A Numerical Method for Singular Two Point Boundary Value Problems

Numerical solution of two-point boundary value problems

<p style='text-indent:20px;'>Hyperbolic systems on networks often can be written as systems of first order equations on an interval, coupled by transmission conditions at the endpoints, also called port-Hamiltonians. However, general results for the latter have been difficult to interpret in the network language. The aim of this paper is to derive conditions under which a port-Hamiltonian with general linear Kirchhoff's boundary conditions can be written as a system of <inline-formula><tex-math id="M1">\begin{document}$ 2\times 2 $\end{document}</tex-math></inline-formula> hyperbolic equations on a metric graph <inline-formula><tex-math id="M2">\begin{document}$ \Gamma $\end{document}</tex-math></inline-formula>. This is achieved by interpreting the matrix of the boundary conditions as a potential map of vertex connections of <inline-formula><tex-math id="M3">\begin{document}$ \Gamma $\end{document}</tex-math></inline-formula> and then showing that, under the derived assumptions, that matrix can be used to determine the adjacency matrix of <inline-formula><tex-math id="M4">\begin{document}$ \Gamma $\end{document}</tex-math></inline-formula>.</p>

A novel hybrid-driven mechanical press for precision drawing is presented. This new press is composed of a nine-bar linkage which has two degrees of freedom determined by inputs from a dc constant speed motor and a dc servomotor. Therefore, the generalized coordinates are the angular displacement of two cranks. The kinetic energy, potential energy and generalized torques are analyzed. According to the equivalent circuit of the dc motor and the brushless servomotor, their dynamical model and position negative feedback model are developed separately. Then, a dynamical model for the hybrid-driven press is developed by using Lagrange’s formulation. The dynamical equation is then transformed into a system of first order equations. Six first order differential equations are obtained in the state variables. In the end, the fourth fourth order Runge-Kutta method, an explicit method, is chosen as the integration technique of computer simulation. Two motors’ current, two cranks’ position and two cranks’ angular velocity are treated as unknowns and the time response of the hybrid-driven press is obtained by integrating the system of first order equations through time.

A complex variable boundary element method for solving a steady-state advection–diffusion–reaction equation

Introduction. This study investigates the possibility of increasing the accuracy of numerically solving boundary value problems using the modified Bubnov-Galerkin method with a linear ordinary differential equation, where the coefficients and the right-hand side are continuous functions. The order of the differential equation n must be less than the number of coordinate functions m.Materials and Methods. A modified Petrov-Galerkin method was used to numerically solve the boundary value problem. It employs a system of linearly independent power-type basis functions on the interval [−1,1], each normalized by the unit Chebyshev norm. The system of linear algebraic equations includes only the linearly independent boundary conditions of the original problem.Results. For the first time, an integral quadrature formula with a 22nd order error was developed for a uniform grid. This formula is used to calculate the matrix elements and coefficients in the right-hand side of the system of linear algebraic equations, taking into account the scalar product of two functions based on the new quadrature formula. The study proves a theorem on the existence and uniqueness of a solution for boundary value problems with general non-separated conditions, provided that n linearly independent particular solutions of a homogeneous differential equation of order n are known.Discussion and Conclusion. The hydrodynamic problem in a viscous strong boundary layer with a third-order equation was precisely solved. The analytical solution was compared with its numerical counterpart, and the uniform norm of their difference did not exceed 5·10‒15. The formulas derived using the generalized Bubnov-Galerkin method may be useful for solving boundary value problems with linear ordinary differential equations of the third and higher orders.

We establish sufficient conditions for the convergence of a sequence of solutions of general boundary value problems for systems of linear ordinary differential equations of any order on a finite interval in the uniform norm.

Converting high order linear PDEs to first order: Noncommutative case

We present a method for examining the existence and uniqueness and obtaining the exact solution to boundary value problems consisting of the differential equation Au = f, where A is a linear ordinary differential operator of order n, and multipoint and integral boundary conditions. We also derive a formula for computing the exact solution to even order boundary value problems encompassing the differential equation A2u = f subject to 2n general boundary conditions. The method is based on the correct extensions of operators in Banach spaces.

