Efficient long-time computations of time-domain boundary integrals for 2D and dissipative wave equation

Linear hyperbolic partial differential equations in a homogeneous medium, e.g., the wave equation describing the propagation and scattering of acoustic waves, can be reformulated as time-domain boundary integral equations. We propose an efficient implementation of a numerical discretization of such equations when the strong Huygens’ principle does not hold.For the numerical discretization, we make use of convolution quadrature in time and standard Galerkin boundary element method in space. The quadrature in time results in a discrete convolution of weights W_j with the boundary density evaluated at equally spaced time points. If the strong Huygens’ principle holds, W_j converge to 0 exponentially quickly for large enough j. If the strong Huygens’ principle does not hold, e.g., in even space dimensions or when some damping is present, the weights are never zero, thereby presenting a difficulty for efficient numerical computation.In this paper we prove that the kernels of the convolution weights approximate in a certain sense the time domain fundamental solution and that the same holds if both are differentiated in space. The tails of the fundamental solution being very smooth, this implies that the tails of the weights are smooth and can efficiently be interpolated. Further, we hint on the possibility to apply the fast and oblivious convolution quadrature algorithm of Schädle et al. to further reduce memory requirements for long-time computation. We discuss the efficient implementation of the whole numerical scheme and present numerical experiments.     

Boundary value methods for Volterra integral and integro-differential equations

New and effective quadrature rules generated by boundary value methods are introduced. We employ the introduced quadrature rules to construct quadrature methods for the second kind Volterra integral equations and Volterra integro-differential equations. These methods are shown to be effective and possess excellent convergence properties. The nonlinear multigrid method is applied to solve the discrete systems derived from the introduced numerical scheme. Numerical simulations are presented and confirm the efficiency and accuracy of the methods.     

Block boundary value methods for solving Volterra integral and integro-differential equations

Reducible quadrature rules generated by boundary value methods are considered in block version and applied to solve the second kind Volterra integral equations and Volterra integro-differential equations. These extended block boundary value methods are shown to possess both excellent stability properties and high accuracy for Volterra-type equations. Numerical experiments are presented and the efficiency, accuracy and stability of the schemes are confirmed.     

Boundary integral equations in time-dependent bending of thermoelastic plates

The initial-boundary value problems with the Dirichlet and Neumann boundary conditions arising in the theory of bending of thermoelastic plates with transverse shear deformation are reduced to time-dependent boundary integral equations by means of layer potentials. The solvability of these equations is then investigated in Sobolev-type spaces.     

An adaptive fast direct solver for boundary integral equations in two dimensions

We describe an algorithm for the rapid direct solution of linear algebraic systems arising from the discretization of boundary integral equations of potential theory in two dimensions. The algorithm is combined with a scheme that adaptively rearranges the parameterization of the boundary in order to minimize the ranks of the off-diagonal blocks in the discretized operator, thus obviating the need for the user to supply a parameterization r of the boundary for which the distance ‖r(s)−r(t)‖ between two points on the boundary is related to their corresponding distance |s−t| in the parameter space. The algorithm has an asymptotic complexity of , where N is the number of nodes in the discretization. The performance of the algorithm is illustrated with several numerical examples.     

Modified boundary integral formulations for the Helmholtz equation

In this paper we describe some modified regularized boundary integral equations to solve the exterior boundary value problem for the Helmholtz equation with either Dirichlet or Neumann boundary conditions. We formulate combined boundary integral equations which are uniquely solvable for all wave numbers even for Lipschitz boundaries Γ=∂Ω. This approach extends and unifies existing regularized combined boundary integral formulations.     

Estimating quadrature errors for an efficient method for quasi-singular boundary integral

The numerical resolution of the boundary integral equations applied to the differential equations of Laplace, Helmholtz and Maxwell requires the handling of quasi-singular integrals with different order of singularity. The numerical approximation of the integral equations of different kinds is made by boundary finite elements. In this paper, we present a complete survey for estimating quadrature errors for the numerical techniques proposed by Huang and Cruse [Q. Huang, T.A. Cruse, Some notes on singular integral techniques in boundary element analysis, Int. J. Numer. Methods Eng. 36 (15) (1993) 2643-2659], to calculate the quasi-singular integrals. To validate the accuracy and efficiency of these techniques and approve our study some numerical examples are presented and discussed.     

