On a grid-method solution of the Laplace equation in an infinite rectangular cylinder under periodic boundary conditions

We study the Dirichlet problem for the Laplace equation in an infinite rectangular cylinder. Under the assumption that the boundary values are continuous and bounded, we prove the existence and uniqueness of a solution to the Dirichlet problem in the class of bounded functions that are continuous on the closed infinite cylinder. Under an additional assumption that the boundary values are twice continuously differentiable on the faces of the infinite cylinder and are periodic in the direction of its edges, we establish that a periodic solution of the Dirichlet problem has continuous and bounded pure second-order derivatives on the closed infinite cylinder except its edges. We apply the grid method in order to find an approximate periodic solution of this Dirichlet problem. Under the same conditions providing a low smoothness of the exact solution, the convergence rate of the grid solution of the Dirichlet problem in the uniform metric is shown to be on the order of O(h ² ln h ⁻¹), where h is the step of a cubic grid.     

A two-stage difference method for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped

A novel two-stage difference method is proposed for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped. At the first stage, approximate values of the sum of the pure fourth derivatives of the desired solution are sought on a cubic grid. At the second stage, the system of difference equations approximating the Dirichlet problem is corrected by introducing the quantities determined at the first stage. The difference equations at the first and second stages are formulated using the simplest six-point averaging operator. Under the assumptions that the given boundary values are six times differentiable at the faces of the parallelepiped, those derivatives satisfy the Hölder condition, and the boundary values are continuous at the edges and their second derivatives satisfy a matching condition implied by the Laplace equation, it is proved that the difference solution to the Dirichlet problem converges uniformly as O(h ⁴lnh ^?1), where h is the mesh size.     

Boundary observability for the space-discretizations of the 1 — d wave equation

We consider the finite-difference and finite-element space discretization of the 1 — d wave equation with homogeneous Dirichlet boundary conditions in a bounded interval. We analyze the problem of estimating the total energy of solutions in terms of the energy concentrated on the boundary, uniformly as the net-spacing h → 0. We prove that there is no such a uniform bound due to spurious high frequencies. We prove however an uniform bound in suitable subspaces of solutions that eventually cover the whole energy space.     

Domain decomposition for a finite volume method on non-matching grids

We are interested in a robust and accurate domain decomposition method with Robin interface conditions on non-matching grids using a finite volume discretization. We introduce transmission operators on the non-matching grids and define new interface conditions of Robin type. Under a compatibility assumption, we show the equivalence between Robin interface conditions and Dirichlet–Neumann interface conditions and the well-posedness of the global and local problems. Two error estimates are given in terms of the discrete H¹-norm: one in O(h^1/2) with operators based on piecewise constant functions and the other in O(h) (as in the conforming case) with operators using a linear rebuilding. Numerical results are given. To cite this article: L. Saas et al., C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Degenerate homogeneous parabolic equations associated with the infinity-Laplacian

We prove existence and uniqueness of viscosity solutions to the degenerate parabolic problem ${u_t = \Delta_{\infty}^{h} u}$ , where ${\Delta_{\infty}^{h}}$ is the h-homogeneous operator associated with the infinity-Laplacian, ${\Delta_{\infty}^{h} u = |Du|^{h-3} \langle D^{2}uDu, Du \rangle}$ , and h > 1. We also derive the asymptotic behaviour of u for the problem posed in the whole space, and for the Dirichlet problem posed in a bounded domain with zero boundary conditions.     

On the use of high order difference methods for the system of one space second order nonlinear hyperbolic equations with variable coefficients

Implicit difference schemes of O(k⁴ + k²h² + h⁴), where k0, h 0 are grid sizes in time and space coordinates respectively, are developed for the efficient numerical integration of the system of one space second order nonlinear hyperbolic equations with variable coefficients subject to appropriate initial and Dirichlet boundary conditions. The proposed difference method for a scalar equation is applied for the wave equation in cylindrical and spherical symmetry. The numerical examples are given to illustrate the fourth order convergence of the methods.     

A highly accurate homogeneous scheme for solving the laplace equation on a rectangular parallelepiped with boundary values in C k, 1

In this paper, a homogeneous scheme with 26-point averaging operator for the solution of Dirichlet problem for Laplace??s equation on rectangular parallelepiped is analyzed. It is proved that the order of convergence is O(h ⁴), where h is the mesh step, when the boundary functions are from C ^{3, 1}, and the compatibility condition, which results from the Laplace equation, for the second order derivatives on the adjacent faces is satisfied on the edges. Futhermore, it is proved that the order of convergence is O(h ⁶(|lnh| + 1)), when the boundary functions are from C ^{5, 1}, and the compatibility condition for the fourth order derivatives is satisfied. These estimations can be used to justify different versions of domain decomposition methods.     

