Introduction to nonlinear differential and integral equations.

First published in 1960 by the U. S. Atomic Energy Commission.

Boundary integral equations for acoustical inverse sound-soft scattering

The shape of a plane acoustical sound-soft obstacle is detected from knowledge of the far field pattern for one time-harmonic incident field. Two methods based on solving a system of integral equations for the incoming wave and the far field pattern are investigated. Properties of the integral operators required in order to apply regularization, i.e. injectivity and denseness of the range, are proved.

Generalized Convolution Transforms and Toeplitz Plus Hankel Integral Equations

Mathematics Subject Classification: 44A05, 44A35

Monte Carlo Algorithm for Solving Integral Equations with Polynomial Non-Linearity. Parallel Implementation

An iterative Monte Carlo algorithm for evaluating linear functionals of the solution of integral equations with polynomial non-linearity is proposed and studied. The method uses a simulation of branching stochastic processes. It is proved that the mathematical expectation of the introduced random variable is equal to a linear functional of the solution. The algorithm uses the so-called almost optimal density function. Numerical examples are considered. Parallel implementation of the algorithm is also realized using the package ATHAPASCAN as an environment for parallel realization.The computational results demonstrate high parallel efficiency of the presented algorithm and give a good solution when almost optimal density function is used as a transition density.

Solvability of an Infinite System of Singular Integral Equations

2000 Mathematics Subject Classification: 45G15, 26A33, 32A55, 46E15.

Numerical solution of the Dirichlet initial boundary value problem for the heat equation in exterior 3-dimensional domains using integral equations

A numerical method for the Dirichlet initial boundary value problem for the heat equation in the exterior and unbounded region of a smooth closed simply connected 3-dimensional domain is proposed and investigated. This method is based on a combination of a Laguerre transformation with respect to the time variable and an integral equation approach in the spatial variables. Using the Laguerre transformation in time reduces the parabolic problem to a sequence of stationary elliptic problems which are solved by a boundary layer approach giving a sequence of boundary integral equations of the first kind to solve. Under the assumption that the boundary surface of the solution domain has a one-to-one mapping onto the unit sphere, these integral equations are transformed and rewritten over this sphere. The numerical discretisation and solution are obtained by a discrete projection method involving spherical harmonic functions. Numerical results are included.

Numerical solution of a Cauchy problem for Laplace equation in 3-dimensional domains by integral equations

A numerical method based on integral equations is proposed and investigated for the Cauchy problem for the Laplace equation in 3-dimensional smooth bounded doubly connected domains. To numerically reconstruct a harmonic function from knowledge of the function and its normal derivative on the outer of two closed boundary surfaces, the harmonic function is represented as a single-layer potential. Matching this representation against the given data, a system of boundary integral equations is obtained to be solved for two unknown densities. This system is rewritten over the unit sphere under the assumption that each of the two boundary surfaces can be mapped smoothly and one-to-one to the unit sphere. For the discretization of this system, Weinert’s method (PhD, Göttingen, 1990) is employed, which generates a Galerkin type procedure for the numerical solution, and the densities in the system of integral equations are expressed in terms of spherical harmonics. Tikhonov regularization is incorporated, and numerical results are included showing the efficiency of the proposed procedure.

Numerical solution of an elliptic 3-dimensional Cauchy problem by the alternating method and boundary integral equations

We consider the Cauchy problem for the Laplace equation in 3-dimensional doubly-connected domains, that is the reconstruction of a harmonic function from knowledge of the function values and normal derivative on the outer of two closed boundary surfaces. We employ the alternating iterative method, which is a regularizing procedure for the stable determination of the solution. In each iteration step, mixed boundary value problems are solved. The solution to each mixed problem is represented as a sum of two single-layer potentials giving two unknown densities (one for each of the two boundary surfaces) to determine; matching the given boundary data gives a system of boundary integral equations to be solved for the densities. For the discretisation, Weinert's method [24] is employed, which generates a Galerkin-type procedure for the numerical solution via rewriting the boundary integrals over the unit sphere and expanding the densities in terms of spherical harmonics. Numerical results are included as well.

Solvabilty of generalized Hammerstein integral equations on unbounded domains, with sign-changing kernels

In this work we study an Hammerstein generalized integral equation u(t)=∫_{-∞}^{+∞}k(t,s) f(s,u(s),u′(s),...,u^{(m)}(s))ds, where k:ℝ²→ℝ is a W^{m,∞}(ℝ²), m∈ℕ, kernel function and f:ℝ^{m+2}→ℝ is a L¹-Carathéodory function. To the best of our knowledge, this paper is the first one to consider discontinuous nonlinearities with derivatives dependence, without monotone or asymptotic assumptions, on the whole real line. Our method is applied to a fourth order nonlinear boundary value problem, which models moderately large deflections of infinite nonlinear beams resting on elastic foundations under localized external loads.

