applications of integral equation methods to a class of fundamental problems … · 2017-12-23 ·...

66
Outline Applications of Integral Equation Methods to a Class of Fundamental Problems in Mechanics and Mathematical Physics George C. Hsiao Department of Mathematical Sciences University of Delaware Newark, Delaware USA www.math.udel.edu/ ˜ hsiao International Conference ”Continuum Mechanics and Related Problems of Analysis” September 9-14 , 2011, Tbilisi, Georgia

Upload: others

Post on 16-Aug-2020

0 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Outline

Applications of Integral Equation Methods to aClass of Fundamental Problems in Mechanics

and Mathematical Physics

George C. Hsiao

Department of Mathematical SciencesUniversity of DelawareNewark, Delaware USA

www.math.udel.edu/ ˜ hsiao

International Conference”Continuum Mechanics and Related Problems of Analysis”

September 9-14 , 2011, Tbilisi, Georgia

Page 2: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Outline

Outline

1 Some Historical Remarks

2 Exterior Boundary Value Problems

3 Transmission Problems

4 Concluding Remarks

Page 3: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Some Historical Remarks

Page 4: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Muskhelishvili’s monograph (1958 in English)

Page 5: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Simple layer potentials

Chapter 7. The Dirichlet Problem

Page 6: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Fichera, G., Linear elliptic equations of higher order in twoindependent variables and singular integral equations, withapplications to anisotropic inhomogeneous elasticity. InPartial Differential Equations and Continuum Mechanics,Langer, R. E. (ed). The University of Wisconsin Press:Wisconsin, 1961; 55-80.

Fichera’s method:It is a general method in terms of simple–layer potential fortreating Dirichlet problems for a large class of elliptic equationsof higher order with variable coefficients in the plane.

Page 7: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

A model problem in R2

−∆u = 0 in Ω ( or Ωc := R2 \ Ω)

u|Γ = f on Γ := ∂Ω

(+Cond. at∞)

u(x) =

∫Γ

E(x , y)σ(y) dsy , x ∈ R2 \ Γ

Vσ :=

∫Γ

E(x , y)σ(y) dsy = f on Γ

E(x , y) = − 12π

log |x − y |,

−∆ E(x , y) = δ(|x − y |)

Page 8: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

A modified Fichera’s method

∫Γ

∂E∂sx

(x , y)σ(y) dsy =∂

∂sxf (x) on Γ

u(x) =

∫Γ

E(x , y)σ(y)dsy + ω , x ∈ R2\Γ

Vσ + ω = f on Γ∫Γ σ ds = A

(MBIE)

Theorem [Hsiao and MacCamy 1973]

Given (f ,A) ∈ C1,α(Γ)× R, (MBIE) has a unique solution pairs(σ, ω) ∈ C0,α(Γ)× R.

Page 9: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

A special class of BVPs

∆mu − s∆m−1u = 0 in Ω (or Ωc),

∂m−1u∂xm−k

1 ∂xk−12

= fk on Γ,

(+ Conds at∞), 1 ≤ k ≤ m, m = 1 or 2.

Hsiao, G. C. and R. C. MacCamy, Solution of boundaryvalue problems by integral equations of the first kind. SIAMRev. 1973; 15 : 687-705.Hsiao, G. C. and W. F. Wendland, A finite element methodfor some integral equations of the first kind. J. Math. Anal.Appl. 1977; 58 : 449-481.

Page 10: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

A fundamental result (m = 1, s = 0)

Theorem [Hsiao and Wendland 1977].Under the assumption:

maxx , y ∈ Γ

|x − y | < 1,

the simple-layer boundary integral operator

Vσ :=

∫Γ

E(x , y)σ(y) dsy , x ∈ Γ

satisfies the inequalities

γ1 ||σ||2−1/2 6 γ2 ||Vσ||21/2 6 〈σ,Vσ〉 6 γ3 ||σ||2−1/2

for all σ ∈ H−1/2(Γ), where γi ’s are constants.

