Abstract
The aim of this paper is to develop mathematical theory of the conventional and invariant schemes for the method of fundamental solutions used to solve potential problems in doubly-connected regions. Particularly, we prove that an approximate solution actually exists uniquely under some conditions, and that the error decays exponentially when the boundary data are analytic, and algebraically when they are not analytic but belong to some Sobolev spaces. Moreover, we present results of several numerical experiments in order to show the sharpness of our error estimate.
Similar content being viewed by others
References
Ala, G., Fasshauer, G., Francomano, E., Ganci, S., Mccourt, M.: The method of fundamental solutions in solving coupled boundary value problems for M/EEG. SIAM J. Sci. Comput. 37(4), B570–B590 (2015)
Amano, K., Okano, D., Ogata, H., Sugihara, M.: Numerical conformal mappings onto the linear slit domain. Jpn. J. Ind. Appl. Math. 29(2), 165–186 (2012)
Arnold, D.N.: A spline-trigonometric Galerkin method and an exponentially convergent boundary integral method. Math. Comput. 41(164), 383–397 (1983)
Arnold, D.N., Wendland, W.L.: The convergence of spline collocation for strongly elliptic equations on curves. Numer. Math. 47(3), 317–341 (1985)
Ashbee, T.L., Esler, J.G., McDonald, N.R.: Generalized Hamiltonian point vortex dynamics on arbitrary domains using the method of fundamental solutions. J. Comput. Phys. 246, 289–303 (2013)
Axler, S., Bourdon, P., Ramey, W.: Harmonic Function Theory, 2nd edn. Springer, New York (2001)
Barnett, A.H., Betcke, T.: Stability and convergence of the method of fundamental solutions for Helmholtz problems on analytic domains. J. Comput. Phys. 227(14), 7003–7026 (2008)
Bogomolny, A.: Fundamental solutions method for elliptic boundary value problems. SIAM J. Numer. Anal. 22(4), 644–669 (1985)
Chen, C.S., Jiang, X., Chen, W., Yao, G.: Fast solution for solving the modified Helmholtz equation with the method of fundamental solutions. Commun. Comput. Phys. 17(3), 867–886 (2015)
Chen, W., Lin, J., Chen, C.S.: The method of fundamental solutions for solving exterior axisymmetric Helmholtz Problems with high wave-number. Adv. Appl. Math. Mech. 5(4), 477–493 (2013)
Comodi, M.I., Mathon, R.: A boundary approximation method for fourth order problems. Math. Models Meth. Appl. Sci. 1(4), 437–445 (1991)
Fairweather, G., Karageorghis, A.: The method of fundamental solutions for elliptic boundary value problems. Adv. Comput. Math. 9(1–2), 69–95 (1998)
Gáspár, G.: A regularized multi-level technique for solving potential problems by the method of fundamental solutions. Eng. Anal. Bound. 57, 66–71 (2015)
Henrici, P.: Applied and Computational Complex Analysis, vol. 3. Wiley, New York (1986)
Johansson, B.T., Lesnic, D., Reeve, T.: The method of fundamental solutions for the two-dimensional inverse Stefan problem. Inverse Probl. Sci. Eng. 22(1), 112–129 (2014)
Kangro, U.: Convergence of collocation method with delta functions for integral equations of first kind. Integr. Equ. Oper. Theory 66(2), 265–282 (2010)
Karageorghis, A.: Efficient MFS algorithms for inhomogeneous polyharmonic problems. J. Sci. Comput. 46(3), 519–541 (2011)
Karageorghis, A., Lesnic, D., Marin, L.: A survey of applications of the MFS to inverse problems. Inverse Probl. Sci. Eng. 19(3), 309–336 (2011)
Katsurada, M.: A mathematical study of the charge simulation method II. J. Fac. Sci. Univ. Tokyo Sect. IA Math. 36(1), 135–162 (1989)
