An <Emphasis Type="BoldItalic">O</Emphasis>(<Emphasis Type="BoldItalic">h</Emphasis><Superscript><Emphasis Type="Bold">6</Emphasis></Superscript>) numerical solution of general nonlinear fifth-order two point boundary value problems

A sixth-order numerical scheme is developed for general nonlinear fifth-order two point boundary-value problems. The standard sextic spline for the solution of fifth order two point boundary-value problems gives only O(h ²) accuracy and leads to non-optimal approximations. In order to derive higher orders of accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. O(h ⁶) global error estimates obtained for these problems. The convergence properties of the method is studied. This scheme has been applied to the system of nonlinear fifth order two-point boundary value problem too. Numerical results are given to illustrate the efficiency of the proposed method computationally. Results from the numerical experiments, verify the theoretical behavior of the orders of convergence.     

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

On the use of splines for the numerical solution of nonlinear two-point boundary value problems

Cubic splines on splines and quintic spline interpolations are used to approximate the derivative terms in a highly accurate scheme for the numerical solution of two-point boundary value problems. The storage requirement is essentially the same as for the usual trapezoidal rule but the local accuracy is improved fromO(h ³) to eitherO(h ⁶) orO(h ⁷), whereh is the net size. The use of splines leads to solutions that reflect the smoothness of the slopes of the differential equations.     

An approach combining the Ritz-Galerkin and finite difference methods

The nonconforming combination of Ritz-Galerkin and finite difference methods is presented for solving elliptic boundary value problems with singularities. The Ritz-Galerkin method is used in the subdomains including singularities, the finite difference method is used in the rest of the solution domain. Moreover, on the common boundary of two regions where two different methods are used, the continuity conditions are constrained only on the nodes of difference grids. Theoretical analysis and numerical experiments have shown that average errors of numerical solutions and their generalized derivatives can reach the convergence rate O(h^2-δ), where h is the mesh spacing of uniform difference grids, and δ is an arbitrarily small, positive number. This convergence rate is better than O(h), obtained by the nonconforming combination of the Ritz-Galerkin and finite element methods.     

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.     

Exponential spline solutions for a class of two point boundary value problems over a semi-infinite range

In this paper, we developed numerical methods of order O(h ²) and O(h ⁴) based on exponential spline function for the numerical solution of class of two point boundary value problems over a Semi-infinite range. The present approach gives better approximations over all the existing finite difference methods. Properties of the infinite linear system are established. Convergence analysis and a bound on the approximate solution are discussed. Test problem with various kinds of boundary conditions is included to illustrate the practical usefulness and superiority of our methods.     

A highly accurate numerical solution of a biharmonic equation

The coefficients for a nine–point high–order accuracy discretization scheme for a biharmonic equation ∇ ⁴u = f(x, y) (∇² is the two–dimensional Laplacian operator) are derived. The biharmonic problem is defined on a rectangular domain with two types of boundary conditions: (1) u and ∂²u/∂n² or (2) u and ∂u/part;n (where ∂/part;n is the normal to the boundary derivative) are specified at the boundary. For both considered cases, the truncation error for the suggested scheme is of the sixth-order O(h⁶) on a square mesh (h_x = h_y = h) and of the fourth-order O(h⁴_xh²_xh²_y h⁴_y) on an unequally spaced mesh. The biharmonic equation describes the deflection of loaded plates. The advantage of the suggested scheme is demonstrated for solving problems of the deflection of rectangular plates for cases of different boundary conditions: (1) a simply supported plate and (2) a plate with built-in edges. In order to demonstrate the high–order accuracy of the method, the numerical results are compared with exact solutions. © John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 375–391, 1997     

Solving the equation −uxx − ϵuyy = f(x,y, u) by an O(h4) finite difference method

The semi‐linear equation −u_xx − ϵu_yy = f(x, y, u) with Dirichlet boundary conditions is solved by an O(h⁴) finite difference method, which has local truncation error O(h²) at the mesh points neighboring the boundary and O(h⁴) at most interior mesh points. It is proved that the finite difference method is O(h⁴) uniformly convergent as h → 0. The method is considered in the form of a system of algebraic equations with a nine diagonal sparse matrix. The system of algebraic equations is solved by an implicit iterative method combined with Gauss elimination. A Mathematica module is designed for the purpose of testing and using the method. To illustrate the method, the equation of twisting a springy rod is solved. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 395–407, 2000     

Fourth-order finite difference scheme for a system of quasilinear elliptic equations

The system of two quasilinear elliptic equations is approximated by the method of lines, which has the truncation error O(h²) at points neighboring the boundary and O(h⁴) at the most interior points. It is proved that the global error of the method is O(h⁴) at all mesh points. The two-point boundary value problem for the system of ordinary differential equations that arises from the method of lines is solved by the O(h⁴) convergent finite difference scheme, suitable to the equations of the form u_xx = f(x, u) without the first derivative u_x. The system of algebraic equations obtained by the full discretization is solved by Gauss elimination method for three diagonal matrices combined with the method of iterations. A numerical example is presented.     

Correction of finite element eigenvalues for problems with natural or periodic boundary conditions

Recent results of Andrew and Paine for a regular Sturm-Liouville problem with essential boundary conditions are extended to problems with natural or periodic boundary conditions. These results show that a simple asymptotic correction technique of Paine, de Hoog and Anderssen reduces the error in the estimate of thekth eigenvalue obtained by the finite element method, with linear hat functions and mesh lengthh, fromO(k ⁴ h ²) toO(kh ²). Numerical results show the correction to be useful even for low values ofk.     