Page 11: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

A weak solution

Given f ∈ H1/2(Γ), σ ∈ H−1/2(Γ) is said to be a weak solutionof the boundary integral equation

Vσ = f on Γ,if it satisfies the variational form

〈χ,Vσ〉 = 〈χ, f 〉 ∀ χ ∈ H−1/2(Γ)

Here H−1/2(Γ) = dual of H1/2(Γ) is the energy space for theoperator V .

Page 12: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Remarks for the general Γ

Vσ(x) := − 12 π

∫Γ

log|x − y | σ(y)dsy

= − 12 π

∫Γ

log

(|x − y |

2d

)σ(y)dsy

− c∫

Γσ(y)dsy

with c = 12π log(2d) and d = maxx , y∈Γ |x − y |.

Page 13: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Garding’s inequalities

Vσ(x) :=

∫Γ

E(x , y)σ(y)dsy , x ∈ Γ

〈σ,Vσ〉 = c0 ||σ||2H−1/2(Γ)− c1 ||σ||2H−(1/2+ε)(Γ)

⟨(σω

),B(σω

)⟩≥ c0

||σ||2H−1/2(Γ)

+ |ω|2

− c1

||σ||2H−(1/2+ε)(Γ)

+ |ω|2

for all (σ, ω) ∈ H−1/2(Γ)× R; ε > 0, a constant.

Page 14: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Boundary operator B for the modified system

B(σω

):=

( V 1∫Γ· ds 0

)(σω

)=

(Vσ + ω∫

Γ σds

)=

(fA

)

⟨(χκ

),B(σω

)⟩= 〈χ,Vσ〉+ 〈χ,1〉ω + κ〈σ, 1〉

for (σ, ω) ∈ H−1/2(Γ)× R and for all (χ, κ) ∈ H−1/2(Γ)× R

Page 15: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Theorem [Hsiao and Wendland 1977]

Given (f ,A) ∈ H1/2(Γ)× R, there exists a unique solution pair(σ, ω) ∈ H−1/2(Γ)× R of the system

〈χ,Vσ〉+ 〈χ,1〉ω = 〈χ, f 〉,

κ〈σ, 1〉 = κA

for all (χ, κ) ∈ H−1/2(Γ)× R.

Page 16: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

A closely related consequence

For σ ∈ H−1/2(Γ), let u(x) :=∫

Γ E(x , y)σ(y)dsy , x ∈ R2 \ Γ.Then u ∈ H1

loc(R2) satisfies

−∆u = 0, x ∈ R2 \ Γ, [u]|Γ = 0, [∂u∂n

]|Γ = σ

u − A log|x | = o(1) as |x | → ∞, A = − 12π

∫Γσds.

([v ]|Γ := v− − v+)

ΓRΓ

Ω

ΩcR

n

n

1

〈σ,Vσ〉 =

∫Ω|∇u|2dx +

∫Ωc

R

|∇u|2dx +

∫ΓR

∂u∂n

u ds

= aΩ(u,u) + aΩcR

(u,u) + · · ·

Page 17: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

ΓRΓ

Ω

ΩcR

n

n

1

〈σ,Vσ〉 =

∫Ω|∇u|2dx +

∫Ωc

R

|∇u|2dx +

∫ΓR

∂u∂n

u ds

= aΩ(u,u) + aΩcR

(u,u) + · · ·

Garding’s inequality for the bilinear 〈σ,Vσ〉 for the boundaryintegral operator V on the boundary Γ is a consequence of thecorresponding Gariding’s inequality of the bilinear formassociated with a related transmission problem for the partialdifferential operator −∆ in the domain Ω ∪ Ωc

Page 18: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Generalization

Costabel and Wendland (1986) gave a systematic approach fora general class of boundary integral operators associated withstrongly elliptic boundary value problems. For such class ofBIOs, Garding’s inequality is a consequence of strong ellipticityof the corresponding BVP for the PDE.

