The Dirichlet problem for the minimal surface system in arbitrary dimensions and codimensions

Let Ω be a bounded C² domain in ?ⁿ and ? ?Ω → ?^m be a continuous map. The Dirichlet problem for the minimal surface system asks whether there exists a Lipschitz map f : Ω → ?^m with f|_?Ω = ? and with the graph of f a minimal submanifold in ?^n+m. For m = 1, the Dirichlet problem was solved more than 30 years ago by Jenkins and Serrin [12] for any mean convex domains and the solutions are all smooth. This paper considers the Dirichlet problem for convex domains in arbitrary codimension m. We prove that if ψ : ¯Ω → ?^m satisfies 8nδ sup_Ω |D²ψ| + √2 sup_?Ω |Dψ| < 1, then the Dirichlet problem for ψ|_?Ω is solvable in smooth maps. Here δ is the diameter of Ω. Such a condition is necessary in view of an example of Lawson and Osserman [13]. In order to prove this result, we study the associated parabolic system and solve the Cauchy‐Dirichlet problem with ψ as initial data. © 2003 Wiley Periodicals, Inc.     

The generalized dock problem

We show existence and uniqueness for a linearized water wave problem in a two dimensional domain G with corner, formed by two semi-axes Γ₁ and Γ₂ which intersect under an angle α?∈?(0,?π]. The existence and uniqueness of the solution is proved by considering an auxiliary mixed problem with Dirichlet and Neumann boundary conditions. The latter guarantees the existence of the Dirichlet to Neumann map. The water wave boundary value problem is then shown to be equivalent to an equation like v_tt ?+?gΛv?=?P_t with initial conditions, where t stands for time, g is the gravitational constant, P means pressure and Λ is the Dirichlet to Neumann map. We then prove that Λ is a positive self-adjoint operator.     

On a grid-method solution of the Laplace equation in an infinite rectangular cylinder under periodic boundary conditions

We study the Dirichlet problem for the Laplace equation in an infinite rectangular cylinder. Under the assumption that the boundary values are continuous and bounded, we prove the existence and uniqueness of a solution to the Dirichlet problem in the class of bounded functions that are continuous on the closed infinite cylinder. Under an additional assumption that the boundary values are twice continuously differentiable on the faces of the infinite cylinder and are periodic in the direction of its edges, we establish that a periodic solution of the Dirichlet problem has continuous and bounded pure second-order derivatives on the closed infinite cylinder except its edges. We apply the grid method in order to find an approximate periodic solution of this Dirichlet problem. Under the same conditions providing a low smoothness of the exact solution, the convergence rate of the grid solution of the Dirichlet problem in the uniform metric is shown to be on the order of O(h ² ln h ⁻¹), where h is the step of a cubic grid.     

BMO Solvability and the <Emphasis Type="Italic">A</Emphasis><Subscript>∞</Subscript> Condition for Elliptic Operators

We establish a connection between the absolute continuity of elliptic measure associated with a second order divergence form operator with bounded measurable coefficients with the solvability of an end-point BMO Dirichlet problem. We show that these two notions are equivalent. As a consequence we obtain an end-point perturbation result, i.e., the solvability of the BMO Dirichlet problem implies L ^p solvability for all p>p ₀.     

Remarks on multiplicity result for the Dirichlet problem for nonlinear elliptic equations

In this paper we prove the multiplicity result for the Dirichlet problems (A _s ) and (B _t ) with a boundary data inL ² (ϖQ) and with the nonlinearity interacting with the spectrum of the elliptic operatorL. The fact that the boundary data is inL ² leads in a natural way to the Dirichlet problem in a weighted Sobolev space. We follow methods and arguments from the recent papers of Walter and McKenna [11] and [12].     

Low frequency asymptotics for the reduced wave equation in two-dimensional exterior spaces

We consider the Dirichlet problem for the reduced wave equation ΔU_x + x²U_x = 0 in a two-dimensional exterior domain with boundary C, where C consists of a finite number of smooth closed curves C₁,…,C_m. The question of interest is the behavior of U_x as ? → 0. We show that U converges to the solution of the corresponding exterior Dirichlet problem of potential theory if the boundary data converge to a limit uniformly on C. This generalizes a well-known result of R. C. MacCamy for the case m = 1.     

