Improved trial methods for a class of generalized Bernoulli problems

The aim of this article is to develop improved trial methods for the solution of a generalized exterior Bernoulli free boundary problem. At the free boundary, we prescribe the Neumann boundary condition and update the free boundary with the help of the remaining Dirichlet boundary condition. Appropriate update rules are obtained by expanding the state's Dirichlet data at the actual boundary via a Taylor expansion of first and second order. The resulting trial methods converge linearly for both cases, although the trial method based on the second order Taylor expansion is much more robust. Nevertheless, via results of shape sensitivity analysis, we are able to modify the update rules such that their convergence is improved. The feasibility of the proposed trial methods and their performance is demonstrated by numerical results.     

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.     

A preconditioning strategy for boundary element Galerkin methods

The Dirichlet and Neumann problems for the Laplacian are reformulated in the usual way as boundary integral equations of the first kind with symmetric kernels. These integral equations are solved using Galerkin's method with piecewise-constant and piecewise-linear boundary elements, respectively. In both cases, the stiffness matrix is symmetric and positive-definite, and has a condition number of order N, the number of degrees of freedom. By contrast, the condition number of the product of the two stiffness matrices is bounded independently of N. Hence, we can use the Neumann stiffness matrix to precondition the Dirichlet stiffness matrix, and vice versa. © 1997 John Wiley & Sons, Inc.     

Mixed and hybrid formulations for the three‐dimensional magnetostatic problem

We propose mixed and hybrid formulations for the three‐dimensional magnetostatic problem. Such formulations are obtained by coupling finite element method inside the magnetic materials with a boundary element method. We present a formulation where the magnetic field is the state variable and the boundary approach uses a scalar Dirichlet‐Neumann map to describe the exterior domain. Also, we propose a second formulation where the magnetic induction is the state variable and a vectorial Dirichlet‐Neumann map is used to describe the outer field. Numerical discretizations with “edge” and “face” elements are proposed, and for each discrete problem we study an “inf‐sup” condition. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 85–104, 2002     

A conformal mapping algorithm for the Bernoulli free boundary value problem

We propose a new numerical method for the solution of the Bernoulli free boundary value problem for harmonic functions in a doubly connected domain D in where an unknown free boundary Γ₀ is determined by prescribed Cauchy data on Γ₀ in addition to a Dirichlet condition on the known boundary Γ₁. Our main idea is to involve the conformal mapping method as proposed and analyzed by Akduman, Haddar, and Kress for the solution of a related inverse boundary value problem. For this, we interpret the free boundary Γ₀ as the unknown boundary in the inverse problem to construct Γ₀ from the Dirichlet condition on Γ₀ and Cauchy data on the known boundary Γ₁. Our method for the Bernoulli problem iterates on the missing normal derivative on Γ₁ by alternating between the application of the conformal mapping method for the inverse problem and solving a mixed Dirichlet–Neumann boundary value problem in D. We present the mathematical foundations of our algorithm and prove a convergence result. Some numerical examples will serve as proof of concept of our approach. Copyright © 2015 John Wiley & Sons, Ltd.     

Hydrostatic Stokes equations with non-smooth data for mixed boundary conditions

The main subject of this work is to study the concept of very weak solution for the hydrostatic Stokes system with mixed boundary conditions (non-smooth Neumann conditions on the rigid surface and homogeneous Dirichlet conditions elsewhere on the boundary). In the Stokes framework, this concept has been studied by Conca [Rev. Mat. Apl. 10 (1989)] imposing non-smooth Dirichlet boundary conditions.In this paper, we introduce the dual problem that turns out to be a hydrostatic Stokes system with non-free divergence condition. First, we obtain strong regularity for this dual problem (which can be viewed as a generalisation of the regularity results for the hydrostatic Stokes system with free divergence condition obtained by Ziane [Appl. Anal. 58 (1995)]). Afterwards, we prove existence and uniqueness of very weak solution for the (primal) problem.As a consequence of this result, the existence of strong solution for the non-stationary hydrostatic Navier-Stokes equations is proved, weakening the hypothesis over the time derivative of the wind stress tensor imposed by Guillén-González, Masmoudi and Rodríguez-Bellido [Differential Integral Equations 50 (2001)].     