Costabel, M. and Wendland, W. L.: Strongly ellipticity ofboundary integral operators. J. Reine Angew. Mathematik372 (1986) 34-63.Hsiao, G. C., and Wendland, W. L., Boundary IntegralEquations, Applied Mathematical Series, 164,Springer-Verlag, 2008

Page 19: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Exterior Boundary ValueProblems

Page 20: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Viscous flow past an obstacle

Page 21: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Γ

Ω

R2 \Ω

u∞

1

u :=Q|Q∞|

, p :=DPµ|Q∞|

σ :=DΣ

µ|Q∞|= −pI +

(∇u +∇uT

)

Re :=D|Q∞|µ/ρ

<< 1

Page 22: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Dimensionless BVP (PRe)

−∆u + Re(u · ∇u) +∇p = 0; ∇ · u = 0 in Ωc ,

u|Γ = 0 on Γ,

u→ u∞, p → 0 as |x | → ∞.

The force exerted on the obstacle by the fluid is

f :=F

µ|Q∞|=

∫Γσ[n] ds.

Stokes ParadoxThe reduced problem (P0) has no solution.

Page 23: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

A modified Stokes problem

−∆u0 +∇p0 = 0; ∇ · u0 = 0 in Ωc ,

u0|Γ = q on Γ,

u− A log|x | = O(1), p0 = o(1) as |x | → ∞,

where A is any given vector in R2 and q is a prescribed func-tion satisfying ∫

Γq · n ds = 0.

Page 24: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Solution of the modified Stokes problem

Theorem [Hsiao and MacCamy 1973]

For given (q,A) ∈ (C1+α(Γ))2 × R2 with∫

Γ q · n ds = 0, thereexists a unique “solution” pair (u,p) of the modified Stokesproblem which can be represented by the simple-layer of theform

u(x) =

∫Γ

E(x , y) · σ(y)dsy + ω, p(x) =

∫Γε(x , y) · σ(y)dsy

for x ∈ Ωc , and (σ,ω) ∈ (Cα(Γ))2 ×R2 is the unique solution ofthe system

Vσ + ω = q on Γ and − 14π

∫Γσ ds = A

subject to the constrain:∫

Γ σ · n ds = 0.

Page 25: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

The simply-layer BIO V :

Vσ(x) :=

∫Γ

E(x , y) · σ(y)dsy , x ∈ Γ.

The fundamental solution (E, ε) of the Stokes equationsdefined by

−∆E(x , y) +∇ε(x , y) = δ(|x − y |)Idiv E(x , y) = 0

can be computed explicitly :

E(x , y) = − 14πlog |x − y |+ (1 + γo − log 4)I +

(x − y)(x − y)

|x − y |2t

,

ε(x , y) =1

2π∇y log |x − y | with the Euler’s constant γo.

Page 26: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Main results

Theorem [Hsiao and MacCamy 1982]

Let D be any compact subset of Ωc . Then the classicalsolution (u,p) of the viscous flow problem admits theasymptotic expansions:

u(x) =2∑

k=1

uk (x)

(log Re)k + O((log Re)−3),

p(x) =2∑

k=1

pk (x)

(log Re)k + O((log Re)−3)

as Re→ 0+, uniformly on D.

Page 27: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

The force f exerted on the obstacle by the fluid admits theasymptotic expansion

f = 4π

A1

(log Re)+

A2

(log Re)2

+O((log Re)−3)

as Re→ 0+.

Here (uk ,pk ) are solutions of the modified Stokes problem withq = 0 and A = Ak for k = 1,2. The constant vectors A1 and A2are coincided with those obtained by the singular perturbationprocedure developed by Hsiao and MacCamy in [1973].Moreover the constant vector A1 is independent of the shape ofthe obstacle. In particular,

A1 = −e1,

if u∞ = e1 ( the unit vector in the x1 -direction).

Page 28: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Potential flow past an airfoil

The NACA airfoils are airfoil shapes for aircraft wings developed by the National

Advisory Committee for Aeronautics (NACC). The shape of the NACA airfoils is

described using a 4 -digit series following the word NACA. The formula for the shape of

a NACA 00xx foil, with xx being replaced by the percentage of thickness to chord.

