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\markboth{\hfil On some nonlinear potential problems \hfil EJDE--1999/18}
{EJDE--1999/18\hfil M.A. Efendiev, H. Schmitz, \& W.L. Wendland \hfil}
\begin{document}
\title{\vspace{-1in}\parbox{\linewidth}{\footnotesize\noindent
{\sc  Electronic Journal of Differential Equations},
Vol. {\bf 1999}(1999), No.~18, pp. 1--17. \newline
ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu
\newline ftp  ejde.math.swt.edu \quad ftp ejde.math.unt.edu (login: ftp)}
 \vspace{\bigskipamount} \\
%
 On some nonlinear potential problems 
\thanks{ {\em 1991 Mathematics Subject Classifications:} 
35J65, 47H30, 47H11, 65N30, 65N38.
\hfil\break\indent
{\em Key words and phrases:} Nonlinear elliptic boundary value problems, 
degree ofmappings,  \hfil\break\indent
finite element -- boundary element approximation. \hfil\break\indent
\copyright 1999 Southwest Texas State University  and University of
North Texas. \hfil\break\indent
Submitted April 26, 1999. Published May 28, 1999. \hfil\break\indent
This work was done while the first author was an
Alexander von Humboldt fellow  \hfil\break\indent
at the University Stuttgart
} }
\date{}
%
\author{M.A. Efendiev, H. Schmitz, \& W.L. Wendland}
\maketitle

\begin{center}
Dedicated to Prof. Dr. K. Kalik\\
on the occasion of his 70th birthday 1998
\end{center}

\begin{abstract} 
The degree theory of mappings is applied to a two--dimensional semilinear
elliptic problem with the Laplacian as principal part subject to a nonlinear
boundary condition of Robin type. Under some growth conditions we
obtain existence. The analysis is based on an equivalent coupled system of
domain--boundary variational equations whose principal parts are the Dirichlet
bilinear
form in the domain and the single layer potential bilinear form on the boundary, respectively.
This system consists of a monotone and a compact part. Additional monotonicity
implies convergence of an appropriate Richardson iteration.

The degree theory also provides the instrument for showing convergence of a
subsequence of a nonlinear finite element --- boundary element Galerkin scheme
with decreasing mesh width. Stronger assumptions provide strong monotonicity,
uniqueness and convergence of the discrete Richardson iterations. Numerical
experiments show that the Richardson parameter as well as the number of
iterations (for given accuracy) are independent of the mesh width.
\end{abstract}


\newtheorem{theorem}{Theorem}[section]
\newtheorem{example}[theorem]{Example}
\newtheorem{lemma}[theorem]{Lemma}
\renewcommand\theequation{\thesection.\arabic{equation}}
\newenvironment{proof}{ \par\addvspace{3mm}\noindent {\bf Proof.\ }}%
{\hfill$\diamondsuit$ \par \addvspace{3mm}}


\section{Introduction}\label{intro}

In a bounded domain $\Omega\in{\mathbb R}^n$ we consider the nonlinear boundary value
problem,
%
\begin{eqnarray*}
-\Delta u&=&\Psi(x,u,\nabla u) \quad \mbox{in } \Omega,\\
-\frac{\partial u}{\partial n}&=&\Phi(x,u)\quad \mbox{on } 
\partial\Omega=\Gamma.
\end{eqnarray*}
%
For the homogeneous differential equation with $\Psi=0$ and strictly monotone
$\Phi$, this problem can be reduced to a strongly monotone boundary
integral equation of Hammerstein type.
These equations and their finite element -- boundary element approximations
with Galerkin as
well as collocation methods have been investigated in \cite{k:bac_schmi_91},
\cite{k:egg_sar_90}, \cite{Ga-Hs}, \cite{k:ham_ruo_sar_90},
\cite{Kal1}, \cite{Kal2},
\cite{k:ruo_sar_89}, \cite{k:ruo_wen_88}, \cite{k:sar_90}.
Spectral methods for these equations have been considered in
\cite{k:cou_hen_90}, \cite{k:hen_pie_89}.
In this paper, we consider more general $\Phi$ and $\Psi$.
With the general theory of the degree of mappings in connection with a--priori
estimates, we obtain existence and regularity results.
We also consider a finite element -- boundary element Galerkin scheme which
approximates these equations in two and three dimensions.
Additional restrictions for the nonlinear terms provide uniqueness
of the solution $u$ and allow at the same time a convergence and
error analysis of Galerkin schemes. The solution of the nonlinear
problem is constructed by an appropriate relaxation method in combination with
successive approximation --- a constructive method which also works for the
discretizations.

Our paper is organized as follows:
In Section \ref{sect2} we present a brief introduction to the degree theory of mappings
in Banach spaces for a class of operators which is adequate for our nonlinear
boundary value problems. Here we follow the presentations in \cite{k:fru_70},
\cite{k:kac}, \cite{k:vis_63}. If a--priori estimates are available then by
using homotopy we obtain the existence of solutions.

In Section \ref{sect3} we apply this technique to our nonlinear boundary value problem.
For this purpose we decompose the problem into a strongly monotone
and a non--monotone compact mapping where the latter also satisfies
appropriate growth conditions.
These assumptions allow us to show the above--mentioned a--priori estimates
yielding existence and regularity of solutions.

Section \ref{sect4} is devoted to uniqueness results which are obtained for
``small'' perturbations of strongly monotone operators.
Using potential methods we also obtain convergence of a certain relaxation
method and a successive iteration scheme.
Both iterations can also be performed for a coupled domain finite element and
boundary element approximation which is considered in Section \ref{sect5}.

The relaxation method is an improvement of the iteration in \cite{k:bac_schmi_91}.
Our approach gives a constructive solution procedure for the discrete systems
of nonlinear approximate equations, too.
We also show asymptotic energy norm error estimates of optimal order in terms
of the corresponding mesh width.

In Section \ref{sect6} we present numerical experiments for this iteration procedure
with finite and boundary elements.

