Numerical solution and spectrum of boundary-domain integral equation for the Neumann BVP with variable coefficient

This is the post-print version of the Article. The official published version can be accessed from the link below - Copyright @ 2012 Taylor & Francis.In this paper, a numerical implementation of a direct united boundary-domain integral equation (BDIE) related to the Neumann boundary value problem for a scalar elliptic partial differential equation with a variable coefficient is discussed. The BDIE is reduced to a uniquely solvable one by adding an appropriate perturbation operator. The mesh-based discretization of the BDIEs with quadrilateral domain elements leads to a system of linear algebraic equations (discretized BDIE). Then, the system is solved by LU decomposition and Neumann iterations. Convergence of the iterative method is discussed in relation to the distribution of eigenvalues of the corresponding discrete operators calculated numerically.The work was supported by the grant EP/H020497/1 "Mathematical analysis of localised boundary-domain integral equations for BVPs with variable coefficients" of the EPSRC, UK

Numerics of boundary-domain integral and integro-differential equations for BVP with variable coefficient in 3D

This is the post-print version of the article. The official published version can be accessed from the links below - Copyright @ 2013 Springer-VerlagA numerical implementation of the direct boundary-domain integral and integro-differential equations, BDIDEs, for treatment of the Dirichlet problem for a scalar elliptic PDE with variable coefficient in a three-dimensional domain is discussed. The mesh-based discretisation of the BDIEs with tetrahedron domain elements in conjunction with collocation method leads to a system of linear algebraic equations (discretised BDIE). The involved fully populated matrices are approximated by means of the H-Matrix/adaptive cross approximation technique. Convergence of the method is investigated.This study is partially supported by the EPSRC grant EP/H020497/1:"Mathematical Analysis of Localised-Boundary-Domain Integral Equations for Variable-Coefficients Boundary Value Problems"

A direct solver with O(N) complexity for variable coefficient elliptic PDEs discretized via a high-order composite spectral collocation method

A numerical method for solving elliptic PDEs with variable coefficients on two-dimensional domains is presented. The method is based on high-order composite spectral approximations and is designed for problems with smooth solutions. The resulting system of linear equations is solved using a direct (as opposed to iterative) solver that has optimal O(N) complexity for all stages of the computation when applied to problems with non-oscillatory solutions such as the Laplace and the Stokes equations. Numerical examples demonstrate that the scheme is capable of computing solutions with relative accuracy of $10^{-10}$ or better, even for challenging problems such as highly oscillatory Helmholtz problems and convection-dominated convection diffusion equations. In terms of speed, it is demonstrated that a problem with a non-oscillatory solution that was discretized using $10^{8}$ nodes was solved in 115 minutes on a personal work-station with two quad-core 3.3GHz CPUs. Since the solver is direct, and the "solution operator" fits in RAM, any solves beyond the first are very fast. In the example with $10^{8}$ unknowns, solves require only 30 seconds.Comment: arXiv admin note: text overlap with arXiv:1302.599

Spatial Manifestations of Order Reduction in Runge-Kutta Methods for Initial Boundary Value Problems

This paper studies the spatial manifestations of order reduction that occur when time-stepping initial-boundary-value problems (IBVPs) with high-order Runge-Kutta methods. For such IBVPs, geometric structures arise that do not have an analog in ODE IVPs: boundary layers appear, induced by a mismatch between the approximation error in the interior and at the boundaries. To understand those boundary layers, an analysis of the modes of the numerical scheme is conducted, which explains under which circumstances boundary layers persist over many time steps. Based on this, two remedies to order reduction are studied: first, a new condition on the Butcher tableau, called weak stage order, that is compatible with diagonally implicit Runge-Kutta schemes; and second, the impact of modified boundary conditions on the boundary layer theory is analyzed.Comment: 41 pages, 9 figure

A survey on stationary problems, Green's functions and spectrum of Sturm–Liouville problem with nonlocal boundary conditions

In this paper, we present a survey of recent results on the Green's functions and on spectrum for stationary problems with nonlocal boundary conditions. Results of Lithuanian mathematicians in the field of differential and numerical problems with nonlocal boundary conditions are described. *The research was partially supported by the Research Council of Lithuania (grant No. MIP-047/2014)

Accumulation times for diffusion-mediated surface reactions

In this paper we consider a multiparticle version of a recent probabilistic framework for studying diffusion-mediated surface reactions. The basic idea of the probabilistic approach is to consider the joint probability density or generalized propagator for particle position and the so-called boundary local time. The latter characterizes the amount of time that a Brownian particle spends in the neighborhood of a totally reflecting boundary; the effects of surface reactions are then incorporated via an appropriate stopping condition for the local time. The propagator is determined by solving a Robin boundary value problem, in which the constant rate of reactivity is identified as the Laplace variable z conjugate to the local time, and then inverting the solution with respect to z. Here we reinterpret the propagator as a particle concentration in which surface absorption is counterbalanced by particle source terms. We investigate conditions under which there exists a non-trivial steady state solution, and analyze the relaxation to steady state by calculating the corresponding accumulation time. In particular, we show that the first two moments of the stopping local time density have to be finite