Semi-analytic integration of hypersingular Galerkin BIEs for three-dimensional potential problems

An accurate and efficient semi-analytic integration technique is developed for three-dimensional hypersingular boundary integral equations of potential theory. Investigated in the context of a Galerkin approach, surface integrals are defined as limits to the boundary and linear surface elements are employed to approximate the geometry and field variables on the boundary. In the inner integration procedure, all singular and non-singular integrals over a triangular boundary element are expressed exactly as analytic formulae over the edges of the integration triangle. In the outer integration scheme, closed-form expressions are obtained for the coincident case, wherein the divergent terms are identified explicitly and are shown to cancel with corresponding terms from the edge-adjacent case. The remaining surface integrals, containing only weak singularities, are carried out successfully by use of standard numerical cubatures. Sample problems are included to illustrate the performance and validity of the proposed algorithm.     

Semi-analytic treatment of the three-dimensional Poisson equation via a Galerkin BIE method

A systematic treatment of the three-dimensional Poisson equation via singular and hypersingular boundary integral equation techniques is investigated in the context of a Galerkin approximation. Developed to conveniently deal with domain integrals without a volume-fitted mesh, the proposed method initially converts domain integrals featuring the Newton potential and its gradient into equivalent surface integrals. Then, the resulting boundary integrals are evaluated by means of well-established cubature methods. In this transformation, weakly-singular domain integrals, defined over simply- or multiply-connected domains with Lipschitz boundaries, are rigorously converted into weakly-singular surface integrals. Combined with the semi-analytic integration approach developed for potential problems to accurately calculate singular and hypersingular Galerkin surface integrals, this technique can be employed to effectively deal with mixed boundary-value problems without the need to partition the underlying domain into volume cells. Sample problems are included to validate the proposed approach.     

Explicit expressions for three-dimensional boundary integrals in linear elasticity

On employing isoparametric, piecewise linear shape functions over a flat triangle, exact formulae are derived for all surface potentials involved in the numerical treatment of three-dimensional singular and hyper-singular boundary integral equations in linear elasticity. These formulae are valid for an arbitrary source point in space and are represented as analytical expressions along the edges of the integration triangle. They can be employed to solve integral equations defined on triangulated surfaces via a collocation method or may be utilized as analytical expressions for the inner integrals in a Galerkin technique. A numerical example involving a unit triangle and a source point located at various distances above it, as well as sample problems solved by a collocation boundary element method for the Lamé equation are included to validate the proposed formulae.     

On the numerical solution of a logarithmic integral equation of the first kind for the Helmholtz equation

Summary We describe a quadrature method for the numerical solution of the logarithmic integral equation of the first kind arising from the single-layer approach to the Dirichlet problem for the two-dimensional Helmholtz equation in smooth domains. We develop an error analysis in a Sobolev space setting and prove fast convergence rates for smooth boundary data.     

A collocation method for high-frequency scattering by convex polygons

We consider the problem of scattering of a time-harmonic acoustic incident plane wave by a sound soft convex polygon. For standard boundary or finite element methods, with a piecewise polynomial approximation space, the computational cost required to achieve a prescribed level of accuracy grows linearly with respect to the frequency of the incident wave. Recently Chandler–Wilde and Langdon proposed a novel Galerkin boundary element method for this problem for which, by incorporating the products of plane wave basis functions with piecewise polynomials supported on a graded mesh into the approximation space, they were able to demonstrate that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency. Here we propose a related collocation method, using the same approximation space, for which we demonstrate via numerical experiments a convergence rate identical to that achieved with the Galerkin scheme, but with a substantially reduced computational cost.     