\section{Mapping degree theory}\label{sect2}

The degree theory of mappings in Banach spaces became one of the most important
branches of global nonlinear analysis with applications in mathematical
physics. In particular, it can be applied to nonlinear elliptic boundary value
problems which can be reformulated as problems of infinite--dimensional
geometry in Banach spaces. Then the solutions of the nonlinear
boundary value problems can be considered as fixed points of nonlinear
mappings or as the preimage of a point under a nonlinear mapping or as the
intersection of finitely many submanifolds.
Here we use the concept of preimages in connection with degree theory of
mappings
in Banach spaces which extends the classical finite--dimensional theory.
For the finite--dimensional case, let $G$ be a domain in the $n$--dimensional
space $X^n$ and consider a continuous mapping $A:\,\overline{G}
\rightarrow\,X_n$. Then, for arbitrary $y\in X_n$ with distance dist$(A(\partial
G),y)\ge\delta>0$, we can define an integer $d(A,G,y)$, the {\bf
degree} of the mapping $A$ with respect to $G$ and $y$ in the following
way:
To $A$ choose a smooth mapping $\widetilde{A}:\overline{G}\rightarrow X_n$ with
%
\begin{itemize}
\item[1)]
$\sup_{x \in G} \| \widetilde{A}(x)-A(x) \| < \delta/2$,
\item[2)]
$\widetilde{A}^{-1}(y) = \{ x^{(1)},\ldots,x^{(N)}\}$ consists of a finite
number of points such that
$$
\mbox{det }\frac{\partial}{\partial x} \widetilde{A}(x^{(j)})\not = 0, \;\mbox{ for }\; j=1,\ldots,N.
$$
\end{itemize}
%
Now define the degree $\deg (\widetilde{A},G,y)$ of $\widetilde{A}$ with respect to $G$ and $y$ in
the usual manner by
$$
\deg (\widetilde{A},G,y):= \sum_{j=1}^N \mbox{sgn } \mbox{det }
d \widetilde{A}(x^{(j)}).
$$
It is well known that $d$
does not depend on the special choice of $\widetilde{A}$ for all $\widetilde{A}$
satisfying the above properties 1) and 2) which justifies the
definition of the degree $d$ of $A$ by
$$
\deg (A,G,y):=   \deg (\widetilde{A},G,y).
$$
The basic properties of the degree $\deg (A,G,y)$ are the following (see
\cite{k:schwa_69}):
%
\begin{itemize}
\item[\bf P1.]
If $\deg (A,G,y) \not = 0$ then the equation $Ax=y$ has at least one
solution $x \in G.$
\item[\bf P2.]
Let ${\cal A}:\overline{G}\times[0,1] \rightarrow X_n$ be a continuous
mapping satisfying\linebreak dist$(A_\lambda(\partial G),y) \geq \delta > 0$ 
with $A_\lambda:={\cal A}(\cdot,\lambda)$ for all $\lambda \in [0,1].$ Then the
degree is constant: $\deg (A_\lambda,G,y) = \mbox{const.}$
%
\item[\bf P3.]
For the identity mapping $I$ there holds $\mbox{deg}(I,G,y) \not = 0$ if
$y \in \stackrel{\circ}{G}.$
\end{itemize}
%
It is well known that
these properties of the degree $\deg (A,G,y)$ provide a method for proving
existence of solutions of a nonlinear equation $Ax=y.$ In
fact, if the mapping $A_1 := A$ admits a homotopy $A_t$ to a simple
operator $A_0$ such that the conditions on $\partial G$ are
fulfilled, then $\deg (A_0,G,y)\not= 0$ yields the existence of a
solution
$x \in G$ of the original equation according to the properties P1, P2.
However, this theory does not permit a simple analogous procedure in the
infinite-dimensional case.
This can be seen from the following two most important paradoxical
examples:
%
\begin{itemize}
\item[1.]
According to Kuiper's theorem (see \cite{k:kui_65}), the group of invertible
linear continuous operators in a Hilbert space is connected and, hence,
there is no concept of orientation in the Hilbert space. Analogous results
are also true for most Banach spaces (see \cite{k:mit_70}).
%
\item[2.]
There exists a smooth diffeomorphic mapping of the unit ball $B_1$ in a Hilbert
space onto $B_1\backslash\{0\}$ under which the boundary $\partial B_1$
remains motionless. Nevertheless, this mapping admits a homotopy to the
identity (see \cite{k:bes_66}), in the contrary to the
properties P1-P3.
\end{itemize}
%
This shows that the mappings which are admissible
in degree theory are singled out among the general continuous ones by
special additional geometrical properties
allowing the definition of the degree
and other topological invariants. In fact, there are various degree
theories of nonlinear mappings which generalize
the classical Leray-Schauder degree theory
\cite{k:bro_nus_68}, \cite{k:fru_70},
\cite{k:kac},\cite{k:schwa_69}, \cite{k:vis_63}.

In our paper we will use the degree theory of mappings $A$ which admit a
decomposition $A=B+T$ with a strongly monotone operator $B$ and a
compact operator $T.$ For this
class of mappings it is possible to define the degree, such that the
properties P1-P3 remain valid
(see \cite{k:fru_70}, \cite{k:kac}, \cite{k:vis_63}).
Following \cite{k:fru_70}, we give a brief description of the case when
$X$ is a Hilbert space.

Let $G$ be a bounded domain in the Hilbert space $X$
and $A:\overline{G} \rightarrow X$ be a continuous mapping of the form
$A=B+T$ as above. Then, for all $y \not \in A(\partial G)$
we define the degree $\deg (A,G,y)$ in the following way:\\
%
Let ${\cal T}(X)$ denote the set of all finite--dimensional subspaces of $X.$
Then ${\cal T}(X)$ is partially ordered by inclusion. For $T \in {\cal
T}(X)$, the orthogonal projection
onto $T$ will be denoted by $P_T.$ One can show that there exists a space
$T_0 \in {\cal T}(X)$ with $y \in T_0$ such that for any $T\in {\cal T}(X)$
with
$T_0 \subset T$ the set $P_T(\partial G \cap T)$ does not contain $y$.
Then the Brower degree deg$_B(P_T A,G \cap T,y)$ is well defined
and independent of the special choice of $T.$
This mapping degree then has
the following additional property:
%
\begin{itemize}
\item[\bf P4.]
If $B$ is a strongly monotone operator, then deg$(B,G,y) \not = 0$ if
$y \in \stackrel{\circ}{G}.$
\end{itemize}
%
In many applications, the bounded domain $G\subset X$ can be defined
from an a--priori estimate for all solutions $u_\lambda$ of the set of equations
$$
A_\lambda u_\lambda=0
$$
associated with the homotopy $A_\lambda$. If such a uniform estimate
$$
\|u_\lambda\|_H\le C
$$
is available then we can choose $\overline{G}:=\{u\in H|\,\|u\|_H\le
C+1\}$.

\section{The potential problem}\label{sect3}
\setcounter{equation}{0}
%
Let $\Omega \subset {\mathbb R}^n, (n=2$ or $3)$, be a bounded domain with smooth
boundary $\Gamma$ satisfying diam$(\Omega)<1$ for $n=2$ which is just a scaling
assumption. We now specialize the nonlinear boundary value problem
to
%
\begin{eqnarray} \label{e:3.1}
&- \Delta u = f(x,u,\nabla u) + d  \quad \mbox{in } \Omega \,, &\\
 \label{e:3.2}
&\frac{\partial u}{\partial n} + b_0(x,u) =b_1(x,u) + g
\quad \mbox{on } \Gamma \,. &
\end{eqnarray}
%
As in \cite{k:bac_schmi_91}, \cite{k:ruo_wen_88} we suppose $b_0$ to be
a Carath\' eodory function i.e.\ $b_0(\cdot,u)$ is measurable for all
$u \in {\mathbb R}$ and $b_0(x,\cdot)$ is continuous for almost all $x\in\Gamma$.
Further we assume that $\frac{\partial}{\partial u} b_0(x,u)$ is Borel
measurable and satisfies
$$
 0 < c \leq \frac{\partial}{\partial u} b_0(x,u) \leq C < \infty
       \quad \mbox{ for almost all } x \in \Gamma \mbox{ and all } u\in{\mathbb R}.
$$
These conditions imply that the Nemitzky operator
$B_0: L^2(\Gamma) \rightarrow L^2(\Gamma)$ defined by
%
\begin{equation}\label{eq:3.3}
 [B_0 u](x) \, := \, b_0(x,u(x))\quad\mbox{for a.e. }\;x\in\Gamma
\end{equation}
 %
is Lipschitz continuous and strongly monotone; i.e. there are positive constants
$l,L>0$ such that
%
\begin{equation}\label{e:3.4}
 \begin{array}{c}
  \displaystyle  \|B_0 u-B_0 v\|_{L^2(\Gamma)} \, \leq \,
   L\|u-v\|_{L^2(\Gamma)}\,\\[1ex]
\mbox{and} \\[1ex]
  \displaystyle  (B_0 u-B_0 v,u-v)_{L^2(\Gamma)} \, \geq \, l\|u-v\|_{L^2(\Gamma)}^2
                 \quad \mbox{for all}\ u,v \in L^2(\Gamma).
  \end{array}
\end{equation}
%
Here and in the sequel we denote by $(z,w)_\Omega = \int\limits_\Omega
z\overline{w}dx$ and $(u,v)_\Gamma = \int\limits_\Gamma u\overline{v}
ds_\Gamma$ the corresponding $L^2$--dualities, by $H^s(\Omega)$ and
$H^s(\Gamma)$ the Sobolev spaces of order $s$ in $\Omega$ and on $\Gamma$,
respectively.  In particular, $H^{-s}(\Omega) = (\widetilde{H}^s
(\Omega))^\prime$ where $\widetilde{H}^s$ denotes the completion of
$C_0^\infty (\Omega)$ in $H^s ({\mathbb R}^n)$.