A convolution quadrature Galerkin boundary element method for the exterior Neumann problem of the wave equation

The numerical solution of the Neumann problem of the wave equation on unbounded three‐dimensional domains is calculated using the convolution quadrature method for the time discretization and a Galerkin boundary element method for the spatial discretization. The mathematical analysis that has been built up for the Dirichlet problem is extended and developed for the Neumann problem, which is important for many modelling applications. Numerical examples are then presented for one of these applications, modelling transient acoustic radiation. Copyright © 2009 John Wiley & Sons, Ltd.     

Detecting inclusions with a generalized impedance condition from electrostatic data via sampling

In this paper, we derive a sampling method to solve the inverse shape problem of recovering an inclusion with a generalized impedance condition from electrostatic Cauchy data. The generalized impedance condition is a second order differential operator applied to the boundary of the inclusion. We assume that the Dirichlet‐to‐Neumann mapping is given from measuring the current on the outer boundary from an imposed voltage. A simple numerical example is given to show the effectiveness of the proposed inversion method for recovering the inclusion. We also consider the inverse impedance problem of determining the impedance parameters for a known material from the Dirichlet‐to‐Neumann mapping assuming the inclusion has been reconstructed where uniqueness for the reconstruction of the coefficients is proven.     

Reconstruction of inclusions for the inverse boundary value problem with mixed type boundary condition

We consider an inverse boundary value problem for identifying the inclusion inside a known anisotropic conductive medium. We give a reconstruction procedure for identifying the inclusion from the Dirichlet–Neumann map or the Neumann–Dirichlet map associated with the mixed type boundary condition.     

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     

An initial boundary value problem for a pseudoparabolic equation with a nonlinear boundary condition

An initial boundary value problem for a quasilinear equation of pseudoparabolic type with a nonlinear boundary condition of the Neumann–Dirichlet type is investigated in this work. From a physical point of view, the initial boundary value problem considered here is a mathematical model of quasistationary processes in semiconductors and magnets, which takes into account a wide variety of physical factors. Many approximate methods are suitable for finding eigenvalues and eigenfunctions in problems where the boundary conditions are linear with respect to the desired function and its derivatives. Among these methods, the Galerkin method leads to the simplest calculations. On the basis of a priori estimates, we prove a local existence theorem and uniqueness for a weak generalized solution of the initial boundary value problem for the quasilinear pseudoparabolic equation. A special place in the theory of nonlinear equations is occupied by the study of unbounded solutions, or, as they are called in another way, blow-up regimes. Nonlinear evolutionary problems admitting unbounded solutions are globally unsolvable. In the article, sufficient conditions for the blow-up of a solution in a finite time in a limited area with a nonlinear Neumann–Dirichlet boundary condition are obtained.     

Analytic solution of an exterior Neumann problem in a non‐convex domain

A new method, based on the Kelvin transformation and the Fokas integral method, is employed for solving analytically a potential problem in a non‐convex unbounded domain of ?², assuming the Neumann boundary condition. Taking advantage of the property of the Kelvin transformation to preserve harmonicity, we apply it to the present problem. In this way, the exterior potential problem is transformed to an equivalent one in the interior domain which is the Kelvin image of the original exterior one. An integral representation of the solution of the interior problem is obtained by employing the Kelvin inversion in ?² for the Neumann data and the ‘Neumann to Dirichlet’ map for the Dirichlet data. Applying next the ‘reverse’ Kelvin transformation, we finally obtain an integral representation of the solution of the original exterior Neumann problem. Copyright © 2010 John Wiley & Sons, Ltd.     