On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

Sparse second moment analysis for elliptic problems in stochastic domains

We consider the numerical solution of elliptic boundary value problems in domains with random boundary perturbations. Assuming normal perturbations with small amplitude and known mean field and two-point correlation function, we derive, using a second order shape calculus, deterministic equations for the mean field and the two-point correlation function of the random solution for a model Dirichlet problem which are 3rd order accurate in the boundary perturbation size. Using a variational boundary integral equation formulation on the unperturbed, “nominal” boundary and a wavelet discretization, we present and analyze an algorithm to approximate the random solution’s mean and its two-point correlation function at essentially optimal order in essentially work and memory, where N denotes the number of unknowns required for consistent discretization of the boundary of the nominal domain. This work was supported by the EEC Human Potential Programme under contract HPRN-CT-2002-00286, “Breaking Complexity.” Work initiated while HH visited the Seminar for Applied Mathematics at ETH Zürich in the Wintersemester 2005/06 and completed during the summer programme CEMRACS2006 “Modélisation de l’aléatoire et propagation d’incertitudes” in July and August 2006 at the C.I.R.M., Marseille, France.     

Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases

We describe how to use new reduced size polynomial approximations for the numerical solution of the Poisson equation over hypercubes. Our method is based on a non-standard Galerkin method which allows test functions which do not verify the boundary conditions. Numerical examples are given in dimensions up to 8 on solutions with different smoothness using the same approximation basis for both situations. A special attention is paid on conditioning problems.     

Two-scale composite finite element method for Dirichlet problems on complicated domains

In this paper, we define a new class of finite elements for the discretization of problems with Dirichlet boundary conditions. In contrast to standard finite elements, the minimal dimension of the approximation space is independent of the domain geometry and this is especially advantageous for problems on domains with complicated micro-structures. For the proposed finite element method we prove the optimal-order approximation (up to logarithmic terms) and convergence estimates valid also in the cases when the exact solution has a reduced regularity due to re-entering corners of the domain boundary. Numerical experiments confirm the theoretical results and show the potential of our proposed method.     

Regular and well-posed formulation of the boundary integral method for a singular biharmonic problem

By adequate choice of a fundamental solution, the singular point of the solution is excluded from the integral equations. The use of a special differential operator yields a well-posed formulation of the system of two integral equations. Moreover, the application of the symmetry principle for biharmonic functions improves the efficiency of the method. Finally, the results are used to compute the coefficients of the William's series (stress intensity factors) which is the eigenfunction expansion of the solution around the singular point.The research was supported in part by the Technion VPR Fund-M. R. Saulson Research Fund.     

A unifying theory of a posteriori finite element error control

Summary Residual-based a posteriori error estimates are derived within a unified setting for lowest-order conforming, nonconforming, and mixed finite element schemes. The various residuals are identified for all techniques and problems as the operator norm |||| of a linear functional of the formin the variable of a Sobolev space V. The main assumption is that the first-order finite element space is included in the kernel Ker of . As a consequence, any residual estimator that is a computable bound of |||| can be used within the proposed frame without further analysis for nonconforming or mixed FE schemes. Applications are given for the Laplace, Stokes, and Navier-Lamè equations.Supported by the DFG Research Center Matheon Mathematics for key technologies in Berlin.     

A unifying theory of a posteriori error control for nonconforming finite element methods

Residual-based a posteriori error estimates were derived within one unifying framework for lowest-order conforming, nonconforming, and mixed finite element schemes in Carstensen [Numer Math 100:617–637, 2005]. Therein, the key assumption is that the conforming first-order finite element space annulates the linear and bounded residual ℓ written . That excludes particular nonconforming finite element methods (NCFEMs) on parallelograms in that . The present paper generalises the aforementioned theory to more general situations to deduce new a posteriori error estimates, also for mortar and discontinuous Galerkin methods. The key assumption is the existence of some bounded linear operator with some elementary properties. It is conjectured that the more general hypothesis (H1)–(H3) can be established for all known NCFEMs. Applications on various nonstandard finite element schemes for the Laplace, Stokes, and Navier–Lamé equations illustrate the presented unifying theory of a posteriori error control for NCFEM. Supported by DFG Research Center MATHEON “Mathematics for key technologies” in Berlin and the German Indian Project DST-DAAD (PPP-05). J. Hu was partially supported by National Science Foundation of China under Grant No.10601003.     