Furthermore, for every $u \in H^s(\Gamma)\mbox{ and }
0\leq s\leq 1$, we have $B_0 u \in H^s(\Gamma)$ and
$B_0:H^s(\Gamma)\rightarrow H^s(\Gamma)$ is bounded (see
\cite{k:ruo_wen_88}). We suppose that $b_1,f$ are also Carath\' eodory
functions for
which there exist positive constants $c$ and $\alpha<1$ and functions
$\beta \in L^2(\Gamma),$ $\varphi \in L^2(\Omega)$ such that
%
\begin{equation} \label{e:3.5}
\begin{array}{lll}
|b_1(x,u)| \leq \beta(x) + c(1+|u|)^\alpha,\\[3mm]
|f(x,u,v)| \leq \varphi(x) + c(1+|u|+|v|)^\alpha
\end{array}
\end{equation}
%
for almost all $x \in \Gamma$ and $u \in {\mathbb R}$, $v \in {\mathbb R}$. Then, the
corresponding Nemitzky operators
$B_1:L^2(\Gamma) \rightarrow L^2(\Gamma)$ with $B_1 u(x) = b_1 (x,u(x))$ and
$F:H^1(\Omega) \rightarrow L^2(\Omega)$ with $Fu(x) = f(x,u(x), \nabla u(x))$
are Lipschitz continuous and satisfy the estimates
%
\begin{equation} \label{e:3.7}
\begin{array}{ll}
\displaystyle
\|B_1u\|_{L^2(\Gamma)} \leq c(1+\|u\|_{L^2(\Gamma)})^\alpha
&\mbox{for all\ }u \in L^2(\Gamma)\;\mbox{ and }  \\[4pt]
\|Fv\|_{L^2(\Omega)} \leq c(1+\|v\|_{H^1(\Omega)})^\alpha
&\mbox{ for all }\;
v \in H^1(\Omega).
\end{array}
\end{equation}
%
These estimates result from the following modification of a classical
result \cite[pp.~561--562]{Zeidler}:
%
\begin{theorem}
Suppose that $f:\,\Omega\times{\mathbb R}^m\rightarrow{\mathbb R}$ is a Caratheodory
function which satisfies the growth condition:
%
$$
|f(x,u)|\le a(x)+b\sum_{i=1}^m|u_i|^{\frac{\alpha{r_i}}{q}}\qquad 
\mbox{ for all }\; (x,u)\in\Omega\times{\mathbb R}^m
$$
with fixed positive numbers $\alpha,b$, with $0<\alpha<1, a(\cdot)\in
L^q(\Omega)$ and $1\le q$, $r_i<\infty$ for $i=1,\ldots,m$. Then,
the corresponding Nemitzky operator
%
\begin{eqnarray*}
(Fu)(x):= f(x,u_1(x),\ldots,u_m(x))\mbox{ with }
F:\,\prod_{i=1}^m L^{r_i}(\Omega)\rightarrow L^q(\Omega)
\end{eqnarray*}
 %
is continuous and bounded satisfying
%
$$
\|Fu\|_{L^q}\le c
\left(\|a\|_{L^q}+\sum_{i=1}^m(\|u_i\|_{L^{r_i}})^{
\frac{\alpha r_i}{q}}
\right)\quad \mbox{ for all }\, u\in\prod_{i=1}^m L^{r_i}(\Omega)\,.
$$
 %
\end{theorem}
%
Inserting (\ref{e:3.1}) and (\ref{e:3.2}) into Green's formula
%
\begin{equation} \label{e:3.9}
\int_\Omega (\Delta u) v \; dx +
\int_\Omega \nabla u \cdot \nabla v \; dx -
\int_\Gamma \frac{\partial u}{\partial n} \; v \; ds_\Gamma = 0\,,
\end{equation}
%
we obtain the weak formulation of our problem:

\medskip
{\sl Let} $d\in \widetilde{H}^{-1}$. {\sl Find} $u \in
H^1(\Omega)$ {\sl such that for all $v \in H^1(\Omega)$,}
%
\begin{eqnarray} 
(Au,v)_{H^1(\Omega)}
&:=&(\nabla u, \nabla v)_\Omega + (B_0 u|_\Gamma,v|_\Gamma)_\Gamma
- (B_1 u|_\Gamma,v|_\Gamma)_\Gamma  \nonumber\\
&&- (g,v|_\Gamma)_\Gamma -(Fu,v)_\Omega -(d,v)_\Omega = 0 \label{e:3.10}
\end{eqnarray}
 %
In order to apply mapping degree theory we consider the
parameter--dependent problem:

\medskip
{\sl Find $u_\lambda \in H^1(\Omega)$ such that for all $v \in H^1(\Omega)$},
%
\begin{eqnarray} 
(A_\lambda u_\lambda,v)
&:=& (\nabla u_\lambda, \nabla v)_\Omega
+ (B_0 u_\lambda|_\Gamma,v|_\Gamma)_\Gamma
- \lambda (B_1 u_\lambda |_\Gamma,v|_\Gamma)_\Gamma  \nonumber\\
&&- (g,v|_\Gamma)_\Gamma - \lambda (Fu_\lambda ,v)_\Omega
-(d,v)_\Omega = 0 \label{e:3.11}
\end{eqnarray}
%
\begin{theorem}
There is a constant $R>0$ not depending on $\lambda \in [0,1]$ such that
all solutions $u_\lambda$ of {\rm (\ref{e:3.11})} are uniformly bounded:
%
\begin{equation} \label{e:3.12}
\| u_\lambda \|_{H^1(\Omega)} \leq R.
\end{equation}
%
\end{theorem}
%
\begin{proof}
First, we get with (\ref{e:3.11})
%
\begin{eqnarray} \label{e:3.13}
0
&=& (A_\lambda u_\lambda,u_\lambda)_{H^1(\Omega)}
\geq|u_\lambda|^2_{H^1(\Omega)}
+ l \|u_\lambda\|^2_{L^2(\Gamma)}
- \|B_0 u_{\lambda} \|_{L^2(\Gamma)} \|u_\lambda\|_{L^2(\Gamma)} \nonumber\\
&&- \|B_1 u_\lambda \|_{L^2(\Gamma)} \|u_\lambda\|_{L^2(\Gamma)}
-\|g\|_{H^{-\frac{1}{2}}(\Gamma)}
\|u_\lambda\|_{H^{\frac{1}{2}}(\Gamma)}\\
&&
- \| F u_\lambda \|_{L^2(\Omega)}
\|u_\lambda\|_{L^2(\Omega)}
- \| d \|_{\widetilde{H}^{-1}(\Omega)}
\|u_\lambda\|_{H^1(\Omega)}.\nonumber
\end{eqnarray}
%
We use the trace lemma $\|v\|_{L^2(\Gamma)} \leq
\|v\|_{H^{\frac{1}{2}}(\Gamma)} \leq
c\|v\|_{H^1(\Omega)}$ for all $v \in H^1(\Omega)$
and the Friedrichs inequality \cite{Necas}
%
\begin{equation} \label{e:3.14}
C\| v \|^2_{L^2(\Omega)} \leq \|\nabla v \|^2_{L^2(\Omega)}
+ l \| v \|^2_{L^2(\Gamma)}.
\end{equation}
%
Using (\ref{e:3.14}) in (\ref{e:3.13})
and dividing by $\| u_\lambda \|_{H^1(\Omega)}$ we get
$$
C\| u_\lambda \|_{H^1(\Omega)} \leq
\| B_0 u_{\lambda} \|_{L^2(\Gamma)} +
\| B_1 u_\lambda \|_{L^2(\Gamma)} +
\| g \|_{H^{-\frac{1}{2}}(\Gamma)} +
\| F u_\lambda \|_{L^2(\Omega)} +
\| d \|_{\widetilde{H}^{-1}(\Omega)}\;.
$$
Inserting (\ref{e:3.7}) into the inequality right above we obtain
$$
\| u_\lambda \|_{H^1(\Omega)} \leq
c{(1+\| u_\lambda \|_{H^1(\Omega)})}^\alpha
$$
with $\alpha\in(0,1)$ and, thus, the boundedness of
$\| u_\lambda \|_{H^1(\Omega)}$.
\end{proof}
%
\begin{theorem}
The operator $A_\lambda : H^1(\Omega) \rightarrow H^1(\Omega)$ is of
the form $A_\lambda = A_0 + \lambda A_1$ with a Lipschitz continuous
strongly monotone operator
$A_0 : H^1(\Omega) \rightarrow H^1(\Omega)$ and a compact operator
$A_1 : H^1(\Omega) \rightarrow H^1(\Omega).$
\end{theorem}
%
\begin{proof}
Define $A_0$ by
%
\begin{equation} \label{e:3.15}
(A_0 u,v)_{H^1(\Omega)}:=(\nabla u, \nabla v)_\Omega +
(B_0 u|_\Gamma,v|_\Gamma)_\Gamma.
\end{equation}
%
Because of the Lipschitz continuity of $B_0$ in $L^2(\Gamma)$, the operator
$A_0 : H^1(\Omega) \rightarrow H^1(\Omega)$ is also Lipschitz continuous.
Inequality (\ref{e:3.4}) yields
$$
(A_0u-A_0v,u-v)_{H^1(\Omega)}\geq \|\nabla(u-v)\|^2_{L^2(\Omega)} + l \| u-v
\|^2_{L^2(\Gamma)} \geq C \|u-v\|^2_{H^1(\Omega).}
$$
The operator $A_1$ defined by
$$
(A_1u,v)_{H^1(\Omega)} :=
- (B_1 u|_\Gamma,v|_\Gamma)_\Gamma
- (g,v|_\Gamma)_\Gamma -(Fu,v)_\Omega -(d,v)_\Omega
$$
is compact since $F: H^1(\Omega) \rightarrow L^2(\Omega)$
is continuous and the imbedding $L^2(\Omega) \hookrightarrow
\widetilde{H}^{-1}(\Omega)$ is compact.
$B_1: L^2(\Gamma) \rightarrow L^2(\Gamma)$ is continuous and the
imbeddings $H^{\frac{1}{2}}(\Gamma) \hookrightarrow
L^2(\Gamma) \hookrightarrow H^{-\frac{1}{2}}(\Gamma)$
are also  compact.
\end{proof}
%
Applying the mapping degree theory sketched in Section 2 we finally have shown
the following theorem.
%
\begin{theorem}
For any given $h \in \widetilde{H}^{-1}(\Omega)$ and
$g \in H^{- \frac{1}{2}}(\Gamma)$, the problem {\rm (\ref{e:3.10})} has at
least one solution $u \in H^1(\Omega).$ Furthermore, the set of
solutions is a compact subset of
$H^1(\Omega).$ If $h \in L^2(\Omega)$ and $g \in L^2(\Gamma)$ then we obtain
the regularity result $u \in H^{\frac{3}{2}}(\Omega).$ If, in addition,
we assume $b_1$ to be Lipschitz continuous, i.~e.
%
\begin{equation} \label{e:3.16}
|b_1(x,u)-b_1(x,v)| \leq L|u-v|
\mbox{ for all}\, u,v \in {\mathbb R}\mbox{\ and }\;x \in \Gamma
\end{equation}
%
and if
$g \in H^{\frac{1}{2}}(\Gamma)$ then $u \in H^2(\Omega).$
\end{theorem}
%
This regularity result follows from the well known regularity properties of linear
elliptic equations \cite{Lions-Magenes} and the mapping properties of
$F,$ $B_0,$ and $B_1.$

\section{Perturbations of the strongly monotone case}\label{sect4}
\setcounter{equation}{0}
%
If the operators $F$ and $B_1$ are sufficiently small, then
the solution of (\ref{e:3.10}) is unique due to the contraction
principle.

Here we present a potential method in order to apply these arguments.
As is well known, any smooth function $v$ satisfies the Green representation formula
%
\begin{equation} \label{e:4.1}
v = K_{\Gamma,\Omega} \; v|_\Gamma +
V_{\Gamma,\Omega} \; \left. \frac{\partial v}{\partial n} \right|_\Gamma
+ V_{\Omega,\Omega} \; \triangle v \quad\mbox{ in }\,\Omega
\end{equation}
%
with the potentials
%
\begin{equation} \label{e:4.2}
\begin{array}{lllll}
\displaystyle
V_{\Omega,\Omega} \; \psi (x) = - \frac{1}{2 \pi} \;
\int_\Omega \;
\psi(y)
\;
\log |x-y|
\; dy
&\mbox{for } x \in \Omega, \\[2mm]
\displaystyle
V_{\Gamma,\Omega} \; \psi (x) = - \frac{1}{2 \pi} \;
\int_\Gamma \;
\psi(y)
\;
\log |x-y|
\; d s_\Gamma(y)
&\mbox{for } x \in \Omega, \\[2mm]
\displaystyle
K_{\Gamma,\Omega} \; \psi (x) = \frac{1}{2 \pi} \;
\int_\Gamma \;
\psi(y)
\;
\frac{\partial}{\partial n_y} \log |x-y|
\; d s_\Gamma(y)
&\mbox{for } x \in \Omega.
\end{array}
\end{equation}
%
Inserting the differential equation (\ref{e:3.1}) and the boundary
condition (\ref{e:3.2}) in (\ref{e:4.1}) we obtain the equation
%
\begin{equation} \label{e:4.3}
u = K_{\Gamma,\Omega} \; u|_\Gamma -
V_{\Gamma,\Omega} \; (B_0 u |_\Gamma - B_1 u |_\Gamma - g)
- V_{\Omega,\Omega} \; (Fu + d)\;\mbox{ in }\, x\in\Omega\,.
\end{equation}
%
The continuity of the single layer potential and the jump relations for
the double layer potential yield the following equation for the boundary
values:
%
\begin{equation} \label{e:4.4}
(I-K_{\Gamma,\Gamma}) \; u|_\Gamma +
V_{\Gamma,\Gamma} \; (B_0 u |_\Gamma - B_1 u |_\Gamma - g)
- V_{\Omega,\Gamma} \; (Fu + d) = 0\;\mbox{ on }\,\Gamma\,.
\end{equation}
%
The equations (\ref{e:4.3}) and (\ref{e:4.4}) can be considered as
a system of equations for $u$ in $\Omega$ and the boundary values $u|_\Gamma$
on $\Gamma$.

