On the limiting behaviour of solutions to boundary integral equations associated with time harmonic wave equations for small frequencies

The treatment of boundary value problems for Helmholtz equation and for the time harmonic Maxwell's equations by boundary integral equations leads to integral equations of the second kind which are uniquely solvable for small positive frequencies λ. However, the integral equations obtained in the limiting case λ = 0 which are related to boundary value problems of potential theory in general are not uniquely solvable since the corresponding boundary value problems are not. By first considering in a general setting of a Banach space X the limiting behaviour of solutions ?_λ to the equation ?_λ – K λ ? λ = fλ as λ → 0 where {K_λ: X → X, λ ∈ (0,α)}, α > 0, denotes a family of compact linear operators such that I - K_λ (I identity) is bijective for λ∈(0,α) whilst I - K₀ is not and ‖ K_λ – K₀‖ →, 0, ‖f_λ – f0‖ → 0, λ → 0, and then applying the results to the boundary integral operators, the limiting behaviour of the integral equations is considered. Thus, the results obtained by Mac Camey for the Helmholtz equation are extended to the case of non-connected boundaries and Werner's results on the integral equations for the Maxwell's equations are extended to the case of multiply connected boundaries.     

Local existence and uniqueness theorems for a free boundary problem

Free boundary problems are considered, where the tangential and normal components u_t and u_n of an otherwise unknown plane harmonic vector field are prescribed along the unknown boundary curve as a function of the coordinates x, y and the tangent angle θ. The vector field is required to exist either in the interior region G⁺ or in the exterior G^?. In each case the free boundary is characterized by a nonlinear integral equation. A linearised version of this equation is a one-dimensional singular integral equation. Under rather general hypotheses which are easy to check, the properties of the linear equation are described by Noether's theorems. The regularity of the solution is studied and the effect of the nonlinear terms is estimated. A variant of the Nash-Moser implicit-function theorem can be applied. This yields local existence and uniqueness theorems for the free boundary problem in Hölder-classes H^2+μ. The boundary curve depends continuously on the defining data. Finally some examples are given, where the linearised equation can be completely discussed.     

The Impedance Boundary Value Problem for the Helmholtz Equation in a Half-Plane

We prove unique existence of solution for the impedance (or third) boundary value problem for the Helmholtz equation in a half-plane with arbitrary L_∞ boundary data. This problem is of interest as a model of outdoor sound propagation over inhomogeneous flat terrain and as a model of rough surface scattering. To formulate the problem and prove uniqueness of solution we introduce a novel radiation condition, a generalization of that used in plane wave scattering by one-dimensional diffraction gratings. To prove existence of solution and a limiting absorption principle we first reformulate the problem as an equivalent second kind boundary integral equation to which we apply a form of Fredholm alternative, utilizing recent results on the solvability of integral equations on the real line in [5]. © 1997 B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Boundary integral equations for the Helmholtz equation: The third boundary value problem

In this paper we study the application of boundary integral equation methods for the solution of the third, or Robin, boundary value problem for the exterior Helmholtz equation. In contrast to earlier work, the boundary value problem is interpreted here in a weak sense which allows data to be specified in L_∞ (?D), ?D being the boundary of the exterior domain which we assume to be Lyapunov of index 1. For this exterior boundary value problem, we employ Green's theorem to derive a pair of boundary integral equations which have a unique simultaneous solution. We then show that this solution yields a solution of the original exterior boundary value problem.     

On the spline collocation method for the single layer equation related to time-fractional diffusion

The boundary element spline collocation method is studied for the time-fractional diffusion equation in a bounded two-dimensional domain. We represent the solution as the single layer potential which leads to a Volterra integral equation of the first kind. We discretize the boundary integral equation with the spline collocation method on uniform meshes both in spatial and time variables. In the stability analysis we utilize the Fourier analysis technique developed for anisotropic pseudodifferential equations. We prove that the collocation solution is quasi-optimal under some stability condition for the mesh parameters. We have to assume that the mesh parameter in time satisfies (h_t=c h^\frac2a)(h_t=c h^{\frac{2}{\alpha}}), where (h) is the spatial mesh parameter.     

Superapproximation and Commutator Properties of Discrete Orthogonal Projections for Continuous Splines

This paper builds upon the L_p-stability results for discrete orthogonal projections on the spaces S_h of continuous splines of order r obtained by R. D. Grigorieff and I. H. Sloan in (1998, Bull. Austral. Math. Soc.58, 307–332). Properties of such projections were proved with a minimum of assumptions on the mesh and on the quadrature rule defining the discrete inner product. The present results, which include superapproximation and commutator properties, are similar to those derived by I. H. Sloan and W. Wendland (1999, J. Approx. Theory97, 254–281) for smoothest splines on uniform meshes. They are expected to have applications (as in I. H. Sloan and W. Wendland, Numer. Math. (1999, 83, 497–533)) to qualocation methods for non-constant-coefficient boundary integral equations, as well as to the wide range of other numerical methods in which quadrature is used to evaluate L₂-inner products. As a first application, we consider the most basic variable-coefficient boundary integral equation, in which the constant-coefficient operator is the identity. The results are also extended to the case of periodic boundary conditions, in order to allow appplication to boundary integral equations on closed curves.     

