Integral equations as evolution equations

We study a class of time-dependent linear integrodifferential equations (VE) with the evolution equation approach. We determine the generators of a time-dependent evolution equation (DE) which is equivalent to the given integrodifferential equation. Under very general assumptions we prove the well-posedness and continuity of (VE) from the stability of (DE). The related question of convergence of a family of approximate solutions is examined. As an application, we include an example of hyperbolic integro-partial-differential equation to illustrate the theory.     

An algorithm for minimax

An algorithm is proposed for computing an unconstrained minimax, based on differential equations with suitable stabilization terms. Methods for accelerating the convergence are discussed. For computing a constrained minimax, the augmented Lagrangian algorithm of Powell, Hestenes and Rockafellar is generalized to minimax, assuming the unconstrained minimax algorithm as a subroutine. An estimate of the convergence rate is obtained.     

Convergence to steady state of solutions of the euler equations,I

In this paper we analyze the convergence to steady state of solutions of the compressible and the incompressible isentropic Euler equations in two space dimensions. In the compressible case, the original equations do not converge. We replace the equation of continuity with an elliptic equation for the density, obtaining a new set of equations, which have the same steady solution. In the incompressible case, the equation of continuity is replaced by a Poisson equation for the pressure. In both cases, we linearize the equations around a steady solution and show that the unsteady solution of the linearized equations converges to the steady solution, if the steady solution is sufficiently smooth. In the proof we consider how the energy of the time dependent part developes with time, and find that it decrease exponentially.     

On the Solution of a System of Hamilton–Jacobi Equations of Special Form

The paper is concerned with the investigation of a system of first-order Hamilton–Jacobi equations. We consider a strongly coupled hierarchical system: the first equation is independent of the second, and the Hamiltonian of the second equation depends on the gradient of the solution of the first equation. The system can be solved sequentially. The solution of the first equation is understood in the sense of the theory of minimax (viscosity) solutions and can be obtained with the help of the Lax–Hopf formula. The substitution of the solution of the first equation in the second Hamilton–Jacobi equation results in a Hamilton–Jacobi equation with discontinuous Hamiltonian. This equation is solved with the use of the idea of M-solutions proposed by A. I. Subbotin, and the solution is chosen from the class of multivalued mappings. Thus, the solution of the original system of Hamilton–Jacobi equations is the direct product of a single-valued and multivalued mappings, which satisfy the first and second equations in the minimax and M-solution sense, respectively. In the case when the solution of the first equation is nondifferentiable only along one Rankine–Hugoniot line, existence and uniqueness theorems are proved. A representative formula for the solution of the system is obtained in terms of Cauchy characteristics. The properties of the solution and their dependence on the parameters of the problem are investigated.     

A Nonlinear Drift - Diffusion System with Electric Convection Arising in Electrophoretic and Semiconductor Modeling

A multi-dimensional transient drift-diffusion model for (at most) three charged particles, consisting of the continuity equations for the concentrations of the species and the Poisson equation for the electric potential, is considered. The diffusion terms depend on the concentrations. Such a system arises in electrophoretic modeling of three species (neutrally, positively and negatively charged) and in semiconductor theory for two species (positively charged holes and negatively charged electrons). Diffusion terms of degenerate type are also possible in semiconductor modeling. For the initial boundary value problem with mixed Dirichlet - Neumann boundary conditions and general reaction rates, a global existence result is proved. Uniqueness of solutions follows in the Dirichlet boundary case if the diffusion terms are uniformly parabolic or if the initial and boundary densities are strictly positive. Finally, we prove that solutions exist which are positive uniformly in time and globally bounded if the reaction rates satisfy appropriate growth conditions.     

非紧空间上折现Hamilton-Jacobi方程粘性解的存在性讨论*

当底空间紧时, 初始函数为连续函数的Lax-Oleinik型粘性解是局部半凹的,所以是相应的Hamilton-Jacobi\ (以下简称为H-J) 演化方程(简称为接触H-J方程)的粘性解.当底空间非紧时, 对于H-J方程和接触H-J方程, 其Lax-Oleinik型解的下确界未必能取到.文章将探讨在非紧空间上, 折现H-J方程粘性解有限性的条件, 并给出了在此假设下粘性解的表达式.     

A globally convergent semi-smooth Newton method for control-state constrained DAE optimal control problems

We investigate a semi-smooth Newton method for the numerical solution of optimal control problems subject to differential-algebraic equations (DAEs) and mixed control-state constraints. The necessary conditions are stated in terms of a local minimum principle. By use of the Fischer-Burmeister function the local minimum principle is transformed into an equivalent nonlinear and semi-smooth equation in appropriate Banach spaces. This nonlinear and semi-smooth equation is solved by a semi-smooth Newton method. We extend known local and global convergence results for ODE optimal control problems to the DAE optimal control problems under consideration. Special emphasis is laid on the calculation of Newton steps which are given by a linear DAE boundary value problem. Regularity conditions which ensure the existence of solutions are provided. A regularization strategy for inconsistent boundary value problems is suggested. Numerical illustrations for the optimal control of a pendulum and for the optimal control of discretized Navier-Stokes equations conclude the article.     