Page 29: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Formulation (velocity q = (q1,q2)′ )

∇× q :=∂q2

∂x1− ∂q1

∂x2= 0 in Ωc

∇ · q :=∂q1

∂x1+∂q2

∂x2= 0 in Ωc

q · n|Γ = 0 on Γ

q− q∞ = o(1) as |x | → ∞lim

Ωc3x→TE|q(x)| = | q |TE exists at TE

+ (Kutta-Joukowski cond.)

Page 30: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Circulationκ :=

∫Γ

q · dx = −∫

Γ

∂u∂n

ds

The Kutta-Joukowski condition states that the circulationaround the airfoil should be such that the perturbedvelocity q− q∞ should be finite and continuous at thetrailing edge TE.

Page 31: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Formulation (Stream Function q = (∇ψ)⊥)

u := ψ − ψ∞, ψ∞ := −q∞⊥ · x

−∆u = 0 in Ωc ,

u|Γ = −ψ∞ on Γ,

u +κ

2πlog|x | = ω + O(|x |−1) as |x | → ∞

+ (Kutta-Joukowski cond.)

Remark: A subsonic flow past a given profile Γ is uniquelydetermined by its free stream velocity q∞ and its circulation κ(or equivalently the Kutta -Joukowski condition at TE).

Page 32: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Theorem

Given ψ∞ := −q⊥∞ · x , the problem of potential flow past anairfoil has a unique solution pair (κ,u) ∈ R× H2+ε

loc (Ωc).

Green’s Representation for u (µ := u|Γ, σ := ∂u/∂n|Γ):

u(x) =

∫Γµ(x)

∂E∂ny

(x , y)dsy −∫

ΓE(x , y)σ(y)dsy + ω, x ∈ Ωc

∼ 12π

(

∫Γσ ds)log|x |+ ω + O(|x |−1)

=⇒∫

Γσds = −κ.

Page 33: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Boundary Integral Equations

Vσ − ω = f ,∫

Γσds = −κ

+(Kutta-Joukowski cond.)

f := (−1 + θx/2π)I + K(−ψ∞)

Page 34: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Circulation and flow pattern

Page 35: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Solution Procedure: σ = σ0 − κσ1, ω = ω0 − κω1,

Vσ0 − ω0 = f , Vσ1 − ω1 = 0,∫Γσ0ds = 0,

∫Γσ1ds = 1.

κ := limρ→0

ρβσ0

ρβσ1, β > 0 (to be determined)

σi = ciσs + regular term, i = 0,1

σs = O(ρπ

2π−απ−1) = O(ρ−1−α2−α ), β := 1−α

2−α

=⇒ σ0 − κσ1 = (c0 − κc1)σs + regular term

κ = c0/c1

(see e.g., Hsiao (1990), Hsiao, Marcozzi & Zhang (1993))

Page 36: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Transmission Problems

Page 37: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

A nonlinear interface problem

Let Ω ⊂ R3 be a bounded, simply connected domain withboundary Γ. We assume that Ω is decomposed into twosubdomains: Ωe and Ωp :

n

Γ0

Ωp

Ωe

1

Ωe ⊂ Ω, an inner region with linear elastic materialΩp = Ω \ Ωe, an annual region with elasto-plastic material .

Page 38: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

The interface problem can be formulated as follows:

For given body force f in Ωp, find the displacement field usatisfying

−L(u) := − divσ(u) = 0 in Ωe

−N(u) := −divσp(u) = f in Ωp

u|Γ = 0 on Γ,

u− = u+, Tp(u)− = T(u)+ on Γ0,

Here the traction operators Tp and T are defined by

Tp(u)− = σp(u)n|Γ0 and T(u)+ = σ(u)n|Γ0 ,

where n denotes the outward unit normal to Γ0.

