The Behaviour of Elastic Fields and Boundary Integral Mellin Techniques Near Conical Points

For the computation of the local singular behaviour of an homogeneous anisotropic clastic field near the three-dimensional vertex subjected to displacement boundary conditions, one can use a boundary integral equation of the first kind whose unkown is the boundary stress. Mellin transformation yields a one - dimensional integral equation on the intersection curve 7 of the cone with the unit sphere. The Mellin transformed operator defines the singular exponents and Jordan chains, which provide via inverse Mellin transformation a local expansion of the solution near the vertex. Based on Kondratiev's technique which yields a holomorphic operator pencil of elliptic boundary value problems on the cross - sectional interior and exterior intersection of the unit sphere with the conical interior and exterior original cones, respectively, and using results by Maz'ya and Kozlov, it can be shown how the Jordan chains of the one-dimensional boundary integral equation are related to the corresponding Jordan chains of the operator pencil and their jumps across γ. This allows a new and detailed analysis of the asymptotic behaviour of the boundary integral equation solutions near the vertex of the cone. In particular, the integral equation method developed by Schmitz, Volk and Wendland for the special case of the elastic Dirichlet problem in isotropic homogeneous materials could be completed and generalized to the anisotropic case.     

The double layer potential operator over polyhedral domains i: solvability in weighted sobolev spaces

We consider the integral equation, (λ-K)u=f, where K is the double layer (harmonic) potential operator on the boundary of a bounded polyhedron in R³ and λ∣λ∣≥1 is a complex constant. We study the mapping properties of λ - K in weighted Sobolev spaces, applying Mellin transformation techniques directly to the integral equation.     

An augmented galerkin procedure for the boundary integral method applied to two-dimensional screen and crack problems

Here we present a new solution procedure for Helm-holtz and Laplacian Dirichlet screen and crack problems in IR² via boundary integral equations of the first kind having as an unknown the jump of the normal derivative across the screen or a crack curve T. Under the assumption of local finite energy we show the equivalence of the integral equations and the original boundary value problem. Via the method of local Mellin transform in [5]-[lo] and the calculus of pseudodifferential operators we derive existence, uniqueness and regularity results for the solution of our boundary integral equations together with its explicit behaviour near the screen or crack tips.With our integral equations we set up a Galerkin scheme on T and obtain high quasi-optimal convergence rates by using special singular elements besides regular splines as test and trial functions.     

Decomposition in regular and singular parts (in domains with corners) and stability under perturbation of the geometry

We analyze the Dirichlet problem for the Laplacian in a polygonal domain where boundary and angles depend on a parameter. We use the boundary integral equation, localization and Mellin transformation techniques to show that the solution has a decomposition in regular and singular parts which blow up at certain exceptional angles. We derive a modified decomposition which depends continuously on the angle.     

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.     

Axisymmetric Stokes' flow in a spherical shell revisited via the Fokas method. Part I: Irrotational flow

The axisymmetric irrotational Stokes' flow for a spherical shell is analysed by means of the recently developed Fokas method via the use of global relations. Alternative series and new integral representations concerning a system of concentric spheres, yielding, by a limiting procedure, the Dirichlet or Neumann problems for the interior and the exterior of a sphere, are presented. The boundary value problems considered can be classically solved using either the finite Gegenbauer transform or the Mellin transform. Application of the Gegenbauer transform yields a series representation which is uniformly convergent at the boundary, but not convenient for many applications. The Mellin transform, on the other hand, furnishes an integral representation which is not uniformly convergent at the boundary. Here, by algebraic manipulations of the global relation: (i) a Gegenbauer series representation is derived in a simpler manner, instead of solving ODEs and (ii) an alternative integral representation, different from the Mellin transform representation is derived which is uniformly convergent at the boundary. Copyright © 2011 John Wiley & Sons, Ltd.     

On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options

We extend a framework based on Mellin transforms and show how to modify the approach to value American call options on dividend-paying stocks. We present a new integral equation to determine the price of an American call option and its free boundary using modified Mellin transforms. We also show how to derive the pricing formula for perpetual American call options using the new framework. A result due to Kim (1990) [24] regarding the optimal exercise price at expiry is also recovered. Finally, we apply Gauss-Laguerre quadrature for the purpose of an efficient and accurate numerical valuation.     

