Construction of Solutions and L^1-error Estimates of Viscous Methods for Scalar Conservation Laws with Boundary

This paper is concerned with an initial boundary value problem for strictly convex conservation laws whose weak entropy solution is in the piecewise smooth solution class consisting of finitely many discontinuities. By the structure of the weak entropy solution of the corresponding initial value problem and the boundary entropy condition developed by Bardos-Leroux Nedelec, we give a construction method to the weak entropy solution of the initial boundary value problem. Compared with the initial value problem, the weak entropy solution of the initial boundary value problem includes the following new interaction type： an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary. According to the structure and some global estimates of the weak entropy solution, we derive the global L^1-error estimate for viscous methods to this initial boundary value problem by using the matching travelling wave solutions method. If the inviscid solution includes the interaction that an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary, or the inviscid solution includes some shock wave which is tangent to the boundary, then the error of the viscosity solution to the inviscid solution is bounded by O（ε^1/2） in L^1-norm; otherwise, as in the initial value problem, the L^1-error bound is O（ε｜ In ε｜）.     

A CLASS OF NONLINEAR NONLOCAL SINGULARLY PERTURBED PROBLEMS FOR ELLIPTIC EQUATION WITH BOUNDARY PERTURBATION

A class of nonlinear nonlocal singularly perturbed boundary value problems for elliptic equation with boundary perturbation is considered. Under suitable conditions, firstly, the outer solution of the original problem is obtained, secondly, using the stretched variable, the composing expansion method and the expanding theory of power series, the boundary layer is constructed, finally, using the theory of differential inequalities the asymptotic behavior of solution for the boundary value problems is studied and educing some relational inequalities the existence and uniqueness of solution for the original problem and the uniformly valid asymptotic estimation is discussed.     

Shock wave solution for a class of nonlocal nonlinear singularly perturbed boundary value problems with turning point

The nonlocal nonlinear boundary value problem with turning point is considered. Leading the stretched variables the formal asymptotic solution of the original problem is constructed. And by using the theory of differential inequalities the existence and uniformly validity of solution for the original boundary value problems are proved. The contribution of this paper is that, the asymptotic behavior of solution is studied by using a simple and special method.     

The nonlinear nonlocal singularly perturbed problems for reaction diffusion equations with a boundary perturbation

The nonlinear nonlocal singularly perturbed initial boundary value problems for reaction diffusion equations with a boundary perturbation is considered. Under suitable conditions, the outer solution of the original problem is obtained. Using the stretched variable, the composing expansion method and the expanding theory of power series the initial layer is constructed. And then using the theory of differential inequalities the asymptotic behavior of solution for the initial boundary value problems is studied. Finally the existence and uniqueness of solution for the original problem and the uniformly valid asymptotic estimation are discussed.     

THE SOLVABILITY FOR NONLINEAR SINGULARLY PERTURBED DIFFERENTIAL SYSTEM

The solvability for the nonlinear singularly perturbed boundary value pro- blem of differential system is considered.Using the boundary layer corrective method the formal asymptotic solution is constructed.And using the theory of differential inequality proves the uniform validity of the asymptotic expansion for the solution.     

LOCAL EXISTENCE OF SOLUTION TO FREE BOUNDARY VALUE PROBLEM FOR COMPRESSIBLE NAVIER-STOKES EQUATIONS

This paper is concerned with the free boundary value problem for multidimensional Navier-Stokes equations with density-dependent viscosity where the flow density vanishes continuously across the free boundary. Local (in time) existence of a weak solution is established; in particular, the density is positive and the solution is regular away from the free boundary.     

A CLASS OF NONLINEAR SINGULARLY PERTURBED INITIAL BOUNDARY VALUE PROBLEMS FOR REACTION DIFFUSION EQUATIONS WITH BOUNDARY PERTURBATION

A class of nonlinear initial boundary value problems for reaction diffusion equations with boundary perturbation is considered. Under suitable conditions and using the theory of differential inequalities the asymptotic solution of the initial boundary value problems is studied.     