Page 39: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Linear elastic material

For the linear elastic material in Ωe, we assume the standardHooke’s law for the isotropic material,

σ(u)(x) = λ div u(x)I + 2µε(u)(x)

for all x ∈ Ωe, where λ and µ are the Lame constants such thatµ > 0, and 3λ+ 2µ > 0. Hence, the partial differential equationin Ωe is linear, namely the Lame equation,

L(u) := divσ(u) = 0

Page 40: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

The elasto-plastic material

For the elasto-plastic material in Ωp, we assume theHencky-Mises stress-strain relation:

σp(u)(x) =

[κ(x)− 2

3µ(x ,G(u)(x)

]div u(x)I

+ 2µ(x ,G(u)(x))ε(u)(x)

where κ : Ωp → R is the bulk modulus, µ : Ωp × R+ → R theLame function, and

G(u) := ε∗(u) : ε∗(u) with ε∗(u) := ε(u)− 13

(div u)I

being the deviator of the small strain tensor.

Page 41: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Here the functions κ and µ are supposed to be continuous, andµ(x , ·) to be continuously differentiable in R+ such that thefollowing estimates hold:

0 < κ0 < κ(x) ≤ κ1

for all x ∈ Ωp, while

0 < µ0 ≤ µ(x , η) ≤ 32κ(x), and

0 < µ1 ≤ µ(x , η) + 2(∂

∂ηµ(x , η)

)η ≤ µ2

for all (x , η) ∈ Ωp × R+.

Page 42: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

The interface problem can be formulated as follows:

For given body force f in Ωp, find the displacement field usatisfying

−L(u) := − divσ(u) = 0 in Ωe

−N(u) := −divσp(u) = f in Ωp

u|Γ = 0 on Γ,

u− = u+, Tp(u)− = T(u)+ on Γ0,

Here the traction operators Tp and T are defined by

Tp(u)− = σp(u)n|Γ0 and T(u)+ = σ(u)n|Γ0 ,

where n denotes the outward unit normal to Γ0.

Page 43: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Reduction to non-local problem

From the Betti formula, we represent u in Ωe in the form

u(x) =

∫Γ0

E(x , y)T(u)−(y)dsy −∫

Γ0

(Ty (E(x , y)))tu−(y)dsy

= S(T(u)−)−D(u−), x ∈ Ωe,

from which, we now arrive at the system of BIOs on Γ0:

u− = V (T(u)−) +

(12

I − K)

u−,

T(u)− =

(12

I + K ′)

(T(u)−) + Wu−

where V ,K ,K ′ and W are the four basic boundary integraloperators:

Page 44: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Four basic boundary integral operators

Vσ(x) :=

∫Γ0

E(x , y) · σ(y)dsy (simple-layer),

Kµ(x) :=

∫Γ0

(TyE(x , y)

)t· µ(y)dsy (double-layer)

K ′σ(x) :=

∫Γ0

TxE(x , y) · σ(y)dsy (transpose of K ),

Wµ(x) := −Tx

∫Γ0

(TyE(x , y)

)t· µ(y)dsy (hypersingular).

E(x , y) =λ+ 3µ

8πµ(λ+ 2µ)

1

|x − y | I +

(λ+ µ

λ+ 3µ

)(x − y)(x − y)t

|x − y |3

is the fundamental tensor for the Lame equation .

Page 45: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

u− = V (T(u)−) +

(12

I − K)

u−,

T(u)− =

(12

I + K ′)

T(u)− + Wu−

Now we use the interface conditions:

u− = u+, Tp(u)+ = T(u)− := σ

.

Vσ −(

12

I + K)

u+ = 0 on Γ0

Tp(u)+ = (12

I + K ′)σ + Wu+ on Γ0

Page 46: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Nonlocal boundary problem

Nonlocal boundary problem for the unknowns u and σ:

−N(u) = f in Ωp

u|Γ = 0 on Γ,

Tp(u)+ = (12

I + K ′)σ + Wu+ on Γ0

together with the nonlocal boundary condition

Vσ −(

12

I + K)

u+ = 0 on Γ0.

Page 47: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Variational formulation

(H1Γ (Ωp))3 = v ∈ (H1(Ωp))3 : v|Γ = 0.

