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You are on page 1of 35

Alexander H.-D. Cheng

a,

*

, Daisy T. Cheng

b

a

Department of Civil Engineering University of Mississippi, University, MS, 38677, USA

b

John D. Williams Library, University of Mississippi, University, MS 38677, USA

Received 10 December 2003; revised 7 December 2004; accepted 8 December 2004

Available online 12 February 2005

Abstract

This article explores the rich heritage of the boundary element method (BEM) by examining its mathematical foundation from the

potential theory, boundary value problems, Green’s functions, Green’s identities, to Fredholm integral equations. The 18th to 20th century

mathematicians, whose contributions were key to the theoretical development, are honored with short biographies. The origin of the

numerical implementation of boundary integral equations can be traced to the 1960s, when the electronic computers had become available.

The full emergence of the numerical technique known as the boundary element method occurred in the late 1970s. This article reviews the

early history of the boundary element method up to the late 1970s.

q 2005 Elsevier Ltd. All rights reserved.

Keywords: Boundary element method; Green’s functions; Green’s identities; Boundary integral equation method; Integral equation; History

1. Introduction

After three decades of development, the boundary

element method (BEM) has found a ﬁrm footing in the

arena of numerical methods for partial differential

equations. Comparing to the more popular numerical

methods, such as the Finite Element Method (FEM) and

the Finite Difference Method (FDM), which can be

classiﬁed as the domain methods, the BEM distinguish

itself as a boundary method, meaning that the numerical

discretization is conducted at reduced spatial dimension. For

example, for problems in three spatial dimensions, the

discretization is performed on the bounding surface only;

and in two spatial dimensions, the discretization is on the

boundary contour only. This reduced dimension leads to

smaller linear systems, less computer memory require-

ments, and more efﬁcient computation. This effect is most

pronounced when the domain is unbounded. Unbounded

domain needs to be truncated and approximated in domain

methods. The BEM, on the other hand, automatically

models the behavior at inﬁnity without the need of

deploying a mesh to approximate it. In the modern day

industrial settings, mesh preparation is the most labor

intensive and the most costly portion in numerical

modeling, particularly for the FEM [9] Without the need

of dealing with the interior mesh, the BEM is more cost

effective in mesh preparation. For problems involving

moving boundaries, the adjustment of the mesh is much

easier with the BEM; hence it is again the preferred tool.

With these advantages, the BEM is indeed an essential part

in the repertoire of the modern day computational tools.

In order to gain an objective assessment of the success of

the BEM, as compared to other numerical methods, a search

is conducted using the Web of Science

SM

, an online

bibliographic database. Based on the keyword search, the

total number of journal publications found in the Science

Citation Index Expanded

195

was compiled for several

numerical methods. The detail of the search technique is

described in Appendix. The result, as summarized in

Table 1, clearly indicates that the ﬁnite element method

(FEM) is the most popular with more than 66,000 entries.

The ﬁnite difference method (FDM) is a distant second with

more than 19,000 entries, less than one third of the FEM.

The BEM ranks third with more than 10,000 entries, more

than one half of the FDM. All other methods, such as the

ﬁnite volume method (FVM) and the collocation method

(CM), trail far behind. Based on this bibliographic search,

Engineering Analysis with Boundary Elements 29 (2005) 268–302

www.elsevier.com/locate/enganabound

0955-7997/$ - see front matter q 2005 Elsevier Ltd. All rights reserved.

doi:10.1016/j.enganabound.2004.12.001

* Corresponding author. Tel.: C1 662 915 5362; fax: C1 662 915 5523.

E-mail address: acheng@olemiss.edu (A.H.-D. Cheng).

we can conclude that the popularity and versatility of BEM

falls behind the two major methods, FEM and FDM.

However, BEM’s leading role as a specialized and

alternative method to these two, as compared to all other

numerical methods for partial differential equations, is

unchallenged.

Fig. 1 presents the histogram of the number of journal

papers published annually, containing BEM as a keyword. It

shows that the growth of BEM literature roughly follows the

S-curve pattern predicted by the theory of technology

diffusion [75]. Based on the data, we observe that after the

‘invention of the technology’ in the late 1960s and early

1970s, the number of published literature was very small;

but it was on an exponential growth rate, until it reached an

inﬂection point around 1991. After that time, the annual

publication continued to grow, but at a decreasing rate. A

sign of a technology reaching its maturity is marked by the

leveling off of its production. Although it might be too early

to tell, there is an indication that the number of annual BEM

publications is reaching a steady state at about 700–800

papers per year. For comparison, this number for the FEM is

about 5000 articles per year, and for the FDM, it is about

1400.

As the BEM is on its way to maturity, it is of interest to

visit its history. Although there exist certain efforts toward

the writing of the history of the FEM [84,127] and the FDM

[131,193], relatively little has been done for the BEM. The

present article is aimed at taking a ﬁrst step toward the

construction of a history for the BEM.

Before reviewing its modern development, we shall ﬁrst

explore the rich heritage of the BEM, particularly its

mathematical foundation from the 18th century to the early

20th. The historical development of the potential theory,

Green’s function, and integral equations are reviewed. To

interest the beginners of the ﬁeld, biographical sketches

celebrating the pioneers, whose contributions were key to

the mathematical foundation of the BEM, are provided. The

coverage continues into the ﬁrst half of the 20th century,

when early numerical efforts were attempted even before

the electronic computers were invented.

Numerical methods cannot truly prosper until the

invention and then the wide availability of the electronic

computers in the early 1960s. It is of little surprise that both

the FEM and the BEM started around that time. For the

BEM, multiple efforts started around 1962. A turning point

that launched a series of connected efforts, which soon

developed into a movement, can be traced to 1967. In the

1970s, the BEM was still a novice numerical technique, but

saw an exponential growth. By the end of it, textbooks were

Table 1

Bibliographic database search based on the Web of Science

Numerical

method

Search phrase in topic ﬁeld No. of entries

FEM ‘Finite element’ or ‘ﬁnite elements’ 66,237

FDM ‘Finite difference’ or ‘ﬁnite differences’ 19,531

BEM ‘Boundary element’ or ‘boundary

elements’ or ‘boundary integral’

10,126

FVM ‘Finite volume method’ or ‘ﬁnite volume

methods’

1695

CM ‘Collocation method’ or ‘collocation

methods’

1615

Refer to Appendix A for search criteria. (Search date: May 3, 2004).

Fig. 1. Number of journal articles published by the year on the subject of BEM, based on the Web of Science search. Refer to Appendix for the search criteria.

(Search date: May 3, 2004).

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 269

written and conferences were organized on BEM. This

article reviews the early development up to the late 1970s,

leaving the latter development to future writers.

Before starting, we should clarify the use of the term

‘boundary element method’ in this article. In the narrowest

view, one can argue that BEM refers to the numerical

technique based on the method of weighted residuals,

mirroring the ﬁnite element formulation, except that the

weighing function used is the fundamental solution of

governing equation in order to eliminate the need of domain

discretization [19,21]. Or, one can view BEM as the

numerical implementation of boundary integral equations

based on Green’s formula, in which the piecewise element

concept of the FEM is utilized for the discretization [108].

Even more broadly, BEM has been used as a generic term

for a variety of numerical methods that use a boundary or

boundary-like discretization. These can include the general

numerical implementation of boundary integral equations,

known as the boundary integral equation method (BIEM)

[54], whether elements are used in the discretization or not;

or the method known as the indirect method that distributes

singular solutions on the solution boundary; or the method

of fundamental solutions in which the fundamental solutions

are distributed outside the domain in discrete or continuous

fashion with or without integral equation formulation; or

even the Trefftz method which distribute non-singular

solutions. These generic adoptions of the term are evident in

the many articles appearing in the journal of Engineering

Analysis with Boundary Elements and many contributions in

the Boundary Element Method conferences. In fact, the

theoretical developments of these methods are often

intertwined. Hence, for the purpose of the current historical

review, we take the broader view and consider into this

category all numerical methods for partial differential

equations in which a reduction in mesh dimension from a

domain-type to a boundary-type is accomplished. More

properly, these methods can be referred to as ‘boundary

methods’ or ‘mesh reduction methods.’ But we shall yield to

the popular adoption of the term ‘boundary element method’

for its wide recognition. It will be used interchangeably with

the above terms.

2. Potential theory

The Laplace equation is one of the most widely used

partial differential equations for modeling science and

engineering problems. It typically comes from the physical

consequence of combining a phenomenological gradient

law (such as the Fourier law in heat conduction and the

Darcy law in groundwater ﬂow) with a conservation law

(such as the heat energy conservation and the mass

conservation of an incompressible material). For example,

Fourier law was presented by Jean Baptiste Joseph Fourier

(1768–1830) in 1822 [66]. It states that the heat ﬂux in a

thermal conducting medium is proportional to the spatial

gradient of temperature distribution

q ZKkVT (1)

where q is the heat ﬂux vector, k is the thermal conductivity,

and T is the temperature. The steady state heat energy

conservation requires that at any point in space the

divergence of the ﬂux equals to zero:

V$q Z0 (2)

Combining (1) and (2) and assuming that k is a constant, we

obtain the Laplace equation

V

2

T Z0 (3)

For groundwater ﬂow, similar procedure produces

V

2

h Z0 (4)

where h is the piezometric head. It is of interest to mention

that the notation V used in the above came form William

Rowan Hamilton (1805–1865). The symbol V, known as

‘nabla’, is a Hebrew stringed instrument that has a triangular

shape [73].

The above theories are based on physical quantities. A

second way that the Laplace equation arises is through the

mathematical concept of ﬁnding a ‘potential’ that has no

direct physical meaning. In ﬂuid mechanics, the velocity of

an incompressible ﬂuid ﬂow satisﬁes the divergence

equation

V$v Z0 (5)

which is again based on the mass conservation principle. For

an inviscid ﬂuid ﬂow that is irrotational, its curl is equal to

zero:

V!v Z0 (6)

It can be shown mathematically that the identity (6)

guarantees the existence of a scalar potential f such that

v ZVf (7)

Combining (5) and (7) we again obtain the Laplace equation.

We notice that f, called the velocity potential, is a mathe-

matical conceptual construction; it is not associated with any

measurable physical quantity. In fact, the phrase ‘potential

function’ was coined by George Green (1793–1841) in his

1828 study [81] of electrostatics and magnetics: electric and

magnetic potentials were used as convenient tools for

manipulating the solution of electric and magnetic forces.

The original derivation of Laplace equation, however,

was based on the study of gravitational attraction, following

the third law of motion of Isaac Newton (1643–1727)

F ZK

Gm

1

m

2

r

}r}

3

(8)

where F is the force ﬁeld, G is the gravitational constant, m

1

and m

2

are two concentrated masses, and r is the distance

vector between the two masses. Joseph-Louis Lagrange

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 270

(1736–1813) in 1773 was the ﬁrst to recognize the existence

of a potential function that satisﬁed the above equation [111]

f Z

1

r

(9)

whose spatial gradient gave the gravity force ﬁeld

F ZGm

1

m

2

Vf (10)

Subsequently, Pierre-Simon Laplace (1749–1827) in his

study of celestial mechanics demonstrated that the gravity

potential satisﬁes the Laplace equation. The equation was

ﬁrst presented in polar coordinates in 1782, and then in the

Cartesian form in 1787 as [109]:

v

2

f

vx

2

C

v

2

f

vy

2

C

v

2

f

vz

2

Z0 (11)

The Laplace equation, however, had been used earlier in the

context of hydrodynamics by Leonhard Euler (1707–1783)

in 1755 [63], and by Lagrange in 1760 [110]. But Laplace

was credited for making it a standard part of mathematical

physics [15,100]. We note that the gravity potential (9)

satisfying (11) represents a concentrated mass. Hence it is a

‘fundamental solution’ of the Laplace equation.

Simeon-Denis Poisson (1781–1840) derived in 1813

[132] the equation of force potential for points interior to a

body with mass density r as

V

2

f ZK4pr (12)

This is known as the Poisson equation.

2.1. Euler

Leonhard Euler (1707–1783) was the son of a Lutheran

pastor who lived near Basel, Switzerland. While studying

theology at the University of Basel, Euler was attracted to

mathematics by the leading mathematician at the time,

Johann Bernoulli (1667–1748), and his two mathematician

sons, Nicolaus (1695–1726) and Daniel (1700–1782). With

no opportunity in ﬁnding a position in Switzerland due to his

young age, Euler followed Nicolaus and Daniel to Russia.

Later, at the age of 26, he succeeded Daniel as the chief

mathematician of the Academy of St Petersburg. Euler

surprised the Russian mathematicians by computing in 3

days some astronomical tables whose construction was

expected to take several months.

In 1741 Euler accepted the invitation of Frederick the

Great to direct the mathematical division of the Berlin

Academy, where he stayed for 25 years. The relation with

the King, however, deteriorated toward the end of his stay;

hence Euler returned to St Petersburg in 1766. Euler soon

became totally blind after returning to Russia. By dictation,

he published nearly half of all his papers in the last 17 years

of his life. In his words, ‘Now I will have less distraction’.

Without doubt, Euler was the most proliﬁc and versatile

scientiﬁc writer of all times. During his lifetime, he

published more than 700 books and papers, and it took

St Petersburg’s Academy the next 47 years to publish the

manuscripts he left behind [31]. The modern effort of

publishing Euler’s collected works, the Opera Omnia [64]

begun in 1911. However, after 73 volumes and 25,000

pages, the work is unﬁnished to the present day.

Euler contributed to many branches of mathematics,

mechanics, and physics, including algebra, trigonometry,

analytical geometry, calculus, complex variables, number

theory, combinatorics, hydrodynamics, and elasticity. He

was the one who set mathematics into the modern notations.

We owe Euler the notations of ‘e’ for the base of natural

logs, ‘p’ for pi, ‘i’ for

ﬃﬃﬃﬃﬃﬃ

K1

_

, ‘

**’ for summation, and the
**

concept of functions.

Carl Friedrich Gauss (1777–1855) has been called the

greatest mathematician in modern mathematics for his

setting up the rigorous foundation for mathematics. Euler,

on the other hand, was more intuitive and has been criticized

by pure mathematicians as being lacking rigor. However, by

the number indelible marks that Euler left in many science

and engineering ﬁelds, he certainly earned the title of the

greatest applied mathematician ever lived [58].

2.2. Lagrange

Joseph-Louis Lagrange (1736–1813), Italian by birth,

German by adoption, and French by choice, was next to

Euler the foremost mathematician of the 18th century. At

age 18 he was appointed Professor of Geometry at the Royal

Artillery School in Turin. Euler was impressed by his work,

and arranged a prestigious position for him in Prussia.

Despite the inferior condition in Turin, Lagrange only

wanted to be able to devote his time to mathematics; hence

declined the offer. However, in 1766, when Euler left Berlin

for St Petersburg, Frederick the Great arranged for Lagrange

to ﬁll the vacated post. Accompanying the invitation was a

modest message saying, ‘It is necessary that the greatest

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 271

geometer of Europe should live near the greatest of Kings.’

To D’Alembert, who recommended Lagrange, the king

wrote, ‘To your care and recommendation am I indebted for

having replaced a half-blind mathematician with a

mathematician with both eyes, which will especially please

the anatomical members of my academy.’

After the death of Frederick, the situationinPrussia became

unpleasant for Lagrange. He left Berlin in 1787 to become a

member of the Acade´mie des Sciences in Paris, where he

remained for the rest of his career. Lagrange’s contributions

were mostly in the theoretical branch of mathematics. In 1788

he published the monumental work Me´canique Analytique

that uniﬁed the knowledge of mechanics up to that time. He

banished the geometric idea and introduced differential

equations. In the preface, he proudly announced: ‘One will

not ﬁnd ﬁgures in this work. The methods that I expound

require neither constructions, nor geometrical or mechanical

arguments, but only algebraic operations, subject to a regular

and uniform course.’ [31,128].

2.3. Laplace

Pierre-Simon Laplace (1749–1827), born in Normandy,

France, came from relatively humble origins. But with the

help of Jean le Rond D’Alembert (1717–1783), he was

appointed Professor of Mathematics at the Paris Ecole

Militaire when he was only 20-year old. Some years later, as

examiner of the scholars of the royal artillery corps, Laplace

happened to examine a 16-year old sub-lieutenant named

Napoleon Bonaparte. Fortunately for both of their careers, the

examinee passed. When Napoleon came to power, Laplace

was rewarded: he was appointed the Minister of Interior for a

short period of time, and later the President of the Senate.

Among Laplace’s greatest achievement was the ﬁve-

volume Traite´ du Me´canique Ce´leste that incorporated all

the important discoveries of planetary system of the

previous century, deduced from Newton’s law of gravita-

tion. Upon presenting the monumental work to Napoleon,

the emperor teasingly chided Laplace for an apparent

oversight: ‘They told me that you have written this huge

book on the system of the universe without once mentioning

its Creator’. Whereupon Laplace drew himself up and

bluntly replied, ‘I have no need for that hypothesis.’ [31].

He was eulogized by his disciple Poisson as ‘the Newton of

France’ [86]. Among the important contributions of Laplace in

mathematics and physics included probability, Laplace

transform, celestial mechanics, the velocity of sound, and

capillary action. He was considered more than anyone else to

have set the foundation of the probability theory [76].

2.4. Fourier

Jean Baptiste Joseph Fourier (1768–1830), born in

Auxerre, France, was the ninth of the 12 children of his

father’s second marriage. One of his letters showed that he

really wanted to make a major impact in mathematics:

‘Yesterday was my 21st birthday; at that age Newton and

Pascal had already acquired many claims to immortality’. In

1790 Fourier became a teacher at the Benedictine College,

where he had studied earlier. Soon after, he was entangled in

the French Revolution and joined the local revolutionary

committee. He was arrested in 1794, and almost went to the

guillotine. Only the political changes resulted in his being

released. In 1794 Fourier was admitted to the newly

established Ecole Normale in Paris, where he was taught

by Lagrange, Laplace, and Gaspard Monge (1746–1818). In

1797 he succeeded Lagrange in being appointed to the Chair

of Analysis and Mechanics.

In 1978, Fourier joined Napoleon’s army in its invasion

of Egypt as a scientiﬁc advisor. It was there that he recorded

many observations that later led to his work in heat

diffusion. Fourier returned to Paris in 1801. Soon Napoleon

appointed him as the Prefect of Ise´re, headquartered at

Grenoble. Among his achievements in this administrative

position included the draining of swamps of Bourgoin and

the construction of a new highway between Grenoble and

Turin. Some of his most important scientiﬁc contributions

came during this period (1802–1814). In 1807 he completed

his memoir On the Propagation of Heat in Solid Bodies in

which he not only expounded his idea about heat diffusion,

but also outlined his new method of mathematical analysis,

which we now call Fourier analysis. This memoir, however,

was never published, because one of its examiner,

Lagrange, objected to his use of trigonometric series to

express initial temperature. Fourier was elected to the

Acade´mie des Sciences in 1817. In 1822 he published The

Analytical Theory of Heat [66], 10 years after its winning

the Institut de France competition of the Grand Prize in

Mathematics in 1812. The judges, however, criticized that

he had not proven the completeness of the trigonometric

(Fourier) series. The proof would come years later by

Johann Peter Gustav Lejeune Dirichlet (1805–1859) [80].

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 272

2.5. Poisson

Simeon-Denis Poisson (1781–1840) was born in Pithi-

viers, France. In 1796 Poisson was sent to Fontainebleau to

enroll in the Ecole Centrale. He soon showed great talents

for learning, especially mathematics. His teachers at the

Ecole Centrale were highly impressed and encouraged him

to sit in the entrance examinations for the Ecole Poly-

technique in Paris, the premiere institution at the time.

Although he had far less formal education than most of the

students taking the examinations, he achieved the top place.

His teachers Laplace and Lagrange quickly saw his

mathematical talents and they became friends for life. In

his ﬁnal year of study he wrote a paper on the theory of

equations and Be´zout’s theorem, and this was of such

quality that he was allowed to graduate in 1800 without

taking the ﬁnal examination. He proceeded immediately to

the position equivalent to the present-day Assistant

Professor in the Ecole Polytechnique at the age of 19,

mainly on the strong recommendation of Laplace. It was

quite unusual for anyone to gain their ﬁrst appointment in

Paris, as most of the top mathematicians had to serve in the

provinces before returning to Paris. Poisson was named

Associate Professor in 1802, and Professor in 1806 to ﬁll the

position vacated by Fourier when he was sent by Napoleon

to Grenoble. In 1813 in his effort to answer the challenge

question for the election to the Acade´mie des Sciences, he

developed the Poisson eqaution (12) to solve the electrical

ﬁeld caused by distributed electrical charges in a body.

Poisson made great contributions in both mathematics

and physics. His name is attached to a wide variety of ideas,

for example, Poisson’s integral, Poisson equation, Poisson

brackets in differential equations, Poisson’s ratio in

elasticity, and Poisson’s constant in electricity [128].

2.6. Hamilton

William Rowan Hamilton (1805–1865) was a precocious

child. At the age of 5, he read Greek, Hebrew, and Latin; at

10, he was acquainted with half a dozen of oriental

languages. He entered Trinity College, Dublin at the age

of 18. His performance was so outstanding that he was

appointed Professor of Astronomy and the Royal Astron-

omer of Ireland when he was still an undergraduate at

Trinity. Hamilton was knighted at the age of 30 for the

scientiﬁc work he had already achieved.

Among Hamilton’s most important contributions is the

establishment of an analogy between the optical theory of

systems of rays and the dynamics of moving bodies. With

the further development by Carl Gustav Jacobi (1804–

1851), this theory is generally known as the Hamilton–

Jacobi Principle. By this construction, for example, it was

possible to determine the 10 planetary orbits around the sun,

a feat normally required the solution of 30 ordinary

differential equations, by merely two equations involving

Hamilton’s characteristic functions. However, this method

was more elegant than practical; hence for almost a century,

Hamilton’s great method was more praised than used [129].

This situation, however, changed when Irwin Schro¨din-

ger (1887–1961) introduced the revolutionary wave-func-

tion model for quantum mechanics in 1926. Schro¨dinger

had expressed Hamilton’s signiﬁcance quite unequivocally:

‘The modern development of physics is constantly enhan-

cing Hamilton’s name. His famous analogy between optics

and mechanics virtually anticipated wave mechanics, which

did not have much to add to his ideas and only had to take

them more seriously .If you wish to apply modern theory

to any particular problem, you must start with putting the

problem in Hamiltonian form’ [15].

3. Existence and uniqueness

The potential problems we solve are normally posed as

boundary value problems For example, given a closed

region U with the boundary G and the boundary condition

f Zf (x); x2G (13)

where f(x) is a continuous function, we are asked to ﬁnd a

harmonic function (meaning a function satisfying the

Laplace equation) f(x) that fulﬁlls the boundary condition

(13). This is known as the Dirichlet problem, named after

Dirichlet. The corresponding problem of ﬁnding a harmonic

function with the normal derivative boundary condition

vf

vn

Zg(x); x2G (14)

where n is the outward normal of G, is called the Neumann

problem, after Carl Gottfried Neumann (1832–1925).

The question of whether a solution of a Dirichlet or a

Neumann problem exists, and when it exists, whether it is

unique or not, is of great importance in mathematics and

physics alike. Obviously, if we cannot guarantee

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 273

the existence of a solution, the effort of ﬁnding it can be in

vain. If a solution exists, but may not be unique, then we

cannot tie the solution to the unique physical state that we

are modeling.

The question of uniqueness is easier to answer: for the

Dirichlet problem, if a solution exists, it is unique; and for

the Neumann problem, it is unique to within an arbitrary

constant. The existence theorem, however, is more difﬁcult

to prove (see the classical monograph Foundations of

Potential Theory [100] by Oliver Dimon Kellogg (1878–

1932) for the full exposition.)

To a physicist, the existence question seems to be

moot. We may argue that if the mathematical problem

correctly describes a physical problem, then a mathemat-

ical solution must exist, because the physical state exists.

For example, Green in his 1828 seminal work [81], in

which he developed Green’s identities and Green’s

functions, presented a similar argument. He reasoned

that if for a given closed region U, there exists a harmonic

function U (an assumption that will be justiﬁed later) that

satisﬁes the boundary condition

U ZK

1

r

on G (15)

then one can deﬁne the function

G Z

1

r

CU (16)

It is clear that G satisfy the the Laplace equation

everywhere except at the pole, where it is singular.

Furthermore, G takes the null value at the boundary G. G

is known as the Green’s function. Green went on to prove

that for a harmonic function f, whose boundary value is

given by a continuous function f(x), x2G, its solution is

represented by the boundary integral equation [100,166]

f(x) ZK

1

4p

__

G

f

vG

vn

dS; x2U (17)

where dS denotes surface integral. Since (17) gives the

solution of the Dirichlet boundary value problem, hence

the solution exists!

The above proof hinges on the existence of U, which is

taken for granted at this point. How can we be sure that U

exists for an arbitrary closed region U? Green argued that U

is nothing but the electrical potential created by the charge

on a grounded sheet conductor, whose shape takes the form

of G, induced by a single charge located inside U. This

physical state obviously exists; hence U must exist! It seems

that the Dirichlet problem is proven. But is it?

In fact, mathematicians can construct counter examples

for which a solution does not exist. An example was

presented by Henri Le´on Lebesgue (1875–1941)[112],

which can be described as follows. Consider a deformable

body whose surface is pushed inward by a sharp spine. If the

tip of the deformed surface is sharp enough, for example,

given by the revolution of the curve yZexp(K1/x) (see

Fig. 2 for a two-dimensional projection), then the tip is an

exceptional point and the Dirichlet problem is not always

solvable. (See Kellogg [100] for more discussion). Further-

more, if the deformed surface closes onto itself to become a

single line protruding into the body, then a Dirichlet

condition cannot be arbitrarily prescribed on this degener-

ated boundary, as it is equivalent to prescribing a value

inside the domain!

Generally speaking, the existence and uniqueness

theorem for potential problems has been proven for

interior and exterior boundary value problems of the

Dirichlet, Neumann, Robin, and mixed type, if the

bounding surface and the boundary condition satisfy

certain smoothness condition [97,100]. (For interior

Neumann problem, the uniqueness is only up to an

arbitrarily additive constant.) For the existing proofs, the

bounding surface G needs to be a ‘Liapunov surface’,

which is a surface in the C

1,a

continuity class, where

0%a!1. Put it simply, the smoothness of the surface is

such that on every point there exists a tangent plane and a

normal, but not necessarily a curvature. Corners and

edges, on which a tangent plane does not exist, are not

allowed in this class. This puts great restrictions on the

type of problems that one can solve. On the other hand, in

numerical solutions such as the ﬁnite element method

and the boundary element method, the solution is often

sought in the weak sense by minimizing an energy norm

in some sense, such as the well-known Galerkin scheme.

In this case, the existence theorem has been proven for

surface G in the C

0,1

class [42], known as the Lipschitz

surface, which is a more general class than the Liapunov

surface, such that edges and corners are allowed in the

geometry.

Fig. 2. Side view of a surface deformed by a sharp spine. The curve is given

by yZexp(K1/x).

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 274

3.1. Dirichlet

Johann Peter Gustav Lejeune Dirichlet (1805–1859)

was born in Du¨ ren, French Empire (present day

Germany). He attended the Jesuit College in Cologne

at the age of 14. There he had the good fortune to be

taught by Georg Simon Ohm (1789–1854). At the age of

16 Dirichlet entered the Colle`ge de France in Paris,

where he had the leading mathematicians at that time as

teachers. In 1825, he published his ﬁrst paper proving a

case in Fermat’s Last Theorem, which gained him instant

fame. Encouraged by Alexander von Humboldt (1769–

1859), who made recommendations on his behalf,

Dirichlet returned to Germany the same year seeking a

teaching position. From 1827 Dirichlet taught at the

University of Breslau. Again with von Humboldt’s help,

he moved to Berlin in 1828 where he was appointed in

the Military College. Soon afterward, he was appointed a

Professor at the University of Berlin where he remained

from 1828 to 1855. Dirichlet was elected to the Berlin

Academy of Sciences in 1831. An improved salary from

the university put him in a position to marry, and he

married Rebecca Mendelssohn, one of the composer

Felix Mendelssohn’s sisters. Dirichlet had a lifelong

friendship with Jacobi, who taught at Ko¨nigsberg, and

the two exerted considerable inﬂuence on each other in

their researches in number theory. Dirichlet had a high

teaching load and in 1853 he complained in a letter to

his pupil Leopold Kronecker (1823–1891) that he had 13

lectures a week to give, in addition to many other duties.

It was therefore a relief when, on Gauss’s death in 1855,

he was offered his chair at Go¨ttingen. Sadly he was not

to enjoy this new position for long. He died in 1859 after

a heart attack.

Dirichlet made great contributions to the number

theory. The analytic number theory may be said to

begin with him. In mechanics he investigated Laplace’s

problem on the stability of the solar system, which led

him to the Dirichlet problem concerning harmonic

functions with given boundary conditions. Dirichlet is

also well known for his papers on conditions for the

convergence of trigonometric series. Because of this work

Dirichlet is considered the founder of the theory of

Fourier series [128].

3.2. Neumann

Carl Gottfried Neumann (1832–1925) was the son of

Franz Neumann (1798–1895), a famous physicist who made

contributions in thermodynamics. His mother was a sister-

in-law of Friedrich Wilhelm Bessel (1784–1846). Neumann

was born in Ko¨nigsberg where his father was the Professor

of Physics at the university. Neumann entered the

University of Ko¨nigsberg and received his doctorate in

1855. He worked on his habilitation at the University of

Halle in 1858. He taught several universities, including

Halle, Basel, and Tu¨bingen. Finally, he moved to a chair at

the University of Leipzig in 1868, and would stay there until

his retirement in 1911.

He worked on a wide range of topics in applied

mathematics such as mathematical physics, potential

theory, and electrodynamics. He also made important pure

mathematical contributions such as the order of connectivity

of Riemann surfaces. During the 1860s Neumann wrote

papers on the Dirichlet principle, in which he coined the

term ‘logarithmic potential’ [128].

3.3. Kellogg

Oliver Dimon Kellogg (1878–1932) was born at Linn-

wood, Pennsylvania. His interest in mathematics was

aroused as an undergraduate at Princeton University,

where he received his BA in 1899. He was awarded a

fellowship for graduate studies and obtained a Master

degree in 1900 at Princeton. The same fellowship allowed

him to spend the next year at the University of Berlin. He

then moved to Go¨ttingen to pursue his doctorate. He

attended lectures by David Hilbert (1862–1943). At that

time, Erik Ivar Fredholm (1866–1927) had just made

progress in proving the existence of Dirichlet problem using

integral equations. Hilbert was excited about the develop-

ment and suggested Kellogg to undertake research on the

Dirichlet problem for boundary containing corners, where

Fredholm’s solution did not apply. Kellogg, however, failed

to answer the question satisfactorily in his thesis and several

subsequent papers. With the realization of his errors, he

never referred to these papers in his later work. Kellogg was

hard to blame because similar errors were later made by

both Hilbert and Jules Henri Poincare´ (1854–1912), and to

this date the proof of Dirichlet problem for boundary

containing corners has not been accomplished.

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 275

Kellogg received his PhD in 1903 and returned to the

United States to take up a post of instructor in mathematics

at Princeton. Two years later he joined the University of

Missouri as an Assistant Professor. He spent the next 14

fruitful years at Missouri until he was called by Harvard

University in 1919. Kellogg continued to work at Harvard

until his death from a heart attack suffered while climbing

[13,59]. His book ‘Foundations of Potential Theory’ [100],

ﬁrst published in 1929, remains among the most author-

itative work to this date.

4. Reduction in dimension and Green’s formula

A key to the success of boundary element method is the

reduction of spatial dimension in its integral equation

representation, leading to a more efﬁcient numerical

discretization. One of the most celebrated technique of

this type is the divergence theorem, which transforms a

volume integral into a surface integral

___

U

V$A dV Z

__

G

A$n dS (18)

where A is a vector, n is the unit outward normal of G, and

dV stands for volume integral. Early development of this

type was found in the work of Lagrange [110] and Laplace.