On the combination of some semi‐discretization methods and boundary integral equations for the numerical solution of initial boundary value problems

We consider initial boundary value problems for the homogeneous differential equation of hyperbolic or parabolic type in the unbounded two‐ or three‐dimensional spatial domain with the homogeneous initial conditions and with Dirichlet or Neumann boundary condition. The numerical solution is realized in two steps. At first using the Laguerre transformation or Rothe's method with respect to the time variable the non‐stationary problem is reduced to the sequence of boundary value problems for the non‐homogeneous Helmholtz equation. Further we construct the special integral representation for solutions and obtain the sequence of boundary integral equations (without volume integrals). For the full‐discretization of integral equations we propose some projection methods.     

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     

The Green Function for Elliptic Systems in Two Dimensions

We construct the fundamental solution or Green function for a divergence form elliptic system in two dimensions with bounded and measurable coefficients. Our main goal is construct the Green function for the operator with mixed boundary conditions in a Lipschitz domain. Thus we specify Dirichlet data on part of the boundary and Neumann data on the remainder of the boundary. We require a corkscrew or non-tangential accessibility condition on the set where we specify Dirichlet boundary conditions. Our proof proceeds by defining a variant of the space BMO(Ω) that is adapted to the boundary conditions and showing that the solution exists in this space. We also give a construction of the Green function with Neumann boundary conditions and the fundamental solution in the plane.     

A non‐linear and non‐local boundary condition for a diffusion equation in petroleum engineering

This article deals with a boundary value problem for Laplace equation with a non‐linear and non‐local boundary condition. This problem comes from petroleum engineering and is used to obtain an estimation of well productivity. The non‐linear and non‐local boundary condition is written on the well boundary. On the outer reservoir boundaries, we have both Dirichlet and Neumann conditions. In this paper, we prove the existence and uniqueness of a solution to this problem. The existence is proved by Schauder theorem and the uniqueness is obtained under more restricted conditions, when the involved operator is a contraction. Copyright © 2005 John Wiley & Sons, Ltd.     

Infinite domain potential problems by a new formulation of singular boundary method

This study proposes a new formulation of singular boundary method (SBM) and documents the first attempt to apply this new method to infinite domain potential problems. The essential issue in the SBM-based methods is to evaluate the origin intensity factor. This paper derives a new regularization technique to evaluate the origin intensity factor on the Neumann boundary condition without the need of sample solution and nodes as in the traditional SBM. We also modify the inverse interpolation technique in the traditional SBM to get rid of the perplexing sample nodes in the calculation of the origin intensity factor on the Dirichlet boundary condition. It is noted that this new SBM retains all merits of the traditional SBM being truly meshless, free of integration, mathematically simple, and easy-to-program without the requirement of a fictitious boundary as in the method of fundamental solutions (MFS). We examine the new SBM by the four benchmark infinite domain problems to verify its applicability, stability, and accuracy.     

Bifurcation analysis of amathematical model for the growth of solid tumors in the presence of external inhibitors

We study bifurcations from radial solution of a free boundary problem modeling the dormant state of nonnecrotic solid tumors in the presence of external inhibitors. This problem consists in three linear elliptic equations with two Dirichlet and one Neumann boundary conditions and a fourth boundary condition coupling surface tension effects on free boundary. In this paper, surface tension coefficient γ plays the role of bifurcation parameter. We prove that in certain situations there exists a positive null point sequence for γ where bifurcation occurs from radial solution, while in the other situations, either bifurcation occurs at only finite many points of γ or even it does not occur for any γ > 0. Copyright © 2014 John Wiley & Sons, Ltd.     

An adapted Galerkin method for the resolution of Dirichlet and Neumann problems in a polygonal domain

The Neumann problem for Laplace's equation in a polygonal domain is associated with the exterior Dirichlet problem obtained by requiring the continuity of the potential through the boundary. Then the solution is the simple layer potential of the charge q on the boundary. q is the solution of a Fredholm integral equation of the second kind that we solve by the Galerkin method. The charge q has a singular part due to the corners, so the optimal order of convergence is not reached with a uniform mesh. We restore this optimal order by grading the mesh adequately near the corners. The interior Dirichlet problem is solved analogously, by expressing the solution as a double layer potential.     

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.