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**Boundary Element Methods
**

Martin Costabel

Technische Hochschule Darmstadt

1 Introduction

1.1 Deﬁnition

Boundary integral equations are a classical tool for the analysis of boundary value problems

for partial diﬀerential equations. The term “ boundary element method” (BEM) denotes

any method for the approximate numerical solution of these boundary integral equations.

The approximate solution of the boundary value problem obtained by BEM has the distin-

guishing feature that it is an exact solution of the diﬀerential equation in the domain and is

parametrized by a ﬁnite set of parameters living on the boundary.

1.2 Advantages

The BEM have some advantages over other numerical methods like ﬁnite element methods

(FEM) or ﬁnite diﬀerences:

1. Only the boundary of the domain needs to be discretized. Especially in two dimensions

where the boundary is just a curve this allows very simple data input and storage

methods.

2. Exterior problems with unbounded domains but bounded boundaries are handled as

easily as interior problems.

3. In some applications, the physically relevant data are given not by the solution in

the interior of the domain but rather by the boundary values of the solution or its

derivatives. These data can be obtained directly from the solution of boundary integral

equations, whereas boundary values obtained from FEM solutions are in general not

very accurate.

4. The solution in the interior of the domain is approximated with a rather high conver-

gence rate and moreover, the same rate of convergence holds for all derivatives of any

0

Lectures given at the ﬁrst graduate summer course in computational physics

“Finite Elements in Physics”

Lausanne 1–10 September 1986

1

order of the solution in the domain. There are diﬃculties, however, if the solution has

to be evaluated close to, but not on the boundary.

1.3 Diﬃcult parts

Some main diﬃculties with BEM are the following:

1. Boundary integral equations require the explicit knowledge of a fundamental solution of

the diﬀerential equation. This is available only for linear partial diﬀerential equations

with constant or some speciﬁcally variable coeﬃcients. Problems with inhomogeneities

or nonlinear diﬀerential equations are in general not accessible by pure BEM. Some-

times, however, a coupling of FEM and BEM proves to be useful, see section 7.

2. For a given boundary value problem there exist diﬀerent boundary integral equations

and to each of them several numerical approximation methods. Thus every BEM appli-

cation requires that several choices be made. To evaluate the diﬀerent possibilities, one

needs a lot of mathematical analysis. Although the analysis of BEM has been a ﬁeld

of active research in the past decade, it is by no means complete. Thus there exist no

error estimates for several methods that are widely used. From a mathematical point

of view, these methods, which include very popular ones for which computer codes are

available, are in an experimental state, and there might exist problems of reliability.

3. The reason for the diﬃculty of the mathematical analysis is that boundary integral

equations frequently are not ordinary Fredholm integral equations of the second kind.

The classical theory of integral equations and their numerical solution concentrates

on second kind integral equations with regular kernel, however. Boundary integral

equations may be of the ﬁrst kind, and the kernels are in general singular. If the

singularities are not integrable, one has to regularize the integrals which are then deﬁned

in a distributional sense. The theoretical framework for such integral equations is the

theory of pseudodiﬀerential operators. This theory was developed 20 years ago and is

now a classical part of Mathematical Analysis [16, 19], but it is still not very popular

within Applied Mathematics.

4. If the boundary is not smooth but has corners and edges, then the solution of the

boundary value problem has singularities at the boundary. This happens also if the

boundary conditions are discontinuous, e.g. in mixed boundary value problems. BEM

clearly have to treat these singularities more directly than FEM. Because the precise

shape of the singularities frequently contains important information, e.g. stress intensity

factors in fracture mechanics, this is a positive aspect of BEM. But besides practical

problems with the numerical treatment of these singularities, non-smooth domains also

present theoretical diﬃculties. These have so far been satisfactorily resolved only for

two-dimensional problems. The analysis of BEM for three-dimensional domains with

corners and edges is still in a rather incomplete stage.

1.4 Literature

The usefulness of BEM in engineering problems is documented in a literature that amounts

to several thousand pages every year. I will not attempt to give an overview of the wide

range of possible applications. One can ﬁnd such an overview e.g. in one of the proceedings

2

of the annual conference on Boundary Elements [5] or in the books[4] or [8]. A review of

BEM computer codes can be found in [17]. Introductions to the theory and applications of

BEM can e.g. be found in the books [7, 6, 9, 29] or in[25, 24].

1.5 Contents

In the following sections I shall ﬁrst describe the general structure of a BEM application and

illustrate it with the simple example of the Dirichlet problem from potential theory.

Section 3 contains a general method for deriving boundary integral equations for general

elliptic boundary value problems.

Section 4 describes boundary integral equations for examples from scattering theory, elas-

ticity theory, and heat conduction.

Discretization methods and their convergence are described in section 5, and section 6

contains some remarks on the treatment of singularities in BEM. The ﬁnal section 7 contains

a short description of the coupling of FEM and BEM in terms of a (new) symmetric method,

for which also a convergence proof is given.

Acknowledgement. The present notes could only be prepared on the basis of several

survey articles and lectures by Prof. Dr. W. L. Wendland. Section 7 was inspired by the

stimulating atmosphere and discussions at the summer school in Lausanne, whose organizers

and participants I am indebted to.

2 The structure of a BEM application

2.1 A scheme

A typical application of BEM consists of the following parts:

• Mathematical model

• Representation formula

• Boundary integral equation

• Boundary elements

• Discrete equations

• Solution of the linear system

• Interpretation

2.2 Discussion of the scheme

For the following discussion of these parts, the Dirichlet problem for Laplace’s equation will

be used as an illustration.

3

2.2.1

The mathematical model is a boundary value problem for a partial diﬀerential equation.

An example is the Dirichlet problem

∆u = 0 in a domain Ω ⊂ R

n

(2.1)

u = g on the boundary Γ := ∂Ω. (2.2)

It is convenient to have a homogenenous diﬀerential equation and inhomogeneous boundary

data. A necessity is to know explicitly a fundamental solution of the diﬀerential equation. In

the example one has the fundamental solution

γ(x, y) = −

1

2π

log |x −y| (x, y ∈ R

2

) for n = 2

γ(x, y) =

1

4π|x−y|

(x, y ∈ R

3

) for n = 3.

Fundamental solutions are known for equations with constant coeﬃcients where they

can be computed by Fourier transformation, and for some elliptic equations with analytic

coeﬃcients, e.g. the Laplace-Beltrami equation on the sphere.

2.2.2

The next step is to represent the solution of the partial diﬀerential equation in the domain

by means of boundary potentials. Such representation formulas are well known for the

classical boundary value problems of mathematical physics, e.g. Green’s third identity for

potential theory, Betti’s formula for elasticity theory, and the Stratton-Chu formula for elec-

trodynamics. In potential theory we have

u(x) =

_

Γ

∂

n(y)

γ(x, y)[u(y)]

Γ

do(y) −

_

Γ

γ(x, y)[∂

n

u(y)]

Γ

do(y) (2.3)

for x ∈ R

n

\ Γ.

Here ∂

n

denotes the normal derivative taken with respect to the exterior normal on Γ,

do is the surface measure on Γ, and u is supposed to be a harmonic function regular both in

Ω and the exterior domain R

n

\ Ω, having i.g. diﬀerent boundary values on both sides of Γ,

whose jump across Γ is denoted by [·]

Γ

:

[v(x)]

Γ

:= v

|R

n

\Ω

(x) − v

|Ω

(x) (x ∈ Γ).

Thus u is represented as the sum of a double layer and a simple layer potential. If consid-

ered in Ω alone, the representation formula (2.3) can take various diﬀerent forms depending

on assumptions on u in R

n

\ Ω. Each of these forms gives rise to a diﬀerent BEM, so one has

to make a choice here. Most common are the following:

1. Supposing u

|R

n

\Ω

≡ 0, one obtains

u(x) = −

_

Γ

∂

n(y)

γ(x, y)u(y)do(y) +

_

Γ

γ(x, y)∂

n

u(y)do(y) (x ∈ Ω) (2.4)

The BEM derived from this is called “method of Green’s formula” or “direct method”.

The densities of the simple and double layer on the boundary are the normal derivative

of the solution and the solution, respectively, on the boundary. Thus these layers have

a “direct” interpretation in terms of the solution.

4

2. Supposing [u]

Γ

≡ 0, one obtains a simple layer representation

u(x) =

_

Γ

γ(x, y)ψ(y)do(y) (x ∈ Ω) (2.5)

with an unknown density ψ.

3. Supposing [∂

n

u]

Γ

≡ 0, one obtains a double layer representation

u(x) =

_

Γ

v(y)∂

n

γ(x, y)do(y) (x ∈ Ω) (2.6)

with an unknown density v.

Sometimes also a suitable linear combination of simple and double layer potentials will

be useful.

2.2.3

The representation formulas give the solution u in the interior of the domain Ω. If one takes

boundary values in the representation formula, one obtains boundary integral equations.

Here one can i.g. also choose between diﬀerent possibilities. In our example, these are as

follows:

In the “indirect methods” 2. and 3. above, one will insert the representation formulas

(2.5) or (2.6) into the boundary condition (2.2). One has to take into account the well-known

“jump relations” which arise from the fact that the gradient of γ has a strong singularity and

is not integrable on Γ.

The simple layer potential

_

Γ

γ(x, y)ψ(y)do(y) is continuous across Γ, thus (2.5) yields

the integral equation

V ψ(x) :=

_

Γ

γ(x, y)ψ(y)do(y) = g(x) on Γ. (2.7)

This is a Fredholm integral equation of the ﬁrst kind with a weakly singular kernel.

For the double layer potential (2.6) there holds

u(x) = −

1

2

v(x) +

_

Γ

v(y)∂

n(y)

γ(x, y)do(y) =: −

1

2

v(x) +Kv(x) on Γ.

Here the integral on Γ has to be understood in the principal value sense, but it turns out

that for smooth boundaries the kernel is continuous. Therefore, the integral equation arising

from (2.6),

(−

1

2

+K ) v = g (2.8)

is a Fredholm integral equation of the second kind. (In fact it was, together with its adjoint,

the starting point of the whole theory of integral equations as developed by C.Neumann,

I.Fredholm, and D.Hilbert in 1870–1910.) Note, however, that in the presence of edges and

corners, (2.8) has a strongly singular kernel and is no longer a Fredholm integral equation.

The representation formula (2.4) admits two ways of approaching the boundary:

If one considers just u

|Γ

, one obtains

u =

1

2

u −Ku +V (∂

n

u) on Γ.

5

But one can also take ∂

n

u

|Γ

and observe the jump relations:

The normal derivative of the double layer potential is continuous across Γ, if the boundary

and the density are smooth, and for x ∈ Γ

∂

n(x)

_

Γ

γ(x, y)ψ(y)do(y) =

1

2

ψ(x) +

_

Γ

∂

n(x)

γ(x, y)ψ(y)do(y) =:

1

2

ψ(x) +K

′

ψ(x).

Here, K

′

is the adjoint operator of K above. Thus one obtains

∂

n

u = Du +

1

2

∂

n

u +K

′

∂

n

u on Γ,

where

Du(x) := −∂

n(x)

_

Γ

∂

n(y)

γ(x, y)u(y)do(y) on Γ

is the normal derivative of the double layer potential. The “integral operator” D has a

hypersingular kernel.

We have now found the two relations on Γ

(

1

2

+K ) u = V (∂

n

u) (2.9)

Du = (

1

2

−K

′

)(∂

n

u). (2.10)

Both relations together express simply the fact that the two functions u

|Γ

and ∂

n

u

|Γ

, the

“Cauchy data” of u, are derived from a function u that satisﬁes the diﬀerential equation (2.1)

in Ω. A method to derive such relations for more general elliptic equations is described in

section 3.

Now either one of the equations (2.9), (2.10) together with the boundary condition (2.2)

can be used to determine ∂

n

u

|Γ

and thus, with the representation formula (2.4), to solve the

Dirichlet problem. From (2.9) one obtains

V (∂

n

u) = (

1

2

+K ) g, (2.11)

an integral equation of the ﬁrst kind with the same kernel as in (2.7). From (2.10) one obtains

(

1

2

−K

′

)(∂

n

u) = Dg, (2.12)

an integral equation of the second kind with the adjoint kernel of (2.8).

Any one of the four integral equations (2.7), (2.8), (2.11), or (2.12) can equally well be

used for the numerical solution of the Dirichlet problem.

It is an easy exercise to write down the corresponding integral equations for the Neumann

problem where ∂

n

u is given on Γ, and also for the Robin problem where a linear combination

of u and ∂

n

u is given on Γ, and even for mixed boundary value problems where on diﬀerent

parts of Γ diﬀerent boundary conditions are satisﬁed. In each case, only the four operators

V , D, K, and K

′

appearing in (2.9) are involved.

Two ﬁnal remarks on the variety of boundary integral equations:

• In representation formulas like (2.4), γ can be any fundamental solution. Thus if Γ has

a simple geometry that allows to ﬁnd a fundamental solution which vanishes on parts

of Γ, the integrals may simplify considerably. For instance, if γ is the Green function of

Ω (which is known e.g. for balls or half spaces), then γ(x, y) ≡ 0 for y ∈ Γ, hence the

direct method in this case coincides with the method of double layer representation.

6

• If Γ is an open surface which does not separate R

n

into two disjoint domains, one has

no choice but has to work with (2.3) directly. This rules out all integral equations of

the second kind and leaves for the Dirichlet problem the integral equation of the ﬁrst

kind with the operator V and for the Neumann problem the integral equation of the

ﬁrst kind with the operator D (see [22, 23]). Such situations occur in crack problems

or in screen scattering problems.

2.2.4

For the numerical solution of the boundary integral equations one needs functions on the

boundary that depend on a ﬁnite set of parameters, i.e. a ﬁnite dimensional function space

on Γ. One can choose globally deﬁned functions like spherical harmonics or polynomials,

but for the proper BEM these trial functions are ﬁnite element functions on the boundary,

the boundary elements. One assumes that Γ can be decomposed into a ﬁnite number of

subsets each of which has a regular parameter representation by some parameter domain

in R

n−1

. Then one chooses regular partitions of the parameter domains and correspending

ﬁnite element functions, e.g. a S

k,m

h

family in the sense of Babuˇska and Aziz [2]. Using the

parameter representations, one transfers these functions to the boundary. If the parameter

representation is not explicitly known but the boundary itself has also to be approximated,

one uses the approximate coordinate representations. The order of the polynomial basis

functions in these approximations of course has to be chosen in correspondence to the order

of the Sobolev spaces in which the solution of the boundary integral equation is looked for and

also to the kind of discretization scheme that is chosen. Here it is useful to have asymptotic

error estimates in order to make the right choice. This will be discussed in section 5.

If, in the presence of corners and edges, one knows which singularities appear in the

solution, then one can build them into the space of trial functions as in FEM, either by

using a suitable nonuniform partition or by augmenting the space of trial functions by some

singular functions, i.e. using singular boundary elements.

2.2.5

The ﬁnitely many parameters determining the approximate solution are computed from

ﬁnitely many linear equations. There are three main methods to generate this system of

discrete equations: Collocation, Galerkin’s method, and the least squares method.