Eq. (18), also called Gauss’s theorem, is commonly

attributed to Gauss [70]. However, Gauss in 1813 only

presented a few special cases in the form [99]

__

G

n

x

dS Z0 (19)

where n

x

is the x-component of outward normal, and

__

G

A$n dS Z0 (20)

where the components of A are given by A

x

ZA

x

(y,z), A

y

Z

A

y

(x,z), and A

z

ZA

z

(x,y). The general theorem should be

credited to Mikhail Vasilevich Ostrogradski (1801–1862),

who in 1826 presented the following result to the Paris

Acade´mie des Sciences [99]

___

U

a$Vf dV Z

__

G

fa$n dS (21)

where a is a constant vector.

Another useful formula is the Stokes’s theorem,

presented by George Gabriel Stokes (1819–1903), which

transforms a surface integral into a contour integral [162]

__

S

(V!A)$n dS Z

_

C

A$ds (22)

where S is an open, two sided curve surface, C is the closed

contour bounding S, and ds denotes line integral.

The most important work related to the boundary integral

equation solving potential problems came from George

Green, whose groundbreaking work remained obscure

during his lifetime, and he earned his fame only post-

humously. Green in 1828 [81] presented the three Green’s

identities. The ﬁrst identity is

___

U

(fV

2

jCVf$Vj) dV Z

__

G

f

vj

vn

dS (23)

The above equation easily leads to the second identity

___

U

(fV

2

jKjV

2

f) dV Z

__

G

f

vj

vn

Kj

vf

vn

_ _

dS (24)

Using the fundamental solution of Laplace equation 1/r in

(24), the third identity is obtained

f Z

1

4p

__

G

1

r

vf

vn

Kf

v(1=r)

vn

_ _

dS (25)

which is exactly the formulation of the present-day

boundary element method for potential problems.

4.1. Gauss

Carl Friedrich Gauss (1777–1855) was born an infant

prodigy into a poor and unlettered family. According to a

well-authenticated story, he corrected an error in his father’s

payroll calculations as a child of three. He was supported by

the Duke Ferdinand of Braunschweig to receive his

education. Even as a student, he made major discoveries,

including the method of least squares and the discovery of

how to construct the regular 17-gon. However, his early

career was not very successful and had to continue to rely on

the ﬁnancial support of his benefactor. At the age of 22, he

published as his doctoral thesis the most celebrated work,

the Fundamental Theorem of Algebra. In 1807 Gauss was

ﬁnally able to secure a position as the Director of the newly

founded observatory at the Go¨ttingen University, a job he

held for the rest of his life.

Gauss devoted more of his time in theoretical astronomy

than in mathematics. This is considered a great loss for

mathematics—just imagine how much more mathematics he

could have accomplished. He devised a procedure for

calculating the orbits planetoids that included the use of

least square that he developed. Using his superior method,

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 276

Gauss redid in an hour’s time the calculation on which Euler

had spent 3 days, and which sometimes was said to have led to

Euler’s loss of sight. Gauss remarked unkindly, ‘I should also

have gone blind if I had calculated in that fashion for 3 days’.

Gauss not only adorned every branches of pure

mathematics and was called the Prince of Mathematicians,

he also pursued work in several related scientiﬁc ﬁelds,

notably physics, mechanics, and astronomy. Together with

Wilhelm Eduard Weber (1804–1891), he studied electro-

magnetism. They were the ﬁrst to have successfully

transmitted telegraph [30,31].

4.2. Green

George Green (1793–1841) was virtually unknown as a

mathematician during his lifetime. His most important piece

of work was discovered posthumously. As the son of a semi-

literate, but well-to-do Nottingham baker and miller, Green

was sent to a private academy at the age of eight, and left

school at nine. This was the only formal education that he

received until adulthood. For the next 20 years after leaving

primary school, no one knew how, and from whom Green

could have acquainted himself to the advanced mathematics

of his day in a backwater place like Nottingham. Even the

whole country of England in those days was scientiﬁcally

depressed as compared to the continental Europe. Hence it

was a mystery how Green could have produced as his ﬁrst

publication such a masterpiece without any guidance.

The next time there existed a record about Green was in

1823. At the age of 30, he joined the Nottingham

Subscription Library as a subscriber. In the library he had

access to books and journals. Also he had the opportunity to

meet with people from the higher society. The next 5 years

was not easy for Green; he had to work full time in the mill,

had two daughters born (he had seven children with Jane

Smith, but never married her), and his mother died in 1825.

Despite these difﬁculties in life and his ﬂimsy mathematical

background, in 1828 he self-published one of the most

important mathematical works of all times—An Essay on

the Application of Mathematical Analysis to the Theories of

Electricity and Magnetism [81]. The essay had 51

subscribers, each paid 7 shillings 6 pence, a sum equal to

a poor man’s weekly wage, for a work which they could

hardly understood a word. One subscriber, Sir Edward

Bromhead, however, was impressed by Green’s prowess in

mathematics. He encouraged and recommended Green to

attend Cambridge University.

Several years later, Green ﬁnally enrolled at Cambridge

University at the age of 40. From 1833 to 1836, Green wrote

three more papers, two on electricity published by the

Cambridge Philosophical Society, and one on hydrodyn-

amics published by the Royal Society of Edinburgh. After

graduating in 1837, he stayed at Cambridge for a few years

to work on his own mathematics and to wait for an

appointment. In 1838–1839 he had two papers in hydro-

dynamics, two papers on reﬂection and refraction of light,

and two papers on sound [82]. In 1839, he was elected to a

Parse Fellowship at Cambridge, a junior position. Due to

poor health, he had to return to Nottingham in 1840. He died

in 1841 at the age of 47. At the time of his death, his work

was virtually unknown.

At the year of Green’s death, William Thomson (Lord

Kelvin) (1824–1907) was admitted to Cambridge. While

studying the subject of electricity as a part of preparation for

his Senior Wrangler exam, he ﬁrst noticed the existence of

Green’s paper in a footnote of a paper by Robert Murphy.

He started to look for a copy, but no one knew about it. After

his graduation in 1845, and before his departure to France to

enrich his education, he mentioned it to his teacher William

Hopkins (1793–1866). It happened that Hopkins had three

copies. Thomson was immediately excited about what he

had read in the paper. He brought the article to Paris and

showed it to Jacques Charles Franc¸ois Sturm (1803–1855)

and Joseph Liouville (1809–1882). Later Thomson repub-

lished Green’s essay, rescuing it from sinking into

permanent obscurity [33].

Green’s 1828 essay had profoundly inﬂuenced Thomson

and James Clerk Maxwell (1831–1879) in their study of

electrodynamics and magnetism. The methodology has also

been applied to many classical ﬁelds of physics such as

acoustics, elasticity, and hydrodynamics. During the

bicentennial celebration of Green’s birth in 1993, physicists

Julian Seymour Schwinger (1918–1994) and Freeman J.

Dyson (1923-) delivered speeches on the role of Green’s

functions in the development of 20th century quantum

electrodynamics [33].

4.3. Ostrogradski

Mikhail Vasilevich Ostrogradski (1801–1862) was born

in Pashennaya, Ukraine. He entered the University of

Kharkov in 1816 and studied physics and mathematics. In

1822 he left Russia to study in Paris. Between 1822 and 1827

he attended lectures by Laplace, Fourier, Adrien-Marie

Legendre (1752–1833), Poisson, and Augustin-Louis Cau-

chy (1789–1857). He made rapid progress in Paris and soon

began to publish papers in the Paris Academy. His papers at

this time showed the inﬂuence of the mathematicians in Paris

and he wrote on physics and the integral calculus. These

papers were later incorporated in a major work on

hydrodynamics, which he published in Paris in 1832.

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 277

Ostrogradski went to St Petersburg in 1828. He presented

three important papers on the theory of heat, double

integrals and potential theory to the Academy of Sciences.

Largely on the strength of these papers he was elected an

academician in the applied mathematics section. In 1840 he

wrote on ballistics and introduced the topic to Russia. He

was considered as the founder of the Russian school of

theoretical mechanics [128].

4.4. Stokes

George Gabriel Stokes (1819–1903) was born in Skreen,

County Sligo, Ireland. In 1837 he entered Pembroke College

of Cambridge University. He was coached by William

Hopkins, who had among his students Thomson, Maxwell,

and Peter Guthrie Tait (1831–1901), and had the reputation

as the ‘senior wrangler maker.’ In 1841 Stokes graduated as

Senior Wrangler (the top First Class degree) and was also

the ﬁrst Smith’s prizeman. Pembroke College immediately

gave him a fellowship.

Inspired by the recent work of Green, Stokes started to

undertake research in hydrodynamics and published papers

on the motion of incompressible ﬂuids in 1842. After

completing the research Stokes discovered that Jean Marie

Constant Duhamel (1797–1872) had already obtained

similar results for the study of heat in solids. Stokes

continued his investigations, looking into the internal friction

in ﬂuids in motion. After he had deduced the correct

equations of motion, Stokes discovered that again he was not

the ﬁrst to obtain the equations, since Claude Louis Marie

Henri Navier (1785–1836), Poisson and Adhe´mar Jean

Claude Barre´ de Saint-Venant (1797–1886) had already

considered the problem. Stokes decided that his results were

sufﬁciently different and published the work in 1845. Today

the fundamental equation of hydrodynamics is called the

Navier–Stokes equations. The viscous ﬂowin slowmotion is

called Stokes ﬂow. The mathematical theoremthat carries his

name, Stokes theorem, ﬁrst appeared in print in 1854 as an

examination question for the Smith’s Prize. It is not known

whether any student could answer the question at that time.

In 1849 Stokes was appointed the Lucasian Professor of

Mathematics at Cambridge, the chair Newton once held. In

1851 Stokes was elected to the Royal Society, and was

awarded the Rumford Medal in 1852. He was appointed

Secretary of the Society in 1854, which he held until 1885.

He was the President of the Society from 1885 to 1890.

Stokes received the Copley Medal from the Royal Society in

1893, and served as the Master of Pembroke College in

1902–1903 [128].

5. Integral equations

Inspired by the use of inﬂuence functions as a method for

solving problems of beam deﬂection subject to distributed

load, Fredholm started the investigation of integral

equations 73. Fredholm [67] proved in 1903 the existence

and uniqueness of solution of the linear integral equation

m(x) Kl

_

b

a

K(x; x)m(x)dx Zf (x); a%x%b (26)

where l is a constant, f(x) and K(x,x) are given continuous

functions, and m(x) is the solution sought. Eq. (26) is known

as the Fredholm integral equation of the second kind.

By the virtue of the above Fredholm theorem, we can

solve the Dirichlet problems by the following formula [161]

f(x) ZH2pm(x) C

__

G

K(x; x)m(x)dS(x); x2G (27)

In the above the upper sign corresponds to the interior

problem, the lower sign the exterior problem, m is the

distribution density, G is a closed Liapunov surface, f(x) is

the Dirichlet boundary condition, and the kernel K is given

by

K(x; x) Z

v

vn(x)

1

r(x; x)

_ _

(28)

The kernel is known as a dipole, or a ‘double-layer

potential’. The Fredholm theorem guarantees the existence

and uniqueness of m. Once the distribution density m is

solved from (27) by some technique, the full solution of the

boundary value problem is given by

f(x) Z

__

G

v[1=r(x; x)]

vn(x)

m(x)dS(x); x2U (29)

which is a continuous distribution of the double-layer

potential on the boundary.

For the Neumann problem, we can utilize the following

boundary equation:

vf(x)

vn(x)

ZG2ps(x) C

__

G

K(x; x)s(x)dS(x); x2G (30)

Here again the upper and lower sign, respectively,

corresponds to the interior and exterior problems, s is the

distribution density, G is the bounding Liapunov surface,

vf/vn is the Neumann boundary condition, and the kernel is

given by

K(x; x) Z

v

vn(x)

1

r(x; x)

_ _

(31)

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 278

After solving for s, the potential for the whole domain is

given by

f(x) Z

__

G

1

r(x; x)

s(x)dS(x); x2U (32)

which is the distribution of the source, or the ‘single-layer

potential’, on the boundary. Fredholm suggested a dis-

cretization procedure to solve the above equations.

However, without a fast enough computer to solve the

resultant matrix system, the idea was impractical; hence

further development of utilizing these equations was limited

to analytical work.

For mixed boundary value problems, a pair of integral

equations is needed. For the ‘single-layer method’ applied

to interior problems, the following pair

f(x) Z

__

G

1

r(x; x)

s(x)dS(x); x2G

f

(33)

vf(x)

vn(x)

Z

__

CPV

v[1=r(x; x)]

vn(x)

s(x)dS(x); x2G

q

(34)

can be, respectively, applied on the Dirichlet part G

f

and

the Neumann part G

q

of the boundary. We notice that (33)

contains a weak (integrable) singularity as x/x; while

(34) contains a strong (non-integrable) singularity. The

integral in (34) needs to be interpreted in the ‘Cauchy

principal value’ sense, which is denoted as CPV under the

integral sign. On a smooth part of the boundary not

containing edges and corners, the result of the Cauchy

principle value limit is just (30). This idea of interpreting

and handling this type of strong singularity was

introduced by Cauchy in 1814 [34].

A ‘double-layer method’ can also be formulated to solve

mixed boundary value problems using the following pair of

equations

f(x) Z

__

CPV

v[1=r(x; x)]

vn(x)

m(x)dS(x); x2G (35)

vf(x)

vn(x)

Z

__

HFP

v

vn(x)

v1=r(x; x)

vn(x)

_ _

m(x)dS(x); x2G (36)

The integral in (36) contains a ‘hypersingularity’ and is

marked with HFP under the integral sign, standing for

‘Hadamard ﬁnite part.’ This concept was introduced by

Jacques Salomon Hadamard (1865–1963) in 1908 [85].

In boundary element terminology, the single- and

double-layer methods are referred to as the ‘indirect

methods,’ because the distribution density m or s, not the

potential f itself, is solved. The numerical method based on

Green’s third identity (25), which solves f or vf/vn on the

boundary, is called the ‘direct method’.

It is of interest to mention that for a Dirichlet problem,

the single-layer method reduces to using (33) only. Eq. (33)

however is a Fredholm integral equation of the ﬁrst kind,

whose solution is unstable [175]. In that case, the second

kind equation, (27) or (35), should be used.

Similar integral representation exists in the complex

variable domain. Cauchy in 1825 [35] presented one of the

most important theorems in complex variable—the Cauchy

integral theorem, from which came the Cauchy integral

formula, expressed as

f (z) Z

1

2pi

_

C

f (z)

z Kz

dz (37)

where z and z are complex variables, f is an analytic

function, and C is a smooth, closed contour in the complex

plane. When z is located on the contour, z2C, Eq. (37) can

be exploited for the numerical solution of boundary value

problems, a procedure known as the complex variable

boundary element method.

5.1. Cauchy

Augustin-Louis Cauchy (1789–1857) was born in Paris

duringthe difﬁcult time of FrenchRevolution. Cauchy’s father

was active in the education of young Augustin-Louis. Laplace

and Lagrange were frequent visitors at the Cauchy family

home, and Lagrange particularly took interest in Cauchy’s

mathematical ability. In 1805 Cauchy took the entrance

examination of the Ecole Polytechnique and was placed

second. In 1807 he entered Ecole des Ponts et Chausse´es to

study engineering, specializing in highways and bridges, and

ﬁnished school in2years. At the age of 20, he was appointed as

a Junior Engineer to work on the construction of Port

Napole´on in Cherbourg. He worked there for 3 years and

performed excellently. In 1812, he became ill and decided to

returned to Paris to seek a teaching position.

Cauchy’s initial attempts in seeking academic appoint-

ment were unsuccessful. Although he continued to publish

important pieces of mathematical work, he lost to Legendre,

to Louis Poinsot (1777–1859), and to Andre´ Marie Ampe`re

(1775–1836) in competition for academic positions. In 1814

he published the memoir on deﬁnite integrals that later

became the basis of his theory of complex functions. In

1815 Cauchy lost out to Jacques Philippe Marie Binet

(1786–1856) for a mechanics chair at the Ecole Poly-

technique, but then he was ﬁnally appointed Assistant

Professor of Analysis there. In 1816 he won the Grand Prix

of the Acade´mie des Sciences for a work on waves, and was

later admitted to the Acade´mie. In 1817, he was able to

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 279

substitute for Jean-Baptiste Biot (1774–1862), Chair of

Mathematical Physics at the Colle`ge de France, and later for

Poisson. It was not until 1821 that he was able to obtain a

full position replacing Ampe`re.

Cauchy was staunchly Catholic and was politically a

royalist. By 1830 the political events in Paris forced him to

leave Paris for Switzerland. He soon lost all his positions in

Paris. In 1831 Cauchy went to Turin and later accepted an

offer to become a Chair of Theoretical Physics. In 1833

Cauchy went from Turin to Prague, and returned to Paris in

1838. He regained his position at the Acade´mie but not his

teaching positions because he had refused to take an oath of

allegiance to the new regime. Due to his political and

religious views, he continued to have difﬁculty in getting

appointment.

Cauchy was probably next to Euler the most published

author in mathematics, having produced ﬁve textbooks and

over 800 articles. Cauchy and his contemporary Gauss were

credited for introducing rigor into modern mathematics. It

was said that when Cauchy read to the Acade´mie des

Sciences in Paris his ﬁrst paper on the convergence of series,

Laplace hurried home to verify that he had not made mistake

of using any divergence series in his Me´canique Ce´leste. The

formulation of elementary calculus in modern textbooks is

essentially what Cauchy expounded in his three great

treatises: Cours d’Analyse de l’E

´

cole Royale Polytechnique

(1821), Re´sume´ des Lec¸ons sur le Calcul Inﬁnite´simal

(1823), and Lec¸ons sur le Calcul Diffe´rentiel (1829). Cauchy

was also credited for setting the mathematical foundation for

complex variable and elasticity. The basic equation of

elasticity is called the Navier–Cauchy equation [8,79].

5.2. Hadamard

Jacques Salomon Hadamard (1865–1963) began his

schooling at the Lyce´e Charlemagne in Paris, where his

father taught. In his ﬁrst few years at school he was not good

at mathematics; he wrote in 1936: ‘.in arithmetic, until the

ﬁfth grade, I was last or nearly last’. It was a good

mathematics teacher turned him around. In 1884 Hadamard

was placed ﬁrst in the entrance examination for E

´

cole

Normale Supe´rieure, where he obtained his doctorate in

1892. His thesis on functions of a complex variable was one

of the ﬁrst to examine the general theory of analytic

functions, in particular it contained the ﬁrst general work on

singularities. In the same year Hadamard received the Grand

Prix des Sciences Mathe´matique for his paper

‘Determination of the number of primes less than a given

number’. The topic proposed for the prize, concerning

ﬁlling gaps in work of Bernhard Riemann (1826–1866) on

zeta functions, had been put forward by Charles Hermite

(1822–1901) with his friend Thomas Jan Stieltjes (1856–

1894) in mind to win it. However, Stieltjes discovered a gap

in his proof and never submitted an entry. The next 4 years

Hadamard was ﬁrst a lecturer at Bordeaux, and then

promoted to Professor of Astronomy and Rational Mech-

anics in 1896. During this time he published his famous

determinant inequality; matrices satisfying this relation are

today called Hadamard matrices, which are important in the

theory of integral equations, coding theory, and other areas.

In 1897 Hadamard resigned his chair in Bordeaux and

moved to Paris to take up posts in Sorbonne and Colle`ge de

France. His research turned more toward mathematical

physics; yet he always argued strongly that he was a

mathematician, not a physicist. His famous 1898 work on

geodesics on surfaces of negative curvature laid the

foundations of symbolic dynamics. Among the other topics

he considered were elasticity, geometrical optics, hydro-

dynamics and boundary value problems. He introduced the

concept of a well-posed initial value and boundary value

problem. Hadamard continued to receive prizes for his

research and was honored in 1906 with the election as the

President of the French Mathematical Society. In 1909 he

was appointed to the Chair of Mechanics at the Colle`ge de

France. In the following year he published Lec¸ons sur le

calcul des variations, which helped lay the foundations of

functional analysis (the word ‘functional’ was introduced by

him). Then in 1912 he was appointed as Professor of

Analysis at the E

´

cole Polytechnique. Near the end of 1912

Hadamard was elected to the Academy of Sciences to

succeed Poincare´. After the start of World War II, when

France fell to Germany in 1940, Hadamard, being a Jew,

escaped to the United States where he was appointed to a

visiting position at Columbia University. He left America in

1944 and spent a year in England before returning to Paris

after the end of the war. He was lauded as one of the last

universal mathematicians whose contributions broadly span

the ﬁelds of mathematics. He lived to 98 year old [118,128].

5.3. Fredholm

Erik Ivar Fredholm (1866–1927) was born in Stockholm,

Sweden. After his baccalaureate, Fredholm enrolled in 1886

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at the University of Uppsala, which was the only doctorate

granting university in Sweden at that time. Through an

arrangement he studied under Magnus Go¨sta Mittag-Lefﬂer

(1846–1927) at the newly founded University of Stockholm,

and acquired his PhD from the University of Uppsala in

1893. Fredholm’s ﬁrst publication ‘On a special class of

functions’ came in 1890. It so impressed Mittag-Lefﬂer that

he sent a copy of the paper to Poincare´. In 1898 he received

the degree of Doctor of Science from the same university.

Fredholm is best remembered for his work on integral

equations and spectral theory. Although Vito Volterra

(1860–1940) before him had studied the integral equation

theory, it was Fredholm who provided a more thorough

treatment. This work was accomplished during the months

of 1899 which Fredholm spent in Paris studying the

Dirichlet problem with Poincare´, Charles Emile Picard

(1856–1941), and Hadamard. In 1900 a preliminary report

was published and the work was completed in 1903 [67].

Fredholm’s contributions quickly became well known.

Hilbert immediately saw the importance and extended

Fredholm’s work to include a complete eigenvalue theory

for the Fredholm integral equation. This work led directly to

the theory of Hilbert spaces.

After receiving his Doctor of Science degree, Fredholm

was appointed as a Lecturer in mathematical physics at the

University of Stockholm. He spent his whole career at the

University of Stockholm being appointed to a chair in

mechanics and mathematical physics in 1906. In 1909–1910

he was Pro-Dean and then Dean in Stockholm University.

Fredholm wrote papers with great care and attention so

he produced work of high quality that quickly gained him a

high reputation throughout Europe. However, his papers

required so much effort that he wrote only a few. In fact, his

Complete Works in mathematics comprises of only 160

pages. After 1910 he wrote little beyond revisiting his

earlier work [128].

6. Extended Green’s formula

Green’s formula (25), originally designed to solve

electrostatic problems, was such a success that the idea

was followed to solve many other physical problems [166].

For example, Hermann Ludwig Ferdinand von Helmholtz

(1821–1894) in his study of acoustic problems presented the

following equation in 1860 [87], known as the Helmholtz

equation

V

2

fCk

2

f Z0 (38)

where k is a constant known as the wave number. He also

derived the fundamental solution of (38) as

f Z

cos kr

r

(39)

In the same paper he established the equivalent Green’s

formula

f Z

1

4p

__

G

cos kr

r

vf

vn

Kf

v

vn

cos kr

r

_ _ _ _

dS (40)

which can be compared to (25).

For elasticity, an important step toward deriving Green’s

formula was made by Enrico Betti (1823–1892) in 1872,

when he introduced the reciprocity theorem, one of the most

celebrated relation in mechanics [10]. The theory can be

stated as follows: given two independent elastic states in a

static equilibrium, (u, t, F) and (u

/

, t

/

, F

/

), where u and u

/

are displacement vectors, t and t

/

are tractions on a closed

surface G, and F and F

/

are body forces in the enclosed

region U, they satisfy the following reciprocal relation

__

G

(t

/

$u Kt$u

/

)dS Z

___

U

(F$u

/

KF

/

$u)dV (41)

The above theorem, known as the Betti–Maxwell recipro-

city theorem, was a generalization of the reciprocal

principle derived earlier by Maxwell [117] applied to

trusses. John William Strutt (Lord Rayleigh) (1842–1919)

further generalized the above theorem to elastodynamics in

the frequency domain, and also extended the forces and

displacements concept to generalized forces and general-

ized displacements [136,137].

In the same sequence of papers [10,11], Betti presented

the fundamental solution known as the center of dilatation

[114]

u

+

Z

1 K2n

8pG(1 Kn)

V

1

r

_ _

(42)

where G is the shear modulus, and n is the Poisson ratio. The

use of (42) in (41) produced the integral representation for

dilatation

e ZV$u Z

__

G

(t$u

+

Kt

+

$u)dS C

___

U

F$u

+

dV (43)

where t

*

is the boundary traction vector of the fundamental

solution (42).

The more useful formula that gives the integral equation

representation of displacements, rather than dilatation,

requires the fundamental solution of a point force in inﬁnite

space, which was provided by Kelvin in 1848 [101]

u

+

ij

Z

1

16pG(1 Kn)

1

r

x

i

x

j

r

2

C(3 K4n)d

ij

_ _

(44)

where d

ij

is the Kronecker delta. In the above we have

switched to the tensor notation, and the second index in u

*

ij

indicates the direction of the applied point force. Utilizing

(44), Carlo Somigliana (1860–1955) in 1885 [157] devel-

oped the following integral representation for displacements

u

j

Z

__

G

(t

i

u

+

ij

Kt

+

ij

u

i

)dS C

___

U

F

i

u

+

ij

dV (45)

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 281

Eq. (45), called the Somigliana identity, is the elasticity

counterpart of Green’s formula (25).

Volterra [183] in 1907 presented the dislocation solution

of elasticity, as well as other singular solutions such as

the force double and the disclination, generally known as the

nuclei of strain [114]. Further dislocation solutions were

given by Somigliana in 1914 [158] and 1915 [159]. For a

point dislocation in unbounded three-dimensional space, the

resultant displacement ﬁeld is

u

+

ijk

Z

1

4p(1 Kn)

!

1

r

2

(1 K2n)(d

kj

x

i

Kd

ij

x

k

Kd

ik

x

j

) K

2

r

2

x

i

x

j

x

k

_ _

(46)

This singular solution can be distributed over the boundary

G to give the Volterra integral equation of the ﬁrst kind

[182]

u

k

Z

__

G

u

+

kji

n

j

m

i

dS C

___

U

u

+

ki

F

i

dV (47)

where m

i

is the component of the distribution density vector

m, also known as the displacement discontinuity. Eq. (47) is

equivalent to (35) of the potential problem, and can be called

the double-layer method. The counterpart of the single-layer

method (33) is given by the Somigliana integral equation

u

j

Z

__

G

u

+

ji

s

i

dS C

___

U

u

+

ji

F

i

dV (48)

where s

i

is the component of the distribution density vector

s, known as the stress discontinuity.

Similar to Cauchy integral (37) for potential problems,

the complex variable potentials and integral equation

representation for elasticity exist, which was formulated

by Gury Vasilievich Kolosov (1867–1936) in 1909 [102].

These were further developed by Nikolai Ivanovich

Muskhelishvili (1891–1976) [125,126].

We can derive the above extended Green’s formulae in a

uniﬁed fashion. Consider the generalized Green’s theorem

[123]

_

U

(vL¦u¦ KuL

+

¦v¦)dx Z

_

G

(vB¦u¦ KuB

+

¦v¦)dx (49)

In the above u and v are two independent vector functions, L

is a linear partial differential operator, L

+

is its adjoint

operator, B is the generalized boundary normal derivative,

and B

+

is its adjoint operator. The right hand side of (49) is

the consequence of integration by parts of the left hand side

operators. Eq. (49) may be compared with the Green’s

second identify (24). If we assume that u is the solution of

the homogeneous equations

L(u) Z0 in U (50)

subject to certain boundary conditions, and v is replaced by

the fundamental solution of the adjoint operator satisfying

L

+

¦G¦ Zd (51)

Eq. (49) becomes the boundary integral equation

u Z

_

G

(uB

+

¦G¦ KGB¦u¦)dx (52)

As an example, we consider the general second order linear

partial differential equation is two-dimension

L¦u¦ ZA

v

2

u

vx

2

C2B

v

2

u

vxvy

CC

v

2

u

vy

2

CD

vu

vx

CE

vu

vy

CFu

(53)

where the coefﬁcients A,B,., and F are functions of x and y.

The generalized Green’s second identity in the form of (49)

exists with the deﬁnition of the operators [83]

L

+

¦v¦ Z

v

2

Av

vx

2

C2

v

2

Bv

vxvy

C

v

2

Cv

vy

2

K

vDv

vx

K

vEv

vy

CFv

(54)

B¦u¦ Z A

vu

vx

C2B

vu

vy

_ _

n

x

C C

vu

vy

CEu

_ _

n

y

(55)

B

+

¦v¦ Z

vAv

vx

KDv

_ _

n

x

C 2

vBv

vx

C

vCv

vy

_ _

n

y

(56)

If we require u and v to satisfy (50) and (51), respectively,

we then obtain the boundary integral equation formulation

(52).

6.1. Helmholtz

Hermann Ludwig Ferdinand von Helmholtz (1821–1894)

was born in Potsdam, Germany. He attended Potsdam

Gymnasium where his father was a teacher. His interests at

school were mainly in physics. However, due to the ﬁnancial

situation of his family, he accepted a government grant to

study medicine at the Royal Friedrich-Wilhelm Institute of

Medicine and Surgery in Berlin. His research career began in

1841 when he worked on the connection between nerve ﬁbers

and nerve cells for his dissertation. He rejected the dominant

physiology theory at that time, which was based on vital

forces, and strongly argued on the ground of physics and

chemistry principles. He graduated from the Medical

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Institute in 1843 and had to serve as a military doctor for 10

years. He spent all his spare time doing research.

In 1847 he published the important paper ‘Uber die

Erhaltung der Kraft’ that established the lawof conservation

of energy. In the following year, Helmholtz was released

from his obligation as an army doctor and became an

Assistant Professor and Director of the Physiological

Institute at Ko¨nigsberg. In 1855, he was appointed to the

Chair of Anatomy and Physiology in Bonn. Although at this

time Helmholtz had gained a world reputation, complaints

were made to the Ministry of Education from traditionalist

that his lectures on anatomy were incompetent. Helmholtz

reacted strongly to these criticisms and moved to Heidelberg

in 1857 to set up a newPhysiology Institute. Some of his most

important work was carried out during this time.

In 1858 Helmholtz published his important paper on the

motion of a perfect ﬂuid by decomposing it into translation,

rotation and deformation. His study on vortex tube played

an important role in the later study of turbulence in

hydrodynamics, and knot theory in topology. Helmholtz

also studied mathematical physics and acoustics, producing

in 1863 ‘On the Sensation of Tone as a Physiological Basis

for the Theory of Music’ [88]. From around 1866 Helmholtz

began to move away from physiology and toward physics.

When the Chair of Physics in Berlin became vacant in 1871,

he was able to negotiate a new Physics Institute under his

control. In 1883, he was ennobled by William I. In 1888, he

was appointed as the ﬁrst President of the Physikalisch-

Technische Reichsanstalt at Berlin, a post that he held until

his death in 1894 [32,128,192].

6.2. Betti

Enrico Betti (1823–1892) studied mathematics and

physics at the University of Pisa. He graduated in 1846 and

was appointed as an assistant at the university. In 1849 Betti

returned to his home town of Pistoia where he became a

teacher of mathematics at a secondary school. In 1854 he

moved to Florence where again he taught in a secondary

school. He was appointed as Professor of Higher Algebra at

the University of Pisa in 1857. In the following year Betti

visited the mathematical centres of Europe, including

Go¨ ttingen, Berlin, and Paris, making many important

mathematical contacts. In particular, in Go¨ttingen Betti met

and became friendly with Riemann. Back in Pisa he moved in

1859 to the Chair of Analysis and Higher Geometry.

