A novel finite element method for two-point boundary value problems

A finite element method is presented for solving boundary value problems for ordinary differential equations in which the general solution of the differential equation is computed first, followed by a selection procedure for the particular solution of the boundary value problem from the general solution. In this method, the discrete representation of the differential equation is a singular matrix equation, which is solved by using generalized matrix inversion. The technique is applied to both linear and nonlinear boundary value problems and to boundary value problems requiring eigenvalue evaluation. The solution of several examples involving different types of two-point boundary value problems is presented.     

Iterative solutions to non-linear fourth order differential equations through multi-integral methods

Implicit solution to a certain class of non-linear fourth order differential equation is presented. Bounds on sup norm for the derivative of a certain function f involved in the equation with different boundary values, are computed. These bounds provide the rate of convergence of the iterative sequence of approximate solutions obtained by Picard method, to the exact solution.     

An improved reproducing kernel method for Fredholm integro-differential type two-point boundary value problems

In this work, an improved reproducing kernel method to find the numerical solution of Fredholm integro-differential equation type boundary value problems has been developed. Based on the good properties of reproducing kernel function and the conjugate operator, the solution representation is obtained. Meanwhile, we prove that the approximation converges to the exact solution uniformly. After that the convergence estimates are derived.     

A complex variable boundary element method for elliptic partial differential equations in a multiple-connected region

A simple boundary element method based on the Cauchy integral formulae is proposed for the numerical solution of a class of boundary value problems involving a system of elliptic partial differential equations in a multiple-connected region of infinite extent. It can be easily and efficiently implemented on the computer.     

Nonlinear equation approach for inequality elastostatics: a two-dimensional BEM implementation

The numerical solution of variational inequality problems in elastostatics is investigated by means of recently proposed equivalent nonlinear equations. Symmetric and nonsymmetric variational inequalities and linear or nonlinear, but monotone, complementarity problems can be solved this way without explicit use of nonsmooth (nondifferentiable) solvers. As a model application, two-dimentional unilateral contact problems with and without friction effects approximated by the boundary element method are formulated as nonsymmetric variational inequalities, or, for the two-dimensional case as linear complementarity problems, and are numerically solved. Performance comparisons using two standard, smooth, general purpose nonlinear equation solvers are included.     

Blending surface generation using a fast and accurate analytical solution of a fourth-order PDE with three shape control parameters

In this paper, we propose to use a fourth-order partial differential equation (PDE) to solve a class of surface-blending problems. This equation has three vector-valued shape control parameters. It incorporates all the previously published forms of fourth-order PDEs for surface blending and can generate a larger class of blending surfaces than existing equations. To apply the proposed PDE to the solution of various blending problems, we have developed a fast and accurate resolution method. Our method modifies Naviers solution for the elastic bending deformation of thin plates by making it satisfy the boundary conditions exactly. A comparison between our method, the closed-form solution method, and other existing analytical methods indicates that the developed method is able to generate blending surfaces almost as quickly and accurately as the closed-form solution method, far more efficiently and accurately than the numerical methods and other existing analytical methods. Having investigated the effects that the vector-valued shape parameters and the force function of the proposed equation have on the blending surface, we have found that they have a significant influence on its shape. They provide flexible user handles that surface designers can use to adjust the blending surface to acquire the desired shape. The developed method was employed in the investigation of surface-blending problems where the primary surfaces were expressed in parametric, implicit, and explicit forms.     

求解任意波数的三维Helmholtz方程

提出通过Adomian分解法求解任意波数的三维Helmholtz方程。通过Adomian分解法可以把三维Helmholtz微分方程转换成递归代数公式,并进一步把其边界条件转换成适用符号计算的简单代数公式。利用边界条件可以很容易得到方程的解析解表达式。Adomian分解法的主要特点在于计算简单快速,并且不需要进行线性化或离散化。最后通过数值计算以验证Adomian分解法求解任意波数下三维Helmholtz方程的有效性。数值计算结果表明：Adomian分解法的计算结果非常接近精确解,并且该方法在大波数情况下还具有良好的收敛性。     

Asymptotic output tracking for a class of semilinear parabolic equations: A semianalytical approach

This paper addresses the problem of asymptotic output tracking of a class of semilinear parabolic equations with pointwise in‐domain actuation. First, the assessment of the well‐posedness of the considered systems is performed, and then, the stability of boundary controlled systems is analyzed via Chaffee‐Infante equation and Fisher's equation. The application of the zero dynamics inverse design results in a dynamic control scheme that is implemented by using the technique of trajectory planning for flat systems and the Adomian decomposition method. The convergence of the solution of the original systems to that of the corresponding zero dynamics and the convergence of the solution expressed by an Adomian series are also analyzed. Numerical simulations are carried out to illustrate the effectiveness of the developed approach.     