Here, the operators that map into the boundary spaces are defined by
%
\begin{equation} \label{e:4.2a}
\begin{array}{lllll}
\displaystyle
V_{\Omega,\Gamma} \; \psi (x) = - \frac{1}{\pi} \;
\int_\Omega \;
\psi(y)
\;
\log |x-y| \;dy
&\mbox{for } x \in \Gamma, \\[2mm]
\displaystyle
V_{\Gamma,\Gamma} \; \psi (x) = - \frac{1}{\pi} \;
\int_\Gamma \;
\psi(y)
\;
\log |x-y|
\; d s_\Gamma(y)
&\mbox{for } x \in \Gamma, \\[2mm]
\displaystyle
K_{\Gamma,\Gamma} \; \psi (x) = \frac{1}{\pi} \;
\int_\Gamma \;
\psi(y)
\;
\frac{\partial}{\partial n_y} \log |x-y|
\; d s_\Gamma(y)
&\mbox{for } x \in \Gamma.
\end{array}
\end{equation}
%
It is well known \cite{Dieu} that the potential operators are
linear continuous operators in the spaces
%
\begin{equation} \label{e:4.5}
\begin{array}{lllll}
V_{\Omega,\Omega}:
\widetilde{H}^{-1}(\Omega) \rightarrow H^1(\Omega),
&
V_{\Omega,\Gamma}:
\widetilde{H}^{-1}(\Omega) \rightarrow H^{\frac{1}{2}}(\Gamma),
\\[2mm]
V_{\Gamma,\Omega}:
H^{-\frac{1}{2}}(\Gamma) \rightarrow H^1(\Omega),
&
V_{\Gamma,\Gamma}:
H^{-\frac{1}{2}}(\Gamma) \rightarrow H^{\frac{1}{2}}(\Gamma),
\\[2mm]
K_{\Gamma,\Omega}:
H^{\frac{1}{2}}(\Gamma) \rightarrow H^1(\Omega),
&
K_{\Gamma,\Gamma}:
H^{\frac{1}{2}}(\Gamma) \rightarrow H^{\frac{3}{2}}(\Gamma).
\end{array}
\end{equation}
%
According to (\ref{e:4.4}), let us introduce the operator
%
\begin{equation} \label{e:4.6}
L_0 := I-K_{\Gamma,\Gamma} + V_{\Gamma,\Gamma} B_0:
H^{\frac{1}{2}}(\Gamma) \rightarrow H^{\frac{1}{2}}(\Gamma).
\end{equation}
%
\begin{theorem}
The operator $L_0$ is Lipschitz continuous, invertible and has a
Lipschitz continuous inverse.
\end{theorem}
%
\begin{proof}
First, the Lipschitz continuity is clear from (\ref{e:3.4}) and the
mapping properties (\ref{e:4.5}). We show that
$L_0$ is $V_{\Gamma,\Gamma}^{-1}$--monotone i.e. there is a constant
$\gamma$ such that
%
\begin{equation} \label{e:4.7}
(L_0 \varphi - L_0 \psi, V_{\Gamma,\Gamma}^{-1}(\varphi-\psi))_\Gamma
\geq \gamma \| \varphi-\psi\|^2_{H^{\frac{1}{2}}(\Gamma)\;.}
\end{equation}
%
Using the symmetry of $V_{\Gamma,\Gamma}$, we know that for $T$, the
Steklov-Poincar\' e operator on harmonic functions, which is defined by
%
\begin{eqnarray} \label{e:4.8}
T
&:=& V_{\Gamma,\Gamma}^{-1}(I-K_{\Gamma,\Gamma})\\
\noalign{{G{\aa}rding's inequality is valid:}\nonumber\vskip4pt}\\
(T \varphi,\varphi)_\Gamma
&\geq& \tilde{\gamma} \|\varphi\|^2_{\frac{1}{2}}
- c\| \varphi \|_0^2 \hspace{10mm} \mbox{for all } \varphi \in
H^{\frac{1}{2}}(\Gamma)\,.
\end{eqnarray}
%
Hence (\ref{e:4.7}) follows from the semidefiniteness of $T$ and inequality
(\ref{e:3.4}) (see \cite{k:bac_schmi_91} and \cite{k:ruo_wen_88}).

For the construction of the inverse to $L_0$ we consider the sequence
$\varphi_n$ defined by
%
\begin{equation} \label{e:4.9}
\varphi_{n+1} := \varphi_n - \alpha (L_0 \varphi_n -f)
\quad\mbox{for }n=0,1,\ldots
\end{equation}
%
with an appropriate $\alpha\in{\mathbb R}$
for some starting value $\varphi_0 \in H^{\frac{1}{2}}(\Gamma)$ and a
given right hand side $f \in H^{\frac{1}{2}}(\Gamma).$
We get the estimate
\begin{eqnarray*}
\lefteqn{ (\varphi_{n+1} - \varphi_n,
V_{\Gamma,\Gamma}^{-1}(\varphi_{n+1} - \varphi_n))_\Gamma }\\
&=&
(\varphi_n - \varphi_{n-1},
V_{\Gamma,\Gamma}^{-1}(\varphi_n - \varphi_{n-1}))_\Gamma
-2 \alpha (L_0 \varphi_n - L_0 \varphi_{n-1},
V_{\Gamma,\Gamma}^{-1}(\varphi_n - \varphi_{n-1}))_\Gamma  \\
&&+\alpha^2 (L_0 \varphi_n - L_0 \varphi_{n-1},
L_0 \varphi_n - L_0 \varphi_{n-1})_\Gamma
\\ 
&\leq& (\varphi_n - \varphi_{n-1},
V_{\Gamma,\Gamma}^{-1}(\varphi_n - \varphi_{n-1}))_\Gamma -
2 \alpha \gamma \|\varphi_n - \varphi_{n-1}\|^2_{H^\frac{1}{2}(\Gamma)} \\
&&+ \alpha^2 C \|\varphi_n - \varphi_{n-1}\|^2_{H^\frac{1}{2}(\Gamma)}
\\ 
&\leq& (1-c_1 \alpha + c_2 \alpha^2)
(\varphi_n - \varphi_{n-1},
V_{\Gamma,\Gamma}^{-1}(\varphi_n - \varphi_{n-1}))_\Gamma \;.
\end{eqnarray*}
%
Hence, for $\displaystyle \alpha<\frac{c_1}{c_2}$
the sequence $\varphi_n$ is a
Cauchy sequence in the norm
$\| \cdot \|^2_{V^{-1}} := (\,\cdot\,,V_{\Gamma,\Gamma}^{-1}\,\cdot\,)_\Gamma$
which is equivalent to the $H^{\frac{1}{2}}(\Gamma)$--norm. The limit
$\displaystyle \varphi_0 = \lim_{n \rightarrow \infty} \varphi_n$
is necessarily
a solution of $L_0 \varphi_0 = f.$ Due to (\ref{e:4.7}) this solution
is unique. For $f_1,$ $f_2 \in H^{\frac{1}{2}}(\Gamma)$ we get
%
\begin{eqnarray*}
\| L_0^{-1} f_1 - L_0^{-1} f_2 \|^2_{H^{\frac{1}{2}}(\Gamma)}
&\leq& \gamma^{-1} (( f_1-f_2 ), V_{\Gamma,\Gamma}^{-1}(
L_0^{-1} f_1 - L_0^{-1} f_2 ))_\Gamma\\
&\leq& c
\| L_0^{-1} f_1 - L_0^{-1} f_2 \|_{H^{\frac{1}{2}}(\Gamma)} \;
\|f_1-f_2\|_{H^{\frac{1}{2}}(\Gamma)}
\end{eqnarray*}
%
and, hence, $L_0^{-1}$ is Lipschitz continuous.
\end{proof}
%
For the solution of (\ref{e:4.3}) and (\ref{e:4.4}) now we consider the sequences
$u_n,$ $v_n$ defined by $u_0 \in H^1(\Omega)$
and successive approximation
%
\begin{equation} \label{e:4.10}
\begin{array}{lcl}
\displaystyle
v_{n+1}
& := &  \displaystyle
L_0^{-1} ( V_{\Gamma,\Gamma} B_1  u_n|_\Gamma +
V_{\Gamma,\Gamma}  g - V_{\Omega,\Gamma} F  u_n- V_{\Gamma,\Omega} d )\\
\displaystyle
u_{n+1}
& := & \displaystyle
K_{\Gamma,\Omega} v_{n+1} -
V_{\Gamma,\Omega}  ( B_0  v_{n+1} - B_1  v_{n+1} - g )
- V_{\Omega,\Omega} (F  u_n + d)\,.
\end{array}
\end{equation}
%
Since $L_0^{-1}, B_1$ and $F$ are Lipschitz continuous we obtain
\begin{eqnarray*}
\lefteqn{ \| v_{n+1} -v_n \|_{H^{\frac{1}{2}}(\Gamma)}  }\\
&\leq&  \| L_0^{-1} \| \; \left(
\| V_{\Gamma,\Gamma} \; B_1 \| \;
\| u_n -u_{n-1} \|_{H^{\frac{1}{2}}(\Gamma)} +
\| V_{\Omega,\Gamma} \; F \| \;
\| u_n -u_{n-1} \|_{H^1(\Omega)} \right)
\end{eqnarray*}
and
\begin{eqnarray*}
 \| u_{n+1} -u_n \|_{H^1(\Omega)}  
&\leq & \| K_{\Gamma,\Omega} - V_{\Gamma,\Omega} B_0 + V_{\Gamma,\Omega} B_1 \|
\| v_{n+1} -v_n \|_{H^{\frac{1}{2}}(\Gamma)} \\
&&+ \| V_{\Omega,\Omega} F \|
\| u_n -u_{n-1} \|_{H^1(\Omega)} \,.
\end{eqnarray*}
By the trace theorem we obtain
%
\begin{equation} \label{e:4.11}
\| u_{n+1} -u_n \|_{H^1(\Omega)} \leq
\left( c_1 \| B_1 \| + c_2 \| B_1 \|^2 + c_3 \| F \| \right) \;
\| u_n - u_{n-1} \|_{H^1(\Omega)}
\end{equation}
 %
with
%
\begin{equation} \label{e:4.12} \begin{array}{llll}
c_1 = \left( \| K_{\Gamma,\Omega} \| + \| V_{\Gamma,\Omega} \| \cdot
\| B_0 \| \right) \; \| L_0^{-1} \| \; \| V_{\Gamma,\Gamma} \| \;
\| \mbox{Trace} \| \; ,
\\[2mm]
c_2 = \| V_{\Gamma,\Omega} \| \; \| L_0^{-1} \| \;
\| V_{\Gamma,\Gamma} \| \; \| \mbox{Trace} \| \; ,
\\[2mm]
c_3 = \left( \| K_{\Gamma,\Omega} \| + \| V_{\Gamma,\Omega} \| \cdot
\| B_0 \| \right) \; \| L_0^{-1} \| \; \| V_{\Omega,\Gamma} \| \;
+ \; \| V_{\Omega,\Omega} \| \; .
\end{array}
\end{equation}
%
where Trace$(u)=u|_\Gamma$ denotes the trace operator:
$H^1(\Omega)\rightarrow H^{\frac12}(\Gamma)$.