If we have a boundary integral equation

Au = f on Γ (2.13)

and we seek an approximate solution

u

h

(x) =

N

j=1

γ

j

µ

j

h

(x) (2.14)

with basis functions {µ

j

h

|j = 1, . . . , N}, then these methods for obtaining a linear system for

the unknown coeﬃcients {γ

j

|j = 1, . . . , N} are the following:

1. For the collocation method one chooses a suitable set {x

j

|j = 1, . . . , N} ⊂ Γ of col-

location points and requires that the equation (2.13) is satisﬁed in these points. This

7

gives the system

N

j=1

(Aµ

j

h

)(x

k

) γ

j

= f(x

k

) (k = 1, . . . , N). (2.15)

2. For the Galerkin method one multiplies (2.13) for u

h

with test functions from a ﬁnite

dimensional function space, integrates over Γ and equates the integrals. In the proper

Galerkin method, test and trial functions are the same, hence this gives the system

N

j=1

(µ

k

h

, Aµ

j

h

) γ

j

= (µ

k

h

, f) (k = 1, . . . , N) (2.16)

where the brackets (·, ·) denote the L

2

(Γ) inner product, i.e.

(f, g) :=

_

Γ

f(x)g(x)do(x).

3. In the least squares method one minimizes Au

h

−f in the L

2

(Γ) norm. The resulting

equations are those for a Galerkin (-Petrov) method with {Aµ

k

h

|k = 1, . . . , N} as a basis

for the test functions:

N

j=1

(Aµ

k

h

, Aµ

j

h

) γ

j

= (Aµ

k

h

, f) (k = 1, . . . , N). (2.17)

The coeﬃcient matrix in these methods has to be computed using numerical integration.

Here the collocation method is the simplest one because it involves only one integral whereas

Galerkin’s method needs two and the least squares method three integrations. This may

be the reason why collocation is most frequently used in the applications. It has also some

drawbacks, however:

The coeﬃcient matrix in the least squares method is always symmetric and, if (2.13) is

uniquely solvable, even positive deﬁnite. A careful choice of the boundary integral operator

can yield a positive deﬁnite selfadjoint operator A or at least a positive deﬁnite principal

part. For instance, the ﬁrst kind operators V and D from potential theory are selfadjoint

and, in R

3

, positive deﬁnite. In the Galerkin method, then the coeﬃcient matrix will also be

positive selfadjoint. The coeﬃcient matrix for the collocation method is never symmetric.

Convergence proofs and asymptotic error estimates are available

• for least squares methods under the general condition of ellipticity for the operator A,

• for Galerkin methods under the somewhat stronger condition of strong ellipticity for

the operator A,

• for collocation methods only in 2 dimensions for strongly elliptic operators A and smooth

domains (apart from some very special recent results [14, 10]) and in higher dimensions

only for Fredholm integral equations of the second kind (for which, on the other hand,

there exist also a lot of other numerical methods, e.g. the well-known Nystr¨om method,

see [3]).

8

The integrations in the computation of the coeﬃcient matrix have to be done numerically.

This requires another choice which, however, depends very much on the speciﬁc problem at

hand. A common problem is the evaluation of singular integrals, and the usual recipe is to

split oﬀ the main singularities and try to evaluate the corresponding integrals analytically,

while the less singular remainder is computed with the use of a suitable quadrature formula.

The order of this quadrature formula should be chosen in accordance with the asymptotic

order of convergence for the chosen discretization method.

2.2.6

In comparison with the computation of the matrix elements, the solution of the linear

system of equations is usually relatively uncomplicated. Note that the matrices are not

sparse, so the linear systems solvers developed for FEM are not useful in BEM. In some

speciﬁc examples, multigrid methods have been analyzed and successfully applied [20]. In

general, standard linear systems solvers should suﬃce, if one exploits symmetry and positive

deﬁniteness where available.

2.2.7

The postprocessing, i.e. the interpretation of the computed data, is the last step in BEM.

The interpolation formula (2.14) gives the solution of the boundary integral equation. In the

direct method, this may be already the desired information about the boundary values of the

solution of the boundary value problem. If these Cauchy data have to be determined from

an indirect method, then another integral operator with singular kernel has to be applied.

If the solution of the boundary value problem in the interior of Ω is desired, then the

representation formula which was used to derive the boundary integral equation gives the

answer. Here only a regular integral has to be evaluated, because the kernel deﬁned by the

fundamental solution is, for elliptic and parabolic problems, singular only if the points of

integration and of evaluation coincide. Thus this integration has a smoothing eﬀect and sup-

presses high-frequency errors. In addition, the representation formula may be diﬀerentiated

and used to compute the derivatives of the solution in the domain.

3 Derivation of boundary integral equations

Let P be a linear elliptic diﬀerential operator of order 2m with smooth coeﬃcients on R

n

.

Assume that a fundamental solution G of P is known, that is

• G is a two-sided inverse of P on functions (or distributions) that vanish outside a

compact set,

GPu = u = PGu for all compactly supported u.

• G is an integral operator

Gf(x) =

_

R

n

G(x, y)f(y)dy

with a kernel G(x, y) that is weakly singular for x = y.

9

In this section we describe the method of the Calder´ on projector to obtain boundary integral

equations for boundary value problems fo the following form

Pu = f in Ω ⊂ R

n

(3.1)

Rγu = g on Γ = ∂Ω. (3.2)

Here

γu := (γ

0

u, . . . , γ

2m−1

u)

⊤

: = (u, ∂

n

u, ∂

2

n

u, . . . , ∂

2m−1

n

u)

⊤

|Γ

are the “Cauchy data” of u, and R is a (m×2m) matrix of diﬀerential operators on Γ. Thus

the boundary data g are a m-component vector function.

3.1 Second Green formula

Let Ω

1

:= Ω and Ω

2

:= R

n

\ Ω. For a function u on R

n

with u

|Ω

j

= u

j

we write [γ

k

u]

Γ

=

γ

k

u

2

−γ

k

u

1

if the Cauchy data γ

k

u

j

= ∂

k

n

(u

j

)

Γ

exist. Here one assumes that in a neighborhood

of Γ there exists a unit vector ﬁeld n that is the normal ﬁeld exterior to Ω

1

on Γ, and the

higher normal derivatives are deﬁned using this vector ﬁeld.

Introducing suitable coordinates, one can see that P has a decomposition

P =

2m

j=0

P

j

∂

j

n

(3.3)

Here P

j

are diﬀerential operators of order 2m− j whose restrictions to Γ contain only tan-

gential derivatives.

For example, the Laplace operator P = −∆ is decomposed as

−∆ = −∆

0

−2H∂

n

−∂

2

n

,

where H =

1

2

div n is the mean curvature of Γ and ∆

0

is the Laplace-Beltrami operator on

Γ.

Now we choose a piecewise smooth function u as above such that u

j

∈ C

∞

(Ω

j

). We apply

P to u in the distributional sense. One has

Pu = f in R

n

\ Γ with f ∈ C

∞

(R

n

\ Γ).

Therefore the distribution Pu − f vanishes on R

n

\ Γ. It consists of multiple layers of the

form v ⊗∂

k

n

δ

Γ

deﬁned by

< v ⊗∂

k

n

δ

Γ

, ϕ >:=

_

Γ

v ∂

′k

n

ϕdo for ϕ ∈ C

∞

(Γ).

Here ∂

′k

n

is the formal transpose of the diﬀerential operator ∂

k

n

, hence

∂

′k

n

= (−1)

k

∂

k

n

+ lower order terms.

The result can be found in detail in [16]. It is the distributional version of the second

Green formula:

Pu = f +

2m−1

k=0

2m−1−k

l=0

P

k+l+1

[γ

l

u]

Γ

⊗∂

k

n

δ

Γ

. (3.4)

10

If we specialize to u

2

≡ 0, u

1

= v, and apply (3.4) to a test function ϕ, we obtain the

more familiar equivalent formula

_

Ω

(v

⊤

P

′

ϕ −(Pv)

⊤

ϕ)dx =

2m−1

k=0

2m−1−k

l=0

_

Γ

(P

k+l+1

γ

l

v)

⊤

(∂

′k

n

ϕ)do. (3.5)

Here the superscript

⊤

denotes transposition, because we admit throughout matrix-valued

operators P and vector-valued functions u, v etc., and P

′

is the formal transpose of P:

< Pu, ϕ >=< u, P

′

ϕ >=

_

Ω

v

⊤

P

′

ϕdx for ϕ ∈ C

∞

0

(R

n

).

The formulas (3.4) and (3.5) are equivalent, but it is the distributional form (3.4) that

is the starting point for the representation formula and boundary integral equations. In the

example of the Laplace operator, (3.4) is

−∆u = f −[γ

1

u]

Γ

⊗δ

Γ

+ [γ

0

u]

Γ

⊗∂

′

n

δ

Γ

.

In the case of a second order operator (we abbreviate ∂

j

:= ∂/∂x

j

)

P = −

n

j,k=1

∂

j

a

jk

∂

k

+

n

j=1

b

j

∂

j

+ c (3.6)

one has a ﬁrst Green formula

_

Ω

(Pu)

⊤

v dx = Φ

Ω

(u, v) −

_

Γ

(∂

ν

u)

⊤

v do (3.7)

with

Φ

Ω

(u, v) :=

_

Ω

_

_

n

j,k=1

(a

jk

∂

k

u)

⊤

∂

j

v +

n

j=1

(b

j

∂

j

u)

⊤

v + (cu)

⊤

v

_

_

dx

and the conormal derivative

∂

ν

u :=

n

j,k=1

n

j

a

jk

∂

k

u.

Here again the coeﬃcients a

jk

, b

j

, and c may be matrix-valued. Then, for example, the

equations of linear elasticity can be treated in this way, where then ∂

ν

is the traction operator.

From (3.7) follows the second Green formula

_

Ω

(u

⊤

P

′

v −(Pu)

⊤

v)dx =

_

Γ

((∂

˜ ν

u)

⊤

v −u

⊤

∂

ν

v)do (3.8)

with

∂

˜ ν

u := ∂

ν

u −

n

j=1

n

j

b

j

u ;

∂

ν

v :=

n

j,k=1

n

j

a

⊤

jk

∂

k

.

In the case of elasticity, (3.8) is Somigliana’s identity.

11

3.2 Representation formula

From the second Green formula in the distributional form, one obtains the representation

formula simply by applying the inverse G of the diﬀerential operator P. Thus if u is piecewise

smooth as above and vanishes outside a compact set, then there holds the representation

formula

u = Gf +

2m−1

k=0

2m−1−k

l=0

K

k

(P

k+l+1

[γ

l

u]

Γ

) (3.9)

with the multiple layer potential operators K

k

deﬁned by

K

k

ϕ := G(ϕ ⊗∂

k

n

δ

Γ

) for ϕ ∈ C

∞

(Γ).

For x ∈ Γ this means

K

k

ϕ(x) =

_

Γ

∂

′k

n(y)

G(x, y)ϕ(y) do(y).

In the example of the Laplace operator, this is just (2.3) if f = 0.

For the second order operator (3.6) one obtains from (3.8)

u(x) = Gf(x) +

_

Γ

_

(

¯

∂

ν(y)

G(x, y)

⊤

)

⊤

[u(y)]

Γ

−G(x, y)∂

˜ ν

u(y)

_

do(y). (3.10)

For this case of a second order operator, one can allow corners and edges on Γ, even an

arbitrary Lipschitz domain [12], whereas for the general case (3.9) the boundary has to be

smooth. For the bi-Laplace operator P = ∆

2

in R

2

also representation formulas are known

in domains with corners, and they contain additional terms coming from the corners.

3.3 Calder´on projector

Taking traces on Γ in (3.9), we ﬁnd an identity for the Cauchy data γu

1

, if we set u

2

≡ 0:

γu

1

= γGf

1

+ C(γu

1

) (3.11)

with

C(γu

1

) := −

2m−1

k=0

2m−1−k

l=0

γ(K

k

(P

k+l+1

γ

l

u

1

))

|Ω

.

The operator C is a (2m× 2m) matrix of pseudodiﬀerential operators on the boundary.

In the case of the Laplace operator, it is in the notation of section 2.2.3

C =

_

1

2

−K V

D

1

2

+K

′

_

.

One can show that C is a projection operator: CCv = Cv for all v. The complementary

projector 1 −C is the Calder´on projector for the complementary domain.

As a pseudodiﬀerential operator, C has well-known continuity properties in Sobolev spaces

on Γ. I will not give the deﬁnition of a Sobolev space H

s

(Γ) for arbitrary s ∈ R here, but

recall that for integer s, H

s

(Γ) is the space of all functions on Γ with ﬁnite norm

v

H

s

(Γ)

:=

_

_

k≤s

_

Γ

|D

k

v|

2

do

_

_

1

2

,

12

where D

k

v is the vector of all k-th order tangential derivatives of v. The dual space of the

Hilbert space H

s

(Γ) in the natural L

2

(Γ) duality is H

−s

(Γ).

It is known that C = (C

jk

)

2m−1

j,k=0

where C

jk

is a pseudodiﬀerential operator of order

j − k. This means that C

jk

maps H

s

(Γ) into H

s−j+k

(Γ) continuously for any s. Thus the

boundary “integral” operators C

jk

have orders ranging from −2m+1 to 2m−1. Only those

with nonpositive order are decent integral operators, where order zero operators can contain

strongly singular kernels and thus integrals existing only in the principal value sense. The

operators with positive order have hypersingular kernels like the operator D which has order

+1.

But all of these highly nonclassical “integral” operators do appear in applications and

they can be used in BEM.

3.4 Boundary integral equations

The relation (3.11) is a faithful translation of the diﬀerential equation (3.1) to the boundary:

A 2m-vector function v satisﬁes v = γGf +Cv if and only if v equals γu with some solution u

of (3.1). Thus (3.11) together with the boundary condition (3.2) is an equivalent formulation

of the boundary value problem by means of functions on the boundary. It is a system of 3m

equations for the 2m unknowns γ

0

u, . . . , γ

2m−1

u.

There are several ways of making a quadratic system out of this rectangular one. One

way would be to treat the 3m× 2m system directly by least squares methods. This would

lead to a 2m× 2m system. The ellipticity of this system, i.e. the invertibility of its symbol

as a pseudodiﬀerential operator, is equivalent to the Shapiro-Lopatinski ellipticity condition

for the boundary value problem (3.1)–(3.2).

The usual procedure, however, is to use the boundary condition to eliminate m unknowns

and ﬁnd a m × m system for the remaining m unknown functions. This procedure uses a

second set S of m boundary operators with the property that the (2m×2m) matrix

M :=

_

R

S

_

of tangential diﬀerential operators on Γ has an inverse

M

−1

= (

ˇ

M

jk

)

2m−1

j,k=0

which also consist of diﬀerential operators. Then the m-component vector function

v = Sγu

contains the unknown Cauchy data, and the Cauchy data γu are known if v is known and g

is given by (3.2):

γu = M

−1

_

g

v

_

. (3.12)

In this case, the solution of the boundary value problem in Ω is given by the representation

formula (3.9):

u = Gf −KPM

−1

_

g

v

_

, (3.13)

13

where we introduced the vector of integral operators

K := (K

0

, . . . , K

2m−1

)

and the matrix of diﬀerential operators

P := (P

k+l+1

)

2m−1

k,l=0

with P

j

:= 0 for j > 2m.

Taking the “modiﬁed Cauchy data” Mγu in (3.13), we have the 2m×2m system

_

g

v

_

= MγGf − MγKPM

−1

_

g

v

_

,

which can of course be also written in the form

_

g

v

_

= MγGf +

˜

C

_

g

v

_

with the “modiﬁed Calder´on projector”

˜

C := MCM

−1

.

We write this system ﬁnally in the form

g = RγGf +RCM

−1

_

g

v

_

v = SγGf +SCM

−1

_

g

v

_

or

Av = g −RCM

−1

_

g

0

_

−RγGf (3.14)

(1 −B)v = SCM

−1

_

g

0

_

+SγGf (3.15)

where

Av = RCM

−1

_

0

v

_

= −RγKPM

−1

_

0

v

_

and

Bv = SCM

−1

_

0

v

_

= −SγKPM

−1

_

0

v

_

are the upper resp. lower right hand “(m×m) corner” of the (2m×2m) matrix

˜

C.

