A power penalty approach to a mixed quasilinear elliptic complementarity problem

In this paper, a power penalty approximation method is proposed for solving a mixed quasilinear elliptic complementarity problem. The mixed complementarity problem is first reformulated as a double obstacle quasilinear elliptic variational inequality problem. A nonlinear elliptic partial differential equation is then defined to approximate the resulting variational inequality by using a power penalty approach. The existence and uniqueness of the solution to the partial differential penalty equation are proved. It is shown that, under some mild assumptions, the sequence of solutions to the penalty equations converges to the unique solution of the variational inequality problem as the penalty parameter tends to infinity. The error estimates of the convergence of this penalty approach are also derived. At last, numerical experimental results are presented to show that the power penalty approximation method is efficient and robust.

     

Determine a Space-Dependent Source Term in a Time Fractional Diffusion-Wave Equation

This paper is devoted to identify a space-dependent source term in a multi-dimensional time fractional diffusion-wave equation from a part of noisy boundary data. Based on the series expression of solution for the direct problem, we improve the regularity of the weak solution for the direct problem under strong conditions. And we obtain the uniqueness of inverse space-dependent source term problem by the Titchmarsh convolution theorem and the Duhamel principle. Further, we use a non-stationary iterative Tikhonov regularization method combined with a finite dimensional approximation to find a stable source term. Numerical examples are provided to show the effectiveness of the proposed method.

     

Finite element approximation of a free boundary plasma problem

In this article, we study a finite element approximation for a model free boundary plasma problem. Using a mixed approach (which resembles an optimal control problem with control constraints), we formulate a weak formulation and study the existence and uniqueness of a solution to the continuous model problem. Using the same setting, we formulate and analyze the discrete problem. We derive optimal order energy norm a priori error estimates proving the convergence of the method. Further, we derive a reliable and efficient a posteriori error estimator for the adaptive mesh refinement algorithm. Finally, we illustrate the theoretical results by some numerical examples.     

Alcuni risultati nella dinamica dei solidi elastici inestensibili

Riassunto In questa nota gli Autori dapprima formulano un problema ai limiti di tipo misto molto generale per la dinamica dei solidi elastici inestensibili in una data direzione e stabiliscono per tale problema un teorema di unicità della soluzione relativamente a domini sia limitati che illimitati. In secondo luogo prendono in considerazione il problema ai limiti relativo al solo spostamento ed anche per esso ottengono un teorema di unicità della soluzione. Infine stabiliscono un teorema di reciprocità valido per domini limitati e illimitati.

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Summary In this paper the Authors first formulate a very general mixed boundary-value problem for dynamics of inextensible elastic solids and they establish for this problem a theorem of uniqueness of solution in bounded and unbounded domains. Then they consider displacement boundary-value problem for which they obtain another theorem of uniqueness of solution. At last the Authors establish a reciprocal theorem for bounded and unbounded domains.

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Il lavoro è stato eseguito mentre il secondo Autore usufruiva di una Borsa di Studio C.N.R.     

Regularization by Noise in One-Dimensional Continuity Equation

A linear stochastic continuity equation with non-regular coefficients is considered. We prove existence and uniqueness of strong solution, in the probabilistic sense, to the Cauchy problem when the vector field has low regularity, in which the classical DiPerna-Lions-Ambrosio theory of uniqueness of distributional solutions does not apply. We solve partially the open problem that is the case when the vector-field has random dependence. In addition, we prove a stability result for the solutions.

     

Faedo–Galerkin Approximation of Solution for a Nonlocal Neutral Fractional Differential Equation with Deviating Argument

In this work, we study a class of nonlocal neutral fractional differential equations with deviated argument in the separable Hilbert space. We obtain an associated integral equation and then, consider a sequence of approximate integral equations. We investigate the existence and uniqueness of the mild solution for every approximate integral equation by virtue of the theory of analytic semigroup theory via the technique of Banach fixed point theorem. Next we demonstrate the convergence of the solutions of the approximate integral equations to the solution of the associated integral equation. The Faedo–Galerkin approximation of the solution is studied and demonstrated some convergence results. Finally, we give an example.

