Search results for: Boundary Integral Equation Method.

Authors: Hsuan-Ku Liu, Ming Long Liu

Abstract:

In this paper, we investigate the solution of a two dimensional parabolic free boundary problem. The free boundary of this problem is modelled as a nonlinear integral equation (IE). For this integral equation, we propose an asymptotic solution as time is near to maturity and develop an integral iterative method. The computational results reveal that our asymptotic solution is very close to the numerical solution as time is near to maturity.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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Authors: N. M. A. Nik Long, Z. K. Eshkuvatov, M. Yaghobifar, M. Hasan

Abstract:

In this paper the exact solution of infinite boundary integral equation (IBIE) of the second kind with degenerate kernel is presented. Moreover Galerkin method with Laguerre polynomial is applied to get the approximate solution of IBIE. Numerical examples are given to show the validity of the method presented.

Keywords: Approximation, Galerkin method, Integral equations, Laguerre polynomial.

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Authors: Pan Cheng, Jin Huang, Guang Zeng

Abstract:

Elastic boundary eigensolution problems are converted into boundary integral equations by potential theory. The kernels of the boundary integral equations have both the logarithmic and Hilbert singularity simultaneously. We present the mechanical quadrature methods for solving eigensolutions of the boundary integral equations by dealing with two kinds of singularities at the same time. The methods possess high accuracy O(h3) and low computing complexity. The convergence and stability are proved based on Anselone-s collective compact theory. Bases on the asymptotic error expansion with odd powers, we can greatly improve the accuracy of the approximation, and also derive a posteriori error estimate which can be used for constructing self-adaptive algorithms. The efficiency of the algorithms are illustrated by numerical examples.

Keywords: boundary integral equation, extrapolation algorithm, aposteriori error estimate, elasticity.

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Authors: Meng Hu, Lili Wang

Abstract:

This paper deals with a nonlinear fractional differential equation with integral boundary condition of the following form:  Dαt x(t) = f(t, x(t),Dβ t x(t)), t ∈ (0, 1), x(0) = 0, x(1) = 1 0 g(s)x(s)ds, where 1 < α ≤ 2, 0 < β < 1. Our results are based on the Schauder fixed point theorem and the Banach contraction principle.

Keywords: Fractional differential equation, Integral boundary condition, Schauder fixed point theorem, Banach contraction principle.

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Authors: Chuanyun Gu

Abstract:

By using fixed point theorems for a class of generalized concave and convex operators, the positive solution of nonlinear fractional differential equation with integral boundary conditions is studied, where n ≥ 3 is an integer, μ is a parameter and 0 ≤ μ < α. Its existence and uniqueness is proved, and an iterative scheme is constructed to approximate it. Finally, two examples are given to illustrate our results.

Keywords: Fractional differential equation, positive solution, existence and uniqueness, fixed point theorem, generalized concave and convex operator, integral boundary conditions.

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Authors: Ampon Dhamacharoen, Kanittha Chompuvised

Abstract:

In this work, we solve multipoint boundary value problems where the boundary value conditions are equations using the Newton-Broyden Shooting method (NBSM).The proposed method is tested upon several problems from the literature and the results are compared with the available exact solution. The experiments are given to illustrate the efficiency and implementation of the method.

Keywords: Boundary value problem; Multipoint equation boundary value problems, Shooting Method, Newton-Broyden method.

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Authors: G.Mehdiyeva, V.Ibrahimov, M.Imanova

Abstract:

As is known, one of the priority directions of research works of natural sciences is introduction of applied section of contemporary mathematics as approximate and numerical methods to solving integral equation into practice. We fare with the solving of integral equation while studying many phenomena of nature to whose numerically solving by the methods of quadrature are mainly applied. Taking into account some deficiency of methods of quadrature for finding the solution of integral equation some sciences suggested of the multistep methods with constant coefficients. Unlike these papers, here we consider application of hybrid methods to the numerical solution of Volterra integral equation. The efficiency of the suggested method is proved and a concrete method with accuracy order p = 4 is constructed. This method in more precise than the corresponding known methods.

