Algorithm for using the boundary element method on the example of a mixed boundary value problem for the Poisson equation

Subject. This article focuses on the problems of solving systems of homogeneous linear algebraic equations in the pricing problems of an alternative financial model. Objectives. The article aims to develop a non-trivial approach to solving the problem of pricing from the scratch in the construction of a national alternative financial model, which boils down to solving large homogeneous systems of linear algebraic equations, complicated by the fuzzy setting of initial parameters (initial data) within the framework of creating a State model of a socially oriented economy, guaranteed to ensure economic, military and other types of integrated security of the Russian Federation. Methods. For the study, we used tensorial notations involving the use of elements of linear algebra, including operations with matrices and vectors, the apparatus of the fuzzy set theory (interval arithmetic), as well as methods and principles of scientific research and complex logical analysis and modeling of pricing and technological processes. Results. The article shows that an effective non-zero (different from zero, i.e. classical, trivial) solution of systems of homogeneous algebraic equations in pricing problems of an alternative financial model from the scratch is possible if the initial parameters are specified by fuzzy sets, which significantly simplifies the procedure of the computational process and the volume of arithmetic operations. Conclusions. The results obtained can be used in structures involved in the creation and testing of financial and economic models both at the federal and the Russian Federation constituent entity levels, as well as in governmental and non-governmental organizations dealing with the issues of pricing, planning and logistics support for business entities not only in the Russian Federation, but also in other countries experiencing problems in the field of financing.

The numerical solution of integral equations or a system of integral equations (for a system of conductors) consists in their discretization and reduction to a system of linear algebraic equations for the desired function. For discretization, it is possible to use projection methods, for example, the Galerkin method or the collocation method. A system of linear algebraic equations for the class of problems under consideration is characterized by a complete (filled) complex matrix. For conductor antenna structures that are quite arbitrary in geometry and size, systems of linear algebraic equations turn out to be of a high order, and special computational algorithms are required to solve them. The purpose of the work is to study adequate mathematical models for wire antennas with a subsequent description of uniform numerical algorithms based on methods of sampling and approximation of antenna current. With this method, the error in solving integral equations is determined by the error in calculating the elements of the matrix of a system of linear algebraic equations for a given piecewise polynomial approximation of the solution at step h. If the quadrature formula for numerical integration is chosen, then there are two ways to reduce the solution error. An increase in the number of collocation points leads to a rapid increase in the volume of calculations and, consequently, to a rapid increase in the amount of occupied computer memory. Therefore, the question arises of choosing the most profitable method of piecewise polynomial interpolation and discretization step h from the point of view of using computer resources, ensuring an acceptable number of solutions.

The problem of modeling the spatial distribution of the magnetic field in a ferromagnetic medium with nonlinear characteristics is solved. For the calculation, it is proposed to use block elements in the form of polygons of arbitrary shape. Discretization of the considered boundary value problems is performed by partitioning the computational domain into block elements and linearizing the material equation within each element. The distribution of the field potential inside each block element is proposed to be specified using the fundamental solutions of the Laplace equations and their conjugate functions. The algorithm for solving the boundary condition inversion problem in each block element is given, the application of which allows to set the coupling equations for the potential and the normal derivative on the element boundary. It is proposed to replace block elements with multipoles described by equations with undefined conductance matrices. The conductance matrices that define the relations between magnetic fluxes and voltages are determined by inverting the boundary conditions in each block element by the results of solving boundary value problems formulated in a special way. The analysis procedure of the magnetic circuit formed by multipoles, the connection of which corresponds to the accepted partition of the computational domain, is described. The algorithm for numerical solving an overdetermined system of linear algebraic equations arising in the analysis of a magnetic circuit is constructed. The example of calculating the fluxes distribution is given and the error is estimated.

There are no strict rules for the numerical treatment of partial differential equations. We concentrate here on linear partial differential equations. As an example of elliptic partial differential equations the two-dimensional Poisson equation with Dirichlet boundary conditions is investigated. The application of the finite difference approximation transforms this equation into a set of algebraic equations which can be solved iteratively. The time dependent heat equation is an example of parabolic partial differential equations. The one-dimensional Dirichlet boundary value problem is transformed using the implicit and explicit Euler method into an inhomogeneous system of linear algebraic equations. Stability problems of the explicit Euler method are discussed and demonstrated numerically. The wave equation is a model for hyperbolic partial differential equations. It can be transformed into a system of algebraic equations using, for instance, the explicit Euler method. Again, stability problems connected with this method are discussed and demonstrated numerically. Finally, the quantum mechanical tunneling effect is studied numerically by solving the time dependent Schrodinger equation by means of a Crank-Nicholson scheme which transforms the Schrodinger equation into a system of linear algebraic equations with tridiagonal matrix.