Hence, if the Lipschitz constants $\| B_1 \|$ and $ \| F \|$ satisfy
the additional condition
$$
c_1 \| B_1 \| + c_2 \| B_1 \|^2 + c_3 \| F \| < 1
$$
we obtain $u_n$ as a Cauchy sequence in $H^1(\Omega)$
and $v_n$ as a Cauchy sequence in $H^{\frac12}(\Gamma)$.

For the limits $u$ and $v$ one gets from (\ref{e:4.11})
on the boundary 
$$L_0u|_\Gamma=L_0v$$
 which implies
$u|_\Gamma=v$. Hence, $u$ is the solution of (\ref{e:4.3}).
Inserting two
solutions $u,$ $v$ into (\ref{e:4.10}) we find
$$
\| u -v \|_{H^1(\Omega)} \leq
\left( c_1 \| B_1 \| + c_2 \| B_1 \|^2 + c_3 \| F \| \right) \;
\| u - v \|_{H^1(\Omega)}
$$
by the same procedure; hence, uniqueness follows.
\def\heg{H^{\frac12}(\Gamma)}

\def\heo{H^1(\Omega)}

\def\hmeg{H^{-\frac12}(\Gamma)}



\section{Finite element -- boundary element approximations}\label{sect5}
\setcounter{equation}{0}
%
In order to solve (\ref{e:4.3}), (\ref{e:4.4}) numerically by a boundary
element scheme we introduce finite dimensional subspaces of $\heg$
and of $\heo$, respectively. For this purpose let $\Delta_h^\Gamma$ be a
sequence of quasi-uniform
grids on $\Gamma$ with meshsize $h \rightarrow 0$.
Let ${\cal S}(\Delta_h^\Gamma)$ be the corresponding space of
piecewise linear continuous splines with respect to a fixed parametric
representation of $\Gamma$. By $P_h^\Gamma$ we denote the orthogonal
projection of $L^2(\Gamma)$ onto ${\cal S}(\Delta_h^\Gamma).$
%
%
\begin{theorem} \label{s:5.1}
For any $0 \leq t < \frac{3}{2},
t \leq s\leq2, \frac{1}{2}\leq s $ there exists a constant $c > 0$ such
that the operator $P_h^\Gamma$ satisfies the approximation property
%
\begin{equation} \label{e:5.1}
\left\| P_h^\Gamma \, v - v \right\|_t
\leq c \, h^{s-t} \, \left\| v \right\|_s
\quad\mbox{ for all }\, v \in H^s(\Gamma)\,.
\end{equation}
%
\end{theorem}
%

For the proof of this proposition see e.g. \cite[Theorem 6.1.2]{k:els_85}.
Let
$\Delta_h^\Omega$ be a sequence of triangulations of $\Omega$ with
mesh size $h \rightarrow 0$. Again,
${\cal H}(\Delta_h^\Omega)$ denotes the corresponding space of piecewise
linear continuous finite element functions (see \cite{k:bab_azi_72}).

The $L^2(\Omega)$--projection onto this spline space is denoted by
$P^\Omega_h$.
For $0 \leq t < 2, 1 \leq s \leq 2,t \leq s, P^\Omega_h$ satisfies the
estimate \cite{k:bab_azi_72}
%
\begin{equation} \label{e:5.2}
\left\| P_h^\Omega \, u - u \right\|_t
\leq c \, h^{s-t} \, \left\| u \right\|_s.
\end{equation}
%
First, we follow the approach of \cite{k:ruo_wen_88} by approximating
$L_0$ defined in (\ref{e:4.6}) by the discrete approximation
%
\begin{equation}\label{e:5.3}
L^h_0 := P_h^\Gamma \left. L_0 \right|_{{\cal S}(\Delta_h^\Gamma)}
= I - K_h + V_h + P_h \left. B_0 \right|_{{\cal S}(\Delta_h^\Gamma)} \;
\end{equation}
%
where $K_h,$ $V_h$ are defined by
$K_h := P_h^\Gamma \left. K_{\Gamma,\Gamma} \right|_{{\cal
S}(\Delta_h^\Gamma)}$ and
$V_h := P_h^\Gamma \left. V_{\Gamma,\Gamma} \right|_{{\cal S}
(\Delta_h^\Gamma)}$, respectively. It is well known that the operators $V_h,$
$V_h^{-1}$ are invertible and satisfy the stability estimates
%
\begin{equation} \label{e:5.4}
\begin{array}{lll}
\displaystyle
\left\| V_h \varphi \right\|_{\heg}
&\leq c \left\| \varphi \right\|_{\hmeg}
&\displaystyle \mbox{for all }
\varphi \in \hmeg \; ,
\\[2mm]
\displaystyle
\left\| V_h^{-1} P_h^\Gamma \psi \right\|_{\hmeg}
&\leq c \left\| \psi \right\|_{\heg}
&\displaystyle \mbox{for all }
\psi \in \heg
\end{array}
\end{equation}
%
where the constants $c$ do not depend on $h.$ Furthermore,
we have
%
\begin{equation} \label{e:5.5}
\left( V_h \varphi , \varphi \right)_{\Gamma}
\geq \tilde\gamma \;
\left\| \varphi \right\|_{\hmeg}^2 \quad \mbox{for all }
\varphi \in \hmeg
\end{equation}
%
and
%
\begin{equation} \label{e:5.6}
\left( V_h^{-1} \psi , \psi \right)_{\Gamma} \geq \gamma \;
\left\| \psi \right\|_{\heg}^2 \quad \mbox{for all }
\psi \in {\cal S} (\Delta_h^\Gamma)\,.
\end{equation}
%
This implies that the forms on the left hand sides are equivalent to
the inner products in the spaces appearing on the right hand sides.
These results were proven in \cite{k:hsi_wen_77}.
In order to analyze the convergence $L^h_0 \rightarrow L_0,$ we need
%
%
\begin{lemma}\label{l:5.2}
The operator $L^h_0$ defined in $(\ref{e:5.3})$ is
uniformly Lipschitz continuous with respect to the $\heg$--norm and
$V_h^{-1}$--strongly monotone, i.e.\
there exist constants $l,\gamma>0$, not depending on $h$, such that
%

