Boundary Layers in Periodic Homogenization of Neumann Problems

This paper is concerned with a family of second‐order elliptic systems in divergence form with rapidly oscillating periodic coefficients. We initiate the study of homogenization and boundary layers for Neumann problems with first‐order oscillating boundary data. We identify the homogenized system and establish the sharp rate of convergence in L² in dimension three or higher. Regularity estimates are also obtained for the homogenized boundary data in both Dirichlet and Neumann problems. The results are used to establish a higher‐order convergence rate for Neumann problems with nonoscillating data. © 2018 Wiley Periodicals, Inc.     

Periodic Homogenization of Green and Neumann Functions

For a family of second‐order elliptic operators with rapidly oscillating periodic coefficients, we study the asymptotic behavior of the Green and Neumann functions, using Dirichlet and Neumann correctors. As a result we obtain asymptotic expansions of Poisson kernels and the Dirichlet‐to‐Neumann maps as well as optimal convergence rates in L^p and W^1,p for solutions with Dirichlet or Neumann boundary conditions. © 2014 Wiley Periodicals, Inc.     

Finite energy solutions of self‐adjoint elliptic mixed boundary value problems

This paper describes existence, uniqueness and special eigenfunction representations of H¹‐solutions of second order, self‐adjoint, elliptic equations with both interior and boundary source terms. The equations are posed on bounded regions with Dirichlet conditions on part of the boundary and Neumann conditions on the complement. The system is decomposed into separate problems defined on orthogonal subspaces of H¹(Ω). One problem involves the equation with the interior source term and the Neumann data. The other problem just involves the homogeneous equation with Dirichlet data. Spectral representations of the solution operators for each of these problems are found. The solutions are described using bases that are, respectively, eigenfunctions of the differential operator with mixed null boundary conditions, and certain mixed Steklov eigenfunctions. These series converge strongly in H¹(Ω). Necessary and sufficient conditions for the Dirichlet part of the boundary data to have a finite energy extension are described. The solutions for a problem that models a cylindrical capacitor is found explicitly. Copyright © 2009 John Wiley & Sons, Ltd.     

The Heat Equaton with General Periodic Boundary Conditions

In this paper we address the well posedness of the linear heat equation under general periodic boundary conditions in several settings depending on the properties of the initial data. We develop an L ^q theory not based on separation of variables and use techniques based on uniform spaces. We also allow less directions of periodicity than the dimension of the problem. We obtain smoothing estimates on the solutions. Also, based on symmetry arguments, we handle Dirichlet or Neumann boundary conditions in some faces of the unit cell.     

Boundary estimates for elliptic systems with L<Superscript>1</Superscript>–data

We obtain boundary estimates for the gradient of solutions to elliptic systems with Dirichlet or Neumann boundary conditions and L ¹–data, under some condition on the divergence of the data. Similar boundary estimates are obtained for div–curl and Hodge systems.     

Trapped modes for periodic structures in waveguides

The Laplace operator is considered for waveguides perturbed by a periodic structure consisting of N congruent obstacles spanning the waveguide. Neumann boundary conditions are imposed on the periodic structure, and either Neumann or Dirichlet conditions on the guide walls. It is proven that there are at least N (resp. N‐1) trapped modes in the Neumann case (resp. Dirichlet case) under fairly general hypotheses, including the special case where the obstacles consist of line segments placed parallel to the waveguide walls. Copyright © 2004 John Wiley & Sons, Ltd.     

