A domain decomposition method for linear exterior boundary value problems

In this paper, we present a domain decomposition method, based on the general theory of Steklov-Poincaré operators, for a class of linear exterior boundary value problems arising in potential theory and heat conductivity. We first use a Dirichlet-to-Neumann mapping, derived from boundary integral equation methods, to transform the exterior problem into an equivalent mixed boundary value problem on a bounded domain. This domain is decomposed into a finite number of annular subregions, and the Dirichlet data on the interfaces is introduced as the unknown of the associated Steklov-Poincaré problem. This problem is solved with the Richardson method by introducing a Dirichlet-Robin-type preconditioner, which yields an iteration-by-subdomains algorithm well suited for parallel computations. The corresponding analysis for the finite element approximations and some numerical experiments are also provided.     

B-spline solution of non-linear singular boundary value problems arising in physiology

We use B-spline functions to develop a numerical method for computing approximations to the solution of non-linear singular boundary value problems associated with physiology science. The original differential equation is modified at singular point then the boundary value problem is treated by using B-spline approximation. The numerical method is tested for its efficiency by considering three model problems from physiology.     

Approximate solutions and error estimates for a Stokes boundary value problem

The aim of this paper is the numerical treatment of a boundary value problem for the system of Stokes’ equations. For this we extend the method of approximate approximations to boundary value problems. This method was introduced by Maz’ya (DFG-Kolloquium des DFG-Forschungsschwerpunktes Randelementmethoden, 1991) and has been used until now for the approximation of smooth functions defined on the whole space and for the approximation of volume potentials. In the present paper we develop an approximation procedure for the solution of the interior Dirichlet problem for the system of Stokes’ equations in two dimensions. The procedure is based on potential theoretical considerations in connection with a boundary integral equations method and consists of three approximation steps as follows. In a first step the unknown source density in the potential representation of the solution is replaced by approximate approximations. In a second step the decay behavior of the generating functions is used to gain a suitable approximation for the potential kernel, and in a third step Nyström’s method leads to a linear algebraic system for the approximate source density. For every step a convergence analysis is established and corresponding error estimates are given.     

Discrete Galerkin method for Fredholm integro-differential equations with weakly singular kernels

Approximations to a solution and its derivatives of a boundary value problem of an nth order linear Fredholm integro-differential equation with weakly singular or other nonsmooth kernels are determined. These approximations are piecewise polynomial functions on special graded grids. For their finding a discrete Galerkin method and an integral equation reformulation of the boundary value problem are used. Optimal global convergence estimates are derived and an improvement of the convergence rate of the method for a special choice of parameters is obtained. To illustrate the theoretical results a collection of numerical results of a test problem is presented.     

An approximation method using approximate approximations

The aim of this article is to extend the method of approximate approximations to boundary value problems. This method was introduced by V. Maz'ya in 1991 and has been used until now for the approximation of smooth functions defined on the whole space and for the approximation of volume potentials. In the present article we develop an approximation procedure for the solution of the interior Dirichlet problem for the Laplace equation in two dimensions using approximate approximations. The procedure is based on potential theoretical considerations in connection with a boundary integral equations method and consists of three approximation steps as follows. In the first step, the unknown source density in the potential representation of the solution is replaced by approximate approximations. In the second, the decay behavior of the generating functions is used to gain a suitable approximation for the potential kernel, and in the third, Nyström's method leads to a linear algebraic system for the approximate source density. For every step a convergence analysis is established and corresponding error estimates are given.     

拟线性椭圆型问题有限元近似解的迭代加速分析

一、问题的提出 我们考察二阶拟线性椭圆型第一边值问题: -?(α(x,u)?u)=f(x,u),在Ω内, u(x)=0,在?Ω上,其中Ω是R~n(n=2,3)中有界开区域,?Ω是Ω的光滑边界。若u(x),α(x,u(x))和f(x,u(x))有足够正规性,则问题(1)的等价弱形式方程是:对于u∈H_0~1(Ω), (α(x,u)?u,?v)=(f(x,u),v),?v∈H_0~1(Ω)。 (2)这里假设α(x,u)在Ω×R中为正的且有界,内积     