Keywords: Volterra integral equation, hybrid methods, stability and degree, methods of quadrature

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Authors: M.Eskandari-Ghadi, M.Mahmoodian

Abstract:

In this article an isotropic linear elastic half-space with a cylindrical cavity of finite length is considered to be under the effect of a ring shape time-harmonic torsion force applied at an arbitrary depth on the surface of the cavity. The equation of equilibrium has been written in a cylindrical coordinate system. By means of Fourier cosine integral transform, the non-zero displacement component is obtained in the transformed domain. With the aid of the inversion theorem of the Fourier cosine integral transform, the displacement is obtained in the real domain. With the aid of boundary conditions, the involved boundary value problem for the fundamental solution is reduced to a generalized Cauchy singular integral equation. Integral representation of the stress and displacement are obtained, and it is shown that their degenerated form to the static problem coincides with existing solutions in the literature.

Keywords: Cosine transform, Half space, Isotropic, Singular integral equation, Torsion

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Authors: S. Mehran, S. Rouhi, F.Rouzbahani, E. Haghgoo

Abstract:

In this paper, growth and collapse of a vapour bubble generated due to a local energy input inside a rigid cylinder and in the absence of buoyancy forces is investigated using Boundary Integral Equation Method and Finite Difference Method .The fluid is treated as potential flow and Boundary Integral Equation Method is used to solve Laplace-s equation for velocity potential. Different ratios of the diameter of the rigid cylinder to the maximum radius of the bubble are considered. Results show that during the collapse phase of the bubble inside a vertical rigid cylinder, two liquid micro jets are developed on the top and bottom sides of the vapour bubble and are directed inward. It is found that by increasing the ratio of the cylinder diameter to the maximum radius of the bubble, the rate of the growth and collapse phases of the bubble increases and the life time of the bubble decreases.

Keywords: Vapour bubble, Vertical rigid cylinder, Boundaryelement method, Finite difference method, Buoyancy forces.

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Authors: MA. Ansari

Abstract:

In cancer progress, the optical properties of tissues like absorption and scattering coefficient change, so by these changes, we can trace the progress of cancer, even it can be applied for pre-detection of cancer. In this paper, we investigate the effects of changes of optical properties on light penetrated into tissues. The diffusion equation is widely used to simulate light propagation into biological tissues. In this study, the boundary integral method (BIM) is used to solve the diffusion equation. We illustrate that the changes of optical properties can modified the reflectance or penetrating light.

Keywords: Diffusion equation, boundary element method, refractive index

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Authors: Nizami Mustafa, C. Ardil

Abstract:

In this study, the existence and uniqueness of the solution of a nonlinear singular integral equation that is defined on a region in the complex plane is proven and a method is given for finding the solution.

Keywords: Approximate solution, Fixed-point principle, Nonlinear singular integral equations, Vekua integral operator

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Authors: Khosrow Maleknejad, Reza Mollapourasl, Parvin Torabi, Mahdiyeh Alizadeh,

Abstract:

Sinc-collocation scheme is one of the new techniques used in solving numerical problems involving integral equations. This method has been shown to be a powerful numerical tool for finding fast and accurate solutions. So, in this paper, some properties of the Sinc-collocation method required for our subsequent development are given and are utilized to reduce integral equation of the first kind to some algebraic equations. Then convergence with exponential rate is proved by a theorem to guarantee applicability of numerical technique. Finally, numerical examples are included to demonstrate the validity and applicability of the technique.

Keywords: Integral equation, Fredholm type, Collocation method, Sinc approximation.

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Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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Authors: Z. El Felsoufi, L. Azrar

Abstract:

This paper studies a mathematical model based on the integral equations for dynamic analyzes numerical investigations of a non-uniform or multi-material composite beam. The beam is subjected to a sub-tangential follower force and elastic foundation. The boundary conditions are represented by generalized parameterized fixations by the linear and rotary springs. A mathematical formula based on Euler-Bernoulli beam theory is presented for beams with variable cross-sections. The non-uniform section introduces non-uniformity in the rigidity and inertia of beams and consequently, more complicated equilibrium who governs the equation. Using the boundary element method and radial basis functions, the equation of motion is reduced to an algebro-differential system related to internal and boundary unknowns. A generalized formula for the deflection, the slope, the moment and the shear force are presented. The free vibration of non-uniform loaded beams is formulated in a compact matrix form and all needed matrices are explicitly given. The dynamic stability analysis of slender beam is illustrated numerically based on the coalescence criterion. A realistic case related to an industrial chimney is investigated.