During those days the political and military events in

Italy were intensifying as the country came nearer to

uniﬁcation. In 1859 there was a war with Austria and by

1861 the Kingdom of Italy was formally created. Betti

served the government of the new country as a member of

Parliament. In 1863 Riemann left his post as Professor of

Mathematics at Go¨ttingen and move to Pisa, hoping that

warmer weather would cure his tuberculosis. Inﬂuenced by

his friend Riemann, Betti started to work on potential theory

and elasticity. His famous theory of reciprocity in elasticity

was published in 1872.

Over quite a number of years Betti mixed political service

with service for his university. He served a term as Rector of

the University of Pisa and in 1846 became the Director of its

teacher’s college, the Scuola Normale Superiore, a position

he held until his death. Under his leadership the Scuola

Normale Superiore in Pisa became the leading Italian centre

for mathematical research and education. He served as an

Undersecretary of State for education for a fewmonths, and a

Senator in the Italian Parliament in 1884 [128].

6.3. Kelvin

William Thomson (Lord Kelvin) (1824–1907) was well

prepared by his father, James Thomson, Professor of

Mathematics at the University of Glasgow, for his career.

He attended Glasgow University at the age of 10, and later

entered Cambridge University at 17. It was expected that he

would won the senior wrangler position at graduation; but to

his and his father’s disappointment, he ﬁnished the second

wrangler in 1845. The ﬁerce competition of the ‘tripos’, an

honors examination instituted at Cambridge in 1824,

attracted many best young minds to Cambridge in those

days. Among Thomson’s contemporaries were Stokes, a

senior wrangler in 1841, and Maxwell, a second wrangler in

1854. In 1846 the Chair of Natural Philosophy in Glasgow

became vacant. Thomson’s father ran a successful campaign

to get his son elected to the chair at the age of 22.

Thomson was foremost among the small group of British

scientists who helped to lay the foundations of modern

physics. His contributions to science included a major role

in the development of the second law of thermodynamics,

the absolute temperature scale (measured in ‘kelvins’), the

dynamical theory of heat, the mathematical analysis of

electricity and magnetism, including the basic ideas for the

electromagnetic theory of light, the geophysical

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determination of the age of the Earth, and fundamental work

in hydrodynamics. His theoretical work on submarine

telegraphy and his inventions of mirror-galvanometer for

use on submarine cables aided Britain in laying the

transatlantic cable, thus gaining the lead in world com-

munication. His participation in the telegraph cable project

earned him the knighthood in 1866, and a large personal

fortune [151,167].

6.4. Rayleigh

John William Strutt (Lord Rayleigh) (1842–1919) was

the eldest son of the second Baron Rayleigh. After studying

in a private school without showing extraordinary signs of

scientiﬁc capability, he entered Trinity College, Cambridge,

in 1861. As an undergraduate, he was coached by Edward

John Routh (1831–1907), who had the reputation of being

an outstanding teacher in mathematics and mechanics.

Rayleigh (a title he did not inherit until he was thirty years

old) was greatly inﬂuence by Routh, as well as by Stokes.

He graduated in 1865 with top honors garnering not only the

Senior Wrangler title, but also the ﬁrst Smith’s prizeman.

Rayleigh was faced with a difﬁcult decision: knowing that

he would succeed to the title of the third Baron Rayleigh,

taking up a scientiﬁc career was not really acceptable to the

members of his family. By this time, however, Rayleigh was

determined to devote his life to science so that his social

obligations would not stand in his way.

In 1866, Rayleigh was elected to a fellowship of Trinity

College. Around that time he read Helmholtz’ book On the

Sensations of Tone [88], and became interested in acoustics.

Rayleigh was married in 1871, and had to give up his

fellowship at Trinity. In 1872, Rayleigh had an attack of

rheumatic fever and was advised to travel to Egypt for his

health. He took his wife and several relatives sailed down

the Nile during the last months of 1872, returning to

England in the spring of 1873. It was during that trip that he

started his work on the famous two volume treatise The

Theory of Sound [137], eventually published in 1877.

Rayleigh’s father died in 1873. He became the third

Baron Rayleigh and had to devote part of his time

supervising the estate. In 1879, Maxwell died, and Rayleigh

was elected to the vacated post of Cavendish Professor of

Experimental Physics at Cambridge. At the end of 1884,

Rayleigh resigned his Cambridge professorship and settled

in his estate. There in his self-funded laboratory he

continued his intensive scientiﬁc work to the end of his

life. Rayleigh made many important scientiﬁc contributions

including the ﬁrst correct light scattering theory that

explained why the sky is blue, the theory of soliton, the

surface wave known as Rayleigh wave, the hydrodynamic

similarity theory, and the Rayleigh–Ritz method in

elasticity. In 1904 Rayleigh won a Nobel Prize for his

1895 discovery of argon gas. He also served many public

functions including being the President of the London

Mathematical Society (1876–1878), President of the

Royal Society of London (1905–1908), and Chancellor of

Cambridge University (1908 until his death) [138,168].

6.5. Volterra

Vito Volterra (1860–1940) was born in Ancona, Italy, a

city on the Adriatic Sea. When Volterra was 2-year old, his

father died and he was raised by his uncle. Volterra began

his studies at the Faculty of Natural Sciences of the

University of Florence in 1878. In the following year he

won a competition to become a student at the Scuola

Normale Superiore di Pisa. In 1882, he graduated with a

doctorate in physics at the University of Pisa. Among his

teachers were Betti, who held the Chair of Rational

Mechanics. Betti was impressed by his student that upon

graduation he appointed Volterra his assistant. In 1883

Volterra was given a Professorship in Rational Mechanics at

Pisa. Following Betti’s death in 1892 he was also in charge

of mathematical physics. From 1893 until 1900 he held the

Chair of Rational Mechanics at the University of Torino. In

1900 he moved to the University of Rome, succeeding

Eugenio Beltrami (1835–1900) as Professor of Mathemat-

ical Physics. Volterra’s work encompassed integral

equations, the theory of functions of a line (later called

functionals after Hadamard), the theory of elasticity,

integro-differential equations, the description of hereditary

phenomena in physics, and mathematical biology. Begin-

ning in 1912, Volterra regularly lectured at the Sorbonne in

Paris.

In 1922, when the Fascists seized power in Italy,

Volterra—a Senator of the Kingdom of Italy since 1905—

was one of the few who spoke out against fascism,

especially the proposed changes to the educational system.

At that time (1923–1926) he was President of the

Accademia Nazionale dei Lincei, and he was regarded as

the most eminent man of science in Italy. As a direct result

of his unwavering stand, especially his signing of

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 284

the ‘Intellectual’s Declaration’ against fascism in 1926 and,

5 years later, his refusal to swear the oath of allegiance to the

fascist government imposed on all university professors,

Volterra was dismissed from his chair at the University of

Rome in 1931. In the following year he was deprived of all

his memberships in the scientiﬁc academies and cultural

institutes in Italy. From that time on he lectured and

lived mostly abroad, in Paris, in Spain, and in other

European countries. Volterra died in isolation on October

11, 1940 [28].

6.6. Somigliana

Carlo Somigliana (1860–1955) began his university

study at Pavia, where he was a student of Beltrami. Later he

transferred to Pisa and had Betti among his teachers, and

Volterra among his contemporaries. He graduated from

Scuola Normale Superiore di Pisa in 1881. In 1887

Somigliana began teaching as an assistant at the University

of Pavia. In 1892, as the result of a competition, he was

appointed as University Professor of Mathematical Physics.

Somigliana was called to Turin in 1903 to become the Chair

of Mathematical Physics. He held the post until his

retirement in 1935, and moved to live in Milan. During

the World War II, his apartment in Milan was destroyed.

After the war he retreated to his family villa in Casanova

Lanza and stayed active in research until near his death in

1955.

Somigliana was a classical physicist–mathematician

faithful to the school of Betti and Beltrami. He made

important contributions in elasticity. The Somigliana

integral equation for elasticity is the equivalent of Green’s

formula for potential theory. He is also known for the

Somigliana dislocations. His other contributions included

seismic wave propagation and gravimetry [173].

6.7. Kolosov

Gury Vasilievich Kolosov (1867–1936) was educated at

the University of St Petersburg. After working at Yurev

University from 1902 to 1913, he returned to St Petersburg

where he spent the rest of his career. He studied the

mechanics of solid bodies and the theory of elasticity,

particularly the complex variable theory. In 1907 Kolosov

derived the solution for stresses around an elliptical hole. It

showed that the concentration of stress became far greater as

the radius of curvature at an end becomes small compared

with the overall length of the hole. Engineers needed to

understand the issue of stress concentration in order to keep

their design safe [128].

7. Pre-electronic computer era

Numerical efforts solving boundary value problems

predate the emergence of digital computers. One important

contribution is the Ritz method, proposed by Walter Ritz

(1878–1909) in 1908 [140]. When applied to subdomains,

the Ritz method is considered to be the forerunner of the

Finite Element Method [194]. Ritz’ idea involves the use of

variational method and trial functions to ﬁnd approximate

solutions of boundary value problems. For example, for the

following functional

PZ

___

U

1

2

(Vf)

2

dV K

__

G

vf

vn

(fKf )dS (57)

ﬁnding its stationary value by variational method leads to

dPZK

___

U

dfV

2

f dV K

__

G

d

vf

vn

_ _

(fKf )dS Z0 (58)

Since the variation is arbitrary, the above equation is

equivalent to the statement of Dirichlet problem

V

2

f Z0 in U (59)

and

f Zf (x) on G (60)

Ritz proposed to approximate f using a set of trial functions

j

i

by the ﬁnite series

fz

n

iZ1

a

i

j

i

(61)

where a

i

are constant coefﬁcients to be determined. Eq. (61)

is substituted into the functional (57) and the variation is

taken with respect to the n unknown coefﬁcients a

i

. The

domain and boundary integration were performed, often in

the subdomains, to produce numerical values. This leads to

a linear system that can be solved for a

i

. The above

procedure involves the integration over the solution domain;

hence it is considered as a domain method, not a boundary

method.

Based on the same idea, Erich Trefftz (1888–1937) in his

1926 article ‘A counterpart to Ritz method’ [171,172]

devised the boundary method, known as the Trefftz method.

Utilizing Green’s ﬁrst identity (23), we can write (57) in an

alternate form

PZK

___

U

1

2

fV

2

f dV K

__

G

vf

vn

1

2

fKf

_ _

dS (62)

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 285

In making the approximation (61), Trefftz proposed to use

trial functions j

i

that satisfy the governing differential

equation

V

2

j

i

Z0 (63)

but not necessarily the boundary condition. For Laplace

equation, these could be the harmonic polynomials

j

i

Z¦1; x; y; z; x

2

Ky

2

; y

2

Kz

2

; z

2

Kx

2

; xy; yz; .¦ (64)

With the substitution of (61) into (62), the domain integral

vanishes, and the functional is approximated as

PzK

__

G

n

iZ1

a

i

vj

i

vn

1

2

n

iZ1

a

i

j

i

Kf

_ _

dS (65)

Taking variation of (65) with respect to the undetermined

coefﬁcients a

j

, and setting each part associated with the

variations da

j

to zero, we obtain the linear system

n

iZ1

a

ij

a

i

Zb

j

; j Z1; .; n (66)

where

a

ij

Z

1

2

__

G

vj

i

j

j

vn

dS (67)

b

j

Z

__

G

f

vj

j

vn

dS (68)

Eq. (66) can be solved for a

i

.

The above procedure requires the integration of functions

over the solution boundary. In the present day Trefftz

method, a simpler procedure is often taken. Rather than

minimizing the functional over the whole boundary, one can

enforce the boundary condition on a ﬁnite set of boundary

points x

j

such that

f(x

j

) z

n

iZ1

a

i

j

i

(x

j

) Zf (x

j

); j Z1; .; n and x

j

2G

(69)

This is a point collocation method and there is no integration

involved. Eq. (69) can also be derived from a weighted

residual formulation using Dirac delta function as the test

function.

Following the same spirit of the Trefftz method, one can

use the fundamental solution as the trial function. Since

fundamental solution satisﬁes the governing equation as

L¦G(x; x

/

)¦ Zd(x; x

/

) (70)

where L is a linear partial differential operator, G is the

fundamental solution of that operator, and d is the Dirac

delta function. It is obvious that the approximate solution

f(x) z

n

iZ1

a

i

G(x; x

i

); x2U; x

i

;U (71)

satisﬁes the governing equation as long as the source points

x

i

are placed outside of the domain. To ensure that the

boundary condition is satisﬁed, again the point collocation

is applied:

f(x

j

) z

n

iZ1

a

i

G(x

j

; x

i

) Zf (x

j

); j Z1; .; n and x

j

2G

(72)

This is called the method of fundamental solutions.

The superposition of fundamental solutions is a well

known solution technique in ﬂuid mechanics for exterior

domain problems. William John Macquorn Rankine (1820–

1872) in 1864 [135] showed that the superposition of

sources and sinks along an axis, combining with a rectilinear

ﬂow, created the ﬁeld of uniform ﬂow around closed bodies,

known as Rankine bodies. Various combinations were

experimented to create different body shapes. However,

there was no direct control over the shape. It took Theodore

von Ka´rma´n (1881–1963) in 1927 [184] to propose a

collocation procedure to create the arbitrarily desirable body

shapes. He distributed nC1 sources and sinks of unknown

strengths along the axis of an axisymmetric body, adding to

a rectilinear ﬂow

f(x) zUx C

nC1

iZ1

s

i

4pr(x; x

i

)

(73)

where U is the uniform ﬂow velocity, x

i

are points on x-axis,

and s

i

are source/sink strengths. The strengths can be

determined by forcing the normal ﬂux to vanish at n

speciﬁed points on the meridional trace of the axisymmetric

body. An auxiliary condition

nC1

iZ1

s

i

Z0 (74)

is needed to ensure the closure of the body. In fact, other

singularities, such as doublets (dipoles) and vortices, can be

distributed inside a body to create ﬂow around arbitrarily

shaped two- and three-dimensional bodies [174].

In 1930 von Ka´rma´n [185] further proposed the

distribution of singularity along a line inside a two-

dimensional streamlined body to generate the potential

f(x) ZK

_

L

ln r(x; x)s(x)ds(x); x2U

e

(75)

where f is the perturbed potential from the uniform ﬂow

ﬁeld, s is the distribution density, L is a line inside the body,

and U

e

is the external domain (Fig. 3a). For vanishing

potential at inﬁnity, the following auxiliary condition is

needed

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 286

_

L

s(x)ds(x) Z0 (76)

To ﬁnd the distribution density, Neumann boundary

condition is enforced on a set of discrete points x

i

, iZ

1,.n, on the surface of the body

vf(x

i

)

vn(x

i

)

ZK

_

L

v ln r(x

i

; x)

vn(x

i

)

s(x)ds(x); x

i

2C (77)

where C is the boundary contour (Fig. 3a).

Prager [134] in 1928 proposed a different idea: vortices

are distributed on the surface of a streamlined body (Fig. 3b)

to generate the desirable potential. When this is written in

terms of stream function j, the integral equation becomes

j(x) ZK

_

C

ln r(x; x)s(x)ds(x); x2U

e

(78)

In this case, Dirichlet condition is enforced on the surface of

the body.

Lotz [113] in 1932 proposed the discretization of

Fredholm integral equation of the second kind on the

surface of an axisymmetric body for solving external ﬂow

problems. The method was further developed by Vandrey

[177,178] in 1951 and 1960. Other early efforts in solving

potential ﬂows around obstacles, prior to the invention of

electronic computers, can be found in a review [90].

In 1937 Muskhelishvili [124] derived the complex

variable equations for elasticity and suggested to solve

them numerically. The actual numerical implementation

was accomplished in 1940 by Gorgidze and Rukhadze [78]

in a procedure that resembled the present-day BEM: it

divided the contour into elements, approximated the

function within the elements, and formed a linear algebraic

system consisting the unknown coefﬁcients.

The above review demonstrates that ﬁnding approximate

solutions of boundary value problems using boundary or

boundary-like discretization is not a new idea. These early

attempts of Trefftz, von Ka´rma´n, and Muskhelishvili existed

before the electronic computers. However, despite these

heroic attempts, without the aid of modern computing tools

these calculations had to be performed by human or

mechanical computers. The drudgery of computation was

a hindrance for their further development; hence these

methods remained dormant for a while and had to wait for a

later date to be rediscovered.

7.1. Ritz

Walter Ritz (1878–1909) was born in Sion in the southern

Swiss canton of Valais. As a specially gifted student, the

young Ritz excelled academically at the Lyce`e communal of

Sion. In 1897 he entered the Polytechnic School of Zurich

where he began studies in engineering. He soon found that

he could not live with the approximations and compromises

involved with engineering, so he switched to the more

mathematically exacting studies in physics, where Albert

Einstein (1879–1955) was one of his classmates. In 1901 he

transferred to Go¨ttingen, where his rising aspirations were

strongly inﬂuenced by Woldemar Voigt (1850–1919) and

Hilbert. Ritz’s dissertation on spectroscopic theory led to

what is known as the Ritz combination principle. In the next

few years he continued his work on radiation, magnetism,

electrodynamics, and variational method. But in 1904 his

health failed and he returned to Zurich. During the following

3 years, Ritz unsuccessfully tried to regain his health and

was outside the scientiﬁc centers. In 1908 he relocated to

Go¨ttingen where he qualiﬁed as a Privat Dozent. There he

produced his opus magnum Recherches critiques sur

l’E

´

lectrodynamique Ge´ne´rale. In 1908–1909 Ritz and

Einstein held a war in Physikalische Zeitschrift over the

proper way to mathematically represent black-body radi-

ation and over the theoretical origin of the second law of

thermodynamics. The debated was judged to Ritz’s favor.

Six weeks after the publication of this series, Ritz died at the

age of 31, leaving behind a short but brilliant career in

physics [69].

Fig. 3. Two methods of distributing sigularities: (a) sources, sinks, and

doublets on a line L inside the airfoil; (b) vortices on the surface C of the

airfoil.

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 287

7.2. von Ka´rma´n

Theodore von Ka´ rma´ n (1881–1963) was born in

Budapest, Hungary. He was trained as a mechanical

engineer in Budapest and graduated in 1902. He did further

graduate studies at Go¨ttingen and earned his PhD in 1908

under Ludwig Prandtl (1875–1953). In 1911 he made an

analysis of the alternating double row of vortices behind a

bluff in a ﬂuid stream, known as Ka´rma´n’s vortex street. In

1912, at the age of 31, he became Professor and Director of

Aeronautical Institute at Aachen, where he built the world’s

ﬁrst wind tunnel. In World War I, he was called into military

service for the Austro-Hungarian Empire and became Head

of Research in the Air Force, where he led the effort to build

the ﬁrst helicopter.

After the war, he was instrumental in calling an

International Congress on Aerodynamics and Hydrodyn-

amics at Innsbruck, Austria, in 1922. This meeting became

the forerunner of the International Union of Theoretical and

Applied Mechanics (IUTAM) with von Ka´rma´n as its

honorary president. He ﬁrst visited the United States in

1926. In 1930 he headed the Guggenheim Aeronautical Lab

at the California Institute of Technology. In 1944, he

cofounded of the present NASA Jet Propulsion Laboratory

and undertook America’s ﬁrst governmental long-range

missile and space-exploration research program. His

personal scientiﬁc work included contributions to ﬂuid

mechanics, turbulence theory, supersonic ﬂight, mathemat-

ics in engineering, and aircraft structures. He is widely

recognized as the father of modern aerospace science [186].

7.3. Trefftz

Erich Trefftz (1888–1937) was born on February 21,

1888 in Leipzig, Germany. In 1890, the family moved to

Aachen. In 1906 he began his studies in mechanical

engineering at the Technical University of Aachen, but

soon changed to mathematics. In 1908 Trefftz transferred to

Go¨ttingen, at that time the Mecca of mathematics and

physics. Here after Gauss, Dirichlet, and Riemann, now

Hilbert, Felix Christian Klein (1849–1925), Carle David

Tolme´ Runge (1856–1927), and Prandtl created a continu-

ous progress of ﬁrst-class mathematics. Trefftz’s most

important teachers were Runge, Hilbert and also Prandtl,

the genius mechanician in modern ﬂuid- and aero-dynamics.

Trefftz spent 1 year at the Columbia University, New York,

and then left Go¨ttingen for Strassburg to study under the

guidance of the famous Austrian applied mathematician

Richard von Mises (1883–1953), who founded the GAMM

(Gesellschaft fu¨r Angewandte Mathematik und Mechanik)

in 1922 together with Prandtl. Mises was also the ﬁrst editor

of ZAMM (Zeitschrift fu¨r Angewandte Mathematik und

Mechanik).

Trefftz’s academic career began with his doctoral thesis

in Strassburg in 1913, where he solved a mathematical

problem of hydrodynamics. He was a soldier in the ﬁrst

World War, but already in 1919 he got his habilitation and

became a Full Professor of Mathematics in Aachen. In the

year 1922 he got a call as a Full Professor with a Chair in the

Faculty of Mechanical Engineering at the Technical

University of Dresden. There he became responsible for

teaching and research in strength of materials, theory of

elasticity, hydrodynamics, aerodynamics and aeronautics.

In 1927 he moved from the engineering to the mathematical

and natural science faculty, being appointed there as a Chair

in Technical (Applied) Mechanics.

Trefftz had a lifelong friendship with von Mises, who,

being a Jew, had to leave Germany in 1933. Trefftz felt and

showed outgoing solidarity and friendship to von Mises, and

he clearly was in expressed distance to the Hitler regime

until his early death in 1937. Feeling the responsibility for

science, he took over the Presidentship of GAMM, and

became the Editor of ZAMM in 1933 in full accordance

with von Mises [160].

7.4. Muskhelishvili

Nikolai Ivanovich Muskhelishvili (1891–1976) was a

student at the University of St Petersburg. He was naturally

inﬂuenced by the glorious tradition of the St Petersburg

mathematical school, which began with Euler and continued

by the prominent mathematicians such as Ostrogradsky,

Pafnuty Lvovich Chebyshev (1821–1894), and Aleksandr

Mikhailovich Lyapunov (1857–1918). As an undergraduate

student, Muskhelishvili was greatly impressed by the

lectures of Kolosov on the complex variable theory of

elasticity. Muskhelishvili took this topic as his graduation

thesis and performed brilliantly that Kolosov decided to

publish these results as a coauthor with his student in 1915.

In 1922 Muskhelishvili became a Professor at the Tbilisi

State University, where he remained until his death. In 1935

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 288

he published the masterpiece Some Basic Problems of the

Mathematical Theory of Elasticity, which won him the

Stalin Prize of the First Degree. He held many positions

such as Chair, Director, President, at Tbilisi and the

Georgian Branch of USSR Academy of Sciences, and

received many honors [196,197].

8. Electronic computer era

Although electronic computers were invented in the

1940s, they did not become widely available to common

researchers until the early 1960s. It is not surprising that the

development of the ﬁnite element method [38], as well as a

number of other numerical methods, started around that

time. A number of independent efforts of experimenting on

boundary methods also emerged in the early 1960s. Some of

the more signiﬁcant ones are reviewed below.

Friedman and Shaw [68] in 1962 solved the scalar wave

equation

V

2

fK

1

c

2

v

2

f

vt

2

Z0 (79)

in the time domain for the scattered wave ﬁeld resulting

from a shock wave impinging on a cylindrical obstacle. In

the above f is the velocity potential and c is the wave speed.

The use of the fundamental solution

G ZK

1

r

d

r

c

K(t Kt

0

)

_ _

(80)

where d is the Dirac delta function, in Green’s second

identity (24) produced the boundary integral equation

f

sc

(x; t) Z

1

4p

_

t

C

0

__

G

G

vf

sc

vn

Kf

sc

vG

vn

_ _

dS dt

0

(81)

where f

sc

is the scattered wave ﬁeld. Eq. (81) was further

differentiated with respect to time to create the equation for

acoustic pressure. For a two-dimensional problem, the

equation was discretized in space (boundary contour) and in

time that resulted into a double summation. Variables were

assumed to be constant over space and time subintervals, so

the integration could be performed exactly. Finite difference

explicit time-stepping scheme was used and the resultant

algebraic system required only successive, not simultaneous

solution. The computation was carried out using a Monroe

desk calculator [154]. The scattering due to a box-shaped

rigid obstacle was solved. The work was extended in 1967

by Shaw [152] to handle different boundary conditions on

the obstacle surface, and by Mitzner [122] using the retarded

potential integral representation.

Banaugh and Goldsmith [5] in 1963 tackled the two-

dimensional wave equation in the frequency domain,

governed by the Helmholtz equation (38). The 2-Dboundary

integral equation counterpart to the 3-D version (40) is

f Z

i

4

_

C

H

(1)

0

(kr)

vf

vn

Kf

vH

(1)

0

(kr)

vn

_ _

ds (82)

where H

(1)

0

is the Hankel function of the ﬁrst kind of order

zero, k is the wave number, and iZ

ﬃﬃﬃﬃﬃﬃ

K1

_

. Eq. (82) is solved in

the complex variable domain. Similar to Friedman and Shaw

[68], the integration over a subinterval was made easy by

assuming constant variation of the potential on the

subinterval. The problem of a steady state wave scattered

from the surface of a circular cylinder was solved as a

demonstration. An IBM 7090 mainframe computer was used

for the numerical solution. It is of interest to observe that the

discretization was restricted to 36 points, corresponding to 72

unknowns (real and imaginary parts), due to the memory

restriction of the computer. A larger linear system would

have required the read/write operation on the tape storage and

special linear system solution algorithm.

In the same year (1963) Chen and Schweikert [36] solved

the three-dimensional sound radiation problem in the

frequency domain using the Fredholm integral equation of

the second kind

vf(x)

vn(x)

ZK2ps(x) C

__

G

s(x)

v

vn(x)

e

ikr

r

_ _

dS(x); x2G

(83)

Problems of vibrating spherical and cylindrical shells in

inﬁnite ﬂuid domain were solved. The surface was divided

into triangular elements. An IBM 704 mainframe was used,

which allowed up to 1000 degrees of freedom to be

modeled.

Subsequent work using integral equation solving acous-

tic scattering problems included Chertock [37] in 1964, and

Copley in 1967 [40] and 1968 [41]. Copley was the ﬁrst to

report the non-uniqueness of integral equation formulation

due to the existence of eigen frequencies. Schenck [150] in

1968 presented the CHIEF (combined Helmholtz integral

equation formulation). Waterman developed the null-ﬁeld

and T-matrix method, ﬁrst in 1965 [188] for solving

electromagnetic scattering problems, and then in 1969

[189] for acoustic problems. In both the CHIEF and the

T-matrix method, the so-called ‘null-ﬁeld integral equation’

or the ‘interior Helmholtz integral equation’ was utilized:

0 Z

__

G

f(x)

vG(x; x)

vn(x)

KG(x; x)

vf(x)

vn(x)

dS(x); x2U

i

(84)

where U

i

is the interior of the scatterer, and

G ZK

1

4pr

e

Kikr

(85)

is the free-space Green’s function of Helmholtz equation.

The left hand side of (84) is null because the source point x

is placed inside the body, which is outside the wave ﬁeld.

The above equation was combined with the exterior integral

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 289

equation to eliminate the non-unique solution, or the so-

called ‘spurious frequencies’.

Returning to potential problems, Maurice Aaron Jaswon

(1922-) and Ponter [95] in 1963 employed Green’s third

identity (25) for the numerical solution of prismatic bars

subjected to torsion in two dimensions,

f(x) Z

1

p

_

C

f(x)

v ln r(x; x)

vn(x)

Kln r(x; x)

vf(x)

vn(x)

_ _

ds(x);

x2C (86)

The boundary conditions were Dirichlet type. Ponter [133]

in 1966 extended it to multiple domain problems.

Jaswon [97] and Symm [164] in 1963 used the single-

layer method, i.e. the Fredholm equation of the ﬁrst kind as

shown in (33), but in two dimensions,

f(x) ZK

_

C

ln r(x; x) s(x)ds(x); x2C (87)

for the solution of Dirichlet problems. The above equation

was supposedly to be unstable. However, apparently good

solutions were obtained. For Neumann problems, the

Fredholm integral equation of the second kind

vf(x)

vn(x)

Zps(x) K

_

C

v ln r(x; x)

vn(x)

s(x)ds(x); x2C (88)

was used. In the same paper [164], a mixed boundary value

problem was solved using Green’s formula (86), rather than

the Fredholm integral equations.

Hess [89] in 1962 and Hess and Smith [91] in 1964

utilized the single-layer method (30) to solve problems of

external potential ﬂow around arbitrary three-dimensional

bodies

vf(x)

vn(x)

ZK2ps(x) C

__

G

v1=r(x; x)

vn(x)

s(x)ds(x); x2G (89)

The formulation was the same as that of Lotz [113] and

Vandrey [177,178]. The surface of the body was

discretized into quadrilateral elements and the source

density was assumed to be constant on the element. This

technique, called the surface source method, has been

developed into a powerful numerical tool for the aircraft

industry [90].

Massonet [115] in 1965 discussed a number of ideas of

using boundary integral equations solving elasticity pro-

blems. Numerical solutions were carried out in two cases. In

the ﬁrst case, Fredholm integral equation of the second kind

was used to solve torsion problems:

f(x) ZKpm(x) K

_

C

v ln r(x; x)

vn(x)

m(x)ds(x); x2C (90)

In the second case, plane elasticity problems were solved

using the distribution of the radial stress ﬁeld resulting from

a half-plane point force on the boundary. The following

Fredholm equation of the second kind was used:

t(x) Zm(x) K

2

p

_

C

m(x)

cos 4 cos a

r

e

r

ds(x); x2C

(91)

where t is the boundary traction vector, m is the intensity of

the ﬁctitious stress, m is its magnitude, e

r

is the unit vector in

the r direction, f is the angle between the two vectors m and

e

r

, and a is the angle between e

r

and the boundary normal.

Solution were found using the iterative procedure of

successively approximating the function m. Due to the

half-plane kernel function used, this technique applies only

to simply-connected domains.

During the ﬁrst decade of the 20th century, the

introduction of the Fredholm integral equation theorem

put the potential theory on a solid foundation. Although

attempted by Fredholm himself, the same level of success

was not found for elasticity problems. In fact, similar

rigorousness was not accomplished for another 40 years

[72]. Started in the 1940s, the Georgian school of

elasticians, led by Muskhelishvili [196,197] and followed

by Ilia Nestorovich Vekua (1907–1977) [179], Nikolai

Petrovich Vekua (1913–1993) [180], and Victor Dmitrievich

Kupradze (1903–1985) [104,106], all associated with the

Tbilisi State University, together with Solomon Grigorevich

Mikhlin (1908–1991) [120] of St Petersburg, made import-

ant progresses in the theory of vector potentials (elasticity)

through the study of singular integral equations. The initial

development, however, was limited to one-dimensional

singular integral equations, which solved only two-dimen-

sional problems. The development of multi-dimensional

integral equations started in the 1960s [72].

Kupradze in 1964 [105] and 1965 [104] discussed a

method for ﬁnding approximate solutions of potential and

elasticity static and dynamic problems. He called the

approach ‘method of functional equations’. Numerical

examples were given in two dimensions. For potential

problems with the Dirichlet boundary condition

f Zf (x); x2C (92)

where C is the boundary contour, the solution is represented

by the pair of integral equations

f(x) Z

1

2p

_

C

f (x)

v ln r(x; x)

vn(x)

ds(x) C

1

p

_

C

s(x)ln r(x; x)ds(x);

x2U (93)

0 Z

1

2p

_

C

f (x)

v ln r(x; x)

vn(x)

ds(x) C

1

p

_

C

s(x)ln r(x; x)ds(x);

x2C

/

(94)

In the above C

/

is an arbitrary auxiliary boundary that

encloses C, and s is the distribution density, which needs to

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 290

be solved from (94). We notice that the above equations

involve the distribution of both the single-layer and the

double-layer potential. Another observation is that in (94) the

center of singularity x is located on C

/

, which is outside of the

solution domain U. Since C and C

/

are distinct contours, Eq.