Now either of the two sets of m equations (3.14) or (3.15) is equivalent to the original

boundary value problem under suitable conditions which can be found in [15]:

Theorem 3.1 Let f ∈ H

s−m

(Ω) ∩ L

2

(Ω) and g ∈

m−1

j=0

H

m−µ

j

−

1

2

+s

(Γ) be given where s is

an arbitrary real number and µ

j

are the orders of the rows of the boundary diﬀerential operator

R. Then every solution u ∈ H

m+s

(Ω) of the boundary value problem (3.1), (3.2) deﬁnes by

(3.12) a solution of (3.14) and (3.15). Conversely, every solution v ∈

m−1

j=0

H

−m+µ

j

+

1

2

+s

(Γ)

of one of the boundary integral equations, (3.14) or (3.15), deﬁnes by the representation

formula (3.13) a solution u ∈ H

m+s

(Ω) of the boundary value problem.

14

Under some conditions on the strong ellipticity of the boundary value problem (3.1), (3.2),

one can show [15] that the operator A in (3.14) is also strongly elliptic. These conditions

are satisﬁed for the usual boundary value problems for the Laplace and Helmholtz equations

and for the equations of linear elasticity theory, whether formulated as the second order

system of the Navier equations or, through the Airy stress function, as the fourth order

scalar biharmonic equation. They are not satisﬁed for some boundary value problems from

electrodynamics.

Strong ellipticity of the operator A implies

1. Fredholm’s alternative holds for the boundary integral equation (3.14), i.e. the homo-

geneous equation has a ﬁnite number l of linear independent solutions and there exist l

linear independent solvability conditions. Thus, by adding a ﬁnite number of rows and

columns, the system can be converted into a uniquely solvable one of the form

Av +

l

j=1

ω

j

v

0

j

= ψ

_

Γ

λ

⊤

k

v do = β

k

(k = 1, . . . , l),

(3.16)

where ψ is the right hand side in (3.14), v

0

j

and λ

k

are certain given functions related

to the cokernel and kernel of A, β

k

are arbitrarily given numbers, e.g. zero, and ω

j

are numbers that have to be determined from the boundary integral equation. The

enlarged system is also equivalent to the boundary value problem. Such an addition of

rows and columns is necessary in elasticity theory to eliminate the rigid body motions,

and also sometimes in potential and scattering theory.

2. Every Galerkin procedure for (3.16) is stable and converges [21]. The asymptotic or-

der of convergence is quasioptimal, i.e. it is the same order as for the best possible

approximation of the solution by means of the boundary element trial functions.

3. In the case of smooth 2-dimensional domains, also collocation methods are stable and

converge quasioptimally.

The same result of strong ellipticity for the ﬁrst kind operator A in (3.14) holds for second

order systems even on arbitrary Lipschitz domains Ω, i.e. in the presence of corners and edges

[11].

For the second kind operator 1 − B in (3.15) strong ellipticity is known in special cases,

mainly on smooth domains, but in some cases on non-smooth domains it fails.

4 Examples of boundary integral equations

4.1 Acoustic scattering

We consider a screen Γ ⊂ R

3

, i.e. an open surface. The total ﬁeld u = u

in

+ u

s

as well as

the incident (plane or spherical) wave u

in

and the scattered ﬁeld u

s

satisfy the Helmholtz

equation. If u satisﬁes homogeneous Neumann conditions on Γ, we have for the scattered

ﬁeld u

s

the Neumann problem

(∆ +k

2

) u

s

= 0 in R

n

\ Γ (4.1)

∂

n

u

s

= g on Γ (4.2)

15

with g = −∂

n

u

in

.

The direct method as well as the method of double layer potential representation (they

coincide due to [∂

n

u

s

]

Γ

= 0 ) both lead to the ﬁrst kind integral equation

Dv = −g (4.3)

with the hypersingular integral operator D introduced in section 2. Here, of course, the

fundamental solution γ is the outgoing one for the Helmholtz equation:

γ(x, y) =

e

ik|x−y|

4π|x −y|

.

The solution v has a direct interpretation as

v = [u

s

]

Γ

.

The operator D is (for real wave numbers k) a positive selfadjoint operator on L

2

(Γ)

with domain of deﬁnition

˜

H

1/2

(Γ) which is the dual space of H

−1/2

(Γ), and D maps

˜

H

1/2

(Γ)

bijectively onto H

−1/2

(Γ). Thus every Galerkin method for the equation (4.3) is convergent.

One has to choose the boundary elements in such a way that the solution v ∈

˜

H

1/2

(Γ) is

approximated as good as possible. In general the solution will have unbounded derivatives

near the screen edge. This allows an asymptotic order of convergence of at most O(h) for

regular ﬁnite elements. There exist methods using singular boundary elements (see section

6) that allow an order of O(h

3

) [22].

4.2 Elasticity theory

For the system of partial diﬀerential equations

µ∆u + (λ +µ) grad div u = 0 in Ω (4.4)

one has the representation formula

u(x) =

_

Γ

(F(x, y)

t(y) − T(y, x) ϕ(y))do(y) for x ∈ Ω, (4.5)

where

ϕ = u

|Γ

;

t = T(u)

with the traction operator

T(u) := λn(x) div u + 2µ∂

n

u + µn ∧ curl u.

F is the fundamental solution of (4.4)

F(x, y) =

λ + 3µ

2µ(λ + 2µ)

_

γ(x, y) +

λ +µ

λ + 3µ

(x −y)(x −y)

⊤

|x −y|

n

_

(n = 2, 3)

with γ as in section 2.2.1, and

T(y, x) = (T

(y)

(F(y, x)))

⊤

.

16

Using the jump relations for elastic potentials, one obtains on Γ [28]

u(x) =

1

2

ϕ(x) −

_

Γ

(T(y, x) ϕ(y) +F(x, y)

t(y))do(y) (4.6)

T(u)(x) = −T

(x)

(

_

Γ

T(y, x) ϕ(y)do(y)) +

1

2

t(x) +

_

Γ

T(x, y)

⊤

t(y)do(y). (4.7)

Here the kernels on the right hand side are strongly singular, and the integrals have to

be understood in the Cauchy principal value sense.

The equations (4.6), (4.7) immediately give boundary integral equations for the two

boundary value problems

T(u) =

t given on Γ (4.8)

or

u = ϕ given on Γ. (4.9)

Let us consider the ﬁrst one (4.8). Here the unknown is u

|Γ

= ϕ.

The equation (4.6) gives for n = 3 [28]

1

2

ϕ(x) +

_

Γ

T(y, x) ϕ(y)do(y) +M(x)ω =

_

Γ

F(x, y)

t(y)do(y)

_

Γ

M(y)

⊤

ϕ(y)do(y) = 0 (4.10)

with the matrix

M(x) =

_

_

_

1 0 0 −x

2

0 x

3

0 1 0 x

1

−x

3

0

0 0 1 0 x

2

−x

1

_

_

_.

Here the extra 6 unknowns ω and the extra 6 side conditions are added in order to remove

the rigid body motions, thus making the system (4.10) uniquely solvable.

The integral operator in (4.10) is strongly singular. Thus (4.10) is not a Fredholm integral

equation of the second kind. For smooth domains, however, it has been shown that the

integral operator in (4.10) is a strongly elliptic pseudodiﬀerential operator of order zero.

Therefore any Galerkin method for (4.10) is convergent.

If we take the equation (4.7), we obtain the ﬁrst kind equation

T

(x)

(

_

Γ

T(y, x) ϕ(y)do(y)) +M(x)ω =

1

2

t(x) −

_

Γ

T(x, y)

⊤

t(y)do(y)

_

Γ

M(y)

⊤

ϕ(y)do(y) = 0. (4.11)

Here the kernel is hypersingular. But one can show that even for any Lipschitz domain the

operator deﬁnes a positive deﬁnite hermitian bilinear form, and hence any Galerkin method

converges for (4.11) even if the domain has corners and edges.

BEM for three-dimensional elasticity are of course very important in engineering applica-

tions. Frequently the equations are discretized using a collocation method (BETSY, BEASY

and other programs). It is interesting to note, however, that all attempts to prove convergence

for these methods have been, to the best of the author’s knowledge, until now unsuccessful.

This gives a theoretical argument in favor of Galerkin methods.

17

4.3 Heat conduction

Stationary heat conduction processes are governed by Laplace’s equation which was treated

above. Therefore here we concentrate on transient processes. The heat equation is

Lu := ∂

t

u −∆u = 0 in Q = Ω ×(0, T) ⊂ R

n+1

. (4.12)

There exist several BEM for initial-boundary value problems for parabolic equations:

• One can choose a time-discretization scheme that requires at each time-step the solution

of an elliptic boundary value problem in the space domain Ω.

• Also the application of Laplace transformation leads to a (parameter-dependent) elliptic

boundary value problem. The elliptic boundary value problems are then solved by one

of the BEM described above.

• With the help of a time-dependent fundamental solution one can perform BEM directly

on the boundary of the space-time cylinder Q.

The latter method is described here along the lines of the general scheme described in

section 3.

A fundamental solution of (4.12) is given by

G(x, t, y, s) =

_

_

_

(4π(s −t))

−

n

2

e

−

|x−y|

2

4(s−t)

for s > t

0 for s < t.

We apply L in the distributional sense to a function u which is smooth in Q and in

R

n+1

\ Q, satisﬁes Lu = f in R

n+1

\ ∂Q, and has jumps across

∂Q = Ω

0

∪ Ω

T

∪ (Γ ×[0, T]) (Ω

t

:= Ω ×{t}).

The result is the distributional version of the second Green formula:

Lu(x, t) = f(x, t)−u(x, T)δ(t−T)+u(x, 0)δ(t)+[u(x, t)]

Γ

⊗∂

′

n

δ

Γ

(x, t)−[∂

n

u(x, t)]

Γ

⊗δ

Γ

(x, t).

(4.13)

Convolution with G gives the representation formula for (x, t) ∈ ∂Q:

u(x, t) =

_

Q

G(x, t, y, s)f(y, s)dyds +

_

Ω

(G(x, t, y, 0)u(x, 0) −G(x, t, y, T)u(x, T))dy

+

_

T

0

_

Γ

(∂

n(y)

G(x, t, y, s)[u(y, s)]

Γ

−G(x, t, y, s)[∂

n

u(y, s)]

Γ

)do(y)ds.

Taking into account that G = 0 for s < t, this is equivalent to

u(x, t) =

_

t

0

_

Ω

G(x, t, y, s)f(y, s)dyds +

_

Ω

G(x, t, y, 0)u(x, 0)dx (4.14)

+

_

t

0

_

Γ

(∂

n(y)

G(x, t, y, s)[u(y, s)]

Γ

−G(x, t, y, s)[∂

n

u(y, s)]

Γ

)do(y)ds.

If we consider the initial value problem

u(x, 0) = u

0

(x) (4.15)

18

for the equation (4.12) then on the right hand side of (4.14) the ﬁrst term is absent and the

second is known. (For general initial values u

0

, it has to be computed by a domain integral,

which, due to the smoothing nature of the kernel G(x, t, y, 0), may be discretized relatively

crudely.) The remaining double and simple layer potentials resemble those for the Laplace

equation. Thus one may take traces of u and ∂

n

u on Γ and obtain, as in section 2.2.3, two

boundary integral equations for both the Dirichlet and the Neumann boundary conditions.

We leave this as an exercise.

In the case of smooth Ω, the respective second kind integral equations have weakly sin-

gular kernels and can therefore be treated by various numerical methods. The operators are

no ordinary pseudodiﬀerential operators, however, L being parabolic, and therefore little is

known about the ﬁrst kind equations.

5 Convergence

The state of the art of asymptotic error estimates for BEM is described in several detailed

articles by W. L. Wendland, contained and quoted in the books mentioned in section 1.4. In

particular, [25] and [28] give a complete survey of the known results, ranging from abstract

approximation schemes for general pseudodiﬀerential operators to fully discretized bound-

ary integral equations including numerical integration methods. [28] contains tables showing

relations which have to be satisﬁed by the approximation orders of the coordinate represen-

tation of Γ and the approximation orders in the numerical integrations in order to get highest

convergence rates.

Here are some remarks on the basic rules of error estimates for BEM. They are gener-

alizations of those for FEM, and are particularly easy to state for Galerkin methods, so we

consider only these here.

Let A : H

α

(Γ) → H

−α

(Γ) be a bijective and continuous linear operator for some real α.

Assume that A satisﬁes a G˚arding inequality:

There exists a compact operator T : H

α

(Γ) → H

−α

(Γ) and a γ > 0 such that

Re(v, (A +T)v) ≥ γv

2

H

α

(Γ)

∀v ∈ H

α

(Γ). (5.1)

If A is a pseudodiﬀerential operator of order 2α, then (5.1) is equivalent to the strong

ellipticity of A. The ﬁrst kind boundary integral operators for the Dirichlet respectively

Neumann problem for second order strongly elliptic systems ( the operators V resp. D in

potential theory) satisfy (5.1) with α = −

1

2

resp. α =

1

2

, even on domains with corners and

edges.

For the Galerkin procedure, one has a sequence of ﬁnite-dimensional subspaces

H

h

⊂ H

α

(Γ) (0 < h < h

0

), (5.2)

and one looks for u

h

∈ H

h

satisfying

(v, Au

h

) = (v, f) ∀v ∈ H

h

, (5.3)

where f = Au ∈ H

−α

(Γ).

If for all u ∈ H

α

(Γ),

inf{u − ˜ u

H

α

(Γ)

| ˜ u ∈ H

h

} −→ 0 as h → 0,

19

then (5.1) implies stability and quasioptimal convergence for the Galerkin procedure:

There exists h

1

> 0 such that for all h < h

1

, (5.3) deﬁnes a unique u

h

∈ H

h

, and there is

a constant c independent of u and h with

u

h

H

α

(Γ)

≤ cu

H

α

(Γ)

and

u −u

h

H

α

(Γ)

≤ c inf{u − ˜ u

H

α

(Γ)

| ˜ u ∈ H

h

}. (5.4)

Now, as is well known e.g. from FEM for shells, the boundary element trial spaces H

h

as

described in 2.2.4 above, have the following approximation property:

There are numbers k and m such that for any s < t with s < m and t ≤ k and any

u ∈ H

t

(Γ) there exists an approximating ˜ u ∈ H

h

with

u − ˜ u

H

s

(Γ)

≤ ch

t−s

u

H

t

(Γ)

(5.5)

where c does not depend on u or h. m measures the interelement diﬀerentiability and k the

degree of the polynomials.

This together with (5.4) gives a convergence order

u −u

h

H

α

(Γ)

= O(h

t−α

) if u ∈ H

t

(Γ). (5.6)

Using an inverse assumption and duality arguments, one can estimate the error also in

norms diﬀerent from the “energy norm” H

α

(Γ):

u −u

h

H

s

(Γ)

= O(h

t−s

) if u ∈ H

t

(Γ), (5.7)

where s is restricted by

2α −k ≤ s < m.

Note that for (5.6) to hold, one needs α < m. This is just the conformity condition (5.2).

In particular, if α ≤ 0, one can use discontinuous trial functions.

The highest order of convergence is obtained for s = 2α −k and t = k:

u −u

h

H

2α−k

(Γ)

= O(h

2(k−α)

) if u ∈ H

k

(Γ). (5.8)

Here it is an advantage to have negative α. Then, however, the L

2

-condition number of

the discrete equations blows up like O(h

−2|α|

). This reﬂects the fact that equations with

such operators are traditionally called ill-posed. It depends on the size of the linear system

and the machine precision, which of the two eﬀects, the theoretical Galerkin error or the

round-oﬀ error magniﬁed by a big condition number, becomes dominant. If the size of the

system is chosen so that both eﬀects balance, then the approximation is of the same order

as for approximation methods speciﬁcally created for ill-posed problems, e.g. Tychonov

regularization.

