A numerical study of parabolic problems with nonlinear boundary conditions

In this paper, we consider an initial‐boundary value problem for a parabolic equation with nonlinear boundary conditions. The solution to the problem can be expressed as a convolution integral of a Green's function and two unknown functions. We change the problem to a system of two nonlinear Volterra integral equations of convolution type. By using an explicit procedure on the basis of Sinc‐function properties, the resulting integral equations are replaced by a system of nonlinear algebraic equations, whose solution yields an accurate approximate solution to the parabolic problem. Some examples are considered to illustrate the ability of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd.     

A boundary integral equation for the transmission eigenvalue problem for Maxwell equation

We propose a new integral equation formulation to characterize and compute transmission eigenvalues in electromagnetic scattering. As opposed to the approach that was recently developed by Cakoni, Haddar and Meng (2015) which relies on a two‐by‐two system of boundary integral equations, our analysis is based on only one integral equation in terms of the electric‐to‐magnetic boundary trace operator that results in a simplification of the theory and in a considerable reduction of computational costs. We establish Fredholm properties of the integral operators and their analytic dependence on the wave number. Further, we use the numerical algorithm for analytic nonlinear eigenvalue problems that was recently proposed by Beyn (2012) for the numerical computation of the transmission eigenvalues via this new integral equation.     

The dual reciprocity boundary integral equation technique to solve a class of the linear and nonlinear fractional partial differential equations

In this paper, we apply the boundary integral equation technique and the dual reciprocity boundary elements method (DRBEM) for the numerical solution of linear and nonlinear time‐fractional partial differential equations (TFPDEs). The main aim of the present paper is to examine the applicability and efficiency of DRBEM for solving TFPDEs. We employ the time‐stepping scheme to approximate the time derivative, and the method of linear radial basis functions is also used in the DRBEM technique. This method is improved by using a predictor–corrector scheme to overcome the nonlinearity that appears in the nonlinear problems under consideration. To confirm the accuracy of the new approach, several examples are presented. The convergence of the DRBEM is studied numerically by comparing the exact solutions of the problems under investigation. Copyright © 2015 John Wiley & Sons, Ltd.     

具有积分边界条件的常微分方程边值问题的数值解

讨论了一类具有积分边界条件的二阶常微分方程非局部边值问题的数值解.对非局部积分边界条件采用了离散的多点边值问题进行逼近,通过常系数情况下解的局部性质,建立了这类边值问题的指数型差分格式,并且给出了格式的误差分析,证明了格式是一致收敛的.     

左端固定右端被滑动夹子夹住的非线性弹性梁方程的一个存在定理

通过运用积分方程并考察非线性项的“高度”对一类含有各阶导数的四阶两点边值问题建立了一个解的存在定理.在力学上,这类问题描述了一个左端固定右端被滑动夹子夹住的非线性弹性的形态.     

New method based on the HPM and RKHSM for solving forced Duffing equations with integral boundary conditions

This paper investigates the forced Duffing equation with integral boundary conditions. Its approximate solution is developed by combining the homotopy perturbation method (HPM) and the reproducing kernel Hilbert space method (RKHSM). HPM is based on the use of the traditional perturbation method and the homotopy technique. The HPM can reduce nonlinear problems to some linear problems and generate a rapid convergent series solution in most cases. RKHSM is also an analytical technique, which can solve powerfully linear boundary value problems. Therefore, the forced Duffing equation with integral boundary conditions can be solved using advantages of these two methods. Two numerical examples are presented to illustrate the strength of the method.     

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.     

Solution of nonlinear weakly singular Volterra integral equations using the fractional‐order Legendre functions and pseudospectral method

In this article, our main goal is to render an idea to convert a nonlinear weakly singular Volterra integral equation to a non‐singular one by new fractional‐order Legendre functions. The fractional‐order Legendre functions are generated by change of variable on well‐known shifted Legendre polynomials. We consider a general form of singular Volterra integral equation of the second kind. Then the fractional Legendre–Gauss–Lobatto quadratures formula eliminates the singularity of the kernel of the integral equation. Finally, the Legendre pseudospectral method reduces the solution of this problem to the solution of a system of algebraic equations. This method also can be utilized on fractional differential equations as well. The comparison of results of the presented method and other numerical solutions shows the efficiency and accuracy of this method. Also, the obtained maximum error between the results and exact solutions shows that using the present method leads to accurate results and fast convergence for solving nonlinear weakly singular Volterra integral equations. Copyright © 2015 John Wiley & Sons, Ltd.     