Stochastic homogenization of Hamilton‐Jacobi‐Bellman equations

We study the homogenization of some Hamilton‐Jacobi‐Bellman equations with a vanishing second‐order term in a stationary ergodic random medium under the hyperbolic scaling of time and space. Imposing certain convexity, growth, and regularity assumptions on the Hamiltonian, we show the locally uniform convergence of solutions of such equations to the solution of a deterministic “effective” first‐order Hamilton‐Jacobi equation. The effective Hamiltonian is obtained from the original stochastic Hamiltonian by a minimax formula. Our homogenization results have a large‐deviations interpretation for a diffusion in a random environment. © 2005 Wiley Periodicals, Inc.     

Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations

The paper studies the almost sure asymptotic convergence to zero of solutions of perturbed linear stochastic differential equations, where the unperturbed equation has an equilibrium at zero, and all solutions of the unperturbed equation tend to zero, almost surely. The perturbation is present in the drift term, and both drift and diffusion coefficients are state‐dependent. We determine necessary and sufficient conditions for the almost sure convergence of solutions to the equilibrium of the unperturbed equation. In particular, a critical polynomial rate of decay of the perturbation is identified, such that solutions of equations in which the perturbation tends to zero more quickly that this rate are almost surely asymptotically stable, while solutions of equations with perturbations decaying more slowly that this critical rate are not asymptotically stable. As a result, the integrability or convergence to zero of the perturbation is not by itself sufficient to guarantee the asymptotic stability of solutions when the stochastic equation with the perturbing term is asymptotically stable. Rates of decay when the perturbation is subexponential are also studied, as well as necessary and sufficient conditions for exponential stability.     

$L^1$-Stability and error estimates for approximate Hamilton-Jacobi solutions

Summary.   We study the -stability and error estimates of general approximate solutions for the Cauchy problem associated with multidimensional Hamilton-Jacobi (H-J) equations. For strictly convex Hamiltonians, we obtain a priori error estimates in terms of the truncation errors and the initial perturbation errors. We then demonstrate this general theory for two types of approximations: approximate solutions constructed by the vanishing viscosity method, and by Godunov-type finite difference methods. If we let denote the `small scale' of such approximations (– the viscosity amplitude , the spatial grad-size , etc.), then our -error estimates are of , and are sharper than the classical -results of order one half, . The main building blocks of our theory are the notions of the semi-concave stability condition and -measure of the truncation error. The whole theory could be viewed as a multidimensional extension of the -stability theory for one-dimensional nonlinear conservation laws developed by Tadmor et. al. [34,24,25]. In addition, we construct new Godunov-type schemes for H-J equations which consist of an exact evolution operator and a global projection operator. Here, we restrict our attention to linear projection operators (first-order schemes). We note, however, that our convergence theory applies equally well to nonlinear projections used in the context of modern high-resolution conservation laws. We prove semi-concave stability and obtain -bounds on their associated truncation errors; -convergence of order one then follows. Second-order (central) Godunov-type schemes are also constructed. Numerical experiments are performed; errors and orders are calculated to confirm our -theory. Received April 20, 1998 / Revised version received November 8, 1999 / Published online August 24, 2000     

Existence and Orbital Stability of Solitary-Wave Solutions for Higher-Order BBM Equations

This paper discusses the existence and stability of solitary-wave solutions of a general higher-order Benjamin-Bona-Mahony (BBM) equation, which involves pseudo-differential operators for the linear part. One of such equations can be derived from water-wave problems as second-order approximate equations from fully nonlinear governing equations. Under some conditions on the symbols of pseudo-differential operators and the nonlinear terms, it is shown that the general higher-order BBM equation has solitary-wave solutions. Moreover, under slightly more restrictive conditions, the set of solitary-wave solutions is orbitally stable. Here, the equation has a nonlinear part involving the polynomials of solution and its derivatives with different degrees (not homogeneous), which has not been studied before. Numerical stability and instability of solitary-wave solutions for some special fifth-order BBM equations are also given.     

Numerical solution of random differential equations: A mean square approach

This paper deals with the construction of numerical solutions of random initial value differential problems by means of a random Euler difference scheme whose mean square convergence is proved based on conditions expressed in terms of the mean square behavior of the right-hand side of the underlying random differential equation. A random mean value theorem is required and established. The concept of mean square modulus of continuity is also introduced and illustrative examples and possibilities are included. Expectation and variance of the approximating process are computed.     

