Compact optimal quadratic spline collocation methods for the Helmholtz equation

Based on consolidation equations proposed for unsaturated soil, an analytical solution for 1D consolidation of an unsaturated single-layer soil with nonhomogeneous mixed boundary condition is developed. The mixed boundary condition can be used for special applications, such as tests occur in laboratory. The analytical solution is obtained by assuming all material parameters remain constant during consolidation. In the derivation of the analytical solution, the nonhomogeneous boundary condition is first transformed into a homogeneous boundary condition. Then, the eigenfunction and eigenvalue are derived according to the consolidation equations and the new boundary condition. Finally, using the method of undetermined coefficients and the orthogonal relation of the eigenfunction, the analytical solution for the new boundary condition is obtained. The present method is applicable to various types of boundary conditions. Several numerical examples are provided to investigate the consolidation behavior of an unsaturated single-layer soil with mixed boundary condition.

RETRACTED: Quartic spline collocation methods for elliptic partial differential equations

Paper is devoted to determine the solution of a non-stationary heat equation in an axial symmetry cylindrical coordinates subject to a nonhomogeneous mixed discontinuous boundary conditions of the first and of the second kind inside the disk of an finite surface cylinder. The solution of the given mixed boundary value problem is obtained with the aid of a classical methods and based on the application of a new type of a dual series equations (DSE) with a Bessel function of the first kind of order zero as a kernel. The solution of obtained DSE which is discussed in this paper is introduced to a Fredholm integral equation of the first kind.

Global space-time Trefftz DG schemes for the time-dependent linear wave equation

We study the generalized unsteady Navier–Stokes equations with a memory integral term under non-homogeneous Dirichlet boundary conditions. Using a suitable fractional Sobolev space for the boundary data, we introduce the concept of strong solutions. The global-in-time existence and uniqueness of a small-data strong solution is proved. For the proof of this result, we propose a new approach. Our approach is based on the operator treatment of the problem with the consequent application of a theorem on the local unique solvability of an operator equation involving an isomorphism between Banach spaces with continuously Fréchet differentiable perturbations.

We investigate the well-posedness of an initial boundary value problem for the Kelvin–Voigt–Brinkman–Forchheimer equations with memory and variable viscosity under a non-homogeneous Dirichlet boundary condition. A theorem about the global-in-time existence and uniqueness of a strong solution of this problem is proved under some smallness requirements on the size of the model data. For obtaining this result, we used a new technique, which is based on the operator treatment of the initial boundary value problem with the consequent application of an abstract theorem about the local unique solvability of an operator equation containing an isomorphism between Banach spaces with two kind perturbations: bounded linear and differentiable nonlinear having a zero Fréchet derivative at a zero element. Our work extends the existing frameworks of mathematical analysis and understanding of the dynamics of non-Newtonian fluids in porous media.

The model problem of a plane angle for a second-order elliptic system subject to Dirichlet, mixed, and Neumann boundary conditions is analyzed. For each boundary condition, the existence of solutions of the form $r^λv$ is reduced to spectral analysis of a particular matrix. Focusing on Dirichlet and mixed boundary conditions, optimal bounds on $|\Re λ|$ are derived, employing tools from numerical range analysis and accretive operator theory. The developed framework is novel and recovers known bounds for Dirichlet boundary conditions. The results for mixed boundary conditions are new and represent the central contribution of this work. Immediate applications of these findings are new regularity results for linear second-order elliptic systems subject to mixed boundary conditions.

Quadratic spline methods for the shallow water equations on the sphere: Collocation

A Crank-Nicolson ADI quadratic spline collocation method for two-dimensional Riemann-Liouville space-fractional diffusion equations

According to finite-size scaling theory, the correlation length in an Ising strip with infinite length and a width of L lattice constants has the form ${\ensuremath{\xi}}_{L}$(T)=Lf(c(T-${T}_{c}$)L) in the scaling regime L\ensuremath{\gg}1,\ensuremath{\Vert}T-${T}_{c}$\ensuremath{\Vert}/${T}_{c}$\ensuremath{\ll}1. Here f(x) is a universal scaling function, which does, however, depend on the boundary conditions at the edges of the strip. Utilizing the correspondence between the two-dimensional Ising model and the one-dimensional quantum Ising model in a transverse field, we calculate the explicit form of the function f(x) for spin-spin and energy-energy correlations in strips with periodic, free, fixed, and mixed free-fixed boundary conditions.

In this paper a robust numerical method is proposed for pricing American put options. The Black-Scholes differential operator in the original form is discretized by using a quadratic spline collocation method on a piecewise uniform mesh for the spatial discretization and the implicit Euler scheme for the time discretization. The position of collocation points is chosen so that the spline difference operator satisfies the discrete maximum principle, which guarantees that the scheme is maximum-norm stable. The error estimation is derived by applying the maximum principle to the discrete linear complementarity problem in two mesh sets. It is proved that the scheme is second-order convergent with respect to the spatial variable and first-order convergent with respect to the time variable. Numerical results demonstrate that the scheme is stable and accurate.

Consider the problem of finding a complex function $f = u + iv$, which is holomorphic in a given domain, with the real part u taking prescribed values on one part of the boundary, and the imaginary part v taking prescribed values on the remainder of the boundary. (This is essentially equivalent to solving Laplace’s equation subject to mixed Dirichlet and Neumann boundary conditions.) By virtue of the Cauchy integral formula, the unknown boundary values of u and v satisfy a $2 \times 2$ system of singular integral equations, which can be solved in a certain class of weighted $L_p $ spaces, by applying a result of I. Gohberg and N. Krupnik. The values of both u and v are then known over the whole of the boundary, and so f can be computed using the Cauchy integral formula.

Analytical solution for the time-fractional telegraph equation by the method of separating variables

A composite preconditioner for the electromagnetic scattering from a large cavity

In this paper we show that the h-p spectral element method developed in [3,8,9] applies to elliptic problems in curvilinear polygons with mixed Neumann and Dirichlet boundary conditions provided that the Babuska-Brezzi inf-sup conditions are satisfied. We establish basic stability estimates for a non-conforming h-p spectral element method which allows for simultaneous mesh refinement and variable polynomial degree. The spectral element functions are non-conforming if the boundary conditions are Dirichlet. For problems with mixed boundary conditions they are continuous only at the vertices of the elements. We obtain a stability estimate when the spectral element functions vanish at the vertices of the elements, which is needed for parallelizing the numerical scheme. Finally, we indicate how the mesh refinement strategy and choice of polynomial degree depends on the regularity of the coefficients of the differential operator, smoothness of the sides of the polygon and the regularity of the data to obtain the maximum accuracy achievable.