In this research paper a new modification of Gauss-Seidel method has been presented for solving the system of linear algebraic equations. The systems of linear algebraic equations have an important role in the field of science and engineering. This modification has been developed by using the procedure of Gauss-Seidel method and the concept of substitution techniques. Developed modification of Gauss-Seidel method is a fast convergent as compared to Gauss Jacobi’s method, Gauss-Seidel method and successive over-relaxation (SOR) method. It works on the diagonally dominant as well as positive definite symmetric systems of linear algebraic equations. Its solution has been compared with the Gauss Jacobi’s method, Gauss-Seidel method and Successive over-Relaxation method by taking different systems of linear algebraic equations and found that, it was reducing to the number of iterations and errors in each problem.

Iterative refinement of solution with biparameter for solving ill-conditioned systems of linear algebraic equations

The solution to the problem of the stability of a rectangular orthotropic plate is described by the numerical-analytical method of boundary elements. As is known, the basis of this method is the analytical construction of the fundamental system of solutions and Green’s functions for the differential equation (or their system) for the problem under consideration. To account for certain boundary conditions, or contact conditions between the individual elements of the system, a small system of linear algebraic equations is compiled, which is then solved numerically. It is shown that four combinations of the roots of the characteristic equation corresponding to the differential equation of the problem are possible, which leads to the need to determine sixty-four analytical expressions of fundamental functions. The matrix of fundamental functions, which is the basis of the transcendental stability equation, is very sparse, which significantly improves the stability of numerical operations and ensures high accuracy of the results. An analysis of the numerical results obtained by the author’s method shows very good convergence with the results of finite element analysis. For both variants of the boundary conditions, the discrepancy for the corresponding critical loads is almost the same, and increases slightly with increasing critical load. Moreover, this discrepancy does not exceed one percent. It is noted that under both variants of the boundary conditions, the critical loads calculated by the boundary element method are less than in the finite element calculations. The obtained transcendental stability equation allows to determine critical forces both by the static method and by the dynamic one. From this equation it is possible to obtain a spectrum of critical forces for a fixed number of half-waves in the direction of one of the coordinate axes. The proposed approach allows us to obtain a solution to the stability problem of an orthotropic plate under any homogeneous and inhomogeneous boundary conditions.

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.

A new technique for solving the large system of linear algebraic equations associated with implicit differencing of multidimensio nal partial differential equations is presented. The coefficient matrix of the equations is factored, and then approximations to certain terms in the matrix are obtained from series expansions. The resulting system of equations is solved easily. The method is developed and demonstrated using a simple representative two-dimensional equation. Very good results are obtained when one direction is dominant. MPLICIT finite-difference schemes for the solution of multidimensional partial differential equations are usually stable and therefore applicable to a large class of problems. However, they are difficult to implement and may require an excessive amount of computer storage and time. The long computing time arises from the need to solve the large system of linear algebraic equations that result from the differencing. The computing time can be reduced significantly by approximating the coefficient matrix of the linear equations with a matrix that produces a system of equations that are relatively easy to solve. Among such methods are the alternating direction method (ADI)l used by Beam and Warming2 and Stone's strongly implicit method,3 which has been tested by Linetal.4 In this paper, a new technique for solving the large system of linear algebraic equations associated with implict differencing of multidimensional partial differential equations is presented. This method, called the pseudo-elimination method (PE), is shown to be faster than Stone's method for certain problems. The method is directly applicable to linear and linearized nonlinear systems of parabolic or elliptic partial differential equations. In order to discuss the method, a simple linear partial differential equation will be used; however, it should be kept in mind that the PE method is applicable to much more complicated problems. The question of whether the method will work when applied to difficult problems is not addressed. The scope of this paper is limited to presenting the method and illustrating, via a simple problem, that the method has some merit and deserves further study.

The article deals with high-performance information technology (HPC) for the problems of stress-strain analysis at all stages of the life cycle of buildings and structures: construction, operation and reconstruction. The results of numerical simulation of high buildings using software as a processor component based on a new hybrid algorithm for solving systems of linear algebraic equations [1] with a symmetric positive-definite matrix that combines computation on multi-core processors and graphs. It has been found that to accelerate the calculations, hybrid systems that combine multi-core CPUs with accelerator coprocessors, including GPUs, are promising [5]. To test the effectiveness of the proposed parallel algorithm for solving systems of linear algebraic equations [1], numerical experiments were carried out at the most dangerous loads of a 27-story building. Results of numerical researches with use for preprocessor (input of initial data) and postprocessor (output of results of calculations) of processing of the LIRA-SAPR software complex are presented [2, 4, 6]. The results of numerical studies of the behavior of structures of high buildings have shown a multiple reduction in the time of solving systems of linear algebraic equations with symmetric matrices on multiprocessor (multi-core) computers with graphical accelerators using the proposed hybrid algorithms [1]. High-performance technologies based on parallel calculations give more effect than more complex processes: modeling of life cycle of high buildings, bridges, especially complex structures of NPPs, etc. for static and dynamic loads, including emergencies in normal and difficult geological conditions, which make up 70% of Ukraine's territories.