(94) is not an integral equation in the classical sense, in which

the singularities are located on the boundary. This is why the

term‘functional equation’ was used instead. In the numerical

implementation, C

/

was chosen as a circles, upon which n

nodes were selected to place the singularity. Since the

singularities were not located on the boundary C, the

integrals in (94) were regular and could be numerically

evaluated using a simple quadrature rule. Gaussian quad-

rature with n nodes was used for the integration. The resultant

linear systemwas solved for the n discrete s values located at

the quadrature nodes. Eq. (93) was then used to ﬁnd solution

at any point in the domain.

For elasticity problems, the same technique was

employed. For static, two-dimensional problems with

prescribed boundary displacement

u

i

Zf

i

(x); x2C (95)

the following pair of vector integral equations solve the

boundary value problem:

u

j

(x) Z

1

p

_

C

s

i

(x)u

f

ij

(x; x)ds(x) K

1

2p

_

C

f

i

(x)u

d

ij

(x; x)ds(x);

x2U (96)

0 Z

1

p

_

C

s

i

(x)u

f

ij

(x; x)ds(x) K

1

2p

_

C

f

i

(x)u

d

ij

(x; x)ds(x);

x2C

/

(97)

where s

i

is the distribution density (vector), and the kernel

u

f

ij

Z

1

4G(1 Kn)

(3 K4n)d

ij

ln r K

x

i

x

j

r

2

_ _

(98)

is the fundamental solution due to a point force (single-layer

potential) in the x

j

direction, and

u

d

ij

Z

1

2(1 Kn)

!

1

r

(1 K2n)

n

i

x

j

r

K

n

j

x

i

r

Cd

ij

vr

vn

_ _

C2

x

i

x

j

r

2

vr

vn

_ _

(99)

is the fundamental solution due to a dislocation (double-

layer potential) oriented in the x

j

direction. Kupradze’s

method was closely followed in Russia under the name

‘potential method’, particularly in the solution of shells [71,

176] and plates [103,181].

Kupradze’s technique of distributing fundamental sol-

utions on an exterior, auxiliary boundary has been

considered by some as the origin of the ‘method of

fundamental solutions’ [14]. However, in most applications

[65], the method of fundamental solutions often bypasses

the integral equation formulation. It considers the distri-

bution of admissible solutions of discrete and unknown

density on an external auxiliary boundary, for example, in

the form of (71). The boundary conditions are satisﬁed by

collocating at a set of boundary nodes. Hence the method of

fundamental solutions, although can be viewed as a special

case of the method of functional equations, was in

fact independently developed. For example, Oliveira [130]

in 1968 proposed the use of fundamental solution of

point forces linearly distributed over linear segments to

solve plane elasticity problems. For potential problems,

the recent origin can be traced to Mathon and Johnston [116]

in 1977.

Another type of problems that has traditionally used

boundary methods involves problems with discontinuities

such as fractures, dislocations resulting from imperfec-

tions of crystalline structures, interface between dissim-

ilar materials, and other discontinuities. In these cases,

certain physical quantities, such as displacements or

stresses, suffer a jump. These discontinuities can be

simulated by the distribution of singular solutions such

as the Volterra [183] and Somigliana dislocations [158,

159] over the physical surface, which often results in

integral equations [12,62]. For example, integral

equation of this type

A(x)j(x) C

1

p

_

b

a

B(x

/

)j(x

/

)

x

/

Kx

dx

/

C

_

b

a

K(x; x

/

)j(x

/

)dx

/

Zf (x);

a!x!b (100)

and other types were numerically investigated by

Erdogan and Gupta [60,61] in 1972 using Chebyshev

and Jacobi polynomials for the approximation. These

type of one-dimensional singular integral equations has

also been solved using piece-wise, low degree poly-

nomials [74].

The review presented so far has focused on the solution

of physical and engineering problems. The formulations

often borrow the physical idea of distributing concentrated

loads; hence the integral equations are typically singular.

Due to the existence of multiple spatial and the time

dimensions in physical problems, the integral equations are

often multi-dimensional.

For the mathematical community, the effort of ﬁnding

approximate solutions of integral equations existed since the

major breakthrough of Fredholm in the 1900s. Early efforts

focused on ﬁnding successive approximations of linear,

one-dimensional, and non-singular integral equations.

Different kinds of integral equations that may or may not

have physical origin were investigated. One of the ﬁrst

monographs on numerical solution of integral equations is

by Bu¨ckner [29] in 1952. Another early monograph is by

Mikhlin and Smolitsky [121] in 1967. The ﬁeld ﬂourished in

the 1970 with the publication of several monographs—

Kagiwada and Kalaba [98] in 1974, Atkinson [2] in 1976,

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 291

Ivanov [92] in 1976, and Baker [4] in 1977. As mentioned

above, mostly one-dimensional integral equations were

investigated. Some integral equations have physical origin

such as ﬂow around hydrofoil, population competition,

and quantum scattering [55], while most others do not. The

methods used included projection method, polynomial

collocation, Galerkin method, least squares, quadrature

method, among others [77]. It is of interest to observe that

the developments in the two communities, the applied

mathematics and the engineering, run parallel to each other,

almost devoid of cross citations, although it is clear that

cross-fertilization will be beneﬁcial.

As seen from the review above, the origins of

boundary numerical methods, as well as many other

numerical methods, can be traced to this period, during

which many ideas sprouted. However, even though

methods like those by Jaswon and Kupradze started to

receive attention, these efforts did not immediately

coalesce into a single ‘movement’ that grows rapidly. In

the following sections we shall review those signiﬁcant

events that led to the development of the modern-day

boundary integral equation method and the boundary

element method.

8.1. Kupradze

Viktor Dmitrievich Kupradze (1903–1985) was born in

the village of Kela, Russian Georgia. He was enrolled in

the Tbilisi State University in 1922 and was awarded the

diploma in mathematics in 1927. He stayed on as a

Lecturer in mathematical analysis and mechanics until

1930. In that year he entered the Steklov Mathematical

Institute in Leningrad for postgraduate study and obtained

his doctor of mathematics degree in 1935. In 1933

Muskhelishvili founded a research institute of mathemat-

ics, physics and mechanics in Tbilisi. In 1935, Muskhe-

lishvili and his closest associates Kupradze and Vekua

transformed the institute and became afﬁliated with the

Georgian Academy of Sciences, with Kupradze serving as

its ﬁrst director from 1935 to 1941. The Institute was later

known as A. Razmadze. From 1937 until his death,

Kupradze served as the Head of the Differential and

Integral Equations Department at Tbilisi. Kupradze’s

research interest covered the theory of partial differential

equations and integral equations, and mathematical theory

of elasticity and thermoelasticity. He received many

honors, including political ones. He was elected as an

Academician of the Georgian Academy in 1946. From

1954 to 1958 he served as the Rector of Tbilisi

University, and from 1954 to 1963 the Chairman of

Supreme Soviet of the Georgian SSR.

8.2. Jaswon

Maurice Aaron Jaswon (1922-) was born in Dublin,

Ireland. He was enrolled in the Trinity College, Dublin, and

obtained his BSc degree in 1944. He entered the University

of Birmingham, UK and was awarded his PhD degree in

1949. In the same year he started his academic career as a

Lecturer in Mathematics at the Imperial College, London.

His early research was focused on the mathematical theory

of crystallography and dislocation, which cumulated into a

book published in 1965 [94], with a updated version in 1983

[96]. In 1957 Jaswon was promoted to the Reader position

and stayed at the Imperial College until 1967. It was during

this period that he started his seminal work on numerical

solution of integral equations with his students George

Thomas Symm [165] and Alan R.S. Ponter. In 1963–1964

Jaswon visited Brown University. In 1965–1966 he was a

visiting Professor at the University of Kentucky. His

presence there was what initially made Frank Rizzo aware

of an opening position at Kentucky [143]. Upon Rizzo’s

arrival in 1966, they had a few months of overlapping before

Jaswon’s returning to England. In 1967 Jaswon left the

Imperial College to take a position as Professor and Head of

Mathematics at the City University of London, where he

stayed for the next 20 years until his retirement in 1987. He

remains active as an Emeritus Professor at City University.

Jaswon was considered by some as the founder of the

boundary integral equation method based on his 1963 work

[95] implementing Green’s formula.

9. Boundary integral equation method

A turning point marking the rapid growth of numerical

solutions of boundary integral equations happened in 1967,

when Frank Joseph Rizzo (1938-) published the article ‘An

integral equation approach to boundary value problems of

classical elastostatics’ [142]. In this paper, a numerical

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 292

procedure was applied for solving the Somigliana identity

(45) for elastostatics problems. The work was an extension

of Rizzo’s doctoral dissertation [141] at the University of

Illinois, Urbana-Champaign, which described the numerical

algorithm, yet without actual implementation.

According to Rizzo’s own recollection [145], he was

deeply inﬂuenced by his advisor Marvin Stippes. At that

time, Stippes was studying representation integrals for

elastic ﬁeld in terms of boundary data. The Somigliana

identity received particular attention. The identity (45)

without the body force can be written as follows:

u

j

Z

__

G

(t

i

u

+

ij

Kt

+

ij

u

i

)dS (101)

Although the above equation appears to give the solution of

the displacement ﬁeld, it actually does not, as the right hand

side contains unknowns. In a well-posed boundary value

problem, only half of the boundary data pair {t

i

, u

i

} is given.

The question is whether it is possible to exploit the above

equation by using the then-new crop of digital computers to

do arithmetic and to develop a systematic solution process.

While Rizzo was struggling with these ideas, Stippes

called to his attention the recently published papers by

Jaswon [95,97,164] in which numerical solutions of

potential problems were attempted by exploiting Green’s

third identity. By realizing that the Somigliana identity is

just the vector version of the potential theory, in Rizzo’s

own words: [145] ‘a ‘light bulb’ appeared in my

consciousness’. Rizzo further stated: [143] ‘That work on

potential theory was the model, motivation, and springboard

for everything I did that year for elasticity theory.. Indeed,

in retrospect, all three of those papers represent at once the

birth and quintessence of what has become known as the

‘direct’ boundary element or boundary integral equation

method.’

Rizzo’s subsequent implementation of numerical sol-

ution can be viewed from the angle of Thomas Allen Cruse

(1941-): [51] ‘[In 1965] I took a leave of absence from

Boeing and enrolled in the Engineering Mechanics program

at the University of Washington. One of the ﬁrst faculty

members I met was Frank Rizzo who had just completed his

doctoral studies at the University of Illinois in Urbana and

[in 1964] had come to the University of Washington as an

Assistant Professor in the Civil Engineering Department.

When I met Professor Rizzo he was working with a graduate

student [C.C. Chang] who could program in Fortran.

Frank’s original dissertation was the formulation of the

two-dimensional elasticity problem using Betti’s reciprocal

work theorem. The Quarterly of Applied Mathematics

rejected the manuscript derived from Frank’s dissertation

due to the absence of numerical results!’ Rizzo developed

the algorithm and obtained good numerical results; and the

paper was ﬁnally published in that journal in 1967 [142].

Cruse continued to reminisce about his own role in this

early development of BEM: [51] ‘I was enrolled after this

time in an elastic wave propagation course taught by

Professor Rizzo. As one of his graduate students I was

searching for a suitable piece of original research upon

which to base my dissertation. One day, Frank showed us

how the Laplace transform converted the hyperbolic wave

equation into an elliptic equation—I found my research

topic at that point’.

After planting the seed that became Cruse’s doctoral

research [144], Rizzo moved to the University of Kentucky

in 1966. Cruse completed his dissertation independently in

1967 [43]. In Kentucky, Rizzo met David J. Shippy and

started a highly productive collaboration. In Shippy’s

recollection [156]: ‘When Frank became a faculty member

at the University of Kentucky in 1966 he had already written

his seminal paper on the use of integral equations to solve

elasticity problems [142]. Before long, Frank discovered

that I was very much interested in and involved with the use

of computers. He approached me, described his research

interest, and proposed that we collaborate on future research

of this kind.With no computer code in hand, Frank and I

proceeded to develop from scratch some ad hoc (for speciﬁc

geometries) direct boundary integral equation code for

solution of plane elastostatics problems.. Having that

small success behind us, we were poised to apply the

boundary integral equation (BIE) method to more difﬁcult

problems’.

Their ﬁrst try was to solve elasticity problems with

inclusions [146]. Next they tackled plane anisotropic bodies

[147]. Utilizing Laplace transform and the numerical

Laplace inversion, Rizzo and Shippy then solved the

transient heat conduction problems [148] and the quasi-

static viscoelasticity problems [149]. Hence in a quick

succession of work from 1968 to 1971, Rizzo and Shippy

had much broadened the vista of integral equation method

for engineering applications.

Cruse went on to write his thesis on boundary integral

solutions in elastodynamics and in 1968 published two

papers as a result [44,53]. He then left for Carnegie-Mellon

University. At Carnegie-Mellon, Cruse was encouraged by

Swedlow to work on three-dimensional fracture problems

[51]. As a ﬁrst step, he programmed the integral equation to

solve three-dimensional elastostatics problems [45]. In 1970

and 1971, Cruse published boundary integral solutions of

three-dimensional fracture problems [46,47]. These were

among the ﬁrst numerical solutions of three-dimensional

fracture problems [50], as the ﬁrst ﬁnite difference 3-D

fracture solution was done by Ayres [3] in 1970, and the ﬁrst

ﬁnite element solution was accomplished by Tracey [170] in

1971.

In 1971 Cruse in his work on elastoplastic ﬂow [163]

referred the methods that distributed single- and double-

layer potential at ﬁctitious densities, such as those based on

the Fredholm integrals and Kupradze’s method, as the

‘indirect potential methods’, and the methods that utilized

Green’s formality, such as Green’s third identity and the

Somigliana integral, as the ‘direct potential methods’.

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 293

However, as Cruse described [51], ‘the editor of the IJSS,

Professor George Hermann, objected to using such a non-

descriptive title as the ‘direct potential method’. So, I coined

the title boundary-integral equation (BIE) method’ [163].

These terms, direct method, indirect method, and boundary

integral equation method (BIEM), have become standard

terminologies in BEM literature.

In 1973, Cruse resigned from Carnegie-Mellon Univer-

sity and joined Pratt & Whitney Aircraft. He continued to

promote the industrial application of the boundary integral

equation method. In 1975, Cruse and Rizzo organized the

ﬁrst dedicated boundary integral equation method meeting

under the auspices of the Applied Mechanics Division of the

American Society of Mechanical Engineers (ASME) in

Troy, New York. The proceedings of the meeting [54]

reﬂected the rapid growth of the boundary integral equation

method to cover a broad range of applications that included

water waves [153], transient phenomena in solids (heat

conduction, viscoelasticity, and wave propagation) [155],

fracture mechanics [49], elastoplastic problems [119], and

rock mechanics [1].

The next international meeting on boundary integral

equation method was held in 1977 as the First International

Symposium on Innovative Numerical Analysis in Applied

Engineering Sciences, at Versailles, France, organized by

Cruse and Lachat [52]. This symposium, according to Cruse

[51], ‘deliberately sought non-FEM papers’. In the same

conference, Carlos Alberto Brebbia (1948-) was invited to

give a keynote address on different mixed formulations for

ﬂuid dynamics. Instead, at the last moment, Brebbia decided

to talk about applying similar ideas to solve boundary

integral equations using ‘boundary elements’ [23]. In the

same year, Jaswon and Symm published the ﬁrst book on

numerical solution of boundary integral equations [97].

9.1. Rizzo

Frank Joseph Rizzo (1938-) was born in Chicago, IL.

After graduating form St Rita High School in 1955, he

attended the University of Illinois at Chicago. Two years

later he transferred to the Urbana campus and received his

BS degree in 1960, MS degree in 1961, and PhD in 1964.

While pursuing the graduate degrees, he was employed as a

half-time teaching staff in the Department of Theoretical

and Applied Mechanics. In 1964, he began his career as an

Assistant Professor at the University of Washington. Two

years later, he left for the University of Kentucky, where he

stayed for the next 20 years. In 1987, Rizzo moved to Iowa

State University and served as the Head of the Department

of Engineering Sciences and Mechanics, which later

became a part of the Aerospace Engineering and Engineer-

ing Mechanics Department. In late 1989, he returned to his

alma mater, the University of Illinois at Urbana-Champaign,

to become the Head of the Department of Theoretical and

Applied Mechanics. Near the end of 1991, he returned to the

Iowa State University and remained there until his

retirement in 2000. Rizzo’s 1967 article ‘An integral

equation approach to boundary value problems of classical

elastostatics’, which was cited more than 300 times as of

2003 based on the Web of Science search [195], has much

stimulated the modern day development of the boundary

integral equation method.

9.2. Cruse

Thomas Allen Cruse (1941-) was born in Anderson,

Indiana. After graduation from Riverside Polytechnic High

School, Cruse entered Stanford University, where he

obtained a BS degree in Mechanical Engineering in 1963,

and a MS in Engineering Mechanics in 1964. After a year

working with the Boeing Company, he enrolled in 1965 at

the University of Washington to pursue a PhD degree,

which he was awarded in 1967. In the same year, Cruse

joined Carnegie-Mellon University as an Assistant Pro-

fessor. In 1973 Cruse resigned from Carnegie Mellon and

joined Pratt & Whitney Aircraft Group, where he spent the

next 10 years. In 1983, he moved to the Southwest Research

Institute at San Antonio, Texas, where he stayed until 1990.

In that year Cruse returned to the academia by joining the

Vanderbilt University as the holder of the H. Fort Flower

Professor of Mechanical Engineering. He retired in 1999 as

the Associate Dean for Research and Graduate Affairs of the

College of Engineering at Vanderbilt University.

10. Boundary element method

While Rizzo in the US was greatly inspired by the work

of Jaswon, Ponter, and Symm [93,95,164] at the Imperial

College, London, in the early 1960s on potential problems,

these efforts went largely unnoticed in the United Kingdom.

In the late 1960s, another group in UK started to investigate

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 294

integral equations. According to Watson [191]: ‘I was

introduced to boundary integral equations in 1966, as a

research student at the University of Southampton under

Hugh Tottenham. Tottenham possessed a remarkable

library of Soviet books, and encouraged research students to

explore possible applications of the work of Muskhelishvili

[126], Kupradze [104] and others. I laboured through

Muskhelishvili’s complex variable theory, and struggled

with Kupradze’s tortuous mathematical notation without the

beneﬁt of being able to read the text.. I pondered among

other things the problems posed by edges and corners and

came to understand that the ﬁctitious force densities would

probably tend to inﬁnity near such features. My attempts to

determine the nature of the supposed singularities, however,

were unsuccessful.’ Doctoral dissertations based on indirect

methods of Kupradze produced around this time included

that by Banerjee [6] in 1970, and Watson [190] and Tomlin

[169] in 1973.

At that time, Brebbia was also a PhD student at the

University of Southampton under Tottenham. His research

was on the numerical solution of complex double curved

shell structures and he investigated a range of techniques

including variational methods, ﬁnite elements, and integral

equations [18]. As a part of his dissertation work, Brebbia

spent 18 months at Massachusetts Institute of Technology,

ﬁrst working with Eric Reissner (1913–1996), and then

Jerry Connor. Reissner’s introduction of the mixed

formulations of variational principles coupled with Breb-

bia’s knowledge of integral equations gave Brebbia a better

understanding of the generalized weak formulations. Jerry

Connor was at that time carrying out research in the solution

of mixed formulations using ﬁnite elements. The collabor-

ation between Brebbia and Connor resulted in two ﬁnite

element books [24, 39].

With his new knowledge, Brebbia returned to South-

ampton and completed his thesis on shell analysis [18]. He

was appointed a Lecturer at the Civil Engineering Depart-

ment. He continued his effort in producing integral equation

result for complex shell elements, but decided it was

insufﬁciently versatile to warrant further development. It

was in 1970 that Brebbia gave his PhD student Jean-Claude

Lachat the task of developing boundary integral equation

formulation seeking to obtain the same versatility as curved

ﬁnite elements.

Until that time, the US and the UK schools have been

largely working in isolation from each other, except for the

inﬂuence of Jaswon’s work on Rizzo’s research, and the

fundamental ideas of mixed formulations migrated from

MIT to Southampton by Brebbia. In 1972, Brebbia was

organizing the First International Conference on Variational

Methods in Engineering at Southampton with Tottenham

[27]. Although both organizers were working on integral

equations at that time, the inclusion of a special session on

this subject was an afterthought on the assumption that it

would be possible to tie the boundary integral equations

with the variational formulation. Brebbia invited Cruse to

deliver an opening lecture on the boundary-integral

equation method in the conference [48]. As recalled by

Brebbia [22]: ‘Since the beginning of the 1960s, a group

existed at Southampton University working on applications

of integral equations in engineering. Our work was up to

then directly related to the European Mathematical Schools

that originated in Russia. The inclusion of Boundary

Integral Equations as one of the topics of the conference

was a last moment decision, as up to then they were not

interpreted in a variational way. Meeting Tom opened to

us the scenario of the research in BIE taking place in

America, most of it related to his work. It was a historical

landmark for our group and from then on, we continued to

collaborate very closely with Tom’.

The above conference was also the occasion for Brebbia,

Cruse, and Lachat to get together to discuss the latest

research. Lachat went on to offer Watson a position in his

laboratory through Brebbia [23]. In Watson’s recollection

[191]: ‘Towards the end of 1971 I was contacted by

Brebbia, who asked that I pay him an overnight visit to

discuss the implementation of boundary element methods

with his external PhD student, Jean-Claude Lachat. .

Lachat discussed with me through Brebbia as interpreter

some aspects of boundary elements, and then produced a job

application form, requesting that I reply to his offer within

four weeks. .I decided to accept. Lachat, .was head of

the De´partement The´orique et Engrenages [at Centre

Technique des Industries Me´caniques] .At the beginning

of 1973 I started work on boundary elements. I was to

develop ﬁrstly a program for plane strain, then one for three

dimensional analysis. Lachat knew of the work of Rizzo and

Cruse, and proposed that the direct formulation be used. I

readily agreed, having met Cruse in 1972 and discussed with

him the direct and indirect approaches. The ﬁnite element

programming had been most instructive in respect of shape

functions, Gaussian quadrature and out-of-core simul-

taneous equation solution techniques. It seemed clear that

the boundary elements should be isoparametric, with at least

quadratic variation so that curved surfaces could be

modelled accurately. Analytical integration was then out

of the question, and Gaussian quadrature was far superior to

Simpson’s rule. Adaptations of Gaussian quadrature could

integrate weakly singular functions, but Cauchy principal

values could not be computed directly by quadrature. .The

problem of Cauchy principal values was solved by not

calculating them’. Lachat ﬁnished his dissertation in 1975

[107], and the paper of Lachat and Watson [108] was

published in 1976, which was considered as the ﬁrst

published work that incorporates the above-mentioned ﬁnite

element ideas into boundary integral method.

Up to 1977 the numerical method for solving integral

equations had been called the ‘boundary integral equation

method’, following Cruse’s naming. However, with the

growing popularity of the ﬁnite element method, it became

clear that many of the ﬁnite element ideas can be applied to

the numerical technique solving boundary integral

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 295

equations. This is particularly demonstrated in the work of

Lachat and Watson [108]. Furthermore, parallel to the

theoretical development of ﬁnite element method, it was

shown that the weighted residual technique can be used to

derive the boundary integral equations [19,25]. The term

‘boundary element method,’ mirroring ‘ﬁnite element

method,’ ﬁnally emerged in 1977.

The creation of the term ‘boundary element method’ was

a collective effort by the research group at the University of

Southampton. According to Jose´ Dominguez [57]: ‘The

term Boundary Element Method was coined by C.A.

Brebbia, J. Dominguez, P. K. Banerjee and R. Butterﬁeld

at the University of Southampton. It was used for the ﬁrst

time in three publications of these authors appeared in 1977:

a journal paper by Brebbia and Dominguez [25], a [chapter

in book] by Banerjee and Butterﬁeld [7], and Dominguez’s

PhD Thesis [56] (in Spanish). Those four authors never

wrote a paper on the subject together but they collectively

came to this name at the University of Southampton. At that

time, R. Butterﬁeld was a [Senior Lecturer], C.A. Brebbia

was a Senior Lecturer, J. Dominguez was a Visiting

Research Fellow, and P.K. Banerjee, who had been student

and researcher at Southampton [earlier], was a frequent

visitor. In some occasions, this group or part of it, met for

lunch at the University or even participated at courses

organized by Carlos Brebbia in Southampton or London.

The phrase Boundary Element Method came out as part of

the discussions in one of these meetings and was used by all

of them in their immediate work.’ (text in square brackets is

correction by the authors.) It was also stated in a preface by

Brebbia [19]: ‘The term ‘boundary element’ originated

within the Department of Civil Engineering at Southampton

University. It is used to indicate the method whereby the

external surface of a domain is divided into a series of

elements over which the functions under consideration can

vary in different ways, in much the same manner as in ﬁnite

elements.’

Brebbia presented the boundary element method using

the weighted residuals formulation [19,21,25]. The devel-

opment of solving boundary value problems using functions

deﬁned on local domains with low degree of continuity was

strongly inﬂuenced by the development of extended

variational principles and weighted residuals in the mid

1960s. Key players included Eric Reissner [139] and

Kyuichiro Washizu [187], who pioneered the use of

mixed variational statements that allowed the ﬂexibility in

choosing localized functions. To deal with non-conservative

and time-dependent problems, the strategy shifted from the

variational approach to the method of weighted residuals

combined with the concept of weak forms. Brebbia [19]

showed that one could generate a spectrum of methods

ranging from ﬁnite elements to boundary elements.

Consider a function f satisfying the linear partial

differential operator L in the following fashion

L¦f¦ Zb(x); x2U (102)

and subject to the essential and natural boundary conditions

S¦f¦ Zf (x); x2G

1

N¦f¦ Zg(x); x2G

2

(103)

where S and N are the corresponding differential operators.

Our goal is to ﬁnd the approximate solution that minimizes

the error with respect to a weighing function w in

the following fashion:

(L¦f¦ Kb; w)

U

Z(N¦f¦ Kg; S

+

¦w¦)

G

2

K(S¦f¦ Kf ; N

+

¦w¦)

G

1

(104)

where S

*

and N

*

are the adjoint operators of S and N, and the

angle brackets denote the inner product,

(a; b)

g

Z

_

g

a(x)b(x)dx (105)

Eq. (104) can be considered as the theoretical basis for a

number of numerical methods [19]. For example, ﬁnite

difference can be interpreted as a method using Dirac delta

function as the weighing function and enforcing the boundary

conditions exactly. The well-known Galerkin formulation in

ﬁnite element method uses of the basis function for wthe same

as that used for the approximation of f.

For the boundary element formulation, we perform

integration by parts on (104) for as many times as necessary

to obtain

(f; L

+

¦w¦)

U

Z(S¦f¦; N

+

¦w¦)

G

2

K(N¦f¦; S

+

¦w¦)

G

1

C(f ; N

+

¦w¦)

G

1

K(g; S

+

¦w¦)

G

2

C(b; w)

U

(106)

where L

+

is the adjoint operators of L. The idea for the

boundary method is to replace w by the fundamental

solution G*, which satisﬁes

L

+

¦G

+

¦ Zd (107)

such that (106) reduces to

f Z(S¦f¦; N

+

¦G

+

¦)

G

2

K(N¦f¦; S

+

¦G

+

¦)

G

1

C(f ; N

+

¦G

+

¦)

G

1

K(g; S

+

¦G

+

¦)

G

2

C(b; G

+

)

U

(108)

This is the weighted residual formulation for boundary

element method. For the case of Laplace equation, which is

self-adjoint, with the boundary conditions

f Zf (x); x2G

1

vf

vn

Zg(x); x2G

2

(109)

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 296

Eq. (108) becomes

f ZK

1

4p

__

G

1

1

r

vf

vn

dS C

1

4p

__

G

1

f

v(1=r)

vn

dS

K

1

4p

__

G

2

1

r

g dS C

1

4p

__

G

2

f

v(1=r)

vn

dS (110)

which is just Green’s formula (25) with boundary conditions

substituted in.

In commissioning the term ‘boundary element method’,

Brebbia considered that the method would gain in generality

if it was based on the mixed principles and weighted

residual formulations. Others have used different interpret-

ations. For example, Banerjee and Butterﬁeld [7] in 1977

followed Kupradze’s idea of distributing sources for solving

potential problems and forces for elasticity problems, and

also called it ‘boundary element method.’ Similarly, the

articles by Brady and Bray [16,17] in 1978 used the term

BEM, but were also based on the indirect formulation. Even

in Brebbia’s 1978 book on boundary element method [19],

the indirect formulation was considered, thought not in

details.

In the subsequent years, the term BEM has been broadly

used as a generic term for a number of boundary based

numerical schemes, whether ‘elements’ were used or not.

The present article will not argue whether in certain

instances the term boundary element is a misnomer or not.

As the present review has demonstrated, the theoretical

foundations of these methods are closely related and the

histories of their development intertwined. Hence, as

indicated in Section 1, the present review accommodates

the broadest usage.

In 1978, Brebbia published the ﬁrst textbook on BEM

‘The Boundary Element Method for Engineers’ [19]. The

book contained a series of computer codes developed by

Dominguez. In the same year, Brebbia organized the ﬁrst

conference dedicated to the BEM: the First International

Conference on Boundary Element Methods, at the

University of Southampton [20]. This conference series

has become an annual event and is nowadays organized

by the Wessex Institute of Technology. The most recent

in the series as of this writing is the 26th conference in

2004 [26]. In 1984 Brebbia founded the Journal

‘Engineering Analysis—Innovations in Computational

Techniques.’ It initially published papers involving

boundary element as well as other numerical methods.

In 1989, the journal was renamed to ‘Engineering

Analysis with Boundary Elements’ and became a journal

dedicated to the boundary element method. The journal is

at the present published by Elsevier and enjoys a high

impact factor among the engineering science and

numerical method journals.

10.1. Brebbia

Carlos Alberto Brebbia (1938-) was born in Rosario,

Argentina. He received a BS degree in civil engineering

from the University of Litoral, Rosario. He did early

research on the application of Volterra equations to creep

buckling and other problems. His mentor there was Jose´

Nestor Distefano, latterly of the University of California,

Berkeley. Brebbia went to the University of Southampton,

UK to carry out his PhD study under Hugh Tottenham.

During the whole 1966 and ﬁrst 6 months in 1967, he

visited MIT and conducted research under Eric Reissner

and Jerry Connor. He attributed his success with FEM as

well as BEM to these great teachers. Brebbia was granted

his PhD at Southampton in 1967. After a year’s research

at the UK Electricity Board Laboratories, in 1970 Brebbia

started working as a Lecturer at Southampton. In 1975, he

accepted a position as Associate Professor at Princeton

University, where he stayed for over a year. He then

returned to Southampton where he eventually became a

Reader. In 1979, Brebbia was again in the US holding a

full professor position at the University of California,

Irvine. In 1981, he moved back to the UK and founded

the Wessex Institute of Technology as an international

focus for BEM research. He has been serving as its

Director since.

11. Conclusion

In this article we reviewed the heritage and the early

history of the boundary element method The heritage is

traced to its mathematical foundation developed in the late

eighteenth to early 18th century, in terms of the Laplace

equation, the existence and uniqueness of solution of

boundary value problems, the Gauss and Stokes theorems

that allowed the reduction in spatial dimensions, the Green’s

identities, Green’s function, the Fredholm integral

equations, and the extension of Green’s formula to

acoustics, elasticity, and other physical problems. The

pioneers behind these mathematical developments were

celebrated with short biographies.

We then observe that in the ﬁrst half of the 20th century

there existed various attempts to ﬁnd numerical solutions

without the aid of the modern day electronic computers.

Once electronic computers became widely available, 1960s

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 297

marked the period that ‘a hundred ﬂowers bloomed’—all

kinds of different ideas were tried. The major development

of the modern numerical method, known as the boundary

element method, took shape in the 1970s.

