Search results for: boundary integral equation

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: 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: 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: 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: 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: 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: 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: 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: 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: 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: 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: 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: 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: 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: 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: 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: Asadollah Aghajani, Yaghoub Jalilian

Abstract:

Using the concept of measure of noncompactness, we present some results concerning the existence, uniform local attractivity and global attractivity of solutions for a functional integral equation. Our results improve and extend some previous known results and based on weaker conditions. Some examples which show that our results are applicable when the previous results are inapplicable are also included.

Keywords: Functional integral equation, fixed-point, measure of noncompactness, attractive solution, asymptotic stability.

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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: Aziz Sezgin

Abstract:

We consider the problem of stabilization of an unstable heat equation in a 2-D, 3-D and generally n-D domain by deriving a generalized backstepping boundary control design methodology. To stabilize the systems, we design boundary backstepping controllers inspired by the 1-D unstable heat equation stabilization procedure. We assume that one side of the boundary is hinged and the other side is controlled for each direction of the domain. Thus, controllers act on two boundaries for 2-D domain, three boundaries for 3-D domain and ”n” boundaries for n-D domain. The main idea of the design is to derive ”n” controllers for each of the dimensions by using ”n” kernel functions. Thus, we obtain ”n” controllers for the ”n” dimensional case. We use a transformation to change the system into an exponentially stable ”n” dimensional heat equation. The transformation used in this paper is a generalized Volterra/Fredholm type with ”n” kernel functions for n-D domain instead of the one kernel function of 1-D design.

Keywords: Backstepping, boundary control, 2-D, 3-D, n-D heat equation, distributed parameter systems.

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Authors: Alexandra Leukauf, Alexander Schirrer, Emir Talic

Abstract:

Numerical computation of wave propagation in a large domain usually requires significant computational effort. Hence, the considered domain must be truncated to a smaller domain of interest. In addition, special boundary conditions, which absorb the outward travelling waves, need to be implemented in order to describe the system domains correctly. In this work, the linear one dimensional wave equation is approximated by utilizing the Fourier Galerkin approach. Furthermore, the artificial boundaries are realized with absorbing boundary conditions. Within this work, a systematic work flow for setting up the wave problem, including the absorbing boundary conditions, is proposed. As a result, a convenient modal system description with an effective absorbing boundary formulation is established. Moreover, the truncated model shows high accuracy compared to the global domain.

Keywords: Absorbing boundary conditions, boundary control, Fourier Galerkin approach, modal approach, wave equation.

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Authors: Akbar H. Borzabadi, Omid S. Fard

Abstract:

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: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

In this paper, some new nonlinear generalized Gronwall-Bellman-Type integral inequalities with mixed time delays are established. These inequalities can be used as handy tools to research stability problems of delayed differential and integral dynamic systems. As applications, based on these new established inequalities, some p-stable results of a integro-differential equation are also given. Two numerical examples are presented to illustrate the validity of the main results.

Keywords: Gronwall-Bellman-Type integral inequalities, integrodifferential equation, p-exponentially stable, mixed delays.

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

Abstract:

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: D. Mehdizadeh, M. Rahimian, M. Eskandari-Ghadi

Abstract:

This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.

 

Keywords: Transversely isotropic, rigid disc, elasticity, dual integral equations, tri-material full-space.

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Authors: Rabha W. Ibrahim

Abstract:

We study a Dirichlet boundary value problem for Lane-Emden equation involving two fractional orders. Lane-Emden equation has been widely used to describe a variety of phenomena in physics and astrophysics, including aspects of stellar structure, the thermal history of a spherical cloud of gas, isothermal gas spheres,and thermionic currents. However, ordinary Lane-Emden equation does not provide the correct description of the dynamics for systems in complex media. In order to overcome this problem and describe dynamical processes in a fractalmedium, numerous generalizations of Lane-Emden equation have been proposed. One such generalization replaces the ordinary derivative by a fractional derivative in the Lane-Emden equation. This gives rise to the fractional Lane-Emden equation with a single index. Recently, a new type of Lane-Emden equation with two different fractional orders has been introduced which provides a more flexible model for fractal processes as compared with the usual one characterized by a single index. The contraction mapping principle and Krasnoselskiis fixed point theorem are applied to prove the existence of solutions of the problem in a Banach space. Ulam-Hyers stability for iterative Cauchy fractional differential equation is defined and studied.

Keywords: Fractional calculus, fractional differential equation, Lane-Emden equation, Riemann-Liouville fractional operators, Volterra integral equation.

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Authors: Xiguang Li

Abstract:

In this paper, by constructing a special set and utilizing fixed point theory in coin, we study the existence of solution of singular two point’s boundary value problem for second-order differential equation, which improved and generalize the result of related paper.

Keywords: Singular differential equation, boundary value problem, coin, fixed point theory.

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Authors: M. A. Koroma, Z. Chuangyi, A. F., Kamara, A. M. H. Conteh

Abstract:

In this work, we apply the Modified Laplace decomposition algorithm in finding a numerical solution of Blasius’ boundary layer equation for the flat plate in a uniform stream. The series solution is found by first applying the Laplace transform to the differential equation and then decomposing the nonlinear term by the use of Adomian polynomials. The resulting series, which is exactly the same as that obtained by Weyl 1942a, was expressed as a rational function by the use of diagonal padé approximant.

Keywords: Modified Laplace decomposition algorithm, Boundary layer equation, Padé approximant, Numerical solution.

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Authors: Pa Pa Lin

Abstract:

This research work is concerned with the eigenvalue problem for the integral operators which are obtained by linearization of a nonlocal evolution equation. The purpose of section II.A is to describe the nature of the problem and the objective of the project. The problem is related to the “stable solution" of the evolution equation which is the so-called “instanton" that describe the interface between two stable phases. The analysis of the instanton and its asymptotic behavior are described in section II.C by imposing the Green function and making use of a probability kernel. As a result , a classical Theorem which is important for an instanton is proved. Section III devoted to a study of the integral operators related to interface dynamics which concern the analysis of the Cauchy problem for the evolution equation with initial data close to different phases and different regions of space.

Keywords: Evolution, Green function, instanton, integral operators.

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Authors: Khaled Moaddy

Abstract:

In this paper, we present a fast and accurate numerical scheme for the solution of a Laplace equation with Dirichlet boundary conditions. The non-standard finite difference scheme (NSFD) is applied to construct the numerical solutions of a Laplace equation with two different Dirichlet boundary conditions. The solutions obtained using NSFD are compared with the solutions obtained using the standard finite difference scheme (SFD). The NSFD scheme is demonstrated to be reliable and efficient.

Keywords: Standard finite difference schemes, non–standard schemes, Laplace equation, Dirichlet boundary conditions.

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Authors: Nadaniela Egidi, Pierluigi Maponi

Abstract:

The approximate solution of a time-harmonic electromagnetic scattering problem for inhomogeneous media is required in several application contexts and its two-dimensional formulation is a Fredholm integral equation of second kind. This integral equation provides a formulation for the direct scattering problem but has to be solved several times in the numerical solution of the corresponding inverse scattering problem. The discretization of this Fredholm equation produces large and dense linear systems that are usually solved by iterative methods. To improve the efficiency of these iterative methods, we use the Symmetric SOR preconditioning and propose an algorithm to evaluate the associated relaxation parameter. We show the efficiency of the proposed algorithm by several numerical experiments, where we use two Krylov subspace methods, i.e. Bi-CGSTAB and GMRES.

Keywords: Fredholm integral equation, iterative method, preconditioning, scattering problem.

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