An adapted Galerkin method for the resolution of Dirichlet and Neumann problems in a polygonal domain

The Neumann problem for Laplace's equation in a polygonal domain is associated with the exterior Dirichlet problem obtained by requiring the continuity of the potential through the boundary. Then the solution is the simple layer potential of the charge q on the boundary. q is the solution of a Fredholm integral equation of the second kind that we solve by the Galerkin method. The charge q has a singular part due to the corners, so the optimal order of convergence is not reached with a uniform mesh. We restore this optimal order by grading the mesh adequately near the corners. The interior Dirichlet problem is solved analogously, by expressing the solution as a double layer potential.     

Accurate solutions for steady plane flow in the driven cavity. I. Stokes flow

The problem considered here is the steady, incompressible plane Stokes flow in a rectangular cavity generated by uniform translation of the upper wall. An exact analytical solution of the governing biharmonic equation is derived which not only contains the leading term of the required singularities at the upper corners, but also approximately satisfies the boundary conditions at all four walls. A standard numerical algorithm is employed to correct the small deviations in the boundary conditions satisfied by the analytical solution. This technique enables accurate computation of the solution uniformly throughout the domain; in particular, near the singular corners and in those regions where the flow is extremely weak, for example, in the secondary vortex regions of the deep cavity. The method is illustrated for the square cavity and also for a deep cavity with a depth-to-width ratio of five, and the results are compared with previous analytical and numerical solutions.     

On the Nyström discretization of integral equations on planar curves with corners

The Nyström method can produce ill-conditioned systems of linear equations when applied to integral equations on domains with corners. This defect can already be seen in the simple case of the integral equations arising from the Neumann problem for Laplace?s equation. We explain the origin of this instability and show that a straightforward modification to the Nyström scheme, which renders it mathematically equivalent to Galerkin discretization, corrects the difficulty without incurring the computational penalty associated with Galerkin methods. We also present the results of numerical experiments showing that highly-accurate solutions of integral equations on domains with corners can be obtained, irrespective of whether their solutions exhibit bounded or unbounded singularities, assuming that proper discretizations are used.     

On the numerical solution of a boundary integral equation for the exterior Neumann problem on domains with corners

The authors propose a “modified” Nyström method to approximate the solution of a boundary integral equation connected with the exterior Neumann problem for Laplace's equation on planar domains with corners. They prove the convergence and the stability of the method and show some numerical tests.     

Singular problem for a third-order nonlinear ordinary differential equation arising in fluid dynamics

Results concerning singular Cauchy problems, smooth manifolds, and Lyapunov series are used to correctly state and analyze a singular “initial-boundary” problem for a third-order nonlinear ordinary differential equation defined on the entire real axis. This problem arises in viscous incompressible fluid dynamics and describes self-similar solutions to the boundary layer equation for the stream function with a zero pressure gradient (plane-parallel flow in a mixing layer). The analysis of the problem suggests a simple numerical method for its solution. Numerical results are presented.     

A volume integral equation method for periodic scattering problems for anisotropic Maxwell's equations

This paper presents a volume integral equation method for an electromagnetic scattering problem for three-dimensional Maxwell's equations in the presence of a biperiodic, anisotropic, and possibly discontinuous dielectric scatterer. Such scattering problem can be reformulated as a strongly singular volume integral equation (i.e., integral operators that fail to be weakly singular). In this paper, we firstly prove that the strongly singular volume integral equation satisfies a Gårding-type estimate in standard Sobolev spaces. Secondly, we rigorously analyze a spectral Galerkin method for solving the scattering problem. This method relies on the periodization technique of Gennadi Vainikko that allows us to efficiently evaluate the periodized integral operators on trigonometric polynomials using the fast Fourier transform (FFT). The main advantage of the method is its simple implementation that avoids for instance the need to compute quasiperiodic Green's functions. We prove that the numerical solution of the spectral Galerkin method applied to the periodized integral equation converges quasioptimally to the solution of the scattering problem. Some numerical examples are provided for examining the performance of the method.     