     

Convolution solutions of an abstract stochastic Cauchy problem

We study convolution solutions of an abstract stochastic Cauchy problem with the generator of a convolution operator semigroup. In the case of additive noise, we prove the existence and uniqueness of a weak convolution solution; this solution is described by a formula generalizing the classical Cauchy formula in which the solution operators of the homogeneous problem are replaced by the convolution solution operators of the homogeneous problem. For the problem with multiplicative noise, we find a condition under which the weak convolution solution coincides with the soft solution and indicate a sufficient condition for the existence and uniqueness of a weak convolution solution; the latter can be obtained by the successive approximation method.     

Multiphysics mixed finite element method with Nitsche's technique for Stokes-poroelasticity problem

In this article, we propose a multiphysics mixed finite element method with Nitsche's technique for Stokes-poroelasticity problem. Firstly, we reformulate the poroelasticity part of the original problem by introducing two pseudo-pressures to into a “fluid–fluid” coupled problem so that we can use the classical stable finite element pairs to deal with this problem conveniently. Then, we prove the existence and uniqueness of weak solution of the reformulated problem. And we use Nitsche's technique to approximate the coupling condition at the interface to propose a loosely-coupled time-stepping method to solve three subproblems at each time step–a Stokes problem, a generalized Stokes problem and a mixed diffusion problem. And the proposed method does not require any restriction on the choice of the discrete approximation spaces on each side of the interface provided that appropriate quadrature methods are adopted. Also, we give the stability analysis and error estimates of the loosely-coupled time-stepping method. Finally, we give the numerical tests to show that the proposed numerical method has a good stability and no “locking” phenomenon.     

土壤水流与溶质耦合运移问题的混合元-迎风广义差分法研究

本文研究了一维非饱和土壤水流与溶质耦合运移问题的数学模型, 建立了求其数值解的守恒混合元-迎风广义差分格式. 对非线性土壤水分入渗方程, 采用守恒混合元法进行离散模拟, 同时得到了土壤含水量和水分通量; 而对对流-扩散形式的溶质运移方程, 利用迎风的广义差分法离散求解. 且分析了解的存在唯一性, 并讨论了误差估计. 最后给出数值算例, 模拟结果表明利用本文格式来求解非饱和土壤水流与溶质耦合运移问题是可靠的, 且该格式具有稳定性和可实用性.     

Multi-stage portfolio selection problem with dynamic stochastic dominance constraints

We study the multi-stage portfolio selection problem where the utility function of an investor is ambiguous. The ambiguity is characterized by dynamic stochastic dominance constraints, which are able to capture the dynamics of the random return sequence during the investment process. We propose a multi-stage dynamic stochastic dominance constrained portfolio selection model, and use a mixed normal distribution with time-varying weights and the K-means clustering technique to generate a scenario tree for the transformation of the proposed model. Based on the scenario tree representation, we derive two linear programming approximation problems, using the sampling approach or the duality theory, which provide an upper bound approximation and a lower bound approximation for the original nonconvex problem. The upper bound is asymptotically tight with infinitely many samples. Numerical results illustrate the practicality and efficiency of the proposed new model and solution techniques.

     

Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces

Abstract

In this article, we discuss the successive approximations problem for the solutions of the semilinear stochastic differential equations in Hilbert spaces with cylindrical Wiener processes under some conditions which are weaker than the Lipschitz one. We establish the existence and the uniqueness of the solution and additionally, in our framework we consider a limiting problem for the mild solution. It is shown that the mild solution tends to the solution of the stochastic differential equation of Itô type in finite dimensional space.     