The generalized solution of ill-posed boundary problem

In this paper, we define a kind of new Sobolev spaces, the relative Sobolev spaces Wk,p0(Ω,∑). Then an elliptic partial differential equation of the second order with an ill-posed boundary is discussed. By utilizing the ideal of the generalized inverse of an operator, we introduce the generalized solution of the ill-posed boundary problem. Eventually, the connection between the generalized inverse and the generalized solution is studied. In this way, the non-instability of the minimal normal least square solution of the ill-posed boundary problem is avoided.     

Numerical Solution for the Helmholtz Equation with Mixed Boundary Condition

We consider the numerical solution for the Helmholtz equation in R~2 with mixed boundary conditions.The solvability of this mixed boundary value problem is estab- lished by the boundary integral equation method.Based on the Green formula,we express the solution in terms of the boundary data.The key to the numerical real- ization of this method is the computation of weakly singular integrals.Numerical performances show the validity and feasibility of our method.The numerical schemes proposed in this paper have been applied in the realization of probe method for inverse scattering problems.     

Approximations for the values of american options

The solution of the American option valuation problem is the solution of a parabolic partial differential equation satisfying free boundary conditions. The free boundary represents the critical price, at which the option should be exercised. In this paper the free boundary is determined by an algebraic relation and an approximate solution derived. A suitable modification of the approximate solution gives the exact solution. The uniqueness of the free boundary implies the expression determined by the algebraic relation is the true critical price     

Micro/nano sliding plate problem with Navier boundary condition

For Newtonian flow through micro or nano sized channels, the no-slip boundary condition does not apply and must be replaced by a condition which more properly reflects surface roughness. Here we adopt the so-called Navier boundary condition for the sliding plate problem, which is one of the fundamental problems of fluid mechanics. When the no-slip boundary condition is used in the study of the motion of a viscous Newtonian fluid near the intersection of fixed and moving rigid plane boundaries, singular pressure and stress profiles are obtained, leading to a non-integrable force on each boundary. Here we examine the effects of replacing the no-slip boundary condition by a boundary condition which attempts to account for boundary slip due to the tangential shear at the boundary. The Navier boundary condition, possesses a single parameter to account for the slip, the slip length ℓ, and two solutions are obtained; one integral transform solution and a similarity solution which is valid away from the corner. For the former the tangential stress on each boundary is obtained as a solution of a set of coupled integral equations. The particular case solved is right-angled corner flow and equal slip lengths on each boundary. It is found that when the slip length is non-zero the force on each boundary is finite. It is also found that for a suffciently large distance from the corner the tangential stress on each boundary is equal to that of the classical solution. The similarity solution involves two restrictions, either a right-angled corner flow or a dependence on the two slip lengths for each boundary. When the tangential stress on each boundary is calculated from the similarity solution, it is found that the similarity solution makes no additional contribution to the tangential stress of that of the classical solution, thus in agreement with the findings of the integral transform solution. Values of the radial component of velocity along the line θ = π /4 for increasing distance from the corner for the similarity and integral transform solutions are compared, confirming their agreement for sufficiently large distances from the corner. (Received: November 9, 2005)     

受扩散与时滞及食物限制影响的人口模型

考虑一类修正的L og istic模型,带有扩散与时滞及非线性的边界条件.利用上下解方法证明解的存在唯一性,当边界流量为负时,0解是渐近稳定的,当边界流量为正时,解在有限时刻达到饱和.     

一类四阶非线性奇摄动方程的边值问题

利用匹配渐近展开法,讨论了一类四阶非线性方程的具有两个边界层的奇摄动边值问题．引进伸长变量,根据边界条件与匹配原则,在一定的可解性条件下,给出了外部解和左右边界层附近的内层解,得到了该问题的二阶渐近解,并举例说明了这类非线性问题渐近解的存在性．     

An Algorithm of Linear Combinations: Thermal Conduction

This paper presents computational algorithms that make it possible to overcome some difficulties in the numerical solving boundary value problems of thermal conduction when the solution domain has a complex form or the boundary conditions differ from the standard ones. The boundary contours are assumed to be broken lines (the 2D case) or triangles (the 3D case). The boundary conditions and calculation results are presented as discrete functions whose values or averaged values are given at the geometric centers of the boundary elements. The boundary conditions can be imposed on the heat flows through the boundary elements as well as on the temperature, a linear combination of the temperature and the heat flow intensity both at the boundary of the solution domain and inside it. The solution to the boundary value problem is presented in the form of a linear combination of fundamental solutions of the Laplace equation and their partial derivatives, as well as any solutions of these equations that are regular in the solution domain, and the values of functions which can be calculated at the points of the boundary of the solution domain and at its internal points. If a solution included in the linear combination has a singularity at a boundary element, its average value over this boundary element is considered.     

