Fast reconstruction of harmonic functions from Cauchy data using the Dirichlet-to-Neumann map and integral equations

We propose and investigate a method for the stable determination of a harmonic function from knowledge of its value and its normal derivative on a part of the boundary of the (bounded) solution domain (Cauchy problem). We reformulate the Cauchy problem as an operator equation on the boundary using the Dirichlet-to-Neumann map. To discretize the obtained operator, we modify and employ a method denoted as Classic II given in [J. Helsing, Faster convergence and higher accuracy for the Dirichlet–Neumann map, J. Comput. Phys. 228 (2009), pp. 2578–2576, Section 3], which is based on Fredholm integral equations and Nyström discretization schemes. Then, for stability reasons, to solve the discretized integral equation we use the method of smoothing projection introduced in [J. Helsing and B.T. Johansson, Fast reconstruction of harmonic functions from Cauchy data using integral equation techniques, Inverse Probl. Sci. Eng. 18 (2010), pp. 381–399, Section 7], which makes it possible to solve the discretized operator equation in a stable way with minor computational cost and high accuracy. With this approach, for sufficiently smooth Cauchy data, the normal derivative can also be accurately computed on the part of the boundary where no data is initially given.

Solvability and asymptotics of the heat equation with mixed variable lateral conditions and applications in the opening of the exocytotic fusion pore in cells

We investigate a mixed problem with variable lateral conditions for the heat equation that arises in modelling exocytosis, i.e. the opening of a cell boundary in specific biological species for the release of certain molecules to the exterior of the cell. The Dirichlet condition is imposed on a surface patch of the boundary and this patch is occupying a larger part of the boundary as time increases modelling where the cell is opening (the fusion pore), and on the remaining part, a zero Neumann condition is imposed (no molecules can cross this boundary). Uniform concentration is assumed at the initial time. We introduce a weak formulation of this problem and show that there is a unique weak solution. Moreover, we give an asymptotic expansion for the behaviour of the solution near the opening point and for small values in time. We also give an integral equation for the numerical construction of the leading term in this expansion.

Asymptotic Property of Eigenvalues and Eigenfunctions of the Laplace Operator in Domain with a Perturbed Boundary

2000 Mathematics Subject Classification: 35J05, 35C15, 44P05

A method of fundamental solutions for theaxisymmetric backward heat equation

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

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.

Homogenization in a thin domain with an oscillatory boundary

In this paper we analyze the behavior of the Laplace operator with Neumann boundary conditions in a thin domain of the type R(epsilon) = {(x(1), x(2)) is an element of R(2) vertical bar x(1) is an element of (0, 1), 0 < x(2) < epsilon G(x(1), x(1)/epsilon)} where the function G(x, y) is periodic in y of period L. Observe that the upper boundary of the thin domain presents a highly oscillatory behavior and, moreover, the height of the thin domain, the amplitude and period of the oscillations are all of the same order, given by the small parameter epsilon. (C) 2011 Elsevier Masson SAS. All rights reserved.

A boundary element formulation for analysis of elastoplastic plates with geometrical nonlinearity

In this paper a new boundary element method formulation for elastoplastic analysis of plates with geometrical nonlinearities is presented. The von Mises criterion with linear isotropic hardening is considered to evaluate the plastic zone. Large deflections are assumed but within the context of small strain. To derive the boundary integral equations the von Karman`s hypothesis is taken into account. An initial stress field is applied to correct the true stresses according to the adopted criterion. Isoparametric linear elements are used to approximate the boundary unknown values while triangular internal cells with linear shape function are adopted to evaluate the domain value influences. The nonlinear system of equations is solved by using an implicit scheme together with the consistent tangent operator derived along the paper. Numerical examples are presented to demonstrate the accuracy and the validity of the proposed formulation.

An algebraic operator approach to the analysis of Gerber-Shiu functions

We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value problem, which is solved by symbolic techniques. The factorization of the differential operator can be lifted to the level of boundary value problems, amounting to iteratively solving first-order problems. This leads to an explicit expression for the Gerber-Shiu function in terms of the penalty function.

A Well Stated Time Domain Integral Representation for Elastodynamic Analysis and Applications

This article discusses three possible ways to derive time domain boundary integral representations for elastodynamics. This discussion points out possible difficulties found when using those formulations to deal with practical applications. The discussion points out recommendations to select the convenient integral representation to deal with elastodynamic problems and opens the possibility of deriving simplified schemes. The proper way to take into account initial conditions applied to the body is an interesting topict shown. It illustrates the main differences between the discussed boundary integral representation expressions, their singularities and possible numerical problems. The correct way to use collocation points outside the analyzed domain is carefully described. Some applications are shown at the end of the paper, in order to demonstrate the capabilities of the technique when properly used.