Wavelets Galerkin method for solving stochastic heat equation

In this paper, a new computational method based on the second kind Chebyshev wavelets (SKCWs) together with the Galerkin method is proposed for solving a class of stochastic heat equation. For this purpose, a new stochastic operational matrix for the SKCWs is derived. A collocation method based on block pulse functions is employed to derive a general procedure for forming this matrix. The SKCWs and their operational matrices of integration and stochastic Itô-integration are used to transform the under consideration problem into the corresponding linear system of algebraic equations which can be simply solved to achieve the solution of the problem. The proposed method is very convenient for solving such problems, since the initial and boundary conditions are taken into account automatically. Moreover, the efficiency of the proposed method is shown for some concrete examples. The results reveal that the proposed method is very accurate and efficient.     

On the moving boundary formulation for parabolic problems on unbounded domains

The aim of this paper is to propose an original numerical approach for parabolic problems whose governing equations are defined on unbounded domains. We are interested in studying the class of problems admitting invariance property to Lie group of scalings. Thanks to similarity analysis the parabolic problem can be transformed into an equivalent boundary value problem governed by an ordinary differential equation and defined on an infinite interval. A free boundary formulation and a convergence theorem for this kind of transformed problems are available in [R. Fazio, A novel approach to the numerical solution of boundary value problems on infinite intervals, SIAM J. Numer. Anal. 33 (1996), pp. 1473–1483]. Depending on its scaling invariance properties, the free boundary problem is then solved numerically using either a noniterative, or an iterative method. Finally, the solution of the parabolic problem is retrieved by applying the inverse map of similarity.     

A boundary integral equation method for a class of crack problems in anisotropic elasticity

A boundary integral procedure for the solution of an important class of crack problems in anisotropic elasticity is outlined. A specific numerical example is considered in order to assess the effectiveness of the procedure.     

Collocation Methods for the Investigation of Periodic Motions of Constrained Multibody Systems

The investigation of periodic motions of constrained multibodysystems requires the numerical solution of differential-algebraicboundary value problems. After briefly surveying the basics of periodicmotion analysis the paper presents an extension of projected collocationmethods [6] to a special class of boundary value problems for multibodysystem equations with position and velocity constraints. These methodscan be applied for computing stable as well as unstable periodicmotions. Furthermore they provide stability information, which can beused to detect bifurcations on periodic branches. The special class ofequations stemming from contact problems like in railroad systems [22]can be handled as well. Numerical experiments with a wheelset modeldemonstrate the performance of the algorithms.     

A new efficient spectral galerkin method for singular perturbation problems

A new spectral Galerkin method is proposed for the convection-dominated convection-diffusion equation. This method employs a new class of trail function spaces. The available error bounds provide a clear theoretical interpretation for the higher accuracy of the new method compared to the conventional spectral methods when applied to problems with thin boundary layers. Efficient solution techniques are developed for the convection-diffusion equations by using appropriate basis functions for the new trial function spaces. The higher accuracy and the effectiveness of the new method for problems with thin boundary layers are confirmed by our numerical experiments.The work of this author is partially supported by NSF grant DMS-9205300.     

Numerical techniques for two-dimensional laplacian problems

Two numerical methods, an integral equation method and a conformal transformation method, are described for the solution of harmonic boundary value problems. The methods are designed to deal with problems involving curved boundaries, boundary singularities and discontinuous boundary conditions and are applied to a number of illustrative examples.     

Modelling and effective modification of smooth boundary geometry in boundary problems using B-spline curves

To create curves in computer graphics, we use, among others, B-splines since they make it possible to effectively produce curves in a continuous way using a small number of de Boor’s control points. The properties of these curves have also been used to define and create boundary geometry in boundary problems solving using parametric integral equations system (PIES). PIES was applied for resolution 2D boundary-value problems described by Laplace’s equation. In this PIES, boundary geometry is theoretically defined in its mathematical formalism, hence the numerical solution of the PIES requires no boundary discretization (such as in BEM) and is simply reduced to the approximation of boundary functions. To solve this PIES a pseudospectral method has been proposed and the results obtained were compared with both exact and numerical solutions.     

