Convergence analysis of a hp-finite element approximation of the time-harmonic Maxwell equations with impedance boundary conditions in domains with an analytic boundary

We consider a nonconforming hp -finite element approximation of a variational formulation of the time-harmonic Maxwell equations with impedance boundary conditions proposed by Costabel et al. The advantages of this formulation is that the variational space is embedded in H¹ as soon as the boundary is smooth enough (in particular it holds for domains with an analytic boundary) and standard shift theorem can be applied since the associated boundary value problem is elliptic. Finally in order to perform a wavenumber explicit error analysis of our problem, a splitting lemma and an estimation of the adjoint approximation quantity are proved by adapting to our system the results from Melenk and Sauter obtained for the Helmholtz equation. Some numerical tests that illustrate our theoretical results are also presented. Analytic regularity results with bounds explicit in the wavenumber of the solution of a general elliptic system with lower order terms depending on the wavenumber are needed and hence proved.     

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.     

Finite energy solutions of self‐adjoint elliptic mixed boundary value problems

This paper describes existence, uniqueness and special eigenfunction representations of H¹‐solutions of second order, self‐adjoint, elliptic equations with both interior and boundary source terms. The equations are posed on bounded regions with Dirichlet conditions on part of the boundary and Neumann conditions on the complement. The system is decomposed into separate problems defined on orthogonal subspaces of H¹(Ω). One problem involves the equation with the interior source term and the Neumann data. The other problem just involves the homogeneous equation with Dirichlet data. Spectral representations of the solution operators for each of these problems are found. The solutions are described using bases that are, respectively, eigenfunctions of the differential operator with mixed null boundary conditions, and certain mixed Steklov eigenfunctions. These series converge strongly in H¹(Ω). Necessary and sufficient conditions for the Dirichlet part of the boundary data to have a finite energy extension are described. The solutions for a problem that models a cylindrical capacitor is found explicitly. Copyright © 2009 John Wiley & Sons, Ltd.     

Steady transonic shocks and free boundary problems in infinite cylinders for the Euler equations

We establish the existence and stability of multidimensional transonic shocks (hyperbolic‐elliptic shocks) for the Euler equations for steady compressible potential fluids in infinite cylinders. The Euler equations, consisting of the conservation law of mass and the Bernoulli law for velocity, can be written as a second order nonlinear equation of mixed elliptic‐hyperbolic type for the velocity potential. The transonic shock problem in an infinite cylinder can be formulated into the following free boundary problem: The free boundary is the location of the multidimensional transonic shock which divides two regions of C^1,α flow in the infinite cylinder, and the equation is hyperbolic in the upstream region where the C^1,α perturbed flow is supersonic. We develop a nonlinear approach to deal with such a free boundary problem in order to solve the transonic shock problem in unbounded domains. Our results indicate that there exists a solution of the free boundary problem such that the equation is always elliptic in the unbounded downstream region, the uniform velocity state at infinity in the downstream direction is uniquely determined by the given hyperbolic phase, and the free boundary is C^1,α, provided that the hyperbolic phase is close in C^1,α to a uniform flow. We further prove that, if the steady perturbation of the hyperbolic phase is C^2,α, the free boundary is C^2,α and stable under the steady perturbation. © 2003 Wiley Periodicals Inc.     

A boundary integral equation procedure for the mixed boundary value problem of the vector helmholtz equation

A boundary integral method is developed for the mixed boundary value problem for the vector Helmholtz equation in R³. The obtained boundary integral equations for the unknown Cauchy data build a strong elliptic system of pseudodifferential equations which can therefore be used for numerical computations using Galerkin's procedure. We show existence, uniqueness and regularity of the solution of the integral equations. Especially we give the local "edge" behavior of the solution near the submanifold which divides the Dirichlet boundary from the Neumann boundary     

On the existence of incompressible current–vortex sheets: study of a linearized free boundary value problem

We study the initial boundary value problem resulting from the linearization of the equations of ideal incompressible magnetohydrodynamics and the jump conditions on the hypersurface of tangential discontinuity (current–vortex sheet) about an unsteady piecewise smooth solution. Under some assumptions on the unperturbed flow, we prove an energy a priori estimate for the linearized problem. Since the so‐called loss of derivatives in the normal direction to the boundary takes place even for the constant coefficients linearized problem, for the variable coefficients problem and non‐planar current–vortex sheets the natural functional setting is provided by the anisotropic weighted Sobolev space W₂^1,σ. The result of this paper is a necessary step to prove the local in time existence of solutions of the original non‐linear free boundary value problem. The uniqueness of the regular solution of this problem follows already from the a priori estimate we obtain for the linearized problem. Copyright © 2005 John Wiley & Sons, Ltd.     