\newpage
\begin{eqnarray}\label{e:5.8a}
\left( L^h_0 \varphi - L^h_0 \psi ,
V_h^{-1} ( L^h_0 \varphi - L^h_0 \psi ) \right)_\Gamma
&\leq& l \cdot
\left( \varphi - \psi ,
V_h^{-1} ( \varphi - \psi ) \right)_\Gamma\,,\\
\label{e:5.8}
( L^h_0 \varphi - L^h_0 \psi , V_h^{-1} ( \varphi - \psi ) )_\Gamma
&\geq& \gamma \cdot \| \varphi - \psi \| ^2_\frac{1}{2}
\end{eqnarray}
%
for all $\varphi,$ $\psi \in {\cal S}(\Delta_h^{\Gamma}).$
\end{lemma}
%
%
\begin{proof}
Inequality (\ref{e:5.8a}) follows immediately from the uniform boundedness of
$V_h^{-1}$ in $\heg \cap \varphi(\Delta_h^\Gamma)$ which can be found in
\cite{k:els_85} and with Theorem 4.1.
By the symmetry of $V_h$, inequality (\ref{e:5.8}) is equivalent to
%
\begin{equation} \label{e:5.9}
(\tilde L^h_0 \varphi - \tilde L^h_0 \psi ,
\varphi-\psi )_\Gamma
\geq \gamma \cdot \| \varphi - \psi \| ^2_\frac{1}{2}
\quad \mbox{ for all }\varphi,\psi \in {\cal S}(\Delta_h^{\Gamma})
\end{equation}
%
with
%
\begin{equation}\label{e:5.10}
   \tilde L_0^h := T_h + P_h^\Gamma B_0 := V_h^{-1} ( I - K_h ) + P_h^\Gamma
B_0 \,.
\end{equation}
%
In \cite{k:bac_schmi_91} inequality (\ref{e:5.9}) was
derived from G{\aa}rding's inequality for the Steklov-Poincar\' e
operator $T := V^{-1}(I-K)$ and the compactness
of the double layer potential operator $K$ and \cite{k:spa_91}.
\end{proof}
%
%
\begin{theorem} \label{t:5.3}
The operator $L_0^h$ defined in $(\ref{e:5.3})$ is invertible.
For a suitable choice of the constant $\alpha>0$, the sequence
%
\begin{equation} \label{e:5.11}
    u_{n+1} \, := \, u_n - \alpha ( L_0^h u_n - \psi )
\end{equation}
%
converges to $u_h$, the solution of
%
\begin{equation}\label{e:5.12}
    L_0^h u_h = \psi
\end{equation}
%
for any function $\psi \in {\cal S}(\Delta^\Gamma_h)$ and any starting value
$u_0 \in {\cal S}(\Delta_h^\Gamma)$.
$L_0^h$ satisfies the inverse stability estimate
%
\begin{equation} \label{e:5.13}
\left\| \varphi - \psi \right\|_{\heg}
\leq c \cdot
\left\| L_0^h \varphi - L_0^h \psi \right\|_{\heg}
\quad \mbox{ for all } \varphi,\;\psi \in {\cal S} (\Delta_h^\Gamma)
\end{equation}
%
where $c$ does not depend on $h.$
\end{theorem}
%
%
\begin{proof}
The inequality
$(\ref{e:5.8})$ implies that $L_0^h$ is one to one.
For $\alpha>0$, equation (\ref{e:5.12}) is equivalent to the
fixed--point--equation
%
\begin{equation}\label{e:5.14}
   u_h = u_h - \alpha ( L_0^h u_h - \psi )
\end{equation}
%
and $(\ref{e:5.11})$ defines the corresponding iteration scheme.
By using the estimates $(\ref{e:5.8a})$ and $(\ref{e:5.8})$ we obtain
%
\begin{eqnarray}
\lefteqn{
\left( V_h^{-1} (u_{n+1}-u_n), (u_{n+1}-u_n) \right)_\Gamma\nonumber}
\\[1ex]
&=& \left( V_h^{-1} (u_n-u_{n+1}) , u_n-u_{n+1}\right)_\Gamma
-  2\alpha \left( L^h_0 u_n - L^h_0 u_{n-1} ,
V_h^{-1} (u_n-u_{n-1}) \right)_\Gamma\nonumber\\
&&+ \alpha^2
\left( L_0^h u_n - L_0^h u_{n-1} , V_h^{-1} \;
( L_0^h u_n - L_0^h u_{n-1}) \right)_\Gamma\\
&\leq& (1-2 \gamma \alpha + l \alpha^2 ) \;
\left( V_h^{-1} (u_{n+1}-u_n), (u_{n+1}-u_n) \right)_\Gamma\,.\nonumber
\end{eqnarray}
%
Choosing $0<\alpha< \frac{2\gamma}{l}$ we find that $(u_n)$ is
a Cauchy sequence (in any norm in ${\cal S}(\Delta_h^\Gamma)$).
Taking the limit in $(\ref{e:5.11})$ shows
that $(u_n)$ converges to a solution of $(\ref{e:5.12})$
and, hence, $L_0^h$ is surjective.

