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NUMERICAL SOLUTION AND SPECTRUM OF BOUNDARY-DOMAIN INTEGRAL EQUATIONS A thesis submitted for the degree of Doctor of Philosophy by NURUL AKMAL BINTI MOHAMED School of Information Systems, Computing and Mathematics Brunel University June 2013 Abstract A numerical implementation of the direct Boundary-Domain Integral Equation (BDIE)/ Boundary-DomainIntegro-DifferentialEquations(BDIDEs)andLocalizedBoundary-Domain IntegralEquation(LBDIE)/LocalizedBoundary-DomainIntegro-DifferentialEquations(LB- DIDEs) related to the Neumann and Dirichlet boundary value problem for a scalar elliptic PDE with variable coefficient is discussed in this thesis. The BDIE and LBDIE related to Neumannproblemarereducedtoauniquelysolvableonebyaddinganappropriateperturba- tion operator. The mesh-based discretisation of the BDIE/BDIDEs and LBDIE/LBDIDEs withquadrilateraldomainelementsleadstosystemsoflinearalgebraicequations(discretised BDIE/BDIDEs/LBDIE/BDIDEs). Then the systems obtained from BDIE/BDIDE (discretised BDIE/BDIDE) are solved by the LU decomposition method and Neumann iterations. Convergence of the iterative method is analyzed in relation with the eigen-values of the cor- responding discrete BDIE/BDIDE operators obtained numerically. The systems obtained from LBDIE/LBDIDE (discretised LBDIE/LBDIDE) are solved by the LU decomposition method as the Neumann iteration method diverges. i Contents 1 Research Introduction and Overview 1 Research Introduction and Overview 1 1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Research Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 1.3 Research Rationale . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 1.4 Scope of the Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 1.5 Outline of Thesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 2 Introduction to Boundary Integral Equations 13 2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 2.2 Boundary Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 2.2.1 Formulation of Direct boundary integral equations . . . . . . . . . . . 20 2.2.2 Fredholm’s theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25 2.2.3 The Neumann series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 2.2.4 Compact linear operator and its spectrum . . . . . . . . . . . . . . . . 30 2.3 Spectral properties of BIEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32 2.3.1 Spectral properties of indirect BIEs . . . . . . . . . . . . . . . . . . . 32 2.3.2 Spectral properties of direct BIEs . . . . . . . . . . . . . . . . . . . . . 33 2.4 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 ii 3 The Boundary-Domain Integral Equation for Neumann Problem 35 3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 3.2 The Boundary-Domain Integral Equation . . . . . . . . . . . . . . . . . . . . 36 3.3 Numerical Examples of BDIE for Neumann Problem . . . . . . . . . . . . . . 52 3.3.1 Numerical results related to the Neumann series expansion (3.60) . . . 55 3.3.2 Numerical results related to the Neumann series expansion (3.64) . . . 57 3.3.3 Eigen-values. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64 3.4 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72 4 The Boundary-Domain Integro-Differential Equations for Dirichlet Prob- lem 73 4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73 4.2 The BDIDEs for Dirichlet Problem . . . . . . . . . . . . . . . . . . . . . . . . 74 4.2.1 The discretized BDIDE with the collocation points xi ∈ Ω . . . . . . . 76 4.2.2 The discretized BDIDE with the collocation points xi ∈ Ω . . . . . . . 79 4.2.3 Numerical Examples for System (4.28) . . . . . . . . . . . . . . . . . . 80 4.2.4 Eigen-values for the System (4.28) . . . . . . . . . . . . . . . . . . . . 85 4.2.5 Numerical Examples for System (4.17) . . . . . . . . . . . . . . . . . . 88 4.2.6 Eigen-values for the System (4.17) . . . . . . . . . . . . . . . . . . . . 96 4.3 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105 5 TheLocalizedBoundary-DomainIntegralEquationforNeumannandDirich- let Problems 106 5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106 5.2 Localized Boundary-Domain Integral Equations . . . . . . . . . . . . . . . . . 107 5.2.1 Localized Boundary-Domain Integral Equation Method for Neumann Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108 5.2.2 Numerical Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114 5.2.3 Localized Boundary-Domain Integral Equation for Dirichlet Problem . 123 5.2.4 Numerical Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125 iii 5.3 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140 6 Conclusions and Future Research 141 iv List of Figures 2.1 Schematic picture of the domain Ω, boundary ∂Ω and normal ν. . . . . . . . 17 3.1 Figure shows ∂Ω and Ω on a rectangle domain with 9 nodes. . . . . . . . . 39 l m 3.2 Illustration of the notations used in describing this semi-analytic method. . . 44 3.3 Triangular subelements for numerical integration when xi is a node of an element. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48 3.4 Test domains. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54 3.5 Relative errors of the solutions on the square and circle vs. number of Neu- mann iterations, compared with the error of the LU decomposition solution (horizontal lines), for different number of mesh nodes J. . . . . . . . . . . . . 56 3.6 Relative errors of the approximate solutions (a) and their gradients (b), on the square vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . . . . 57 3.7 Relative errors of the solutions on the square vs. number of Neumann iterations, compared with the error of the LU decomposition solution (horizontal lines), for different number of mesh nodes J.. . . . . . . . . . . . . . . . . . . 58 3.8 Relative errors of the approximate solutions (a) and their gradients (b), on circular domain vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . 59 3.9 Relative errors of the solutions on circular domain vs. number of Neumann iterations, compared with the error of the LU decomposition solution (horizontal lines), for different number of mesh nodes J. . . . . . . . . . . . . . . . 