Given f ∈ (L2(Ωp))3, find (u,σ) ∈ (H1Γ (Ωp))3 × (H−1/2(Γ0))3

such that

AΩp (u,v) + BΓ0((u,σ), (v,λ)) =

∫Ωp

f · v dx .

for all (v,λ) ∈ (H1Γ (Ωp))3 × (H−1/2(Γ0))3.

In the formulation, BΓ0 is the bilinear form on Γ0,

BΓ0((u,σ), (v,λ)) := 〈(

12

I + K ′)σ,v+〉Γ0 + 〈Wu+,v+〉Γ0

+〈λ,Vσ〉Γ0 − 〈λ,(

12

I + K)

u+〉Γ0

Page 48: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

An operator equation

Let H∗ denote the dual of H := (H1Γ (Ωp))3 × (H−1/2(Γ0))3.

Define a nonlinear operator A : H → H∗ on H by putting

[A(u,σ), (v,λ)] := AΩp (u,v) + BΓ0((u,σ), (v,λ)).

Then the nonlocal boundary problem can be reformulated inthe form of an operator equation for the unknowns (u,σ):

A(u,σ) = F ,

where F ∈ H∗ is defined by

[F , (v,λ)] :=

∫Ωp

f · v dx .

Page 49: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Main results

TheoremUnder the assumptions on the bulk modulus κ and on the Lamefunction µ, we have the following:

The operator A is both strongly monotone and Lipschitzcontinuous on H.Given f ∈ (L2(Ωp))3, there exists a unique solution(u,σ) ∈ H of the operator equation:

A(u,σ) = F .

(see, e.g., Gatica and Hsiao (1989, 1990))

Page 50: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Remarks:

Linear-Nonlinear Transmission Problems

Strongly monotone type:Polizzoto (1987), Gatica & Hsiao (1989, 1990, 1992,1995), Stephan & Costabel (1990), Carstensen (1992),Gatica & Wendland (1994)Non-monotone type:Gatica & Hsiao (1992), Berger, Warneke, & Wendland(1993, 1994), Feistauer, Hsiao, Kleinman & Tezaur (1994,1995).

Page 51: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Fluid-solid interaction in Rd ,d = 2,3

Elastic Body

Scattered Field

Incident Acoustic WaveCompressible Fluid

Γ

Ω

Ωc = Rd \Ω

1

Page 52: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Find u ∈ (H1(Ω))d in Ω and ps ∈ H1loc(Ωc) in Ωc such that

(E)

∆∗u + ρω2u = 0 in Ω (elastic body)

∆ps + k2ps = 0 in Ωc (fluid)

(B)

T(u)− = −(ps+ + pinc)n

u− · n =1

ρfω2

(∂ps+

∂n+∂pinc

∂n) on Γ

(C)∂ps

∂r− ikps = o(r−(d−1)/2) as r = |x | −→ ∞.

Page 53: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Basic idea

The basic idea is agin to transform the original transmissionproblem to an equivalent nonlocal boundary problem for u inthe bounded domain Ω together with an appropriate boundaryintegral equation for ps+ on the interface Γ in terms of thetransmission conditions on the interface. For instance, if werepresent ps in Ωc ,

ps(x) =

∫Γ

∂E∂ny

(x , y)ps+(y)dsy −∫

ΓE(x , y)

∂ps+(y)

∂nydsy

= D(ps+)(x)− S(∂ps+

∂n)(x),

then we arrive at a non-local boundary problem of the form

Page 54: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Nonlocal boundary problem

Given pinc ∈ H1/2(Γ), find (u,ps+) ∈ (H1(Ω))3 × H1/2(Γ)satisfying

∆∗u + ρω2u = 0 in Ω

T(u) = −(ps+ + pinc)n on Γ

Wps+ + ρfω2(

12

I + K ′)(u− · n) = (12

+ K ′)∂pinc

∂non Γ

TheoremAssume that the homogeneous BVP of (E), (B), (C) has notraction free solution and that k is not an exceptional value.Then the corresponding non-local boundary problem hasunique solution (u,ps+) in (H1(Ω))3 × H1/2(Γ).

