Sparse space-time boundary element methods for the heat equation

The goal of this work is the efficient solution of the heat equation with Dirichlet or Neumann boundary conditions using the Boundary Elements Method (BEM). Efficiently solving the heat equation is useful, as it is a simple model problem for other types of parabolic problems. In complicated spatial domains as often found in engineering, BEM can be beneficial since only the boundary of the domain has to be discretised. This makes BEM easier than domain methods such as finite elements and finite differences, conventionally combined with time-stepping schemes to solve this problem. The contribution of this work is to further decrease the complexity of solving the heat equation, leading both to speed gains (in CPU time) as well as requiring smaller amounts of memory to solve the same problem. To do this we will combine the complexity gains of boundary reduction by integral equation formulations with a discretisation using wavelet bases. This reduces the total work to O(h

A Galerkin boundary element method for high frequency scattering by convex polygons

In this paper we consider the problem of time-harmonic acoustic scattering in two dimensions by convex polygons. Standard boundary or finite element methods for acoustic scattering problems have a computational cost that grows at least linearly as a function of the frequency of the incident wave. Here we present a novel Galerkin boundary element method, which uses an approximation space consisting of the products of plane waves with piecewise polynomials supported on a graded mesh, with smaller elements closer to the corners of the polygon. We prove that the best approximation from the approximation space requires a number of degrees of freedom to achieve a prescribed level of accuracy that grows only logarithmically as a function of the frequency. Numerical results demonstrate the same logarithmic dependence on the frequency for the Galerkin method solution. Our boundary element method is a discretization of a well-known second kind combined-layer-potential integral equation. We provide a proof that this equation and its adjoint are well-posed and equivalent to the boundary value problem in a Sobolev space setting for general Lipschitz domains.

A combined BIE-FE method for the Stokes equations

A numerical algorithm for the biharmonic equation in domains with piecewise smooth boundaries is presented. It is intended for problems describing the Stokes flow in the situations where one has corners or cusps formed by parts of the domain boundary and, due to the nature of the boundary conditions on these parts of the boundary, these regions have a global effect on the shape of the whole domain and hence have to be resolved with sufficient accuracy. The algorithm combines the boundary integral equation method for the main part of the flow domain and the finite-element method which is used to resolve the corner/cusp regions. Two parts of the solution are matched along a numerical ‘internal interface’ or, as a variant, two interfaces, and they are determined simultaneously by inverting a combined matrix in the course of iterations. The algorithm is illustrated by considering the flow configuration of ‘curtain coating’, a flow where a sheet of liquid impinges onto a moving solid substrate, which is particularly sensitive to what happens in the corner region formed, physically, by the free surface and the solid boundary. The ‘moving contact line problem’ is addressed in the framework of an earlier developed interface formation model which treats the dynamic contact angle as part of the solution, as opposed to it being a prescribed function of the contact line speed, as in the so-called ‘slip models’. Keywords: Dynamic contact angle; finite elements; free surface flows; hybrid numerical technique; Stokes equations.

Consistent Dirichlet Boundary Conditions for Numerical Solution of Moving Boundary Problems

We consider the imposition of Dirichlet boundary conditions in the finite element modelling of moving boundary problems in one and two dimensions for which the total mass is prescribed. A modification of the standard linear finite element test space allows the boundary conditions to be imposed strongly whilst simultaneously conserving a discrete mass. The validity of the technique is assessed for a specific moving mesh finite element method, although the approach is more general. Numerical comparisons are carried out for mass-conserving solutions of the porous medium equation with Dirichlet boundary conditions and for a moving boundary problem with a source term and time-varying mass.

Boundary integral equations on unbounded rough surfaces: Fredholmness and the finite section method

We consider a class of boundary integral equations that arise in the study of strongly elliptic BVPs in unbounded domains of the form $D = \{(x, z)\in \mathbb{R}^{n+1} : x\in \mathbb{R}^n, z > f(x)\}$ where $f : \mathbb{R}^n \to\mathbb{R}$ is a sufficiently smooth bounded and continuous function. A number of specific problems of this type, for example acoustic scattering problems, problems involving elastic waves, and problems in potential theory, have been reformulated as second kind integral equations $u+Ku = v$ in the space $BC$ of bounded, continuous functions. Having recourse to the so-called limit operator method, we address two questions for the operator $A = I + K$ under consideration, with an emphasis on the function space setting $BC$. Firstly, under which conditions is $A$ a Fredholm operator, and, secondly, when is the finite section method applicable to $A$?

