This paper deals with a general framework for a posteriori error estimates in boundary element methods which is specified for three examples, namely Symm's integral equation, an integral equation with a hypersingular operator, and a boundary integral equation for a transmission problem. Based on these estimates, an analog of Eriksson and Johnson's adaptive finite element method is proposed for ...

In the direct boundary integral equation method, boundary-value problems are reduced to integral equations by an application of Green’s theorem to the unknown function and a fundamental solution (Green’s function). Discretization of the integral equation then leads to a boundary element method. This approach was pioneered by Jaswon and his students in the early 1960s. Jaswon’s work is reviewed ...

in this paper, we present an efficient method for determining the solution of the stochastic second kind volterra integral equations (svie) by using the taylor expansion method. this method transforms the svie to a linear stochastic ordinary differential equation which needs specified boundary conditions. for determining boundary conditions, we use the integration technique. this technique give...

In this paper, we derive a new integral equation method for direct electromagnetic scattering in homogeneous media and present a numerical confirmation of the new method via a computer simulation. The new integral equation method is based on a paper written by DeSanto [1], originally for scattering from an infinite rough surface separating homogeneous dielectric half-spaces. Here, it is applied...

The third problem for the Stokes system is studied on a bounded domain in R with Ljapunov connected boundary. We construct a solution of this problem in the form of appropriate potentials and determine unknown source densities via integral equation systems on the boundary of the domain. The solution is given explicitly in the form of a series. Then we study the integral equation which we obtain...

The payoffs of the barrier options depend on the time path of the underlying price as opposed to just the price at expiry. It implies that both the boundary conditions and the initial condition are imposed on the Black-Scholes partial differential equation. Therefore, the valuation of the barrier options is a boundary value problem. Since the Black-Scholes equation can be converted into a homog...

We provide a new method to study the classical Dirichlet problem for Laplace's equation on a convex polyhedron. This new approach was motivated by Fokas' unified method for boundary value problems. The central object in this approach is the global relation: an integral equation which couples the known boundary data and the unknown boundary values. This integral equation depends holomorphically ...

This paper presents a new uniquely solvable boundary integral equation for computing the conformal mapping, its derivative and its inverse from bounded multiply connected regions onto the five classical canonical slit regions. The integral equation is derived by reformulating the conformal mapping as an adjoint Riemann-Hilbert problem. From the adjoint Riemann-Hilbert problem, we derive a bound...

A weak solution of the Neumann problem for the Stokes system in Sobolev space is studied in a bounded Lipschitz domain with connected boundary. A solution is looked for in the form of a hydrodynamical single layer potential. It leads to an integral equation on the boundary of the domain. Necessary and sufficient conditions for the solvability are given. Moreover, it is shown that we can obtain ...

In this article, computational results from boundary integral equations and their normal derivatives for the same test cases are compared. Both kinds of formulations are desingularized on their real boundary. The test cases are chosen as a uniform flow past a circular cylinder for both the Dirichlet and Neumann problems. The results indicate that the desingularized method for the standard bound...