General linear methods for Volterra integral equations

We investigate the class of general linear methods of order p and stage order q=p for the numerical solution of Volterra integral equations of the second kind. Construction of highly stable methods based on the Schur criterion is described and examples of methods of order one and two which have good stability properties with respect to the basic test equation and the convolution one are given.     

Symmetric boundary integral formulations for Helmholtz transmission problems

In this work we propose and analyze numerical methods for the approximation of the solution of Helmholtz transmission problems in two or three dimensions. This kind of problems arises in many applications related to scattering of acoustic, thermal and electromagnetic waves. Formulations based on boundary integral methods are powerful tools to deal with transmission problems in unbounded media. Different formulations using boundary integral equations can be found in the literature. We propose here new symmetric formulations based on a paper by Martin Costabel and Ernst P. Stephan (1985), that uses the Calderón projector for the interior and exterior problems to develop closed expressions for the interior and exterior Dirichlet-to-Neumann operators. These operators are then matched to obtain an integral system that is equivalent to the Helmholtz transmission problem and uses Cauchy data on the transmission boundary as unknowns. We show how to simplify the aspect and analysis of the method by employing an additional mortar unknown with respect to the ones used in the original paper, writing it in an appropriate way to devise Krylov type iterations based on the separate Dirichlet-to-Neumann operators.     

A fast multiscale solver for modified Hammerstein equations

This paper presents a fast solver, called the multilevel augmentation method, for modified nonlinear Hammerstein equations. When we utilize the method to solve a large scale problem, most of components of the solution can be computed directly, and lower frequency components can be obtained by solving a fixed low-order algebraic nonlinear system. The advantage of using the algorithm to modified equations is that it leads to reduce the cost of numerical integrations greatly. The optimal error estimate of the method is established and the nearly linear computational complexity is proved. Finally, numerical examples are presented to confirm the theoretical results and illustrate the efficiency of the method.     

Numerical treatment of retarded boundary integral equations by sparse panel clustering

Stefan SauterInstitute for Mathematics, University of Zürich, Winterthurerstrasse 190, CH-8057 Zürich, Switzerland ^{We consider the wave equation in a boundary integral formulation.The discretization in time is done by using convolution quadraturetechniques and a Galerkin boundary element method for the spatialdiscretization. In a previous paper, we have introduced a sparseapproximation of the system matrix by cut-off, in order to reducethe storage costs. In this paper, we extend this approach byintroducing a panel clustering method to further reduce thesecosts.}     

平面双调和问题的第一类边界积分方程的高精度求积方法与外推

借助位势理论,平面双调和方程的Dirichlet问题被转化为第一类边界积分方程组,本文使用新型的反常积分的求积公式构造出解造解此类边界积分方程的机械求积方法,证明了该方法具有O（h^3)阶精度和误差的h^3幂渐近展开,故借助Richardson外推还能提高精度阶。     

Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a Straightforward Approach

This paper presents the numerical solution of the process evolution equation of a homogeneous semi-Markov process (HSMP) with a general quadrature method. Furthermore, results that justify this approach proving that the numerical solution tends to the evolution equation of the continuous time HSMP are given. The results obtained generalize classical results on integral equation numerical solutions applying them to particular kinds of integral equation systems. A method for obtaining the discrete time HSMP is shown by applying a very particular quadrature formula for the discretization. Following that, the problem of obtaining the continuous time HSMP from the discrete one is considered. In addition, the discrete time HSMP in matrix form is presented and the fact that the solution of the evolution equation of this process always exists is proved. Afterwards, an algorithm for solving the discrete time HSMP is given. Finally, a simple application of the HSMP is given for a real data social security example.     

A stable numerical method for Volterra integral equations with discontinuous kernel

Numerical methods for Volterra integral equations with discontinuous kernel need to be tuned to their peculiar form. Here we propose a version of the trapezoidal direct quadrature method adapted to such a type of equations. In order to delineate its stability properties, we first investigate about the behavior of the solution of a suitable (basic) test equation and then we find out under which hypotheses the trapezoidal direct quadrature method provides numerical solutions which inherit the properties of the continuous problem.