Prewavelet analysis of the heat equation

Summary. We consider the heat equation in a smooth domain of R with Dirichlet and Neumann boundary conditions. It is solved by using its integral formulation with double-layer potentials, where the unknown , the jump of the solution through the boundary, belongs to an anisotropic Sobolev space. We approximate by the Galerkin method and use a prewavelet basis on , which characterizes the anisotropic space. The use of prewavelets allows to compress the stiffness matrix from to when N is the size of the matrix, and the condition number of the compressed matrix is uniformly bounded as the initial one in the prewavelet basis. Finally we show that the compressed scheme converges as fast as the Galerkin one, even for the Dirichlet problem which does not admit a coercive variational formulation. Received April 16, 1999 / Published online August 2, 2000     

Compatible wavelet-Galerkin method to solve stokes interior problem with circular boundary

This article addresses Neumann boundary value interior problem of Stokes equations with circular boundary. By using natural boundary element method, the Stokes interior problem is reduced into an equivalent natural integral equation with a hyper-singular kernel, which is viewed as Hadamard finite part. Based on trigonometric wavelet functions, the compatible wavelet space is constructed so that it can serve as Galerkin trial function space. In proposed compatible wavelet-Galerkin method, the simple and accurate computational formulae of the entries in stiffness matrix are obtained by singularity removal technique. It is also proved that the stiffness matrix is almost a block diagonal matrix, and its diagonal sub-blocks all are both symmetric and circulant submatrices. These good properties indicate that a 2 ^J+3 × 2 ^J+3 stiffness matrix can be determined only by its 2 ^J + 3J + 1 entries. It greatly decreases the computational complexity. Some error estimates for the compatible wavelet-Galerkin projection solutions are established. Finally, several numerical examples are given to demonstrate the validity of the proposed approach.     

Evaluation of Chebyshev pseudospectral methods for third order differential equations

When the standard Chebyshev collocation method is used to solve a third order differential equation with one Neumann boundary condition and two Dirichlet boundary conditions, the resulting differentiation matrix has spurious positive eigenvalues and extreme eigenvalue already reaching O(N ⁵ for N = 64. Stable time-steps are therefore very small in this case. A matrix operator with better stability properties is obtained by using the modified Chebyshev collocation method, introduced by Kosloff and Tal Ezer [3]. By a correct choice of mapping and implementation of the Neumann boundary condition, the matrix operator has extreme eigenvalue less than O(N ⁴. The pseudospectral and modified pseudospectral methods are implemented for the solution of one-dimensional third-order partial differential equations and the accuracy of the solutions compared with those by finite difference techniques. The comparison verifies the stability analysis and the modified method allows larger time-steps. Moreover, to obtain the accuracy of the pseudospectral method the finite difference methods are substantially more expensive. Also, for the small N tested, N ⩽ 16, the modified pseudospectral method cannot compete with the standard approach. This revised version was published online in August 2006 with corrections to the Cover Date.     

Semi‐analytical solution of MHD flow through boundary integrals on the pipe wall

A mathematical model is given for the magnetohydrodynamic (MHD) pipe flow as an inner Dirichlet problem in a 2D circular cross section of the pipe, coupled with an outer Dirichlet or Neumann magnetic problem. Inner Dirichlet problem is given as the coupled convection‐diffusion equations for the velocity and the induced current of the fluid coupling also to the outer problem, which is defined with the Laplace equation for the induced magnetic field of the exterior region with either Dirichlet or Neumann boundary condition. Unique solution of inner Dirichlet problem is obtained theoretically reducing it into two boundary integral equations defined on the boundary by using the corresponding fundamental solutions. Exterior solution is also given theoretically on the pipe wall with Poisson integral, and it is unique with Dirichlet boundary condition but exists with an additive constant obtained through coupled boundary and solvability conditions in Neumann wall condition. The collocation method is used to discretize these boundary integrals on the pipe wall. Thus, the proposed procedure is an improved theoretical analysis for combining the solution methods for the interior and exterior regions, which are consolidated numerically showing the flow behavior. The solution is simulated for several values of problem parameters, and the well‐known MHD characteristics are observed inside the pipe for increasing values of Hartmann number maintaining the continuity of induced currents on the pipe wall.     