The Numerical Solution of Laplace's Equation on a Wedge

Laplace's equation is considered on regions in the plane, withthe boundary having corners; and the double-layer potentialis used to derive a solution. The essential difficulties, boththeoretically and numerically, are reduced to the case in whichthe boundary is a simple open wedge. The theoretical behaviourof the double layer integral equation is studied explicitly,and then piecewise linear and piecewise quadratic collocationmethods are applied to the numerical solution of the equation.The major question of interest is the stability of the inversesof the approximating equations. The behaviour of the numericalmethods is somewhat surprising, and it is much better than pastanalyses would have led one to expect.     

基于透射边界条件的高阶离散型角点条件

对波动方程的数值模拟中，在有限区域建立吸收边界条件，其中对区域角点的处理是一个很重要的问题．随着吸收边界条件阶数的提高，与之匹配的角点条件也越难建立．MTF是一种离散型吸收边界条件．在此，对于二维问题，基于MTF建立离散型高阶角点条件，对计算区域角点处理时，在区域对角线方向上建立N阶MTF公式．问题也可推广到三维．数值结果证实了我们的猜测．     

Iterative solution of the generalized Love's problem in anisotropic media

An integral equation method is used to show the well posedness of the generalized Love's problem for an elastic anisotropic layer superimposed to a homogeneous substrate. The solution is derived using an iterative technique and the dispersion equation is obtained by imposing the pertinent boundary conditions. Inhomogeneous layers with different profiles of the material parameters are considered as examples and numerical results are given. The corresponding generalized problem is discussed for Lamb's modes.     

Functional optimization technique for numerical solution of the radiative transfer equation

A numerical method for solving the time-independent radiative transfer problem in a flat layer with given properties and temperature distribution is proposed. This method avoids the numerical diffusion; rather, it is based on a gradient procedure for the functional minimization of the residual of the radiative transfer integral equation. Means for suppressing computational instabilities are proposed that reduce requirements for the approximation of the operators in the optimization problem but do not change the problem objective functional.     

A quadratically constrained minimization problem arising from PDE of Monge–Ampère type

This note develops theory and a solution technique for a quadratically constrained eigenvalue minimization problem. This class of problems arises in the numerical solution of fully-nonlinear boundary value problems of Monge–Ampère type. Though it is most important in the three dimensional case, the solution method is directly applicable to systems of arbitrary dimension. The focus here is on solving the minimization subproblem which is part of a method to numerically solve a Monge–Ampère type equation. These subproblems must be evaluated many times in this numerical solution technique and thus efficiency is of utmost importance. A novelty of this minimization algorithm is that it is finite, of complexity O(n³)\mathcal{O}(n^3), with the exception of solving a very simple rational function of one variable. This function is essentially the same for any dimension. This result is quite surprising given the nature of the constrained minimization problem.     

A Haar wavelets based approximation for nonlinear inverse problems influenced by unknown heat source

In this discussion, a new numerical algorithm focused on the Haar wavelet is used to solve linear and nonlinear inverse problems with unknown heat source. The heat source is dependent on time and space variables. These types of inverse problems are ill-posed and are challenging to solve accurately. The linearization technique converted the nonlinear problem into simple nonhomogeneous partial differential equation. In this Haar wavelet collocation method (HWCM), the time part is discretized by using finite difference approximation, and space variables are handled by Haar series approximation. The main contribution of the proposed method is transforming this ill-posed problem into well-conditioned algebraic equation with the help of Haar functions, and hence, there is no need to implement any sort of regularization technique. The results of numerical method are efficient and stable for this ill-posed problems containing different noisy levels. We have utilized the proposed method on several numerical examples and have valuable efficiency and accuracy.     

Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.     

Relaxing the CFL condition for the wave equation on adaptive meshes

The Courant-Friedrichs-Lewy (CFL) condition guarantees the stability of the popular explicit leapfrog method for the wave equation. However, it limits the choice of the time step size to be bounded by the minimal mesh size in the spatial finite element mesh. This essentially prohibits any sort of adaptive mesh refinement that would be required to reveal optimal convergence rates on domains with re-entrant corners. A simple subspace projection step inspired by numerical homogenisation can remove the critical time step restriction so that the CFL condition and approximation properties are balanced in an optimal way, even in the presence of spatial singularities. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.Received: February 12, 2004     

Numerical solution of Troesch’s problem by simple shooting method

This paper describes a simple and efficient approach to the Troesch’s problem. In this approach, the hyperbolic nonlinear term in the equation is first converted into polynomial nonlinear terms by variable transformation, and a simple shooting method is then used directly to solve this transformed problem. The calculated results are in excellent agreement with those obtained by other analytical and numerical methods.     