An integral equation arising in a convective heat (mass) transfer problem through a boundary layer

A problem of Lighthill and Levich, where convective heat (mass) transfer occurs through a boundary layer, is considered. This gives rise to a certain integral equation. The unique L₂ solution of a generalized version of this integral equation is obtained providing the solution, in closed form, of the original problem.     

A free boundary problem for three-dimensional harmonic vector fields

We study in this paper a free boundary value problem ( FB ), where a region G_o in R ³ is determined by the condition that there exists a vector field v_o in G_o which satisfies div v_o = e_o, curl v_o = g_o in G_o and v_o = E on the boundary ?G_o with a given scalar function e_o and given vector fields g_o and E. We give two equivalent formulations for this problem. Then we characterize the solutions by a non-linear integral equation. In order to solve the latter by a Newton method we linearize this equation. We investigate the ensuing linear integral equation. In case of axisymmetric configurations this is a singular integral equation whose index can be easily determined from the given data. We obtain a related equation, if we try to construct a field v in a region G which is on the boundary perpendicular to a given field B . Finally we use this method to investigate an astrophysical problem, which arises in the theory of pulsar magnetospheres.     

Ein gemischtes randwertproblem der kreiszylinderschale mit beliebigen ausschnitten

The problem of stress determination in the area of cut-outs in circular cylindrical shells at given loads is of great interest in industrial practice. This work deals with a mixed boundary value problem of a differential equation derived according to the theory of shallow shells. On part C_t1 of the boundary, the displacements are given, whereas the stresses are specified on the remaining part C_t2. Starting from the Betti-Maxwell principle and with the aid of the fundamental solutions for unit loads and unit displacements, integral representations can be derived for the displacement functions as well as the stress functions. The problem is then transformed into an equivalent system of Fredholm integral equations of the first kind with logarithmic kernels as the main part. As the integral equations together with the auxiliary conditions form a strongly elliptical system of pseudo-differential operators, the Galerkin method converges. Assuming that curves C_t1 and C_t1 do not have points of intersection and that the data are sufficiently regular, the required functions are approximated by cubic splines and, for simplicity's sake, the integral equation system is solved by approximation with a collocation method. In view of the complicated terms of the kernel functions, the kernels are split into a regular and a singular part, the regular part being in turn replaced by cubic splines. The remaining integrations are done numerically by means of Gaussian quadrature formulae. The applicability of the method is demonstrated with the example of a cylinder under internal pressure.     

The Heat Equation in the Interior of an Equilateral Triangle

We present the solution of the classical problem of the heat equation formulated in the interior of an equilateral triangle with Dirichlet boundary conditions. This solution is expressed as an integral in the complex Fourier space, i.e., the complex k₁ and k₂ planes, involving appropriate integral transforms of the Dirichlet boundary conditions. By choosing Dirichlet data so that their integral transforms can be computed explicitly, we show that the solution is expressed in terms of an integral whose integrand decays exponentially as . Hence, it is possible to evaluate this integral numerically in an efficient and straightforward manner. Other types of boundary value problems, including the Neumman and Robin problems, can be solved similarly.     

A finite element method for the solution of a potential theory integral equation

This paper discusses a finite element approximation for an integral equation of the second kind deduced from a potential theory boundary value problem in two variables. The equation is shown to admit a unique solution, to be variational and coercive in the Hilbert space of functions σ ε H^1/2(Γ), f_rd γ = 0. The Galerkin method with finite elements as trial functions is shown to lead to an optimal rate of convergence.     

The convergence and stability analysis of the Jacobi collocation method for solving nonlinear fractional differential equations with integral boundary conditions

In this paper, we apply the Jacobi collocation method for solving nonlinear fractional differential equations with integral boundary conditions. Due to existence of integral boundary conditions, after reformulation of this equation in the integral form, the method is proposed for solving the obtained integral equation. Also, the convergence and stability analysis of the proposed method are studied in two main theorems. Furthermore, the optimum degree of convergence in the L₂ norm is obtained for this method. Furthermore, some numerical examples are presented in order to illustrate the performance of the presented method. Finally, an application of the model in control theory is introduced. Copyright © 2015 John Wiley & Sons, Ltd.     