Boundary Value Problems for the Elliptic Sine-Gordon Equation in a Semi-strip

We study boundary value problems posed in a semistrip for the elliptic sine-Gordon equation, which is the paradigm of an elliptic integrable PDE in two variables. We use the method introduced by one of the authors, which provides a substantial generalization of the inverse scattering transform and can be used for the analysis of boundary as opposed to initial-value problems. We first express the solution in terms of a 2×2 matrix Riemann–Hilbert problem whose “jump matrix” depends on both the Dirichlet and the Neumann boundary values. For a well posed problem one of these boundary values is an unknown function. This unknown function is characterised in terms of the so-called global relation, but in general this characterisation is nonlinear. We then concentrate on the case that the prescribed boundary conditions are zero along the unbounded sides of a semistrip and constant along the bounded side. This corresponds to a case of the so-called linearisable boundary conditions, however, a major difficulty for this problem is the existence of non-integrable singularities of the function q _y at the two corners of the semistrip; these singularities are generated by the discontinuities of the boundary condition at these corners. Motivated by the recent solution of the analogous problem for the modified Helmholtz equation, we introduce an appropriate regularisation which overcomes this difficulty. Furthermore, by mapping the basic Riemann–Hilbert problem to an equivalent modified Riemann–Hilbert problem, we show that the solution can be expressed in terms of a 2×2 matrix Riemann–Hilbert problem whose “jump matrix” depends explicitly on the width of the semistrip L, on the constant value d of the solution along the bounded side, and on the residues at the given poles of a certain spectral function denoted by h(λ). The determination of the function h remains open.     

Quantum Ergodic Restriction Theorems. I: Interior Hypersurfaces in Domains with Ergodic Billiards

Quantum ergodic restriction (QER) is the problem of finding conditions on a hypersurface H so that restrictions \({\phi_j |_H}\) to H of Δ-eigenfunctions of Riemannian manifolds (M, g) with ergodic geodesic flow are quantum ergodic on H. We prove two kinds of results: First (i) for any smooth hypersurface H in a piecewise-analytic Euclidean domain, the Cauchy data \({(\phi_j|H,\partial_{\nu}^H \phi_j|H)}\) is quantum ergodic if the Dirichlet and Neumann data are weighted appropriately. Secondly, (ii) we give conditions on H so that the Dirichlet (or Neumann) data is individually quantum ergodic. The condition involves the almost nowhere equality of left and right Poincaré maps for H. The proof involves two further novel results: (iii) a local Weyl law for boundary traces of eigenfunctions, and (iv) an ‘almost-orthogonality’ result for Fourier integral operators whose canonical relations almost nowhere commute with the geodesic flow.     

On boundary value problems for the ϕ-Laplacian

For the φ-Laplacian, we consider a boundary value problem with functional boundary conditions. The Dirichlet problem is a special case of this problem.     

On the Dirichlet problem for the prescribed mean curvature equation over general domains

We study and solve the Dirichlet problem for graphs of prescribed mean curvature in Rn+1 over general domains Ω without requiring a mean convexity assumption. By using pieces of nodoids as barriers we first give sufficient conditions for the solvability in case of zero boundary values. Applying a result by Schulz and Williams we can then also solve the Dirichlet problem for boundary values satisfying a Lipschitz condition.     

Homogenization of an Elliptic System as the Cells of Periodicity are Refined in One Direction

We homogenize a second-order elliptic system with anisotropic fractal structure characteristic of many real objects: the cells of periodicity are refined in one direction. This problem is considered in the rectangle with Dirichlet conditions given on two sides and periodicity conditions on two other sides. An explicit formula for the homogenized operator is established, and an asymptotic estimate of the remainder is obtained. The accuracy of approximation depends on the exponent $\kappa$ ∈ (0, 1/2] of smoothness of the right-hand side with respect to slow variables (the Sobolev-Slobodetskii space) and is estimated by $O(h^\kappa )$ for $\kappa$ ∈ (0, 1/2) and by O(h ^1/2(1 + |log h|)) for $\kappa$ = 1/2.     

