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.     

A boundary element Galerkin method for a hypersingular integral equation on open surfaces

A hypersingular boundary integral equation of the first kind on an open surface piece Γ is solved approximately using the Galerkin method. As boundary elements on rectangles we use continuous, piecewise bilinear functions which vanish on the boundary of Γ. We show how to compensate for the effect of the edge and corner singularities of the true solution of the integral equation by using an appropriately graded mesh and obtain the same convergence rate as for the case of a smooth solution. We also derive asymptotic error estimates in lower-order Sobolev norms via the Aubin–Nitsche trick. Numerical experiments for the Galerkin method with piecewise linear functions on triangles demonstrate the effect of graded meshes and show experimental rates of convergence which underline the theoretical results.     

Discrete boundary element methods on general meshes in 3D

Abstract. This paper is concerned with the stability and convergence of fully discrete Galerkin methods for boundary integral equations on bounded piecewise smooth surfaces in . Our theory covers equations with very general operators, provided the associated weak form is bounded and elliptic on , for some . In contrast to other studies on this topic, we do not assume our meshes to be quasiuniform, and therefore the analysis admits locally refined meshes. To achieve such generality, standard inverse estimates for the quasiuniform case are replaced by appropriate generalised estimates which hold even in the locally refined case. Since the approximation of singular integrals on or near the diagonal of the Galerkin matrix has been well-analysed previously, this paper deals only with errors in the integration of the nearly singular and smooth Galerkin integrals which comprise the dominant part of the matrix. Our results show how accurate the quadrature rules must be in order that the resulting discrete Galerkin method enjoys the same stability properties and convergence rates as the true Galerkin method. Although this study considers only continuous piecewise linear basis functions on triangles, our approach is not restricted in principle to this case. As an example, the theory is applied here to conventional “triangle-based” quadrature rules which are commonly used in practice. A subsequent paper [14] introduces a new and much more efficient “node-based” approach and analyses it using the results of the present paper. Received December 10, 1997 / Revised version received May 26, 1999 / Published online April 20, 2000 –? Springer-Verlag 2000     

Additive Schwarz algorithms for the p version of the Galerkin boundary element method

Summary. We study some additive Schwarz algorithms for the version Galerkin boundary element method applied to some weakly singular and hypersingular integral equations of the first kind. Both non-overlapping and overlapping methods are considered. We prove that the condition numbers of the additive Schwarz operators grow at most as independently of h, where p is the degree of the polynomials used in the Galerkin boundary element schemes and h is the mesh size. Thus we show that additive Schwarz methods, which were originally designed for finite element discretisation of differential equations, are also efficient preconditioners for some boundary integral operators, which are non-local operators. Received June 15, 1997 / Revised version received July 7, 1998 / Published online February 17, 2000     

On spline Galerkin methods for singular integral equations with piecewise continuous coefficients

Summary This article analizes the convergence of the Galerkin method with polynomial splines on arbitrary meshes for systems of singular integral equations with piecewise continuous coefficients inL ² on closed or open Ljapunov curves. It is proved that this method converges if and, for scalar equations and equidistant partitions, only if the integral operator is strongly elliptic (in some generalized sense). Using the complete asymptotics of the solution, we provide error estimates for equidistant and for special nonuni-form partitions.     

Hybrid Galerkin boundary elements: theory and implementation

Summary. In this paper we present a new quadrature method for computing Galerkin stiffness matrices arising from the discretisation of 3D boundary integral equations using continuous piecewise linear boundary elements. This rule takes as points some subset of the nodes of the mesh and can be used for computing non-singular Galerkin integrals corresponding to pairs of basis functions with non-intersecting supports. When this new rule is combined with standard methods for the singular Galerkin integrals we obtain a “hybrid” Galerkin method which has the same stability and asymptotic convergence properties as the true Galerkin method but a complexity more akin to that of a collocation or Nystr?m method. The method can be applied to a wide range of singular and weakly-singular first- and second-kind equations, including many for which the classical Nystr?m method is not even defined. The results apply to equations on piecewise-smooth Lipschitz boundaries, and to non-quasiuniform (but shape-regular) meshes. A by-product of the analysis is a stability theory for quadrature rules of precision 1 and 2 based on arbitrary points in the plane. Numerical experiments demonstrate that the new method realises the performance expected from the theory. Received January 22, 1998 / Revised version received May 26, 1999 / Published online April 20, 2000 –? Springer-Verlag 2000     

The collocation method for mixed boundary value problems on domains with curved polygonal boundaries