一个扩散问题的自然边界元法与有限元法组合

本文讨论由Helmholtz方程描述的扩散问题的自然边界元法与有限元法的组合．取一个圆作为公共边界，用Fourier展开建立边界积分方程，将无界区域上的问题化为有界区域上的非局部边值问题．在变分方程中公共边界上的未知量只包含函数本身而不包含其法向导数，从而减少了未知数的数目，并且边界元剐度矩阵只有极少量不同的元素，有利于数值计算．这种组台方法优越于建立在直接边界元法基础上的组合方法．文中证明了变分解的唯一性，数值解的收敛性和误差估计．最后讨论了数值技术并给出一个算倒．     

The comparison of two reliable methods for accurate solution of time‐fractional Kaup–Kupershmidt equation arising in capillary gravity waves

In this paper, we compared two different methods, one numerical technique, viz Legendre multiwavelet method, and the other analytical technique, viz optimal homotopy asymptotic method (OHAM), for solving fractional‐order Kaup–Kupershmidt (KK) equation. Two‐dimensional Legendre multiwavelet expansion together with operational matrices of fractional integration and derivative of wavelet functions is used to compute the numerical solution of nonlinear time‐fractional KK equation. The approximate solutions of time fractional Kaup–Kupershmidt equation thus obtained by Legendre multiwavelet method are compared with the exact solutions as well as with OHAM. The present numerical scheme is quite simple, effective, and expedient for obtaining numerical solution of fractional KK equation in comparison to analytical approach of OHAM. Copyright © 2016 John Wiley & Sons, Ltd.     

On the Asymptotic and Numerical Analyses of Exponentially III-Conditioned Singularly Perturbed Boundary Value Problems

Asymptotic and numerical methods are used to study several classes of singularly perturbed boundary value problems for which the underlying homogeneous operators have exponentially small eigenvalues. Examples considered include the familiar boundary layer resonance problems and some extensions and certain linearized equations associated with metastable internal layer motion. For the boundary layer resonance problems, a systematic projection method, motivated by the work of De Groen [1], is used to analytically calculate high-order asymptotic solutions. This method justifies and extends some previous results obtained from the variational method of Grasman and Matkowsky [2]. A numerical approach, based on an integral equation formulation, is used to accurately compute boundary layer resonance solutions and their associated exponentially small eigenvalues. For various examples, the numerical results are shown to compare very favorably with two-term asymptotic results. Finally, some Sturm-Liouville operators with exponentially small spectral gap widths are studied. One such problem is applied to analyzing metastable internal layer motion for a certain forced Burgers equation.     

A Numerical Method for Computing Time‐Periodic Solutions in Dissipative Wave Systems

A numerical method is proposed for computing time‐periodic and relative time‐periodic solutions in dissipative wave systems. In such solutions, the temporal period, and possibly other additional internal parameters such as the propagation constant, are unknown priori and need to be determined along with the solution itself. The main idea of the method is to first express those unknown parameters in terms of the solution through quasi‐Rayleigh quotients, so that the resulting integrodifferential equation is for the time‐periodic solution only. Then this equation is computed in the combined spatiotemporal domain as a boundary value problem by Newton‐conjugate‐gradient iterations. The proposed method applies to both stable and unstable time‐periodic solutions; its numerical accuracy is spectral; it is fast‐converging; its memory use is minimal; and its coding is short and simple. As numerical examples, this method is applied to the Kuramoto–Sivashinsky equation and the cubic‐quintic Ginzburg–Landau equation, whose time‐periodic or relative time‐periodic solutions with spatially periodic or spatially localized profiles are computed. This method also applies to systems of ordinary differential equations, as is illustrated by its simple computation of periodic orbits in the Lorenz equations. MATLAB codes for all numerical examples are provided in the Appendices to illustrate the simple implementation of the proposed method.