Convolution quadrature time-domain boundary element method for 2-D fluid-saturated porous media

For large-scale wave analyses of fluid-saturated porous media, a conventional time-domain boundary element method (BEM) cannot be applied because of the following reasons: (1) no time-domain fundamental solutions are known for some problems, (2) the method sometimes suffers from instability, and (3) the analyses require large amounts of computational time and memory. In this study, an innovative time-domain BEM is developed for a fluid-saturated porous medium. The formulation presented herein overcomes the above disadvantages using a convolution quadrature method (CQM), first proposed by Lubich, and hybrid-parallelization with both MPI and OpenMP. Problems involving the scattering of an incident plane wave by cavities in a 2-D poroelastic medium are solved as a means of validating the proposed method.     

Estimating quadrature errors for an efficient method for quasi-singular boundary integral

The numerical resolution of the boundary integral equations applied to the differential equations of Laplace, Helmholtz and Maxwell requires the handling of quasi-singular integrals with different order of singularity. The numerical approximation of the integral equations of different kinds is made by boundary finite elements. In this paper, we present a complete survey for estimating quadrature errors for the numerical techniques proposed by Huang and Cruse [Q. Huang, T.A. Cruse, Some notes on singular integral techniques in boundary element analysis, Int. J. Numer. Methods Eng. 36 (15) (1993) 2643-2659], to calculate the quasi-singular integrals. To validate the accuracy and efficiency of these techniques and approve our study some numerical examples are presented and discussed.     

Efficient long-time computations of time-domain boundary integrals for 2D and dissipative wave equation

Linear hyperbolic partial differential equations in a homogeneous medium, e.g., the wave equation describing the propagation and scattering of acoustic waves, can be reformulated as time-domain boundary integral equations. We propose an efficient implementation of a numerical discretization of such equations when the strong Huygens’ principle does not hold.For the numerical discretization, we make use of convolution quadrature in time and standard Galerkin boundary element method in space. The quadrature in time results in a discrete convolution of weights W_j with the boundary density evaluated at equally spaced time points. If the strong Huygens’ principle holds, W_j converge to 0 exponentially quickly for large enough j. If the strong Huygens’ principle does not hold, e.g., in even space dimensions or when some damping is present, the weights are never zero, thereby presenting a difficulty for efficient numerical computation.In this paper we prove that the kernels of the convolution weights approximate in a certain sense the time domain fundamental solution and that the same holds if both are differentiated in space. The tails of the fundamental solution being very smooth, this implies that the tails of the weights are smooth and can efficiently be interpolated. Further, we hint on the possibility to apply the fast and oblivious convolution quadrature algorithm of Schädle et al. to further reduce memory requirements for long-time computation. We discuss the efficient implementation of the whole numerical scheme and present numerical experiments.     

Numerical treatment of retarded boundary integral equations by sparse panel clustering

Stefan SauterInstitute for Mathematics, University of Zürich, Winterthurerstrasse 190, CH-8057 Zürich, Switzerland ^{We consider the wave equation in a boundary integral formulation.The discretization in time is done by using convolution quadraturetechniques and a Galerkin boundary element method for the spatialdiscretization. In a previous paper, we have introduced a sparseapproximation of the system matrix by cut-off, in order to reducethe storage costs. In this paper, we extend this approach byintroducing a panel clustering method to further reduce thesecosts.}     

Mechanical quadrature methods and their splitting extrapolations for boundary integral equations of first kind on open arcs

This paper presents the mechanical quadrature methods (MQMs) for solving boundary integral equations (BIEs) of the first kind on open arcs. The spectral condition number of MQMs is only O(h⁻¹), where h is the maximal mesh width. The errors of MQMs have multivariate asymptotic expansions, accompanied with for all mesh widths h_i. Hence, once discrete equations with coarse meshes are solved in parallel, the accuracy order of numerical approximations can be greatly improved by splitting extrapolation algorithms (SEAs). Moreover, a posteriori asymptotic error estimates are derived, which can be used to formulate self-adaptive algorithms. Numerical examples are also provided to support our algorithms and analysis. Furthermore, compared with the existing algorithms, such as Galerkin and collocation methods, the accuracy order of the MQMs is higher, and the discrete matrix entries are explicit, to prove that the MQMs in this paper are more promising and beneficial to practical applications.     

Modified boundary integral formulations for the Helmholtz equation

In this paper we describe some modified regularized boundary integral equations to solve the exterior boundary value problem for the Helmholtz equation with either Dirichlet or Neumann boundary conditions. We formulate combined boundary integral equations which are uniquely solvable for all wave numbers even for Lipschitz boundaries Γ=∂Ω. This approach extends and unifies existing regularized combined boundary integral formulations.     

A Petrov-Galerkin method with quadrature for elliptic boundary value problems

We propose and analyse a fully discrete Petrov–Galerkinmethod with quadrature, for solving second-order, variable coefficient,elliptic boundary value problems on rectangular domains. Inour scheme, the trial space consists of C² splines of degreer 3, the test space consists of C⁰ splines of degree r –2, and we use composite (r – 1)-point Gauss quadrature.We show existence and uniqueness of the approximate solutionand establish optimal order error bounds in H², H¹ and L² norms.     

A fast numerical method for a natural boundary integral equation for the Helmholtz equation

A Neumann boundary value problem of the Helmholtz equation in the exterior circular domain is reduced into an equivalent natural boundary integral equation. Using our trigonometric wavelets and the Galerkin method, the obtained stiffness matrix is symmetrical and circulant, which lead us to a fast numerical method based on fast Fourier transform. Furthermore, we do not need to compute the entries of the stiffness matrix. Especially, our method is also efficient when the wave number k in the Helmholtz equation is very large.     