Conventional conditioning criteria are shown to be invalid for estimating the accuracy of a numerical calculation for systems of linear algebraic equations. A new conditioning criterion is proposed, quantitatively describing the actual loss of decimal digits in calculations. The adequacy of this criterion is confirmed by examples of numerical calculations. Conditioning criteria have been obtained for some types of linear systems arising in important applied problems, in particular, in the difference solution of differential or integral equations.

In this paper, we present a method using Haar wavelets for solving axially functionally graded (FG) Timoshenko beam equations with non-uniform cross-sections. We compare two different approaches to the solution. The first approach involves approximating the resulting function (i.e., rotation) of the differential equation with a polynomial function using Haar wavelets, which is a classical application in the Haar wavelet method. The second method employs an auxiliary function that uses Haar wavelets, but the rotation or deflection do not directly equal the sought function. The rotation and deflection are derived from this auxiliary function. In both methods, the coupled governing equations are transformed into a single governing equation. Using the Haar wavelet method, this single differential equation transforms into a system of linear algebraic equations. For different boundary conditions, the roots of the characteristic polynomial equation obtained from the system of linear algebraic equations are solved to determine the lowest to highest-order natural frequencies. Our results show that the use of auxiliary function is faster and more consistent with the results available in the literature. We presented several natural frequency predictions of Timoshenko beams with different taper ratios and support conditions that have not been detailed in the literature before.

In this paper, the recently proposed general variational method by Ho is extended to the solutions of boundary value problems with springtype (unnatural) boundary conditions. Specifically, examples are worked out for the scalar Laplace operator system where the boundary spring relates the displacement to its normal derivative on the boundary. Two methods of substitution are devised, resulting in a “spring interaction matrix” (I) in the system of linear algebraic equations for the modal expansion coefficients. By two specific examples, one in polar coordinate and the other in elliptic coordinate, it is demonstrated that such methods yield exact solutions whenever they exist. In addition, iteration methods and their physical meanings are discussed.

Scattering of obliquely incident surface gravity waves by an array of partial flexible vertical porous wave barriers of varied configurations is studied in finite water depth and deep water cases. For the mathematical modeling purpose, linearized water wave theory is considered. Firstly, the problem associated with double vertical barriers is handled for a solution. To solve the problem, the associated BVP (boundary value problem) is transformed into a system of Fredholm integral equations of the second kind. By using suitable quadrature formulae, these integral equations are converted to a system of linear algebraic equations. These are solved to compute various important physical quantities associated with wave scattering. The energy identities for both finite water depth and deep water cases are derived. These derived energy identities are used to check the computational accuracy and to quantify the loss of wave energy by the barrier system. Subsequently, the study is extended to deal with wave scattering by multiple non‐identical unequally spaced barriers using wide‐spacing approximation and results for equally spaced identical barriers are obtained as a special case. The methodology is further generalized to deal with Bloch problem to incorporate a periodic array of infinite barriers. Occurrences of Bragg resonance in case of multiple barriers are analyzed. From the results associated with the linearized water wave theory, the second‐order mean wave forces are computed and compared with the first‐order wave forces. The phenomena of cloaking for wave scattering by multiple impervious barriers are discussed for a wide variety of wave and structural parameters. The methodology used in this present study can easily be generalized to solve similar problems that arise in mathematical physics.

This paper presents a method for the analysis of two-dimensional crack problems using the boundary element method. In the present method, a domain to be analyzed is divided into two regions : the near-tip region, which is circular in shape and centered at the crack tip, and the outer region. The displacements and stresses in the near-tip region are represented by the truncated infinite series of the eigenfunction with unknown coefficients. The stress intensity factor is represented by one of the coefficients. The outer region is formulated by the boundary element method. The system of linear algebraic equations with respect to nodal displacements, nodal tractions and the coefficients of the series are constructed by discretized boundary integration in the outer region and the continuity conditions. To test the accuracy of the present method the center slant cracked rectangular plate under a uniform tension has been analyzed. The isoparametric linear elements are used. The calculated dimensionless stress intensity factors are in good accuracy.