A uniqueness result for a semilinear elliptic problem: A computer-assisted proof

Starting with the famous article [A. Gidas, W.M. Ni, L. Nirenberg, Symmetry and related properties via the maximum principle, Comm. Math. Phys. 68 (1979) 209-243], many papers have been devoted to the uniqueness question for positive solutions of −Δu=λu+up in Ω, u=0 on ∂Ω, where p>1 and λ ranges between 0 and the first Dirichlet eigenvalue λ₁(Ω) of −Δ. For the case when Ω is a ball, uniqueness could be proved, mainly by ODE techniques. But very little is known when Ω is not a ball, and then only for λ=0. In this article, we prove uniqueness, for all λ∈[0,λ₁(Ω)), in the case Ω=²(0,1) and p=2. This constitutes the first positive answer to the uniqueness question in a domain different from a ball. Our proof makes heavy use of computer assistance: we compute a branch of approximate solutions and prove existence of a true solution branch close to it, using fixed point techniques. By eigenvalue enclosure methods, and an additional analytical argument for λ close to λ₁(Ω), we deduce the non-degeneracy of all solutions along this branch, whence uniqueness follows from the known bifurcation structure of the problem.     

On a transmission problem for two systems of elastostatics with polygonal interface

It is shown the invertibility of the boundary operator associated to a transmission problem for two systems of elastostatics with different Lamé moduli, and where the interface is a piecewiseC ¹ curve in the plane.Partially supported by MURST 60% and 40% grants     

Galerkin method for Wiener-Hopf operators with piecewise continuous symbol

This paper is concerned with the applicability of maximum defect polynomial (Galerkin) spline approximation methods with graded meshes to Wiener-Hopf operators with matrix-valued piecewise continuous generating function defined on R. For this, an algebra of sequences is introduced, which contains the approximating sequences we are interested in. There is a direct relationship between the stability of the approximation method for a given operator and invertibility of the corresponding sequence in this algebra. Exploring this relationship, the methods of essentialization, localization and identification of the local algebras are used in order to derive stability criteria for the approximation sequences.Supported by grant Praxis XXI/BD/4501/94 from FCT.Partly supported by FCT/BMFT grant 423.     

Galerkin and weighted Galerkin methods for a forward-backward heat equation

Summary. Galerkin and weighted Galerkin methods are proposed for the numerical solution of parabolic partial differential equations where the diffusion coefficient takes different signs. The approach is based on a simultaneous discretization of space and time variables by using continuous finite element methods. Under some simple assumptions, error estimates and some numerical results for both Galerkin and weighted Galerkin methods are presented. Comparisons with the previous methods show that new methods not only can be used to solve a wider class of equations but also require less regularity for the solution and need fewer computations. Received March 3, 1995     

The Liouville equation in a half-plane

We classify the solutions of the equation Δu+aeu=0 in the half-plane that satisfy the Neumann boundary condition ∂u/∂t=ceu/2 on . An analogous problem in the once punctured disc D^∗⊂R² is also solved.     

An elliptic singularly perturbed problem with two parameters II: Robust finite element solution

In this paper we consider a singularly perturbed elliptic model problem with two small parameters posed on the unit square. The problem is solved numerically by the finite element method using piecewise linear or bilinear elements on a layer-adapted Shishkin mesh. We prove that method with bilinear elements is uniformly convergent in an energy norm. Numerical results confirm our theoretical analysis.     

A Galerkin boundary node method and its convergence analysis

The boundary node method (BNM) exploits the dimensionality of the boundary integral equation (BIE) and the meshless attribute of the moving least-square (MLS) approximations. However, since MLS shape functions lack the property of a delta function, it is difficult to exactly satisfy boundary conditions in BNM. Besides, the system matrices of BNM are non-symmetric.     

Analysis of one-dimensional Helmholtz equation with PML boundary

In this paper, the linear conforming finite element method for the one-dimensional Bérenger's PML boundary is investigated and well-posedness of the given equation is discussed. Furthermore, optimal error estimates and stability in the L²$L^2$ or H¹$H^1$-norm are derived under the assumption that h$h$, h²ω²$h^2{\omega }^2$ and h²ω³$h^2{\omega }^3$ are sufficiently small, where h$h$ is the mesh size and ω$\omega$ denotes a fixed frequency. Numerical examples are presented to validate the theoretical error bounds.