Karageorghis, A.: The method of fundamental solutions for elliptic problems in circular domains with mixed boundary conditions. Numer. Algor. 68, 185–211 (2015)
Katsurada, M.: Asymptotic error analysis of the charge simulation method in a Jordan region with an analytic boundary. J. Fac. Sci. Univ. Tokyo Sect. IA Math. 37(3), 635–657 (1990)
Katsurada, M.: Charge simulation method using exterior mapping functions. Jpn. J. Ind. Appl. Math. 11(1), 47–61 (1994)
Katsurada, M.: A mathematical study of the charge simulation method by use of peripheral conformal mappings. Mem. Inst. Sci. Tech. Meiji Univ. 37(8), 195–212 (1998)
Katsurada, M., Okamoto, H.: A mathematical study of the charge simulation method I. J. Fac. Sci. Univ. Tokyo Sect. IA Math. 35(3), 507–518 (1988)
Katsurada, M., Okamoto, H.: The collocation points of the fundamental solution method for the potential problem. Comput. Math. Appl. 31(1), 123–137 (1996)
Kołodziej, J.A., Mierzwiczak, M.: Transient heat conduction by different version of the method of fundamental solutions—a comparison study. Comput. Assist. Mech. Eng. Sci. 17(1), 75–88 (2010)
Kołodziej, J.A., Grabski, J.K.: Application of the method of fundamental solutions and the radial basis functions for viscous laminar flow in wavy channel. Eng. Anal. Bound. Elem. 57, 58–65 (2015)
Li, M., Chen, C.S., Karageorghis, A.: The MFS for the solution of harmonic boundary value problems with non-harmonic boundary conditions. Comput. Math. Appl. 66(11), 2400–2424 (2013)
Li, M., Chen, C.S., Chu, C.C., Young, D.L.: Transient 3D heat conduction in functionally graded materials by the method of fundamental solutions. Eng. Anal. Bound. Elem. 45, 62–67 (2014)
Li, W., Li, M., Chen, C.S., Lu, X.: Compactly supported radial basis functions for solving high order partial differential equations in 3D. Eng. Anal. Bound. Elem. 55, 2–9 (2015)
Li, Z.-C.: The method of fundamental solutions for annular shaped domains. J. Comput. Appl. Math. 228(1), 355–572 (2009)
Li, Z.-C., Lee, M.-G., Chiang, J.Y., Liu, Y.P.: The Trefftz method using fundamental solutions for biharmonic equations. J. Comput. Appl. Math. 235(15), 4350–4367 (2011)
Li, Z.-C., Mathon, R., Sermer, P.: Boundary methods for solving elliptic problems with singularities and interfaces. SIAM J. Numer. Anal. 24(3), 487–498 (1987)
Lin, J., Chen, W., Chen, C.S.: A new scheme for the solution of reaction diffusion and wave propagation problems. Appl. Math. Model. 38(23), 5651–5664 (2014)
Murota, K.: On “invariance” of schemes in the fundamental solution method (Japanese). Inf. Process. Soc. Japan 34(3), 533–535 (1993)
Murota, K.: Comparison of conventional and “invariant” schemes of fundamental solutions method for annular domains. Jpn. J. Indust. Appl. Math. 12(1), 61–85 (1995)
Nishida, K.: Mathematical and numerical analysis of charge simulation method in 2-dimensional elliptic domains. Trans. Jpn. Soc. Ind. Appl. Math. 5(3), 185–198 (1995)
Ogata, H., Chiba, F., Ushijima, T.: A new theoretical error estimate of the method of fundamental solutions applied to reduced wave problems in the exterior region of a disk. J. Comput. Appl. Math. 235(12), 3395–3412 (2011)
Ogata, H., Katsurada, M.: Convergence of the invariant scheme of the method of fundamental solutions for two-dimensional potential problems in a Jordan region. Jpn. J. Indust. Appl. Math. 31(1), 231–262 (2014)