60 3.10 Relative errors of the approximate solutions (a) and their gradients (b), on the parallelogram vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . 61 v 3.11 Relative errors of the solutions on parallelogram vs. number of Neumann iterations, compared with the error of the LU decomposition solution (horizontal lines), for different number of mesh nodes J.. . . . . . . . . . . . . . . . . . . 62 3.12 Eigen-values of the matrix K vs. the number of nodes J. . . . . . . . . . . . 66 0 3.13 The largest eigen-values of the matrix K for the square vs. k for a(x) = xk. 69 2 2 3.14 The largest eigen-values of the matrix K for the circular domain vs. k for 2 a(x) = xk. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70 2 3.15 The largest eigen-values of the matrix K for the parallelogram vs. k for 2 a(x) = xk. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71 2 4.1 Relative errors of the approximate solutions (a) and their gradients (b), on the square vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . . . . 82 4.2 Relative errors of the approximate solutions (a) and their gradients (b), on circular test domain vs. number of nodes J. . . . . . . . . . . . . . . . . . . . 83 4.3 Relative errors of the approximate solutions (a) and their gradients (b), on parallelogram vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . . 84 4.4 Eigen -values of the matrix K for the square vs. the number of nodes J −J . 87 3 D 4.5 Relative errors of the approximate solutions (a) and their gradients (b), on the square vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . . . . 89 4.6 Relative error of the solutions on the square vs. number of Neumann iterations, compared with the error of the LU decomposition solution (horizontal lines), for different number of mesh nodes J.. . . . . . . . . . . . . . . . . . . 90 4.7 Relative errors of the approximate solutions (a) and their gradients (b), on circular domain vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . 91 4.8 Relativeerrorofthesolutionsoncirculardomainvs. numberofNeumanniter- ations, compared with the error of the LU decomposition solution (horizontal lines), for different number of mesh nodes J.. . . . . . . . . . . . . . . . . . . 92 4.9 Relative errors of the approximate solutions (a) and their gradients (b), on the parallelogram vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . 93 vi 4.10 Relative error of the solutions on parallelogram vs. number of Neumann iterations, compared with the error of the LU decomposition solution (horizontal lines), for different number of mesh nodes J.. . . . . . . . . . . . . . . . . . . 94 4.11 Eigen -values of the matrix K for the square domain vs. the number of nodes 4 J. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99 4.12 Eigen -values of the matrix K for the circular domain vs. the number of 4 nodes J. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 4.13 Eigen -values of the matrix K for the parallelogram vs. the number of nodes 4 J. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101 4.14 The six largest eigen-values of the matrix K on the square vs k for a(x) = xk.102 4 2 4.15 The six largest eigen-values of the matrix K on the circular domain vs k for 4 a(x) = xk. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103 2 4.16 The six largest eigen-values of the matrix K on the parallelogram vs k for 4 a(x) = xk. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104 2 5.1 Relative errors of the approximate solutions (a) and their gradients (b), on the square vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . . . . 115 5.2 Relative errors of the approximate solutions (a) and their gradients (b), on circular test domain vs. number of nodes J. . . . . . . . . . . . . . . . . . . . 116 5.3 Relative errors of the approximate solutions (a) and their gradients (b), on parallelogram vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . . 117 5.4 Eigen-values of the matrix K vs. the number of nodes J. . . . . . . . . . . . 121 5 5.5 The largest eigen-values of the matrix K vs. k for a(x) = xk. . . . . . . . . . 122 5 2 5.6 Relative errors of the approximate solutions (a) and their gradients (b), on the square vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . . . . 126 5.7 Relative errors of the approximate solutions (a) and their gradients (b), on circular test domain vs. number of nodes J. . . . . . . . . . . . . . . . . . . . 127 5.8 Relative errors of the approximate solutions (a) and their gradients (b), on parallelogram vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . . 128 vii 5.9 Relative errors of the approximate solutions (a) and their gradients (b), on the square vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . . . . 130 5.10 Relative errors of the approximate solutions (a) and their gradients (b), on circular test domain vs. number of nodes J. . . . . . . . . . . . . . . . . . . . 131 5.11 Relative errors of the approximate solutions (a) and their gradients (b), on parallelogram vs. number of nodes J. . . . . . . . . . . . . . . . . . . . . . . 132 5.12 Eigen-values of the matrix K for the square domain vs. the number of nodes 6 J. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136 5.13 Eigen-valuesofthematrixK forthecirculardomainvs. thenumberofnodes 6 J. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137 5.14 Eigen -values of the matrix K for the parallelogram vs. the number of nodes 6 J. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138 5.15 The largest eigen-values of the matrix K vs k for a(x) = xk. . . . . . . . . . 139 6 2 viii List of Tables 3.1 The local node number of sub-element node t(j). . . . . . . . . . . . . . . . . 49 ix

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DIDEs) related to the Neumann and Dirichlet boundary value problem for a scalar elliptic .. Thanks for an unfailing love and the continuous prayers.

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DIDEs) related to the Neumann and Dirichlet boundary value problem for a scalar elliptic .. Thanks for an unfailing love and the continuous prayers.

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