Classical solutions of two-dimensional stokes problems on non-smooth domains. Part 1: The radon integral operators

The applicability of the Neumann indirect method of potentials to the Dirichlet and Neumann problems for the two-dimensional Stokes operator on a non-smooth boundary Γ is subject to two kinds of sufficient and/or necessary conditions on Γ. The first one, occurring in electrostatic, is equivalent to the boundedness on C(Γ) of the velocity double-layer potential W as well as to the existence of jump relations of potentials. The second condition, which forces Γ to be a simple rectifiable curve and which, compared to the Laplacian, is a stronger restriction on the corners of Γ, states that the Fredholm radius of W is greater than 2. Under these conditions, the Radon boundary integral equations defined by the above-mentioned jump relations are solvable by the Fredholm theory; the double- (for Dirichlet) and the single- (for Neumann) layer potentials corresponding to their solutions are classical solutions of the Stokes problems.     

A fast numerical method for a natural boundary integral equation for the Helmholtz equation

A Neumann boundary value problem of the Helmholtz equation in the exterior circular domain is reduced into an equivalent natural boundary integral equation. Using our trigonometric wavelets and the Galerkin method, the obtained stiffness matrix is symmetrical and circulant, which lead us to a fast numerical method based on fast Fourier transform. Furthermore, we do not need to compute the entries of the stiffness matrix. Especially, our method is also efficient when the wave number k in the Helmholtz equation is very large.     

Boundary integral equations with the generalized Neumann kernel for Laplace’s equation in multiply connected regions

This paper presents a new boundary integral method for the solution of Laplace’s equation on both bounded and unbounded multiply connected regions, with either the Dirichlet boundary condition or the Neumann boundary condition. The method is based on two uniquely solvable Fredholm integral equations of the second kind with the generalized Neumann kernel. Numerical results are presented to illustrate the efficiency of the proposed method.     

Boundary integral equations for mixed Dirichlet,Neumann and transmission problems

We consider a Helmholtz equation in a number of Lipschitz domains in n ≥ 2 dimensions, on the boundaries of which Dirichlet, Neumann and transmission conditions are imposed. For this problem an equivalent system of boundary integral equations is derived which directly yields the Cauchy data of the solutions. The operator of this system is proved to be injective and strongly elliptic, hence it is also bijective and the original problem has a unique solution. For two examples (a mixed Dirichlet and transmission problem and the transmission problem for four quadrants in the plane) the boundary integral operators and the treatment of the compatibility conditions are described.     

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.     

Attractors for autonomous double‐diffusive convection systems based on Brinkman–Forchheimer equations

In this paper, we consider the existence of global attractor and exponential attractor for some dynamical system generated by nonlinear parabolic equations in bounded domains with the dimension N≤4 which describe double‐diffusive convection phenomena in a porous medium. We deal with both of homogeneous Dirichlet and Neumann boundary condition cases. Especially, when Neumann condition is imposed, we need some assumptions and restrictions for the external forces and the average of initial data, since the mass conservation law holds. Copyright © 2015 John Wiley & Sons, Ltd.     

Finite difference schemes for the fourth-order parabolic equations with different boundary value conditions

In this paper, the fourth-order parabolic equations with different boundary value conditions are studied. Six kinds of boundary value conditions are proposed. Several numerical differential formulae for the fourth-order derivative are established by the quartic interpolation polynomials and their truncation errors are given with the aid of the Taylor expansion with the integral remainders. Effective difference schemes are presented for the third Dirichlet boundary value problem, the first Neumann boundary value problem and the third Neumann boundary value problem, respectively. Some new embedding inequalities on the discrete function spaces are presented and proved. With the method of energy analysis, the unique solvability, unconditional stability and unconditional convergence of the difference schemes are proved. The convergence orders of derived difference schemes are all O(τ² + h²) in appropriate norms. Finally, some numerical examples are provided to confirm the theoretical results.     

Integral equations for the Dirichlet and Neumann boundary value problems in a plane domain with a cusp on the boundary

The boundary equations of the logarithmic potential theory corresponding to the interior Dirichlet problem and the exterior Neumann problem for a plane domain with a cusp on the boundary are studied. Solvability theorems are proved for these integral equations in the spacesL ^p. Translated fromMatematicheskie Zametki, Vol. 59, No. 6, pp. 881–892, June, 1996.     

Modified boundary integral formulations for the Helmholtz equation

In this paper we describe some modified regularized boundary integral equations to solve the exterior boundary value problem for the Helmholtz equation with either Dirichlet or Neumann boundary conditions. We formulate combined boundary integral equations which are uniquely solvable for all wave numbers even for Lipschitz boundaries Γ=∂Ω. This approach extends and unifies existing regularized combined boundary integral formulations.     

