Fundamental Solutions of Some Linear Operator Equations and Applications

A concept of a fundamental solution is introduced for linear operator equations given in some functional spaces. In the case where this fundamental solution does not exist, the representation of the solution is found by the concept of a generalized fundamental solution, which is introduced for operators with nontrivial and generally infinite-dimensional kernels. The fundamental and generalized fundamental solutions are also investigated for a class of Fredholm-type operator equations. Some applications are given for one-dimensional generally nonlocal hyperbolic problems with trivial, finite- and infinite-dimensional kernels. The fundamental and generalized fundamental solutions of such problems are constructed as particular solutions of a system of integral equations or an integral equation. These fundamental solutions become meaningful in a general case when the coefficients are generally nonsmooth functions satisfying only some conditions such as p-integrablity and boundedness.     

The free-parameter solution of the convection equations in a vertical cylinder with a volume heat source

An exact solution of the free-convection equations is constructed in the Oberbeck–Boussinesq approximation, describing the flow of a viscous heat-conducting fluid in a vertical cylinder of large radius when heated by radiation. The initial problem is reduced to an operator equation with an extremely non-linear operator, satisfying Schauder's theorem in C[0,1]. An iteration procedure is proposed for determining the independent parameter, that occurs in the solution, which enables three different values to be obtained and, correspondingly, three classes of solution of the initial problem. The linear stability of all the solutions obtained is investigated and it is shown that, for chosen values of the problem parameters, the most dangerous one is the plane wave mode and two instability mechanisms are present. The flow structure and the type of instability depend considerably on the values of the free parameter.     

Evolution of nonparametric surfaces with speed depending on curvature II. The mean curvature case

We consider an evolution which starts as a flow of smooth surfaces in nonparametric form propagating in space with normal speed equal to the mean curvature of the current surface. The boundaries of the surfaces are assumed to remain fixed. G. Huisken has shown that if the boundary of the domain over which this flow is considered satisfies the “mean curvature” condition of H. Jenkins and J. Serrin (that is, the boundary of the domain is convex “in the mean”) then the corresponding initial boundary value problem with Dirichlet boundary data and smooth initial data admits a smooth solution for all time. In this paper we consider the case of arbitrary domains with smooth boundaries not necessarily satisfying the condition of Jenkins-Serrin. In this case, even if the flow starts with smooth initial data and homogeneous Dirichlet boundary data, singularities may develop in finite time at the boundary of the domain and the solution will not satisfy the boundary condition. We prove, however, existence of solutions that are smooth inside the domain for all time and become smooth up to the boundary after elapsing of a sufficiently long period of time. From that moment on such solutions assume the boundary values in the classical sense. We also give sufficient conditions that guarantee the existence of classical solutions for all time t ≧ 0. In addition, we establish estimates of the rate at which solutions tend to zero as t → ∞.     

Point initial value problem for linear functional differential equations in Banach spaces

Summary The problem of existence and uniqueness of solutions defined on the whole real line and satisfying given initial point data for general abstract linear functional differential equations is considered. The equation is not assumed to be of the delay type. The essence of the method presented here consists in the representation of a solution in the form analogous to the variation of constants formula known for linear ordinary differential equations. It is shown that such an approach can be effectively applied to the problem of existence and uniqueness of solutions satisfying an exponential growth estimate, provided that the deviation of the argument is sufficiently small. The proofs are based on the Banach fixed point principle. Detailed comparison and discussion of the hypotheses ensuring the existence and uniqueness of solutions are presented.     

Complex-Valued Burgers and KdV–Burgers Equations

Spatially periodic complex-valued solutions of the Burgers and KdV–Burgers equations are studied in this paper. It is shown that for any sufficiently large time T, there exists an explicit initial datum such that its corresponding solution of the Burgers equation blows up at T. In addition, the global convergence and regularity of series solutions is established for initial data satisfying mild conditions.     

The Minimal Branch of Solutions of an Equation Arising in Thermal Combustion Theory

Although the steady-state equation of thermal combustion theoryoften has multiple solutions, it is usually the minimal positivesolution which has most physical significance. For instance,an exothermically reacting system will approach this minimalsteady state if the initial temperature is not too high. Theoccurrence of discontinuities in the minimal solution branchas the parameters governing the reaction are varied often signifiesdrastic changes in the behaviour of the evolving system, andindeed this phenomenon has been equated with the onset of explosion.In this paper, it is shown that the presence of such discontinuitiesis equivalent, under quite general conditions, to the existenceof values of the thermal parameters at which multiplicity ofsolutions gives way to uniqueness.     