On efficient numerical methods for an initial-boundary value problem with nonlocal boundary conditions

Many physical phenomena are modeled by nonclassical hyperbolic boundary value problems with nonlocal boundary conditions. In this paper, the problem of solving the one-dimensional wave equation subject to given initial and non-local boundary conditions is considered. These non-local conditions arise mainly when the data on the boundary cannot be measured directly. Several finite difference methods with low order have been proposed in other papers for the numerical solution of this one dimensional non-classic boundary value problem. Here, we derive a new family of efficient three-level algorithms with higher order to solve the wave equation and also use a Simpson formula with higher order to approximate the integral conditions. Additionally, the fourth-order formula is also adapted to nonlinear equations, in particular to the well-known nonlinear Klein–Gordon equations which many physical problems can be modeled with. Numerical results are presented and are compared with some existing methods showing the efficiency of the new algorithms.     

Determining of three unknown functions of a semilinear ultraparabolic equation

In this paper, we consider the inverse problem for second‐order semilinear ultraparabolic equation. The equation has unknown function of time variable in its minor coefficient and two unknown functions of time and spacial variables in its right‐hand side. Initial, boundary, and integral type overdetermination conditions are posed. By using the properties of the solutions of the corresponding initial‐boundary value problem and the method of successive approximations, the sufficient conditions of the existence, and the uniqueness of the solution for the inverse problem are obtained on some time interval that depends on the coefficients of the equation.     

On the solution of an initial‐boundary value problem that combines Neumann and integral condition for the wave equation

Numerical solution of hyperbolic partial differential equation with an integral condition continues to be a major research area with widespread applications in modern physics and technology. Many physical phenomena are modeled by nonclassical hyperbolic boundary value problems with nonlocal boundary conditions. In place of the classical specification of boundary data, we impose a nonlocal boundary condition. Partial differential equations with nonlocal boundary specifications have received much attention in last 20 years. However, most of the articles were directed to the second‐order parabolic equation, particularly to heat conduction equation. We will deal here with new type of nonlocal boundary value problem that is the solution of hyperbolic partial differential equations with nonlocal boundary specifications. These nonlocal conditions arise mainly when the data on the boundary can not be measured directly. Several finite difference methods have been proposed for the numerical solution of this one‐dimensional nonclassic boundary value problem. These computational techniques are compared using the largest error terms in the resulting modified equivalent partial differential equation. Numerical results supporting theoretical expectations are given. Restrictions on using higher order computational techniques for the studied problem are discussed. Suitable references on various physical applications and the theoretical aspects of solutions are introduced at the end of this article. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Exact solution of a boundary value problem describing the uniform cylindrical or spherical piston motion

In this paper, we construct the exact solution for fluid motion caused by the uniform expansion of a cylindrical or spherical piston into still air. Following Lighthill [1], we introduce velocity potential into the analysis and seek a similarity form of the solution. We find both numerical and analytic solutions of the second order nonlinear differential equation, with the boundary conditions at the shock and at the piston. The results obtained from the analytic solutions justify numerical solution and the approximate solution of Lighthill [1]. We find that although the approximate solution of Lighthill [1] gives remarkably good numerical results, the analytic form of that solution is not mathematically satisfactory. We also find that in case of spherical piston motion Lighthill’s [1] solution differs significantly from that of our analytic and numerical solutions. We use Pade′ approximation to extend the radius of convergence of the series solution. We also carry out some local analysis at the boundary to obtain some singular solutions.     

A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator

The solution of eigenvalue problems for partial differential operators by using boundary integral equation methods usually involves some Newton potentials which may be resolved by using a multiple reciprocity approach. Here we propose an alternative approach which is in some sense equivalent to the above. Instead of a linear eigenvalue problem for the partial differential operator we consider a nonlinear eigenvalue problem for an associated boundary integral operator. This nonlinear eigenvalue problem can be solved by using some appropriate iterative scheme, here we will consider a Newton scheme. We will discuss the convergence and the boundary element discretization of this algorithm, and give some numerical results.     