Radially symmetric boundary value problems for real and complex elliptic Monge-Ampére equations

Radially symmetric Dirichlet and Neumann problems for real and complex Monge-Ampére equations are considered. Existence of radially symmetric solutions is proved by transforming the differential equations into integral ones, solvable by means of fixed point arguments. Then, taking advantage of integral formulae, regularity and convexity of the radial solutions are checked. Fairly weak assumptions are required in that process. In the real case, a priori radial symmetry is also discussed.     

Prewavelet approximations for a system of boundary integral equations for plates with free edges on polygons

We consider the plate equation in a polygonal domain with free edges. Its resolution by boundary integral equations is considered with double layer potentials whose variational formulation was given in Reference 25. We approximate its solution (u, (∂u/∂n)) by the Galerkin method with approximated spaces made of piecewise polynomials of order 2 and 1 for, respectively, u and (∂u/∂n). A prewavelet basis of these subspaces is built and equivalences between some Sobolev norms and discrete ones are established in the spirit of References 14, 16, 30 and 31. Further, a compression procedure is presented which reduces the number of nonzero entries of the stiffness matrix from O(N²) to O(N log N), where N is the size of this matrix. We finally show that the compressed stiffness matrices have a condition number uniformly bounded with respect to N and that the compressed Galerkin scheme converges with the same rate than the Galerkin one. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

Functional calculus of Dirac operators and complex perturbations of Neumann and Dirichlet problems

We prove that Neumann, Dirichlet and regularity problems for divergence form elliptic equations in the half-space are well posed in L₂ for small complex L_∞ perturbations of a coefficient matrix which is either real symmetric, of block form or constant. All matrices are assumed to be independent of the transversal coordinate. We solve the Neumann, Dirichlet and regularity problems through a new boundary operator method which makes use of operators in the functional calculus of an underlaying first order Dirac type operator. We establish quadratic estimates for this Dirac operator, which implies that the associated Hardy projection operators are bounded and depend continuously on the coefficient matrix. We also prove that certain transmission problems for k-forms are well posed for small perturbations of block matrices.     

Trapped modes for periodic structures in waveguides

The Laplace operator is considered for waveguides perturbed by a periodic structure consisting of N congruent obstacles spanning the waveguide. Neumann boundary conditions are imposed on the periodic structure, and either Neumann or Dirichlet conditions on the guide walls. It is proven that there are at least N (resp. N‐1) trapped modes in the Neumann case (resp. Dirichlet case) under fairly general hypotheses, including the special case where the obstacles consist of line segments placed parallel to the waveguide walls. Copyright © 2004 John Wiley & Sons, Ltd.     

The boundary element method for stochastic potential problems

Stochastic Dirichlet and Neumann boundary value problems and stochastic mixed problems have been formulated. As a result the stochastic singular integral equations have been obtained. A way of solving these equations by means of discretization of a boundary using stochastic boundary elements has been presented, resulting in a set of random algebraic equations. It has been proved that for Dirichlet and Neumann problems probabilistic characteristics (i.e. moments: expected value and correlation function) fulfilled deterministic singular integral equations. A numerical method of evaluation of moments on a boundary and inside a domain has been presented.     

The sommerfeld half-plane problem revisited,II the factoring of a matrix of analytic functions

A half-plane under plane wave excitation obeys a Dirichlet boundary condition on one side and a Neumann boundary condition on the other. These boundary conditions contrast the ones used by A. Sommerfeld in his classical paper. The present problem leads to a system of integral equations of the Wiener-Hopf type which may be solved by a matrix factoring method suggested by A. E. Heins in 1950.     

The Sommerfeld half-plane problem revisited,V: The bifurcated guide with mixed boundary conditions on the septum

We discuss the solution of the boundary value problem in a duct with a centered septum [9]. On the lower wall of the duct a Neumann condition is applied while on the upper wall a Dirichlet condition is applied. On the septum we apply a Dirichlet condition on the lower side and a Neumann condition on the upper one. This problem is formulated as a pair of integral equations of the Wiener–Hopf type for which we supply solutions for two modes of excitation as well as real and complex wave number. A critical examination is made of the construction, which reduces the problem to one in complex analysis. For real wave number, the physical parameters are provided in very simple forms.