Boundary integral equations for mixed Dirichlet,Neumann and transmission problems

We consider a Helmholtz equation in a number of Lipschitz domains in n ≥ 2 dimensions, on the boundaries of which Dirichlet, Neumann and transmission conditions are imposed. For this problem an equivalent system of boundary integral equations is derived which directly yields the Cauchy data of the solutions. The operator of this system is proved to be injective and strongly elliptic, hence it is also bijective and the original problem has a unique solution. For two examples (a mixed Dirichlet and transmission problem and the transmission problem for four quadrants in the plane) the boundary integral operators and the treatment of the compatibility conditions are described.     

Numerical analysis of a Stokes interface problem based on formulation using the characteristic function

Numerical analysis of a model Stokes interface problem with the homogeneous Dirichlet boundary condition is considered. The interface condition is interpreted as an additional singular force field to the Stokes equations using the characteristic function. The finite element method is applied after introducing a regularization of the singular source term. Consequently, the error is divided into the regularization and discretization parts which are studied separately. As a result, error estimates of order h^1/2 in H¹ × L² norm for the velocity and pressure, and of order h in L² norm for the velocity are derived. Those theoretical results are also verified by numerical examples.     

Modeling junctions of plates and beams by means of self-adjoint extensions

On the basis of an asymptotic analysis of elliptic problems on thin domains and their junctions, a model of a mixed boundary value problem for a second-order scalar differential equation on the union of 3D thin beams and a plate is constructed. One end of each beam is attached to the plate, and on the other end, the Dirichlet conditions are imposed; on the remaining part of the joint boundary, the Neumann boundary conditions are set. An asymptotic expansion of the solution to such a problem has certain distinguishing features; namely, the expansion coefficients turn out to be rational functions of the large parameter |lnh| (where h ∈ (0, 1] is a small geometric parameter), and the solution to the limit problem in the longitudinal section of the plate has logarithmic singularities at the junction points with the beams. Thus, the classical settings of boundary value problems are inadequate to describe the asymptotics, and the technique of self-adjoint extensions and function spaces with separated asymptotics must be used.     

A Green’s function formulation of nonlocal finite-difference schemes for reaction-diffusion equations

Reaction-diffusion equations are commonly used in different science and engineering fields to describe spatial patterns arising from the interaction of chemical or biochemical reactions and diffusive transport mechanisms. The aim of this work is to show that a Green’s function formulation of reaction-diffusion PDEs is a suitable framework to derive FD schemes incorporating both O(h²) accuracy and nonlocal approximations in the whole domain (including boundary nodes). By doing so, the approach departs from a Green’s function formulation of the boundary-value problem to pose an approximation problem based on a domain decomposition. Within each subdomain, the corresponding integral equation is forced to have zero residual at given grid points. Different FD schemes are obtained depending on the numerical scheme used for computing the Green’s integral over each subdomain. Dirichlet and Neumann boundary conditions are considered, showing that the FD scheme based on the Green’s function formulation incorporates, in a natural way, the effects of boundary nodes in the discretization approximation.     

On the convergence of the Dirichlet grid problem with a singularity for a singularly perturbed convection–diffusion equation

The Dirichlet problem for a singulary perturbed convection–diffusion equation in a rectangle when a discontinuity at the flow exit the first derivative of the boundary condition gives rise to an inner layer for the solution. On piecewise-uniform Shishkin grids that condense near regular and characteristic layers, the solution obtained using the classical five-point difference scheme with a directed difference is shown to converge with respect to the small parameter to solve the original problem in the grid norm L _∞ ^h almost with the first order. This theoretical result is confirmed via numerical analysis.     

The hp‐version of the BEM with quasi‐uniform meshes for a three‐dimensional crack problem: The case of a smooth crack having smooth boundary curve

The article considers a three‐dimensional crack problem in linear elasticity with Dirichlet boundary conditions. The crack in this model problem is assumed to be a smooth open surface with smooth boundary curve. The hp‐version of the boundary element method with weakly singular operator is applied to approximate the unknown jump of the traction which is not L₂‐regular due to strong edge singularities. Assuming quasi‐uniform meshes and uniform distributions of polynomial degrees, we prove an a priori error estimate in the energy norm. The estimate gives an upper bound for the error in terms of the mesh size h and the polynomial degree p. It is optimal in h for any given data and quasi‐optimal in p for sufficiently smooth data. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Semilinear elliptic problems near resonance with a nonprincipal eigenvalue

We consider the Dirichlet problem for the equation −Δu=λu±f(x,u)+h(x) in a bounded domain, where f has a sublinear growth and h∈L². We find suitable conditions on f and h in order to have at least two solutions for λ near to an eigenvalue of −Δ. A typical example to which our results apply is when f(x,u) behaves at infinity like a(x)|u|^q−2u, with M>a(x)>δ>0, and 1<q<2.