(see, e.g., Hsiao (1989), Hsiao, Kleinman & Roach (2000) )

Page 55: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Representations of ps in Ωc

Method Rep. of ps in Ωc TractionT(u) on Γ

1 −(ps+ + pinc)n

2(a) ps = Dps+ − Sσ (same as above)

2(b) ps+ ∈ H1/2(Γ), σ ∈ H−1/2(Γ) (same as above)

3 σ := ρfω2(u− · n)− ∂pinc

∂n −((12 I + K )ps+ − Vσ + pinc)n

4 −(ps+ + pinc)n

5 ps = Dµ, µ ∈ H1/2(Γ) −((12 I + K )µ+ pinc)n

6(a) ps = −Sφ −(−Vφ+ pinc)n

6(b) φ ∈ H−1/2(Γ) (same as above)

7 ps = Dµ+ iηSµ, µ ∈ H1/2(Γ) −((12 I + K )µ+ iηVµ+ pinc)n

Page 56: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Nonlocal BC’s

Method NLBC on Γ Weak Form

1 Wps+ + (12 I + K ′)σ = 0 < ·,q >0= 0, q ∈ H1/2(Γ)

2(a) (12 I − K )ps+ + Vσ = 0 < ·,q >1/2= 0, q ∈ H1/2(Γ)

2(b) (same as above) < ·,Wq >0= 0, q ∈ H1/2(Γ)

3 Wps+ + (12 I + K ′)σ = 0 < ·,q >0= 0, q ∈ H1/2(Γ)

4 Wps+ + (12 I + K ′)σ < ·,q >0= 0, q ∈ H1/2(Γ)

+iη((12 I − K )p+ + Vσ) = 0

5 Wµ+ σ = 0 < ·, ν >0= 0 , ν ∈ H1/2(Γ)

6(a) (12 I − K ′)φ− σ = 0 < ·, ψ >−1/2= 0, ψ ∈ H−1/2(Γ)

6(b) (same as above) < ·,Vψ >0= 0, ψ ∈ H1/2(Γ)

7 Wµ+ iη(12 I − K ′)µ+ σ = 0 < ·, ν >0= 0, ν ∈ H1/2(Γ)

Page 57: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Concluding Remarks

Page 58: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Contact, crack and screen problems

2011: Gachechiladze, A., Gachechiladze, Gwinner, J., Natroshvili, D., Contactproblems with friction for hemitropic solids: boundary variational inequalityapproach, Appl. Anal. 90 279-303

2004: Natroshvili, D. and Wendland, W. L., Boundary variational inequalities inthe theory of interface cracks: In Operator Theory: Advances and Appl. 147387-402

1991: Hsiao, G.C., Stephan, E. P. and Wendland, W. L., On the Dirichlet problemin elasticity for a domain exterior to an arc, ıJ. Comp. Appl. Math. 34 1-19

1990: Han, H., A direct boundary element method for Signorini problems,Mathematics of Computation, 55 115-128.

1988: Han, H. and Hsiao, G.C., The boundary element method for a contactproblem: In Theory and Applications of Boundary Elements, Q. Du and M.Tanaka eds., Tsinghua University Press, Beijing, 33-38

1986: Stephan, E. P., Boundary integral equations for magnetic screens in R3,Proc. Royal Soc. Edinburgh 102A 189-210

Page 59: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Numerical experiments

Viscous Flow Pattern

Flow Flow PatternPattern

Viscous Flow Past Viscous Flow Past an Obstacle an Obstacle

& Absolute Error & Absolute Error EstimateEstimate

Hsiao, G. C., Kopp, P., and Hsiao, G. C., Kopp, P., and WendlandWendland, W. L.,, W. L.,Some applications of a Some applications of a GalerkinGalerkin –– Collocation method for Collocation method for boundary integral equations of the first kind, boundary integral equations of the first kind, Math. Method. Math. Method. ApplAppl. . SciSci. . 6 6 (1984) 280(1984) 280----325.325.