Extrapolation algorithms for solving nonlinear boundary integral equations by mechanical quadrature methods

We study the numerical solution procedure for two-dimensional Laplace’s equation subjecting to non-linear boundary conditions. Based on the potential theory, the problem can be converted into a nonlinear boundary integral equations. Mechanical quadrature methods are presented for solving the equations, which possess high accuracy order O(h ³) and low computing complexities. Moreover, the algorithms of the mechanical quadrature methods are simple without any integration computation. Harnessing the asymptotical compact theory and Stepleman theorem, an asymptotic expansion of the errors with odd powers is shown. Based on the asymptotic expansion, the h ³ −Richardson extrapolation algorithms are used and the accuracy order is improved to O(h ⁵). The efficiency of the algorithms is illustrated by numerical examples.     

On a wave equation with supercritical interior and boundary sources and damping terms

This article addresses nonlinear wave equations with supercritical interior and boundary sources, and subject to interior and boundary damping. The presence of a nonlinear boundary source alone is known to pose a significant difficulty since the linear Neumann problem for the wave equation is not, in general, well‐posed in the finite‐energy space H¹(Ω) × L₂(?Ω) with boundary data in L₂ due to the failure of the uniform Lopatinskii condition. Further challenges stem from the fact that both sources are non‐dissipative and are not locally Lipschitz operators from H¹(Ω) into L₂(Ω), or L₂(?Ω). With some restrictions on the parameters in the model and with careful analysis involving the Nehari Manifold, we obtain global existence of a unique weak solution, and establish exponential and algebraic uniform decay rates of the finite energy (depending on the behavior of the dissipation terms). Moreover, we prove a blow up result for weak solutions with nonnegative initial energy.     

Approximation of the bifurcation function for elliptic boundary value problems

The bifurcation function for an elliptic boundary value problem is a vector field B(ω) on R ^d whose zeros are in a one‐to‐one correspondence with the solutions of the boundary value problem. Finite element approximations of the boundary value problem are shown to give rise to an approximate bifurcation function B^h(ω), which is also a vector field on R ^d. Estimates of the difference B(ω) − B^h(ω) are derived, and methods for computing B^h(ω) are discussed. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 194–213, 2000     

一个耦合系统自由边界问题的整体古典解

§ 1　ＩｎｔｒｏｄｕｃｔｉｏｎＩｎｔｈｉｓｐａｐｅｒｗｅｄｉｓｃｕｓｓｔｈｅｇｌｏｂａｌｃｌａｓｓｉｃａｌｓｏｌｕｔｉｏｎｏｆａｍｕｌｔｉｄｉｍｅｎｓｉｏｎａｌｑｕａｓｉｓｔａｔｉｏｎａｒｙｐｒｏｂｌｅｍ .Ｔｈｅｐｒｏｂｌｅｍｃｏｍｅｓｆｒｏｍｔｈｅｄｉｓｃｕｓｓｉｏｎｏｆａｇｒｏｗｔｈｍｏｄｅｌｏｆｓｅｌｆｍａｉｎｔａｉｎｉｎｇｐｒｏｔｏｃｅｌｌ(ｓｅｅ [1— 3])ｉｎｍｕｌｔｉｄｉｍｅｎｓｉｏｎａｌｃａｓｅ .Ｔｈｅｐｒｏｔｏｃｅｌｌｃａｎｂｅｖｉｓｕａｌｉｚｅｄａｓｈａｖｉｎｇａｐｏｒｏｕｓｓｔ…     

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.     

An effective direct solution method for certain boundary element equations in 3D

The boundary element method for the Dirichlet problem in a three-dimensional rotational domain leads to a system of linear equations with a full dense matrix having a special block structure. A direct solution method for such systems is presented, which requires O(N^3/2 ln N) arithmetical operations only, using a Fast Fourier Transformation (FFT), where N denotes the number of unknowns on the boundary surface.     

Matrix decomposition algorithms for elliptic boundary value problems: a survey

We provide an overview of matrix decomposition algorithms (MDAs) for the solution of systems of linear equations arising when various discretization techniques are applied in the numerical solution of certain separable elliptic boundary value problems in the unit square. An MDA is a direct method which reduces the algebraic problem to one of solving a set of independent one-dimensional problems which are generally banded, block tridiagonal, or almost block diagonal. Often, fast Fourier transforms (FFTs) can be employed in an MDA with a resulting computational cost of O(N ² logN) on an N × N uniform partition of the unit square. To formulate MDAs, we require knowledge of the eigenvalues and eigenvectors of matrices arising in corresponding two–point boundary value problems in one space dimension. In many important cases, these eigensystems are known explicitly, while in others, they must be computed. The first MDAs were formulated almost fifty years ago, for finite difference methods. Herein, we discuss more recent developments in the formulation and application of MDAs in spline collocation, finite element Galerkin and spectral methods, and the method of fundamental solutions. For ease of exposition, we focus primarily on the Dirichlet problem for Poisson’s equation in the unit square, sketch extensions to other boundary conditions and to more involved elliptic problems, including the biharmonic Dirichlet problem, and report extensions to three dimensional problems in a cube. MDAs have also been used extensively as preconditioners in iterative methods for solving linear systems arising from discretizations of non-separable boundary value problems.     