Asymptotic Radiation Conditions for Reduced Wave Equation

In this note the exact non-local radiation condition and its local approximations at finite artificial boundary for the exterior boundary value problem of the reduced wave equation in 2 and 3 dimensions are discussed. Based on the asymptotic expansion of Hankel functions for large arguments, an approach for the construction of local approximations is suggested and gives expression of the normal derivative at spherical artificial boundary in terms of linear combination of Laplace-Beltrami operator and its iterates, i.e. tangential derivatives of even order exclusively. The resulting formalism is compatible with the usual variational principle and the finite element methodology and thus seems to be convenient in practical implementation.     

Functional approach to a posteriori error estimation for elliptic optimal control problems with distributed control

A new approach to the a posteriori analysis of distributed optimal control problems is presented. The approach is based on functional type a posteriori estimates that provide computable and guaranteed bounds of errors for any conforming approximations of a boundary value problem. Computable two-sided a posteriori estimates for the cost functional and estimates for approximations of the state and control functions are derived. Numerical results illustrate the efficiency of the approach. Bibliography: 35 titles. __________ Translated from Problemy Matematicheskogo Analiza, No. 35, 2007, pp. 3–14     

A Boundary Value Problem for an Overdetermined Steady System in Two-Velocity Hydrodynamics

In this paper, a two-velocity steady hydrodynamic system with a single pressure and inhomogeneous divergent and boundary conditions for two velocities is investigated. This system is overdetermined. By changing the sought-for functions, the problem is reduced to a homogeneous one. The resulting system is solved by consecutively solving two boundary value problems: a Stokes problem for one velocity and the pressure and an overdetermined system for the other velocity. Generalized statements of these problems and their discrete approximations using a finite element method are presented. A new regularization method is used to solve the overdetermined problem.     

Application of Neumann-Ulam scheme to solving the first boundary value problem for a parabolic equation

Statistical estimates of the solutions of boundary value problems for parabolic equations with constant coefficients are constructed on paths of random walks. The phase space of these walks is a region in which the problem is solved or the boundary of the region. The simulation of the walks employs the explicit form of the fundamental solution; therefore, these algorithms cannot be directly applied to equations with variable coefficients. In the present work, unbiased and low-bias estimates of the solution of the boundary value problem for the heat equation with a variable coefficient multiplying the unknown function are constructed on the paths of a Markov chain of random walk on balloids. For studying the properties of the Markov chains and properties of the statistical estimates, the author extends von Neumann-Ulam scheme, known in the theory of Monte Carlo methods, to equations with a substochastic kernel. The algorithm is based on a new integral representation of the solution to the boundary value problem.     

Mixed Elastico-Plasticity Problems with Partially Unknown Boundaries

In this paper,we study mixed elastico-plasticity problems in which part of the boundary is known,while the other part of the boundary is unknown and is a free boundary.Under certain conditions,this problemcan be transformed into a Riemann-Hilbert boundary value problem for analytic functions and a mixed boundaryvalue problem for complex equations.Using the theory of generalized analytic functions,the solvability of theproblem is discussed.     

Laguerre collocation solutions to boundary layer type problems

In this paper a Laguerre collocation type method based on usual Laguerre functions is designed in order to solve high order nonlinear boundary value problems as well as eigenvalue problems, on semi-infinite domain. The method is first applied to Falkner–Skan boundary value problem. The solution along with its first two derivatives are computed inside the boundary layer on a fine grid which cluster towards the fixed boundary. Then the method is used to solve a generalized eigenvalue problem which arise in the study of the stability of the Ekman boundary layer. The method provides reliable numerical approximations, is robust and easy implementable. It introduces the boundary condition at infinity without any truncation of the domain. A particular attention is payed to the treatment of boundary conditions at origin. The dependence of the set of solutions to Falkner–Skan problem on the parameter embedded in the system is reproduced correctly. For Ekman eigenvalue problem, the critical Reynolds number which assure the linear stability is computed and compared with existing results. The leftmost part of the spectrum is validated using QZ as well as some Jacobi–Davidson type methods.     