The stability estimate (\ref{e:5.13}) follows immediately from
inequality (\ref{e:5.8}) and the properties of $V_h^{-1}.$
\end{proof}
%
%
The following approximation result for the operator $L_0^h$ can be
derived from Theorem \ref{t:5.3} and was proven in
\cite{k:bac_schmi_91}. Related results for the boundary element
collocation method can be found in \cite{k:ham_ruo_sar_90}.
%
\begin{theorem} \label{s:5.4}
For
$f\in H^{s-1}(\Gamma) \mbox{ and } \frac{1}{2}<s \leq 2$
there holds the optimal asymptotic error estimate
%
\begin{equation}\label{e:5.16}
\| L_0^{-1} V f - (L_0^h)^{-1} V_h P_h f \|_{H^{\frac{1}{2}}(\Gamma)} \,\leq\,
c \cdot h^{s-\frac{1}{2}} \cdot \|f\|_{H^{s-1}(\Gamma)}.
\end{equation}
%
\end{theorem}
%
Now we are able to approximate the solution $u \in \heo$ of
(\ref{e:4.3}) by the iterative scheme
%
\begin{eqnarray} 
v_{n+1}
&:=& (L_0^h)^{-1}
\left( P_h^\Gamma V_{\Gamma,\Gamma} P_h^\Gamma (B_1 v_n - g)
 - P_h^\Gamma V_{\Omega,\Gamma} P_h^\Omega (F u_n + d ) \right)\,,
\nonumber \\
u_{n+1}
&:=& P_h^\Omega K_{\Gamma,\Omega} v_{n+1} -
P_h^\Omega V_{\Gamma,\Omega} P_h^\Gamma ( B_0 v_{n+1} - B_1 v_{n+1} - g )
\label{e:5.17} \\
&&- P_h^\Omega V_{\Omega,\Omega} P_h^\Omega ( F u_n + d )\nonumber
\end{eqnarray}
%
with starting values $v_0 \in {\cal S}( \Delta_h^\Gamma )$,
$u_0 \in {\cal H}( \Delta_h^\Omega )$.
With similar arguments as in Section \ref{sect4} we see that the scheme is
convergent due to the contraction principle. The limits $u_h,$ $v_h$
satisfy the equations
%
\begin{equation} \label{e:5.18} \begin{array}{llll}
v_{h} := (L_0^h)^{-1}
\left( P_h^\Gamma V_{\Gamma,\Gamma} P_h^\Gamma (B_1 v_h - g)
 - P_h V_{\Omega,\Gamma} P_h^\Omega (F u_h + d ) \right) \; ,
\\[3mm]
u_{h} := P_h^\Omega K_{\Gamma,\Omega} v_{h} -
P_h^\Omega V_{\Gamma,\Omega} P_h^\Gamma ( B_0 v_{h} - B_1 v_{h} - g )
- P_h^\Omega V_{\Omega,\Omega} P_h^\Omega ( F u_h + d ) \; .
\end{array} \end{equation}
%
\begin{theorem} \label{t:5.5}
Let $d\in L^2 (\Omega)$. Then the solutions $u_h,$ $v_h$ of $(\ref{e:5.18})$
satisfy the optimal asymptotic error estimate
%
\begin{equation} \label{e:5.19} \begin{array}{lll}
\left \| u|_\Gamma - v_h \right \|_{\heg} +
\left \| u - u_h \right \|_{\heo} \leq c \; \left( 1 +
\left \| u \right \|_{H^2(\Omega)} \right) \; \cdot h \;.
\end{array} \end{equation}
%
\end{theorem}
%
\begin{proof}
The inverse stability (\ref{e:5.16}) of $L_0^h$ and the approximation and
boundedness properties of $P^\Omega_h$ and $P_h^\Gamma$ yield the estimates
%
\begin{eqnarray*}
\left \| z - u_h \right \|_{\heo}
&\leq& c_1 \; \left( 1 +
\left \| u \right \|_{H^2(\Omega)} \right) \; \cdot h \;,\\
\left \| w - v_h \right \|_{\heg}
&\leq& c_2 \; \left( 1 +
\left \| u \right \|_{H^2(\Omega)} \right) \; \cdot h
\end{eqnarray*}
%
with
%
\begin{equation} \label{e:5.20}
\begin{array}{lcl}
\displaystyle
w
&:=& L_0^{-1}
\left( V_{\Gamma,\Gamma} (B_1 v_h - g)
 - V_{\Gamma,\Omega} (F u_h + d ) \right) \; ,\\
\displaystyle
z
&:=& K_{\Gamma,\Omega} v_{h} -
V_{\Gamma,\Omega} ( B_0 v_{h} - B_1 v_{h} - g )
- V_{\Omega,\Omega} ( F u_h + d ) \; .
\end{array}
\end{equation}
%
Inserting $v_h,$ $u_h$ as starting values into the iteration scheme
(\ref{e:4.10}), the contraction principle yields the estimates
%
\begin{eqnarray*}
\left \| u - z \right \|_{\heo}
&\leq&
c_1 \left \| \omega - u_h \right \|_{\heo} \; ,\\
\left \| u |_\Gamma - w \right \|_{\heg}
&\leq&
c_2 \left \| w - v_h \right \|_{\heg}
\end{eqnarray*}
%
where the constants depend on the contraction properties of
(\ref{e:4.10}). Hence, the desired estimate follows.
\end{proof}
%
\section{Numerical results}\label{sect6}
\setcounter{equation}{0}
%
The solution scheme (\ref{e:5.11}) was implemented in the
programming language C and
-- in the case of the homogeneous differential equation in $\Omega$ --
the iteration (\ref{e:5.18}),
so that the program could be used either on a PC or on an arbitrary
UNIX-system. By a version partially written in FORTRAN we were able to
use the vector facility on an IBM 3090E which was rather efficient for
analyzing the dependence on the parameters practically.
In order to keep the programming effort low we used an interpolation
$I_h \, B_0$ instead of the orthogonal projection $P_h \, B_0$ in the iteration schemes.
That means
that we used schemes which may perform
less efficiently than the
theoretical schemes analyzed here.
%
\begin{example} \label{ex:6.1}
We choose $\Omega$ to be the circle of radius $0.25$ centered at the origin.
Here, the harmonic function
$u(x,y) := x^2-y^2$ satisfies the nonlinear boundary
condition (see \cite{k:ruo_wen_88})
%
\begin{equation} \label{e:6.1}
-\frac{\partial u}{\partial n} = \left\{{2u + \sin u}-
{4(x^2-y^2) - \sin(x^2-y^2)}\right\}\,/\, (x^2 +y^2)^{\frac{1}{2}}
\end{equation}
%
which is of the type (\ref{e:3.2}) with $b_1(x,u)=0$ and
%
\begin{equation} \label{e:6.1a}
b_0(x,u) = \left\{2u + \sin u\right\}\,/\, (x^2 +y^2)^{\frac{1}{2}}\,.
\end{equation}
%
As a parametric representation of $\Gamma$ we used
$$
(x(t),y(t)):=0.25 (\cos 2\pi t,\sin 2 \pi t)\quad\mbox{for } t \in [0,1].
$$
The nodal points of $\Delta_h^\Gamma$ were defined by
$ t_i:=\frac{i}{p},$ $i=1,...,p$.
Table 1 shows the optimal
choice of $\alpha$ in (\ref{e:5.11}) and the
resulting number of iterations $N$ for the different mesh sizes.
The corresponding optimal results for the scheme in
\cite{k:bac_schmi_91} are listed in Table 2 and illustrate the advantage
of our improved method.
The values of the
$H^{\frac{1}{2}}$--error performed better than predicted
by Proposition \ref{s:5.4} due to the high
regularity of the solution; and they lie between $9 \cdot 10^{-3}$ and
$3.5 \cdot 10^{-6}.$ \vspace{5mm}
\end{example}
%
\begin{center}
\renewcommand\arraystretch{1.5}
\begin{tabular}{|c|c|c|c|c|c|}
\hline
$p$      & ---  & 20   & 40   & 80   & 160  \\
\hline
$\alpha$ & ---  & 0.15 & 0.15 & 0.15 & 0.15 \\
\hline
$N$      & ---  & 13   & 13   & 13   & 13   \\
\hline
\end{tabular}

\medskip
%\end{center}    \\
Table 1: Number of iterations in (\ref{e:5.11})  \\[5mm]
 \end{center}   

 \bigskip

\begin{center}
\renewcommand\arraystretch{1.5}
\begin{tabular}{|c|c|c|c|c|c|}
\hline
$p$  & 10   & 20     & 40     & 80     & 160  \\
\hline
$\alpha$  & 0.06   & 0.038  & 0.021  & 0.011  & 0.0058   \\
\hline
$N$  & 8  & 10     & 35     & 60     & 110\\
\hline
\end{tabular}
% \end{center}    \\

\medskip
Table 2: Optimal choice of $\alpha$ and number of iterations in
         \cite{k:bac_schmi_91}.  \\[5mm]
 %
\end{center} 

\begin{example} \label{ex:6.2}
We replace the boundary condition (\ref{e:6.1}) in Example \ref{ex:6.1} by
%
\begin{equation} \label{e:6.2}
-\frac{\partial u}{\partial n} = \left\{{2u + \lambda \sin u}-
{4(x^2-y^2) - \lambda \sin(x^2-y^2)}\right\}\,/\, (x^2 +y^2)^{\frac{1}{2}}
\end{equation}
%
and choose
%
\begin{eqnarray*}
b_1((x,y),u)
&:=& \{(1-\lambda) \; \sin u\}\,/\, (x^2 +y^2)^{\frac{1}{2}}\,,\\
g(x,y)
&:=& \left\{{4(x^2+y^2)+\lambda\sin(x^2-y^2)}\right\}
\,/\, (x^2 +y^2)^{\frac{1}{2}} \,.
\end{eqnarray*}
%
For $\lambda = 4.0$ the application of the scheme (\ref{e:5.17})
required 6 iterations. The complete computation needed
25 steps as described in (\ref{e:5.14}).
The number of iterations increases with $\lambda>4.0$ and the scheme
is divergent already for $\lambda = 7.0.$
\end{example}
%
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\bigskip

\noindent{\sc M. Efendiev}\\
Freie Universit\"at Berlin, 
FB Mathematik und Informatik, \\
Arnimallee 2-6, 
D--14195 Berlin, 
Germany \medskip

\noindent{\sc H.~Schmitz}\\
Sinnersdorfer Str. 173, D--W--5000 K\"{o}ln 75,
Germany.
\medskip

\noindent{\sc W.~L.~Wendland}\\
  Universit\"{a}t Stuttgart, Math.~Inst.~A,
Paffenwaldring 57,\\ D--70569 Stuttgart, Germany.\\
E-mail address: wendland@mathematik.uni-stuttgart.de

\end{document}