Summary. We consider an indirect boundary integral equation formulation for the mixed Dirichlet-Neumann boundary value problem for the Laplace equation on a plane domain with a polygonal boundary. The resulting system of integral equations is solved by a collocation method which uses a mesh grading transformation and a cosine approximating space. The mesh grading transformation method yields fast convergence of the collocation solution by smoothing the singularities of the exact solution. A complete stability and solvability analysis of the transformed integral equations is given by use of a Mellin transform technique, in a setting in which each arc of the polygon has associated with it a periodic Sobolev space. Received April 15, 1995 / Revised version received April 10, 1996     

On the effect of numerical integration in the Galerkin boundary element method

Summary. We discuss the effect of cubature errors when using the Galerkin method for approximating the solution of Fredholm integral equations in three dimensions. The accuracy of the cubature method has to be chosen such that the error resulting from this further discretization does not increase the asymptotic discretization error. We will show that the asymptotic accuracy is not influenced provided that polynomials of a certain degree are integrated exactly by the cubature method. This is done by applying the Bramble-Hilbert Lemma to the boundary element method. Received May 24, 1995     

A meshless local Galerkin method for the numerical solution of Hammerstein integral equations based on the moving least squares technique

In this paper, a computational scheme is proposed to estimate the solution of one- and two-dimensional Fredholm-Hammerstein integral equations of the second kind. The method approximates the solution using the discrete Galerkin method based on the moving least squares (MLS) approach as a locally weighted least squares polynomial fitting. The discrete Galerkin technique for integral equations results from the numerical integration of all integrals in the system corresponding to the Galerkin method. Since the proposed method is constructed on a set of scattered points, it does not require any background meshes and so we can call it as the meshless local discrete Galerkin method. The implication of the scheme for solving two-dimensional integral equations is independent of the geometry of the domain. The new method is simple, efficient and more flexible for most classes of nonlinear integral equations. The error analysis of the method is provided. The convergence accuracy of the new technique is tested over several Hammerstein integral equations and obtained results confirm the theoretical error estimates.     

Local a-posteriori error indicators for the Galerkin discretization of boundary integral equations

In this paper we present local a-posteriori error indicators for the Galerkin discretization of boundary integral equations. These error indicators are introduced and investigated by Babuška-Rheinboldt [3] for finite element methods. We transfer them from finite element methods onto boundary element methods and show that they are reliable and efficient for a wide class of integral operators under relatively weak assumptions. These local error indicators are based on the computable residual and can be used for controlling the adaptive mesh refinement. Received March 4, 1996 / Revised version received September 25, 1996     

Fast parallel solvers for symmetric boundary element domain decomposition equations

Summary. The boundary element method (BEM) is of advantage in many applications including far-field computations in magnetostatics and solid mechanics as well as accurate computations of singularities. Since the numerical approximation is essentially reduced to the boundary of the domain under consideration, the mesh generation and handling is simpler than, for example, in a finite element discretization of the domain. In this paper, we discuss fast solution techniques for the linear systems of equations obtained by the BEM (BE-equations) utilizing the non-overlapping domain decomposition (DD). We study parallel algorithms for solving large scale Galerkin BE–equations approximating linear potential problems in plane, bounded domains with piecewise homogeneous material properties. We give an elementary spectral equivalence analysis of the BEM Schur complement that provides the tool for constructing and analysing appropriate preconditioners. Finally, we present numerical results obtained on a massively parallel machine using up to 128 processors, and we sketch further applications to elasticity problems and to the coupling of the finite element method (FEM) with the boundary element method. As shown theoretically and confirmed by the numerical experiments, the methods are of algebraic complexity and of high parallel efficiency, where denotes the usual discretization parameter. Received August 28, 1996 / Revised version received March 10, 1997     

Thin plate spline Galerkin scheme for numerically solving nonlinear weakly singular Fredholm integral equations

The present work proposes a numerical method to obtain an approximate solution of non-linear weakly singular Fredholm integral equations. The discrete Galerkin method in addition to thin-plate splines established on scattered points is utilized to estimate the solution of these integral equations. The thin-plate splines can be regarded as a type of free shape parameter radial basis functions which create an efficient and stable technique to approximate a function. The discrete Galerkin method for the approximate solution of integral equations results from the numerical integration of all integrals in the method. We utilize a special accurate quadrature formula via the non-uniform composite Gauss-Legendre integration rule and employ it to compute the singular integrals appeared in the scheme. Since the approach does not need any background meshes, it can be identified as a meshless method. Error analysis is also given for the method. Illustrative examples are shown clearly the reliability and efficiency of the new scheme and confirm the theoretical error estimates.     