Ohe, T., Ohnaka, K.: Uniqueness and convergence of numerical solution of the Cauchy problem for the Laplace equation by a charge simulation method. Jpn. J. Indust. Appl. Math. 21(3), 339–359 (2004)
Reeve, T., Johansson, B.T.: The method of fundamental solutions for a time-dependent two-dimensional Cauchy heat conduction problem. Eng. Anal. Bound. Elem. 37(3), 569–578 (2013)
Sakajo, T., Amaya, Y.: Numerical construction of potential flows in multiply connected channel domains. Comput. Meth. Funct. Theory 11(2), 415–438 (2011)
Sakakibara, K.: Analysis of the dipole simulation method in Jordan regions with analytic boundaries. BIT Numer. Math. 56(4), 1369–1400 (2016)
Sun, Y.: Modified method of fundamental solutions for the Cauchy problem connected with the Laplace equation. Int. J. Comput. Math. 91(10), 2185–2198 (2014)
Sun, Y., Ma, F., Zhou, X.: An invariant method of fundamental solutions for the Cauchy problem in two-dimensional isotropic linear elasticity. J. Sci. Comput. 64(1), 197–215 (2015)
Wei, T., Zhou, Y.: Convergence analysis for the Cauchy problem of Laplace’s equation by a regularized method of fundamental solutions. Adv. Comput. Math. 33(4), 491–510 (2010)
Wen, J., Yamamoto, M., Wei, T.: Simultaneous determination of a time-dependent heat source and the initial temperature in an inverse heat conduction problem. Inverse Probl. Sci. Eng. 21(3), 485–499 (2013)
Yan, L., Yang, F.: Efficient Kansa-type MFS algorithm for time-fractional inverse diffusion problems. Comput. Math. Appl. 67(8), 1507–1520 (2014)
Zhang, L., Li, Z.-C., Wei, Y., Chiang, J.Y.: Cauchy problems of Laplace’s equation by the methods of fundamental solutions and particular solutions. Eng. Anal. Bound. Elem. 37(4), 765–780 (2013)
Acknowledgements
We would like to thank the anonymous referees for their careful reading and constructive comments. This work was supported by the Program for Leading Graduate Schools, MEXT, Japan.
Author information
Authors and Affiliations
Corresponding author
Additional information
This work was supported by the Program for Leading Graduate Schools, MEXT, Japan.
Appendices
A Proof of Lemma 2
First, we bound the norm \(\Vert q - q^{(N)}\Vert _{\mathbb {Y}_{\epsilon , s}}^2\) as follows:
where
for \(\nu = 1, 2\). Here, we set \(\varLambda _N' = \{p \in \mathbb {Z}\mid -N/2 < p \le N/2\}\). In the following, we provide estimates for \(T_j^{(1)}\) for \(j = 1, 2, 3, 4\).
Utilizing the relations (3.7), the Fourier coefficients \(\hat{q}_\nu ^{(N)}(n)\) can be obtained explicitly as follows:
where
We will employ the following proposition without proof.
Proposition 8
-
(i)
There exist some positive constants \(C_j\) (\(j = 1, 2, 3, 4\)) such that
$$\begin{aligned}&|\varUpsilon _1(m, l)| \le \frac{C_1}{\underline{m} \cdot \underline{l}} \left( \frac{\rho _1}{R_1}\right) ^{|m|} \left( \frac{R_2}{\rho _2}\right) ^{|l|}, \quad |\varUpsilon _2(m, l)| \le \frac{C_2}{\underline{m} \cdot \underline{l}} \left( \frac{R_2}{\rho _2}\right) ^{|m|+|l|}, \\&|\varUpsilon _3(m, l)| \le \frac{C_3}{\underline{m} \cdot \underline{l}} \left( \frac{\rho _1}{R_1}\right) ^{|m|+|l|}, \quad |\varUpsilon _4(m, l)| \le \frac{C_4}{\underline{m} \cdot \underline{l}} \left( \frac{R_2}{\rho _2}\right) ^{|m|} \left( \frac{\rho _1}{R_1}\right) ^{|l|}. \end{aligned}$$ -
(ii)
There exists some positive constant \(C_{\rho _1,\,\rho _2,\,R_1,\,R_2}\) such that
$$\begin{aligned} \frac{1}{(\det \varPhi ^\mathrm {C}(0))^2} \le C_{\rho _1,\,\rho _2,\,R_1,\,R_2} \end{aligned}$$holds for all \(N \in \mathbb {N}\).
