Analysis of the singular function boundary integral method for a biharmonic problem with one boundary singularity

In this article, we analyze the singular function boundary integral method (SFBIM) for a two‐dimensional biharmonic problem with one boundary singularity, as a model for the Newtonian stick‐slip flow problem. In the SFBIM, the leading terms of the local asymptotic solution expansion near the singular point are used to approximate the solution, and the Dirichlet boundary conditions are weakly enforced by means of Lagrange multiplier functions. By means of Green's theorem, the resulting discretized equations are posed and solved on the boundary of the domain, away from the point where the singularity arises. We analyze the convergence of the method and prove that the coefficients in the local asymptotic expansion, also referred to as stress intensity factors, are approximated at an exponential rate as the number of the employed expansion terms is increased. Our theoretical results are illustrated through a numerical experiment. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

关于边界层方法

本文指出传统的边界层方法(包括匹配法和Vi?ik—Lyusternik方法)的不足:不能作出边界层项的渐近展开式.提出多重尺度构造边界层项的方法,得到符合实情的结果.又与Levinson所用的方法比较,本方法能更简单地导出后一方法给出的边界层项的渐近展开式.又应用此方法研究现有的关于奇异摄动的某些成果,指出这些成果的局限性,并在一般情况下作出解的渐近展开式.     

极限方程有奇性的一类六阶椭圆型方程混合边值问题解的渐近式

该文研究极限方程在部分边界上为退缩椭圆型(椭圆-抛物)的一类六阶椭圆型方程混合边值问题的奇摄动,在适当的假设下,应用改进了的多重尺度法,求得其解包括边界层和套层在内除了半圆域的两个角点外,在整个半圆域中有任意阶的一致有效的渐近展开式.     

On singular solutions of the initial boundary value problem for the Stokes system in a power cusp domain

The initial boundary value problem for the non-steady Stokes system is considered in bounded domains with the boundary having a peak-type singularity (power cusp singularity). The case of the boundary value with a nonzero time-dependent flow rate is studied. The formal asymptotic expansion of the solution near the singular point is constructed. This expansion contains both the outer asymptotic expansion and the boundary-layer-in-time corrector with the ‘fast time’ variable depending on the distance to the cusp point. The solution of the problem is constructed as the sum of the asymptotic expansion and the term with finite energy.     

伴有边界摄动的三阶拟线性向量微分方程边值问题的奇摄动

本文研究伴有边界摄动的三阶拟线性向量微分方程边值问题的奇摄动,在适当的假设下,利用对角化技巧和不动点原理证明了摄动问题解的存在唯一性并给出解的任意阶的一致有效的渐近展开式和余项的估计。     

两参数非线性反应扩散积分微分方程的内层激波渐近解

研究了一类两参数非线性反应扩散积分微分奇摄动问题.利用奇摄动方法,构造了问题的外部解、内部激波层、边界层及初始层校正项,由此得到了问题解的形式渐近展开式.最后利用积分微分方程的比较定理证明了该问题解的渐近展开式的一致有效性.     

Volteera型积分微分方程组边值问题的奇摄动

该文研究二阶积分微分方程组边值问题奇摄动，在适当的条件下，利用渐近分析方法和对角化技巧，还得解的存在性和给出解的渐近展开式与相应的余项估计．然后，应用这些结果到三阶常微分方程组边值问题的奇摄动，最后也得到解的一致有效的渐近展开式．     

Analysis of the stress singularity for a bi-material V-notch by the boundary element method

A new algorithm coupling the boundary element technique with the characteristic expansion method is proposed for the computation of the singular stress field in the V-notched bi-material structure. After the stress asymptotic expansions are introduced into the linear elasticity equilibrium equations, the governing equations at the small sector dug out from the bi-material V-notch tip region are transformed into the ordinary differential eigen-equations. All the parameters in the asymptotic expansions except the combination coefficients can be achieved by solving the established eigen-equations with the interpolating matrix method. Furthermore, the conventional boundary element method is applied to modeling the remaining structure without the notch tip region. The combination coefficients in the asymptotic expansion forms can be computed by the discretized boundary integral equations. Thus, the singular stress field at the V-notch tip and the generalized stress intensity factors of the bi-material notch are successfully calculated. The accurate singular stress field obtained here is very useful in the evaluation of the fracture property and the fatigue life of the V-notched bi-material structure.     

The Singular Function Boundary Integral Method for singular Laplacian problems over circular sections

The Singular Function Boundary Integral Method (SFBIM) for solving two-dimensional elliptic problems with boundary singularities is revisited. In this method the solution is approximated by the leading terms of the asymptotic expansion of the local solution, which are also used to weight the governing partial differential equation. The singular coefficients, i.e., the coefficients of the local asymptotic expansion, are thus primary unknowns. By means of the divergence theorem, the discretized equations are reduced to boundary integrals and integration is needed only far from the singularity. The Dirichlet boundary conditions are then weakly enforced by means of Lagrange multipliers, the discrete values of which are additional unknowns. In the case of two-dimensional Laplacian problems, the SFBIM converges exponentially with respect to the numbers of singular functions and Lagrange multipliers. In the present work the method is applied to Laplacian test problems over circular sectors, the analytical solution of which is known. The convergence of the method is studied for various values of the order p of the polynomial approximation of the Lagrange multipliers (i.e., constant, linear, quadratic, and cubic), and the exact approximation errors are calculated. These are compared to the theoretical results provided in the literature and their agreement is demonstrated.     