The boundary element method (BEM) is an efficient numerical method that approximates solutions of various boundary value problems. Despite its success little research has been performed on the conditioning of the linear systems that appear in the BEM. For a Laplace equation with Dirichlet boundary conditions a remarkable phenomenon is observed; the corresponding boundary integral equation (BIE) is singular for a certain critical size of the 2D domain. As a consequence the discrete counterpart of the BIE, the linear system, is singular too, or at least ill-conditioned. This is reflected by the condition number of the system matrix, which is infinitely large, or at least very large. When the condition number of the BEM-matrix is large, the linear system is difficult to solve and the solution of the system is very sensible to perturbations in the boundary data. For a Laplace equation with mixed boundary conditions a similar phenomenon is observed. The corresponding BEM-matrix consists of two blocks; one block originates from the BEM-matrix belonging to the Dirichlet problem, the other block originates from the BEM-matrix belonging to the Neumann problem. The composite matrix inherits the solvability problems from the Dirichlet block. In other words, for the Laplace equation with mixed boundary conditions there exists also a critical size of the 2D domain for which the BEM-matrix has an infinitely large condition number. Hence the size and shape of the domain affects the solvability of the BEM problem. The critical size of the domain for which the BIE becomes singular is related to the logarithmic capacity of the domain. The logarithmic capacity is a positive real number that is a function of the size and shape of the domain. If this logarithmic capacity is equal to one, the domain is a critical domain, and for this domain the BIE becomes singular. Thus by computing the logarithmic capacity we can a-priori determine whether the BIE will be singular or not. The logarithmic capacity depends linearly on the scale of the domain, and thus a domain with logarithmic capacity equal to one can always be found by rescaling the domain. Unfortunately the logarithmic capacity can only be computed analytically for a few simple domains; for more involved domains the logarithmic capacity can be estimated though. There are several possibilities to avoid large condition numbers, i.e. singular BIEs that appear at critical domains. The first option is to rescale the domain such that the logarithmic capacity is unequal to one. One can also add a supplementary condition to the BIE and the linear system. A drawback of this option is that the linear system has more equations than unknowns and different techniques are required to solve the system. A third option is to slightly modify the fundamental solution of the Laplace operator. This fundamental solution directly appears in the BIE and it can be shown that a suitable modification yields BIEs that do not become singular. The critical domains for which the BIEs become singular do not restrict to Laplace equations only. Also for BIEs applied to the biharmonic equation or the elastostatic equations and the Stokes equations such critical domains exist. As the last two equations are vectorial equations, also the corresponding BIE consists of two equations. As a consequence two critical domains can be found for which these BIEs become singular. To obtain nonsingular BIEs techniques similar to the Laplace case can be used. Unfortunately we cannot a-priori determine the sizes for which the BIEs becomes singular, and thus do not know to what size we should rescale the domain to obtain nonsingular BIEs. The existence of critical domains is in essence caused by the logarithmic term in the fundamental solutions for the elliptic boundary value problems in 2D. This logarithmic term does not depend linearly on the size of the domain. When a domain is scaled, i.e. multiplied by a scale factor, the argument of the logarithm is also multiplied by this scale factor, but the logarithm turns this into an additive term. Thus the logarithm transforms multiplication into addition. This affects the BIEs in such a way that critical domains can appear. The fundamental solutions of boundary value problems in 3D do not contain a logarithmic term. Hence scaling of the domain does not affect the fundamental solution, and consequently also the BIE is not affected. Hence we may safely rescale 3D domains without the risk to encounter a critical domain. An example in which a domain takes many different sizes and shapes is the blowing problem. In this problem a viscous fluid is blown to a desired shape. Typically the time is discretised into a set of discrete time steps, and at each step the shape of the fluid is computed by solving the Stokes equations. When attempting to simulate this problem in 2D, we meet a large number of 2D domains, and we risk that one of these domains is equal to or approaches a critical domain. In such a case the BEM will have difficulties with solving the Stokes equations for that particular domain. When simulating the blowing problem in 3D, no critical domains are encountered. It turns out that the BEM is a very efficient numerical method for this particular 3D problem with a moving boundary. As we are merely interested in the shape of the fluid, we only need to know the flow of its boundary. The BEM does exactly that; it does not compute the flow at the interior of the fluid. Furthermore it is rather easy to include other effects from the blowing problem in the model, such as gravity, surface tension and friction from the contact of the fluid with a wall. As only the boundary of the fluid is discretised, the system matrices that appear in the BEM are smaller than the system matrices that appear when solving the problem with a finite element method, for example. Though the BEM-matrices are dense, while the finite element matrices are sparse, the computational effort for the BEM is relatively low. In short, the BEMis a very appropriate numerical method when solving blowing problems.