Convergence of the Neumann Series in BEM for the Neumann Problem of the Stokes System

A weak solution of the Neumann problem for the Stokes system in Sobolev space is studied in a bounded Lipschitz domain with connected boundary. A solution is looked for in the form of a hydrodynamical single layer potential. It leads to an integral equation on the boundary of the domain. Necessary and sufficient conditions for the solvability of the problem are given. Moreover, it is shown that we can obtain a solution of this integral equation using the successive approximation method. Then the consequences for the direct boundary integral equation method are treated. A solution of the Neumann problem for the Stokes system is the sum of the hydrodynamical single layer potential corresponding to the boundary condition and the hydrodynamical double layer potential corresponding to the trace of the velocity part of the solution. Using boundary behavior of potentials we get an integral equation on the boundary of the domain where the trace of the velocity part of the solution is unknown. It is shown that we can obtain a solution of this integral equation using the successive approximation method.     

Solution for a problem of linear plane elasticity with mixed boundary conditions on an ellipse by the method of boundary integrals

A numerical boundary integral scheme is proposed for the solution of the system of field equations of plane, linear elasticity in stresses for homogeneous, isotropic media in the domain bounded by an ellipse under mixed boundary conditions. The stresses are prescribed on one half of the ellipse, while the displacements are given on the other half. The method relies on previous analytical work within the Boundary Integral Method [1], [2].The considered problem with mixed boundary conditions is replaced by two subproblems with homogeneous boundary conditions, one of each type, having a common solution. The equations are reduced to a system of boundary integral equations, which is then discretized in the usual way and the problem at this stage is reduced to the solution of a rectangular linear system of algebraic equations. The unknowns in this system of equations are the boundary values of four harmonic functions which define the full elastic solution inside the domain, and the unknown boundary values of stresses or displacements on proper parts of the boundary.On the basis of the obtained results, it is inferred that the tangential stress component on the fixed part of the boundary has a singularity at each of the two separation points, thought to be of logarithmic type. A tentative form for the singular solution is proposed to calculate the full solution in bulk directly from the given boundary conditions using the well-known Boundary Collocation Method. It is shown that this addition substantially decreases the error in satisfying the boundary conditions on some interval not containing the singular points.The obtained results are discussed and boundary curves for unknown functions are provided, as well as three-dimensional plots for quantities of practical interest. The efficiency of the used numerical schemes is discussed, in what concerns the number of boundary nodes needed to calculate the approximate solution.     

On the stability and the attraction domain of the stationary solution of a singularly perturbed parabolic equation with a multiple root of the degenerate equation

We construct and justify the asymptotics of a boundary layer solution of a boundary value problem for a singularly perturbed second-order ordinary differential equation for the case in which the degenerate (finite) equation has an identically double root. A specific feature of the asymptotics is the presence of a three-zone boundary layer. The solution of the boundary value problem is a stationary solution of the corresponding parabolic equation. We prove the asymptotic stability of this solution and find its attraction domain.     

Universal boundary value problem for equations of mathematical physics

A new statement of a boundary value problem for partial differential equations is discussed. An arbitrary solution to a linear elliptic, hyperbolic, or parabolic second-order differential equation is considered in a given domain of Euclidean space without any constraints imposed on the boundary values of the solution or its derivatives. The following question is studied: What conditions should hold for the boundary values of a function and its normal derivative if this function is a solution to the linear differential equation under consideration? A linear integral equation is defined for the boundary values of a solution and its normal derivative; this equation is called a universal boundary value equation. A universal boundary value problem is a linear differential equation together with a universal boundary value equation. In this paper, the universal boundary value problem is studied for equations of mathematical physics such as the Laplace equation, wave equation, and heat equation. Applications of the analysis of the universal boundary value problem to problems of cosmology and quantum mechanics are pointed out.