拟线性积分微分方程系统的奇摄动边值问题

本文研究高维拟线性积分微分方程系统边值问题的奇摄动,在适当的条件下,利 用渐近分析方法和对角化技巧,证得解的存在性,同时给出解的渐近展开式及其相应的 余项估计.     

The singular perturbation of boundary value problem for third-order nonlinear vector integro-differential equation and its application

In this paper, the singular perturbation of boundary value problem to a class of third-order nonlinear vector integro-differential equation is studied. Using the method of differential inequalities, under certain conditions, the existence of perturbed solution is proved, the uniformly valid asymptotic expansion for arbitrary order and the estimation of remainder term are given. Finally, the results are applied to study singularly perturbed boundary value problem to a nonlinear vector fourth-order differential equation. The existence of solution and its asymptotic estimation can be obtained conveniently.     

一类双参数奇摄动非线性反应扩散方程

本文研究了一类双参数非线性反应扩散奇摄动问题的模型.利用奇摄动方法,对该问题解的结构在两个小参数相互关联的情形下作了讨论.得到了该问题的渐近解,由解的展开式看出本问题的解同时具有初始层和边界层.     

Extrapolation methods to compute hypersingular integral in boundary element methods

The composite trapezoidal rule for the computation of Hadamard finite-part integrals in boundary element methods with the hypersingular kernel 1/sin 2(x-s) is discussed,and the main part of the asymptotic expansion of error function is obtained.Based on the main part of the asymptotic expansion,a series is constructed to approach the singular point.An extrapolation algorithm is presented and the convergence rate is proved.Some numerical results are also presented to confirm the theoretical results and show the efficiency of the algorithms.     

Asymptotic expansions using blow-up

The method of matched asymptotic expansions and geometric singular perturbation theory are the most common and successful approaches to singular perturbation problems. In this work we establish a connection between the two approaches in the context of the simple fold problem. Using the blow-up technique [5], [12] and the tools of geometric singular perturbation theory we derive asymptotic expansions of slow manifolds continued beyond the fold point. Our analysis explains the structure of the expansion and gives an algorithm for computing its coefficients.     

两参数奇异摄动非线性双曲型微分系统的过渡冲击层广义解

研究了一类两参数双曲型微分系统奇异摄动初始边值问题.首先,利用奇异摄动理论和方法,注意到两个小参数,构造了问题的外部解.其次,利用多重尺度变量和伸长变量,分别得到了原问题解的过渡冲击层、边界层和初始层校正项.最后,得到了原问题解的渐近展开式,并利用泛函分析不动点理论,证明了渐近解的一致有效性.由本方法求得的原问题的渐近解,它还可以进行微分,积分等解析运算,从而能了解相应过渡冲击层解的更进一步的性态.因此本方法具有良好的应用前景.     

Asymptotic expansion of a semi-Markov random evolution

We determine the regular and singular components of the asymptotic expansion of a semi-Markov random evolution and show the regularity of boundary conditions. In addition, we propose an algorithm for finding initial conditions for t = 0 in explicit form using the boundary conditions for the singular component of the expansion. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 9, pp. 1234–1248, September, 2006.     

Asymptotic expansions using blow-up

The method of matched asymptotic expansions and geometric singular perturbation theory are the most common and successful approaches to singular perturbation problems. In this work we establish a connection between the two approaches in the context of the simple fold problem. Using the blow-up technique [5], [12] and the tools of geometric singular perturbation theory we derive asymptotic expansions of slow manifolds continued beyond the fold point. Our analysis explains the structure of the expansion and gives an algorithm for computing its coefficients.*Research supported by the Austrian Science Foundation under grant Y 42-MAT.Received: February 1, 2001; revised: November 22, 2002     

具有转向点超曲面的奇摄动椭圆型方程边值问题

本文利用多重尺度法和比较定理，研究了n维空间中一类具有转向点超曲面的奇摄动椭圆方程边值问题，研究了该值问题解的渐近性态。     

一类双参数三阶半线性方程边值问题的奇摄动

研究一类双参数三阶半线性方程边值问题的奇摄动，讨论了摄动解随两参数的不同量级所呈现的不同性态的边界层现象，并给出了解的一致有效的渐近展开式．     

A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options

In this paper, we consider a stochastic volatility model for pricing multi‐asset European options that are widely used in the real world, under the assumption that the volatilities are driven by different OU processes. Using the singular perturbation method for multi‐parameter and the boundary layer theory, we derive a uniform asymptotic expansion for the option prices, as well as the uniform error estimates. Copyright © 2011 John Wiley & Sons, Ltd.