Keywords: Chimney, BEM and integral equation formulation, non uniform cross section, vibration and Flutter.

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Authors: M.T. Shervani-Tabar, M. Rezaee, E. Madadi Kandjani

Abstract:

Dynamics of a vapour bubble generated due to a high local energy input near a circular thin bronze plate in the absence of the buoyancy forces is numerically investigated in this paper. The bubble is generated near a thin bronze plate and during the growth and collapse of the bubble, it deforms the nearby plate. The Boundary Integral Equation Method is employed for numerical simulation of the problem. The fluid is assumed to be incompressible, irrotational and inviscid and the surface tension on the bubble boundary is neglected. Therefore the fluid flow around the vapour bubble can be assumed as a potential flow. Furthermore, the thin bronze plate is assumed to have perfectly plastic behaviour. Results show that the displacement of the circular thin bronze plate has considerable effect on the dynamics of its nearby vapour bubble. It is found that by decreasing the thickness of the thin bronze plate, the growth and collapse rate of the bubble becomes higher and consequently the lifetime of the bubble becomes shorter.

Keywords: Vapour Bubble, Thin Bronze Plate, Boundary Integral Equation Method.

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Authors: Mahmoud Zarrini, Sanaz Torkaman

Abstract:

In this paper, we have proposed a numerical method for solving fuzzy Fredholm integral equation of the second kind. In this method a combination of orthonormal Bernstein and Block-Pulse functions are used. In most cases, the proposed method leads to the exact solution. The advantages of this method are shown by an example and calculate the error analysis.

Keywords: Fuzzy Fredholm Integral Equation, Bernstein, Block-Pulse, Orthonormal.

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Authors: A. Soltani, M. Karimi Demneh

Abstract:

In this paper, modeling of an acoustic enclosed vehicle cabin has been carried out by using boundary element method. Also, the second purpose of this study is analyzing of linear wave equation in an acoustic field. The resultants of this modeling consist of natural frequencies that have been compared with resultants derived from finite element method. By using numerical method (boundary element method) and after solution of wave equation inside an acoustic enclosed cabin, this method has been progressed to simulate noise inside a simple vehicle cabin.

Keywords: Boundary element method, natural frequency, noise, vehicle cabin.

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Authors: V. Ghadamyari, F. Samadi, F. Kowsary

Abstract:

An inverse geometry problem is solved to predict an unknown irregular boundary profile. The aim is to minimize the objective function, which is the difference between real and computed temperatures, using three different versions of Conjugate Gradient Method. The gradient of the objective function, considered necessary in this method, obtained as a result of solving the adjoint equation. The abilities of three versions of Conjugate Gradient Method in predicting the boundary profile are compared using a numerical algorithm based on the method. The predicted shapes show that due to its convergence rate and accuracy of predicted values, the Powell-Beale version of the method is more effective than the Fletcher-Reeves and Polak –Ribiere versions.

Keywords: Boundary elements, Conjugate Gradient Method, Inverse Geometry Problem, Sensitivity equation.

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Authors: Xin Luo, Jin Huang, Pan Cheng

Abstract:

By means of Sidi-Israeli’s quadrature rules, mechanical quadrature methods (MQMs) for solving the first kind boundary integral equations (BIEs) of steady state Stokes problem are presented. The convergence of numerical solutions by MQMs is proved based on Anselone’s collective compact and asymptotical compact theory, and the asymptotic expansions with the odd powers of the errors are provided, which implies that the accuracy of the approximations by MQMs possesses high accuracy order O (h3). Finally, the numerical examples show the efficiency of our methods.

Keywords: Stokes problem, boundary integral equation, mechanical quadrature methods, asymptotic expansions.