When the approximate solution of the boundary integral equations is inserted into the

representation formula, then the highest convergence rate (5.8) on the boundary is inherited

by the solution of the boundary value problem away from the boundary:

One has for the multiple layer potentials K

k

from 3.2:

K

k

ϕ

H

s

(Ω

0

)

≤ cϕ

H

t

(Γ)

for any s and t

20

for bounded subdomains Ω

0

with Ω

0

⊂ R

n

\ Γ.

A similar analysis can be given for the least squares method, because this is identical to

the Galerkin method for the operator A

∗

A. Thus α has to be replaced by 2α, and then (5.1)

is always satisﬁed.

For collocation methods, the corresponding analysis is available for two-dimensional prob-

lems.

6 Singularities

In BEM one has to deal with singularities in two places: In the numerical computation

of integrals with singular kernels, and in the case of non-smooth boundaries or boundary

conditions, with singularities of the solution that cause large approximation errors.

6.1 Singular integrals

The numerical approximation of singular integrals has been studied since a long time, but the

results so far do not cover BEM completely. Thus in the preparation of every BEM application

program, this point seems to be a challenge to skill and phantasy. There is a general recipe,

however, namely to subtract the main singularity and compute the corresponding integrals

analytically if possible. For the remaining integrals one uses quadrature formulas that are, if

necessary, adapted to the still present weak singularities. The main singularities frequently

are contained in a kernel of convolutional structure. Especially in two-dimensional problems

the resulting translation invariance allows very useful simpliﬁcations.

If hypersingular integrals appear, they can sometimes be reduced to weakly singular

ones by partial integration. For example in R

2

, the bilinear form that deﬁnes the matrix

elements in the Galerkin method (2.16) for the ﬁrst kind integral equation (2.10) with the

hypersingular integral operator D, is equal to the same bilinear form for the weakly singular

integral operator V , evaluated with the ﬁrst derivatives of the respective trial functions. A

similar idea works also for the equation (4.3) in R

3

[18].

A review of the state of the analysis of numerical integration in BEM is given in [28].

6.2 Non-smooth boundaries

The convergence rates in (5.8) are limited by to numbers: The degree of the polynomials

chosen as a basis for the boundary element functions, and the Sobolev index describing the

regularity of the solution u. The ﬁrst one is a question of algorithmic complexity.

The second one, the highest value of t such that u ∈ H

t

(Γ), is no problem for smooth

domains: From the regularity theory for elliptic pseudodiﬀerential operators one knows u ∈

H

t

(Γ), as soon as f = Au ∈ H

t−2α

(Γ). Frequently the right hand sides are even in C

∞

(Γ),

e.g. in scattering problems, so any t is allowed.

If corners and edges are present, then the solution has singularities there. Consider for

instance the screen scattering problem of section 4.1 or a crack problem in elasticity. There

it is known that the solution u behaves like ρ

1/2

and ∂

n

u like ρ

−1/2

near the edge, where ρ

denotes the distance to the edge. Therefore u is contained at most in H

1−ǫ

(Γ) for any ǫ > 0,

but not in H

1

(Γ). Then the Galerkin method for equation (4.3) has from (5.8) with α = 1 a

highest convergence rate of O(h

1−2ǫ

).

21

If one knows the precise shape of the singularities, one can design special boundary element

functions in order to obtain a better approximation than given by (5.5). Suppose it is known

that

u = βu

s

+u

0

, (6.1)

where u

s

is explicitly known, only the constant β and u

0

depend on the given data, and u

0

is regular: u

0

∈ H

t

(Γ). Then one can take trial functions of the form

˜ u =

˜

βu

s

+ ˜ u

0

, (6.2)

with the same u

s

and regular boundary elements ˜ u

0

.

Then for the best approximation, β =

˜

β, and hence

u − ˜ u

H

s

(Γ)

≤ ch

t−s

u

0

H

t

(Γ)

.

Thus the convergence rate is solely determined by the regular part u

0

.

Decompositions as in (6.1) are known for two-dimensional domains with corners [13],

where the singularities have the form

u

s

=

J

j=1

k

j

k=0

c

jk

ρ

α

j

(log ρ)

k

.

Here ρ is the distance to the corner points and α

j

are some complex numbers depending on

the corner angles and the “Mellin symbol” of the integral operator. They are given as zeros

of some analytic function, the multiplicities being k

j

+ 1. As an example, in the Dirichlet

and Neumann problem in potential theory, α

j

has the form

α

j

=

lπ

ω

i

+m,

where l and m are integers and ω

i

is the angle at the i-th corner point.

Singularities in three-dimensional problems are more complicated and are the subject of

a currently very active ﬁeld of research. As an example, consider the screen scattering or

crack problem as above. There one has (6.1) with

u

s

= ρ

1/2

with ρ the distance to the edge, but now β = β(s) is a function of the parameter s on the

edge curve. Thus β itself has to be approximated by one-dimensional ﬁnite element functions

on this curve. One can show [23] that for smooth data one has u

0

∈ H

2−ǫ

(Γ) for any ǫ > 0.

Therefore from (5.8) one can obtain a highest convergence rate of O(h

3−2ǫ

) for the augmented

Galerkin procedure with trial functions (6.2).

7 Coupling of FEM and BEM

If the coeﬃcients of the diﬀerential operator are not constant, then in general a fundamental

solution is not known and therefore pure BEM cannot be applied. Frequently, however,

the inhomogeneities are contained in a subdomain Ω

1

, whereas the system in the other part

Ω

2

of the domain Ω is described by a diﬀerential operator with constant coeﬃcients whose

22

fundamental solution is known. For example, in problems on unbounded domains Ω the

inhomogeneities are frequently appearing only in a bounded domain Ω

1

.

In this situation, a coupling of FEM on Ω

1

and BEM on Ω

2

can be used. Such couplings

are popular in applications, see [9]. For the case of potential theory, also a mathematical

analysis including error estimates is available. Recently, more general equations and systems,

in particular those of linear elasticity, have been investigated, see [27, 26] for a survey.

Most coupling methods yield nonsymmetric matrices which is unpleasant for both the

application and the error analysis. In the case of elasticity theory in [26] for example, the

assumption has to be made that the ratio of the meshwidths in the domain Ω

1

for FEM

and on the coupling boundary for BEM tends either to zero or to inﬁnity in order to prove

convergence.

Here I describe a symmetrical method which, in case of selfadjoint boundary value prob-

lems, yields symmetric matrices and allows a very simple error analysis. For simplicity, only

the Dirichlet problem for second order strongly elliptic systems will be treated, but the gen-

eral case of higher order operators and other boundary conditions as in section 3 presents no

principal diﬃculty. More precisely, the problem is as follows:

The domain Ω is decomposed into

Ω = Ω

1

∪ Γ

c

∪ Ω

2

,

where Γ

c

:= ∂Ω

1

∩∂Ω

2

is the coupling boundary. We write further Γ

j

:= ∂Ω

j

\Γ

c

(j = 1, 2),

and allow Γ

1

or Γ

2

to be empty, as e.g. if Ω

1

and Ω

2

are the interior and exterior of a closed

boundary Γ

c

. On the other hand, also nonclosed Γ

1

, Γ

2

, and Γ

c

are allowed, as e.g. if Ω

1

and

Ω

2

are two adjacent rectangles.

We consider the diﬀerential equations

P

j

u

j

= f

j

in Ω

j

(j = 1, 2) (7.1)

with boundary conditions

u

j

= g

j

on Γ

j

(j = 1, 2) (7.2)

and the interface conditions

u

1

= u

2

∂

ν

1

u

1

= ∂

ν

2

u

2

_

on Γ

c

. (7.3)

Here P

1

and P

2

are second order (matrix-valued) operators as in (3.6), and ∂

ν

1

and ∂

ν

2

are

the respective conormal derivatives, which may be diﬀerent. The normal vector is exterior

to Ω

1

and interior to Ω

2

. The given data are f

j

on Ω

j

and g

j

on Γ

j

. For simplicity, we

assume that f

2

≡ 0, g

1

≡ 0 and that P

2

contains no ﬁrst order diﬀerential operators. More

essentially, we also require that a fundamental solution G

2

for P

2

is known, so that in Ω

2

we

have the representation formula (3.10)

u

2

(x) =

_

∂Ω

2

_

(

¯

∂

ν(y)

G(x, y)

⊤

)

⊤

v(y) −G(x, y)ϕ(y)

_

do(y), (7.4)

where v := u

2|∂Ω

2

, ϕ := ∂

ν

2

u

2|∂Ω

2

. Taking Cauchy data in (7.4), one ﬁnds the relations on

∂Ω

2

v = −Aϕ +Bv (7.5)

ϕ = Cϕ −Dv (7.6)

23

which deﬁne the integral operators A, B, C, D, constituting the Calder´on projector on Ω

2

.

In the case of potential theory, we have with the notation of section 2

_

−A B

C −D

_

=

_

−V

1

2

+K

1

2

−K

′

−D

_

.

On Ω

1

we have the ﬁrst Green formula (3.7)

Φ

Ω

1

(u

1

, w) −

_

∂Ω

1

(∂

ν

1

u

1

)

⊤

wdo =

_

Ω

1

f

⊤

1

wdx (7.7)

for all w ∈ H

1

(Ω

1

). If we assume that u

1

satisﬁes the boundary condition (7.2) on Γ

1

and

the test function w satisﬁes the corresponding homogeneous boundary condition

w ∈ H

1

0

(Ω

1

) := {w ∈ H

1

(Ω

1

) | w

|Γ

1

= 0}, (7.8)

then (7.7) is just the weak formulation of the boundary value problem on Ω

1

, if ∂

ν

1

u

1

is given

on Γ

c

.

Now the common coupling method [9] can be described as follows: Solve (numerically)

one of the equations (7.5), (7.6) for ϕ in terms of v and insert the resulting expression for

∂

ν

2

u

2|Γc

= ∂

ν

1

u

1|Γc

in terms of u

1|Γc

into (7.7). Then (7.7) has a familiar variational form

to which FEM can be applied. This works particularly nice if a Green function G

2

for Ω

2

is

known. Then (7.6) is simply

ϕ = −Dv,

and inserting this into (7.7) gives

Φ

Ω

1

(u

1

, w) +

_

Γc

w

⊤

D(u

1|

Γc

)do =

_

Ω

1

f

⊤

1

wdx −

_

Γc

w

⊤

Dg

2

do. (7.9)

Here the bilinear form on the left hand side satisﬁes a G˚arding inequality in H

1

(Ω

1

) if P

1

and

P

2

are strongly elliptic, and it is symmetric and positive deﬁnite if P

1

and P

2

are in addition

selfadjoint. Thus one obtains immediately that every conforming Galerkin method for (7.9)

converges with optimal order. This method is successfully applied e.g. in plasma physics, see

[1].

If a Green function for Ω

2

is not known then one introduces

ϕ = ∂

ν

2

u

2|∂Ω

2

as an additional unknown. The common method then takes a weak formulation of the ﬁrst

equation(7.5) on the boundary together with (7.7) and the coupling conditions (7.3) to form

a system which is discretized by approximating u

1

with ﬁnite elements in the domain Ω

1

and

ϕ with boundary elements on the boundary ∂Ω

2

. The resulting matrix is not symmetric, and

one does not have a G˚arding inequality except for scalar equations.

One obtains a symmetrical method if one adds to (7.7) weak forms of both equations (7.5)

and (7.6) on the boundary. Thus we deﬁne the following bilinear form

a(u, ϕ; w, ψ) := Φ

Ω

1

(u, w)

+

_

Γc

_

w

⊤

D(u

|Γc

) −w

⊤

Cϕ −ψ

⊤

u +ψ

⊤

B(u

|Γc

)

_

do (7.10)

−

_

∂Ω

2

ψ

⊤

Aϕdo

24

for u, w ∈ H

1

0

(Ω

1

); ϕ, ψ ∈ H

−

1

2

(∂Ω

2

). The given data f

1

∈ H

−1

(Ω

1

), g

2

∈

˜

H

1

2

(Γ

2

) (note

f

2

= 0, g

1

= 0) deﬁne the linear form

ℓ(w, ψ) :=

_

Ω

1

f

⊤

1

wdx +

_

Γ

2

ψ

⊤

g

2

do −

_

∂Ω

2

ψ

⊤

Bg

2

do −

_

Γc

w

⊤

Dg

2

do. (7.11)

We consider the variational equation for (u, ϕ) ∈ H

1

0

(Ω

1

) ×H

−

1

2

(∂Ω

2

)

a(u, ϕ; w, ψ) = ℓ(w, ψ) ∀(w, ψ) ∈ H

1

0

(Ω

1

) ×H

−

1

2

(∂Ω

2

). (7.12)

The corresponding Galerkin scheme is:

Find (u

h

, ϕ

h

) ∈ H

1

h

×H

−

1

2

h

such that

a(u

h

, ϕ

h

; w, ψ) = ℓ(w, ψ) ∀(w, ψ) ∈ H

1

h

×H

−

1

2

h

. (7.13)

We can then show the following theorem, and we give a proof here, because the method

is apparently new.

Theorem 7.1 Let P

1

and P

2

be strongly elliptic, let P

2

have a selfadjoint principal part,

and let the problem (7.1)–(7.3) be uniquely solvable. Then the weak solution of (7.12) exists

and deﬁnes a solution of (7.1)–(7.3), where u

1

= u and u

2

is given by (7.4). Furthermore

every Galerkin scheme (7.13) with approximating ﬁnite dimensional spaces H

1

h

⊂ H

1

0

(Ω

1

),

H

−

1

2

h

⊂ H

−

1

2

(∂Ω

2

) converges with optimal order. If P

1

and P

2

are selfadjoint, then so are

the bilinear form a in (7.12) and the stiﬀness matrix of the Galerkin scheme (7.13).

Proof. We assume everything to be real-valued, and we make a simplifying assumption

which in general is satisﬁed modulo compact perturbations:

P

2

is selfadjoint, and the Dirichlet problem in Ω

2

is solvable.

This implies that the operators A and D are selfadjoint and that the following lemma

holds (which is evident in potential and elasticity theory):

Lemma 7.2 Under the present assumptions, the adjoint B

′

of the operator B in (7.5) is

1 −C with C from (7.6).

We omit the proof which uses the ﬁrst Green formula in Ω

2

.

Now assume that (7.12) holds. For w = 0 this is

_

∂Ω

2

ψ

⊤

{(B −1)v −Aϕ}do = 0 ∀ψ ∈ H

−

1

2

(∂Ω

2

),

where

v =

_

u on Γ

c

g

2

on Γ

2

.

Thus v and ϕ satisfy the relation (7.5) and hence are Cauchy data of the function u

2

deﬁned

by (7.4). Hence also the relation (7.6) is satisﬁed.

From this we ﬁnd

a(u, ϕ; w, ψ) −ℓ(w, ψ) = Φ

Ω

1

(u, w) +

_

Γc

_

w

⊤

D(u

Γc

) −w

⊤

(ϕ +Dv)

_

do

−

_

Ω

1

f

⊤

1

wdx +

_

Γc

w

⊤

Dg

2

do

= Φ

Ω

1

(u, w) −

_

Γc

w

⊤

ϕdo −

_

Ω

1

f

⊤

1

wdx.

25

Thus (7.7) holds for all w ∈ H

1

0

(Ω

1

), with ∂

ν

1

= ϕ on Γ

c

. Hence with u

1

= u we have found

a solution of (7.1)–(7.3).

