Convergence of the homotopy perturbation method for partial differential equations

In this paper, we introduce a homotopy perturbation method to obtain exact solutions to some linear and nonlinear partial differential equations. This method is a powerful device for solving a wide variety of problems. Using the homotopy perturbation method, it is possible to find the exact solution or an approximate solution of the problem. Convergence of the method is proved. Some examples such as Burgers’, Schrödinger and fourth order parabolic partial differential equations are presented, to verify convergence hypothesis, and illustrating the efficiency and simplicity of the method.     

Estimation of the time a perturbed Lagrangian system stays in an assigned region

The problem of estimating the mean time a weakly perturbed dynamical system stays in a fixed region of the phase variables is investigated. The motion is described by Lagrange's equations with an attractive force potential and in the presence of additive dissipative forces. The corresponding Cauchy problem is obtained in Hamiltonian variables for a non-linear first-order partial differential equation. Its classical positive solution specifies the action functional and the estimate sought for the time interval. The structure of the equations that allows of an explicit solution in terms of expressions for the kinetic and potential energy, as well as dissipative and dispersion matrices for a random Wiener-type perturbation, is established. The phenomenon of the escape of a phase point from different parts of the boundary of the region is investigated. Interesting problems of estimating the time for the inversion of the inner gimbal of a gyroscope, the time taken to reach an assigned level or a potential barrier of a multidimensional oscillatory system that has central symmetry, and the time a non-linear system with two degrees of freedom takes to escape over a potential barrier for a Henon–Heiles potential are investigated as examples.     

A hybrid method for pricing European options based on multiple assets with transaction costs

The problem of pricing European options based on multiple assets with transaction costs is considered. These options include, for example, quality options and options on the minimum of two or more risky assets. The value of these options is the solution of a nonlinear parabolic partial differential equation subject to a final condition given by the payoff function associated with the option. A computationally efficient method to solve this final-value problem is proposed. This method is based on an asymptotic expansion of the required solution with respect to the parameters related to the transaction costs followed by the numerical solution of the linear partial differential equations obtained at each order in perturbation theory. The numerical solution of these linear problems involves an implicit finite-difference scheme for the parabolic equation and the use of the fast Fourier sine transform to solve the resulting elliptic problems. Numerical results obtained on test problems with the method proposed here are shown and discussed.     

Solvability of elliptic systems with square integrable boundary data

We consider second order elliptic divergence form systems with complex measurable coefficients A that are independent of the transversal coordinate, and prove that the set of A for which the boundary value problem with L ₂ Dirichlet or Neumann data is well posed, is an open set. Furthermore we prove that these boundary value problems are well posed when A is either Hermitean, block or constant. Our methods apply to more general systems of partial differential equations and as an example we prove perturbation results for boundary value problems for differential forms.     

THE SINGULARLY PERTURBED BOUNDARY VALUE PROBLEMS FOR HIGHER ORDER SEMILINEAR ELLIPTIC EQUATIONS

Considerasingularlyperturbedproblemforhigherorderselnilinearequationswhereeisasmallpositiveparameter,ndenotesaboundedregioninRe,whereonsignifiesasmoothboundaryofn,misaintegerandjk,gi,k,j=0,'',in--1,aresufficientlysmoothfunctionswithregardtotheirvariablesincorrespondenceranges.Modealwiththesingularperturbationforthesecondorder'ellipticequations[1],[2],thefourthorderequations[3]l[4]andaclassofhigherorderequations[5].Inthispaperttheauthorsconsiderthesingularperturbationforevenmoregeneralhigheror…     

高阶拟线性椭圆型方程奇摄动问题

本文利用微分不等式和多重尺度，研究了一个高阶椭圆型偏微分方程摄动边值问题，并得到了一致有效的渐近展开式。     

On the discretization of a partial differential equation in the neighborhood of a periodic orbit

Sumamry This article is concerned with the comparison of the dynamic of a partial differential equation and its time discretization. We restrict our attention to the neighborhood of a hyperbolic periodic orbit. We show that the discretization possesses an invariant closed curve near the periodic orbit and that the trajectories of the semigroups defined by the partial differential equations and its approximation are close in a sense to be precised provided that different data are allowed. This answers partly an open problem posed in [4]. Examples of application to dissipative partial equations are provided.     

Conditions for positivity of solutions of a class of dissipative partial differential equations

It is a difficult problem to establish useful results on positivity of solutions of semilinear dissipative partial differential equations containing differential operators of order higher than that of the Laplacian. Positivity results are of importance in some fields of applied mathematics, such as in mathematical biology, where positivity of solutions is often needed because of the modelling application. In this paper, we first obtain ladder estimates for a particular class of semilinear dissipative partial differential equations, through which one can find conditions which will at least ensure that solutions are eventually (i.e., asymptotically) positive.     

Existence and convergence of solutions of singular boundary value problems for second order ordinary differential equations and applications

In this paper,we consider the singular boundary value problems for second order quasilinear ordinary differential equations and prove existence and convergence on second order perturbation terms.The result is applied to solve the Riemann problem for 2×2 hyperbolic conservation laws,which is a partial differential equation arising in applied mathematical area.     

Wave propagation in dissipative or dispersive nonlinear media: a numerical approach

We deal with the numerical solution of a mixed problem associated with a nonlinear partial differential equation describing the asymptotic behavior of nonlinear dispersive or dissipative one-dimensional waves.     