Duffing's equation and nonlinear resonance

The phenomenon of nonlinear resonance (sometimes called the ‘jump phenomenon’) is examined and second-order van der Pol plane analysis is employed to indicate that this phenomenon is not a feature of the equation, but rather the result of accumulated round-off error, truncation error and algorithm error that distorts the true bounded solution onto an unbounded one. This is a common occurrence when numerically solving differential equations with initial values very close to a separatrix that distinguishes between stable (bounded) solutions and unstable (unbounded) solutions. This numerical phenomenon is not discussed in most texts and it is the purpose of this article to describe the effect is such a way as to make it suitable for beginning students to understand why things happen the way they do. Given the modern trend for computer laboratory projects in beginning differential equations courses, it is important for students to be aware of one of the common failings of numerical solutions.     

Integrable hydrodynamic submodels with a linear velocity field

Invariant and partially invariant solutions to the equations of gas dynamics with a linear velocity field are defined by a matrix satisfying a homogeneous integrable Riccati equation. The classification is carried out of solutions by the acceleration vector in the Lagrangian coordinates. Some example is given of an invariant solution for which the selected volume “collapses” to an interval.     

A parametric convex optimal control problem for a linear system

The dependence of the solutions of a terminal optimal control problem on a parameter in the initial state vector is investigated. Attention is devoted mainly to the behaviour of the solution in the neighbourhood of a non-regular point. On the basis of the results, a method is proposed for constructing solutions of the problem for all parameter values.In practical work it is often important to know not only the solution of an optimal control problem for fixed parameter values, but also the dependence of the solution on the parameters, which enables one to estimate how the solution may vary when the parameters fluctuate. In addition, a knowledge of the dependence of the solutions of optimal control problems on the parameters provides the basis for methods of constructing feedback controls [1, 2], as well as stabilization and estimation methods based on the moving horizon strategy [3–5].Numerical solutions of such problems are generally achieved by continuation of the solution with respect to a parameter [6–9]. The greatest difficulties in applying such methods arise in the case when the “actual” value of the parameter is a non-regular point. Therefore, in most publications devoted to sensitivity analysis and to investigating the parameter-dependence of the solutions, it is assumed that all parameter values are regular, or of degree of non-regularity one. In this paper no such assumptions are made.     

Target pattern and spiral solutions to reaction-diffusion equations with more than one space dimension

We prove the existence of homogeneous target pattern and spiral solutions to equations of the form

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; the spatial dimension is greater than one. As in the one-dimensional case, such solutions exist for discrete values of the asymptotic wave number (or equivalently, the frequency of oscillation of the entire solution). For target patterns, we construct solutions for a sequence of frequencies. For spirals, we construct only the “lowest mode” solution.     

Fundamental solutions of stochastic differential equations with drift

The paper deals with the pathwise uniqueness of solutions to one-dimensional time homogeneous stochastic differential equations with a diffusion coefficient σ satisfying the local time condition and measurable drift term b. We show that if the functions σ and b satisfy a non-degeneracy condition and fundamental solution to considered equation is unique in law, then pathwise uniqueness of solutions holds. Our result is in some sense negative, more precisely we give an example of an equation with Holder continuous diffusion coefficient and nondegenerate drift for which a fundamental solution is not unique in law and pathwise uniqueness of solutions does not hold.     

Bemerkungen über nichtlineare Störungen von Schrödinger-Operatoren

Nonlinear perturbations of Schrödinger operators are considered. It is shown that the surjectivity (resp. bijectivity) of the perturbed nonlinear operator is conserved if the nonlinearity is the sum of two operators satisfying the conditions (H 2) and (H 3) respectively and of an operator which is not necessarily monotone ((H1)). The method used here consists in cutting off and mollifying the nonlinear perturbation in such a way that the approximate equation can be easily solved by the classical Schauder theorem. At the end of this paper a short outline is given, in which it is shown that the methods can also be applied to the case of complex solutions and to wider classes of partial differential equations.     

