A two-stage difference method for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped

A novel two-stage difference method is proposed for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped. At the first stage, approximate values of the sum of the pure fourth derivatives of the desired solution are sought on a cubic grid. At the second stage, the system of difference equations approximating the Dirichlet problem is corrected by introducing the quantities determined at the first stage. The difference equations at the first and second stages are formulated using the simplest six-point averaging operator. Under the assumptions that the given boundary values are six times differentiable at the faces of the parallelepiped, those derivatives satisfy the Hölder condition, and the boundary values are continuous at the edges and their second derivatives satisfy a matching condition implied by the Laplace equation, it is proved that the difference solution to the Dirichlet problem converges uniformly as O(h ⁴lnh ^?1), where h is the mesh size.     

Modified combined grid method for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped

A modified combined grid method is proposed for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped. The six-point averaging operator is applied at next-to-the-boundary grid points, while the 18-point averaging operator is used instead of the 26-point one at the remaining grid points. Assuming that the boundary values given on the faces have fourth derivatives satisfying the Hölder condition, the boundary values on the edges are continuous, and their second derivatives obey a matching condition implied by the Laplace equation, the grid solution is proved to converge uniformly with the fourth order with respect to the mesh size.     

On a combined grid method for solving the Dirichlet problem for the Laplace equation in a rectangular parallelepiped

A combined grid method for solving the Dirichlet problem for the Laplace equation in a rectangular parallelepiped is proposed. At the grid points that are at the distance equal to the grid size from the boundary, the 6-point averaging operator is used. At the other grid points, the 26-point averaging operator is used. It is assumed that the boundary values have the third derivatives satisfying the Lipschitz condition on the faces; on the edges, they are continuous and their second derivatives satisfy the compatibility condition implied by the Laplace equation. The uniform convergence of the grid solution with the fourth order with respect to the grid size is proved     

A highly accurate collocation Trefftz method for solving the Laplace equation in the doubly connected domains

A highly accurate new solver is developed to deal with the Dirichlet problems for the 2D Laplace equation in the doubly connected domains. We introduce two circular artificial boundaries determined uniquely by the physical problem domain, and derive a Dirichlet to Dirichlet mapping on these two circles, which are exact boundary conditions described by the first kind Fredholm integral equations. As a direct result, we obtain a modified Trefftz method equipped with two characteristic length factors, ensuring that the new solver is stable because the condition number can be greatly reduced. Then, the collocation method is used to derive a linear equations system to determine the unknown coefficients. The new method possesses several advantages: mesh‐free, singularity‐free, non‐illposedness, semi‐analyticity of solution, efficiency, accuracy, and stability. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A second-order accurate method for solving the eikonal equation

We present a numerical method for computing the signed distance to a piecewise-smooth surface defined as the zero set of a function. It is based on a marching method by Kim and a hybrid discretization of first- and second-order discretizations of the eikonal equation. If the solution is smooth at a point and at all of the points in the domain of dependence of that point, the solution is second-order accurate; otherwise, the method is first-order accurate, and computes the computes the correct entropy solution in the presence of kinks in the initial surface. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Highly accurate algorithms endowing with boundary functions for solving a nonlinear beam equation involving an integral term

In this paper, the problem of a nonlinear beam equation involving an integral term of the deformation energy, which is unknown before the solution, under different boundary conditions with simply supported, 2‐end fixed, and cantilevered is investigated. We transform the governing equation into an integral equation and then solve it by using the sinusoidal functions, which are chosen both as the test functions and the bases of numerical solution. Because of the orthogonality of the sinusoidal functions, we can find the expansion coefficients of the numerical solution that are given in closed form by using the Drazin inversion formula. Furthermore, we introduce the concept of fourth‐order and fifth‐order boundary functions in the solution bases, which can greatly raise the accuracy over 4 orders than that using the partial boundary functions. The iterative algorithms converge very fast to find the highly accurate numerical solutions of the nonlinear beam equation, which are confirmed by 6 numerical examples.     

