Alternating Direction Implicit Orthogonal Spline Collocation on Non-Rectangular Regions

The alternating direction implicit (ADI) method is a highly efficient technique for solving multi-dimensional time dependent initial-boundary value problems on rectangles. When the ADI technique is coupled with orthogonal spline collocation (OSC) for discretization in space, we not only obtain the global solution efficiently, but the discretization error with respect to space variables can be of an arbitrarily high order. In [2], we used a Crank Nicolson ADI OSC method for solving general nonlinear parabolic problems with Robin's boundary conditions on rectangular polygons and demonstrated numerically the accuracy in various norms. A natural question that arises is: Does this method have an extension to non-rectangular regions? In this paper, we present a simple idea of how the ADI OSC technique can be extended to some such regions. Our approach depends on the transfer of Dirichlet boundary conditions in the solution of a two-point boundary value problem (TPBVP). We illustrate our idea for the solution of the heat equation on the unit disc using piecewise Hermite cubics.     

Iterative Method for Solving a Problem with Mixed Boundary Conditions for Biharmonic Equation

The solution of boundary value problems (BVP) for fourth order differential equations by their reduction to BVP for second order equations, with the aim to use the available efficient algorithms for the latter ones, attracts attention from many researchers. In this paper, using the technique developed by the authors in recent works we construct iterative method for a problem with complicated mixed boundary conditions for biharmonic equation which is originated from nanofluidic physics. The convergence rate of the method is proved and some numerical experiments are performed for testing its dependence on a parameter appearing in boundary conditions and on the position of the point where a transmission of boundary conditions occurs.     

A Modified Helmholtz Equation with Impedance Boundary Conditions

Here considered is the problem of transient electromagnetic scattering from overfilled cavities embedded in an impedance ground plane. An artificial boundary condition is introduced on a semicircle enclosing the cavity that couples the fields from the infinite exterior domain to those fields inside. A Green's function solution is obtained for the exterior domain, while the interior problem is solved using finite element method. Well-posedness of the associated variational formulation is achieved and convergence and stability of the numerical scheme are confirmed. Numerical experiments show the accuracy and robustness of the method.     

Discrete Maximum Principle for Poisson Equation with Mixed Boundary Conditions Solved by $hp$-FEM

We present a proof of the discrete maximum principle (DMP) for the 1D Poisson equation $−u''=f$ equipped with mixed Dirichlet-Neumann boundary conditions. The problem is discretized using finite elements of arbitrary lengths and polynomial degrees ($hp$-FEM). We show that the DMP holds on all meshes with no limitations to the sizes and polynomial degrees of the elements.     

The Collocation Method and the Splitting Extrapolation for the First Kind of Boundary Integral Equations on Polygonal Regions

In this paper, the collocation methods are used to solve the boundary integral equations of the first kind on the polygon. By means of Sidi's periodic transformation and domain decomposition, the errors are proved to possess the multi-parameter asymptotic expansion at the interior point with the powers $h_{i}^{3}(i=1,...,d)$, which means that the approximations of higher accuracy and a posteriori estimation of the errors can be obtained by splitting extrapolations. Numerical experiments are carried out to show that the methods are very efficient.     

Scaling Limits of Solutions of the Heat Equation for Singular Non-Gaussian Data

Limiting distributions of the parabolically rescaled solutions of the heat equation with singular non-Gaussian initial data with long-range dependence are described in terms of their multiple stochastic integral representations.     

Two-Level Defect-Correction Method for Steady Navier-Stokes Problem with Friction Boundary Conditions

In this paper, we present two-level defect-correction finite element method for steady Navier-Stokes equations at high Reynolds number with the friction boundary conditions, which results in a variational inequality problem of the second kind. Based on Taylor-Hood element, we solve a variational inequality problem of Navier-Stokes type on the coarse mesh and solve a variational inequality problem of Navier-Stokes type corresponding to Newton linearization on the fine mesh. The error estimates for the velocity in the $H^1$ norm and the pressure in the $L^2$ norm are derived. Finally, the numerical results are provided to confirm our theoretical analysis.