An Abstract Second Kind Fredholm Integral Equation with Degenerated Kernel

Mathematics Subject Classification: 44A40, 45B05

A study of singular integral operators with shift

Nesta tese, consideram-se operadores integrais singulares com a acção extra de um operador de deslocacamento de Carleman e com coeficientes em diferentes classes de funções essencialmente limitadas. Nomeadamente, funções contínuas por troços, funções quase-periódicas e funções possuíndo factorização generalizada. Nos casos dos operadores integrais singulares com deslocamento dado pelo operador de reflexão ou pelo operador de salto no círculo unitário complexo, obtêm-se critérios para a propriedade de Fredholm. Para os coeficientes contínuos, uma fórmula do índice de Fredholm é apresentada. Estes resultados são consequência das relações de equivalência explícitas entre aqueles operadores e alguns operadores adicionais, tais como o operador integral singular, operadores de Toeplitz e operadores de Toeplitz mais Hankel. Além disso, as relações de equivalência permitem-nos obter um critério de invertibilidade e fórmulas para os inversos laterais dos operadores iniciais com coeficientes factorizáveis. Adicionalmente, aplicamos técnicas de análise numérica, tais como métodos de colocação de polinómios, para o estudo da dimensão do núcleo dos dois tipos de operadores integrais singulares com coeficientes contínuos por troços. Esta abordagem permite também a computação do inverso no sentido Moore-Penrose dos operadores principais. Para operadores integrais singulares com operadores de deslocamento do tipo Carleman preservando a orientação e com funções contínuas como coeficientes, são obtidos limites superiores da dimensão do núcleo. Tal é implementado utilizando algumas estimativas e com a ajuda de relações (explícitas) de equivalência entre operadores. Focamos ainda a nossa atenção na resolução e nas soluções de uma classe de equações integrais singulares com deslocamento que não pode ser reduzida a um problema de valor de fronteira binomial. De forma a atingir os objectivos propostos, foram utilizadas projecções complementares e identidades entre operadores. Desta forma, as equações em estudo são associadas a sistemas de equações integrais singulares. Estes sistemas são depois analisados utilizando um problema de valor de fronteira de Riemann. Este procedimento tem como consequência a construção das soluções das equações iniciais a partir das soluções de problemas de valor de fronteira de Riemann. Motivados por uma grande diversidade de aplicações, estendemos a definição de operador integral de Cauchy para espaços de Lebesgue sobre grupos topológicos. Assim, são investigadas as condições de invertibilidade dos operadores integrais neste contexto.

An integral equation method for a boundary value problem arising in unsteady water wave problems

In this paper we consider the 2D Dirichlet boundary value problem for Laplace’s equation in a non-locally perturbed half-plane, with data in the space of bounded and continuous functions. We show uniqueness of solution, using standard Phragmen-Lindelof arguments. The main result is to propose a boundary integral equation formulation, to prove equivalence with the boundary value problem, and to show that the integral equation is well posed by applying a recent partial generalisation of the Fredholm alternative in Arens et al [J. Int. Equ. Appl. 15 (2003) pp. 1-35]. This then leads to an existence proof for the boundary value problem. Keywords. Boundary integral equation method, Water waves, Laplace’s

Modeling electrocortical activity through improved local approximations of integral neural field equations

Neural field models of firing rate activity typically take the form of integral equations with space-dependent axonal delays. Under natural assumptions on the synaptic connectivity we show how one can derive an equivalent partial differential equation (PDE) model that properly treats the axonal delay terms of the integral formulation. Our analysis avoids the so-called long-wavelength approximation that has previously been used to formulate PDE models for neural activity in two spatial dimensions. Direct numerical simulations of this PDE model show instabilities of the homogeneous steady state that are in full agreement with a Turing instability analysis of the original integral model. We discuss the benefits of such a local model and its usefulness in modeling electrocortical activity. In particular, we are able to treat “patchy” connections, whereby a homogeneous and isotropic system is modulated in a spatially periodic fashion. In this case the emergence of a “lattice-directed” traveling wave predicted by a linear instability analysis is confirmed by the numerical simulation of an appropriate set of coupled PDEs.

Sur l'équation fonctionnelle de Fredholm et quelques-unes de ses applications.

Diss.--Paris.

Fast reconstruction of harmonic functions from Cauchy data using integral equation techniques

We consider the problem of stable determination of a harmonic function from knowledge of the solution and its normal derivative on a part of the boundary of the (bounded) solution domain. The alternating method is a procedure to generate an approximation to the harmonic function from such Cauchy data and we investigate a numerical implementation of this procedure based on Fredholm integral equations and Nyström discretization schemes, which makes it possible to perform a large number of iterations (millions) with minor computational cost (seconds) and high accuracy. Moreover, the original problem is rewritten as a fixed point equation on the boundary, and various other direct regularization techniques are discussed to solve that equation. We also discuss how knowledge of the smoothness of the data can be used to further improve the accuracy. Numerical examples are presented showing that accurate approximations of both the solution and its normal derivative can be obtained with much less computational time than in previous works.