On the Solution of the Stokes Equation on Regions with Corners

The detailed behavior of solutions to Stokes equations on regions with corners has been historically difficult to characterize. The solutions to Stokes equations on regions with corners are known to develop singularities in the vicinity of corners; in particular, the solutions are known to have infinite oscillations along almost every ray that meet at the corner. While the nature of singularities for the differential equation have been analyzed in great detail, very little is known about the nature of singularities for the corresponding integral equations. In this paper, we observe that, when the Stokes equation is formulated as a boundary integral equation, the solutions are representable by rapidly convergent series of the form , where t is the distance from the corner and the parameters μ_j, β_j are real, and are determined via an explicit formula depending on the angle at the corner. In addition to being analytically perspicuous, these representations lend themselves to the construction of highly accurate and efficient numerical discretizations, significantly reducing the number of degrees of freedom required for the solution of the corresponding integral equations. The results are illustrated by several numerical examples. © 2020 Wiley Periodicals LLC     

Homogenization of a boundary-value problem with a nonlinear boundary condition in a thick junction of type 3:2:1

We consider a boundary-value problem for the Poisson equation in a thick junction Ω_ε, which is the union of a domain Ω₀ and a large number of ε-periodically situated thin curvilinear cylinders. The following nonlinear Robin boundary condition ∂_νu_ε + εκ(u_ε)=0 is given on the lateral surfaces of the thin cylinders. The asymptotic analysis of this problem is performed as ε → 0, i.e. when the number of the thin cylinders infinitely increases and their thickness tends to zero. We prove the convergence theorem and show that the nonlinear Robin boundary condition is transformed (as ε → 0) in the blow-up term of the corresponding ordinary differential equation in the region that is filled up by the thin cylinders in the limit passage. The convergence of the energy integral is proved as well. Using the method of matched asymptotic expansions, the approximation for the solution is constructed and the corresponding asymptotic error estimate in the Sobolev space H¹(Ω_ε) is proved. Copyright © 2007 John Wiley & Sons, Ltd.     

On a nonlocal generalization of the biharmonic Dirichlet problem

We consider a mixed problem with the Dirichlet boundary conditions and integral conditions for the biharmonic equation. We prove the existence and uniqueness of a generalized solution in the weighted Sobolev space W ₂². We show that the problem can be viewed as a generalization of the Dirichlet problem.     

Sommerfeld Half-plane Problems with Higher Order Boundary Conditions

Sommerfeld-type diffraction problems for a half-plane with arbitrary n-th order generalized impedance boundary conditions arc examined in a Sobolev space setting. The corresponding boundary-transmission problems for the two dimensional Helmholtz equation are shown to be well-posed in a family of Sobolev spaces with finite energy norms, through a reduction to equivalent systems of boundary integral equations of Wiener-Hopf type in [L₂⁺ (IR)]². Formulas for the solutions as well as the so-called edge conditions arc obtained for any n, by explicit canonical generalized factorization of the presymbols of the associated Wiener-Hopf operators.     

On the Neumann problem for the Helmholtz equation in a plane angle

We prove that the solution of the Neumann problem for the Helmholtz equation in a plane angle Ω with boundary conditions from the space H_−1/2(Γ), where Γ is the boundary of Ω, which is provided by the well‐known Sommerfeld integral, belongs to the Sobolev space H₁(Ω) and depends continuously on the boundary values. To this end, we use another representation of the solution given by the inverse two‐dimensional Fourier transform of an analytic function depending on the Cauchy data of the solution. Copyright © 2000 John Wiley & Sons, Ltd.     

Application of Rothe’s Method to a Parabolic Inverse Problem with Nonlocal Boundary Condition

We consider an inverse problem for the determination of a purely time-dependent source in a semilinear parabolic equation with a nonlocal boundary condition. An approximation scheme for the solution together with the well-posedness of the problem with the initial value u₀ ∈ H¹(Ω) is presented by means of the Rothe time-discretization method. Further approximation scheme via Rothe’s method is constructed for the problem when u₀ ∈ L²(Ω) and the integral kernel in the nonlocal boundary condition is symmetric.

     

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).     

A Generalized Analytic Operator-Valued Function Space Integral and a Related Integral Equation

We introduce a generalized Wiener measure associated with a Gaussian Markov process and define a generalized analytic operator-valued function space integral as a bounded linear operator from L _p into L _p^\prime (1<p ≤ 2) by the analytic continuation of the generalized Wiener integral. We prove the existence of the integral for certain functionals which involve some Borel measures. Also we show that the generalized analytic operator-valued function space integral satisfies an integral equation related to the generalized Schr?dinger equation. The resulting theorems extend the theory of operator-valued function space integrals substantially and previous theorems about these integrals are generalized by our results.