The selfadjointness of the bilinear form a follows from that of Φ

Ω

1

and of the operators

A and D and from the lemma.

For the convergence of the Galerkin method we show Babuˇska’s inf-sup-condition. If

(u, φ) is in the trial space then (u, −φ) is in the test space, and we have with the lemma

a(u, ϕ; u, −ϕ) = Φ

Ω

1

(u, u) +

_

Γc

u

⊤

D(u

|Γc

)do +

_

∂Ω

2

ϕ

⊤

Aϕdo

≥ c

_

u

2

H

1

(Ω

1

)

+ϕ

2

H

−

1

2 (Ω

1

)

_

,

because under the present assumptions the bilinear form Φ

Ω

1

and the operators D and A are

selfadjoint and positive.

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28

order of the solution in the domain. There are diﬃculties, however, if the solution has to be evaluated close to, but not on the boundary.

1.3

Diﬃcult parts

Some main diﬃculties with BEM are the following: 1. Boundary integral equations require the explicit knowledge of a fundamental solution of the diﬀerential equation. This is available only for linear partial diﬀerential equations with constant or some speciﬁcally variable coeﬃcients. Problems with inhomogeneities or nonlinear diﬀerential equations are in general not accessible by pure BEM. Sometimes, however, a coupling of FEM and BEM proves to be useful, see section 7. 2. For a given boundary value problem there exist diﬀerent boundary integral equations and to each of them several numerical approximation methods. Thus every BEM application requires that several choices be made. To evaluate the diﬀerent possibilities, one needs a lot of mathematical analysis. Although the analysis of BEM has been a ﬁeld of active research in the past decade, it is by no means complete. Thus there exist no error estimates for several methods that are widely used. From a mathematical point of view, these methods, which include very popular ones for which computer codes are available, are in an experimental state, and there might exist problems of reliability. 3. The reason for the diﬃculty of the mathematical analysis is that boundary integral equations frequently are not ordinary Fredholm integral equations of the second kind. The classical theory of integral equations and their numerical solution concentrates on second kind integral equations with regular kernel, however. Boundary integral equations may be of the ﬁrst kind, and the kernels are in general singular. If the singularities are not integrable, one has to regularize the integrals which are then deﬁned in a distributional sense. The theoretical framework for such integral equations is the theory of pseudodiﬀerential operators. This theory was developed 20 years ago and is now a classical part of Mathematical Analysis [16, 19], but it is still not very popular within Applied Mathematics. 4. If the boundary is not smooth but has corners and edges, then the solution of the boundary value problem has singularities at the boundary. This happens also if the boundary conditions are discontinuous, e.g. in mixed boundary value problems. BEM clearly have to treat these singularities more directly than FEM. Because the precise shape of the singularities frequently contains important information, e.g. stress intensity factors in fracture mechanics, this is a positive aspect of BEM. But besides practical problems with the numerical treatment of these singularities, non-smooth domains also present theoretical diﬃculties. These have so far been satisfactorily resolved only for two-dimensional problems. The analysis of BEM for three-dimensional domains with corners and edges is still in a rather incomplete stage.

1.4

Literature

The usefulness of BEM in engineering problems is documented in a literature that amounts to several thousand pages every year. I will not attempt to give an overview of the wide range of possible applications. One can ﬁnd such an overview e.g. in one of the proceedings 2

and heat conduction. Discretization methods and their convergence are described in section 5. Section 3 contains a general method for deriving boundary integral equations for general elliptic boundary value problems. A review of BEM computer codes can be found in [17]. Dr. The present notes could only be prepared on the basis of several survey articles and lectures by Prof. 9. W. 6.of the annual conference on Boundary Elements [5] or in the books[4] or [8]. Introductions to the theory and applications of BEM can e. Section 7 was inspired by the stimulating atmosphere and discussions at the summer school in Lausanne. be found in the books [7. 2 2. Acknowledgement.g.1 The structure of a BEM application A scheme A typical application of BEM consists of the following parts: • Mathematical model • Representation formula • Boundary integral equation • Boundary elements • Discrete equations • Solution of the linear system • Interpretation 2. whose organizers and participants I am indebted to. The ﬁnal section 7 contains a short description of the coupling of FEM and BEM in terms of a (new) symmetric method. 29] or in[25.2 Discussion of the scheme For the following discussion of these parts. L. and section 6 contains some remarks on the treatment of singularities in BEM. 1. 24]. elasticity theory. the Dirichlet problem for Laplace’s equation will be used as an illustration. for which also a convergence proof is given.5 Contents In the following sections I shall ﬁrst describe the general structure of a BEM application and illustrate it with the simple example of the Dirichlet problem from potential theory. Wendland. 3 . Section 4 describes boundary integral equations for examples from scattering theory.

2 The next step is to represent the solution of the partial diﬀerential equation in the domain by means of boundary potentials. and u is supposed to be a harmonic function regular both in Ω and the exterior domain Rn \ Ω.1 The mathematical model is a boundary value problem for a partial diﬀerential equation.1) (2. the Laplace-Beltrami equation on the sphere. y)[∂n u(y)]Γ do(y) (2.g.3) can take various diﬀerent forms depending on assumptions on u in Rn \ Ω. Betti’s formula for elasticity theory. (2.2.2) It is convenient to have a homogenenous diﬀerential equation and inhomogeneous boundary data.g. having i.g. y ∈ R2 ) for n = 2 for n = 3. diﬀerent boundary values on both sides of Γ. and the Stratton-Chu formula for electrodynamics. e. y)u(y)do(y) + Γ γ(x. e. y)[u(y)]Γ do(y) − Γ γ(x. Supposing u|Rn \Ω ≡ 0.2. on the boundary. so one has to make a choice here. Here ∂n denotes the normal derivative taken with respect to the exterior normal on Γ. In the example one has the fundamental solution 1 γ(x.2. Green’s third identity for potential theory. 4 . y ∈ R3 ) Fundamental solutions are known for equations with constant coeﬃcients where they can be computed by Fourier transformation. y) = − 2π log |x − y| (x.3) for x ∈ Rn \ Γ. do is the surface measure on Γ. Most common are the following: 1. Thus these layers have a “direct” interpretation in terms of the solution. 2. the representation formula (2. In potential theory we have u(x) = Γ ∂n(y) γ(x. The densities of the simple and double layer on the boundary are the normal derivative of the solution and the solution. y)∂n u(y)do(y) (x ∈ Ω) (2. Thus u is represented as the sum of a double layer and a simple layer potential. An example is the Dirichlet problem ∆u = 0 in a domain Ω ⊂ Rn u = g on the boundary Γ := ∂Ω. whose jump across Γ is denoted by [·]Γ : [v(x)]Γ := v|Rn \Ω (x) − v|Ω (x) (x ∈ Γ). If considered in Ω alone.4) The BEM derived from this is called “method of Green’s formula” or “direct method”. Such representation formulas are well known for the classical boundary value problems of mathematical physics. respectively. Each of these forms gives rise to a diﬀerent BEM. A necessity is to know explicitly a fundamental solution of the diﬀerential equation. and for some elliptic equations with analytic coeﬃcients. γ(x. one obtains u(x) = − Γ ∂n(y) γ(x. y) = 1 4π|x−y| (x.

(2.8) 2 is a Fredholm integral equation of the second kind.6) into the boundary condition (2. Therefore. 2. y)do(y) (x ∈ Ω) (2. The representation formula (2. In our example. Sometimes also a suitable linear combination of simple and double layer potentials will be useful. If one takes boundary values in the representation formula. y)do(y) =: − v(x) + Kv(x) 2 Γ on Γ. and 3. the integral equation arising from (2.2. also choose between diﬀerent possibilities. y)ψ(y)do(y) = g(x) on Γ.Hilbert in 1870–1910. The simple layer potential Γ γ(x. I. (2. however.4) admits two ways of approaching the boundary: If one considers just u|Γ . one obtains boundary integral equations. Here the integral on Γ has to be understood in the principal value sense. one will insert the representation formulas (2. . For the double layer potential (2. Supposing [∂n u]Γ ≡ 0. thus (2. (In fact it was. 3.7) This is a Fredholm integral equation of the ﬁrst kind with a weakly singular kernel. together with its adjoint. One has to take into account the well-known “jump relations” which arise from the fact that the gradient of γ has a strong singularity and is not integrable on Γ. that in the presence of edges and corners.2.5) yields the integral equation V ψ(x) := Γ γ(x. 1 (− + K ) v = g (2.3 The representation formulas give the solution u in the interior of the domain Ω. above.6).Neumann. Here one can i. and D. the starting point of the whole theory of integral equations as developed by C.6) there holds 1 u(x) = − v(x) + 2 1 v(y)∂n(y) γ(x.8) has a strongly singular kernel and is no longer a Fredholm integral equation.Fredholm.) Note.5) or (2. y)ψ(y)do(y) (x ∈ Ω) (2. y)ψ(y)do(y) is continuous across Γ.5) with an unknown density ψ.6) with an unknown density v.g. Supposing [u]Γ ≡ 0. but it turns out that for smooth boundaries the kernel is continuous. these are as follows: In the “indirect methods” 2. one obtains 1 u = u − Ku + V (∂n u) 2 5 on Γ. one obtains a double layer representation u(x) = Γ v(y)∂n γ(x. one obtains a simple layer representation u(x) = Γ γ(x.2).

For instance. y) ≡ 0 for y ∈ Γ. 2 Γ Here.9) one obtains 1 (2. In each case. y)u(y)do(y) is the normal derivative of the double layer potential. with the representation formula (2.10) one obtains 1 (2. hence the direct method in this case coincides with the method of double layer representation. (2. It is an easy exercise to write down the corresponding integral equations for the Neumann problem where ∂n u is given on Γ. γ can be any fundamental solution.10) 2 Both relations together express simply the fact that the two functions u|Γ and ∂n u|Γ .11).2) can be used to determine ∂n u|Γ and thus. (2. Any one of the four integral equations (2.9) 2 1 D u = ( − K ′ )(∂n u). From (2. on Γ ∂n(y) γ(x. or (2.12) ( − K ′ )(∂n u) = D g.But one can also take ∂n u|Γ and observe the jump relations: The normal derivative of the double layer potential is continuous across Γ. and K ′ appearing in (2.8). and even for mixed boundary value problems where on diﬀerent parts of Γ diﬀerent boundary conditions are satisﬁed.7). y)ψ(y)do(y) = ψ(x) + 2 Γ 1 ∂n(x) γ(x. the integrals may simplify considerably. the “Cauchy data” of u. K. 6 . A method to derive such relations for more general elliptic equations is described in section 3. 2 an integral equation of the ﬁrst kind with the same kernel as in (2. From (2. D.12) can equally well be used for the numerical solution of the Dirichlet problem. Two ﬁnal remarks on the variety of boundary integral equations: • In representation formulas like (2. to solve the Dirichlet problem.10) together with the boundary condition (2.9). and for x ∈ Γ ∂n(x) 1 γ(x. K ′ is the adjoint operator of K above. y)ψ(y)do(y) =: ψ(x) + K ′ ψ(x). if γ is the Green function of Ω (which is known e. Now either one of the equations (2.7). only the four operators V . The “integral operator” D has a hypersingular kernel. 2 an integral equation of the second kind with the adjoint kernel of (2. (2.11) V (∂n u) = ( + K ) g. then γ(x. if the boundary and the density are smooth. (2. are derived from a function u that satisﬁes the diﬀerential equation (2.8). Thus if Γ has a simple geometry that allows to ﬁnd a fundamental solution which vanishes on parts of Γ. for balls or half spaces).9) are involved.1) in Ω.g.4).4). We have now found the two relations on Γ 1 ( + K ) u = V (∂n u) (2. Thus one obtains 1 ∂n u = Du + ∂n u + K ′ ∂n u 2 where Du(x) := −∂n(x) Γ on Γ. and also for the Robin problem where a linear combination of u and ∂n u is given on Γ.

14) with basis functions {µj |j = 1. one knows which singularities appear in the solution. 2. then these methods for obtaining a linear system for h the unknown coeﬃcients {γj |j = 1. N }.2.13) is satisﬁed in these points. . e. and the least squares method. N } ⊂ Γ of collocation points and requires that the equation (2. but for the proper BEM these trial functions are ﬁnite element functions on the boundary. in the presence of corners and edges. If we have a boundary integral equation Au = f and we seek an approximate solution N on Γ (2. using singular boundary elements. a ﬁnite dimensional function space on Γ. .2.13) uh (x) = j=1 γj µj (x) h (2.m s ﬁnite element functions. Here it is useful to have asymptotic error estimates in order to make the right choice. One assumes that Γ can be decomposed into a ﬁnite number of subsets each of which has a regular parameter representation by some parameter domain in Rn−1 . . .e.4 For the numerical solution of the boundary integral equations one needs functions on the boundary that depend on a ﬁnite set of parameters. one has no choice but has to work with (2. Using the parameter representations. There are three main methods to generate this system of discrete equations: Collocation.g. a Sh family in the sense of Babuˇka and Aziz [2]. This 7 . This rules out all integral equations of the second kind and leaves for the Dirichlet problem the integral equation of the ﬁrst kind with the operator V and for the Neumann problem the integral equation of the ﬁrst kind with the operator D (see [22. then one can build them into the space of trial functions as in FEM.3) directly. one uses the approximate coordinate representations. N } are the following: 1. Then one chooses regular partitions of the parameter domains and correspending k. Such situations occur in crack problems or in screen scattering problems. If. . One can choose globally deﬁned functions like spherical harmonics or polynomials. This will be discussed in section 5. i. . Galerkin’s method. one transfers these functions to the boundary. .e. For the collocation method one chooses a suitable set {xj |j = 1. i. . .• If Γ is an open surface which does not separate Rn into two disjoint domains. . The order of the polynomial basis functions in these approximations of course has to be chosen in correspondence to the order of the Sobolev spaces in which the solution of the boundary integral equation is looked for and also to the kind of discretization scheme that is chosen. either by using a suitable nonuniform partition or by augmenting the space of trial functions by some singular functions. 23]). If the parameter representation is not explicitly known but the boundary itself has also to be approximated. . . the boundary elements. 2.5 The ﬁnitely many parameters determining the approximate solution are computed from ﬁnitely many linear equations.

f ) h h h (k = 1.16) j=1 where the brackets (·. f ) h h h (k = 1. in R3 . (f.g. This may be the reason why collocation is most frequently used in the applications. e. A careful choice of the boundary integral operator can yield a positive deﬁnite selfadjoint operator A or at least a positive deﬁnite principal part. even positive deﬁnite. (2. N } as a basis h for the test functions: N (Aµk . Here the collocation method is the simplest one because it involves only one integral whereas Galerkin’s method needs two and the least squares method three integrations.15) j=1 2. . then the coeﬃcient matrix will also be positive selfadjoint.13) is uniquely solvable. Aµj ) γj = (Aµk . . ·) denote the L2 (Γ) inner product. o see [3]). . i. the ﬁrst kind operators V and D from potential theory are selfadjoint and. . . 10]) and in higher dimensions only for Fredholm integral equations of the second kind (for which. . integrates over Γ and equates the integrals. .13) for uh with test functions from a ﬁnite dimensional function space. there exist also a lot of other numerical methods.e. . 8 . the well-known Nystr¨m method. . In the least squares method one minimizes Auh −f in the L2 (Γ) norm. . . • for collocation methods only in 2 dimensions for strongly elliptic operators A and smooth domains (apart from some very special recent results [14.17) j=1 The coeﬃcient matrix in these methods has to be computed using numerical integration. The coeﬃcient matrix for the collocation method is never symmetric. (2. if (2. . 3. • for Galerkin methods under the somewhat stronger condition of strong ellipticity for the operator A. The resulting equations are those for a Galerkin (-Petrov) method with {Aµk |k = 1. on the other hand. . test and trial functions are the same. Convergence proofs and asymptotic error estimates are available • for least squares methods under the general condition of ellipticity for the operator A.gives the system N (Aµj )(xk ) γj = f (xk ) h (k = 1. however: The coeﬃcient matrix in the least squares method is always symmetric and. In the proper Galerkin method. hence this gives the system N (µk . Aµj ) γj = (µk . N ). . In the Galerkin method. It has also some drawbacks. For the Galerkin method one multiplies (2. . positive deﬁnite. . g) := Γ f (x)g(x)do(x). N ) (2. N ). For instance.