Continuous Subsonic-Sonic Flows in a Convergent Nozzle

This paper concerns continuous subsonic-sonic potential flows in a two-dimensional convergent nozzle. It is shown that for a given nozzle which is a perturbation of a straight one, a given point on its wall where the curvature is zero, and a given inlet which is a perturbation of an arc centered at the vertex, there exists uniquely a continuous subsonic-sonic flow whose velocity vector is along the normal direction at the inlet and the sonic curve, which satisfies the slip conditions on the nozzle walls and whose sonic curve intersects the upper wall at the given point. Furthermore, the sonic curve of this flow is a free boundary, where the flow is singular in the sense that the speed is only C^1/2 Hölder continuous and the acceleration blows up. The perturbation problem is solved in the potential plane, where the flow is governed by a free boundary problem of a degenerate elliptic equation with two free boundaries and two nonlocal boundary conditions, and the equation is degenerate at one free boundary.     

Problem of an elastic half-plane with a crack emerging orthogonally at the boundary

The problem of the half-plane, in which a finite crack emerges orthogonally at the boundary, is studied. On the edges of the crack a self-balancing load is applied. A detailed investigation is carried out for an integral equation with respect to the unknown derivative of the displacement jump, to which the problem can be reduced. The exact solution of the integral equation is constructed with the aid of the Mellin transform and the Riemann boundary value problem for the halfplane. The asymptotic behavior of the solution at both ends of the crack is elucidated. First the asymptotic behavior of the solution at the point of emergence of the crack is obtained and the dependence of this asymptotic behavior on the type of the load is established. For a special form of the load one obtains a simple expression of the stress intensity coefficient. In the case of a general load, the asymptotic behavior is used for the construction of an effective approximate solution on the basis of the method of orthogonal polynomials. As a result, the problem reduces to an infinite algebraic system, solvable by the reduction method.Translated from Dinamicheskie Sistemy, No. 4, pp. 45–51, 1985.     

On the Global Relation and the Dirichlet‐to‐Neumann Correspondence

The recently developed Fokas method for solving two‐dimensional Boundary Value Problems (BVP) via the use of global relations is utilized to solve axisymmetric problems in three dimensions. In particular, novel integral representations for the interior and exterior Dirichlet and Neumann problems for the sphere are derived, which recover and improve the already known solutions of these problems. The BVPs considered in this paper can be classically solved using either the finite Legendre transform or the Mellin‐sine transform (which can be derived from the classical Mellin transform in a way similar to the way that the sine transform can be derived from the Fourier transform). The Legendre transform representation is uniformly convergent at the boundary, but it involves a series that is not useful for many applications. The Mellin‐sine transform involves of course an integral but it is not uniformly convergent at the boundary. In this paper: (a) The Legendre transform representation is rederived in a simpler approach using algebraic manipulations instead of solving ODEs. (b) An integral representation, different that the Mellin‐sine transform representation is derived which is uniformly convergent at the boundary. Furthermore, the derivation of the Fokas approach involves only algebraic manipulations, instead of solving an ordinary differential equation.     

The collocation method for mixed boundary value problems on domains with curved polygonal boundaries

Summary. We consider an indirect boundary integral equation formulation for the mixed Dirichlet-Neumann boundary value problem for the Laplace equation on a plane domain with a polygonal boundary. The resulting system of integral equations is solved by a collocation method which uses a mesh grading transformation and a cosine approximating space. The mesh grading transformation method yields fast convergence of the collocation solution by smoothing the singularities of the exact solution. A complete stability and solvability analysis of the transformed integral equations is given by use of a Mellin transform technique, in a setting in which each arc of the polygon has associated with it a periodic Sobolev space. Received April 15, 1995 / Revised version received April 10, 1996     

Log Fano varieties over function fields of curves

Consider a smooth log Fano variety over the function field of a curve. Suppose that the boundary has positive normal bundle. Choose an integral model over the curve. Then integral points are Zariski dense, after removing an explicit finite set of points on the base curve.     

A discrete collocation method for Symm's integral equation on curves with corners

This paper is devoted to the approximate solution of the classical first-kind boundary integral equation with logarithmic kernel (Symm's equation) on a closed polygonal boundary in ℝ². We propose a fully discrete method with a trial space of trigonometric polynomials, combined with a trapezoidal rule approximation of the integrals. Before discretization the equation is transformed using a nonlinear (mesh grading) parametrization of the boundary curve which has the effect of smoothing out the singularities at the corners and yields fast convergence of the approximate solutions. The convergence results are illustrated with some numerical examples.     