With such a rich and complex history, a question like

‘who founded the boundary element method and when’

cannot be properly answered. First, we may need to qualify

the deﬁnition of what is the ‘boundary element method.’

However, it is possible to establish a few important events

that provided the critical momentum, which eventually led

to the modern day movement. From these events we identify

the work done by Jaswon and his co-workers [93,95,164] at

the Imperial College in 1963 on the direct and indirect

methods for potential problems, and the work by Kupradze

and his co-workers [104,105] at Tbilisi State University

around 1965 on potential and elasticity problems, as two

very important events that had spawned followers. In

the US, Jaswon’s work inspired Rizzo to develop his 1967

work on the numerical solution of Somigliana integral

equation [142]. With followers like Cruse and others, the

method, known as the boundary integral equation method at

that time, soon prospered. In the UK, a group at the

University of Southampton led by Tottenham spent much

effort in the early 1970s pursuing Kupradze’s methodology.

It took Brebbia, who was cross-educated between UK

(Southampton) and US (MIT), and Cruse getting together in

the mid-1970s to bring cross-fertilization between the two

schools, which eventually led to the international movement

of boundary element method.

The subsequent conferences and journal organized in the

1980s helped to propel the boundary element method to its

mainstream status. By early 1990s, more than 500 journal

articles per year were related to this subject. These and the

later developments, however, are left to future writers of the

BEM history to explore.

Acknowledgements

This paper has beneﬁtted from comments and materials

provided by a number of colleagues. Particularly the authors

would like to thank Prof. George Hsiao for his comment on

the existence theorem, Profs. Jose Dominguez and Carlos

Brebbia for their personal communications, Prof. Andrzej

Zielin˜ski for transcribing Prof. Stein’s article on Erich

Trefftz, Prof. Yijun Liu for reviewing Prof. Rizzo’s

biography and correcting errors, Prof. Yuri Melnikov for

commenting on Kupradze’s contribution, Prof. Alain

Kassab for supplying Prof. Shaw’s article, Profs. Tom

Cruse and Lothar Gaul for reviewing the article, and the

staff at Wessex Institute of Technology for gathering

the images of the pioneers. The authors are indebted to

the library resources of the J.D. Williams Library at the

University of Mississippi, and particularly the interlibrary

loan services for delivering the requested materials. The

outline biographical archive MacTutor [128] for history of

mathematics, which the authors have liberally cited, has

been highly useful.

Appendix A. Bibliographic search method

An online search through the bibliographic database Web

of Science was conducted on May 3, 2004. At the time of the

search, the database referred to as the Science Citation Index

Expanded [195] contained 27 million entries from 5900

major scientiﬁc journals covering the period from 1945 to

present. A search in the topic ﬁeld based on the combination

of key phrases ‘boundary element or boundary elements or

boundary integral’ was conducted. The search matched

these phrases in article titles, keywords, and abstracts. These

criteria yielded 10,126 articles (Table 1). These entries were

further sorted by their publication year and presented as

annual number of publication in Fig. 1.

For comparison purposes, two most widely known

numerical methods, the ﬁnite element method and the

ﬁnite difference method, were also searched. The

combination of key phrases ‘ﬁnite element or ﬁnite

elements’ and ‘ﬁnite difference or ﬁnite differences’,

respectively, yielded 66,237 and 19,531 articles. Two less

known numerical methods, the ﬁnite volume method and

the collocation method, were also searched. These results

are summarized in Table 1.

The reader should be cautioned that the search method

is not precise. The key phrase match is conducted only in

the available title, keyword, and abstract ﬁelds, and not in

the main text. Not all entries in the Web of Science

database contain an abstract. In fact, most early entries

contain neither abstract nor keyword. In those cases, titles

alone were searched. This search missed most of the early

articles. For example, Rizzo’s 1967 classical work [142]

‘An integral equation approach to boundary value

problems of classical elastostatics’ was missed in the

BEM search because none of the above-mentioned key

phrases was contained in the title. In fact, all the early

boundary integral equation method articles were missed

and the ﬁrst entry was dated 1974 (see Fig. 1). If the

search phrase ‘integral equation’ were used, the Rizzo

article would have been found. However, the phrase

‘integral equation’ was avoided because it would generate

many mathematical articles that are not of numerical

nature.

While there exist missing articles, we also acknowl-

edge the fact that even if an article was selected based on

the matching key phrase such as ‘boundary element,’ not

necessarily the article utilized BEM for numerical

solution; hence it may not belong to the category.

However, due to the large number of entries involved,

we can only rely on automatic search and no attempt was

made to adjust the data by conducting article-by-article

inspection. Hence the reported result should be regarded

as qualitative.

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A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 Table 1 Bibliographic database search based on the Web of Science Numerical method FEM FDM BEM FVM CM Search phrase in topic ﬁeld ‘Finite element’ or ‘ﬁnite elements’ ‘Finite difference’ or ‘ﬁnite differences’ ‘Boundary element’ or ‘boundary elements’ or ‘boundary integral’ ‘Finite volume method’ or ‘ﬁnite volume methods’ ‘Collocation method’ or ‘collocation methods’ No. of entries 66,237 19,531 10,126 1695 1615

269

Refer to Appendix A for search criteria. (Search date: May 3, 2004).

we can conclude that the popularity and versatility of BEM falls behind the two major methods, FEM and FDM. However, BEM’s leading role as a specialized and alternative method to these two, as compared to all other numerical methods for partial differential equations, is unchallenged. Fig. 1 presents the histogram of the number of journal papers published annually, containing BEM as a keyword. It shows that the growth of BEM literature roughly follows the S-curve pattern predicted by the theory of technology diffusion [75]. Based on the data, we observe that after the ‘invention of the technology’ in the late 1960s and early 1970s, the number of published literature was very small; but it was on an exponential growth rate, until it reached an inﬂection point around 1991. After that time, the annual publication continued to grow, but at a decreasing rate. A sign of a technology reaching its maturity is marked by the leveling off of its production. Although it might be too early

to tell, there is an indication that the number of annual BEM publications is reaching a steady state at about 700–800 papers per year. For comparison, this number for the FEM is about 5000 articles per year, and for the FDM, it is about 1400. As the BEM is on its way to maturity, it is of interest to visit its history. Although there exist certain efforts toward the writing of the history of the FEM [84,127] and the FDM [131,193], relatively little has been done for the BEM. The present article is aimed at taking a ﬁrst step toward the construction of a history for the BEM. Before reviewing its modern development, we shall ﬁrst explore the rich heritage of the BEM, particularly its mathematical foundation from the 18th century to the early 20th. The historical development of the potential theory, Green’s function, and integral equations are reviewed. To interest the beginners of the ﬁeld, biographical sketches celebrating the pioneers, whose contributions were key to the mathematical foundation of the BEM, are provided. The coverage continues into the ﬁrst half of the 20th century, when early numerical efforts were attempted even before the electronic computers were invented. Numerical methods cannot truly prosper until the invention and then the wide availability of the electronic computers in the early 1960s. It is of little surprise that both the FEM and the BEM started around that time. For the BEM, multiple efforts started around 1962. A turning point that launched a series of connected efforts, which soon developed into a movement, can be traced to 1967. In the 1970s, the BEM was still a novice numerical technique, but saw an exponential growth. By the end of it, textbooks were

Fig. 1. Number of journal articles published by the year on the subject of BEM, based on the Web of Science search. Refer to Appendix for the search criteria. (Search date: May 3, 2004).

270

A.H.-D. Cheng, D.T. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302

written and conferences were organized on BEM. This article reviews the early development up to the late 1970s, leaving the latter development to future writers. Before starting, we should clarify the use of the term ‘boundary element method’ in this article. In the narrowest view, one can argue that BEM refers to the numerical technique based on the method of weighted residuals, mirroring the ﬁnite element formulation, except that the weighing function used is the fundamental solution of governing equation in order to eliminate the need of domain discretization [19,21]. Or, one can view BEM as the numerical implementation of boundary integral equations based on Green’s formula, in which the piecewise element concept of the FEM is utilized for the discretization [108]. Even more broadly, BEM has been used as a generic term for a variety of numerical methods that use a boundary or boundary-like discretization. These can include the general numerical implementation of boundary integral equations, known as the boundary integral equation method (BIEM) [54], whether elements are used in the discretization or not; or the method known as the indirect method that distributes singular solutions on the solution boundary; or the method of fundamental solutions in which the fundamental solutions are distributed outside the domain in discrete or continuous fashion with or without integral equation formulation; or even the Trefftz method which distribute non-singular solutions. These generic adoptions of the term are evident in the many articles appearing in the journal of Engineering Analysis with Boundary Elements and many contributions in the Boundary Element Method conferences. In fact, the theoretical developments of these methods are often intertwined. Hence, for the purpose of the current historical review, we take the broader view and consider into this category all numerical methods for partial differential equations in which a reduction in mesh dimension from a domain-type to a boundary-type is accomplished. More properly, these methods can be referred to as ‘boundary methods’ or ‘mesh reduction methods.’ But we shall yield to the popular adoption of the term ‘boundary element method’ for its wide recognition. It will be used interchangeably with the above terms.

gradient of temperature distribution q Z KkVT (1)

where q is the heat ﬂux vector, k is the thermal conductivity, and T is the temperature. The steady state heat energy conservation requires that at any point in space the divergence of the ﬂux equals to zero: V$q Z 0 (2)

Combining (1) and (2) and assuming that k is a constant, we obtain the Laplace equation V2 T Z 0 For groundwater ﬂow, similar procedure produces V2 h Z 0 (4) (3)

where h is the piezometric head. It is of interest to mention that the notation V used in the above came form William Rowan Hamilton (1805–1865). The symbol V, known as ‘nabla’, is a Hebrew stringed instrument that has a triangular shape [73]. The above theories are based on physical quantities. A second way that the Laplace equation arises is through the mathematical concept of ﬁnding a ‘potential’ that has no direct physical meaning. In ﬂuid mechanics, the velocity of an incompressible ﬂuid ﬂow satisﬁes the divergence equation V$v Z 0 (5)

which is again based on the mass conservation principle. For an inviscid ﬂuid ﬂow that is irrotational, its curl is equal to zero: V !v Z 0 (6)

It can be shown mathematically that the identity (6) guarantees the existence of a scalar potential f such that v Z Vf (7)

2. Potential theory The Laplace equation is one of the most widely used partial differential equations for modeling science and engineering problems. It typically comes from the physical consequence of combining a phenomenological gradient law (such as the Fourier law in heat conduction and the Darcy law in groundwater ﬂow) with a conservation law (such as the heat energy conservation and the mass conservation of an incompressible material). For example, Fourier law was presented by Jean Baptiste Joseph Fourier (1768–1830) in 1822 [66]. It states that the heat ﬂux in a thermal conducting medium is proportional to the spatial

Combining (5) and (7) we again obtain the Laplace equation. We notice that f, called the velocity potential, is a mathematical conceptual construction; it is not associated with any measurable physical quantity. In fact, the phrase ‘potential function’ was coined by George Green (1793–1841) in his 1828 study [81] of electrostatics and magnetics: electric and magnetic potentials were used as convenient tools for manipulating the solution of electric and magnetic forces. The original derivation of Laplace equation, however, was based on the study of gravitational attraction, following the third law of motion of Isaac Newton (1643–1727) F ZK Gm1 m2 r jrj3 (8)

where F is the force ﬁeld, G is the gravitational constant, m1 and m2 are two concentrated masses, and r is the distance vector between the two masses. Joseph-Louis Lagrange

Nicolaus (1695–1726) and Daniel (1700–1782). he certainly earned the title of the greatest applied mathematician ever lived [58]. ‘p’ for pi. With no opportunity in ﬁnding a position in Switzerland due to his young age. 2.1. Euler. Despite the inferior condition in Turin. had been used earlier in the context of hydrodynamics by Leonhard Euler (1707–1783) in 1755 [63]. and by Lagrange in 1760 [110]. hence declined the offer. he succeeded Daniel as the chief mathematician of the Academy of St Petersburg. and it took St Petersburg’s Academy the next 47 years to publish the manuscripts he left behind [31]. combinatorics. Euler was attracted to mathematics by the leading mathematician at the time. however. he published more than 700 books and papers. Lagrange Leonhard Euler (1707–1783) was the son of a Lutheran pastor who lived near Basel. and then in the Cartesian form in 1787 as [109]: v2 f v2 f v2 f C 2 C 2 Z0 vx2 vy vz (11) The Laplace equation. Cheng. Euler soon became totally blind after returning to Russia.A. and French by choice. 2. Hence it is a ‘fundamental solution’ of the Laplace equation. however. and elasticity. In his words. in 1766. However. and arranged a prestigious position for him in Prussia. after 73 volumes and 25. Lagrange only wanted to be able to devote his time to mathematics. ‘i’ for K1. hence Euler returned to St Petersburg in 1766. Later. at the age of 26. Simeon-Denis Poisson (1781–1840) derived in 1813 [132] the equation of force potential for points interior to a body with mass density r as V2 f Z K4pr This is known as the Poisson equation. mechanics. he published nearly half of all his papers in the last 17 years of his life. Accompanying the invitation was a modest message saying. We note that the gravity potential (9) satisfying (11) represents a concentrated mass. We owe Euler the notations of ‘e’ for the base of natural pﬃﬃﬃﬃﬃﬃ P logs. Euler followed Nicolaus and Daniel to Russia. was next to Euler the foremost mathematician of the 18th century. and his two mathematician sons. deteriorated toward the end of his stay. However. During his lifetime. the work is unﬁnished to the present day. The modern effort of publishing Euler’s collected works. ‘ ’ for summation. Joseph-Louis Lagrange (1736–1813).000 pages.-D. Pierre-Simon Laplace (1749–1827) in his study of celestial mechanics demonstrated that the gravity potential satisﬁes the Laplace equation. Euler was the most proliﬁc and versatile scientiﬁc writer of all times. The relation with the King. Carl Friedrich Gauss (1777–1855) has been called the greatest mathematician in modern mathematics for his setting up the rigorous foundation for mathematics.T. The equation was ﬁrst presented in polar coordinates in 1782. hydrodynamics. Frederick the Great arranged for Lagrange to ﬁll the vacated post. trigonometry. and physics. At age 18 he was appointed Professor of Geometry at the Royal Artillery School in Turin. D. However. by the number indelible marks that Euler left in many science and engineering ﬁelds. ‘It is necessary that the greatest . and the concept of functions.2. Johann Bernoulli (1667–1748). Euler (12) In 1741 Euler accepted the invitation of Frederick the Great to direct the mathematical division of the Berlin Academy. Euler was impressed by his work. was more intuitive and has been criticized by pure mathematicians as being lacking rigor. when Euler left Berlin for St Petersburg.H. the Opera Omnia [64] begun in 1911. Without doubt. analytical geometry. Euler surprised the Russian mathematicians by computing in 3 days some astronomical tables whose construction was expected to take several months.100]. number theory. complex variables. By dictation. Switzerland. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 271 (1736–1813) in 1773 was the ﬁrst to recognize the existence of a potential function that satisﬁed the above equation [111] fZ 1 r (9) whose spatial gradient gave the gravity force ﬁeld F Z Gm1 m2 Vf (10) Subsequently. calculus. He was the one who set mathematics into the modern notations. But Laplace was credited for making it a standard part of mathematical physics [15. including algebra. German by adoption. ‘Now I will have less distraction’. on the other hand. Italian by birth. While studying theology at the University of Basel. Euler contributed to many branches of mathematics. where he stayed for 25 years.

Some of his most important scientiﬁc contributions came during this period (1802–1814). Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 geometer of Europe should live near the greatest of Kings. Among the important contributions of Laplace in mathematics and physics included probability. One of his letters showed that he really wanted to make a major impact in mathematics: ‘Yesterday was my 21st birthday. because one of its examiner. the velocity of sound. Laplace. where he was taught by Lagrange. When Napoleon came to power. came from relatively humble origins. In 1797 he succeeded Lagrange in being appointed to the Chair of Analysis and Mechanics. but only algebraic operations. which we now call Fourier analysis. the situation in Prussia became unpleasant for Lagrange. Fourier Pierre-Simon Laplace (1749–1827).272 A. In 1978. He banished the geometric idea and introduced differential equations.128]. But with the help of Jean le Rond D’Alembert (1717–1783). objected to his use of trigonometric series to express initial temperature.H. Soon Napoleon ´ appointed him as the Prefect of Isere. Fourier joined Napoleon’s army in its invasion of Egypt as a scientiﬁc advisor. was never published. was the ninth of the 12 children of his father’s second marriage. Fourier was elected to the ´ Academie des Sciences in 1817. where he remained for the rest of his career. Fortunately for both of their careers. Laplace was rewarded: he was appointed the Minister of Interior for a short period of time. Whereupon Laplace drew himself up and bluntly replied. He left Berlin in 1787 to become a ´ member of the Academie des Sciences in Paris. nor geometrical or mechanical arguments. The methods that I expound require neither constructions.’ [31]. Laplace transform. and almost went to the guillotine.’ After the death of Frederick. subject to a regular and uniform course. ‘To your care and recommendation am I indebted for having replaced a half-blind mathematician with a mathematician with both eyes. Upon presenting the monumental work to Napoleon. He was eulogized by his disciple Poisson as ‘the Newton of France’ [86]. France. 10 years after its winning the Institut de France competition of the Grand Prize in Mathematics in 1812. the emperor teasingly chided Laplace for an apparent oversight: ‘They told me that you have written this huge book on the system of the universe without once mentioning its Creator’. In 1788 ´ he published the monumental work Mecanique Analytique that uniﬁed the knowledge of mechanics up to that time. Laplace happened to examine a 16-year old sub-lieutenant named Napoleon Bonaparte. Among Laplace’s greatest achievement was the ﬁve´ ´ ´ volume Traite du Mecanique Celeste that incorporated all the important discoveries of planetary system of the previous century.’ [31. This memoir. In 1822 he published The Analytical Theory of Heat [66]. born in Auxerre. Lagrange’s contributions were mostly in the theoretical branch of mathematics. Fourier returned to Paris in 1801. but also outlined his new method of mathematical analysis. he was appointed Professor of Mathematics at the Paris Ecole Militaire when he was only 20-year old. It was there that he recorded many observations that later led to his work in heat diffusion. celestial mechanics. The judges. and capillary action. criticized that he had not proven the completeness of the trigonometric (Fourier) series. where he had studied earlier. and later the President of the Senate. He was considered more than anyone else to have set the foundation of the probability theory [76]. France. he proudly announced: ‘One will not ﬁnd ﬁgures in this work.T. Only the political changes resulted in his being released. headquartered at Grenoble. as examiner of the scholars of the royal artillery corps.-D.’ To D’Alembert. Lagrange. Among his achievements in this administrative position included the draining of swamps of Bourgoin and the construction of a new highway between Grenoble and Turin. In 1807 he completed his memoir On the Propagation of Heat in Solid Bodies in which he not only expounded his idea about heat diffusion. Soon after. which will especially please the anatomical members of my academy. In the preface. D. he was entangled in the French Revolution and joined the local revolutionary committee. at that age Newton and Pascal had already acquired many claims to immortality’. The proof would come years later by Johann Peter Gustav Lejeune Dirichlet (1805–1859) [80]. In 1794 Fourier was admitted to the newly established Ecole Normale in Paris. born in Normandy. In 1790 Fourier became a teacher at the Benedictine College. however. 2. Cheng. He was arrested in 1794. who recommended Lagrange. the examinee passed. and Gaspard Monge (1746–1818).3. however. . ‘I have no need for that hypothesis. deduced from Newton’s law of gravitation. Some years later.4. Laplace Jean Baptiste Joseph Fourier (1768–1830). the king wrote. 2.

Although he had far less formal education than most of the students taking the examinations. hence for almost a century. he read Greek. France. In his ﬁnal year of study he wrote a paper on the theory of ´ equations and Bezout’s theorem. The corresponding problem of ﬁnding a harmonic function with the normal derivative boundary condition vf Z gðxÞ. is called the Neumann problem. Hebrew. If you wish to apply modern theory to any particular problem. His performance was so outstanding that he was appointed Professor of Astronomy and the Royal Astronomer of Ireland when he was still an undergraduate at Trinity. With the further development by Carl Gustav Jacobi (1804– 1851). In 1796 Poisson was sent to Fontainebleau to enroll in the Ecole Centrale. x 2G (13) where f(x) is a continuous function. D. 2. Poisson equation.A. Poisson’s ratio in elasticity. this method was more elegant than practical. by merely two equations involving Hamilton’s characteristic functions. Poisson’s integral. we are asked to ﬁnd a harmonic function (meaning a function satisfying the Laplace equation) f(x) that fulﬁlls the boundary condition (13). The question of whether a solution of a Dirichlet or a Neumann problem exists. ¨ This situation. Poisson brackets in differential equations.5. His teachers Laplace and Lagrange quickly saw his mathematical talents and they became friends for life. He soon showed great talents for learning. At the age of 5. This is known as the Dirichlet problem. Poisson Simeon-Denis Poisson (1781–1840) was born in Pithiviers. He entered Trinity College. However. he was acquainted with half a dozen of oriental languages. for example. is of great importance in mathematics and physics alike. he achieved the top place.H. and this was of such quality that he was allowed to graduate in 1800 without taking the ﬁnal examination. which did not have much to add to his ideas and only had to take them more seriously . vn x 2G (14) where n is the outward normal of G. Poisson made great contributions in both mathematics and physics. It was quite unusual for anyone to gain their ﬁrst appointment in Paris. His teachers at the Ecole Centrale were highly impressed and encouraged him to sit in the entrance examinations for the Ecole Polytechnique in Paris. changed when Irwin Schrodinger (1887–1961) introduced the revolutionary wave-func¨ tion model for quantum mechanics in 1926. Existence and uniqueness The potential problems we solve are normally posed as boundary value problems For example. Obviously. however. Schrodinger had expressed Hamilton’s signiﬁcance quite unequivocally: ‘The modern development of physics is constantly enhancing Hamilton’s name. given a closed region U with the boundary G and the boundary condition f Z f ðxÞ. it was possible to determine the 10 planetary orbits around the sun. this theory is generally known as the Hamilton– Jacobi Principle. a feat normally required the solution of 30 ordinary differential equations. and Poisson’s constant in electricity [128]. Hamilton was knighted at the age of 30 for the scientiﬁc work he had already achieved. at 10. Poisson was named Associate Professor in 1802. the premiere institution at the time. By this construction. and when it exists. His name is attached to a wide variety of ideas. after Carl Gottfried Neumann (1832–1925). Dublin at the age of 18. Among Hamilton’s most important contributions is the establishment of an analogy between the optical theory of systems of rays and the dynamics of moving bodies. Hamilton’s great method was more praised than used [129]. Hamilton William Rowan Hamilton (1805–1865) was a precocious child. if we cannot guarantee . you must start with putting the problem in Hamiltonian form’ [15]. mainly on the strong recommendation of Laplace. named after Dirichlet. His famous analogy between optics and mechanics virtually anticipated wave mechanics. 3. as most of the top mathematicians had to serve in the provinces before returning to Paris.-D. and Latin. He proceeded immediately to the position equivalent to the present-day Assistant Professor in the Ecole Polytechnique at the age of 19.6. he developed the Poisson eqaution (12) to solve the electrical ﬁeld caused by distributed electrical charges in a body. for example. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 273 2. Cheng. and Professor in 1806 to ﬁll the position vacated by Fourier when he was sent by Napoleon to Grenoble. especially mathematics. In 1813 in his effort to answer the challenge ´ question for the election to the Academie des Sciences.T. whether it is unique or not.

which can be described as follows. hence U must exist! It seems that the Dirichlet problem is proven. Corners and edges. This physical state obviously exists. in which he developed Green’s identities and Green’s functions. If the tip of the deformed surface is sharp enough. Consider a deformable body whose surface is pushed inward by a sharp spine. it is unique. there exists a harmonic function U (an assumption that will be justiﬁed later) that satisﬁes the boundary condition U ZK 1 on G r (15) Fig. which is a surface in the C1. We may argue that if the mathematical problem correctly describes a physical problem. G is known as the Green’s function. such as the well-known Galerkin scheme. for example. (For interior Neumann problem. He reasoned that if for a given closed region U. (See Kellogg [100] for more discussion). and mixed type. An example was ´ presented by Henri Leon Lebesgue (1875–1941)[112]. Side view of a surface deformed by a sharp spine. The curve is given by yZexp(K1/x). given by the revolution of the curve yZexp(K1/x) (see Fig. is more difﬁcult to prove (see the classical monograph Foundations of Potential Theory [100] by Oliver Dimon Kellogg (1878– 1932) for the full exposition. 2. then the tip is an exceptional point and the Dirichlet problem is not always solvable.T. whose shape takes the form of G. as it is equivalent to prescribing a value inside the domain! Generally speaking.100]. on which a tangent plane does not exist. . the existence question seems to be moot. the bounding surface G needs to be a ‘Liapunov surface’. but not necessarily a curvature.166] ðð 1 vG fðxÞ Z K dS. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 the existence of a solution. which is a more general class than the Liapunov surface. Furthermore. which is taken for granted at this point. because the physical state exists. then one can deﬁne the function 1 G Z CU r (16) It is clear that G satisfy the the Laplace equation everywhere except at the pole. Since (17) gives the solution of the Dirichlet boundary value problem. the uniqueness is only up to an arbitrarily additive constant. but may not be unique. If a solution exists.H. Green in his 1828 seminal work [81]. and for the Neumann problem. On the other hand. known as the Lipschitz surface. Cheng. The existence theorem. the existence and uniqueness theorem for potential problems has been proven for interior and exterior boundary value problems of the Dirichlet. x2G. are not allowed in this class. if the deformed surface closes onto itself to become a single line protruding into the body. Neumann. where it is singular. such that edges and corners are allowed in the geometry. then a mathematical solution must exist. in numerical solutions such as the ﬁnite element method and the boundary element method.) To a physicist. mathematicians can construct counter examples for which a solution does not exist. In this case. whose boundary value is given by a continuous function f(x). where 0%a!1. the existence theorem has been proven for surface G in the C0. if a solution exists. the smoothness of the surface is such that on every point there exists a tangent plane and a normal. This puts great restrictions on the type of problems that one can solve. the effort of ﬁnding it can be in vain. induced by a single charge located inside U.-D. D.) For the existing proofs. The question of uniqueness is easier to answer: for the Dirichlet problem. G takes the null value at the boundary G. Furthermore.1 class [42]. Put it simply. Green went on to prove that for a harmonic function f. the solution is often sought in the weak sense by minimizing an energy norm in some sense. x 2U (17) f 4p vn G where dS denotes surface integral. it is unique to within an arbitrary constant. however. But is it? In fact. For example. then a Dirichlet condition cannot be arbitrarily prescribed on this degenerated boundary. presented a similar argument. How can we be sure that U exists for an arbitrary closed region U? Green argued that U is nothing but the electrical potential created by the charge on a grounded sheet conductor. 2 for a two-dimensional projection). Robin. hence the solution exists! The above proof hinges on the existence of U. then we cannot tie the solution to the unique physical state that we are modeling.274 A. if the bounding surface and the boundary condition satisfy certain smoothness condition [97.a continuity class. its solution is represented by the boundary integral equation [100.

Kellogg Oliver Dimon Kellogg (1878–1932) was born at Linnwood. Cheng. Dirichlet is also well known for his papers on conditions for the convergence of trigonometric series. Erik Ivar Fredholm (1866–1927) had just made progress in proving the existence of Dirichlet problem using integral equations. where he received his BA in 1899. ¨ he was offered his chair at Gottingen. Dirichlet had a high teaching load and in 1853 he complained in a letter to his pupil Leopold Kronecker (1823–1891) that he had 13 lectures a week to give. in which he coined the term ‘logarithmic potential’ [128]. Encouraged by Alexander von Humboldt (1769– 1859). Dirichlet made great contributions to the number theory. and the two exerted considerable inﬂuence on each other in their researches in number theory. At the age of ` 16 Dirichlet entered the College de France in Paris. He attended lectures by David Hilbert (1862–1943). Finally. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 275 3. where Fredholm’s solution did not apply. who made recommendations on his behalf. There he had the good fortune to be taught by Georg Simon Ohm (1789–1854). however. where he had the leading mathematicians at that time as teachers. Carl Gottfried Neumann (1832–1925) was the son of Franz Neumann (1798–1895). From 1827 Dirichlet taught at the University of Breslau. failed to answer the question satisfactorily in his thesis and several subsequent papers.H. His interest in mathematics was aroused as an undergraduate at Princeton University. which gained him instant fame. Because of this work Dirichlet is considered the founder of the theory of Fourier series [128].1. on Gauss’s death in 1855. he moved to Berlin in 1828 where he was appointed in the Military College. and Tubingen. Kellogg was hard to blame because similar errors were later made by ´ both Hilbert and Jules Henri Poincare (1854–1912). He was awarded a fellowship for graduate studies and obtained a Master degree in 1900 at Princeton. he never referred to these papers in his later work. Soon afterward. At that time. . 3. He died in 1859 after a heart attack. The same fellowship allowed him to spend the next year at the University of Berlin. including ¨ Halle. Kellogg. Basel. The analytic number theory may be said to begin with him. which led him to the Dirichlet problem concerning harmonic functions with given boundary conditions. Dirichlet returned to Germany the same year seeking a teaching position. With the realization of his errors.3. Neumann ¨ was born in Konigsberg where his father was the Professor of Physics at the university. Neumann Johann Peter Gustav Lejeune Dirichlet (1805–1859) ¨ was born in Duren. He ¨ then moved to Gottingen to pursue his doctorate. Dirichlet 3. He taught several universities. In mechanics he investigated Laplace’s problem on the stability of the solar system. Hilbert was excited about the development and suggested Kellogg to undertake research on the Dirichlet problem for boundary containing corners. he was appointed a Professor at the University of Berlin where he remained from 1828 to 1855. Again with von Humboldt’s help. potential theory. he moved to a chair at the University of Leipzig in 1868. Sadly he was not to enjoy this new position for long. and he married Rebecca Mendelssohn. and electrodynamics. His mother was a sisterin-law of Friedrich Wilhelm Bessel (1784–1846). In 1825.T. He also made important pure mathematical contributions such as the order of connectivity of Riemann surfaces. French Empire (present day Germany).-D. It was therefore a relief when. one of the composer Felix Mendelssohn’s sisters. During the 1860s Neumann wrote papers on the Dirichlet principle. He worked on a wide range of topics in applied mathematics such as mathematical physics. in addition to many other duties. He attended the Jesuit College in Cologne at the age of 14.2. and to this date the proof of Dirichlet problem for boundary containing corners has not been accomplished. who taught at Konigsberg. An improved salary from the university put him in a position to marry.A. D. and would stay there until his retirement in 1911. Dirichlet was elected to the Berlin Academy of Sciences in 1831. a famous physicist who made contributions in thermodynamics. Neumann entered the ¨ University of Konigsberg and received his doctorate in 1855. Dirichlet had a lifelong ¨ friendship with Jacobi. he published his ﬁrst paper proving a case in Fermat’s Last Theorem. Pennsylvania. He worked on his habilitation at the University of Halle in 1858.