If these Cauchy data have to be determined from an indirect method. Note that the matrices are not sparse.2. for elliptic and parabolic problems. The order of this quadrature formula should be chosen in accordance with the asymptotic order of convergence for the chosen discretization method. GP u = u = P Gu for all compactly supported u. so the linear systems solvers developed for FEM are not useful in BEM. 2.6 In comparison with the computation of the matrix elements. standard linear systems solvers should suﬃce. Thus this integration has a smoothing eﬀect and suppresses high-frequency errors. Assume that a fundamental solution G of P is known. then another integral operator with singular kernel has to be applied. is the last step in BEM. The interpolation formula (2. y)f (y)dy with a kernel G(x. 2.e.2. 9 . the solution of the linear system of equations is usually relatively uncomplicated. In addition. i.14) gives the solution of the boundary integral equation. In some speciﬁc examples. Here only a regular integral has to be evaluated.7 The postprocessing. while the less singular remainder is computed with the use of a suitable quadrature formula. this may be already the desired information about the boundary values of the solution of the boundary value problem. 3 Derivation of boundary integral equations Let P be a linear elliptic diﬀerential operator of order 2m with smooth coeﬃcients on Rn . depends very much on the speciﬁc problem at hand. however. and the usual recipe is to split oﬀ the main singularities and try to evaluate the corresponding integrals analytically. if one exploits symmetry and positive deﬁniteness where available. the representation formula may be diﬀerentiated and used to compute the derivatives of the solution in the domain. that is • G is a two-sided inverse of P on functions (or distributions) that vanish outside a compact set.The integrations in the computation of the coeﬃcient matrix have to be done numerically. multigrid methods have been analyzed and successfully applied [20]. then the representation formula which was used to derive the boundary integral equation gives the answer. A common problem is the evaluation of singular integrals. y) that is weakly singular for x = y. If the solution of the boundary value problem in the interior of Ω is desired. singular only if the points of integration and of evaluation coincide. In the direct method. • G is an integral operator Gf (x) = Rn G(x. because the kernel deﬁned by the fundamental solution is. In general. the interpretation of the computed data. This requires another choice which.

Now we choose a piecewise smooth function u as above such that uj ∈ C ∞ (Ωj ). . One has Pu = f in Rn \ Γ with f ∈ C ∞ (Rn \ Γ). where H = 1 div n is the mean curvature of Γ and ∆0 is the Laplace-Beltrami operator on 2 Γ.3) Here Pj are diﬀerential operators of order 2m − j whose restrictions to Γ contain only tangential derivatives. ∂n u)|Γ in Ω ⊂ Rn on Γ = ∂Ω. It consists of multiple layers of the k form v ⊗ ∂n δΓ deﬁned by k < v ⊗ ∂n δΓ . and the higher normal derivatives are deﬁned using this vector ﬁeld.1) (3.In this section we describe the method of the Calder´n projector to obtain boundary integral o equations for boundary value problems fo the following form Pu = f Rγu = g Here 2 2m−1 ⊤ γu := (γ0 u. (3. . . The result can be found in detail in [16]. and R is a (m × 2m) matrix of diﬀerential operators on Γ. . γ2m−1 u)⊤ : = (u. the Laplace operator P = −∆ is decomposed as 2 −∆ = −∆0 − 2H∂n − ∂n .4) 10 . . 3. Therefore the distribution P u − f vanishes on Rn \ Γ. ϕ > := Γ ′k v ∂n ϕ do for ϕ ∈ C ∞ (Γ). Introducing suitable coordinates. . . Thus the boundary data g are a m-component vector function. For example.1 Second Green formula Let Ω1 := Ω and Ω2 := Rn \ Ω.2) are the “Cauchy data” of u. ′k k Here ∂n is the formal transpose of the diﬀerential operator ∂n . It is the distributional version of the second Green formula: 2m−1 2m−1−k k=0 l=0 Pu = f + k Pk+l+1 [γl u]Γ ⊗ ∂n δΓ . Here one assumes that in a neighborhood of Γ there exists a unit vector ﬁeld n that is the normal ﬁeld exterior to Ω1 on Γ. one can see that P has a decomposition 2m P = j=0 j Pj ∂n (3. . (3. For a function u on Rn with u|Ωj = uj we write [γk u]Γ = k γk u2 −γk u1 if the Cauchy data γk uj = ∂n (uj )Γ exist. ∂n u. ∂n u. We apply P to u in the distributional sense. hence ′k k ∂n = (−1)k ∂n + lower order terms.

and P ′ is the formal transpose of P : < P u..4) and (3. u1 = v. ∂ν v := j=1 j. ϕ > = < u.5) are equivalent.If we specialize to u2 ≡ 0. but it is the distributional form (3.5) Here the superscript ⊤ denotes transposition. In the case of a second order operator (we abbreviate ∂j := ∂/∂xj ) n n P =− j. and c may be matrix-valued.k=1 ∂j ajk ∂k + j=1 bj ∂j + c (3. (3.k=1 j=1 and the conormal derivative (bj ∂j u)⊤ v + (cu)⊤ v dx ∂ν u := j. Then.k=1 nj ajk ∂k u. From (3. because we admit throughout matrix-valued operators P and vector-valued functions u. jk In the case of elasticity.6) one has a ﬁrst Green formula (P u)⊤ v dx = ΦΩ (u.8) with ∂ν u := ∂ν u − ˜ nj bj u . v) := Ω n n (ajk ∂k u)⊤ ∂j v + n j. Here again the coeﬃcients ajk . 11 .4) to a test function ϕ. the equations of linear elasticity can be treated in this way. we obtain the more familiar equivalent formula 2m−1 2m−1−k (v ⊤ P ′ ϕ − (P v)⊤ ϕ)dx = Ω k=0 l=0 Γ ′k (Pk+l+1 γl v)⊤ (∂n ϕ)do. (3.4) is ′ −∆u = f − [γ1 u]Γ ⊗ δΓ + [γ0 u]Γ ⊗ ∂n δΓ . The formulas (3. and apply (3.8) is Somigliana’s identity. P ′ ϕ > = Ω v ⊤ P ′ ϕdx ∞ for ϕ ∈ C0 (Rn ). In the example of the Laplace operator.4) that is the starting point for the representation formula and boundary integral equations.7) with ΦΩ (u.k=1 nj a⊤ ∂k . for example. (3.7) follows the second Green formula (u⊤ P ′ v − (P u)⊤ v)dx = Ω Γ n ((∂ν u)⊤ v − u⊤ ∂ν v)do ˜ n (3. bj . v) − Ω Γ (∂ν u)⊤ v do (3. where then ∂ν is the traction operator. v etc.

one can allow corners and edges on Γ. y)ϕ(y) do(y).3 C= 1 2 −K D 1 2 V + K′ .2. this is just (2.6) one obtains from (3. o As a pseudodiﬀerential operator. One can show that C is a projection operator: CCv = Cv for all v. I will not give the deﬁnition of a Sobolev space H s (Γ) for arbitrary s ∈ R here. In the case of the Laplace operator. The operator C is a (2m × 2m) matrix of pseudodiﬀerential operators on the boundary. For the second order operator (3. 3.9).3) if f = 0. Thus if u is piecewise smooth as above and vanishes outside a compact set. For x ∈ Γ this means Kk ϕ(x) = Γ ′k ∂n(y) G(x. y)∂ν u(y) do(y). whereas for the general case (3.3. then there holds the representation formula 2m−1 2m−1−k k=0 l=0 u = Gf + Kk (Pk+l+1 [γl u]Γ ) (3. and they contain additional terms coming from the corners. The complementary projector 1 − C is the Calder´n projector for the complementary domain.9) the boundary has to be smooth.11) γ(Kk (Pk+l+1 γl u1 ))|Ω .8) u(x) = Gf (x) + Γ (∂ν(y) G(x. we ﬁnd an identity for the Cauchy data γu1 . if we set u2 ≡ 0: γu1 = γGf1 + C(γu1 ) with C(γu1 ) := − k=0 l=0 2m−1 2m−1−k (3. k 2 1 2 12 .10) For this case of a second order operator.2 Representation formula From the second Green formula in the distributional form. even an arbitrary Lipschitz domain [12]. but recall that for integer s. In the example of the Laplace operator. one obtains the representation formula simply by applying the inverse G of the diﬀerential operator P . C has well-known continuity properties in Sobolev spaces on Γ. y)⊤ )⊤ [u(y)]Γ − G(x. it is in the notation of section 2. For the bi-Laplace operator P = ∆2 in R2 also representation formulas are known in domains with corners.9) with the multiple layer potential operators Kk deﬁned by k Kk ϕ := G(ϕ ⊗ ∂n δΓ ) for ϕ ∈ C ∞ (Γ). ˜ (3.3 Calder´n projector o Taking traces on Γ in (3. H s (Γ) is the space of all functions on Γ with ﬁnite norm v := H s (Γ) k≤s Γ |D v| do .

There are several ways of making a quadratic system out of this rectangular one.k=0 which also consist of diﬀerential operators. is to use the boundary condition to eliminate m unknowns and ﬁnd a m × m system for the remaining m unknown functions.11) together with the boundary condition (3. It is known that C = (Cjk )2m−1 where Cjk is a pseudodiﬀerential operator of order j.4 Boundary integral equations The relation (3. . 3.e. the solution of the boundary value problem in Ω is given by the representation formula (3.1) to the boundary: A 2m-vector function v satisﬁes v = γGf + Cv if and only if v equals γu with some solution u of (3.13) v 13 . γ2m−1 u. The ellipticity of this system. i. It is a system of 3m equations for the 2m unknowns γ0 u. Only those with nonpositive order are decent integral operators. The dual space of the Hilbert space H s (Γ) in the natural L2 (Γ) duality is H −s (Γ). . Thus the boundary “integral” operators Cjk have orders ranging from −2m + 1 to 2m − 1. the invertibility of its symbol as a pseudodiﬀerential operator. Thus (3. The usual procedure. is equivalent to the Shapiro-Lopatinski ellipticity condition for the boundary value problem (3. This would lead to a 2m × 2m system.11) is a faithful translation of the diﬀerential equation (3. .1)–(3. where order zero operators can contain strongly singular kernels and thus integrals existing only in the principal value sense. (3.9): g u = Gf − KPM −1 . . This means that Cjk maps H s (Γ) into H s−j+k (Γ) continuously for any s.12) v In this case. however. One way would be to treat the 3m × 2m system directly by least squares methods.2) is an equivalent formulation of the boundary value problem by means of functions on the boundary. The operators with positive order have hypersingular kernels like the operator D which has order +1.k=0 j − k. and the Cauchy data γu are known if v is known and g is given by (3. This procedure uses a second set S of m boundary operators with the property that the (2m × 2m) matrix M := R S of tangential diﬀerential operators on Γ has an inverse ˇ M −1 = (Mjk )2m−1 j.2): g γu = M −1 .1).where Dk v is the vector of all k-th order tangential derivatives of v.2). But all of these highly nonclassical “integral” operators do appear in applications and they can be used in BEM. Then the m-component vector function v = Sγu contains the unknown Cauchy data. (3.

we have the 2m × 2m system g v = M γGf − M γKPM −1 g v . (3. every solution v ∈ m−1 H −m+µj + 2 +s (Γ) j=0 of one of the boundary integral equations. Now either of the two sets of m equations (3. 14 1 .15). which can of course be also written in the form g v ˜ = M γGf + C g v with the “modiﬁed Calder´n projector” o ˜ C := M CM −1 . lower right hand “(m × m) corner” of the (2m × 2m) matrix C.14) or (3.14) and (3. Then every solution u ∈ H m+s (Ω) of the boundary value problem (3.14) or (3. . deﬁnes by the representation formula (3. K2m−1 ) and the matrix of diﬀerential operators P := (Pk+l+1 )2m−1 k.12) a solution of (3.14) (3.13). We write this system ﬁnally in the form g = RγGf + RCM −1 v = SγGf + SCM −1 or Av = g − RCM −1 (1 − B)v = SCM −1 where Av = RCM −1 and Bv = SCM −1 0 v = −SγKPM −1 0 v 0 v = −RγKPM −1 0 v g 0 g 0 − RγGf (3.2) deﬁnes by 1 (3.1 Let f ∈ H s−m (Ω) ∩ L2 (Ω) and g ∈ m−1 H m−µj − 2 +s (Γ) be given where s is j=0 an arbitrary real number and µj are the orders of the rows of the boundary diﬀerential operator R.13) a solution u ∈ H m+s (Ω) of the boundary value problem.15) is equivalent to the original boundary value problem under suitable conditions which can be found in [15]: Theorem 3.15) g v g v + SγGf ˜ are the upper resp. Taking the “modiﬁed Cauchy data” M γu in (3.l=0 with Pj := 0 for j > 2m. . (3. . .15). Conversely.where we introduced the vector of integral operators K := (K0 .1).

For the second kind operator 1 − B in (3. e. The total ﬁeld u = uin + us as well as the incident (plane or spherical) wave uin and the scattered ﬁeld us satisfy the Helmholtz equation.1 Examples of boundary integral equations Acoustic scattering We consider a screen Γ ⊂ R3 . one can show [15] that the operator A in (3. The same result of strong ellipticity for the ﬁrst kind operator A in (3.e. βk are arbitrarily given numbers. (3. zero. vj and λk are certain given functions related to the cokernel and kernel of A.Under some conditions on the strong ellipticity of the boundary value problem (3.16) is stable and converges [21].15) strong ellipticity is known in special cases. They are not satisﬁed for some boundary value problems from electrodynamics. 4 4. by adding a ﬁnite number of rows and columns. If u satisﬁes homogeneous Neumann conditions on Γ. Fredholm’s alternative holds for the boundary integral equation (3. i.14). i. i.e. as the fourth order scalar biharmonic equation. the system can be converted into a uniquely solvable one of the form l Av + j=1 0 ωj vj = ψ (3. we have for the scattered ﬁeld us the Neumann problem (∆ + k2 ) us = 0 ∂n us = g 15 in Rn \ Γ on Γ (4.2) . whether formulated as the second order system of the Navier equations or. . Thus. . mainly on smooth domains. Such an addition of rows and columns is necessary in elasticity theory to eliminate the rigid body motions. an open surface. Strong ellipticity of the operator A implies 1. i. l). .2). but in some cases on non-smooth domains it fails. In the case of smooth 2-dimensional domains.e. Γ λ⊤ v do = βk k 0 where ψ is the right hand side in (3.14) holds for second order systems even on arbitrary Lipschitz domains Ω. The enlarged system is also equivalent to the boundary value problem.1) (4.e.14) is also strongly elliptic. and ωj are numbers that have to be determined from the boundary integral equation. 3. These conditions are satisﬁed for the usual boundary value problems for the Laplace and Helmholtz equations and for the equations of linear elasticity theory. Every Galerkin procedure for (3.g. in the presence of corners and edges [11].14). the homogeneous equation has a ﬁnite number l of linear independent solutions and there exist l linear independent solvability conditions. The asymptotic order of convergence is quasioptimal.1). it is the same order as for the best possible approximation of the solution by means of the boundary element trial functions. . 2. also collocation methods are stable and converge quasioptimally.16) (k = 1. through the Airy stress function. and also sometimes in potential and scattering theory.