A random integral quadrature method for numerical analysis of the second kind of Volterra integral equations

In this paper, a novel meshless technique termed the random integral quadrature (RIQ) method is developed for the numerical solution of the second kind of the Volterra integral equations. The RIQ method is based on the generalized integral quadrature (GIQ) technique, and associated with the Kriging interpolation function, such that it is regarded as an extension of the GIQ technique. In the GIQ method, the regular computational domain is required, in which the field nodes are scattered along straight lines. In the RIQ method however, the field nodes can be distributed either uniformly or randomly. This is achieved by discretizing the governing integral equation with the GIQ method over a set of virtual nodes that lies along straight lines, and then interpolating the function values at the virtual nodes over all the field nodes which are scattered either randomly or uniformly. In such a way, the governing integral equation is converted approximately into a system of linear algebraic equations, which can be easily solved.     

Boundary element method and wave equation

In this paper the boundary integral expression for a one-dimensional wave equation with homogeneous boundary conditions is developed. This is done using the time dependent fundamental solution of the corresponding hyperbolic partial differential equation. The integral expression developed is a generalized function with the same form as the well-known D'Alembert formula. The derivatives of the solution and some useful invariants on the characteristics of the partial differential equation are also calculated.The boundary element method is applied to find the numerical solution. The results show excellent agreement with analytical solutions.A multi-step procedure for large time steps which can be used in the boundary element method is also described.In addition, the way in which boundary conditions are introduced during the time dependent process is explained in detail. In the Appendix the main properties of Dirac's delta function and the Heaviside unit step function are described.     

Convolution quadrature time discretization of fractional diffusion-wave equations

We propose and study a numerical method for time discretization of linear and semilinear integro-partial differential equations that are intermediate between diffusion and wave equations, or are subdiffusive. The method uses convolution quadrature based on the second-order backward differentiation formula. Second-order error bounds of the time discretization and regularity estimates for the solution are shown in a unified way under weak assumptions on the data in a Banach space framework. Numerical experiments illustrate the theoretical results.

     

On the convergence of boundary element methods for initial-Neumann problems for the heat equation

In this paper we study boundary element methods for initial-Neumann problems for the heat equation. Error estimates for some fully discrete methods are established. Numerical examples are presented.

     

Moving boundary value problems for the wave equation

We study certain boundary value problems for the one-dimensional wave equation posed in a time-dependent domain. The approach we propose is based on a general transform method for solving boundary value problems for integrable nonlinear PDE in two variables, that has been applied extensively to the study of linear parabolic and elliptic equations. Here we analyse the wave equation as a simple illustrative example to discuss the particular features of this method in the context of linear hyperbolic PDEs, which have not been studied before in this framework.     

三维Helmholtz方程边值问题的新型边界积分-微分方程及其边界元解法

用双层位势表示的二维Neumann边值问题的边界归化方法,将原始问题归化为新型边界积分-微分方程,由此导出一种新的既能保持原始问题的自伴性,又具有可积弱奇性积分核的边界变分方程.本文将此法推广到三维Helmholtz方程Neumann边值问题,并给出最优能量模误差估计和内部最大模超收敛估计.     

A convergent boundary integral method for three-dimensional water waves

We design a boundary integral method for time-dependent, three-dimensional, doubly periodic water waves and prove that it converges with accuracy, without restriction on amplitude. The moving surface is represented by grid points which are transported according to a computed velocity. An integral equation arising from potential theory is solved for the normal velocity. A new method is developed for the integration of singular integrals, in which the Green's function is regularized and an efficient local correction to the trapezoidal rule is computed. The sums replacing the singular integrals are treated as discrete versions of pseudodifferential operators and are shown to have mapping properties like the exact operators. The scheme is designed so that the error is governed by evolution equations which mimic the structure of the original problem, and in this way stability can be assured. The wavelike character of the exact equations of motion depends on the positivity of the operator which assigns to a function on the surface the normal derivative of its harmonic extension; similarly, the stability of the scheme depends on maintaining this property for the discrete operator. With grid points, the scheme can be implemented with essentially operations per time step.

     

Sparse grids and hybrid methods for the chemical master equation

The direct numerical solution of the chemical master equation (CME) is usually impossible due to the high dimension of the computational domain. The standard method for solution of the equation is to generate realizations of the chemical system by the stochastic simulation algorithm (SSA) by Gillespie and then taking averages over the trajectories. Two alternatives are described here using sparse grids and a hybrid method. Sparse grids, implemented as a combination of aggregated grids are used to address the curse of dimensionality of the CME. The aggregated components are selected using an adaptive procedure. In the hybrid method, some of the chemical species are represented macroscopically while the remaining species are simulated with SSA. The convergence of variants of the method is investigated for a growing number of trajectories. Two signaling cascades in molecular biology are simulated with the methods and compared to SSA results. AMS subject classification (2000)  65C20, 60J25, 92C45     

An a posteriori error estimate for a first-kind integral equation

In this paper we present a new a posteriori error estimate for the boundary element method applied to an integral equation of the first kind. The estimate is local and sharp for quasi-uniform meshes and so improves earlier work of ours. The mesh-dependence of the constants is analyzed and shown to be weaker than expected from our previous work. Besides the Galerkin boundary element method, the collocation method and the qualocation method are considered. A numerical example is given involving an adaptive feedback algorithm.