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Authors: Indu Saini, Phool Singh, Vikas Malik

Abstract:

A novel method based on Genetic Algorithm to solve the boundary value problems (BVPs) of the Falkner–Skan equation over a semi-infinite interval has been presented. In our approach, we use the free boundary formulation to truncate the semi-infinite interval into a finite one. Then we use the shooting method based on Genetic Algorithm to transform the BVP into initial value problems (IVPs). Genetic Algorithm is used to calculate shooting angle. The initial value problems arisen during shooting are computed by Runge-Kutta Fehlberg method. The numerical solutions obtained by the present method are in agreement with those obtained by previous authors.

Keywords: Boundary Layer Flow, Falkner–Skan equation, Genetic Algorithm, Shooting method.

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Authors: Harpreet Kaur, Vinod Mishra, R. C. Mittal

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In this paper, we have proposed a Haar wavelet quasilinearization method to solve the well known Blasius equation. The method is based on the uniform Haar wavelet operational matrix defined over the interval [0, 1]. In this method, we have proposed the transformation for converting the problem on a fixed computational domain. The Blasius equation arises in the various boundary layer problems of hydrodynamics and in fluid mechanics of laminar viscous flows. Quasi-linearization is iterative process but our proposed technique gives excellent numerical results with quasilinearization for solving nonlinear differential equations without any iteration on selecting collocation points by Haar wavelets. We have solved Blasius equation for 1≤α ≤ 2 and the numerical results are compared with the available results in literature. Finally, we conclude that proposed method is a promising tool for solving the well known nonlinear Blasius equation.

Keywords: Boundary layer Blasius equation, collocation points, quasi-linearization process, uniform haar wavelets.

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Authors: Akbar H. Borzabadi, Omid S. Fard

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In this paper we introduce an approach via optimization methods to find approximate solutions for nonlinear Fredholm integral equations of the first kind. To this purpose, we consider two stages of approximation. First we convert the integral equation to a moment problem and then we modify the new problem to two classes of optimization problems, non-constraint optimization problems and optimal control problems. Finally numerical examples is proposed.

Keywords: Fredholm integral equation, Optimization method, Optimal control, Nonlinear and linear programming

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Authors: Xin Luo, Jin Huang, Chuan-Long Wang

Abstract:

The mechanical quadrature methods for solving the boundary integral equations of the anisotropic Darcy-s equations with Dirichlet conditions in smooth domains are presented. By applying the collectively compact theory, we prove the convergence and stability of approximate solutions. The asymptotic expansions for the error show that the methods converge with the order O (h3), where h is the mesh size. Based on these analysis, extrapolation methods can be introduced to achieve a higher convergence rate O (h5). An a posterior asymptotic error representation is derived in order to construct self-adaptive algorithms. Finally, the numerical experiments show the efficiency of our methods.

Keywords: Darcy's equation, anisotropic, mechanical quadrature methods, extrapolation methods, a posteriori error estimate.

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Authors: A. Zerarka, A. Soukeur, N. Khelil

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In the present work, we introduce the particle swarm optimization called (PSO in short) to avoid the Runge-s phenomenon occurring in many numerical problems. This new approach is tested with some numerical examples including the generalized integral quadrature method in order to solve the Volterra-s integral equations

Keywords: Integral equation, particle swarm optimization, Runge's phenomenon.

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Authors: Costa, E.S., Borges, E.N.M., Afonso, M.M.

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The modeling of sound radiation is of fundamental importance for understanding the propagation of acoustic waves and, consequently, develop mechanisms for reducing acoustic noise. The propagation of acoustic waves, are involved in various phenomena such as radiation, absorption, transmission and reflection. The radiation is studied through the linear equation of the acoustic wave that is obtained through the equation for the Conservation of Momentum, equation of State and Continuity. From these equations, is the Helmholtz differential equation that describes the problem of acoustic radiation. In this paper we obtained the solution of the Helmholtz differential equation for an infinite cylinder in a pulsating through free and homogeneous. The analytical solution is implemented and the results are compared with the literature. A numerical formulation for this problem is obtained using the Boundary Element Method (BEM). This method has great power for solving certain acoustical problems in open field, compared to differential methods. BEM reduces the size of the problem, thereby simplifying the input data to be worked and reducing the computational time used.