Square roots of elliptic second order divergence operators on strongly Lipschitz domains: $L^p$ theory

We study estimates for square roots of second order elliptic non necessarily selfadjoint operators in divergence form on Lipschitz domains subject to Dirichlet or to Neumann boundary conditions, pursuing our work [4] where we considered operators on . We obtain among other things for all if L is real symmetric and the domain bounded, which is new for . We also obtain similar results for perturbations of constant coefficients operators. Our methods rely on a singular integral representation, Calderón-Zygmund theory and quadratic estimates. A feature of this study is the use of a commutator between the resolvent of the Laplacian (Dirichlet and Neumann) and partial derivatives which carries the geometry of the boundary. Received: 12 January 2000 / Published online: 4 May 2001     

Partial Fourier approximation of the Lamé equations in axisymmetric domains

In this paper, we study the partial Fourier method for treating the Lamé equations in three‐dimensional axisymmetric domains subjected to non‐axisymmetric loads. We consider the mixed boundary value problem of the linear theory of elasticity with the displacement û , the body force f̂ ϵ (L₂)³ and homogeneous Dirichlet and Neumann boundary conditions. The partial Fourier decomposition reduces, without any error, the three‐dimensional boundary value problem to an infinite sequence of two‐dimensional boundary value problems, whose solutions û _n (n = 0, 1, 2,…) are the Fourier coefficients of û . This process of dimension reduction is described, and appropriate function spaces are given to characterize the reduced problems in two dimensions. The trace properties of these spaces on the rotational axis and some properties of the Fourier coefficients û _n are proved, which are important for further numerical treatment, e.g. by the finite‐element method. Moreover, generalized completeness relations are described for the variational equation, the stresses and the strains. The properties of the resulting system of two‐dimensional problems are characterized. Particularly, a priori estimates of the Fourier coefficients û _n and of the error of the partial Fourier approximation are given. Copyright © 1999 John Wiley & Sons, Ltd.     

The Schrödinger operator in a periodic waveguide on a plane and quasiconformal mappings

We consider the magnetic Schrödinger operator with a variable metric in a two-dimensional simply connected periodic waveguide. All the coefficients are assumed to be periodic along the waveguide. We investigate the Dirichlet and Neumann boundary problems, as well as the boundary problem of the third type. Under wide conditions on the boundary of the waveguide providing a band structure of the spectrum, we prove the absolute continuity of the spectrum. Bibliography: 16 titles.Dedicated to Academician O. A. Ladyzhenskaya on the occasion of her jubilee__________Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 295, 2003, pp. 204–243.     

Maximum Principles for Boundary-Degenerate Second Order Linear Elliptic Differential Operators

We prove weak and strong maximum principles, including a Hopf lemma, for C ² subsolutions to equations defined by linear, second-order, linear, elliptic partial differential operators whose principal symbols vanish along a portion of the domain boundary. The boundary regularity property of the C ² subsolutions along this boundary vanishing locus ensures that these maximum principles hold irrespective of the sign of the Fichera function. Boundary conditions need only be prescribed on the complement in the domain boundary of the principal symbol's vanishing locus. We obtain uniqueness and a priori maximum principle estimates for C ² solutions to boundary value and obstacle problems defined by these boundary-degenerate elliptic operators with partial Dirichlet or Neumann boundary conditions. We also prove weak maximum principles and uniqueness for W ^{1, 2} solutions to the corresponding variational equations and inequalities defined with the aide of weighted Sobolev spaces. The domain is allowed to be unbounded when the operator coefficients and solutions obey certain growth conditions.     

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.     

Heat Content Asymptotics with Inhomogeneous Neumann and Dirichlet Boundary Conditions

Let M be a compact manifold with smooth boundary. We establish the existence of an asymptotic expansion for the heat content asymptotics of M with inhomogeneous Neumann and Dirichlet boundary conditions. We prove all the coefficients are locally determined and determine the first several terms in the asymptotic expansion.     

Interpolation approximations based on Gauss–Lobatto–Legendre–Birkhoff quadrature

We derive in this paper the asymptotic estimates of the nodes and weights of the Gauss–Lobatto–Legendre–Birkhoff (GLLB) quadrature formula, and obtain optimal error estimates for the associated GLLB interpolation in Jacobi weighted Sobolev spaces. We also present a user-oriented implementation of the pseudospectral methods based on the GLLB quadrature nodes for Neumann problems. This approach allows an exact imposition of Neumann boundary conditions, and is as efficient as the pseudospectral methods based on Gauss–Lobatto quadrature for PDEs with Dirichlet boundary conditions.     