On an Approximate Solution of the Dirichlet Problem for the Generalized Laplacian

For an arbitrary differential operator P of order p on an open set X ? R ⁿ, the Laplacian is defined by Δ = P*P. It is an elliptic differential operator of order 2p provided the symbol mapping of P is injective. Let O be a relatively compact domain in X with smooth boundary, and B_j(j = 0…,p — 1) be a Dirichlet system of order p ? 1 on ?O. By {C_j} we denote the Dirichlet system on ?O adjoint for {B_j} with respect to the Green formula for P. The Hardy space H²(O) is defined to consist of all the solutions f of Δf = 0 in O of finite order of growth near the boundary such that the weak boundary values of the expression {B_jf} and {C_j(Pf)} belong to the Lebesgue space L²(?O). Then the Dirichlet problem consists of finding a solution f ? H²(O) with prescribed data {B_jf} on ?O. We develop the classical Fischer-Riesz equations method to derive a solvability condition of the Dirichlet problem as well as an approximate formula for solutions.     

A STUDY OF THE PROFITABILITY FOR AN OPTIMAL CONTROL PROBLEM WHEN THE SIZE OF THE DOMAIN CHANGES

ABSTRACT. In this work we consider the increase in benefit for a control problem when the size of domain increases. Our control problem involves the study of the profitability of a biological growing species whose growth is confined to a bounded domain Ω? R^N and is modeled by a logistic elliptic equation with different boundary conditions (Dirichlet or Neumann). The payoff-cost functional considered, J, is of quadratic type. We prove that, under Dirichlet boundary conditions, the optimal benefit (sup J) increases when the domain ? increases. This is not true under Neumann boundary conditions.     

Solution of the Dirichlet problem for a singularly perturbed reaction-diffusion equation in a square on a Bakhvalov grid

The Dirichlet problem for a singularly perturbed reaction-diffusion equation in a square is solved with the help of the classic five-point difference scheme and a grid that is the tensor product of 1D Bakhvalov grids. Without imposing additional matching conditions in the corners of the domain, it is shown that the grid solution to the problem has the accuracy O(N ⁻²) in the norm L _∞ ^h , where N is the number of grid nodes along each direction. The accuracy is uniform with respect to a small parameter. A simulation confirms the theoretical prediction.     

Dirichlet duality and the nonlinear Dirichlet problem

We study the Dirichlet problem for fully nonlinear, degenerate elliptic equations of the form F (Hess u) = 0 on a smoothly bounded domain Ω ? ?ⁿ. In our approach the equation is replaced by a subset F ? Sym²(?ⁿ) of the symmetric n × n matrices with ?F ? { F = 0}. We establish the existence and uniqueness of continuous solutions under an explicit geometric “F‐convexity” assumption on the boundary ?Ω. We also study the topological structure of F‐convex domains and prove a theorem of Andreotti‐Frankel type. Two key ingredients in the analysis are the use of “subaffine functions” and “Dirichlet duality.” Associated to F is a Dirichlet dual set F? that gives a dual Dirichlet problem. This pairing is a true duality in that the dual of F? is F, and in the analysis the roles of F and F? are interchangeable. The duality also clarifies many features of the problem including the appropriate conditions on the boundary. Many interesting examples are covered by these results including: all branches of the homogeneous Monge‐Ampère equation over ?, ?, and ?; equations appearing naturally in calibrated geometry, Lagrangian geometry, and p‐convex Riemannian geometry; and all branches of the special Lagrangian potential equation. © 2008 Wiley Periodicals, Inc.     

Fourth-order finite difference method for 2D parabolic partial differential equations with nonlinear first-derivative terms

We attempt to obtain a two-level implicit finite difference scheme using nine spatial grid points of O(k² + kh² + h⁴) for solving the 2D nonlinear parabolic partial differential equation v₁u_xx + v₂u_yy = f(x, y, t, u, u_x, u_y, u₁) where v₁ and v₂ are positive constants, with Dirichlet boundary conditions. The method, when applied to a linear diffusion-convection problem, is shown to be unconditionally stable. Computational efficiency and the results of numerical experiments are discussed.     

Uniqueness of solutions to inverse Sturm–Liouville problems with potential using three spectra

The uniqueness of solutions to two inverse Sturm–Liouville problems using three spectra is proven, based on the uniqueness of the solution-pair to an overdetermined Goursat–Cauchy boundary value problem. We discuss the uniqueness of the potential for a Dirichlet boundary condition at an arbitrary interior node, and for a Robin boundary condition at an arbitrary interior node, whereas at the exterior nodes we have Dirichlet boundary conditions in both situations. Here we are particularly concerned with potential functions that are L²(0,a).     

The Riesz Basis Property of an Indefinite Sturm-Liouville Problem with a Non-Odd Weight Function

For the Sturm-Liouville eigenvalue problem − f′′ = λrf on [−1, 1] with Dirichlet boundary conditions and with an indefinite weight function r changing its sign at 0 we discuss the question whether the eigenfunctions form a Riesz basis of the Hilbert space L ² _|r|[− 1, 1]. So far a number of sufficient conditions on r for the Riesz basis property are known. However, a sufficient and necessary condition is only known in the special case of an odd weight function r. We shall here give a generalization of this sufficient and necessary condition for certain generally non-odd weight functions satisfying an additional assumption.      