Well‐conditioned boundary integral formulations for high‐frequency elastic scattering problems in three dimensions

We construct and analyze a family of well‐conditioned boundary integral equations for the Krylov iterative solution of three‐dimensional elastic scattering problems by a bounded rigid obstacle. We develop a new potential theory using a rewriting of the Somigliana integral representation formula. From these results, we generalize to linear elasticity the well‐known Brakhage–Werner and combined field integral equation formulations. We use a suitable approximation of the Dirichlet‐to‐Neumann map as a regularizing operator in the proposed boundary integral equations. The construction of the approximate Dirichlet‐to‐Neumann map is inspired by the on‐surface radiation conditions method. We prove that the associated integral equations are uniquely solvable and possess very interesting spectral properties. Promising analytical and numerical investigations, in terms of spherical harmonics, with the elastic sphere are provided. Copyright © 2014 John Wiley & Sons, Ltd.     

Boundary elements solution of stokes flow between curved surfaces with nonlinear slip boundary condition

This work presents a boundary integral equation formulation for Stokes nonlinear slip flows based on the normal and tangential projection of the Green's integral representational formulae for the velocity field. By imposing the surface tangential velocity discontinuity (slip velocity) in terms of the nonlinear slip flow boundary condition, a system of nonlinear boundary integral equations for the unknown normal and tangential components of the surface traction is obtained. The Boundary Element Method is used to solve the resulting system of integral equations using a direct Picard iteration scheme to deal with the resulting nonlinear terms. The formulation is used to study flows between curved rotating geometries: i.e., concentric and eccentric Couette flows and single rotor mixers, under nonlinear slip boundary conditions. The numerical results obtained for the concentric Couette flow is validated again a semianalytical solution of the problem, showing excellent agreements. The other two cases, eccentric Couette and single rotor mixers, are considered to study the effect of different nonlinear slip conditions in these flow configurations. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

椭圆外区域上Helmholtz问题的自然边界元法

本文研究椭圆外区域上Helmholtz方程边值问题的自然边界元法.利用自然边界归化原理,获得该问题的Poisson积分公式及自然积分方程,给出了自然积分方程的数值方法.由于计算的需要,我们详细地讨论了Mathieu函数的计算方法(当0相似文献   

Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion

In this paper, an efficient numerical technique is applied to provide the approximate solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion with Hurst parameter . The proposed method is based on the operational matrices of modification of hat functions (MHFs) and the collocation method. In this approach, by approximating functions that appear in the integral equation by MHFs and using Newton's‐Cotes points, nonlinear integral equation is transformed to nonlinear system of algebraic equations. This nonlinear system is solved by using Newton's numerical method, and the approximate solution of integral equation is achieved. Some theorems related to error estimate and convergence analysis of the suggested scheme are also established. Finally, 2 illustrative examples are included to confirm applicability, efficiency, and accuracy of the proposed method. It should be noted that this scheme can be used to solve other appropriate problems, but some modifications are required.     

非线性分数阶微分方程三点边值问题解的存在性

讨论了一类非线性分数阶微分方程三点边值问题解的存在性.微分算子是Riemann-Liouville导算子并且非线性项依赖于低阶分数阶导数.通过将所考虑的问题转化为等价的Fredholm型积分方程,利用Schauder不动点定理获得该三点边值问题至少存在一个解.     

A meshless method for numerical solution of the one-dimensional wave equation with an integral condition using radial basis functions

The hyperbolic partial differential equation with an integral condition arises in many physical phenomena. In this paper, we propose a numerical scheme to solve the one-dimensional hyperbolic equation that combines classical and integral boundary conditions using collocation points and approximating the solution using radial basis functions (RBFs). The results of numerical experiments are presented, and are compared with analytical solution and finite difference method to confirm the validity and applicability of the presented scheme.     

Boundary element methods for potential problems with nonlinear boundary conditions

Galerkin boundary element methods for the solution of novel first kind Steklov-Poincaré and hypersingular operator boundary integral equations with nonlinear perturbations are investigated to solve potential type problems in two- and three-dimensional Lipschitz domains with nonlinear boundary conditions. For the numerical solution of the resulting Newton iterate linear boundary integral equations, we propose practical variants of the Galerkin scheme and give corresponding error estimates. We also discuss the actual implementation process with suitable preconditioners and propose an optimal hybrid solution strategy.