Smoothness of bounded solutions of nonlinear evolution equations

It is shown that in many cases globally defined, bounded solutions of evolution equations are as smooth (in time) as the corresponding operator, even if a general solution of the initial-value problem is much less smooth; i.e., initial values for bounded solutions are selected in such a way that optimal smoothness is attained. In particular, solutions which bifurcate from certain steady states, such as periodic orbits, almost-periodic orbits and also homo- and heteroclinic orbits, have this property. As examples, a neutral functional differential equation, a slightly damped non-linear wave equation, and a heat equation are considered. In the latter case the space variable is included into the discussion of smoothness. Finally, generalized Hopf bifurcation in infinite dimensions is considered. Here smoothness of the bifurcation function is discussed and known results on the order of a focus are generalized.     

<Emphasis Type="Italic">α</Emphasis>-Conservative approximation for probabilistically constrained convex programs

In this paper, we address an approximate solution of a probabilistically constrained convex program (PCCP), where a convex objective function is minimized over solutions satisfying, with a given probability, convex constraints that are parameterized by random variables. In order to approach to a solution, we set forth a conservative approximation problem by introducing a parameter α which indicates an approximate accuracy, and formulate it as a D.C. optimization problem.     

Stability of equilibrium solution to inhomogeneous heat equation under a 3-point boundary condition

We consider a one-dimensional heat equation with inhomogeneous term, satisfying three-point boundary conditions, such that the temperature at the end is controlled by a sensor at the point η. We show that the integral solution, in the space of continuous functions satisfying the boundary values, converges to the equilibrium solution. This answers a question posed for nonlinear Laplacians, but in the linear case only.     

An approach for solving nonlinear multi-objective separable discrete optimization problem with one constraint

We propose an exact solution approach for solving nonlinear multi-objective optimization problems with separable discrete variables and a single constraint. The approach converts the multi-objective problem into a single objective problem by using surrogate multipliers from which we find all the solutions with objective values within a given range. We call this the surrogate target problem which is solved by using an algorithm based on the modular approach. Computational experiments demonstrate the effectiveness of this approach in solving large-scale problems. A simple example is presented to illustrate an interactive decision making process.     

An error term and uniqueness for Hermite–Birkhoff interpolation involving only function values and/or first derivative values

This paper discusses various aspects of Hermite–Birkhoff interpolation that involve prescribed values of a function and/or its first derivative. An algorithm is given that finds the unique polynomial satisfying the given conditions if it exists. A mean value type error term is developed which illustrates the ill-conditioning present when trying to find a solution to a problem that is close to a problem that does not have a unique solution. The interpolants we consider and the associated error term may be useful in the development of continuous approximations for ordinary differential equations that allow asymptotically correct defect control. Expressions in the algorithm are also useful in determining whether certain specific types of problems have unique solutions. This is useful, for example, in strategies involving approximations to solutions of boundary value problems by collocation.     

Tradeoff oriented solutions in multicriteria optimization

It is proposed to restrict the set of efficient solutions in multicriteria optimization by the requirement that a higher tradeoff of an objective should result in a higher output of the objective. It is shown that a solution satisfying this requirement exists under reasonable conditions.     

Riemann Problems for 5×5 Systems of Fully Non-linear Equations Related to Hypoplasticity

The equations of motion for two-dimensional deformations of an incompressible elastoplastic material involve five equations, two equations expressing conservation of momentum, and three constitutive laws, which we take in the rate form, i.e. relating the stress rate to the strain rate. In hypoplasticity, the constitutive laws are homogeneous of degree one in the stress and strain rates. This property has the consequence that although the equations are not in conservation form, there is nonetheless a natural way to characterize planar shock waves. The Riemann problem is the initial value problem for plane waves, in which the initial data for stress and velocity consist of two constant vectors separated by a single discontinuity. The main result is that, under appropriate assumptions, the Riemann problem has a scale invariant piecewise constant solution. The issue of uniqueness is left unresolved. Indeed, we give an example satisfying the conditions for existence, for which there are many solutions. Using asymptotics, we show how solutions of the Riemann problem are approximated by smooth solutions of a system regularized by the addition of viscous terms that preserve the property of scale invariance.