Asymptotics of solutions to the spectral elasticity problem for a spatial body with a thin coupler

We construct asymptotics for the eigenvalues and vector eigenfunctions of the elasticity problem for an anisotropic body with a thin coupler (of diameter h) attached to its surface. In the spectrum we select two series of eigenvalues with stable asymptotics. The first series is formed by eigenvalues O(h ²) corresponding to the transverse oscillations of the rod with rigidly fixed ends, while the second is generated by the longitudinal oscillations and twisting of the rod, as well as eigenoscillations of the body without the coupler. We check the convergence theorem for the first series and derive the error estimates for both series.     

E-stable methods for exponentially decreasing solutions of second order initial value problems

In this paperE-stable methods ofO(h ⁴),O(h ⁸) andO(h ¹²) are derived for the direct numerical integration of initial value problems of second order differential equations with exponentially decreasing solutions. Numerical results are presented for both linear and nonlinear problems.     

Locking-free nonconforming finite elements for three-dimensional elasticity problem

Two locking-free nonconforming finite elements are presented for three-dimensional elasticity problem with pure displacement boundary condition. Convergence rate of the elements are uniformly optimal with respect to λ. The energy norm and L² norm errors are O(h²) and O(h³), respectively. Lastly, a numerical experiment is carried out, which coincides with the theoretical analysis.     

Variational principles for a class of boundary value problems

A variational formulation is developed for boundary value problems described by operator equations ( + ^*)h=w(h) in some region V, subject to b(h) = 0 on the boundary of V.     

Semiclassical Resolvent Estimates for Schrödinger Operators with Coulomb Singularities

Consider the Schr?dinger operator with semiclassical parameter h, in the limit where h goes to zero. When the involved long-range potential is smooth, it is well known that the boundary values of the operator’s resolvent at a positive energy λ are bounded by O(h ⁻¹) if and only if the associated Hamilton flow is non-trapping at energy λ. In the present paper, we extend this result to the case where the potential may possess Coulomb singularities. Since the Hamilton flow then is not complete in general, our analysis requires the use of an appropriate regularization. Submitted: March 19, 2007. Accepted: March 3, 2008.     

Clifford algebra valued boundary integral equations for three-dimensional elasticity

Applications of Clifford analysis to three-dimensional elasticity are addressed in the present paper. The governing equation for the displacement field is formulated in terms of the Dirac operator and Clifford algebra valued functions so that a general solution is obtained analytically in terms of one monogenic function and one multiple-component spatial harmonic function together with its derivative. In order to solve numerically the three-dimensional problems of elasticity for an arbitrary domain with complicated boundary conditions, Clifford algebra valued boundary integral equations (BIEs) for multiple-component spatial harmonic functions at an observation point, either inside the domain, on the boundary, or outside the domain, are constructed. Both smooth and non-smooth boundaries are considered in the construction. Moreover, the singularities of the integrals are evaluated exactly so that in the end singularity-free BIEs for the observation point on the boundary taking values on Clifford numbers can be obtained. A Clifford algebra valued boundary element method (BEM) based on the singularity-free BIEs is then developed for solving three-dimensional problems of elasticity. The accuracy of the Clifford algebra valued BEM is demonstrated numerically.     

A locking-free nonconforming triangular element for planar elasticity with pure traction boundary condition

A new nonconforming triangular element for the equations of planar linear elasticity with pure traction boundary conditions is considered. By virtue of construction of the element, the discrete version of Korn’s second inequality is directly proved to be valid. Convergence rate of the finite element methods is uniformly optimal with respect to λ. Error estimates in the energy norm and L²-norm are O(h²) and O(h³), respectively.     

Defect correction and Galerkin's method for second-order boundary value problems

The defect correction technique, based on the Galerkin finite element method, is analyzed as a procedure to obtain highly accurate numerical solutions to second-order elliptic boundary value problems. The basic solutions, defined over a rectangular region Ω, are computed using continuous piecewise bilinear polynomials on rectangles. These solutions are O(h²) accurate globally in the second-order discrete Sobolev norm. Corrections to these basic solutions are obtained using higher-order piecewise polynomials (Lagrange polynomials or splines) to form defects. An O(h²) improvement is gained on the first correction. The lack of regularity of the discrete problems (beyond the second-order Sobolev norm) makes it impossible to retain this order of improvement, but for problems satisfying certain periodicity conditions, straightforward arbitrary accuracy is obtained, since these problems possess high-order regularity. © 1992 John Wiley & Sons, Inc.     

The hp-Version of the Boundary Element Method in ℝ3 The Basic Approximation Results

This paper deals with the basic approximation properties of the h–p version of the boundary element method (BEM) in ℝ³. We extend the results on the exponential convergence of the h–p version of the boundary element method on geometric meshes from problems in polygonal domains to problems in polyhedral domains. In 2D elliptic boundary value problems the solutions have only corner singularities whereas in 3D problems they contain additional edge and corner-edge singularities. The solutions of the corresponding boundary integral equations inherit those singularities. The detailed investigations in our analysis take care of the various types of those singularities. While edge singularities can be analysed using standard one-dimensional approximation results the corner-edge singularities demand a new analysis. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

B-spline collocation for solution of two-point boundary value problems

A numerical method based on B-spline is developed to solve the general nonlinear two-point boundary value problems up to order 6. The standard formulation of sextic spline for the solution of boundary value problems leads to non-optimal approximations. In order to derive higher orders of accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. The error analysis and convergence properties of the method are studied via Green’s function approach. O(h⁶) global error estimates are obtained for numerical solution of these classes of problems. Numerical results are given to illustrate the efficiency of the proposed method. Results of numerical experiments verify the theoretical behavior of the orders of convergence.