Monte Carlo approximations of the Neumann problem

We introduce Monte Carlo methods to compute the solution of elliptic equations with pure Neumann boundary conditions. We first prove that the solution obtained by the stochastic representation has a zero mean value with respect to the invariant measure of the stochastic process associated to the equation. Pointwise approximations are computed by means of standard and new simulation schemes especially devised for local time approximation on the boundary of the domain. Global approximations are computed thanks to a stochastic spectral formulation taking into account the property of zero mean value of the solution. This stochastic formulation is asymptotically perfect in terms of conditioning. Numerical examples are given on the Laplace operator on a square domain with both pure Neumann and mixed Dirichlet-Neumann boundary conditions. A more general convection-diffusion equation is also numerically studied

On transparent boundary conditions for the high--order heat equation

In this paper we develop an artificial initial boundary value problem for the high-order heat equation in a bounded domain $\Omega$. It is found an unique classical solution of this problem in an explicit form and shown that the solution of the artificial initial boundary value problem is equal to the solution of the infinite problem (Cauchy problem) in $\Omega$.Comment: 9 page

Boosting the Maxwell double layer potential using a right spin factor

We construct new spin singular integral equations for solving scattering problems for Maxwell's equations, both against perfect conductors and in media with piecewise constant permittivity, permeability and conductivity, improving and extending earlier formulations by the author. These differ in a fundamental way from classical integral equations, which use double layer potential operators, and have the advantage of having a better condition number, in particular in Fredholm sense and on Lipschitz regular interfaces, and do not suffer from spurious resonances. The construction of the integral equations builds on the observation that the double layer potential factorises into a boundary value problem and an ansatz. We modify the ansatz, inspired by a non-selfadjoint local elliptic boundary condition for Dirac equations

Stable radiation-controlling boundary conditions for the generalized harmonic Einstein equations

This paper is concerned with the initial-boundary value problem for the Einstein equations in a first-order generalized harmonic formulation. We impose boundary conditions that preserve the constraints and control the incoming gravitational radiation by prescribing data for the incoming fields of the Weyl tensor. High-frequency perturbations about any given spacetime (including a shift vector with subluminal normal component) are analyzed using the Fourier-Laplace technique. We show that the system is boundary-stable. In addition, we develop a criterion that can be used to detect weak instabilities with polynomial time dependence, and we show that our system does not suffer from such instabilities. A numerical robust stability test supports our claim that the initial-boundary value problem is most likely to be well-posed even if nonzero initial and source data are included.Comment: 27 pages, 4 figures; more numerical results and references added, several minor amendments; version accepted for publication in Class. Quantum Gra

Analytic Regularity for Linear Elliptic Systems in Polygons and Polyhedra

We prove weighted anisotropic analytic estimates for solutions of second order elliptic boundary value problems in polyhedra. The weighted analytic classes which we use are the same as those introduced by Guo in 1993 in view of establishing exponential convergence for hp finite element methods in polyhedra. We first give a simple proof of the known weighted analytic regularity in a polygon, relying on a new formulation of elliptic a priori estimates in smooth domains with analytic control of derivatives. The technique is based on dyadic partitions near the corners. This technique can successfully be extended to polyhedra, providing isotropic analytic regularity. This is not optimal, because it does not take advantage of the full regularity along the edges. We combine it with a nested open set technique to obtain the desired three-dimensional anisotropic analytic regularity result. Our proofs are global and do not require the analysis of singular functions.Comment: 54 page