A direct approach to the mellin transform

The aim of this paper is to present an approach to the Mellin transform that is fully independent of Laplace or Fourier transform theory, in a systematic, unified form, containing the basic properties and major results under natural, minimal hypotheses upon the functions in questions. Cornerstones of the approach are two definitions of the transform, a local and global Mellin transform, the Mellin translation and convolution structure, in particular approximation-theoretical methods connected with the Mellin convolution singular integral enabling one to establish the Mellin inversion theory. Of special interest are the Mellin operators of differentiation and integration, more correctly of anti-differentiation, enabling one to establish the fundamental theorem of the differential and integral calculus in the Mellin frame. These two operators are different than those considered thus far and more general. They are of particular importance in solving differential and integral equations. As applications, the wave equation onℝ ₊ × ℝ₊ and the heat equation in a semi-infinite rod are considered in detail. The paper is written in part from an historical, survey-type perspective.     

含开边界二维Stokes问题的Galerkin边界元解法

本文推导了含有开边界的二维有限域上Stokes问题的边界积分方程, 得出基于单层位势的第一类间接边界积分方程.对与之等价的边界变分方程用Galerkin边界元求解以得出单层位势的向量密度. 对于含有开边界端点的边界单元,采用特别的插值函数, 以模拟其固有的奇异性.论文用若干数值算例模拟了含有开边界的有限区域上不可压缩粘性流体的绕流.       

Fractional differential equations solved by using Mellin transform

In this paper, the solution of the multi-order differential equations, by using Mellin transform, is proposed. It is shown that the problem related to the shift of the real part of the argument of the transformed function, arising when the Mellin integral operates on the fractional derivatives, may be overcame. Then, the solution may be found for any fractional differential equation involving multi-order fractional derivatives (or integrals). The solution is found in the Mellin domain, by solving a linear set of algebraic equations, whose inverse transform gives the solution of the fractional differential equation at hands.     

Analytical Behaviour of Solutions of Boundary Integral Equations for a Nonsmooth Region

The Dirichlet problem for Helmholtz's equation in a domain exterior to some bounded smooth boundary in two dimensionsmay be solved by means of a combined potential of the singleand double layers. In this paper, the problem arising from allowingcorner points on the boundary is investigated. The resultingnoncompact operator is effectively split into singular and compactparts. By using the Mellin transforms, the equation can be convertedinto some Cauchy-type singular integral equations. Consequently,the singular form of the solution is found in terms of r^ßat a corner with 0>ß>1. As a first step towarddeveloping new numerical methods for the problem, one typicalexample is presented to demonstrate the slow convergence ofexisting methods without any modifications. Then the mesh-gradingtechnique designed for singular equations is successfully implementedto restore the order of convergence.     

Solution of problems on the anti-plane deformation of elastic bodies with corner points by the method of integral equations

The problem of the antiplane deformation of an elastic cylinder with a multiconnected finite or infinite section, bounded by a system of closed curves that can have corner points, is examined. Forces or displacements are given on the whole boundary of the body. The problem is reduced to an integral equation whose kernel has strong stationary singularities at the corner points. Results of an investigation of the solvability of this equation and the smoothness of its solution are presented. A procedure for the numerical solution of the integral equation is described. A space with a prismatic hole of rectangular section or a rigid inclusion subjected to a uniform tangential force at infinity is considered as an example. The generalized stress intensity factors are calculated.     

Thermoelastic strain of a transversally isotropic cone

The exact solution to the problem of statical thermoelasticity for a transversally isotropic cone in the case where the characteristic equation has multiple roots, the surface of the cone is free of the action of external forces, and the temperature on the boundary can be represented in one variable by the Mellin integral and in a second variable, by a trigonometric series, is presented. Bibliography: 6 titles. Translated fromObchyslyuval’na ta Prykladna Matematyka, No. 76, 1992, pp. 23–32.     

Pseudodifferential Operators on Periodic Graphs

The main aim of the paper is Fredholm properties of a class of bounded linear operators acting on weighted Lebesgue spaces on an infinite metric graph Γ which is periodic with respect to the action of the group \mathbb Zⁿ{{\mathbb {Z}}^n} . The operators under consideration are distinguished by their local behavior: they act as (Fourier) pseudodifferential operators in the class OPS ⁰ on every open edge of the graph, and they can be represented as a matrix Mellin pseudodifferential operator on a neighborhood of every vertex of Γ. We apply these results to study the Fredholm property of a class of singular integral operators and of certain locally compact operators on graphs.