Keywords: Acoustic radiation, boundary element

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Authors: M.Imanova, G.Mehdiyeva, V.Ibrahimov

Abstract:

Solution of some practical problems is reduced to the solution of the integro-differential equations. But for the numerical solution of such equations basically quadrature methods or its combination with multistep or one-step methods are used. The quadrature methods basically is applied to calculation of the integral participating in right hand side of integro-differential equations. As this integral is of Volterra type, it is obvious that at replacement with its integrated sum the upper limit of the sum depends on a current point in which values of the integral are defined. Thus we receive the integrated sum with variable boundary, to work with is hardly. Therefore multistep method with the constant coefficients, which is free from noted lack and gives the way for finding it-s coefficients is present.

Keywords: Volterra integro-differential equations, multistepmethods, finite-difference methods, initial value problem

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Authors: M. A. Ghorbani, M. Pasbani Khiavi

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In this paper, the dam-reservoir interaction is analyzed using a finite element approach. The fluid is assumed to be incompressible, irrotational and inviscid. The assumed boundary conditions are that the interface of the dam and reservoir is vertical and the bottom of reservoir is rigid and horizontal. The governing equation for these boundary conditions is implemented in the developed finite element code considering the horizontal and vertical earthquake components. The weighted residual standard Galerkin finite element technique with 8-node elements is used to discretize the equation that produces a symmetric matrix equation for the damreservoir system. A new boundary condition is proposed for truncating surface of unbounded fluid domain to show the energy dissipation in the reservoir, through radiation in the infinite upstream direction. The Sommerfeld-s and perfect damping boundary conditions are also implemented for a truncated boundary to compare with the proposed far end boundary. The results are compared with an analytical solution to demonstrate the accuracy of the proposed formulation and other truncated boundary conditions in modeling the hydrodynamic response of an infinite reservoir.

Keywords: Reservoir, finite element, truncated boundary, hydrodynamic pressure

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Authors: Stephen Kirkup

Abstract:

This paper discusses the implementation of the boundary element method (BEM) on an Excel spreadsheet and how it can be used in teaching vector calculus and simulation. There are two separate spreadheets, within which Laplace equation is solved by the BEM in two dimensions (LIBEM2) and axisymmetric three dimensions (LBEMA). The main algorithms are implemented in the associated programming language within Excel, Visual Basic for Applications (VBA). The BEM only requires a boundary mesh and hence it is a relatively accessible method. The BEM in the open spreadsheet environment is demonstrated as being useful as an aid to teaching and learning. The application of the BEM implemented on a spreadsheet for educational purposes in introductory vector calculus and simulation is explored. The development of assignment work is discussed, and sample results from student work are given. The spreadsheets were found to be useful tools in developing the students’ understanding of vector calculus and in simulating heat conduction.

Keywords: Boundary element method, laplace equation, vector calculus, simulation, education.

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Authors: Hailong Zhu, Zhaoxiang Li

Abstract:

In this paper we investigate numerically positive solutions of the equation -Δu = λuq+up with Dirichlet boundary condition in a boundary domain ╬® for λ > 0 and 0 < q < 1 < p < 2*, we will compute and visualize the range of λ, this problem achieves a numerical solution.

Keywords: positive solutions, concave-convex, sub-super solution method, pseudo arclength method.

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Authors: jianhua Hou, Changqing Yang, and Beibo Qin

Abstract:

A numerical method for solving nonlinear Fredholm integral equations of second kind is proposed. The Fredholm type equations which have many applications in mathematical physics are then considered. The method is based on hybrid function  approximations. The properties of hybrid of block-pulse functions and Chebyshev polynomials are presented and are utilized to reduce the computation of nonlinear Fredholm integral equations to a system of nonlinear. Some numerical examples are selected to illustrate the effectiveness and simplicity of the method.

Keywords: Hybrid functions, Fredholm integral equation, Blockpulse, Chebyshev polynomials, product operational matrix.

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