Method of boundary integral equations as applied to the numerical solution of the three-dimensional Dirichlet problem for the laplace equation in a piecewise homogeneous medium

A Dirichlet problem is considered in a three-dimensional domain filled with a piecewise homogeneous medium. The uniqueness of its solution is proved. A system of Fredholm boundary integral equations of the second kind is constructed using the method of surface potentials, and a system of boundary integral equations of the first kind is derived directly from Green’s identity. A technique for the numerical solution of integral equations is proposed, and results of numerical experiments are presented.     

A new numerical approach for the solution of nonlinear Fredholm integral equations system of second kind by using Bernstein collocation method

This paper presents an efficient numerical method for finding solutions of the nonlinear Fredholm integral equations system of second kind based on Bernstein polynomials basis. The numerical results obtained by the present method have been compared with those obtained by B‐spline wavelet method. This proposed method reduces the system of integral equations to a system of algebraic equations that can be solved easily any of the usual numerical methods. Numerical examples are presented to illustrate the accuracy of the method. Copyright © 2013 John Wiley & Sons, Ltd.     

Modified integral current methods in electrodynamics of nonhomogeneous media

The main difficulty in numerical solution of integral equations of electrodynamics is associated with the need to solve a high-order system of linear equations with a dense matrix. It is therefore relevant to develop numerical methods that lead to linear equation systems of lower order at the cost of more complex evaluation of the coefficients. In this article we propose a method for solving linear equations of electrodynamics which is a modification of the integral current method. The main distinctive feature of the proposed method is double integration of the electric Green’s tensor in the process of algebraization of the original integral equation. The solutions of the system of linear equations are thus integral means of the electric field inside the anomaly constructed by the proposed transformation formula. We prove convergence and derive error bounds for both the solution of the integral equation and the electromagnetic field components evaluated from approximate transformation formulas.     

On the quadrature methods for the numerical solution of singular integral equations

A Cauchy type singular integral equation can be numerically solved by the use of an appropriate numerical integration rule and the reduction of this equation to a system of linear algebraic equations, either directly or after the reduction of the Cauchy type singular integral equation to an equivalent Fredholm integral equation of the second kind. In this paper two fundamental theorems on the equivalence (under appropriate conditions) of the aforementioned methods of numerical solution of Cauchy type singular integral equations are proved in sufficiently general cases of Cauchy type singular integral equations of the second kind.     

Numerical solution to a two-dimensional hypersingular integral equation and sound propagation in urban areas

A mathematical model of sound propagation from a noise source in urban areas is constructed. The exterior Neumann problem for the scalar Helmholtz equation is reduced to a system of hypersingular integral equations. A numerical method for solving the system of integral equations is described. The convergence of the quadrature formulas underlying the numerical method is estimated. Numerical results are presented for particular applications.     

A Nyström method for a class of Fredholm integral equations of the third kind on unbounded domains

The author proposes a numerical procedure in order to approximate the solution of a class of Fredholm integral equations of the third kind on unbounded domains. The given equation is transformed in a Fredholm integral equation of the second kind. Hence, according to the integration interval, the equation is regularized by means of a suitable one-to-one map or is transformed in a system of two Fredholm integral equations that are subsequently regularized. In both cases a Nyström method is applied, the convergence and the stability of which are proved in spaces of weighted continuous functions. Error estimates and numerical tests are also included.     

On convergence of two direct methods for solution of Cauchy type singular integral equations of the first kind

The methods for direct numerical solution of Cauchy type singular integral equations of the first kind based on Gauss-Chebyshev or Lobatto-Chebyshev numerical integration and the reduction of such an integral equation to a system of linear equations are proved to converge under appropriate conditions.     

Numerical solution of the three-dimensional stationary diffraction problem for elastic waves

Three-dimensional problems concerning the propagation of stationary elastic oscillations in media with three-dimensional inclusions are solved numerically. By applying potential theory methods, the original problem is stated as a system of two singular vector integral equations for the unknown internal and external densities of auxiliary sources of waves. An approximate solution of the original problem is obtained by approximating the integral equations by a system of linear algebraic equations, which is then solved numerically. The underlying algorithm has the property of self-regularization, due to which a numerical solution is found without using cumbersome regularizing algorithms. Results of test computations and numerical experiments are presented that characterize the capabilities of this approach as applied to the diffraction of elastic waves in three-dimensional settings.     

A boundary element method to price time-dependent double barrier options

In this paper we propose a new method for pricing double-barrier options with moving barriers under the Black-Scholes and the CEV models. First of all, by applying a variational technique typical of the boundary element method, we derive an integral representation of the double-barrier option price in which two of the integrand functions are not given explicitly but must be obtained solving a system of Volterra integral equations of the first kind. Second, we develop an ad hoc numerical method to regularize and solve the system of integral equations obtained. Several numerical experiments are carried out showing that the overall algorithm is extraordinarily fast and accurate, even if the barriers are not differentiable functions. Moreover the numerical method presented in this paper performs significantly better than the finite difference approach.     

A note on the polynomial solution of a class of dual integral equations arising in mixed boundary value problems of elasticity

Summary The present paper is concerned with finding an effective polynomial solution to a class of dual integral equations which arise in many mixed boundary value problems in the theory of elasticity. The dual integral equations are first transformed into a Fredholm integration equation of the second kind via an auxiliary function, which is next reduced to an infinite system of linear algebraic equations by representing the unknown auxiliary function in the form of an infinite series of Jacobi polynomials. The approximate solution of this infinite system of equations can be obtained by a suitable truncation. It is shown that the unknown function involving the dual integral equations can also be expressed in the form of an infinite series of Jacobi polynomials with the same expansion coefficients with no numerical integration involved. The main advantage of the present approach is that the solution of the dual integral equations thus obtained is numerically more stable than that obtained by reducing themdirectly into an infinite system of equations, insofar as the expansion coefficients are determined essentially by solving asecond kind integral equation.     