T. ﬁrst published in 1929. Gauss in 1813 only presented a few special cases in the form [99] ðð nx dS Z 0 (19) G where nx is the x-component of outward normal.z). However. a job he held for the rest of his life. Green in 1828 [81] presented the three Green’s identities. In 1807 Gauss was ﬁnally able to secure a position as the Director of the newly ¨ founded observatory at the Gottingen University.276 A. C is the closed contour bounding S. This is considered a great loss for mathematics—just imagine how much more mathematics he could have accomplished. is commonly attributed to Gauss [70]. 4. and ds denotes line integral. also called Gauss’s theorem.1. Even as a student.y). At the age of 22. including the method of least squares and the discovery of how to construct the regular 17-gon. The ﬁrst identity is ðð ððð vj dS (23) ðfV2 j C Vf$VjÞ dV Z f vn U G 4. Two years later he joined the University of Missouri as an Assistant Professor. Carl Friedrich Gauss (1777–1855) was born an infant prodigy into a poor and unlettered family. and he earned his fame only posthumously. which transforms a volume integral into a surface integral ððð ðð V$A dV Z A$n dS (18) U G The above equation easily leads to the second identity ððð ðð vj vf 2 2 Kj ðfV j K jV fÞ dV Z f dS (24) vn vn U G Using the fundamental solution of Laplace equation 1/r in (24). He was supported by the Duke Ferdinand of Braunschweig to receive his education.-D. However. n is the unit outward normal of G. The general theorem should be credited to Mikhail Vasilevich Ostrogradski (1801–1862). and AzZAz(x. Cheng. he published as his doctoral thesis the most celebrated work. presented by George Gabriel Stokes (1819–1903). One of the most celebrated technique of this type is the divergence theorem. AyZ Ay(x.H. . two sided curve surface. Gauss where A is a vector. Reduction in dimension and Green’s formula A key to the success of boundary element method is the reduction of spatial dimension in its integral equation representation. leading to a more efﬁcient numerical discretization. Kellogg continued to work at Harvard until his death from a heart attack suffered while climbing [13. The most important work related to the boundary integral equation solving potential problems came from George Green. the third identity is obtained ðð 1 1 vf vð1=rÞ Kf fZ dS (25) 4p r vn vn G which is exactly the formulation of the present-day boundary element method for potential problems. his early career was not very successful and had to continue to rely on the ﬁnancial support of his benefactor. Early development of this type was found in the work of Lagrange [110] and Laplace. whose groundbreaking work remained obscure during his lifetime. who in 1826 presented the following result to the Paris ´ Academie des Sciences [99] ððð ðð a$Vf dV Z fa$n dS (21) U G where a is a constant vector. Eq.z). he corrected an error in his father’s payroll calculations as a child of three. which transforms a surface integral into a contour integral [162] ðð ð ðV !AÞ$n dS Z A$ds (22) S C where S is an open. He spent the next 14 fruitful years at Missouri until he was called by Harvard University in 1919. He devised a procedure for calculating the orbits planetoids that included the use of least square that he developed. Using his superior method. and ðð A$n dS Z 0 (20) G where the components of A are given by AxZAx(y. His book ‘Foundations of Potential Theory’ [100]. Another useful formula is the Stokes’s theorem. Gauss devoted more of his time in theoretical astronomy than in mathematics. remains among the most authoritative work to this date. D.59]. According to a well-authenticated story. (18). he made major discoveries. the Fundamental Theorem of Algebra. and dV stands for volume integral. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 Kellogg received his PhD in 1903 and returned to the United States to take up a post of instructor in mathematics at Princeton.

Green was sent to a private academy at the age of eight. In 1838–1839 he had two papers in hydrodynamics. The next time there existed a record about Green was in 1823. but never married her). and two papers on sound [82]. In 1822 he left Russia to study in Paris. and from whom Green could have acquainted himself to the advanced mathematics of his day in a backwater place like Nottingham. his work was virtually unknown. ‘I should also have gone blind if I had calculated in that fashion for 3 days’. This was the only formal education that he received until adulthood. was impressed by Green’s prowess in mathematics.T. and left school at nine. and astronomy. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 277 Gauss redid in an hour’s time the calculation on which Euler had spent 3 days. D. he joined the Nottingham Subscription Library as a subscriber. in 1828 he self-published one of the most important mathematical works of all times—An Essay on the Application of Mathematical Analysis to the Theories of Electricity and Magnetism [81]. he also pursued work in several related scientiﬁc ﬁelds. Despite these difﬁculties in life and his ﬂimsy mathematical background. 4. each paid 7 shillings 6 pence. In the library he had access to books and journals. At the age of 30.2. His most important piece of work was discovered posthumously. Between 1822 and 1827 he attended lectures by Laplace.3. Gauss not only adorned every branches of pure mathematics and was called the Prince of Mathematicians. Adrien-Marie Legendre (1752–1833). At the year of Green’s death. but no one knew about it. . Green George Green (1793–1841) was virtually unknown as a mathematician during his lifetime. a sum equal to a poor man’s weekly wage. He brought the article to Paris and showed it to Jacques Charles Francois Sturm (1803–1855) ¸ and Joseph Liouville (1809–1882). elasticity. he was elected to a Parse Fellowship at Cambridge. two on electricity published by the Cambridge Philosophical Society. Cheng. and his mother died in 1825. Green’s 1828 essay had profoundly inﬂuenced Thomson and James Clerk Maxwell (1831–1879) in their study of electrodynamics and magnetism.-D. no one knew how. he stayed at Cambridge for a few years to work on his own mathematics and to wait for an appointment. mechanics. he studied electromagnetism. Also he had the opportunity to meet with people from the higher society. he had to work full time in the mill. He started to look for a copy. The methodology has also been applied to many classical ﬁelds of physics such as acoustics. One subscriber. and one on hydrodynamics published by the Royal Society of Edinburgh. Several years later. Dyson (1923-) delivered speeches on the role of Green’s functions in the development of 20th century quantum electrodynamics [33]. The essay had 51 subscribers. Green ﬁnally enrolled at Cambridge University at the age of 40. It happened that Hopkins had three copies. He encouraged and recommended Green to attend Cambridge University. William Thomson (Lord Kelvin) (1824–1907) was admitted to Cambridge. rescuing it from sinking into permanent obscurity [33]. The next 5 years was not easy for Green. He died in 1841 at the age of 47. Ukraine. For the next 20 years after leaving primary school. Later Thomson republished Green’s essay. He made rapid progress in Paris and soon began to publish papers in the Paris Academy. From 1833 to 1836. two papers on reﬂection and refraction of light. he ﬁrst noticed the existence of Green’s paper in a footnote of a paper by Robert Murphy. After his graduation in 1845.H. which he published in Paris in 1832. 4. Fourier. had two daughters born (he had seven children with Jane Smith. Gauss remarked unkindly. Even the whole country of England in those days was scientiﬁcally depressed as compared to the continental Europe. he had to return to Nottingham in 1840. During the bicentennial celebration of Green’s birth in 1993. Ostrogradski Mikhail Vasilevich Ostrogradski (1801–1862) was born in Pashennaya.31]. and Augustin-Louis Cauchy (1789–1857). a junior position. As the son of a semiliterate. Green wrote three more papers. They were the ﬁrst to have successfully transmitted telegraph [30. He entered the University of Kharkov in 1816 and studied physics and mathematics. Due to poor health. and before his departure to France to enrich his education.A. Together with Wilhelm Eduard Weber (1804–1891). Poisson. for a work which they could hardly understood a word. however. he mentioned it to his teacher William Hopkins (1793–1866). physicists Julian Seymour Schwinger (1918–1994) and Freeman J. Thomson was immediately excited about what he had read in the paper. and which sometimes was said to have led to Euler’s loss of sight. but well-to-do Nottingham baker and miller. Sir Edward Bromhead. After graduating in 1837. While studying the subject of electricity as a part of preparation for his Senior Wrangler exam. In 1839. and hydrodynamics. Hence it was a mystery how Green could have produced as his ﬁrst publication such a masterpiece without any guidance. notably physics. His papers at this time showed the inﬂuence of the mathematicians in Paris and he wrote on physics and the integral calculus. These papers were later incorporated in a major work on hydrodynamics. At the time of his death.

Poisson and Adhemar Jean ´ Claude Barre de Saint-Venant (1797–1886) had already considered the problem. In 1837 he entered Pembroke College of Cambridge University. Largely on the strength of these papers he was elected an academician in the applied mathematics section. corresponds to the interior and exterior problems. After completing the research Stokes discovered that Jean Marie Constant Duhamel (1797–1872) had already obtained similar results for the study of heat in solids. It is not known whether any student could answer the question at that time. the chair Newton once held. The mathematical theorem that carries his name. Inspired by the recent work of Green. Stokes started to undertake research in hydrodynamics and published papers on the motion of incompressible ﬂuids in 1842. 5. Integral equations Inspired by the use of inﬂuence functions as a method for solving problems of beam deﬂection subject to distributed load. Fredholm started the investigation of integral equations 73. He was appointed Secretary of the Society in 1854.x) are given continuous functions. After he had deduced the correct equations of motion. xÞ Z (28) vnðxÞ rðx. and m(x) is the solution sought. f(x) is the Dirichlet boundary condition. or a ‘double-layer potential’. f(x) and K(x. By the virtue of the above Fredholm theorem. Maxwell. Pembroke College immediately gave him a fellowship. and Peter Guthrie Tait (1831–1901). xÞmðxÞdSðxÞ. and was awarded the Rumford Medal in 1852.T. xÞ Z (31) vnðxÞ rðx. He was the President of the Society from 1885 to 1890. x 2G (30) vnðxÞ G Here again the upper and lower sign. Stokes continued his investigations. In 1849 Stokes was appointed the Lucasian Professor of Mathematics at Cambridge. the lower sign the exterior problem. xÞ mðxÞdSðxÞ. the full solution of the boundary value problem is given by ðð v½1=rðx. Ireland. xÞ . since Claude Louis Marie ´ Henri Navier (1785–1836). who had among his students Thomson.-D. In 1840 he wrote on ballistics and introduced the topic to Russia.278 A. and the kernel is given by v 1 Kðx. Stokes discovered that again he was not the ﬁrst to obtain the equations. Fredholm [67] proved in 1903 the existence and uniqueness of solution of the linear integral equation ðb mðxÞ K l Kðx. x 2G (27) G In the above the upper sign corresponds to the interior problem. double integrals and potential theory to the Academy of Sciences. The viscous ﬂow in slow motion is called Stokes ﬂow. s is the distribution density.H. ﬁrst appeared in print in 1854 as an examination question for the Smith’s Prize. For the Neumann problem. He was coached by William Hopkins. Stokes Stokes received the Copley Medal from the Royal Society in 1893. Today the fundamental equation of hydrodynamics is called the Navier–Stokes equations. respectively. and the kernel K is given by v 1 Kðx. we can utilize the following boundary equation: ðð vfðxÞ ZG2psðxÞ C Kðx. xÞsðxÞdSðxÞ. and had the reputation as the ‘senior wrangler maker. m is the distribution density. 4. D. He was considered as the founder of the Russian school of theoretical mechanics [128]. (26) is known as the Fredholm integral equation of the second kind. The Fredholm theorem guarantees the existence and uniqueness of m. Eq. vf/vn is the Neumann boundary condition. and served as the Master of Pembroke College in 1902–1903 [128]. a% x% b (26) a George Gabriel Stokes (1819–1903) was born in Skreen. He presented three important papers on the theory of heat. G is the bounding Liapunov surface. G is a closed Liapunov surface. where l is a constant. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 Ostrogradski went to St Petersburg in 1828.’ In 1841 Stokes graduated as Senior Wrangler (the top First Class degree) and was also the ﬁrst Smith’s prizeman. we can solve the Dirichlet problems by the following formula [161] ðð fðxÞ ZH 2pmðxÞ C Kðx. Cheng. looking into the internal friction in ﬂuids in motion. Stokes decided that his results were sufﬁciently different and published the work in 1845.4. Once the distribution density m is solved from (27) by some technique. xÞ The kernel is known as a dipole. County Sligo. which he held until 1885. In 1851 Stokes was elected to the Royal Society. Stokes theorem. xÞmðxÞdx Z f ðxÞ. x 2U (29) fðxÞ Z vnðxÞ G which is a continuous distribution of the double-layer potential on the boundary.

For mixed boundary value problems. is called the ‘direct method’. Augustin-Louis Cauchy (1789–1857) was born in Paris during the difﬁcult time of French Revolution. Laplace and Lagrange were frequent visitors at the Cauchy family home. It is of interest to mention that for a Dirichlet problem. while (34) contains a strong (non-integrable) singularity. ´ ` to Louis Poinsot (1777–1859). Similar integral representation exists in the complex variable domain. from which came the Cauchy integral formula. However. (27) or (35). and C is a smooth.’ because the distribution density m or s. When z is located on the contour. xÞ G which is the distribution of the source. and was ´ later admitted to the Academie. closed contour in the complex plane. Although he continued to publish important pieces of mathematical work. without a fast enough computer to solve the resultant matrix system. on the boundary. which is denoted as CPV under the integral sign. In 1805 Cauchy took the entrance examination of the Ecole Polytechnique and was placed ´ second. expressed as ð 1 f ðzÞ dz (37) f ðzÞ Z 2pi z K z C where z and z are complex variables. he became ill and decided to returned to Paris to seek a teaching position. In 1814 he published the memoir on deﬁnite integrals that later became the basis of his theory of complex functions.A. (37) can be exploited for the numerical solution of boundary value problems. This idea of interpreting and handling this type of strong singularity was introduced by Cauchy in 1814 [34]. he lost to Legendre. The integral in (34) needs to be interpreted in the ‘Cauchy principal value’ sense. the following pair ðð 1 fðxÞ Z sðxÞdSðxÞ. We notice that (33) contains a weak (integrable) singularity as x/x. specializing in highways and bridges. x 2G (35) vnðxÞ CPV vfðxÞ Z vnðxÞ ðð v v1=rðx. but then he was ﬁnally appointed Assistant Professor of Analysis there. In 1817.-D. is solved. x 2Gf (33) rðx. (33) however is a Fredholm integral equation of the ﬁrst kind.H. 5. f is an analytic function. a procedure known as the complex variable boundary element method. xÞ mðxÞdSðxÞ. Cheng. a pair of integral equations is needed. xÞ fðxÞ Z mðxÞdSðxÞ. He worked there for 3 years and performed excellently. xÞ G whose solution is unstable [175]. For the ‘single-layer method’ applied to interior problems. x 2U (32) fðxÞ Z rðx. D. vnðxÞ x 2Gq (34) can be. the single-layer method reduces to using (33) only. not the potential f itself. which solves f or vf/vn on the boundary. the idea was impractical. hence further development of utilizing these equations was limited to analytical work. he was appointed as a Junior Engineer to work on the construction of Port ´ Napoleon in Cherbourg.and double-layer methods are referred to as the ‘indirect methods. or the ‘single-layer potential’. xÞ sðxÞdSðxÞ. On a smooth part of the boundary not containing edges and corners. and to Andre Marie Ampere (1775–1836) in competition for academic positions. z2C. Eq.’ This concept was introduced by Jacques Salomon Hadamard (1865–1963) in 1908 [85]. Eq. Cauchy’s father was active in the education of young Augustin-Louis. Fredholm suggested a discretization procedure to solve the above equations. In 1807 he entered Ecole des Ponts et Chaussees to study engineering. the potential for the whole domain is given by ðð 1 sðxÞdSðxÞ.T. In that case. Cauchy in 1825 [35] presented one of the most important theorems in complex variable—the Cauchy integral theorem. In 1816 he won the Grand Prix ´ of the Academie des Sciences for a work on waves. he was able to . Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 279 After solving for s. Cauchy vfðxÞ Z vnðxÞ ðð CPV v½1=rðx. vnðxÞ HFP vnðxÞ x 2G (36) The integral in (36) contains a ‘hypersingularity’ and is marked with HFP under the integral sign. In 1812. In boundary element terminology. A ‘double-layer method’ can also be formulated to solve mixed boundary value problems using the following pair of equations ðð v½1=rðx. In 1815 Cauchy lost out to Jacques Philippe Marie Binet (1786–1856) for a mechanics chair at the Ecole Polytechnique. should be used. the second kind equation.1. applied on the Dirichlet part Gf and the Neumann part Gq of the boundary. standing for ‘Hadamard ﬁnite part. The numerical method based on Green’s third identity (25). Cauchy’s initial attempts in seeking academic appointment were unsuccessful. respectively. At the age of 20. and Lagrange particularly took interest in Cauchy’s mathematical ability. the result of the Cauchy principle value limit is just (30). and ﬁnished school in 2 years. the single.

It ´ was said that when Cauchy read to the Academie des Sciences in Paris his ﬁrst paper on the convergence of series. In 1909 he ` was appointed to the Chair of Mechanics at the College de France. in particular it contained the ﬁrst general work on singularities. Among the other topics he considered were elasticity. not a physicist. yet he always argued strongly that he was a mathematician. when France fell to Germany in 1940.79]. In 1831 Cauchy went to Turin and later accepted an offer to become a Chair of Theoretical Physics. The formulation of elementary calculus in modern textbooks is essentially what Cauchy expounded in his three great ´ treatises: Cours d’Analyse de l’Ecole Royale Polytechnique ´ sume des Lecons sur le Calcul Inﬁnitesimal ´ ´ (1821). Sweden. he wrote in 1936: ‘. Due to his political and religious views. Cheng. having produced ﬁve textbooks and over 800 articles. where his father taught. During this time he published his famous determinant inequality. Stieltjes discovered a gap in his proof and never submitted an entry. escaped to the United States where he was appointed to a visiting position at Columbia University. D. coding theory. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 substitute for Jean-Baptiste Biot (1774–1862). The next 4 years Hadamard was ﬁrst a lecturer at Bordeaux. Laplace hurried home to verify that he had not made mistake ´ ´ of using any divergence series in his Mecanique Celeste. His thesis on functions of a complex variable was one of the ﬁrst to examine the general theory of analytic functions. Cauchy was staunchly Catholic and was politically a royalist. He regained his position at the Academie but not his teaching positions because he had refused to take an oath of allegiance to the new regime. He left America in 1944 and spent a year in England before returning to Paris after the end of the war. In 1897 Hadamard resigned his chair in Bordeaux and ` moved to Paris to take up posts in Sorbonne and College de France. By 1830 the political events in Paris forced him to leave Paris for Switzerland. he continued to have difﬁculty in getting appointment. Re ¸ ´ (1823). hydrodynamics and boundary value problems. Cauchy was probably next to Euler the most published author in mathematics. It was a good mathematics teacher turned him around. Hadamard. His famous 1898 work on geodesics on surfaces of negative curvature laid the foundations of symbolic dynamics. in arithmetic. In the following year he published Lecons sur le ¸ calcul des variations. where he obtained his doctorate in 1892. Cauchy and his contemporary Gauss were credited for introducing rigor into modern mathematics. He introduced the concept of a well-posed initial value and boundary value problem.T. and then promoted to Professor of Astronomy and Rational Mechanics in 1896. until the ﬁfth grade. Hadamard continued to receive prizes for his research and was honored in 1906 with the election as the President of the French Mathematical Society. and returned to Paris in ´ 1838. In 1884 Hadamard ´ was placed ﬁrst in the entrance examination for Ecole ´ Normale Superieure.280 A. 5. Near the end of 1912 Hadamard was elected to the Academy of Sciences to ´ succeed Poincare. Fredholm Jacques Salomon Hadamard (1865–1963) began his ´ schooling at the Lycee Charlemagne in Paris. had been put forward by Charles Hermite (1822–1901) with his friend Thomas Jan Stieltjes (1856– 1894) in mind to win it. Cauchy ¸ was also credited for setting the mathematical foundation for complex variable and elasticity.128]. After his baccalaureate. The basic equation of elasticity is called the Navier–Cauchy equation [8.-D. geometrical optics. and other areas.3. He soon lost all his positions in Paris. and later for Poisson. The topic proposed for the prize. 5.2. which are important in the theory of integral equations. It was not until 1821 that he was able to obtain a ` full position replacing Ampere.H. His research turned more toward mathematical physics. Chair of ` Mathematical Physics at the College de France. which helped lay the foundations of functional analysis (the word ‘functional’ was introduced by him). In the same year Hadamard received the Grand ´ Prix des Sciences Mathe matique for his paper Erik Ivar Fredholm (1866–1927) was born in Stockholm. Hadamard ‘Determination of the number of primes less than a given number’. He was lauded as one of the last universal mathematicians whose contributions broadly span the ﬁelds of mathematics. I was last or nearly last’. and Lecons sur le Calcul Differentiel (1829). He lived to 98 year old [118. In his ﬁrst few years at school he was not good at mathematics. After the start of World War II. Then in 1912 he was appointed as Professor of ´ Analysis at the Ecole Polytechnique. In 1833 Cauchy went from Turin to Prague. being a Jew. matrices satisfying this relation are today called Hadamard matrices. concerning ﬁlling gaps in work of Bernhard Riemann (1826–1866) on zeta functions. Fredholm enrolled in 1886 . However.

The use of (42) in (41) produced the integral representation for dilatation ððð ðð F$uÃ dV (43) e Z V$u Z ðt$uÃ K tÃ $uÞdS C G U 6. In the same sequence of papers [10. He spent his whole career at the University of Stockholm being appointed to a chair in mechanics and mathematical physics in 1906. Through an ¨ arrangement he studied under Magnus Gosta Mittag-Lefﬂer (1846–1927) at the newly founded University of Stockholm. one of the most celebrated relation in mechanics [10]. when he introduced the reciprocity theorem.11].137]. which was the only doctorate granting university in Sweden at that time. and also extended the forces and displacements concept to generalized forces and generalized displacements [136. requires the fundamental solution of a point force in inﬁnite space. his Complete Works in mathematics comprises of only 160 pages. known as the Betti–Maxwell reciprocity theorem. an important step toward deriving Green’s formula was made by Enrico Betti (1823–1892) in 1872. Charles Emile Picard (1856–1941). In 1909–1910 he was Pro-Dean and then Dean in Stockholm University. John William Strutt (Lord Rayleigh) (1842–1919) further generalized the above theorem to elastodynamics in the frequency domain. (u. For example. was a generalization of the reciprocal principle derived earlier by Maxwell [117] applied to trusses. they satisfy the following reciprocal relation ððð ðð ðt 0 $u K t$u 0 ÞdS Z ðF$u 0 K F 0 $uÞdV (41) G U The above theorem. his papers required so much effort that he wrote only a few. The theory can be stated as follows: given two independent elastic states in a static equilibrium. Fredholm’s contributions quickly became well known. Hilbert immediately saw the importance and extended Fredholm’s work to include a complete eigenvalue theory for the Fredholm integral equation. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 281 at the University of Uppsala. Fredholm was appointed as a Lecturer in mathematical physics at the University of Stockholm. Hermann Ludwig Ferdinand von Helmholtz (1821–1894) in his study of acoustic problems presented the following equation in 1860 [87]. In the above we have * switched to the tensor notation. Cheng. and acquired his PhD from the University of Uppsala in 1893. originally designed to solve electrostatic problems. Although Vito Volterra (1860–1940) before him had studied the integral equation theory. The more useful formula that gives the integral equation representation of displacements. t and t 0 are tractions on a closed surface G. This work led directly to the theory of Hilbert spaces. In 1900 a preliminary report was published and the work was completed in 1903 [67]. In 1898 he received the degree of Doctor of Science from the same university. Extended Green’s formula Green’s formula (25). and n is the Poisson ratio.H. and F and F 0 are body forces in the enclosed region U. F) and (u 0 . Utilizing (44). Betti presented the fundamental solution known as the center of dilatation [114] 1 K 2n 1 Ã u Z V (42) 8pGð1 K nÞ r where G is the shear modulus. 1 fZ 4p ðð G cos kr vf v cos kr Kf dS r vn vn r (40) which can be compared to (25). and Hadamard. Carlo Somigliana (1860–1955) in 1885 [157] developed the following integral representation for displacements ðð ððð Ã uj Z ðti uÃ K tij ui ÞdS C Fi uÃ dV (45) ij ij G U * where k is a constant known as the wave number. In fact. He also derived the fundamental solution of (38) as fZ cos kr r (39) In the same paper he established the equivalent Green’s formula . was such a success that the idea was followed to solve many other physical problems [166]. Fredholm wrote papers with great care and attention so he produced work of high quality that quickly gained him a high reputation throughout Europe. F 0 ). Fredholm’s ﬁrst publication ‘On a special class of functions’ came in 1890. rather than dilatation. and the second index in uij indicates the direction of the applied point force. It so impressed Mittag-Lefﬂer that ´ he sent a copy of the paper to Poincare. where u and u 0 are displacement vectors. Fredholm is best remembered for his work on integral equations and spectral theory. After 1910 he wrote little beyond revisiting his earlier work [128]. t 0 . known as the Helmholtz equation V2 f C k 2 f Z 0 (38) where t is the boundary traction vector of the fundamental solution (42). which was provided by Kelvin in 1848 [101] i 1 1 h xi xj uÃ Z C ð3 K 4nÞdij (44) ij 16pGð1 K nÞ r r 2 where dij is the Kronecker delta. For elasticity. t.A.T. After receiving his Doctor of Science degree. However. This work was accomplished during the months of 1899 which Fredholm spent in Paris studying the ´ Dirichlet problem with Poincare. D. it was Fredholm who provided a more thorough treatment.-D.

generally known as the nuclei of strain [114]. we then obtain the boundary integral equation formulation (52). (45).. 6. is the elasticity counterpart of Green’s formula (25). He rejected the dominant physiology theory at that time. (49) becomes the boundary integral equation ð u Z ðuBÃ fGg K GBfugÞdx G (51) (52) As an example. He attended Potsdam Gymnasium where his father was a teacher.-D. and can be called the double-layer method. The generalized Green’s second identity in the form of (49) exists with the deﬁnition of the operators [83] LÃ fvg Z v2 Av v2 Bv v2 Cv vDv vEv C 2 K K C Fv C2 2 vxvy vx vy vx vy (54) vu vu vu Bfug Z A C 2B nx C C C Eu ny vx vy vy BÃ fvg Z vAv vBv vCv K Dv nx C 2 C ny vx vx vy (55) where mi is the component of the distribution density vector m. known as the stress discontinuity. also known as the displacement discontinuity. and strongly argued on the ground of physics and chemistry principles. the complex variable potentials and integral equation representation for elasticity exist. we consider the general second order linear partial differential equation is two-dimension Lfug Z A v2 u v2 u v2 u vu vu C C 2 C D C E C Fu C 2B 2 vxvy vx vy vx vy (53) where the coefﬁcients A. The counterpart of the single-layer method (33) is given by the Somigliana integral equation ðð ððð uj Z uÃ si dS C uÃ Fi dV (48) ji ji G U (56) If we require u and v to satisfy (50) and (51). Cheng. D. If we assume that u is the solution of the homogeneous equations LðuÞ Z 0 in U (50) Hermann Ludwig Ferdinand von Helmholtz (1821–1894) was born in Potsdam.. However. His interests at school were mainly in physics. Consider the generalized Green’s theorem [123] ð ð ðvLfug K uLÃ fvgÞdx Z ðvBfug K uBÃ fvgÞdx (49) U G In the above u and v are two independent vector functions. Volterra [183] in 1907 presented the dislocation solution of elasticity. called the Somigliana identity. Germany. B is the generalized boundary normal derivative. which was formulated by Gury Vasilievich Kolosov (1867–1936) in 1909 [102].1. Further dislocation solutions were given by Somigliana in 1914 [158] and 1915 [159]. These were further developed by Nikolai Ivanovich Muskhelishvili (1891–1976) [125. For a point dislocation in unbounded three-dimensional space. L is a linear partial differential operator. (47) is equivalent to (35) of the potential problem. as well as other singular solutions such as the force double and the disclination. Eq.H. (49) may be compared with the Green’s second identify (24). Eq. Similar to Cauchy integral (37) for potential problems.282 A. he accepted a government grant to study medicine at the Royal Friedrich-Wilhelm Institute of Medicine and Surgery in Berlin. due to the ﬁnancial situation of his family. and v is replaced by the fundamental solution of the adjoint operator satisfying LÃ fGg Z d Eq. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 Eq. which was based on vital forces. Helmholtz where si is the component of the distribution density vector s. We can derive the above extended Green’s formulae in a uniﬁed fashion.B. His research career began in 1841 when he worked on the connection between nerve ﬁbers and nerve cells for his dissertation. LÃ is its adjoint operator. The right hand side of (49) is the consequence of integration by parts of the left hand side operators.T. He graduated from the Medical . and F are functions of x and y. the resultant displacement ﬁeld is 1 uÃ Z ijk 4pð1 K nÞ 1 2 ! 2 ð1 K 2nÞðdkj xi K dij xk K dik xj Þ K 2 xi xj xk r r (46) This singular solution can be distributed over the boundary G to give the Volterra integral equation of the ﬁrst kind [182] ðð ððð uk Z uÃ nj mi dS C uÃ Fi dV (47) kji ki G U subject to certain boundary conditions. and BÃ is its adjoint operator. respectively.126].

It was expected that he would won the senior wrangler position at graduation. Among Thomson’s contemporaries were Stokes. producing in 1863 ‘On the Sensation of Tone as a Physiological Basis for the Theory of Music’ [88]. a post that he held until his death in 1894 [32.128. rotation and deformation.-D. In the following year Betti visited the mathematical centres of Europe. When the Chair of Physics in Berlin became vacant in 1871.192]. in Gottingen Betti met and became friendly with Riemann. making many important ¨ mathematical contacts. he was appointed to the Chair of Anatomy and Physiology in Bonn. the Scuola Normale Superiore.3. In 1854 he moved to Florence where again he taught in a secondary school.A. a second wrangler in 1854. D. The ﬁerce competition of the ‘tripos’. Thomson’s father ran a successful campaign to get his son elected to the chair at the age of 22. Over quite a number of years Betti mixed political service with service for his university. He spent all his spare time doing research. In 1863 Riemann left his post as Professor of ¨ Mathematics at Gottingen and move to Pisa. In 1849 Betti returned to his home town of Pistoia where he became a teacher of mathematics at a secondary school. 6. In 1846 the Chair of Natural Philosophy in Glasgow became vacant. He graduated in 1846 and was appointed as an assistant at the university. the absolute temperature scale (measured in ‘kelvins’). Betti During those days the political and military events in Italy were intensifying as the country came nearer to uniﬁcation. James Thomson. In 1883. His study on vortex tube played an important role in the later study of turbulence in hydrodynamics. Helmholtz also studied mathematical physics and acoustics. complaints were made to the Ministry of Education from traditionalist that his lectures on anatomy were incompetent. Betti served the government of the new country as a member of Parliament. he ﬁnished the second wrangler in 1845. the mathematical analysis of electricity and magnetism.2. In 1859 there was a war with Austria and by 1861 the Kingdom of Italy was formally created. an honors examination instituted at Cambridge in 1824. In 1858 Helmholtz published his important paper on the motion of a perfect ﬂuid by decomposing it into translation. In 1888.H. Some of his most important work was carried out during this time. he was able to negotiate a new Physics Institute under his control. he was ennobled by William I. William Thomson (Lord Kelvin) (1824–1907) was well prepared by his father. a position he held until his death. including ¨ Gottingen. and Paris. Thomson was foremost among the small group of British scientists who helped to lay the foundations of modern physics. Helmholtz reacted strongly to these criticisms and moved to Heidelberg in 1857 to set up a new Physiology Institute. 6. Back in Pisa he moved in 1859 to the Chair of Analysis and Higher Geometry. He attended Glasgow University at the age of 10.T. Cheng. Although at this time Helmholtz had gained a world reputation. His contributions to science included a major role in the development of the second law of thermodynamics. Helmholtz was released from his obligation as an army doctor and became an Assistant Professor and Director of the Physiological ¨ Institute at Konigsberg. hoping that warmer weather would cure his tuberculosis. and knot theory in topology. and a Senator in the Italian Parliament in 1884 [128]. In particular. but to his and his father’s disappointment. the geophysical . Kelvin Enrico Betti (1823–1892) studied mathematics and physics at the University of Pisa. a senior wrangler in 1841. attracted many best young minds to Cambridge in those days. In 1847 he published the important paper ‘Uber die Erhaltung der Kraft’ that established the law of conservation of energy. He served as an Undersecretary of State for education for a few months. Berlin. From around 1866 Helmholtz began to move away from physiology and toward physics. Under his leadership the Scuola Normale Superiore in Pisa became the leading Italian centre for mathematical research and education. he was appointed as the ﬁrst President of the PhysikalischTechnische Reichsanstalt at Berlin. In the following year. the dynamical theory of heat. He was appointed as Professor of Higher Algebra at the University of Pisa in 1857. His famous theory of reciprocity in elasticity was published in 1872. Professor of Mathematics at the University of Glasgow. including the basic ideas for the electromagnetic theory of light. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 283 Institute in 1843 and had to serve as a military doctor for 10 years. Betti started to work on potential theory and elasticity. and later entered Cambridge University at 17. and Maxwell. for his career. Inﬂuenced by his friend Riemann. He served a term as Rector of the University of Pisa and in 1846 became the Director of its teacher’s college. In 1855.