Unification of the probe and singular sources methods for the inverse boundary value problem by the no-response test

In this article, we use the no-response test idea, introduced in Luke and Potthast (2003) and Potthast (Preprint) and the inverse obstacle problem, to identify the interface of the discontinuity of the coefficient gamma of the equation del (.) gamma(x)del + c(x) with piecewise regular gamma and bounded function c(x). We use infinitely many Cauchy data as measurement and give a reconstructive method to localize the interface. We will base this multiwave version of the no-response test on two different proofs. The first one contains a pointwise estimate as used by the singular sources method. The second one is built on an energy (or an integral) estimate which is the basis of the probe method. As a conclusion of this, the probe and the singular sources methods are equivalent regarding their convergence and the no-response test can be seen as a unified framework for these methods. As a further contribution, we provide a formula to reconstruct the values of the jump of gamma(x), x is an element of partial derivative D at the boundary. A second consequence of this formula is that the blow-up rate of the indicator functions of the probe and singular sources methods at the interface is given by the order of the singularity of the fundamental solution.

The point source method for inverse scattering in the time domain

Many recent inverse scattering techniques have been designed for single frequency scattered fields in the frequency domain. In practice, however, the data is collected in the time domain. Frequency domain inverse scattering algorithms obviously apply to time-harmonic scattering, or nearly time-harmonic scattering, through application of the Fourier transform. Fourier transform techniques can also be applied to non-time-harmonic scattering from pulses. Our goal here is twofold: first, to establish conditions on the time-dependent waves that provide a correspondence between time domain and frequency domain inverse scattering via Fourier transforms without recourse to the conventional limiting amplitude principle; secondly, we apply the analysis in the first part of this work toward the extension of a particular scattering technique, namely the point source method, to scattering from the requisite pulses. Numerical examples illustrate the method and suggest that reconstructions from admissible pulses deliver superior reconstructions compared to straight averaging of multi-frequency data. Copyright (C) 2006 John Wiley & Sons, Ltd.

A high-wavenumber boundary-element method for an acoustic scattering problem

In this paper we show stability and convergence for a novel Galerkin boundary element method approach to the impedance boundary value problem for the Helmholtz equation in a half-plane with piecewise constant boundary data. This problem models, for example, outdoor sound propagation over inhomogeneous flat terrain. To achieve a good approximation with a relatively low number of degrees of freedom we employ a graded mesh with smaller elements adjacent to discontinuities in impedance, and a special set of basis functions for the Galerkin method so that, on each element, the approximation space consists of polynomials (of degree $\nu$) multiplied by traces of plane waves on the boundary. In the case where the impedance is constant outside an interval $[a,b]$, which only requires the discretization of $[a,b]$, we show theoretically and experimentally that the $L_2$ error in computing the acoustic field on $[a,b]$ is ${\cal O}(\log^{\nu+3/2}|k(b-a)| M^{-(\nu+1)})$, where $M$ is the number of degrees of freedom and $k$ is the wavenumber. This indicates that the proposed method is especially commendable for large intervals or a high wavenumber. In a final section we sketch how the same methodology extends to more general scattering problems.

Finite element approximation of a sixth order nonlinear degenerate parabolic equation

We consider a finite element approximation of the sixth order nonlinear degenerate parabolic equation ut = ?.( b(u)? 2u), where generically b(u) := |u|? for any given ? ? (0,?). In addition to showing well-posedness of our approximation, we prove convergence in space dimensions d ? 3. Furthermore an iterative scheme for solving the resulting nonlinear discrete system is analysed. Finally some numerical experiments in one and two space dimensions are presented.

The omega equation and potential vorticity

Two fundamental perspectives on the dynamics of midlatitude weather systems are provided by potential vorticity (PV) and the omega equation. The aim of this paper is to investigate the link between the two perspectives, which has so far received very little attention in the meteorological literature. It also aims to give a quantitative basis for discussion of quasi-geostrophic vertical motion in terms of components associated with system movement, maintaining a constant thermal structure, and with the development of that structure. The former links with the isentropic relative-flow analysis technique. Viewed in a moving frame of reference, the measured development of a system depends on the velocity of that frame of reference. The requirement that the development should be a minimum provides a quantitative method for determining the optimum system velocity. The component of vertical velocity associated with development is shown to satisfy an omega equation with forcing determined from the relative advection of interior PV and boundary temperature. The analysis carries through in the presence of diabatic heating provided the omega equation forcing is based on the interior PV and boundary thermal tendencies, including the heating effect. The analysis is shown to be possible also at the level of the semi-geostrophic approximation. The analysis technique is applied to a number of idealized problems that can be considered to be building blocks for midlatitude synoptic-scale dynamics. They focus on the influences of interior PV, boundary temperature, an interior boundary, baroclinic instability associated with two boundaries, and also diabatic heating. In each case, insights yielded by the new perspective are sought into the dynamical behaviour, especially that related to vertical motion. Copyright © 2003 Royal Meteorological Society

The Klein-Gordon equation in a domain with time-dependent boundary

We solve a Dirichlet boundary value problem for the Klein–Gordon equation posed in a time-dependent domain. Our approach is based on a general transform method for solving boundary value problems for linear and integrable nonlinear PDE in two variables. Our results consist of the inversion formula for a generalized Fourier transform, and of the application of this generalized transform to the solution of the boundary value problem.