3) with γ as in section 2. the fundamental solution γ is the outgoing one for the Helmholtz equation: γ(x.with g = −∂n uin . bijectively onto H ˜ One has to choose the boundary elements in such a way that the solution v ∈ H 1/2 (Γ) is approximated as good as possible. y) = The solution v has a direct interpretation as v = [us ]Γ . x)ϕ(y))do(y) for x ∈ Ω. y)t(y) − T(y. 4π|x − y| 4. There exist methods using singular boundary elements (see section 6) that allow an order of O(h3 ) [22]. x) = (T(y) (F(y.3) is convergent. The operator D is (for real wave numbers k) a positive selfadjoint operator on L2 (Γ) ˜ ˜ with domain of deﬁnition H 1/2 (Γ) which is the dual space of H −1/2 (Γ). y) + λ + µ (x − y)(x − y)⊤ λ + 3µ |x − y|n (n = 2. t = T (u) with the traction operator T (u) := λ n(x) div u + 2µ∂n u + µn ∧ curl u. and T(y. eik|x−y| .2 Elasticity theory For the system of partial diﬀerential equations µ∆u + (λ + µ) grad div u = 0 one has the representation formula u(x) = Γ in Ω (4. Thus every Galerkin method for the equation (4.3) with the hypersingular integral operator D introduced in section 2.5) where ϕ = u|Γ . 16 . This allows an asymptotic order of convergence of at most O(h) for regular ﬁnite elements. Here. y) = λ + 3µ 2µ(λ + 2µ) γ(x.1. (4. and D maps H 1/2 (Γ) −1/2 (Γ).4) (F(x.4) F(x. of course. F is the fundamental solution of (4.2. The direct method as well as the method of double layer potential representation (they coincide due to [∂n us ]Γ = 0 ) both lead to the ﬁrst kind integral equation D v = −g (4. x)))⊤ . In general the solution will have unbounded derivatives near the screen edge.

(4. we obtain the ﬁrst kind equation T(x) ( T(y. one obtains on Γ [28] u(x) = 1 ϕ(x) − 2 Γ (T(y. M(x) = 0 1 0 0 0 1 0 x2 −x1 1 t(x) − 2 T(x. BEASY and other programs). It is interesting to note.8) or u=ϕ given on Γ. and the integrals have to be understood in the Cauchy principal value sense. x)ϕ(y)do(y)) + 1 t(x) + 2 T(x.10) uniquely solvable. x)ϕ(y)do(y)) + M(x)ω = Γ ⊤ Γ 1 0 0 −x2 0 x3 x1 −x3 0 . to the best of the author’s knowledge. Here the unknown is u|Γ = ϕ. The equation (4.10) is not a Fredholm integral equation of the second kind. y)t(y))do(y) Γ (4.10) is convergent. y)t(y)do(y) (4.6) gives for n = 3 [28] 1 ϕ(x) + 2 T(y. For smooth domains. and hence any Galerkin method converges for (4. Frequently the equations are discretized using a collocation method (BETSY. BEM for three-dimensional elasticity are of course very important in engineering applications. y)⊤ t(y)do(y). thus making the system (4.6) (4. y)⊤ t(y)do(y) Γ M(y) ϕ(y)do(y) = 0. Therefore any Galerkin method for (4. The equations (4. x)ϕ(y)do(y) + M(x)ω = Γ Γ F(x.8). If we take the equation (4.Using the jump relations for elastic potentials.7).10) is strongly singular.9) Let us consider the ﬁrst one (4.10) M(y)⊤ ϕ(y)do(y) = 0 Γ with the matrix Here the extra 6 unknowns ω and the extra 6 side conditions are added in order to remove the rigid body motions. Γ Here the kernels on the right hand side are strongly singular. This gives a theoretical argument in favor of Galerkin methods.10) is a strongly elliptic pseudodiﬀerential operator of order zero. however. But one can show that even for any Lipschitz domain the operator deﬁnes a positive deﬁnite hermitian bilinear form. that all attempts to prove convergence for these methods have been. until now unsuccessful.7) T (u)(x) = −T(x) ( T(y. The integral operator in (4. x)ϕ(y) + F(x. (4.6). (4.7) immediately give boundary integral equations for the two boundary value problems T (u) = t given on Γ (4. 17 .11) Here the kernel is hypersingular.11) even if the domain has corners and edges. Thus (4. it has been shown that the integral operator in (4. however.

y. t). s)dyds + Ω G(x. t) = 0 Ω t 0 G(x. Taking into account that G = 0 for s < t. t. T )u(x. s) = 0 n − 4(s−t) |x−y|2 for s > t for s < t. t.12) is given by (4π(s − t))− 2 e G(x. 0)u(x. If we consider the initial value problem u(x. 0)dx (4. t)−u(x. s)]Γ − G(x. The heat equation is Lu := ∂t u − ∆u = 0 in Q = Ω × (0. t. satisﬁes Lu = f in Rn+1 \ ∂Q.13) Convolution with G gives the representation formula for (x. T ) ⊂ Rn+1 . t. t. y.3 Heat conduction Stationary heat conduction processes are governed by Laplace’s equation which was treated above. y. 0) − G(x. t) = Q G(x. A fundamental solution of (4. We apply L in the distributional sense to a function u which is smooth in Q and in Rn+1 \ Q. • With the help of a time-dependent fundamental solution one can perform BEM directly on the boundary of the space-time cylinder Q. (4. t)]Γ ⊗δΓ (x. s)f (y.15) . 0)δ(t)+[u(x.12) There exist several BEM for initial-boundary value problems for parabolic equations: • One can choose a time-discretization scheme that requires at each time-step the solution of an elliptic boundary value problem in the space domain Ω. t)−[∂n u(x. s)]Γ − G(x. t)]Γ ⊗∂n δΓ (x. t. this is equivalent to t u(x. y. y. s)[u(y. y. y. T )δ(t−T )+u(x. The latter method is described here along the lines of the general scheme described in section 3. and has jumps across ∂Q = Ω0 ∪ ΩT ∪ (Γ × [0. s)f (y. Therefore here we concentrate on transient processes.4. y.14) + Γ (∂n(y) G(x. The elliptic boundary value problems are then solved by one of the BEM described above. t. t. y. t. T ]) (Ωt := Ω × {t}). s)[∂n u(y. The result is the distributional version of the second Green formula: ′ Lu(x. 0)u(x. t. s)]Γ )do(y)ds. t) ∈ ∂Q: u(x. 0) = u0 (x) 18 (4. t) = f (x. s)[u(y. s)]Γ )do(y)ds. s)[∂n u(y. T ))dy + 0 Γ (∂n(y) G(x. s)dyds + Ω T (G(x. • Also the application of Laplace transformation leads to a (parameter-dependent) elliptic boundary value problem. (4. y.

(5. ∀v ∈ Hh . as in section 2. which. (5.14) the ﬁrst term is absent and the second is known. 0). For the Galerkin procedure. (For general initial values u0 . [28] contains tables showing relations which have to be satisﬁed by the approximation orders of the coordinate representation of Γ and the approximation orders in the numerical integrations in order to get highest convergence rates. ranging from abstract approximation schemes for general pseudodiﬀerential operators to fully discretized boundary integral equations including numerical integration methods. α = 1 . We leave this as an exercise. 5 Convergence The state of the art of asymptotic error estimates for BEM is described in several detailed articles by W. If for all u ∈ H α (Γ).1) with α = − 1 resp. Wendland. the respective second kind integral equations have weakly singular kernels and can therefore be treated by various numerical methods. due to the smoothing nature of the kernel G(x.for the equation (4. may be discretized relatively crudely.3) (0 < h < h0 ).) The remaining double and simple layer potentials resemble those for the Laplace equation. In particular. contained and quoted in the books mentioned in section 1. L. They are generalizations of those for FEM. and are particularly easy to state for Galerkin methods.4. (5. Let A : H α (Γ) → H −α (Γ) be a bijective and continuous linear operator for some real α. Assume that A satisﬁes a G˚ arding inequality: There exists a compact operator T : H α (Γ) → H −α (Γ) and a γ > 0 such that Re(v. inf{ u − u ˜ ˜ H α (Γ) | u ∈ Hh } −→ 0 19 as h → 0. so we consider only these here. In the case of smooth Ω. Here are some remarks on the basic rules of error estimates for BEM.1) is equivalent to the strong ellipticity of A. even on domains with corners and 2 2 edges. one has a sequence of ﬁnite-dimensional subspaces Hh ⊂ H α (Γ) and one looks for uh ∈ Hh satisfying (v.3. (A + T )v) ≥ γ v 2 H α (Γ) ∀v ∈ H α (Γ). two boundary integral equations for both the Dirichlet and the Neumann boundary conditions. The ﬁrst kind boundary integral operators for the Dirichlet respectively Neumann problem for second order strongly elliptic systems ( the operators V resp. Thus one may take traces of u and ∂n u on Γ and obtain. t. and therefore little is known about the ﬁrst kind equations.12) then on the right hand side of (4. The operators are no ordinary pseudodiﬀerential operators. L being parabolic. D in potential theory) satisfy (5. [25] and [28] give a complete survey of the known results. Auh ) = (v.2. it has to be computed by a domain integral. then (5. f ) where f = Au ∈ H −α (Γ).1) If A is a pseudodiﬀerential operator of order 2α. however. y.2) .

The highest order of convergence is obtained for s = 2α − k and t = k: u − uh H 2α−k (Γ) H s (Γ) = O(ht−s ) if u ∈ H t (Γ). one needs α < m.5) where c does not depend on u or h. In particular. m measures the interelement diﬀerentiability and k the degree of the polynomials. from FEM for shells.g. the L2 -condition number of the discrete equations blows up like O(h−2|α| ).8) Here it is an advantage to have negative α. It depends on the size of the linear system and the machine precision. which of the two eﬀects. Note that for (5.6) to hold. This is just the conformity condition (5. This together with (5. the theoretical Galerkin error or the round-oﬀ error magniﬁed by a big condition number. Tychonov regularization. however.4) Now. becomes dominant. If the size of the system is chosen so that both eﬀects balance. ˜ (5. the boundary element trial spaces Hh as described in 2. have the following approximation property: There are numbers k and m such that for any s < t with s < m and t ≤ k and any u ∈ H t (Γ) there exists an approximating u ∈ Hh with ˜ u−u ˜ H s (Γ) ≤ cht−s u H t (Γ) (5.g. (5. if α ≤ 0. one can use discontinuous trial functions.8) on the boundary is inherited by the solution of the boundary value problem away from the boundary: One has for the multiple layer potentials Kk from 3. When the approximate solution of the boundary integral equations is inserted into the representation formula.1) implies stability and quasioptimal convergence for the Galerkin procedure: There exists h1 > 0 such that for all h < h1 . (5. then the approximation is of the same order as for approximation methods speciﬁcally created for ill-posed problems.4) gives a convergence order u − uh H α (Γ) = O(ht−α ) if u ∈ H t (Γ). (5. (5.3) deﬁnes a unique uh ∈ Hh . This reﬂects the fact that equations with such operators are traditionally called ill-posed. one can estimate the error also in norms diﬀerent from the “energy norm” H α (Γ): u − uh where s is restricted by 2α − k ≤ s < m.4 above.2: Kk ϕ H s (Ω0 ) ≤ c ϕ H t (Γ) for any s and t 20 . Then. and there is a constant c independent of u and h with uh and u − uh H α (Γ) H α (Γ) ≤c u H α (Γ) ≤ c inf{ u − u ˜ H α (Γ) | u ∈ Hh }.6) Using an inverse assumption and duality arguments. then the highest convergence rate (5. e.2.7) = O(h2(k−α) ) if u ∈ H k (Γ).2).then (5. as is well known e.

For collocation methods.10) with the hypersingular integral operator D. A similar analysis can be given for the least squares method. however. 6.16) for the ﬁrst kind integral equation (2. Especially in two-dimensional problems the resulting translation invariance allows very useful simpliﬁcations. For the remaining integrals one uses quadrature formulas that are. The main singularities frequently are contained in a kernel of convolutional structure. is no problem for smooth domains: From the regularity theory for elliptic pseudodiﬀerential operators one knows u ∈ H t (Γ). e. If corners and edges are present. with singularities of the solution that cause large approximation errors. they can sometimes be reduced to weakly singular ones by partial integration. Frequently the right hand sides are even in C ∞ (Γ). is equal to the same bilinear form for the weakly singular integral operator V . the corresponding analysis is available for two-dimensional problems. Consider for instance the screen scattering problem of section 4. 6 Singularities In BEM one has to deal with singularities in two places: In the numerical computation of integrals with singular kernels. where ρ denotes the distance to the edge.1) is always satisﬁed. A similar idea works also for the equation (4. 21 . adapted to the still present weak singularities. Therefore u is contained at most in H 1−ǫ (Γ) for any ǫ > 0. the bilinear form that deﬁnes the matrix elements in the Galerkin method (2.8) are limited by to numbers: The degree of the polynomials chosen as a basis for the boundary element functions. If hypersingular integrals appear.g. in scattering problems. and in the case of non-smooth boundaries or boundary conditions. The ﬁrst one is a question of algorithmic complexity. There is a general recipe. because this is identical to the Galerkin method for the operator A∗ A. For example in R2 . this point seems to be a challenge to skill and phantasy. but the results so far do not cover BEM completely. There it is known that the solution u behaves like ρ1/2 and ∂n u like ρ−1/2 near the edge. as soon as f = Au ∈ H t−2α (Γ).for bounded subdomains Ω0 with Ω0 ⊂ Rn \ Γ. evaluated with the ﬁrst derivatives of the respective trial functions.3) in R3 [18].1 or a crack problem in elasticity.1 Singular integrals The numerical approximation of singular integrals has been studied since a long time. the highest value of t such that u ∈ H t (Γ). Thus in the preparation of every BEM application program. so any t is allowed.3) has from (5. Thus α has to be replaced by 2α. and then (5.2 Non-smooth boundaries The convergence rates in (5. 6. and the Sobolev index describing the regularity of the solution u. but not in H 1 (Γ). A review of the state of the analysis of numerical integration in BEM is given in [28]. Then the Galerkin method for equation (4. then the solution has singularities there. if necessary. The second one.8) with α = 1 a highest convergence rate of O(h1−2ǫ ). namely to subtract the main singularity and compute the corresponding integrals analytically if possible.