In 1883 Volterra was given a Professorship in Rational Mechanics at Pisa. His participation in the telegraph cable project earned him the knighthood in 1866.T. He took his wife and several relatives sailed down the Nile during the last months of 1872. Beginning in 1912. especially his signing of . Following Betti’s death in 1892 he was also in charge of mathematical physics. Volterra began his studies at the Faculty of Natural Sciences of the University of Florence in 1878. Rayleigh had an attack of rheumatic fever and was advised to travel to Egypt for his health. the surface wave known as Rayleigh wave. At the end of 1884. a city on the Adriatic Sea. and mathematical biology. the hydrodynamic similarity theory. he graduated with a doctorate in physics at the University of Pisa. Maxwell died. Betti was impressed by his student that upon graduation he appointed Volterra his assistant. and the Rayleigh–Ritz method in elasticity. succeeding Eugenio Beltrami (1835–1900) as Professor of Mathematical Physics. and had to give up his fellowship at Trinity.4. and fundamental work in hydrodynamics. Rayleigh was married in 1871. integro-differential equations. There in his self-funded laboratory he Vito Volterra (1860–1940) was born in Ancona. who had the reputation of being an outstanding teacher in mathematics and mechanics. eventually published in 1877. It was during that trip that he started his work on the famous two volume treatise The Theory of Sound [137]. as well as by Stokes. Rayleigh continued his intensive scientiﬁc work to the end of his life. Rayleigh (a title he did not inherit until he was thirty years old) was greatly inﬂuence by Routh. In 1879. but also the ﬁrst Smith’s prizeman. and became interested in acoustics. Cheng. As a direct result of his unwavering stand. Rayleigh made many important scientiﬁc contributions including the ﬁrst correct light scattering theory that explained why the sky is blue. Rayleigh was faced with a difﬁcult decision: knowing that he would succeed to the title of the third Baron Rayleigh. In 1882. Volterra regularly lectured at the Sorbonne in Paris.-D. Rayleigh resigned his Cambridge professorship and settled in his estate.168]. 6. In 1900 he moved to the University of Rome. By this time. Rayleigh was determined to devote his life to science so that his social obligations would not stand in his way. When Volterra was 2-year old. especially the proposed changes to the educational system. In 1904 Rayleigh won a Nobel Prize for his 1895 discovery of argon gas. the theory of elasticity. Around that time he read Helmholtz’ book On the Sensations of Tone [88]. Italy. President of the Royal Society of London (1905–1908). thus gaining the lead in world communication. In 1866. Cambridge.H. In 1872. He also served many public functions including being the President of the London Mathematical Society (1876–1878). After studying in a private school without showing extraordinary signs of scientiﬁc capability.284 A. Rayleigh was elected to a fellowship of Trinity College.167]. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 determination of the age of the Earth. the theory of soliton. As an undergraduate. the description of hereditary phenomena in physics. taking up a scientiﬁc career was not really acceptable to the members of his family. 6. and Rayleigh was elected to the vacated post of Cavendish Professor of Experimental Physics at Cambridge. he entered Trinity College. He became the third Baron Rayleigh and had to devote part of his time supervising the estate. Volterra—a Senator of the Kingdom of Italy since 1905— was one of the few who spoke out against fascism. who held the Chair of Rational Mechanics. D. in 1861. the theory of functions of a line (later called functionals after Hadamard). Rayleigh’s father died in 1873. At that time (1923–1926) he was President of the Accademia Nazionale dei Lincei. his father died and he was raised by his uncle. and a large personal fortune [151.5. Volterra’s work encompassed integral equations. he was coached by Edward John Routh (1831–1907). He graduated in 1865 with top honors garnering not only the Senior Wrangler title. however. when the Fascists seized power in Italy. In 1922. Among his teachers were Betti. Volterra John William Strutt (Lord Rayleigh) (1842–1919) was the eldest son of the second Baron Rayleigh. returning to England in the spring of 1873. and Chancellor of Cambridge University (1908 until his death) [138. In the following year he won a competition to become a student at the Scuola Normale Superiore di Pisa. From 1893 until 1900 he held the Chair of Rational Mechanics at the University of Torino. and he was regarded as the most eminent man of science in Italy. His theoretical work on submarine telegraphy and his inventions of mirror-galvanometer for use on submarine cables aided Britain in laying the transatlantic cable.

Based on the same idea. Eq. he returned to St Petersburg where he spent the rest of his career. He held the post until his retirement in 1935. In 1907 Kolosov derived the solution for stresses around an elliptical hole. 7.6. During the World War II. and in other European countries. Volterra died in isolation on October 11. Pre-electronic computer era Numerical efforts solving boundary value problems predate the emergence of digital computers. and moved to live in Milan. Later he transferred to Pisa and had Betti among his teachers. for the following functional ððð ðð 1 vf PZ ðVfÞ2 dV K ðf K f ÞdS (57) 2 vn U G Carlo Somigliana (1860–1955) began his university study at Pavia. Somigliana was a classical physicist–mathematician faithful to the school of Betti and Beltrami. After working at Yurev University from 1902 to 1913. often in the subdomains. Ritz’ idea involves the use of variational method and trial functions to ﬁnd approximate solutions of boundary value problems. known as the Trefftz method. Kolosov Gury Vasilievich Kolosov (1867–1936) was educated at the University of St Petersburg. the above equation is equivalent to the statement of Dirichlet problem V2 f Z 0 in U and f Z f ðxÞ on G (60) (59) Ritz proposed to approximate f using a set of trial functions ji by the ﬁnite series fz n X iZ1 a i ji (61) where ai are constant coefﬁcients to be determined. It showed that the concentration of stress became far greater as ﬁnding its stationary value by variational method leads to ððð ðð vf dP Z K dfV2 f dV K d ðf K f ÞdS Z 0 (58) vn U G Since the variation is arbitrary. proposed by Walter Ritz (1878–1909) in 1908 [140]. The Somigliana integral equation for elasticity is the equivalent of Green’s formula for potential theory. his refusal to swear the oath of allegiance to the fascist government imposed on all university professors. He studied the mechanics of solid bodies and the theory of elasticity.A. and Volterra among his contemporaries. in Paris. 6. Volterra was dismissed from his chair at the University of Rome in 1931. Somigliana was called to Turin in 1903 to become the Chair of Mathematical Physics. This leads to a linear system that can be solved for ai.-D. to produce numerical values. hence it is considered as a domain method. He graduated from Scuola Normale Superiore di Pisa in 1881. (61) is substituted into the functional (57) and the variation is taken with respect to the n unknown coefﬁcients ai. From that time on he lectured and lived mostly abroad.7. One important contribution is the Ritz method. When applied to subdomains. D.H. in Spain. In 1892.172] devised the boundary method. the Ritz method is considered to be the forerunner of the Finite Element Method [194]. as the result of a competition. Cheng. In the following year he was deprived of all his memberships in the scientiﬁc academies and cultural institutes in Italy.T. 1940 [28]. 5 years later. For example. His other contributions included seismic wave propagation and gravimetry [173]. The domain and boundary integration were performed. his apartment in Milan was destroyed. Erich Trefftz (1888–1937) in his 1926 article ‘A counterpart to Ritz method’ [171. where he was a student of Beltrami. Somigliana the radius of curvature at an end becomes small compared with the overall length of the hole. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 285 the ‘Intellectual’s Declaration’ against fascism in 1926 and. The above procedure involves the integration over the solution domain. In 1887 Somigliana began teaching as an assistant at the University of Pavia. we can write (57) in an alternate form ððð ðð 1 vf 1 P ZK fV2 f dV K f K f dS (62) 2 vn 2 U G . He made important contributions in elasticity. he was appointed as University Professor of Mathematical Physics. particularly the complex variable theory. After the war he retreated to his family villa in Casanova Lanza and stayed active in research until near his death in 1955. Engineers needed to understand the issue of stress concentration in order to keep their design safe [128]. not a boundary method. Utilizing Green’s ﬁrst identity (23). 6. He is also known for the Somigliana dislocations.

j Z 1. (69) can also be derived from a weighted residual formulation using Dirac delta function as the test function. n and xj 2G (69) This is a point collocation method and there is no integration involved. Rather than minimizing the functional over the whole boundary. xi are points on x-axis. y2 K z2 . y. To ensure that the boundary condition is satisﬁed. Trefftz proposed to use trial functions ji that satisfy the governing differential equation V 2 ji Z 0 (63) fðxÞ z ai Gðx.H. William John Macquorn Rankine (1820– 1872) in 1864 [135] showed that the superposition of sources and sinks along an axis. D. one can use the fundamental solution as the trial function. 3a). Following the same spirit of the Trefftz method. xy. and the functional is approximated as ! ðð X n n vji 1 X P zK ai a j K f dS (65) vn 2 iZ1 i i iZ1 G Taking variation of (65) with respect to the undetermined coefﬁcients aj. x2 K y2 . yz. x 0 Þ (70) is needed to ensure the closure of the body. For Laplace equation. Various combinations were experimented to create different body shapes. . a simpler procedure is often taken. j Z 1.-D. one can enforce the boundary condition on a ﬁnite set of boundary points xj such that fðxj Þ z n X iZ1 where U is the uniform ﬂow velocity. xi Þ. x 2Ue (75) L where L is a linear partial differential operator. j Z 1. we obtain the linear system n X iZ1 aij ai Z bj . For vanishing potential at inﬁnity. In fact. xÞsðxÞdsðxÞ. the domain integral vanishes.U (71) but not necessarily the boundary condition. x 2U. s is the distribution density. Since fundamental solution satisﬁes the governing equation as LfGðx. and si are source/sink strengths. An auxiliary condition nC1 X iZ1 si Z 0 (74) ai ji ðxj Þ Z f ðxj Þ. there was no direct control over the shape. xi Þ (73) Eq. n (66) where aij Z 1 2 ðð G vji jj dS vn (67) This is called the method of fundamental solutions. It took Theodore ´ ´ von Karman (1881–1963) in 1927 [184] to propose a collocation procedure to create the arbitrarily desirable body shapes.and three-dimensional bodies [174]. xi Þ Z f ðxj Þ. created the ﬁeld of uniform ﬂow around closed bodies. The strengths can be determined by forcing the normal ﬂux to vanish at n speciﬁed points on the meridional trace of the axisymmetric body. However. and d is the Dirac delta function. ´ ´ In 1930 von Karman [185] further proposed the distribution of singularity along a line inside a twodimensional streamlined body to generate the potential ð fðxÞ Z K ln rðx.. The superposition of fundamental solutions is a well known solution technique in ﬂuid mechanics for exterior domain problems. n and xj 2G (72) With the substitution of (61) into (62). combining with a rectilinear ﬂow. The above procedure requires the integration of functions over the solution boundary. L is a line inside the body. z2 K x2 .g (64) satisﬁes the governing equation as long as the source points xi are placed outside of the domain.. again the point collocation is applied: fðxj Þ z n X iZ1 ai Gðxj . known as Rankine bodies. (66) can be solved for ai.T. In the present day Trefftz method. these could be the harmonic polynomials ji Z f1. x 0 Þg Z dðx. and Ue is the external domain (Fig. . . and setting each part associated with the variations daj to zero. Cheng. the following auxiliary condition is needed . Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 n X iZ1 In making the approximation (61). Eq. G is the fundamental solution of that operator. xi . . He distributed nC1 sources and sinks of unknown strengths along the axis of an axisymmetric body. adding to a rectilinear ﬂow fðxÞ zUx C nC1 X iZ1 ðð bj Z G vjj dS f vn (68) si 4prðx. It is obvious that the approximate solution where f is the perturbed potential from the uniform ﬂow ﬁeld.286 A. x. such as doublets (dipoles) and vortices. z. other singularities. can be distributed inside a body to create ﬂow around arbitrarily shaped two..

Other early efforts in solving potential ﬂows around obstacles. The method was further developed by Vandrey [177.T. Ritz’s dissertation on spectroscopic theory led to what is known as the Ritz combination principle. Ritz died at the age of 31. 7.H. iZ 1. In 1937 Muskhelishvili [124] derived the complex variable equations for elasticity and suggested to solve them numerically. Walter Ritz (1878–1909) was born in Sion in the southern Swiss canton of Valais. xi 2C (77) vnðxi Þ vnðxi Þ L where C is the boundary contour (Fig. can be found in a review [90]. Two methods of distributing sigularities: (a) sources. Dirichlet condition is enforced on the surface of the body. 3b) to generate the desirable potential. . In the next few years he continued his work on radiation.178] in 1951 and 1960. and doublets on a line L inside the airfoil.1. The debated was judged to Ritz’s favor. The drudgery of computation was a hindrance for their further development.A. These early ´ ´ attempts of Trefftz. where his rising aspirations were strongly inﬂuenced by Woldemar Voigt (1850–1919) and Hilbert. sinks. and variational method. As a specially gifted student. leaving behind a short but brilliant career in physics [69]. and formed a linear algebraic system consisting the unknown coefﬁcients. In 1897 he entered the Polytechnic School of Zurich where he began studies in engineering. the ` young Ritz excelled academically at the Lycee communal of Sion.-D. Ritz Fig. electrodynamics. He soon found that he could not live with the approximations and compromises involved with engineering. Six weeks after the publication of this series. But in 1904 his health failed and he returned to Zurich. xÞ ZK sðxÞdsðxÞ. During the following 3 years. There he produced his opus magnum Recherches critiques sur ´ ´ ´ l’Electrodynamique Generale. Ritz unsuccessfully tried to regain his health and was outside the scientiﬁc centers. D. 3. However. xÞsðxÞdsðxÞ. hence these methods remained dormant for a while and had to wait for a later date to be rediscovered. Cheng. prior to the invention of electronic computers.n. so he switched to the more mathematically exacting studies in physics. ð sðxÞdsðxÞ Z 0 L (76) To ﬁnd the distribution density. without the aid of modern computing tools these calculations had to be performed by human or mechanical computers. In 1901 he ¨ transferred to Gottingen.. and Muskhelishvili existed before the electronic computers. (b) vortices on the surface C of the airfoil. Neumann boundary condition is enforced on a set of discrete points xi. on the surface of the body ð vfðxi Þ v ln rðxi . von Karman. In 1908 he relocated to ¨ Gottingen where he qualiﬁed as a Privat Dozent. the integral equation becomes ð jðxÞ Z K ln rðx. In 1908–1909 Ritz and Einstein held a war in Physikalische Zeitschrift over the proper way to mathematically represent black-body radiation and over the theoretical origin of the second law of thermodynamics. The actual numerical implementation was accomplished in 1940 by Gorgidze and Rukhadze [78] in a procedure that resembled the present-day BEM: it divided the contour into elements. When this is written in terms of stream function j. magnetism. Prager [134] in 1928 proposed a different idea: vortices are distributed on the surface of a streamlined body (Fig. x 2Ue (78) C In this case. approximated the function within the elements. 3a). Lotz [113] in 1932 proposed the discretization of Fredholm integral equation of the second kind on the surface of an axisymmetric body for solving external ﬂow problems. despite these heroic attempts. where Albert Einstein (1879–1955) was one of his classmates. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 287 The above review demonstrates that ﬁnding approximate solutions of boundary value problems using boundary or boundary-like discretization is not a new idea.

Feeling the responsibility for science. mathematics in engineering. being a Jew.-D. Mises was also the ﬁrst editor ¨ of ZAMM (Zeitschrift fur Angewandte Mathematik und Mechanik). Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 ´ ´ 7. There he became responsible for teaching and research in strength of materials. where he remained until his death. Trefftz felt and showed outgoing solidarity and friendship to von Mises. had to leave Germany in 1933. hydrodynamics. Muskhelishvili Nikolai Ivanovich Muskhelishvili (1891–1976) was a student at the University of St Petersburg. von Karman ´ ´ Theodore von Karman (1881–1963) was born in Budapest. Trefftz’s academic career began with his doctoral thesis in Strassburg in 1913. known as Karman’s vortex street.288 A. he was called into military service for the Austro-Hungarian Empire and became Head of Research in the Air Force. the family moved to Aachen. Trefftz had a lifelong friendship with von Mises. He was a soldier in the ﬁrst World War. but soon changed to mathematics. Pafnuty Lvovich Chebyshev (1821–1894). Muskhelishvili took this topic as his graduation thesis and performed brilliantly that Kolosov decided to publish these results as a coauthor with his student in 1915. He was naturally inﬂuenced by the glorious tradition of the St Petersburg mathematical school. In 1944. now Hilbert. who founded the GAMM ¨ (Gesellschaft fur Angewandte Mathematik und Mechanik) in 1922 together with Prandtl. He did further ¨ graduate studies at Gottingen and earned his PhD in 1908 under Ludwig Prandtl (1875–1953). in 1922. In 1908 Trefftz transferred to ¨ Gottingen. and Riemann. Carle David ´ Tolme Runge (1856–1927). In the year 1922 he got a call as a Full Professor with a Chair in the Faculty of Mechanical Engineering at the Technical University of Dresden. In 1927 he moved from the engineering to the mathematical and natural science faculty. Here after Gauss.3. Trefftz’s most important teachers were Runge. and Aleksandr Mikhailovich Lyapunov (1857–1918).4. He ﬁrst visited the United States in 1926. In 1912. Felix Christian Klein (1849–1925). Austria. In 1911 he made an analysis of the alternating double row of vortices behind a ´ ´ bluff in a ﬂuid stream. and aircraft structures. In 1930 he headed the Guggenheim Aeronautical Lab at the California Institute of Technology. but already in 1919 he got his habilitation and became a Full Professor of Mathematics in Aachen. In 1890. where he solved a mathematical problem of hydrodynamics. he took over the Presidentship of GAMM. 1888 in Leipzig. aerodynamics and aeronautics. Trefftz spent 1 year at the Columbia University.and aero-dynamics. He was trained as a mechanical engineer in Budapest and graduated in 1902. at the age of 31. Hungary. New York.H. being appointed there as a Chair in Technical (Applied) Mechanics. 7. Trefftz Erich Trefftz (1888–1937) was born on February 21. Cheng. he cofounded of the present NASA Jet Propulsion Laboratory and undertook America’s ﬁrst governmental long-range missile and space-exploration research program. which began with Euler and continued by the prominent mathematicians such as Ostrogradsky. ¨ and then left Gottingen for Strassburg to study under the guidance of the famous Austrian applied mathematician Richard von Mises (1883–1953). In 1906 he began his studies in mechanical engineering at the Technical University of Aachen. This meeting became the forerunner of the International Union of Theoretical and ´ ´ Applied Mechanics (IUTAM) with von Karman as its honorary president. As an undergraduate student. and he clearly was in expressed distance to the Hitler regime until his early death in 1937. In 1935 . supersonic ﬂight. His personal scientiﬁc work included contributions to ﬂuid mechanics. After the war. where he led the effort to build the ﬁrst helicopter. In World War I. 7. at that time the Mecca of mathematics and physics. In 1922 Muskhelishvili became a Professor at the Tbilisi State University. theory of elasticity. he was instrumental in calling an International Congress on Aerodynamics and Hydrodynamics at Innsbruck. the genius mechanician in modern ﬂuid. where he built the world’s ﬁrst wind tunnel. Muskhelishvili was greatly impressed by the lectures of Kolosov on the complex variable theory of elasticity.2.T. who. he became Professor and Director of Aeronautical Institute at Aachen. and Prandtl created a continuous progress of ﬁrst-class mathematics. D. Dirichlet. He is widely recognized as the father of modern aerospace science [186]. and became the Editor of ZAMM in 1933 in full accordance with von Mises [160]. Hilbert and also Prandtl. Germany. turbulence theory.

and by Mitzner [122] using the retarded potential integral representation. For a two-dimensional problem. started around that time. the integration over a subinterval was made easy by assuming constant variation of the potential on the subinterval. The computation was carried out using a Monroe desk calculator [154]. An IBM 7090 mainframe computer was used for the numerical solution. and received many honors [196. The left hand side of (84) is null because the source point x is placed inside the body. the so-called ‘null-ﬁeld integral equation’ or the ‘interior Helmholtz integral equation’ was utilized: ðð vGðx. corresponding to 72 unknowns (real and imaginary parts).H. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 289 he published the masterpiece Some Basic Problems of the Mathematical Theory of Elasticity. Electronic computer era Although electronic computers were invented in the 1940s. at Tbilisi and the Georgian Branch of USSR Academy of Sciences. Some of the more signiﬁcant ones are reviewed below. The problem of a steady state wave scattered from the surface of a circular cylinder was solved as a demonstration. and Copley in 1967 [40] and 1968 [41]. In the above f is the velocity potential and c is the wave speed. The surface was divided into triangular elements. The work was extended in 1967 by Shaw [152] to handle different boundary conditions on the obstacle surface. and iZ K1. President. k is the wave number. they did not become widely available to common researchers until the early 1960s. The scattering due to a box-shaped rigid obstacle was solved.T. It is of interest to observe that the discretization was restricted to 36 points. ﬁrst in 1965 [188] for solving electromagnetic scattering problems. in Green’s second identity (24) produced the boundary integral equation ð C ðð 1 t vf vG G sc K fsc (81) fsc ðx. Director. and then in 1969 [189] for acoustic problems. Friedman and Shaw [68] in 1962 solved the scalar wave equation V2 f K 1 v2 f Z0 c2 vt2 (79) in the time domain for the scattered wave ﬁeld resulting from a shock wave impinging on a cylindrical obstacle. which is outside the wave ﬁeld. Subsequent work using integral equation solving acoustic scattering problems included Chertock [37] in 1964. Waterman developed the null-ﬁeld and T-matrix method. governed by the Helmholtz equation (38).197]. The above equation was combined with the exterior integral . Cheng. Copley was the ﬁrst to report the non-uniqueness of integral equation formulation due to the existence of eigen frequencies. not simultaneous solution. Finite difference explicit time-stepping scheme was used and the resultant algebraic system required only successive. The 2-D boundary integral equation counterpart to the 3-D version (40) is where Ui is the interior of the scatterer. Similar to Friedman and Shaw [68]. In both the CHIEF and the T-matrix method. He held many positions such as Chair. Schenck [150] in 1968 presented the CHIEF (combined Helmholtz integral equation formulation). and G ZK 1 Kikr e 4pr (85) is the free-space Green’s function of Helmholtz equation. so the integration could be performed exactly. tÞ Z dS dt0 4p 0 vn vn G ð1Þ of the where H0 is the Hankel function pﬃﬃﬃﬃﬃﬃ ﬁrst kind of order zero. Banaugh and Goldsmith [5] in 1963 tackled the twodimensional wave equation in the frequency domain. Eq. A number of independent efforts of experimenting on boundary methods also emerged in the early 1960s. In the same year (1963) Chen and Schweikert [36] solved the three-dimensional sound radiation problem in the frequency domain using the Fredholm integral equation of the second kind ikr ðð vfðxÞ v e Z K2psðxÞ C sðxÞ dSðxÞ. i fZ 4 ð" C ð1Þ H0 ðkrÞ # ð1Þ vf vH0 ðkrÞ Kf ds vn vn (82) 8. x 2G vnðxÞ vnðxÞ r G (83) Problems of vibrating spherical and cylindrical shells in inﬁnite ﬂuid domain were solved. An IBM 704 mainframe was used. D. (81) was further differentiated with respect to time to create the equation for acoustic pressure. A larger linear system would have required the read/write operation on the tape storage and special linear system solution algorithm. due to the memory restriction of the computer. It is not surprising that the development of the ﬁnite element method [38]. the equation was discretized in space (boundary contour) and in time that resulted into a double summation. xÞ dSðxÞ. which allowed up to 1000 degrees of freedom to be modeled. x 2Ui (84) vnðxÞ vnðxÞ G where fsc is the scattered wave ﬁeld. which won him the Stalin Prize of the First Degree. as well as a number of other numerical methods.-D. (82) is solved in the complex variable domain. xÞ vfðxÞ 0 Z fðxÞ K Gðx. Eq.A. Variables were assumed to be constant over space and time subintervals. The use of the fundamental solution i 1 hr (80) G Z K d K ðt K t0 Þ r c where d is the Dirac delta function.

e. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 equation to eliminate the non-unique solution. x 2G (89) vnðxÞ vnðxÞ G The formulation was the same as that of Lotz [113] and Vandrey [177. Maurice Aaron Jaswon (1922-) and Ponter [95] in 1963 employed Green’s third identity (25) for the numerical solution of prismatic bars subjected to torsion in two dimensions. xÞ Z psðxÞ K sðxÞdsðxÞ. similar rigorousness was not accomplished for another 40 years [72]. Returning to potential problems. xÞdsðxÞ. x 2C (92) x 2C ð86Þ The boundary conditions were Dirichlet type. Massonet [115] in 1965 discussed a number of ideas of using boundary integral equations solving elasticity problems. The initial development. ð 1 v ln rðx. however. made important progresses in the theory of vector potentials (elasticity) through the study of singular integral equations. The following Fredholm equation of the second kind was used: ð 2 cos 4 cos a er dsðxÞ. was limited to one-dimensional singular integral equations. the same level of success was not found for elasticity problems. xÞ Z K2psðxÞ C sðxÞdsðxÞ. Nikolai Petrovich Vekua (1913–1993) [180]. f is the angle between the two vectors m and er. ð fðxÞ Z K ln rðx. and a is the angle between er and the boundary normal. er is the unit vector in the r direction. or the socalled ‘spurious frequencies’. x 2C (88) vnðxÞ vnðxÞ C was used. the Fredholm equation of the ﬁrst kind as shown in (33).106]. this technique applies only to simply-connected domains. Kupradze in 1964 [105] and 1965 [104] discussed a method for ﬁnding approximate solutions of potential and elasticity static and dynamic problems. has been developed into a powerful numerical tool for the aircraft industry [90]. apparently good solutions were obtained. Although attempted by Fredholm himself. a mixed boundary value problem was solved using Green’s formula (86).197] and followed by Ilia Nestorovich Vekua (1907–1977) [179]. Solution were found using the iterative procedure of successively approximating the function m. xÞ vfðxÞ fðxÞ Z K ln rðx. plane elasticity problems were solved using the distribution of the radial stress ﬁeld resulting from In the above C 0 is an arbitrary auxiliary boundary that encloses C. During the ﬁrst decade of the 20th century. the solution is represented by the pair of integral equations ð ð 1 v ln rðx. xÞdsðxÞ. Numerical examples were given in two dimensions. C x 2C 0 ð94Þ In the second case. The above equation was supposedly to be unstable. led by Muskhelishvili [196. the introduction of the Fredholm integral equation theorem put the potential theory on a solid foundation. However. m is its magnitude. the Fredholm integral equation of the second kind ð vfðxÞ v ln rðx. p vnðxÞ vnðxÞ C a half-plane point force on the boundary. Hess [89] in 1962 and Hess and Smith [91] in 1964 utilized the single-layer method (30) to solve problems of external potential ﬂow around arbitrary three-dimensional bodies ðð vfðxÞ v1=rðx. In the ﬁrst case. x 2C mðxÞ tðxÞ Z mðxÞ K p r C (91) where t is the boundary traction vector. He called the approach ‘method of functional equations’. xÞ 1 dsðxÞ C vnðxÞ p ð sðxÞln rðx. For potential problems with the Dirichlet boundary condition f Z f ðxÞ. together with Solomon Grigorevich Mikhlin (1908–1991) [120] of St Petersburg.290 A. The development of multi-dimensional integral equations started in the 1960s [72]. Jaswon [97] and Symm [164] in 1963 used the singlelayer method.H. but in two dimensions.-D. In fact. and Victor Dmitrievich Kupradze (1903–1985) [104. m is the intensity of the ﬁctitious stress. all associated with the Tbilisi State University. the Georgian school of elasticians. xÞ fðxÞ dsðxÞ. which solved only two-dimensional problems. Fredholm integral equation of the second kind was used to solve torsion problems: ð v ln rðx. For Neumann problems. Ponter [133] in 1966 extended it to multiple domain problems. x 2C (87) C for the solution of Dirichlet problems.178]. rather than the Fredholm integral equations. xÞ sðxÞdsðxÞ. D. Due to the half-plane kernel function used. 2p vnðxÞ p C C x 2U 0Z 1 2p ð C ð93Þ f ðxÞ v ln rðx. In the same paper [164]. i. This technique. Numerical solutions were carried out in two cases.T. and s is the distribution density. Cheng. x 2C (90) vnðxÞ C where C is the boundary contour. Started in the 1940s. The surface of the body was discretized into quadrilateral elements and the source density was assumed to be constant on the element. xÞ 1 fðxÞ Z dsðxÞ C f ðxÞ sðxÞln rðx. called the surface source method. xÞ fðxÞ Z KpmðxÞ K mðxÞdsðxÞ. which needs to .

low degree polynomials [74]. x 0 Þjðx 0 Þdx 0 Z f ðxÞ.-D. Kupradze’s technique of distributing fundamental solutions on an exterior. in which the singularities are located on the boundary. It considers the distribution of admissible solutions of discrete and unknown density on an external auxiliary boundary. Since C and C 0 are distinct contours. However. one-dimensional. xÞdsðxÞ. particularly in the solution of shells [71. the recent origin can be traced to Mathon and Johnston [116] in 1977. Early efforts focused on ﬁnding successive approximations of linear. Since the singularities were not located on the boundary C. Cheng. 176] and plates [103. certain physical quantities. For example. In the numerical implementation. Oliveira [130] in 1968 proposed the use of fundamental solution of point forces linearly distributed over linear segments to solve plane elasticity problems. Due to the existence of multiple spatial and the time dimensions in physical problems. and ud Z ij 1 2ð1 K nÞ ni x j nj x i xi xj vr 1 vr K C dij ! ð1 K 2nÞ C2 2 r vn r r r vn (99) is the fundamental solution due to a dislocation (doublelayer potential) oriented in the xj direction. For potential problems. dislocations resulting from imperfections of crystalline structures. Different kinds of integral equations that may or may not have physical origin were investigated. two-dimensional problems with prescribed boundary displacement ui Z fi ðxÞ. This is why the term ‘functional equation’ was used instead. The formulations often borrow the physical idea of distributing concentrated loads. the effort of ﬁnding approximate solutions of integral equations existed since the major breakthrough of Fredholm in the 1900s. Another type of problems that has traditionally used boundary methods involves problems with discontinuities such as fractures. ð100Þ si ðxÞufij ðx. Another early monograph is by Mikhlin and Smolitsky [121] in 1967. the integral equations are often multi-dimensional. The resultant linear system was solved for the n discrete s values located at the quadrature nodes. in the form of (71). for example. xÞdsðxÞ K 1 2p ð C fi ðxÞud ðx. and the kernel h xi xj i 1 ð3 K 4nÞdij ln r K 2 ufij Z (98) 4Gð1 K nÞ r is the fundamental solution due to a point force (single-layer potential) in the xj direction. Atkinson [2] in 1976. such as displacements or stresses.61] in 1972 using Chebyshev and Jacobi polynomials for the approximation. the integrals in (94) were regular and could be numerically evaluated using a simple quadrature rule. hence the integral equations are typically singular. interface between dissimilar materials. auxiliary boundary has been considered by some as the origin of the ‘method of fundamental solutions’ [14]. These type of one-dimensional singular integral equations has also been solved using piece-wise. although can be viewed as a special case of the method of functional equations. xÞdsðxÞ. suffer a jump.62]. For the mathematical community. (94) is not an integral equation in the classical sense. C 0 was chosen as a circles. For example. We notice that the above equations involve the distribution of both the single-layer and the double-layer potential. Hence the method of fundamental solutions. was in fact independently developed. and other discontinuities.T. For static. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 291 be solved from (94). Eq.181]. . Gaussian quadrature with n nodes was used for the integration. (93) was then used to ﬁnd solution at any point in the domain. the method of fundamental solutions often bypasses the integral equation formulation. xÞdsðxÞ K f ðxÞud ðx. The review presented so far has focused on the solution of physical and engineering problems. upon which n nodes were selected to place the singularity. uj ðxÞ Z ij p 2p i C C [65]. which is outside of the solution domain U. For elasticity problems. integral equation of this type 1 AðxÞjðxÞ C p a! x! b ðb a x 2U 1 0Z p x 2C 0 ð96Þ ð C Bðx 0 Þjðx 0 Þ 0 dx C x0 K x ðb a Kðx.H. the same technique was employed. The ﬁeld ﬂourished in the 1970 with the publication of several monographs— Kagiwada and Kalaba [98] in 1974. x 2C (95) the following pair of vector integral equations solve the boundary value problem: ð ð 1 1 si ðxÞufij ðx. Eq. The boundary conditions are satisﬁed by collocating at a set of boundary nodes. Another observation is that in (94) the center of singularity x is located on C 0 . Kupradze’s method was closely followed in Russia under the name ‘potential method’. ij ð97Þ where si is the distribution density (vector). which often results in integral equations [12. 159] over the physical surface. One of the ﬁrst monographs on numerical solution of integral equations is ¨ by Buckner [29] in 1952. in most applications and other types were numerically investigated by Erdogan and Gupta [60. These discontinuities can be simulated by the distribution of singular solutions such as the Volterra [183] and Somigliana dislocations [158.A. In these cases. D. and non-singular integral equations.