加权线性支持向量分类机的数据扰动分析

加权线性支持向量分类机是数据挖掘的新方法.它对应于一个优化问题.针对加权线性支持向量分类机优化问题建立了数据扰动分析理论方法.具体地针对加权线性支持向量分类机的原始问题建立了数据扰动分析基本定理,定理可以得到加权线性支持向量分类机问题的解及决策函数对数据参数的偏导数,同时可以定量分析输入数据的误差以及数据各种变化对其解以及决策函数值的定量影响,可以回答加权线性支持向量分类机问题的稳定性问题和灵敏度分析问题.     

On elliptic operator pencils with general boundary conditions

In this paper parameter-dependent partial differential operators are investigated which satisfy the condition of N-ellipticity with parameter, an ellipticity condition formulated with the use of the Newton polygon. For boundary value problems with general boundary operators we define N-ellipticity including an analogue of the Shapiro-Lopatinskii condition. It is show that the boundary value problem is N-elliptic if and only if an a priori estimate with respect to certain parameter-dependent norms holds. These results are closely connected with singular perturbation theory and lead to uniform estimates, for problems of Vishik-Lyusternik type containing a small parameter.Supported in part by the Deutsche Forschungsgemeinschaft and by Russian Foundation of Fundamental Research, Grant 00-01-00387.     

二阶半线性常微分方程Robin边值问题的奇摄动

用基本方法讨论了一个半线性奇摄动Robin边值问题.利用微分不等式理论，证明了问题解的存在性，并得到了解的渐近估计.作为应用，给出了两个例子，一个是将结果应用于一个燃烧反应扩散问题的模型，另一个是得到了有关Dirichlet问题的相应结果.     

Perturbation singulière d'un problème de frottement sec non monotone

In this Note we deal with a singularly perturbed system constituted by a differential inclusion which has a unique solution for each value of the perturbation parameter. The associated degenerated problem, that corresponds to a dynamic dry friction problem, has many solutions. We show that perturbed problem solutions converge to a particular solution of the degenerated problem when the perturbation parameter goes to zero. The singular perturbation approach allows an analysis of a criterion used to select a solution of the degenerated problem, and suggests a method to study more elaborated dry friction problems.     

Hopf-Cole transformation to some systems of partial differential equations

In this paper we study a system of nonlinear partial differential equations which we write as a Burgers equation for matrix and use the Hopf-Cole transformation to linearize it. Using this method we solve initial value problem and initial boundary value problems for some systems of parabolic partial differential equations. Also we study an initial value problem for a system of nonlinear partial differential equations of first order which does not have solution in the standard distribution sense and construct an explicit solution in the algebra of generalized functions of Colombeau. Received November 1999     

A dissipative model for hydrogen storage: existence and regularity results

We prove global existence of a solution to an initial and boundary‐value problem for a highly nonlinear PDE system. The problem arises from a thermo‐mechanical dissipative model describing hydrogen storage by use of metal hydrides. In order to treat the model from an analytical point of view, we formulate it as a phase transition phenomenon thanks to the introduction of a suitable phase variable. Continuum mechanics laws lead to an evolutionary problem involving three state variables: the temperature, the phase parameter and the pressure. The problem thus consists of three coupled partial differential equations combined with initial and boundary conditions. The existence and regularity of the solutions are here investigated by means of a time discretization—textita priori estimates—passage to the limit procedure joined with compactness and monotonicity arguments. Copyright © 2010 John Wiley & Sons, Ltd.     

Dissipative Control Systems and Disturbance Attenuation for Nonlinear H ∞ Problems

We characterize functions satisfying a dissipative inequality associated with a control problem. Such a characterization is provided in terms of an epicontingent solution, or a viscosity supersolution to a partial differential equation called Isaacs' equation. Links between supersolutions and epicontingent solutions to Isaacs' equation are studied. Finally, we derive (possibly discontinuous) disturbance attenuation feedback of the H ^∞ problem from contingent formulation of Isaacs' equation. Accepted 20 January 1998     

Perturbazioni singolari ellittiche

We consider general boundary value problem for partial differential operators with small parameter ε in their coefficients, so-called singular perturbation. Both the perturbed and reduced (with ε=0) problems are supposed to be elliptic and satisfy the Shapiro-Lopatinsky coerciveness condition (see [9], [13]). We point out necessary and sufficient conditions on the operator in the region and the boundary operators for the singulary perturbed boundary value problem to be coercive, i.e. for a characteristic two-sided a priori estimate to hold for its solutions uniformly with respect to ε.     

An asymptotic initial value method for second order singular perturbation problems of convection-diffusion type with a discontinuous source term

In this paper a numerical method is presented to solve singularly perturbed two points boundary value problems for second order ordinary differential equations consisting a discontinuous source term. First, in this method, an asymptotic expansion approximation of the solution of the boundary value problem is constructed using the basic ideas of a well known perturbation method WKB. Then some initial value problems and terminal value problems are constructed such that their solutions are the terms of this asymptotic expansion. These initial value problems are happened to be singularly perturbed problems and therefore fitted mesh method (Shishkin mesh) are used to solve these problems. Necessary error estimates are derived and examples provided to illustrate the method.