Numerical solution of nonlinear two-dimensional Fredholm integral equations of the second kind using Gauss product quadrature rules

The Gauss product quadrature rules and collocation method are applied to reduce the second-kind nonlinear two-dimensional Fredholm integral equations (FIE) to a nonlinear system of equations. The convergence of the proposed numerical method is proved under certain conditions on the kernel of the integral equation. An iterative method for approximating the solution of the obtained nonlinear system is provided and its convergence is proved. Also, some numerical examples are presented to show the efficiency and accuracy of the proposed method.     

Numerical solution of nonlinear two-dimensional integral equations using rationalized Haar functions

Two-dimensional rationalized Haar (RH) functions are applied to the numerical solution of nonlinear second kind two-dimensional integral equations. Using bivariate collocation method and Newton–Cotes nodes, the numerical solution of these equations is reduced to solving a nonlinear system of algebraic equations. Also, some numerical examples are presented to demonstrate the efficiency and accuracy of the proposed method.     

A new version of boundary integral equations and their application to dynamic three-dimensional problems of the theory of elasticity

A version of boundary integral equations of the first kind in dynamic problems of the theory of elasticity is proposed, based on an investigation of the analytic properties of the Fourier transformant of the displacement vector, rather than on fundamental solutions. A system of three boundary integral equations of the first kind with Fredholm kernels is constructed, and the equivalence of the initial boundary-value problem on the vibrations of a bounded region and the system of boundary integral equations obtained is investigated. A version of the numerical realization, which combines the ideas of the classical method of boundary elements and the Tikhonov regularization method, is proposed. The results of numerical experiments are given.     

动力学方程的积分型直接积分法

提出了一个求解动力学问题的新方法(DIM-IM).将动力学方程化成积分方程的形式,借助于该方程构造出了具有显式预测-校正的单步、自起动和四阶精度的积分型直接积分算法.理论分析和算例指出,这一方法较中心差分法、Houbolt法、Newmark法和Wilson-θ法都有较高的精度.本方法适用于强非线性,非保守系统.     

Numerical solutions of two-dimensional nonlinear integral analysis

In this paper, the approximate solutions for two different type of two-dimensional nonlinear integral equations: two-dimensional nonlinear Volterra-Fredholm integral equations and the nonlinear mixed Volterra-Fredholm integral equations are obtained using the Laguerre wavelet method. To do this, these two-dimensional nonlinear integral equations are transformed into a system of nonlinear algebraic equations in matrix form. By solving these systems, unknown coefficients are obtained. Also, some theorems are proved for convergence analysis.Some numerical examples are presented and results are compared with the analytical solution to demonstrate the validity and applicability of the proposed method.     

Method of Integral Equations for the Three-Dimensional Problem of Wave Reflection from an Irregular Surface

The problem on the reflection of the field of a plane H-polarized three-dimensional electromagnetic wave from a perfectly conducting interface between media which contains a local perfectly conducting inhomogeneity is considered. To construct a numerical algorithm, the boundary value problem for the system of Maxwell equations in an infinite domain with irregular boundary is reduced to a system of singular integral equations, which is solved by the approximation–collocation method. The elements of the resulting complex matrix are calculated by a specially developed algorithm. The solution of the system of singular integral equations is used to obtain an integral representation for the reflected electromagnetic field and computational formulas for the directional diagram of the reflected electromagnetic field in the far region.     

Algorithms and numerical analysis of dc fields in a piecewise-homogeneous medium by the boundary integral equation method

Boundary integral equation methods are considered for computing dc fields in three-dimensional regions filled with a piecewise-homogeneous medium. The problem is formulated and a system of Fredholm boundary integral equations of first kind is constructed, following directly from Green’s formula. The numerical solution stages are considered in detail, including construction and triangulation of the numerical surfaces, evaluation of surface integrals, and solution of a system of block-matrix equations. Translated from Prikladnaya Matematika i Informatika, No. 30, pp. 35–45, 2008.     

A Volterra integral type method for solving a class of nonlinear initial-boundary value problems

It is observed that the one-dimensional heat equation with certain nonlinear boundary conditions can be reformulated as a system of coupled Volterra integral equations. A product trapezoidal scheme is proposed for the numerical solution of this integral equation system, and some numerical experiments are given to compare the performances of this integral equation approach and the Crank-Nicholson method applied to the original initial-boundary value problem. © 1996 John Wiley & Sons, Inc.     

The integral equation method in problems of diffraction by a finite impedance section of a medium interface

A 3D problem of reflection of a plane electromagnetic wave by a local impedance section of a wavy surface is considered. The boundary value problem for the system of Maxwell’s equations in a region with an irregular boundary is reduced to solution of systems of hypersingular integral equations. A numerical algorithm is proposed for solution of these systems. Results of numerical computations are presented.     

A numerical method for solving linear integral equations of the second kind on the non-rectangular domains based on the meshless method

The main purpose of this article is to describe a numerical scheme for solving two-dimensional linear Fredholm integral equations of the second kind on a non-rectangular domain. The method approximates the solution by the discrete collocation method based on radial basis functions (RBFs) constructed on a set of disordered data. The proposed method does not require any background mesh or cell structures, so it is meshless and consequently independent of the geometry of domain. This approach reduces the solution of the two-dimensional integral equation to the solution of a linear system of algebraic equations. The error analysis of the method is provided. The proposed scheme is also extended to linear mixed Volterra–Fredholm integral equations. Finally, some numerical examples are presented to illustrate the efficiency and accuracy of the new technique.