergence results.     

On a quadrature algorithm for the piecewise linear wavelet collocation applied to boundary integral equations

In this paper, we consider a piecewise linear collocation method for the solution of a pseudo‐differential equation of order r=0, ?1 over a closed and smooth boundary manifold. The trial space is the space of all continuous and piecewise linear functions defined over a uniform triangular grid and the collocation points are the grid points. For the wavelet basis in the trial space we choose the three‐point hierarchical basis together with a slight modification near the boundary points of the global patches of parametrization. We choose linear combinations of Dirac delta functionals as wavelet basis in the space of test functionals. For the corresponding wavelet algorithm, we show that the parametrization can be approximated by low‐order piecewise polynomial interpolation and that the integrals in the stiffness matrix can be computed by quadrature, where the quadrature rules are composite rules of simple low‐order quadratures. The whole algorithm for the assembling of the matrix requires no more than O(N [logN]³) arithmetic operations, and the error of the collocation approximation, including the compression, the approximative parametrization, and the quadratures, is less than O(N^?(2?r)/2). Note that, in contrast to well‐known algorithms by Petersdorff, Schwab, and Schneider, only a finite degree of smoothness is required. In contrast to an algorithm of Ehrich and Rathsfeld, no multiplicative splitting of the kernel function is required. Beside the usual mapping properties of the integral operator in low order Sobolev spaces, estimates of Calderón–Zygmund type are the only assumptions on the kernel function. Copyright © 2003 John Wiley & Sons, Ltd.     

Boundary value problems on manifolds with fibered boundary

We define a class of boundary value problems on manifolds with fibered boundary. This class is in a certain sense a deformation between the classical boundary value problems and the Atiyah–Patodi–Singer problems in subspaces (it contains both as special cases). The boundary conditions in this theory are taken as elements of the C *‐algebra generated by pseudodifferential operators and families of pseudodifferential operators in the fibers. We prove the Fredholm property for elliptic boundary value problems and compute a topological obstruction (similar to Atiyah–Bott obstruction) to the existence of elliptic boundary conditions for a given elliptic operator. Geometric operators with trivial and nontrivial obstruction are given. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)