Singularities in three-dimensional problems are more complicated and are the subject of a currently very active ﬁeld of research. They are given as zeros of some analytic function. Decompositions as in (6.5). ˜ ˜ ˜ with the same us and regular boundary elements u0 . ˜ ˜ Then for the best approximation. in the Dirichlet and Neumann problem in potential theory. one can design special boundary element functions in order to obtain a better approximation than given by (5. As an example. but now β = β(s) is a function of the parameter s on the edge curve.2). Here ρ is the distance to the corner points and αj are some complex numbers depending on the corner angles and the “Mellin symbol” of the integral operator.1) with us = ρ1/2 with ρ the distance to the edge. Frequently. Therefore from (5. then in general a fundamental solution is not known and therefore pure BEM cannot be applied. Thus the convergence rate is solely determined by the regular part u0 . and hence u−u ˜ H s (Γ) (6.If one knows the precise shape of the singularities. As an example. consider the screen scattering or crack problem as above. however. and u0 is regular: u0 ∈ H t (Γ). There one has (6.2) ≤ cht−s u0 H t (Γ) . (6. Then one can take trial functions of the form u = βus + u0 . β = β. whereas the system in the other part Ω2 of the domain Ω is described by a diﬀerential operator with constant coeﬃcients whose 22 . 7 Coupling of FEM and BEM If the coeﬃcients of the diﬀerential operator are not constant. Suppose it is known that u = βus + u0 . the inhomogeneities are contained in a subdomain Ω1 . the multiplicities being kj + 1.1) are known for two-dimensional domains with corners [13]. αj has the form αj = lπ + m. Thus β itself has to be approximated by one-dimensional ﬁnite element functions on this curve. where the singularities have the form J kj u = j=1 k=0 s cjk ραj (log ρ)k . ωi where l and m are integers and ωi is the angle at the i-th corner point.8) one can obtain a highest convergence rate of O(h3−2ǫ ) for the augmented Galerkin procedure with trial functions (6. One can show [23] that for smooth data one has u0 ∈ H 2−ǫ (Γ) for any ǫ > 0.1) where us is explicitly known. only the constant β and u0 depend on the given data.

as e. g1 ≡ 0 and that P2 contains no ﬁrst order diﬀerential operators.g. (7. also a mathematical analysis including error estimates is available. Γ2 .6) ϕ = . see [27. For simplicity. For example. we assume that f2 ≡ 0.10) u2 (x) = ∂Ω2 (∂ν(y) G(x.1) Here P1 and P2 are second order (matrix-valued) operators as in (3. We consider the diﬀerential equations Pj uj = fj with boundary conditions uj = gj and the interface conditions u1 = u2 ∂ν1 u1 = ∂ν2 u2 on Γc .4) where v := u2|∂Ω2 . in case of selfadjoint boundary value problems. Most coupling methods yield nonsymmetric matrices which is unpleasant for both the application and the error analysis.6).4).g. one ﬁnds the relations on ∂Ω2 v = −Aϕ + Bv Cϕ − Dv 23 (7. ϕ := ∂ν2 u2|∂Ω2 . see [9]. y)⊤ )⊤ v(y) − G(x. more general equations and systems. More precisely.fundamental solution is known. also nonclosed Γ1 . 2) (7.2) in Ωj (j = 1. On the other hand. in problems on unbounded domains Ω the inhomogeneities are frequently appearing only in a bounded domain Ω1 . 2). Here I describe a symmetrical method which. we also require that a fundamental solution G2 for P2 is known. if Ω1 and Ω2 are the interior and exterior of a closed boundary Γc . and ∂ν1 and ∂ν2 are the respective conormal derivatives. (7. More essentially. y)ϕ(y) do(y). For the case of potential theory. yields symmetric matrices and allows a very simple error analysis. Such couplings are popular in applications. In this situation. Recently. For simplicity. and allow Γ1 or Γ2 to be empty. Taking Cauchy data in (7. 2) (7. which may be diﬀerent. only the Dirichlet problem for second order strongly elliptic systems will be treated.5) (7. but the general case of higher order operators and other boundary conditions as in section 3 presents no principal diﬃculty. in particular those of linear elasticity. the problem is as follows: The domain Ω is decomposed into Ω = Ω 1 ∪ Γc ∪ Ω 2 . 26] for a survey. We write further Γj := ∂Ωj \ Γc (j = 1. and Γc are allowed. where Γc := ∂Ω1 ∩ ∂Ω2 is the coupling boundary.3) on Γj (j = 1. a coupling of FEM on Ω1 and BEM on Ω2 can be used. In the case of elasticity theory in [26] for example. if Ω1 and Ω2 are two adjacent rectangles. the assumption has to be made that the ratio of the meshwidths in the domain Ω1 for FEM and on the coupling boundary for BEM tends either to zero or to inﬁnity in order to prove convergence. as e. so that in Ω2 we have the representation formula (3. The normal vector is exterior to Ω1 and interior to Ω2 . The given data are fj on Ωj and gj on Γj . have been investigated.

5) and (7.10) − ∂Ω2 24 . One obtains a symmetrical method if one adds to (7.7) gives ΦΩ1 (u1 .7) and the coupling conditions (7. and one does not have a G˚ arding inequality except for scalar equations.9) converges with optimal order. constituting the Calder´n projector on Ω2 . Then (7. C. This method is successfully applied e.g. Now the common coupling method [9] can be described as follows: Solve (numerically) one of the equations (7.7) is just the weak formulation of the boundary value problem on Ω1 .6) on the boundary.which deﬁne the integral operators A. and it is symmetric and positive deﬁnite if P1 and P2 are in addition selfadjoint. w) + Γc w⊤ D(u|Γc ) − w⊤ Cϕ − ψ ⊤ u + ψ ⊤ B(u|Γc ) do ψ ⊤ Aϕ do (7. B.2) on Γ1 and the test function w satisﬁes the corresponding homogeneous boundary condition 1 w ∈ H0 (Ω1 ) := {w ∈ H 1 (Ω1 ) | w|Γ1 = 0}. The resulting matrix is not symmetric.7) ΦΩ1 (u1 . (7. w) + Γc w⊤ D(u1|Γc )do = Ω1 ⊤ f1 w dx − Γc w⊤ Dg2 do. w. and inserting this into (7. see [1]. (7. If a Green function for Ω2 is not known then one introduces ϕ = ∂ν2 u2|∂Ω2 as an additional unknown. This works particularly nice if a Green function G2 for Ω2 is known.6) is simply ϕ = −Dv.9) Here the bilinear form on the left hand side satisﬁes a G˚ arding inequality in H 1 (Ω1 ) if P1 and P2 are strongly elliptic. if ∂ν1 u1 is given on Γc .3) to form a system which is discretized by approximating u1 with ﬁnite elements in the domain Ω1 and ϕ with boundary elements on the boundary ∂Ω2 . On Ω1 we have the ﬁrst Green formula (3. (7. Then (7. we have with the notation of section 2 −A B C −D = 1 2 −V − K′ 1 2 +K −D .7) for all w ∈ H 1 (Ω1 ). D.5) on the boundary together with (7. ϕ. in plasma physics.7) has a familiar variational form to which FEM can be applied. Thus one obtains immediately that every conforming Galerkin method for (7.8) then (7.6) for ϕ in terms of v and insert the resulting expression for ∂ν2 u2|Γc = ∂ν1 u1|Γc in terms of u1|Γc into (7. If we assume that u1 satisﬁes the boundary condition (7.7) weak forms of both equations (7. w) − ∂Ω1 (∂ν1 u1 )⊤ w do = Ω1 ⊤ f1 w dx (7.7). Thus we deﬁne the following bilinear form a(u. The common method then takes a weak formulation of the ﬁrst equation(7. ψ) := ΦΩ1 (u.5). o In the case of potential theory.

w ∈ H0 (Ω1 ). From this we ﬁnd a(u. the adjoint B ′ of the operator B in (7. Proof. ϕ.3).12) holds. ϕ. ψ) ∈ Hh × Hh 2 . For w = 0 this is ψ ⊤ {(B − 1)v − Aϕ}do = 0 ∂Ω2 −1 1 ∀ψ ∈ H − 2 (∂Ω2 ). This implies that the operators A and D are selfadjoint and that the following lemma holds (which is evident in potential and elasticity theory): Lemma 7. Hence also the relation (7. w. 1 (7.6) is satisﬁed.13) with approximating ﬁnite dimensional spaces Hh ⊂ H0 (Ω1 ). (7.13) We can then show the following theorem. w.5) and hence are Cauchy data of the function u2 deﬁned by (7. ψ) = ΦΩ1 (u. w) − 25 w⊤ ϕ do − Γc . We assume everything to be real-valued. The given data f1 ∈ H −1 (Ω1 ). Furthermore 1 1 every Galerkin scheme (7. ψ ∈ H − 2 (∂Ω2 ). and we make a simplifying assumption which in general is satisﬁed modulo compact perturbations: P2 is selfadjoint. ϕ. Γc Γ2 . where u1 = u and u2 is given by (7.1)–(7. ψ) = ℓ(w. w) + − = Ω1 Γc w⊤ D(uΓc ) − w⊤ (ϕ + Dv) do Γc ⊤ f1 w dx + w⊤ Dg2 do Ω1 ⊤ f1 w dx.12) exists and deﬁnes a solution of (7. ψ) (7. Now assume that (7. because the method is apparently new. ψ) The corresponding Galerkin scheme is: 1 Find (uh .4).11) 1 We consider the variational equation for (u. Hh 2 ⊂ H − 2 (∂Ω2 ) converges with optimal order.3) be uniquely solvable. w. ΦΩ1 (u.2 Under the present assumptions. then so are the bilinear form a in (7. ψ) ∈ H0 (Ω1 ) × H − 2 (∂Ω2 ).1)–(7.5) is 1 − C with C from (7.6).4). −1 a(uh . ϕ) ∈ H0 (Ω1 ) × H − 2 (∂Ω2 ) 1 a(u. and the Dirichlet problem in Ω2 is solvable. ϕh . If P1 and P2 are selfadjoint. and let the problem (7. We omit the proof which uses the ﬁrst Green formula in Ω2 . let P2 have a selfadjoint principal part. ψ) − ℓ(w. g1 = 0) deﬁne the linear form ℓ(w. ϕh ) ∈ Hh × Hh 1 −2 1 ∀(w.12) such that 1 ∀(w.12) and the stiﬀness matrix of the Galerkin scheme (7. ψ) := Ω1 ⊤ f1 w dx + Γ2 ψ ⊤ g2 do − ∂Ω2 ψ ⊤ Bg2 do − Γc w⊤ Dg2 do.1 1 ˜1 for u. g2 ∈ H 2 (Γ2 ) (note f2 = 0. ψ) = ℓ(w.13). Then the weak solution of (7. 1 where v = u g2 on on Thus v and ϕ satisfy the relation (7. and we give a proof here.1 Let P1 and P2 be strongly elliptic. Theorem 7.

Telles. Oxford University Press. pages 3–359. If s (u. Berlin. Aziz.2. because under the present assumptions the bilinear form ΦΩ1 and the operators D and A are selfadjoint and positive. [9] C.1 Thus (7. 1986. Blum.. De Barbieri. On the solution of the magnetic ﬂux equation in an inﬁnite domain. 26 .3). u. [2] I. Vols 1. Babuˇka and K. Boundary Element Methods. Springer-Verlag. Vol. G. 1972. [7] C. Baker. K. Graham. Proc. References [1] R. Dordrecht. Wrobel. [11] M. H. A. of the 8th Int. Boundary Element Techniques. Vols 1. [5] C. Albanese.4.7) holds for all w ∈ H0 (Ω1 ).3. 10 D:41–44. Survey lectures on the mathematical foundation of the ﬁnite s element method. For the convergence of the Galerkin method we show Babuˇka’s inf-sup-condition. and O. to appear. TH Darmstadt. K. A. 1986. SpringerVerlag. Costabel. 1981. Berlin.2. Hence with u1 = u we have found a solution of (7. Brebbia. φ) is in the trial space then (u. editor.1)–(7. 1979 ﬀ. Brebbia. Conf. In A. Product integration-collocation methods for noncompact integral operator equations. [4] P. A. New York. Berlin.3. F. editor. J. [6] C. Developments in Boundary Element Methods. Brebbia. The selfadjointness of the bilinear form a follows from that of ΦΩ1 and of the operators A and D and from the lemma. J. T. Banerjee et al. A. [3] C. Preprint 898. 1984. The Numerical Treatment of Integral Equations. Brebbia. Boundary Integral Operators on Lipschitz domains: Elementary Results. and we have with the lemma a(u. 1981 ﬀ. −ϕ) = ΦΩ1 (u. Chandler and I. editor. [10] G. Martinus Nijhoﬀ Publishers. 1977. 1. Como 1986. Academic Press. Berlin.Aziz. u) + ≥ c u 2 H 1 (Ω1 ) Γc u⊤ D(u|Γc )do + 2 1 H − 2 (Ω1 ) ϕ⊤ Aϕ do ∂Ω2 + ϕ . editors. Springer-Verlag. −φ) is in the test space. and L. editor. Springer-Verlag. ϕ. Brebbia. editor. 1985. 1986. The Mathematical Foundation of the Finite Element Method with Applications to Partial Diﬀerential Equations. C. on BEM. Europhysics Conference Abstracts. A. C. [8] C. Applied Science Publishers. London. Progress in Boundary Element Methods. A. 1984. to appear. Progress in Boundary Element Methods. with ∂ν1 = ϕ on Γc . Boundary Element Techniques in Computer-Aided Engineering.

Manuscripta Geodaetica. 1986. L. Costabel. Springer-Verlag. [13] M. Wendland.. Boundary element methods and their asymptotic convergence. Stephan. Math. Mathematical Models and Methods in Mechanics 1981. TH Darmstadt. [23] E. [22] E. Stephan and W. editors. Advances in Eng. 1986. Boundary integral equations for screen problems in R3 . 2:3–27. L. 372:34–63. P. [25] W. Wilma´ski. Innovative Numerical Methods in Engineering. 1985. 1984. Springer-Verlag. 9. 1986. Preprint 982. Remarks to Galerkin and least squares methods with ﬁnite elements for general elliptic problems. P. pages 55–70. [18] J. Costabel and E. Volume 8. In P. 1984. 1976. P. On asymptotic error estimates for the combined boundary and ﬁnite element method. Udine. Schippers. Strong Ellipticity of Boundary Integral Operators. Lecture Notes. Boundary Integral Equations for Mixed Boundary Value Problems. 1:93–123. J. CISM Courses 277. Wendland. In R. Boston. Habilitationsa schrift. Math. E. Banach n Center Publications Vol. pages 135–216. 5:562–572. [21] E. Nedelec. Reine Angew. Integral Equations Oper. Berlin. Boundary element software in engineering. editor. [16] J. PWN – Polish Scientiﬁc Publishers. Technische Hochschule Darmstadt. L. Comp. Technische Hochschule Darmstadt. P. 46:351– 363. TH Darmstadt. September 1986. Dieudonn´. 1984. Numer. Bemerkungen zu Randelementmethoden und ihren mathematischen und numerischen Aspekten. New York. 1978. Costabel and E. e e [17] J. Wien. [14] M. Wendland. Gauthier-Villars. [24] W. Multigrid methods for boundary integral equations. Warsaw. Wendland. Paris. September 1986. Introduction to the Fourier Transform and Pseudodiﬀerential Operators. Boundary integral equations for mixed boundary value problems in polygonal domains and Galerkin approximation. 15. Software. Wendland. 1983. to appear in Math. Fiszdon and K. On the Convergence of Collocation Methods for Boundary Integral Equations on Polygons. Shaw et al.[12] M. Pitman. P. editors. Theoretical Acoustics and Numerical Techniques. Andersson. Screen and Transmission Problems in R3 . L. GAMM-Mitteilungen. Habilitationsschrift. Filippi. El´ments d’Analyse. In W.. L. Theory. 27 . Starke Elliptizit¨t von Randintegraloperatoren erster Art. Stephan. Costabel and W. [15] M. C. L. Integral equations with non integrable kernels. 1982. On Asymptotic Error Estimates for Combined BEM and FEM. Stephan. 1985. 1983. Integral Equations Oper. [26] W. pages 175–251. [20] H. 6:66–102. Stephan. [27] W. 1985. [19] B. Mackerle and T. Petersen. 1986. Wendland. Theory. Preprint 889.

Academic Press. editor. 1985. L.[28] W. Mathematics of Finite Elements and Applications V. On some mathematical aspects of boundary element methods for elliptic problems. Whiteman. London. Whiteman. London. In J. editor. 28 . Mathematics of Finite Elements and Applications V. Wendland. 1985. [29] J. Academic Press. pages 193–227.

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