Hsiao, G.C., Kopp, P., and Wendland, W.L., Some applications of a Galerkin-collocation

method for boundary integral equations of the first kind, Math. Meth. Appl. Sci. 6

(1984) 280-325

Page 60: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

High Stress Gradients

High Stress GradientsHigh Stress GradientsG.C. Hsiao, E. Schnack, and W.L.Wendland, Hybride coupled finite-boundary element methods for Elliptic systems of second order,Comput. Methods Appl. Mech. Engrg. 190 (2000) 431-485

Hsiao, G. C., Schnack, and Wendland, W. L., Hybrid coupled finite-boundary element

methods for elliptic system of second order, Comput. Meth. Mech. Engrg. 190 (2000)

431-485

Page 61: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Radar Cross Section

Hsiao, G. C., Kleinman, R. E., and Wang, D. Q., Applications of boundary integral

methods in 3-D electromagnetic scattering, J. Comp. Appl. Math., 104 (1999) 89-110

Page 62: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Fluid-Solid interaction

Time-harmonic behaviour of the pressure

Acoustic source: Plane incident wave from leftka = 1.0,R = 0.95λ

Page 63: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

ïxï

ïyï

Real part of pressure

ï6 ï4 ï2 0 2 4 6ï6

ï4

ï2

0

2

4

6

ï1

ï0.5

0

0.5

1

ïxï

ïyï

Imag.part of pressure

ï6 ï4 ï2 0 2 4 6ï6

ï4

ï2

0

2

4

6

ï1.5

ï1

ï0.5

0

0.5

ïxï

ïyï

Real part of xïcoord.displacement

ï6 ï4 ï2 0 2 4 6ï6

ï4

ï2

0

2

4

6

ï10

ï8

ï6

ï4

ï2

0

2

4

6

ïxï

ïyï

Imag.part of xïcoord.displacement

ï6 ï4 ï2 0 2 4 6ï6

ï4

ï2

0

2

4

6

ï5

0

5

10

15

Page 64: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Displacement Fields

ïxï

ïyï

Real part of xïcoord.displacement

ï6 ï4 ï2 0 2 4 6ï6

ï4

ï2

0

2

4

6

ï10

ï8

ï6

ï4

ï2

0

2

4

6

ïxïïyï

Imag.part of xïcoord.displacement

ï6 ï4 ï2 0 2 4 6ï6

ï4

ï2

0

2

4

6

ï5

0

5

10

15

Elschner, J., Hsiao, G.C., and Rathsfeld, A., Reconstruction of elastic obstacles from

the far-field data of scattered acoustic waves, Memoirs on Differential Equations and

Mathematical Physics, 53 (2011) .

Page 65: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

Further references

1985: Gatica, N. G., and Hsiao, G. C., Boundary-field equation Methods for aClass of Nonlinear Problems, Pitman Research Notes in Mathematics Series331, Longman

2004: Stephan, E. P., Coupling of Boundary Element Methods and FiniteElement methods Chapter 13 in Encyclopedia of Computational Mechanics,Edited by Erwin Stein, Rene de Borst and Thomas J.R. Hughes. Volume 1:Fundamentals, pp.375-412. c© 2004 John Wiley & Sons, Ltd. ISBN:0–470–84699–2

2004: Hsiao, G. C., and Wendland, W. L., Boundary Element Methods:Foundations and Error Analysis Chapter 12 in Encyclopedia of ComputationalMechanics, Edited by Erwin Stein, Rene de Borst and Thomas J.R. Hughes.Volume 1: Fundamentals, pp.339–373. c© 2004 John Wiley & Sons, Ltd. ISBN:0–470–84699–2

2008: Hsiao, G. C., and Wendland, W. L., Boundary Integral Equations, AppliedMathematical Series, 164, Springer-Verlag.

Page 66: Applications of Integral Equation Methods to a Class of Fundamental Problems … · 2017-12-23 · Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding

Some Historical Remarks Exterior Boundary Value Problems Transmission Problems Concluding Remarks

“We’ ve-come-a-long-way”- 1946 to 2008!