-
(iii)
There exists some positive constant \(C_{\rho _1, \rho _2, R_1, R_2}\) such that
$$\begin{aligned} \frac{1}{(\det \varPhi ^\mathrm {C}(n))^2} \le C_{\rho _1, \rho _2, R_1, R_2} |n|^4 \left( \frac{R_1}{\rho _1}\right) ^{2|n|} \left( \frac{\rho _2}{R_2}\right) ^{2|n|} \end{aligned}$$holds for all \(N \in \mathbb {N}\), and all \(n \in \varLambda _N' {\setminus } \{0\}\).
-
(iv)
For all \((\epsilon , s) \in \ ]0, +\infty [ \times \mathbb {R}\) with \((\epsilon , s) < (1, -1)\), there exists some positive constant \(C_{\epsilon , s}\) such that
$$\begin{aligned} \sum _{m \in I(p)} |m|^s \epsilon ^{|m|} \le C_{\epsilon , s} N^s \epsilon ^{N-|p|} \end{aligned}$$holds for all \(N \in \mathbb {N}\), and all \(p \in \varLambda _N'\).
-
(v)
For all \((\epsilon , s) \in \ ]0, 1[ \times \mathbb {R}\), there exists some positive constant \(C_{\epsilon , s}\) such that
$$\begin{aligned} \max _{p \in \varLambda _N' {\setminus } \{0\}} \left( \left( \frac{N}{|p|}\right) ^s \epsilon ^{N-2|p|} \right) \le C_{\epsilon , s} \end{aligned}$$holds for all \(N \in \mathbb {N}\).
\(T_1^{(1)}\) can be bounded as
where
By using Proposition 8 (i), (ii), and (iv), we have that
By assumption, we have that \(\delta r^2 \le \epsilon \). Therefore, the following inequalities can be obtained:
By using Proposition 8 (i), (ii), and (iv), we have that
The assumption that \(1/\delta \le \epsilon \) implies that
Then, \(T_{13}^{(1)}\) is bounded by splitting it into the following three terms:
where
In the same manner as in deriving an estimate for \(T_{11}^{(1)}\), \(T_{131}^{(1)}\) can be bounded by Proposition 8 (i), (ii), and (iv) as follows:
In a similar manner as for estimating \(T_{12}^{(1)}\), a bound for \(T_{132}^{(1)}\) can be given by
by Proposition 8 (i), (ii), and (iv). Furthermore, \(T_{133}^{(1)}\) can be estimated using Proposition 8 (i), (ii), and (iv) and the relation \(\epsilon /\delta > (r/\delta )^2\), as follows:
Summarizing the above, we can obtain the following bound for \(T_1^{(1)}\):
Next, we estimate \(T_2^{(1)}\). Because we can estimate \(|\hat{q}_1(n) - \hat{q}_1^{(N)}(n)|^2\) as
we have that
where
Using Proposition 8 (i), (iii), and (iv), for \(n \in \varLambda _N' {\setminus } \{0\}\), we have that
which yields that
where
Because this constant can be evaluated using Proposition 8 (v) as
we obtain that
By Proposition 8 (i), (iii), and (iv), we have that
for \(n \in \varLambda _N' {\setminus } \{0\}\). Therefore, \(T_{22}^{(1)}\) can be bounded as follows:
where
which can be bounded as
by Proposition 8 (v). Then, we obtain the following estimate for \(T_{22}^{(1)}\):
Concerning the estimation of \(T_{23}^{(1)}\), we use Proposition 8 (i), (iii), and (iv) to yield that
which implies that
where
We estimate each of these quantities below. Concerning \(T_{231}^{(1)}\), we have that
where
This can be bounded by virtue of Proposition 8 (v) as follows:
Therefore, we can determine an estimate for \(T_{231}^{(1)}\) as
Concerning \(T_{232}^{(1)}\), we have that
where
The constant \(A_{232}^{(1)}\) can be bounded by using Proposition 8 (v), as follows:
Then, we obtain the following estimate for \(T_{232}^{(1)}\):