Efficient treatment of stationary free boundary problems

In the present paper we consider the efficient treatment of free boundary problems by shape optimization. We reformulate the free boundary problem as shape optimization problem. A second order shape calculus enables us to analyze the shape problem under consideration and to prove convergence of a Ritz–Galerkin approximation of the shape. We show that Newton's method requires only access to the underlying state function on the boundary of the domain. We compute these data by boundary integral equations which are numerically solved by a fast wavelet Galerkin scheme. Numerical results prove that we succeeded in finding a fast and robust algorithm for solving the considered class of problems.     

Exponential convergence of mixed hp-DGFEM for Stokes flow in polygons

Summary. We analyze mixed hp-discontinuous Galerkin finite element methods (DGFEM) for Stokes flow in polygonal domains. In conjunction with geometrically refined quadrilateral meshes and linearly increasing approximation orders, we prove that the hp-DGFEM leads to exponential rates of convergence for piecewise analytic solutions exhibiting singularities near corners. Mathematics Subject Classification (2000):65N30     

A quasi-wavelet algorithm for second kind boundary integral equations

In solving integral equations with a logarithmic kernel, we combine the Galerkin approximation with periodic quasi-wavelet (PQW) [4]. We develop an algorithm for solving the integral equations with only O(N log N) arithmetic operations, where N is the number of knots. We also prove that the Galerkin approximation has a polynomial rate of convergence.     

The fast Fourier transform and the numerical solution of one-dimensional boundary integral equations

Summary Here we present a fully discretized projection method with Fourier series which is based on a modification of the fast Fourier transform. The method is applied to systems of integro-differential equations with the Cauchy kernel, boundary integral equations from the boundary element method and, more generally, to certain elliptic pseudodifferential equations on closed smooth curves. We use Gaussian quadratures on families of equidistant partitions combined with the fast Fourier transform. This yields an extremely accurate and fast numerical scheme. We present complete asymptotic error estimates including the quadrature errors. These are quasioptimal and of exponential order for analytic data. Numerical experiments for a scattering problem, the clamped plate and plane estatostatics confirm the theoretical convergence rates and show high accuracy.     

L p estimates of boundary integral equations for some nonlinear boundary value problems

Summary Recently, Galerkin and collocation methods have been analyzed for boundary integral equation formulations of some potential problems in the plane with nonlinear boundary conditions, and stability results and error estimates in theH ^1/2-norm have been proved (Ruotsalainen and Wendland, and Ruotsalainen and Saranen). We show that these results extend toL ^p setting without any extra conditions. These extensions are proved by studying the uniform boundedness of the inverses of the linearized integral operators, and then considering the nonlinear equations. The fact that inH ^1/2 setting the nonlinear operator is a homeomorphism with Lipschitz continuous inverse plays a crucial role. Optimal error estimates for the Galerkin and collocation method inL ^p space then follow.This research was performed while the second author was visiting professor at the University of Delaware, spring 1989     

Galerkin methods with splines for singular integral equations over (0, 1)

Summary In this paper a convergence analysis of Galerkin methods with splines for strongly elliptic singular integral equations over the interval (0, 1) is given. As trial functions we utilize smoothest polynomial splines on arbitrary meshes and continuous splines on special nonuniform partitions, multiplied by a weight function. Using inequalities of Gårding type for singular integral operators in weightedL ² spaces and the complete asymptotics of solutions at the endpoints, we provide error estimates in certain Sobolev norms.     

Boundary element methods for Maxwell's equations on non-smooth domains

Summary. Variational boundary integral equations for Maxwell's equations on Lipschitz surfaces in are derived and their well-posedness in the appropriate trace spaces is established. An equivalent, stable mixed reformulation of the system of integral equations is obtained which admits discretization by Galerkin boundary elements based on standard spaces. On polyhedral surfaces, quasioptimal asymptotic convergence of these Galerkin boundary element methods is proved. A sharp regularity result for the surface multipliers on polyhedral boundaries with plane faces is established. Received January 5, 2001 / Revised version received August 6, 2001 / Published online December 18, 2001 Correspondence to: C. Schwab     

Iterated fast multiscale Galerkin methods for Fredholm integral equations of second kind with weakly singular kernels

We propose iterated fast multiscale Galerkin methods for the second kind Fredholm integral equations with mildly weakly singular kernel by combining the advantages of fast methods and iteration post-processing methods. To study the super-convergence of these methods, we develop a theoretical framework for iterated fast multiscale schemes, and apply the scheme to integral equations with weakly singular kernels. We show theoretically that even the computational complexity is almost optimal, our schemes improve the accuracy of numerical solutions greatly, and exhibit the global super-convergence. Numerical examples are presented to illustrate the theoretical results and the efficiency of the methods.