The boundary integral method for the linearized rotating Navier-Stokes equations in exterior domain

In this paper, we apply the boundary integral method to the linearized rotating Navier-Stokes equations in exterior domain. Introducing some open ball which decomposes the exterior domain into a finite domain and an infinite domain, we obtain a coupled problem by the linearized rotating Navier-Stokes equations in finite domain and a boundary integral equation without using the artificial boundary condition. For the coupled problem, we show the existence and uniqueness of solution. Finally, we study the finite element approximation for the coupled problem and obtain the error estimate between the solution of the coupled problem and its approximation solution.     

EXISTENCE UNIQUENESS AND DECAY OF SOLUTION FOR FRACTIONAL BOUSSINESQ APPROXIMATION

The Boussinesq approximation finds more and more frequent use in geologi- cal practice. In this paper, the asymptotic behavior of solution for fractional Boussinesq approximation is studied. After obtaining some a priori estimates with the aid of eommu- tator estimate, we apply the Galerkin method to prove the existence of weak solution in the case of periodic domain. Meanwhile, the uniqueness is also obtained. Because the results obtained are independent of domain, the existence and uniqueness of the weak solution for Cauchy problem is also true. Finally, we use the Fourier splitting method to prove the decay of weak solution in three cases respectively.     

A Free Boundary Problem for an Elliptic–Parabolic System: Application to a Model of Tumor Growth

Abstract

In this article, we study a free boundary problem for a system of two partial differential equations, one parabolic and other elliptic. The system models the growth of a tumor with arbitrary initial shape. We establish the existence and uniqueness of a solution for some time interval. In the special case where we only have the elliptic equation, the problem coincides with the Hele–Shaw problem.     

A mixed finite element method for a nonlinear Dirichlet problem

We study a mixed finite element approximation of a nonlinearDirichlet problem in both two and three dimensions. This studyis a first step towards the treatment of Ladyzhenskaya flowsor quasi-Newtonian flows obeying the power law by mixed finiteelement methods. We give existence and uniqueness results forthe continuous problem and its approximation and we prove anerror bound.     

The global weak solutions to the Cauchy problem of the generalized Novikov equation

In this paper, we study the Cauchy problem of the generalized Novikov equation. We first show that under suitable condition, the strong solution exists globally via some a priori estimates. Then, we prove the existence and uniqueness of global weak solutions by the approximation method. We also obtain the exact peaked solutions.     

Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition

Abstract

In this article, we derive the existence and uniqueness of the solution for a class of generalized reflected backward stochastic differential equation involving the integral with respect to a continuous process, which is the local time of the diffusion on the boundary, in using the penalization method. We also give a characterization of the solution as the value function of an optimal stopping time problem. Then we give a probabilistic formula for the viscosity solution of an obstacle problem for PDEs with a nonlinear Neumann boundary condition.     

Convergence Rates of the Hilbert Uniqueness Method via Tikhonov Regularization

In this paper, we identify the Hilbert uniqueness method for a boundary control problem with the calculation of the pseudo inverse. Because of its ill-posedness, we approximate it by a regularized Hilbert uniqueness method, which we prove to be identical with Tikhonov regularization. By this equivalence, we can find sufficient conditions for convergence and convergence rates, which require approximation rates in Müntz spaces. We show that these conditions are fulfilled by an a priori bound in Sobolev norms on the exact solution.     

非定常Navier-Stokes方程的稳定化特征有限元法

1引言特征线有限元法是求解对流扩散问题的有效方法。在处理对流占优问题时,表现出了很好的稳定性[8]。对于求解Navier-Stokes方程,文[9]建立了特征有限元格式,并进行了详细分析,但得到的收敛阶O(h~m △t (h~(m 1)/△t))只是拟丰满的。文[10]对此作了非线性稳定性的进一步分析,给出了关于速度和压力的最优误差估计。但目前所有的特征有限元法都要求有限元空间满足inf-sup条件,这就排除了工程实际应用计算方便的低阶有