Approximate Approximations and a Boundary Point Method for the Linearized Stokes System

The method of approximate approximations, introduced by Maz'ya [1], can also be used for the numerical solution of boundary integral equations. In this case, the matrix of the resulting algebraic system to compute an approximate source density depends only on the position of a finite number of boundary points and on the direction of the normal vector in these points (Boundary Point Method). We investigate this approach for the Stokes problem in the whole space and for the Stokes boundary value problem in a bounded convex domain G subset R^2, where the second part consists of three steps: In a first step the unknown potential density is replaced by a linear combination of exponentially decreasing basis functions concentrated near the boundary points. In a second step, integration over the boundary partial G is replaced by integration over the tangents at the boundary points such that even analytical expressions for the potential approximations can be obtained. In a third step, finally, the linear algebraic system is solved to determine an approximate density function and the resulting solution of the Stokes boundary value problem. Even not convergent the method leads to an efficient approximation of the form O(h^2) + epsilon, where epsilon can be chosen arbitrarily small.

Zur Konvergenz der Randpunktmethode

Das von Maz'ya eingeführte Approximationsverfahren, die Methode der näherungsweisen Näherungen (Approximate Approximations), kann auch zur numerischen Lösung von Randintegralgleichungen verwendet werden (Randpunktmethode). In diesem Fall hängen die Komponenten der Matrix des resultierenden Gleichungssystems zur Berechnung der Näherung für die Dichte nur von der Position der Randpunkte und der Richtung der äußeren Einheitsnormalen in diesen Punkten ab. Dieses numerisches Verfahren wird am Beispiel des Dirichlet Problems für die Laplace Gleichung und die Stokes Gleichungen in einem beschränkten zweidimensionalem Gebiet untersucht. Die Randpunktmethode umfasst drei Schritte: Im ersten Schritt wird die unbekannte Dichte durch eine Linearkombination von radialen, exponentiell abklingenden Basisfunktionen approximiert. Im zweiten Schritt wird die Integration über den Rand durch die Integration über die Tangenten in Randpunkten ersetzt. Für die auftretende Näherungspotentiale können sogar analytische Ausdrücke gewonnen werden. Im dritten Schritt wird das lineare Gleichungssystem gelöst, und eine Näherung für die unbekannte Dichte und damit auch für die Lösung der Randwertaufgabe konstruiert. Die Konvergenz dieses Verfahrens wird für glatte konvexe Gebiete nachgewiesen.

Approximate solutions and error estimates for a Stokes boundary value problem

The aim of this paper is the numerical treatment of a boundary value problem for the system of Stokes' equations. For this we extend the method of approximate approximations to boundary value problems. This method was introduced by V. Maz'ya in 1991 and has been used until now for the approximation of smooth functions defined on the whole space and for the approximation of volume potentials. In the present paper we develop an approximation procedure for the solution of the interior Dirichlet problem for the system of Stokes' equations in two dimensions. The procedure is based on potential theoretical considerations in connection with a boundary integral equations method and consists of three approximation steps as follows. In a first step the unknown source density in the potential representation of the solution is replaced by approximate approximations. In a second step the decay behavior of the generating functions is used to gain a suitable approximation for the potential kernel, and in a third step Nyström's method leads to a linear algebraic system for the approximate source density. For every step a convergence analysis is established and corresponding error estimates are given.

Parallel Monte Carlo approach for integration of the rendering equation

This paper is addressed to the numerical solving of the rendering equation in realistic image creation. The rendering equation is integral equation describing the light propagation in a scene accordingly to a given illumination model. The used illumination model determines the kernel of the equation under consideration. Nowadays, widely used are the Monte Carlo methods for solving the rendering equation in order to create photorealistic images. In this work we consider the Monte Carlo solving of the rendering equation in the context of the parallel sampling scheme for hemisphere. Our aim is to apply this sampling scheme to stratified Monte Carlo integration method for parallel solving of the rendering equation. The domain for integration of the rendering equation is a hemisphere. We divide the hemispherical domain into a number of equal sub-domains of orthogonal spherical triangles. This domain partitioning allows to solve the rendering equation in parallel. It is known that the Neumann series represent the solution of the integral equation as a infinity sum of integrals. We approximate this sum with a desired truncation error (systematic error) receiving the fixed number of iteration. Then the rendering equation is solved iteratively using Monte Carlo approach. At each iteration we solve multi-dimensional integrals using uniform hemisphere partitioning scheme. An estimate of the rate of convergence is obtained using the stratified Monte Carlo method. This domain partitioning allows easy parallel realization and leads to convergence improvement of the Monte Carlo method. The high performance and Grid computing of the corresponding Monte Carlo scheme are discussed.