Higher order non-Fickean diffusion theories involve solving a fourth order linear partial differential equation. The purpose of this paper is to indicate available methods for the solution of typical boundary value problems. Basic uniqueness theorems are outlined for a general equation involving five parameters. These theorems indicate the types of boundary conditions which are reasonable for such equations. Fundamental source solutions are derived by means of Laplace and Fourier transforms. Solutions of the fourth order equation are also derived making use of known solutions in terms of classical diffusion functions for a corresponding system of second order partial differential equations. Explicit solutions of typical boundary value problems are deduced using the method of separation of variables.

Solution of a nonlinear boundary value problem for a second-order ordinary differential equation by the method of finite differences

We consider boundary value problems with periodic boundary conditions for first-order linear systems of impulsive ordinary differential equations with unknown right-hand sides and jumps of solutions at the impulse points entering into the statement of these problems which are assumed to be subjected to some quadratic restrictions. From indirect noisy observations of their solutions on a finite system of intervals, we obtain the optimal, in certain sense, estimates of images of their right-hand sides under linear continuous operators. Under the condition that the unknown correlation functions of noises in observations belong to some special sets, it is established that such estimates and estimation errors are expressed explicitly via solutions of special periodic boundary value problems for linear impulsive systems of ordinary differential equations.

In the paper we deal with the Heun functions --- solutions of the Heun\nequation, which is the most general Fuchsian equation of second order with four\nregular singular points. Despite the increasing interest to the equation and\nnumerous applications of the functions in a wide variety of physical problems,\nit is only Maple amidst known software packages which is able to evaluate the\nHeun functions numerically. But the Maple routine is known to be imperfect:\neven at regular points it may return infinities or end up with no result.\nImproving the situation is difficult because the code is not publicly\navailable. The purpose of the work is to suggest and develop alternative\nalgorithms for numerical evaluation of the Heun functions. A procedure based on\npower series expansions and analytic continuation is suggested which allows us\nto avoid numerical integration of the differential equation and to achieve\nreasonable efficiency and accuracy. Results of numerical tests are given.\n

The main goal of this study is to find the solution of initial boundary value problem for the one-dimensional time and space-fractional diffusion equation which is a very intriguing topic for many researchers. With the aim of newly defined inner product, which is the main contribution of this study, the analytic solution of the boundary value problem is obtained. The time and space-fractional derivatives are defined in the Caputo sense which is more suitable than Riemann-Liouville sense. We apply the separation of variables method to reduce the problem to two separate fractional ODEs. The generalized solution is constructed/formed in the form of a Fourier series with respect to the eigenfunctions of a certain eigenvalue problem. In order to obtain the coefficients of the Fourier series for the solution, we define a new inner product which is the key point of study.

The theorem of the existence and uniqueness of the solution of the boundary value problem for the equation in partial derivatives of the fourth order with variable coefficients containing the product of the mixed parabolic-hyperbolic operator and the differential operator of the oscillation string with discontinuous conditions of gluing in the pentagon to the plane is proved. By the method of reducing the order of equations, the solvability of the boundary value problem is reduced to the solution of the Tricomi problem for the mixed parabola-hyperbolic equation with variable coefficients and discontinuous gluing conditions. Solving this problem is reduced to the solution of Fredholm’s integral equation of the second order relative to the trace of the derivative function on y along the line of variation of the equation type. In the hyperbolic part of the domain, the representation of the solution of the problem for the hyperbolic equation with the smallest terms was obtained by using the Riemann function method. In the parabolic part of the domain, the solution of the first boundary value problem for the parabolic equation with the smallest terms is obtained by the method of successive approximations and the Green’s function. As a result, the solution of the problem is realized by the method of solving the Gursa problem and the first boundary value problem for the equation of string oscillation.