Application of Neumann-Ulam scheme to solving the first boundary value problem for a parabolic equation

Statistical estimates of the solutions of boundary value problems for parabolic equations with constant coefficients are constructed on paths of random walks. The phase space of these walks is a region in which the problem is solved or the boundary of the region. The simulation of the walks employs the explicit form of the fundamental solution; therefore, these algorithms cannot be directly applied to equations with variable coefficients. In the present work, unbiased and low-bias estimates of the solution of the boundary value problem for the heat equation with a variable coefficient multiplying the unknown function are constructed on the paths of a Markov chain of random walk on balloids. For studying the properties of the Markov chains and properties of the statistical estimates, the author extends von Neumann-Ulam scheme, known in the theory of Monte Carlo methods, to equations with a substochastic kernel. The algorithm is based on a new integral representation of the solution to the boundary value problem.     

Free boundary problems for the laplace equation: A priori estimates,existence theorems,asymptotic behaviours

This work is devoted to Free Boundary Problems with Laplace equation Δu = f in the domain and the two conditions on the Free Boundary u = 1 and |grad u| = λ = const. In the model problems which we study, three cases arise: 1) f = 0, λ is given, 2) f = 0, λ is unknown and the length of the Free Boundary is given, 3) f ≠ 0, λ = 0 (Obstacle Problem).     

A difference scheme for the biharmonic equation with nonlinear boundary condition

In a rectangular domain we construct a grid scheme by applying the operators of exact difference schemes. We study an estimate of the rate of convergence of the grid scheme in the grid norm L₂(). It is shown that in the case when the solution of the differential problem belongs to the space W ₂ ^k (), k (3/2,2] the order of precision of the proposed scheme is O(h^k–3/2), and in the linear case it is O(h^k).Translated fromVychislitel'naya i Prikladnaya Matematika, Issue 71, 1990, pp. 3–14.     

Stefan problem for the laplace equation with regard for the curvature of the free boundary

We consider a nonstationary problem with free boundary for an elliptic equation in the case where the value of the required function on an unknown boundary is proportional to the curvature of this boundary. We prove the existence of a solution in the small with respect to time in the spaces of smooth functions.     

On the solution of boundary value problems for the laplace equation on the plane with a three-layer film inclusion

We derive analytic formulas that, on the basis of given harmonic functions, permit one to construct solutions of boundary value problems on a plane containing an infinitely thin three-layer film by simple quadratures with the preservation of singular points of the harmonic functions. The three-layer film consists of alternating strongly and weakly permeable layers and has the form of a ray, a segment, or a circle arc.     

A second order accurate difference scheme for the heat equation with concentrated capacity

Summary. A numerical solution to the one-dimensional heat equation with concentrated capacity is considered. A second-order accurate difference scheme is derived by the method of reduction of order on non-uniform meshes. The solvability, stability and second order L convergence are proved. A numerical example demonstrates the theoretical results.Mathematics Subject Classification (2000): Primary 65M06, 65M12, 65M15The contract grant sponsor: National Natural Science Foundation of CHINA; The contract grant number:19801007     

A boundary function method for solving the model lighthill equation with a regular singular point

We prove that it is possible to apply a method similar to the Vishik-Lyusternik-Vasil’eva-Imanaliev boundary function method for constructing the asymptotics of the solution of the model Lighthill equation with a regular singular point.     

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 finite difference scheme for solving the Timoshenko beam equations with boundary feedback

In this study, we derive a finite difference for a Timoshenko beam with boundary feedback by the method of reduction of order on uniform meshes. It is proved by the discrete energy method that the scheme is uniquely solvable, unconditionally stable and second order convergent in _L∞$L_{\infty }$ norm. Numerical results demonstrate the theoretical results.     

A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.     

Locally one-dimensional scheme for a loaded heat equation with Robin boundary conditions

The third boundary value problem for a loaded heat equation in a p-dimensional parallelepiped is considered. An a priori estimate for the solution to a locally one-dimensional scheme is derived, and the convergence of the scheme is proved.