Finally, for \(T_{233}^{(1)}\) we have that
The above supremum can be bounded by some constant, because \((\epsilon \delta )^{-1} (R_2/\rho _2)^2 < 1\), and so we obtain that
Summarizing the above, we obtain the following estimate for \(T_2^{(1)}\):
Next, we give the estimate for \(T_3^{(1)}\). We divide \(T_3^{(1)}\) into two parts, as follows:
where
First, we estimate \(T_{31}^{(1)}\). By Proposition 8 (iv), we have that
and by Proposition 8 (i) and (ii) we have that
Because it holds by definition that \(\epsilon \le 1 / (\delta r^2)\), we obtain that
Concerning \(T_{32}^{(1)}\), we have by virtue of Proposition 8 (iv) that
for all \(p \in \varLambda _N' {\setminus } \{0\}\). Furthermore, it follows from Proposition 8 (i) and (iii) that
Therefore, we obtain that
where
This supremum can be bounded as follows:
Then, we obtain the following estimate for \(T_{32}^{(1)}\):
Summarizing the above, we have that
Finally, we will establish the estimate for \(T_4^{(1)}\), which can be obtained by straightforward arguments as follows:
Hence, we obtain the following estimate for \(\Vert q_1 - q_1^{(N)}\Vert _{\epsilon \rho _1/R_1, s-1}^2\):
In addition, \(\Vert q_2 - q_2^{(N)}\Vert _{\epsilon R_2/\rho _2, s-1}^2\) can be estimated in a similar manner. Thus, we obtain the desired estimate.
Proof of Lemma 2
We require one additional proposition as to the upper bound for \((\det \varPhi ^\mathrm {I}(0))^{-2}\), which will be used without proof.
Proposition 9
There exists some positive constant \(C_{\rho _1,\,\rho _2,\,R_1,\,R_2}\) such that
holds for all \(N \in \mathbb {N}\).
We can represent \(\hat{q}_1^{(N)}(0)\) explicitly from (3.8), which yields that
where
Each term can be evaluated as follows, by Proposition 8 (i) and (iv):
Therefore, using Proposition 9 (i), we obtain that
Because \(\hat{q}_1^{(N)}(n)\) (\(n \in \varLambda _N' {\setminus } \{0\}\)) are the same as for C-MFS, we immediately obtain the estimate
Now we consider \(T_3^{(1)}\), which we decompose as follows:
where
The definition of \(T_{31}^{(1)}\) is slightly different from that for C-MFS, while that of \(T_{32}^{(1)}\) is the same as for C-MFS. Therefore, we only have to consider the estimate of \(T_{31}^{(1)}\). From (3.8), we have that
from which we can easily obtain by Proposition 8 (ii) and Proposition 9 that
By using the results in Sect. 1, we have that
The estimate of \(T_4^{(1)}\) is the same as for C-MFS. That is,
Summarizing the above, we obtain the following estimate for \(\Vert q_1 - q_1^{(N)}\Vert _{\epsilon \rho _1/R_1, s-1}^2\):
Then \(\Vert q_2 - q_2^{(N)}\Vert _{\epsilon R_2/\rho _2, s-1}^2\) can be estimated in a similar manner, and we obtain the desired estimate.
About this article
Cite this article
Sakakibara, K. Asymptotic analysis of the conventional and invariant schemes for the method of fundamental solutions applied to potential problems in doubly-connected regions. Japan J. Indust. Appl. Math. 34, 177–228 (2017). https://doi.org/10.1007/s13160-017-0241-4
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s13160-017-0241-4
Keywords
- Method of fundamental solutions
- Charge simulation method
- Potential problem
- Invariance
- Multiply-connected region