Viscosity solutions and optimal control problems with integral constraints

We discuss optimal control problems with integral state-control constraints. We rewrite the problem in an equivalent form as an optimal control problem with state constraints for an extended system, and prove that the value function, although possibly discontinuous, is the unique viscosity solution of the constrained boundary value problem for the corresponding Hamilton–Jacobi equation. The state constraint is the epigraph of the minimal solution of a second Hamilton–Jacobi equation. Our framework applies, for instance, to systems with design uncertainties.     

A direct boundary integral equation method for the numerical construction of harmonic functions in three-dimensional layered domains containing a cavity

We consider boundary value problems for the Laplace equation in three-dimensional multilayer domains composed of an infinite strip layer of finite height and a half-space containing a bounded cavity. The unknown (harmonic) function satisfies the Neumann boundary condition on the exterior boundary of the strip layer (i.e. at the bottom of the first layer), the Dirichlet, Neumann or Robin boundary condition on the boundary surface of the cavity and the corresponding transmission (matching) conditions on the interface layer boundary. We reduce this boundary value problem to a boundary integral equation over the boundary surface of the cavity by constructing Green's matrix for the corresponding transmission problem in the domain consisting of the infinite layer and the half-space (not with the cavity). This direct integral equation approach leads, for any of the above boundary conditions, to boundary integral equations with a weak singularity on the cavity. The numerical solution of this equation is realized by Wienert's [Die Numerische approximation von Randintegraloperatoren für die Helmholtzgleichung im R ³, Ph.D. thesis, University of Göttingen, Germany, 1990] method. The reduction of the problem, originally set in an unbounded three-dimensional region, to a boundary integral equation over the boundary of a bounded domain, is computationally advantageous. Numerical results are included for various boundary conditions on the boundary of the cavity, and compared against a recent indirect approach [R. Chapko, B.T. Johansson, and O. Protsyuk, On an indirect integral equation approach for stationary heat transfer in semi-infinite layered domains in R ³ with cavities, J. Numer. Appl. Math. (Kyiv) 105 (2011), pp. 4–18], and the results obtained show the efficiency and accuracy of the proposed method. In particular, exponential convergence is obtained for smooth cavities.     

Using the iterative reproducing kernel method for solving a class of nonlinear fractional differential equations

In previous works, we have devoted to using the reproducing kernel methods solving integer order differential equations, based on the review of previous works, in this paper, we mainly present a method for solving a class of higher order fractional differential equations with general boundary value problems by using Taylor formula into reproducing kernel space. Its analytical solution is represented in the form of series. The analytical solution and approximate solution obtained by this method is given and it is uniformly converge to the exact solution and its corresponding derivatives. The numerical examples are studied to demonstrate the accuracy of the present method.     

The BEM for numerical solution of partial fractional differential equations

A numerical method is presented for the solution of partial fractional differential equations (FDEs) arising in engineering applications and in general in mathematical physics. The solution procedure applies to both linear and nonlinear problems described by evolution type equations involving fractional time derivatives in bounded domains of arbitrary shape. The method is based on the concept of the analog equation, which in conjunction with the boundary element method (BEM) enables the spatial discretization and converts a partial FDE into a system of coupled ordinary multi-term FDEs. Then this system is solved using the numerical method for the solution of such equations developed recently by Katsikadelis. The method is illustrated by solving second order partial FDEs and its efficiency and accuracy is validated.     

A Fast Spectral Subtractional Solver for Elliptic Equations

The paper presents a fast subtractional spectral algorithm for the solution of the Poisson equation and the Helmholtz equation which does not require an extension of the original domain. It takes O(N ² log N) operations, where N is the number of collocation points in each direction. The method is based on the eigenfunction expansion of the right hand side with integration and the successive solution of the corresponding homogeneous equation using Modified Fourier Method. Both the right hand side and the boundary conditions are not assumed to have any periodicity properties. This algorithm is used as a preconditioner for the iterative solution of elliptic equations with non-constant coefficients. The procedure enjoys the following properties: fast convergence and high accuracy even when the computation employs a small number of collocation points. We also apply the basic solver to the solution of the Poisson equation in complex geometries.