Absolute Continuity in Periodic Waveguides

We study second order elliptic operators with periodic coefficientsin two-dimensional simply connected periodic waveguides withthe Dirichlet or Neumann boundary conditions. It is proved thatunder some mild smoothness restrictions on the coefficients,such operators have purely absolutely continuous spectra. Theproof follows a method suggested previously by A. Morame totackle periodic operators with variable coefficients in dimension2. 2000 Mathematical Subject Classification: 35J10, 35P05, 35J25.     

The Green Function for Elliptic Systems in Two Dimensions

We construct the fundamental solution or Green function for a divergence form elliptic system in two dimensions with bounded and measurable coefficients. Our main goal is construct the Green function for the operator with mixed boundary conditions in a Lipschitz domain. Thus we specify Dirichlet data on part of the boundary and Neumann data on the remainder of the boundary. We require a corkscrew or non-tangential accessibility condition on the set where we specify Dirichlet boundary conditions. Our proof proceeds by defining a variant of the space BMO(Ω) that is adapted to the boundary conditions and showing that the solution exists in this space. We also give a construction of the Green function with Neumann boundary conditions and the fundamental solution in the plane.     

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.     

Pointwise estimates for Green's kernel of a mixed boundary value problem to the Stokes system in a polyhedral cone

The paper deals with a mixed boundary value problem for the Stokes system in a polyhedral cone. Here different boundary conditions (in particular, Dirichlet, Neumann, free surface conditions) are prescribed on the sides of the polyhedron. The authors obtain regularity results for weak solutions in weighted L ₂ Sobolev spaces and prove point estimates of Green's matrix. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Boundary layers for cellular flows at high Péclet numbers

We analyze the behavior of solutions of steady advection‐diffusion problems in bounded domains with prescribed Dirichlet data when the Péclet number Pe ? 1 is large. We show that the solution converges to a constant in each flow cell outside a boundary layer of width O(?^1/2), ? = Pe^?1, around the flow separatrices. We construct an ?‐dependent approximate “water pipe problem” purely inside the boundary layer that provides a good approximation of the solution of the full problem but has ?‐independent computational cost. We also define an asymptotic problem on the graph of streamline separatrices and show that solution of the water pipe problem itself may be approximated by an asymptotic, ?‐independent problem on this graph. Finally, we show that the Dirichlet‐to‐Neumann map of the water pipe problem approximates the Dirichlet‐to‐Neumann map of the separatrix problem with an error independent of the flow outside the boundary layers. © 2004 Wiley Periodicals, Inc.     

Lp estimates of solutions tomixed boundary value problems for the Stokes system in polyhedral domains

A mixed boundary value problem for the Stokes system in a polyhedral domain is considered. Here different boundary conditions (in particular, Dirichlet, Neumann, free surface conditions) are prescribed on the faces of the polyhedron. The authors prove the existence of solutions in (weighted and non‐weighted) L_p Sobolev spaces and obtain regularity assertions for weak solutions. The results are based on point estimates of Green's matrix. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Analytic solution of an exterior Neumann problem in a non‐convex domain

A new method, based on the Kelvin transformation and the Fokas integral method, is employed for solving analytically a potential problem in a non‐convex unbounded domain of ?², assuming the Neumann boundary condition. Taking advantage of the property of the Kelvin transformation to preserve harmonicity, we apply it to the present problem. In this way, the exterior potential problem is transformed to an equivalent one in the interior domain which is the Kelvin image of the original exterior one. An integral representation of the solution of the interior problem is obtained by employing the Kelvin inversion in ?² for the Neumann data and the ‘Neumann to Dirichlet’ map for the Dirichlet data. Applying next the ‘reverse’ Kelvin transformation, we finally obtain an integral representation of the solution of the original exterior Neumann problem. Copyright © 2010 John Wiley & Sons, Ltd.