Boundary value problems for two types of degenerate elliptic systems in <Emphasis Type="Italic">R</Emphasis><Superscript>4</Superscript>

Firstly, the Riemann boundary value problem for a kind of degenerate elliptic system of the first order equations in R ⁴ is proposed. Then, with the help of the one-to-one correspondence between the theory of Clifford valued generalized regular functions and that of the degenerate elliptic system’s solution, the boundary value problem as stated above is transformed into a boundary value problem related to the generalized regular functions in Clifford analysis. Moreover, the solution of the Riemann boundary value problem for the degenerate elliptic system is explicitly described by using a kind of singular integral operator. Finally, the conditions for the existence of solutions of the oblique derivative problem for another kind of degenerate elliptic system of the first order equations in R ⁴ are derived.     

Classical solution of a one-dimensional parabolic boundary value problem with nonlinear boundary conditions and moving boundary

We consider a nonlinear parabolic boundary value problem of the Stefan type with one space variable, which generalizes the model of hydride formation under constant conditions. We suggest a grid method for constructing approximations to the unknown boundary and to the concentration distribution. We prove the uniform convergence of the interpolation approximations to a classical solution of the boundary value problem. (The boundary is smooth, and the concentration distribution has the necessary derivatives.) Thus, we prove the theorem on the existence of a solution, and the proof is given in constructive form: the suggested convergent grid method can be used for numerical experiments.     

Mixed Boundary Value Problem of Plate Bending

The bending problem of thin plates is presented through biharmonic equations expressed in terms of plate deflections. The theory of analytical functions is used to transform the problem to the Hilbert boundary value problem. The stress and deformation state of the plate is descibed by analitical functions which satisfy mixed boundary conditions. A circular plate with corresponded boundary conditions is treated.     

Corrected Collocation Approximations for the Harmonic Dirichlet Problem

Collocation approximations with harmonic basis functions tothe solution of the harmonic Dirichlet problem are investigated.The choice of collocation points for a best local approximationis discussed, and a result is given in terms of the abscissaeof some best quadrature formulae. A global near-best approximationis obtained by adding a correction term to the collocation approximation,utilizing basic properties of the Green's function. Numericalexamples are given, demonstrating the great improvement achieved.The same correction term can also improve on least-squares approximationsand Galerkin approximations, and the results can easily be adaptedto deal with mixed harmonic boundary value problems.     

Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.     

Boundary value problems for two types of degenerate elliptic systems in R~4

Firstly, the Riemann boundary value problem for a kind of degenerate elliptic system of the first order equations in R~4 is proposed. Then, with the help of the one-to-one correspondence between the theory of Clifford valued generalized regular functions and that of the degenerate elliptic system's solution, the boundary value problem as stated above is transformed into a boundary value problem related to the generalized regular functions in Clifford analysis. Moreover, the solution of the Riemann boundary value problem for the degenerate elliptic system is explicitly described by using a kind of singular integral operator. Finally, the conditions for the existence of solutions of the oblique derivative problem for another kind of degenerate elliptic system of the first order equations in R~4 are derived.     

A class of random variational inequalities and simple random unilateral boundary value problems - existence,discretization, finite element approximation

The paper deals with a class of random variational inequalities and simple random elliptic boundary value problems with unilateral conditions. Here randomness enters in the coefficient of the elliptic operator and in the right hand side of the p.d.e. In addition to existence and uniqueness results a theory of combined probabilistic deterministic discretization is developped that includes nonconforming approxima¬tion of unilateral constraints. Without any regularity assumptions on the solution, norm convergence of the full approximation process is established. The theory is applied to a Helmholtz like elliptic equation with Signorini boundary conditions as a simple model problem, where Galerkin discretization is realized by finite element approximation     

Integro-differential equations for the characteristic functional that are generated by a system of random integral equations

We consider a boundary value problem for a special system of integro-differential equations with variational derivatives. We establish the relationship between this problem and a system of integral equations with a power-law nonlinearity whose kernels and right-hand sides are random functions. We study the solvability of the boundary value problem. Special cases and examples are considered.