Improving the Rate of Convergence of High-Order Finite Elements on Polyhedra I: A Priori Estimates

ABSTRACT

Let 𝒯 _k be a sequence of triangulations of a polyhedron Ω ? ? ⁿ and let S _k be the associated finite element space of continuous, piecewise polynomials of degree m. Let u _k  ∈ S _k be the finite element approximation of the solution u of a second-order, strongly elliptic system Pu = f with zero Dirichlet boundary conditions. We show that a weak approximation property of the sequence S _k ensures optimal rates of convergence for the sequence u _k . The method relies on certain a priori estimates in weighted Sobolev spaces for the system Pu = 0 that we establish. The weight is the distance to the set of singular boundary points. We obtain similar results for the Poisson problem with mixed Dirichlet–Neumann boundary conditions on a polygon.     

A note on the complexity and tractability of the heat equation

We wish to solve the heat equation u_t=Δu-qu in I^d×(0,T), where I is the unit interval and T is a maximum time value, subject to homogeneous Dirichlet boundary conditions and to initial conditions u(·,0)=f over I^d. We show that this problem is intractable if f belongs to standard Sobolev spaces, even if we have complete information about q. However, if f and q belong to a reproducing kernel Hilbert space with finite-order weights, we can show that the problem is tractable, and can actually be strongly tractable.     

Admissible estimation,Dirichlet principles and recurrence of birth-death chains on ℤ + p

Summary We establish a connection between admissible simultaneous estimation and recurrence of reversible Markov chains on ₊ ^p . Specifically, to each generalized Bayes estimator of the mean of a vector of p independent Poisson variables for a weighted quadratic loss, we associate a variational problem and a reversible birth and death chain on ₊ ^p . The variational problem is closely related to the Dirichlet principle for reversible chains studied recently by Griffeath, Liggett and Lyons. Under side conditions, admissibility of the estimator is equivalent to zero infimal energy in the variational problem and to recurrence of the Markov chain. This yields analytic and probabilistic criteria for inadmissibility which are applied to establish a broad class of results and previous conjectures.Research supported by an Australian National University Scholarship and A.D. White Fellowship at Cornell University and by NSF at Mathematical Sciences Research Institute, Berkeley and at Stanford     

Modified nodal cubic spline collocation for biharmonic equations

We formulate a modified nodal cubic spline collocation scheme for the solution of the biharmonic Dirichlet problem on the unit square. We prove existence and uniqueness of a solution of the scheme and show how the scheme can be solved on an N × N uniform partition of the square at a cost O(N ² log₂ N + mN ²) using fast Fourier transforms and m iterations of the preconditioned conjugate gradient method. We demonstrate numerically that m proportional to log₂ N guarantees the desired convergence rates. Numerical results indicate the fourth order accuracy of the approximations in the global maximum norm and the fourth order accuracy of the approximations to the first order partial derivatives at the partition nodes.      

Blow Up in a Nonlinearly Damped Wave Equation

In this paper we consider the nonlinearly damped semilinear wave equation u_tt – Δu + au_t |u_t|^{m – 2} = bu|u|^{p – 2} associated with initial and Dirichlet boundary conditions. We prove that any strong solution, with negative initial energy, blows up in finite time if p > m. This result improves an earlier one in [2].     

Complex Dirichlet Forms: Non Symmetric Diffusion Processes and Schrödinger Operators

The concept of complex Dirichlet forms ^c resp. operators L _c in complex weighted L ²-spaces is introduced. Perturbations of classical Dirichlet forms by forms associated with complex first-order differential operators provide examples of complex Dirichlet forms.Complex Dirichlet operators L _c are unitarily equivalent with (a family of) Schrödinger operators with electromagnetic potentials.To ^c there is associated a pair of real-valued non symmetric Dirichlet forms on the corresponding real weighted L ²-spaces, which in turn are associated with (non-symmetric) diffusion processes.Results by Stannat on non symmetric Dirichlet forms and their perturbations can be used for discussing the essential self-adjointness of L _c .New closability criteria for (perturbation of) non symmetric Dirichlet forms are obtained.     

The Exterior Dirichlet Problem for the Biharmonic Equation: Solutions with Bounded Dirichlet Integral

We study the unique solvability of the Dirichlet problem for the biharmonic equation in the exterior of a compact set under the assumption that a generalized solution of this problem has a bounded Dirichlet integral with weight |x|^a. Depending on the value of the parameter ^a,a we prove uniqueness theorems or present exact formulas for the dimension of the solution space of the Dirichlet problem.