Variational principles for a class of boundary value problems

A variational formulation is developed for boundary value problems described by operator equations ( + ^*)h=w(h) in some region V, subject to b(h) = 0 on the boundary of V.     

New boundary element formulas for the biharmonic equation

We propose two new boundary integral equation formulas for the biharmonic equation with the Dirichlet boundary data that arises from plate bending problems in ℝ². Two boundary conditions, u and ∂u/∂n, usually yield a 2 × 2 non-symmetric matrix system of integral equations. Our new formulas yield scalar integral equations that can be handled more efficiently for theoretical and numerical purposes. In this paper we supply complete ellipticity and solvability analyses of our new formulas. Numerical experiments for simple Galerkin methods are also provided. This revised version was published online in June 2006 with corrections to the Cover Date.     

Radiation boundary conditions for wave-like equations

In the numerical computation of hyperbolic equations it is not practical to use infinite domains. Instead, one truncates the domain with an artificial boundary. In this study we construct a sequence of radiating boundary conditions for wave-like equations. We prove that as the artificial boundary is moved to infinity the solution approaches the solution of the infinite domain as O(r^?m?1/2) for the m-th boundary condition. Numerical experiments with problems in jet acoustics verify the practical nature and utility of the boundary conditions.     

On the two-dimensional initial boundary value problem for the Navier-Stokes equations with discontinuous boundary data

We consider the initial boundary value problem for the Navier-Stokes equations with boundary conditions . We assume that may have jump discontinuities at finitely many points ξ1;. . .,ξm of the boundary ϖΩ of a bounded domain Ω ⊂ ℝ². We prove that this problem has a unique generalized solution in a finite time interval or for small initial and boundary data. The solution is found in a class of vector fields with infinite energy integral. The case of a moving boundary is also considered. Bibliography: 11 titles. Dedicated to O. A. Ladyzhenskaya on the occasion of her 70^th birthday. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 197, pp. 159–178, 1992. Translated by E. V. Frolova.     

Regular boundary value problems for complete second order elliptic differential-operator equations in UMD Banach spaces

We consider coerciveness and Fredholmness of nonlocal boundary value problems for complete second order elliptic differential-operator equations in UMD Banach spaces. In some special cases, the main coefficients of the boundary conditions may be bounded operators and not only complex numbers. Then, we prove an isomorphism, in particular, maximal L _p -regularity, of the problem with a linear parameter in the equation. In both cases, the boundary conditions may also contain unbounded operators in perturbation terms. Finally, application to regular nonlocal boundary value problems for elliptic equations of the second order in non-smooth domains are presented. Equations and boundary conditions may contain differential-integral parts. The spaces of solvability are Sobolev type spaces W _p,q ^2,2. The first author is a member of G.N.A.M.P.A. and the paper fits the 60% research program of G.N.A.M.P.A.-I.N.D.A.M.; The third author was supported by the Israel Ministry of Absorption.     

On the integral equation method for the plane mixed boundary value problem of the Laplacian

Although the plane boundary value problem for the Laplacian with given Dirichlet data on one part Γ₂ and given Neumann data on the remaining part Γ₂ of the boundary is the simplest case of mixed boundary value problems, we present several applications in classical mathematical physics. Using Green's formula the problem is converted into a system of Fredholm integral equations for the yet unknown values of the solution u on Γ₂ and the also desired values of the normal derivatie on Γ₁. One of these equations has principal part of the second kind, whereas that one of the other is of the first kind. Since any improvement of constructive methods requires higher regularity of u but, on the other hand, grad u possesses singularities at the collision points Γ₁ ∩ Γ₂ even for C^∞ data, u is decomposed into special singular terms and a regular rest. This is incorporated into the integral equations and the modified system is solved in appropriate Sobolev spaces. The solution of the system requires to solve a Fredholm equation of the first kind on the arc Γ₂ providing an improvement of regularity for the smooth part of u. Since the integral equations form a strongly elliptic system of pseudodifferential operators, the Galerkin procedure converges. Using regular finite element functions on Γ₁ and Γ₂ augmented by the special singular functions we obtain optimal order of asymptotic convergence in the norm corresponding to the energy norm of u and also superconvergence as well as high orders in smoother norms if the given data are smooth (and not the solution).     

Finite element approximations to one‐phase nonlinear free boundary problem in groundwater contamination flow

In this article, we consider a single‐phase coupled nonlinear Stefan problem of the water‐head and concentration equations with nonlinear source and permeance terms and a Dirichlet boundary condition depending on the free‐boundary function. The problem is very important in subsurface contaminant transport and remediation, seawater intrusion and control, and many other applications. While a Landau type transformation is introduced to immobilize the free boundary, a transformation for the water‐head and concentration functions is defined to deal with the nonhomogeneous Dirichlet boundary condition, which depends on the free boundary function. An H¹‐finite element method for the problem is then proposed and analyzed. The existence of the approximation solution is established, and error estimates are obtained for both the semi‐discrete schemes and the fully discrete schemes. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006