292 A. The Institute was later known as A. As seen from the review above. From 1937 until his death. 8. He received many honors. From 1954 to 1958 he served as the Rector of Tbilisi University. Galerkin method. even though methods like those by Jaswon and Kupradze started to receive attention. they had a few months of overlapping before Jaswon’s returning to England. the applied mathematics and the engineering. In that year he entered the Steklov Mathematical Institute in Leningrad for postgraduate study and obtained his doctor of mathematics degree in 1935. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 Ivanov [92] in 1976. He was enrolled in the Trinity College. least squares. He remains active as an Emeritus Professor at City University. where he stayed for the next 20 years until his retirement in 1987. and obtained his BSc degree in 1944. Ireland. Jaswon Viktor Dmitrievich Kupradze (1903–1985) was born in the village of Kela. His presence there was what initially made Frank Rizzo aware of an opening position at Kentucky [143]. which cumulated into a book published in 1965 [94]. Dublin. almost devoid of cross citations. He entered the University of Birmingham. In the same year he started his academic career as a Lecturer in Mathematics at the Imperial College. as well as many other numerical methods. a numerical . He was enrolled in the Tbilisi State University in 1922 and was awarded the diploma in mathematics in 1927.-D. D.H. polynomial collocation. In 1967 Jaswon left the Imperial College to take a position as Professor and Head of Mathematics at the City University of London. and Baker [4] in 1977. As mentioned above. In 1963–1964 Jaswon visited Brown University. and quantum scattering [55]. Kupradze of elasticity and thermoelasticity. London.2. In the following sections we shall review those signiﬁcant events that led to the development of the modern-day boundary integral equation method and the boundary element method. among others [77]. Russian Georgia. quadrature method. His early research was focused on the mathematical theory of crystallography and dislocation. In 1935.1.T. can be traced to this period. with Kupradze serving as its ﬁrst director from 1935 to 1941. 9. these efforts did not immediately coalesce into a single ‘movement’ that grows rapidly. Some integral equations have physical origin such as ﬂow around hydrofoil.S. However. 8. including political ones. Razmadze. the origins of boundary numerical methods. mostly one-dimensional integral equations were investigated. Jaswon was considered by some as the founder of the boundary integral equation method based on his 1963 work [95] implementing Green’s formula. It was during this period that he started his seminal work on numerical solution of integral equations with his students George Thomas Symm [165] and Alan R. during which many ideas sprouted. In 1965–1966 he was a visiting Professor at the University of Kentucky. The methods used included projection method. UK and was awarded his PhD degree in 1949. In this paper. He stayed on as a Lecturer in mathematical analysis and mechanics until 1930. and from 1954 to 1963 the Chairman of Supreme Soviet of the Georgian SSR. Upon Rizzo’s arrival in 1966. Cheng. population competition. with a updated version in 1983 [96]. It is of interest to observe that the developments in the two communities. while most others do not. Kupradze served as the Head of the Differential and Integral Equations Department at Tbilisi. when Frank Joseph Rizzo (1938-) published the article ‘An integral equation approach to boundary value problems of classical elastostatics’ [142]. Muskhelishvili and his closest associates Kupradze and Vekua transformed the institute and became afﬁliated with the Georgian Academy of Sciences. He was elected as an Academician of the Georgian Academy in 1946. physics and mechanics in Tbilisi. Kupradze’s research interest covered the theory of partial differential equations and integral equations. although it is clear that cross-fertilization will be beneﬁcial. In 1957 Jaswon was promoted to the Reader position and stayed at the Imperial College until 1967. and mathematical theory Maurice Aaron Jaswon (1922-) was born in Dublin. Ponter. run parallel to each other. Boundary integral equation method A turning point marking the rapid growth of numerical solutions of boundary integral equations happened in 1967. In 1933 Muskhelishvili founded a research institute of mathematics.

Rizzo and Shippy had much broadened the vista of integral equation method for engineering applications. he was deeply inﬂuenced by his advisor Marvin Stippes. In a well-posed boundary value problem. In 1970 and 1971. Cruse completed his dissertation independently in 1967 [43]. These were among the ﬁrst numerical solutions of three-dimensional fracture problems [50]. He approached me. and the methods that utilized Green’s formality. Frank’s original dissertation was the formulation of the two-dimensional elasticity problem using Betti’s reciprocal work theorem. yet without actual implementation. we were poised to apply the boundary integral equation (BIE) method to more difﬁcult problems’. Rizzo further stated: [143] ‘That work on potential theory was the model. Frank discovered that I was very much interested in and involved with the use of computers. Next they tackled plane anisotropic bodies [147]. Cruse went on to write his thesis on boundary integral solutions in elastodynamics and in 1968 published two papers as a result [44. Cruse was encouraged by Swedlow to work on three-dimensional fracture problems [51]. In Shippy’s recollection [156]: ‘When Frank became a faculty member at the University of Kentucky in 1966 he had already written his seminal paper on the use of integral equations to solve elasticity problems [142]. When I met Professor Rizzo he was working with a graduate student [C. Shippy and started a highly productive collaboration.53]. One of the ﬁrst faculty members I met was Frank Rizzo who had just completed his doctoral studies at the University of Illinois in Urbana and [in 1964] had come to the University of Washington as an Assistant Professor in the Civil Engineering Department. The question is whether it is possible to exploit the above equation by using the then-new crop of digital computers to do arithmetic and to develop a systematic solution process. and the ﬁrst ﬁnite element solution was accomplished by Tracey [170] in 1971.-D. all three of those papers represent at once the birth and quintessence of what has become known as the ‘direct’ boundary element or boundary integral equation method. Urbana-Champaign. Indeed. in Rizzo’s own words: [145] ‘a ‘light bulb’ appeared in my consciousness’. . as the ﬁrst ﬁnite difference 3-D fracture solution was done by Ayres [3] in 1970. described his research interest.. He then left for Carnegie-Mellon University. Having that small success behind us.97. Hence in a quick succession of work from 1968 to 1971.and doublelayer potential at ﬁctitious densities. As one of his graduate students I was searching for a suitable piece of original research upon which to base my dissertation.. With no computer code in hand. such as Green’s third identity and the Somigliana integral. and springboard for everything I did that year for elasticity theory. Cheng. only half of the boundary data pair {ti. Utilizing Laplace transform and the numerical Laplace inversion. According to Rizzo’s own recollection [145].164] in which numerical solutions of potential problems were attempted by exploiting Green’s third identity. Rizzo and Shippy then solved the transient heat conduction problems [148] and the quasistatic viscoelasticity problems [149]. The Quarterly of Applied Mathematics rejected the manuscript derived from Frank’s dissertation due to the absence of numerical results!’ Rizzo developed the algorithm and obtained good numerical results.T. In 1971 Cruse in his work on elastoplastic ﬂow [163] referred the methods that distributed single. Cruse published boundary integral solutions of three-dimensional fracture problems [46. it actually does not. One day. Stippes was studying representation integrals for elastic ﬁeld in terms of boundary data. D. which described the numerical algorithm. motivation. Frank showed us how the Laplace transform converted the hyperbolic wave equation into an elliptic equation—I found my research topic at that point’.C. Rizzo moved to the University of Kentucky in 1966. By realizing that the Somigliana identity is just the vector version of the potential theory. The Somigliana identity received particular attention. he programmed the integral equation to solve three-dimensional elastostatics problems [45]. in retrospect. and the paper was ﬁnally published in that journal in 1967 [142]. as the ‘direct potential methods’. Chang] who could program in Fortran. As a ﬁrst step. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 293 procedure was applied for solving the Somigliana identity (45) for elastostatics problems. At that time.47]. In Kentucky. as the right hand side contains unknowns. While Rizzo was struggling with these ideas. ui} is given. as the ‘indirect potential methods’. At Carnegie-Mellon.H. Rizzo met David J. Stippes called to his attention the recently published papers by Jaswon [95. Before long.’ Rizzo’s subsequent implementation of numerical solution can be viewed from the angle of Thomas Allen Cruse (1941-): [51] ‘[In 1965] I took a leave of absence from Boeing and enrolled in the Engineering Mechanics program at the University of Washington. Cruse continued to reminisce about his own role in this early development of BEM: [51] ‘I was enrolled after this time in an elastic wave propagation course taught by Professor Rizzo.A. Frank and I proceeded to develop from scratch some ad hoc (for speciﬁc geometries) direct boundary integral equation code for solution of plane elastostatics problems. The identity (45) without the body force can be written as follows: ðð Ã uj Z ðti uÃ K tij ui ÞdS (101) ij G Although the above equation appears to give the solution of the displacement ﬁeld. and proposed that we collaborate on future research of this kind. After planting the seed that became Cruse’s doctoral research [144]. The work was an extension of Rizzo’s doctoral dissertation [141] at the University of Illinois. Their ﬁrst try was to solve elasticity problems with inclusions [146]. such as those based on the Fredholm integrals and Kupradze’s method.

the University of Illinois at Urbana-Champaign.1. which he was awarded in 1967. The proceedings of the meeting [54] reﬂected the rapid growth of the boundary integral equation method to cover a broad range of applications that included water waves [153]. Frank Joseph Rizzo (1938-) was born in Chicago. to become the Head of the Department of Theoretical and Applied Mechanics. as Cruse described [51]. After graduation from Riverside Polytechnic High School.H. Rizzo moved to Iowa State University and served as the Head of the Department of Engineering Sciences and Mechanics. This symposium. elastoplastic problems [119]. New York. Carlos Alberto Brebbia (1948-) was invited to give a keynote address on different mixed formulations for ﬂuid dynamics. and boundary integral equation method (BIEM). which later became a part of the Aerospace Engineering and Engineering Mechanics Department. 9. he began his career as an Assistant Professor at the University of Washington. where he obtained a BS degree in Mechanical Engineering in 1963. In the same year. and rock mechanics [1]. he returned to the Iowa State University and remained there until his retirement in 2000. In the same conference. In the late 1960s. in the early 1960s on potential problems. After a year working with the Boeing Company. In late 1989. Cruse Thomas Allen Cruse (1941-) was born in Anderson. In the same year. Rizzo’s 1967 article ‘An integral equation approach to boundary value problems of classical elastostatics’. ‘the editor of the IJSS. organized by Cruse and Lachat [52]. and wave propagation) [155]. these efforts went largely unnoticed in the United Kingdom. which was cited more than 300 times as of 2003 based on the Web of Science search [195].2. Texas. Indiana. he was employed as a half-time teaching staff in the Department of Theoretical and Applied Mechanics. where he stayed for the next 20 years. In 1983. Ponter. at the last moment. indirect method. I coined the title boundary-integral equation (BIE) method’ [163]. In 1964. he moved to the Southwest Research Institute at San Antonio. and PhD in 1964. Rizzo years later. have become standard terminologies in BEM literature. and a MS in Engineering Mechanics in 1964. The next international meeting on boundary integral equation method was held in 1977 as the First International Symposium on Innovative Numerical Analysis in Applied Engineering Sciences. After graduating form St Rita High School in 1955. he enrolled in 1965 at the University of Washington to pursue a PhD degree. He retired in 1999 as the Associate Dean for Research and Graduate Affairs of the College of Engineering at Vanderbilt University.164] at the Imperial College. Near the end of 1991. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 However. In 1987. D. where he spent the next 10 years.294 A. While pursuing the graduate degrees. Instead. he left for the University of Kentucky. He continued to promote the industrial application of the boundary integral equation method. ‘deliberately sought non-FEM papers’. he returned to his alma mater. Jaswon and Symm published the ﬁrst book on numerical solution of boundary integral equations [97]. Cruse resigned from Carnegie-Mellon University and joined Pratt & Whitney Aircraft. transient phenomena in solids (heat conduction. Cruse and Rizzo organized the ﬁrst dedicated boundary integral equation method meeting under the auspices of the Applied Mechanics Division of the American Society of Mechanical Engineers (ASME) in Troy. Professor George Hermann. Two years later he transferred to the Urbana campus and received his BS degree in 1960. France. These terms. direct method. viscoelasticity. objected to using such a nondescriptive title as the ‘direct potential method’. at Versailles. So. In that year Cruse returned to the academia by joining the Vanderbilt University as the holder of the H. 9. and Symm [93. In 1975. In 1973. Fort Flower Professor of Mechanical Engineering. Boundary element method While Rizzo in the US was greatly inspired by the work of Jaswon. another group in UK started to investigate . Brebbia decided to talk about applying similar ideas to solve boundary integral equations using ‘boundary elements’ [23]. fracture mechanics [49]. he attended the University of Illinois at Chicago. London. Cheng. Cruse joined Carnegie-Mellon University as an Assistant Professor. In 1973 Cruse resigned from Carnegie Mellon and joined Pratt & Whitney Aircraft Group.T.95. has much stimulated the modern day development of the boundary integral equation method. where he stayed until 1990. according to Cruse [51].-D. MS degree in 1961. Two 10. IL. Cruse entered Stanford University.

however. and Gaussian quadrature was far superior to Simpson’s rule. Lachat discussed with me through Brebbia as interpreter some aspects of boundary elements. In 1972. The collaboration between Brebbia and Connor resulted in two ﬁnite element books [24. and Lachat to get together to discuss the latest research.H. who asked that I pay him an overnight visit to discuss the implementation of boundary element methods with his external PhD student. Lachat went on to offer Watson a position in his laboratory through Brebbia [23]. most of it related to his work. which was considered as the ﬁrst published work that incorporates the above-mentioned ﬁnite element ideas into boundary integral method. Jean-Claude Lachat. He was appointed a Lecturer at the Civil Engineering Department. and struggled with Kupradze’s tortuous mathematical notation without the beneﬁt of being able to read the text. At the beginning of 1973 I started work on boundary elements. and encouraged research students to explore possible applications of the work of Muskhelishvili [126]. Up to 1977 the numerical method for solving integral equations had been called the ‘boundary integral equation method’. ﬁnite elements. except for the inﬂuence of Jaswon’s work on Rizzo’s research. With his new knowledge. we continued to collaborate very closely with Tom’. Our work was up to then directly related to the European Mathematical Schools that originated in Russia. I decided to accept. I was to develop ﬁrstly a program for plane strain. I laboured through Muskhelishvili’s complex variable theory. Adaptations of Gaussian quadrature could integrate weakly singular functions. The inclusion of Boundary Integral Equations as one of the topics of the conference was a last moment decision.’ Doctoral dissertations based on indirect methods of Kupradze produced around this time included that by Banerjee [6] in 1970. Lachat. and then produced a job application form. D. It was in 1970 that Brebbia gave his PhD student Jean-Claude Lachat the task of developing boundary integral equation formulation seeking to obtain the same versatility as curved ﬁnite elements.A. At that time. Although both organizers were working on integral equations at that time. Kupradze [104] and others. and integral equations [18]. Brebbia was organizing the First International Conference on Variational Methods in Engineering at Southampton with Tottenham [27]. In Watson’s recollection [191]: ‘Towards the end of 1971 I was contacted by Brebbia. but Cauchy principal values could not be computed directly by quadrature. The ﬁnite element programming had been most instructive in respect of shape functions. . Cheng. He continued his effort in producing integral equation result for complex shell elements. following Cruse’s naming.. a group existed at Southampton University working on applications of integral equations in engineering. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 295 integral equations. with the growing popularity of the ﬁnite element method. ﬁrst working with Eric Reissner (1913–1996). His research was on the numerical solution of complex double curved shell structures and he investigated a range of techniques including variational methods. However. and proposed that the direct formulation be used. and Watson [190] and Tomlin [169] in 1973. then one for three dimensional analysis. As a part of his dissertation work. As recalled by Brebbia [22]: ‘Since the beginning of the 1960s.T. and the paper of Lachat and Watson [108] was published in 1976. It was a historical landmark for our group and from then on. . having met Cruse in 1972 and discussed with him the direct and indirect approaches. Meeting Tom opened to us the scenario of the research in BIE taking place in America. According to Watson [191]: ‘I was introduced to boundary integral equations in 1966. The problem of Cauchy principal values was solved by not calculating them’. it became clear that many of the ﬁnite element ideas can be applied to the numerical technique solving boundary integral . as a research student at the University of Southampton under Hugh Tottenham. was head of ´ ´ the Departement Theorique et Engrenages [at Centre ´ Technique des Industries Mecaniques] . Analytical integration was then out of the question. My attempts to determine the nature of the supposed singularities.-D. Jerry Connor was at that time carrying out research in the solution of mixed formulations using ﬁnite elements. requesting that I reply to his offer within four weeks. Brebbia spent 18 months at Massachusetts Institute of Technology. were unsuccessful. and then Jerry Connor. with at least quadratic variation so that curved surfaces could be modelled accurately. Until that time. Tottenham possessed a remarkable library of Soviet books. . I readily agreed. Reissner’s introduction of the mixed formulations of variational principles coupled with Brebbia’s knowledge of integral equations gave Brebbia a better understanding of the generalized weak formulations. Cruse. . Brebbia invited Cruse to deliver an opening lecture on the boundary-integral equation method in the conference [48]. Brebbia returned to Southampton and completed his thesis on shell analysis [18]. the US and the UK schools have been largely working in isolation from each other. but decided it was insufﬁciently versatile to warrant further development. Brebbia was also a PhD student at the University of Southampton under Tottenham. I pondered among other things the problems posed by edges and corners and came to understand that the ﬁctitious force densities would probably tend to inﬁnity near such features. and the fundamental ideas of mixed formulations migrated from MIT to Southampton by Brebbia. 39]. Lachat ﬁnished his dissertation in 1975 [107]. the inclusion of a special session on this subject was an afterthought on the assumption that it would be possible to tie the boundary integral equations with the variational formulation. as up to then they were not interpreted in a variational way. Lachat knew of the work of Rizzo and Cruse. Gaussian quadrature and out-of-core simultaneous equation solution techniques. It seemed clear that the boundary elements should be isoparametric. The above conference was also the occasion for Brebbia.

who had been student and researcher at Southampton [earlier]. At that time. Brebbia. which is self-adjoint.-D. Dominguez. it was shown that the weighted residual technique can be used to derive the boundary integral equations [19.’ mirroring ‘ﬁnite element method. big Z aðxÞbðxÞdx g (105) Eq. x 2G1 (109) vf Z gðxÞ. SÃ fGÃ giG2 C hb. Consider a function f satisfying the linear partial differential operator L in the following fashion Lffg Z bðxÞ.’ Brebbia presented the boundary element method using the weighted residuals formulation [19.’ (text in square brackets is correction by the authors. parallel to the theoretical development of ﬁnite element method. P. D.296 A. SÃ fwgiG2 C hb. The term ‘boundary element method. For example. who pioneered the use of mixed variational statements that allowed the ﬂexibility in choosing localized functions. which satisﬁes LÃ fGÃ g Z d such that (106) reduces to f Z hSffg. in much the same manner as in ﬁnite elements. N Ã fGÃ giG2 K hNffg. with the boundary conditions f Z f ðxÞ. K. R. It was used for the ﬁrst time in three publications of these authors appeared in 1977: a journal paper by Brebbia and Dominguez [25].H. x 2G1 (103) Nffg Z gðxÞ. LÃ fwgiU Z hSffg. Butterﬁeld at the University of Southampton.K. Banerjee. (104) can be considered as the theoretical basis for a number of numerical methods [19]. ð ha. According to Jose Dominguez [57]: ‘The term Boundary Element Method was coined by C. For the case of Laplace equation. Brebbia [19] showed that one could generate a spectrum of methods ranging from ﬁnite elements to boundary elements.25]. x 2G2 where S and N are the corresponding differential operators. The idea for the boundary method is to replace w by the fundamental solution G*. and P. J. wiU (106) where LÃ is the adjoint operators of L. the strategy shifted from the variational approach to the method of weighted residuals combined with the concept of weak forms. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 equations. Those four authors never wrote a paper on the subject together but they collectively came to this name at the University of Southampton. was a frequent visitor. J. Brebbia was a Senior Lecturer. The phrase Boundary Element Method came out as part of the discussions in one of these meetings and was used by all of them in their immediate work. Our goal is to ﬁnd the approximate solution that minimizes the error with respect to a weighing function w in the following fashion: hLffg K b. and Dominguez’s PhD Thesis [56] (in Spanish). ﬁnite difference can be interpreted as a method using Dirac delta function as the weighing function and enforcing the boundary conditions exactly. The creation of the term ‘boundary element method’ was a collective effort by the research group at the University of ´ Southampton. To deal with non-conservative and time-dependent problems. met for lunch at the University or even participated at courses organized by Carlos Brebbia in Southampton or London. In some occasions. C. Cheng. Banerjee and R. N Ã fwgiG1 K hg. SÃ fwgiG1 C hf . SÃ fwgiG2 K hSffg K f .T.A. x 2U (102) and subject to the essential and natural boundary conditions Sffg Z f ðxÞ. N Ã fGÃ giG1 K hg. Key players included Eric Reissner [139] and Kyuichiro Washizu [187]. SÃ fGÃ giG1 C hf . x 2G2 vn . and the angle brackets denote the inner product. It is used to indicate the method whereby the external surface of a domain is divided into a series of elements over which the functions under consideration can vary in different ways.25]. This is particularly demonstrated in the work of Lachat and Watson [108]. GÃ iU (108) (107) This is the weighted residual formulation for boundary element method. wiU Z hNffg K g. Dominguez was a Visiting Research Fellow.) It was also stated in a preface by Brebbia [19]: ‘The term ‘boundary element’ originated within the Department of Civil Engineering at Southampton University. we perform integration by parts on (104) for as many times as necessary to obtain hf. The well-known Galerkin formulation in ﬁnite element method uses of the basis function for w the same as that used for the approximation of f.21. For the boundary element formulation. The development of solving boundary value problems using functions deﬁned on local domains with low degree of continuity was strongly inﬂuenced by the development of extended variational principles and weighted residuals in the mid 1960s.’ ﬁnally emerged in 1977. N Ã fwgiG2 K hNffg. N Ã fwgiG1 (104) where S* and N* are the adjoint operators of S and N. Furthermore.A. this group or part of it. a [chapter in book] by Banerjee and Butterﬁeld [7]. Butterﬁeld was a [Senior Lecturer].

and also called it ‘boundary element method. 11. Brebbia organized the ﬁrst conference dedicated to the BEM: the First International Conference on Boundary Element Methods.’ Similarly. in terms of the Laplace equation. The journal is at the present published by Elsevier and enjoys a high impact factor among the engineering science and numerical method journals.A. In 1975. As the present review has demonstrated. the present review accommodates the broadest usage. 1960s . In 1989. His mentor there was Jose Nestor Distefano. Berkeley. We then observe that in the ﬁrst half of the 20th century there existed various attempts to ﬁnd numerical solutions without the aid of the modern day electronic computers. Brebbia was granted his PhD at Southampton in 1967. Others have used different interpretations. and other physical problems. but were also based on the indirect formulation. Brebbia was again in the US holding a full professor position at the University of California. D. where he stayed for over a year. Rosario.T. the Fredholm integral equations. he visited MIT and conducted research under Eric Reissner and Jerry Connor. He received a BS degree in civil engineering from the University of Litoral.H. Conclusion In this article we reviewed the heritage and the early history of the boundary element method The heritage is traced to its mathematical foundation developed in the late eighteenth to early 18th century. at the University of Southampton [20]. In 1984 Brebbia founded the Journal ‘Engineering Analysis—Innovations in Computational Techniques. the journal was renamed to ‘Engineering Analysis with Boundary Elements’ and became a journal dedicated to the boundary element method. latterly of the University of California. He then returned to Southampton where he eventually became a Reader.17] in 1978 used the term BEM. Even in Brebbia’s 1978 book on boundary element method [19]. He attributed his success with FEM as well as BEM to these great teachers. he accepted a position as Associate Professor at Princeton University. Irvine. elasticity. UK to carry out his PhD study under Hugh Tottenham. In 1981. the articles by Brady and Bray [16. thought not in details. Brebbia ðð f G1 f ZK 1 4p 1 4p 1 vf 1 dS C r vn 4p 1 1 g dS C r 4p vð1=rÞ dS vn ðð G2 ðð f G2 K vð1=rÞ dS vn (110) which is just Green’s formula (25) with boundary conditions substituted in. Once electronic computers became widely available. (108) becomes ðð G1 10.1. the theoretical foundations of these methods are closely related and the histories of their development intertwined. whether ‘elements’ were used or not. Banerjee and Butterﬁeld [7] in 1977 followed Kupradze’s idea of distributing sources for solving potential problems and forces for elasticity problems. In the subsequent years. In commissioning the term ‘boundary element method’. the term BEM has been broadly used as a generic term for a number of boundary based numerical schemes. Hence. Cheng. Brebbia considered that the method would gain in generality if it was based on the mixed principles and weighted residual formulations. In 1979. During the whole 1966 and ﬁrst 6 months in 1967. he moved back to the UK and founded the Wessex Institute of Technology as an international focus for BEM research. the Green’s identities. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 297 Eq. The pioneers behind these mathematical developments were celebrated with short biographies. The most recent in the series as of this writing is the 26th conference in 2004 [26]. In the same year. Carlos Alberto Brebbia (1938-) was born in Rosario. For example. The book contained a series of computer codes developed by Dominguez. This conference series has become an annual event and is nowadays organized by the Wessex Institute of Technology. the Gauss and Stokes theorems that allowed the reduction in spatial dimensions. After a year’s research at the UK Electricity Board Laboratories. Brebbia published the ﬁrst textbook on BEM ‘The Boundary Element Method for Engineers’ [19]. The present article will not argue whether in certain instances the term boundary element is a misnomer or not. and the extension of Green’s formula to acoustics. the existence and uniqueness of solution of boundary value problems. Brebbia went to the University of Southampton. Green’s function. Argentina. In 1978. as indicated in Section 1. He did early research on the application of Volterra equations to creep ´ buckling and other problems. in 1970 Brebbia started working as a Lecturer at Southampton.-D. He has been serving as its Director since. the indirect formulation was considered.’ It initially published papers involving boundary element as well as other numerical methods.

and abstracts. the method. and the work by Kupradze and his co-workers [104. Rizzo’s 1967 classical work [142] ‘An integral equation approach to boundary value problems of classical elastostatics’ was missed in the BEM search because none of the above-mentioned key phrases was contained in the title. Stein’s article on Erich Trefftz. Appendix A. it is possible to establish a few important events that provided the critical momentum. In fact. However.T. In those cases. Tom Cruse and Lothar Gaul for reviewing the article. who was cross-educated between UK (Southampton) and US (MIT).D. These entries were further sorted by their publication year and presented as annual number of publication in Fig. 1. however. From these events we identify the work done by Jaswon and his co-workers [93. At the time of the search. By early 1990s. Yuri Melnikov for commenting on Kupradze’s contribution. Prof. two most widely known numerical methods.’ However. mathematics. The major development of the modern numerical method. With followers like Cruse and others. For example. we may need to qualify the deﬁnition of what is the ‘boundary element method.H. the ﬁnite element method and the ﬁnite difference method. Yijun Liu for reviewing Prof. These and the later developments. 2004. hence it may not belong to the category. which eventually led to the modern day movement. Andrzej ˜ Zielinski for transcribing Prof. most early entries contain neither abstract nor keyword. These criteria yielded 10. all the early boundary integral equation method articles were missed and the ﬁrst entry was dated 1974 (see Fig. which eventually led to the international movement of boundary element method. George Hsiao for his comment on the existence theorem. The outline biographical archive MacTutor [128] for history of .-D. as two very important events that had spawned followers. In fact. The reader should be cautioned that the search method is not precise. and abstract ﬁelds. Two less known numerical methods. more than 500 journal articles per year were related to this subject. respectively. and the staff at Wessex Institute of Technology for gathering the images of the pioneers. The subsequent conferences and journal organized in the 1980s helped to propel the boundary element method to its mainstream status. The search matched these phrases in article titles. First. the ﬁnite volume method and the collocation method. It took Brebbia. If the search phrase ‘integral equation’ were used. which the authors have liberally cited. The key phrase match is conducted only in the available title. Cheng / Engineering Analysis with Boundary Elements 29 (2005) 268–302 marked the period that ‘a hundred ﬂowers bloomed’—all kinds of different ideas were tried.95. Profs. the database referred to as the Science Citation Index Expanded [195] contained 27 million entries from 5900 major scientiﬁc journals covering the period from 1945 to present.126 articles (Table 1). Not all entries in the Web of Science database contain an abstract. Jaswon’s work inspired Rizzo to develop his 1967 work on the numerical solution of Somigliana integral equation [142]. are left to future writers of the BEM history to explore. However. a question like ‘who founded the boundary element method and when’ cannot be properly answered.298 A. Shaw’s article. The authors are indebted to the library resources of the J. The combination of key phrases ‘ﬁnite element or ﬁnite elements’ and ‘ﬁnite difference or ﬁnite differences’. we also acknowledge the fact that even if an article was selected based on the matching key phrase such as ‘boundary element. Acknowledgements This paper has beneﬁtted from comments and materials provided by a number of colleagues. Bibliographic search method An online search through the bibliographic database Web of Science was conducted on May 3. the Rizzo article would have been found. Cheng. These results are summarized in Table 1. In the UK. Prof. keywords. In the US. known as the boundary element method. and Cruse getting together in the mid-1970s to bring cross-fertilization between the two schools. Prof. Jose Dominguez and Carlos Brebbia for their personal communications. has been highly useful.105] at Tbilisi State University around 1965 on potential and elasticity problems.531 articles. Hence the reported result should be regarded as qualitative. were also searched.’ not necessarily the article utilized BEM for numerical solution. the phrase ‘integral equation’ was avoided because it would generate many mathematical articles that are not of numerical nature. Williams Library at the University of Mississippi. While there exist missing articles. were also searched. Profs. 1).164] at the Imperial College in 1963 on the direct and indirect methods for potential problems. a group at the University of Southampton led by Tottenham spent much effort in the early 1970s pursuing Kupradze’s methodology. keyword. Rizzo’s biography and correcting errors. and particularly the interlibrary loan services for delivering the requested materials. Prof. Alain Kassab for supplying Prof. With such a rich and complex history.237 and 19. known as the boundary integral equation method at that time. titles alone were searched. For comparison purposes. and not in the main text. Particularly the authors would like to thank Prof. took shape in the 1970s. due to the large number of entries involved. D. yielded 66. soon prospered. This search missed most of the early articles. we can only rely on automatic search and no attempt was made to adjust the data by conducting article-by-article inspection. A search in the topic ﬁeld based on the combination of key phrases ‘boundary element or boundary elements or boundary integral’ was conducted.

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