Convergence to equilibria in scalar nonquasimonotone functional differential equations

We consider a class of scalar functional differential equations generating a strongly order preserving semiflow with respect to the exponential ordering introduced by Smith and Thieme. It is shown that the boundedness of all solutions and the stability properties of an equilibrium are exactly the same as for the ordinary differential equation which is obtained by “ignoring the delays”. The result on the boundedness of the solutions, combined with a convergence theorem due to Smith and Thieme, leads to explicit necessary and sufficient conditions for the convergence of all solutions starting from a dense subset of initial data. Under stronger conditions, guaranteeing that the functional differential equation is asymptotically equivalent to a scalar ordinary differential equation, a similar result is proved for the convergence of all solutions.     

A second‐order backward difference time‐stepping scheme for penalized Navier–Stokes equations modeling filtration through porous media

We investigate the stability and convergence of a fully implicit, linearly extrapolated second‐order backward difference time‐stepping scheme for the penalized Navier–Stokes equations modeling filtration through porous media. In the penalization approach, an extended Navier–Stokes equation is used in the entire computational domain with suitable resistance terms to mimic the presence of porous medium. It is widely used as an alternative to the heterogeneous approach in which different types of partial differential equations (PDEs) are used in fluid and porous subregions along with suitable continuity conditions at the interface. However, the introduction of extra resistance terms makes the penalized Navier–Stokes equations more nonlinear. We prove that the linearly extrapolated scheme is unconditionally stable and derive optimal order error estimates without any stability condition. To show feasibility and applicability of the approach, it is used to numerically solve a passive control problem in which flow around a solid body is controlled by adding porous layers on the surface. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 681–705, 2016     

On the Equivalence of Solutions for a Class of Stochastic Evolution Equations in a Banach Space

We study a class of stochastic evolution equations in a Banach space E driven by cylindrical Wiener process. Three different analytical concepts of solutions: generalised strong, weak and mild are defined and the conditions under which they are equivalent are given. We apply this result to prove existence, uniqueness and continuity of weak solutions to stochastic delay evolution equations. We also consider two examples of these equations in non-reflexive Banach spaces: a stochastic transport equation with delay and a stochastic delay McKendrick equation.     

Dynamical systems and variational inequalities

The variational inequality problem has been utilized to formulate and study a plethora of competitive equilibrium problems in different disciplines, ranging from oligopolistic market equilibrium problems to traffic network equilibrium problems. In this paper we consider for a given variational inequality a naturally related ordinary differential equation. The ordinary differential equations that arise are nonstandard because of discontinuities that appear in the dynamics. These discontinuities are due to the constraints associated with the feasible region of the variational inequality problem. The goals of the paper are two-fold. The first goal is to demonstrate that although non-standard, many of the important quantitative and qualitative properties of ordinary differential equations that hold under the standard conditions, such as Lipschitz continuity type conditions, apply here as well. This is important from the point of view of modeling, since it suggests (at least under some appropriate conditions) that these ordinary differential equations may serve as dynamical models. The second goal is to prove convergence for a class of numerical schemes designed to approximate solutions to a given variational inequality. This is done by exploiting the equivalence between the stationary points of the associated ordinary differential equation and the solutions of the variational inequality problem. It can be expected that the techniques described in this paper will be useful for more elaborate dynamical models, such as stochastic models, and that the connection between such dynamical models and the solutions to the variational inequalities will provide a deeper understanding of equilibrium problems.     

Minimax Control of Parabolic Systems with Dirichlet Boundary Conditions and State Constraints

In this paper we formulate and study a minimax control problem for a class of parabolic systems with controlled Dirichlet boundary conditions and uncertain distributed perturbations under pointwise control and state constraints. We prove an existence theorem for minimax solutions and develop effective penalized procedures to approximate state constraints. Based on a careful variational analysis, we establish convergence results and optimality conditions for approximating problems that allow us to characterize suboptimal solutions to the original minimax problem with hard constraints. Then passing to the limit in approximations, we prove necessary optimality conditions for the minimax problem considered under proper constraint qualification conditions. Accepted 7 June 1996     

Harnack inequality and smoothness for quasilinear degenerate elliptic equations

We prove local and global regularity for the positive solutions of a quasilinear variational degenerate equation, assuming minimal hypothesis on the coefficients of the lower order terms. As an application we obtain Hölder continuity for the gradient of solutions to nonvariational quasilinear equations.     

Hölder Continuity of Solutions for Quasilinear Elliptic Equations with Gradient Terms and Measures

Potential Analysis - We consider quasi-linear second order elliptic differential equations with gradient terms and study Hölder continuity of solutions of the equation. Also, as an application...     

The Dini condition and regularity of weak solutions of elliptic equations

Regularity results in domains of Euclidean n-space are established for generalized solutions of second order elliptic equations for which the coefficients of the differential operator and the nonhomogeneous term satisfy a Dini criterion. Generalized solutions are shown to be essentially classical solutions and a bound for the modulus of continuity of second order partial derivatives of the solution is established which yields Weyl's lemma as a corollary. A differentiability theorem is also established for the case the terms of the equation have further differentiability properties.