Richardson extrapolation in boundary value problems for differential equations with nonregular right-hand side

When the finite-difference method is used to solve initial- or boundary value problems with smooth data functions, the accuracy of the numerical results may be considerably improved by acceleration techniques like Richardson extrapolation. However, the success of such a technique is doubtful in cases were the right-hand side or the coefficients of the equation are not sufficiently smooth, because the validity of an asymptotic error expansion — which is the theoretical prerequisite for the convergence analysis of the Richardson extrapolation — is not a priori obvious. In this work we show that the Richardson extrapolation may be successfully applied to the finite-difference solutions of boundary value problems for ordinary second-order linear differential equations with a nonregular right-hand side. We present some numerical results confirming our conclusions.     

Convex optimization problems with arbitrary right-hand side perturbations

The problem of finding a solution to a system of mixed variational inequalities, which can be interpreted as a generalization of a primal–dual formulation of an optimization problem under arbitrary right-hand side perturbations, is considered. A number of various equilibrium type problems are particular cases of this problem. We suggest the problem to be reduced to a class of variational inequalities and propose a general descent type method to find its solution. If the primal cost function does not possess strengthened convexity properties, this descent method can be combined with a partial regularization method.     

Boundary value problems for second-order differential operator equations

It is proved that the resolution problem of an operator boundary-value problem for a second-order differential operator equation with constant coefficients is solved in terms of solutions of certain algebraic operator equations. Explicit expressions of solutions are given.     

Boundary value problems for a second-order differential equation with selfadjoint operator coefficients

Translated from Sibirskii Matematicheskii, Vol. 37, No. 6, pp. 1397–1406, November–December, 1996.     

Boundary value problems for a class of elliptic operator pencils

In this paper operator pencilsA(x, D, ) are studied which act on a manifold with boundary and satisfy the condition of N-ellipticity with parameter, a generalization of the notion of ellipticity with parameter as introduced by Agmon and Agranovich-Vishik. Sobolev spaces corresponding to the Newton polygon are defined and investigated; in particular it is possible to describe their trace spaces. With respect to these spaces, an a priori estimate is proved for the Dirichlet boundary value problem connected with an N-elliptic pencil.Supported in part by the Deutsche Forschungsgemeinschaft and by Russian Foundation of Fundamental Research, Grant 00-01-00387.     

Discrete Dirichlet boundary value problems with upper semicontinuous right-hand sides

This paper deals with the relationship between solutions of Dirichlet boundary value problems (BVPs) for second order systems of differential inclusions with upper semicontinuous right-hand sides and associated numerical discrete Dirichlet BVPs of second order difference inclusions. First, the existence and estimate of solutions to the discrete BVP is discussed uniformly with respect to the discrete step size. Then convergence of solutions of the numerical discrete BVP and the corresponding semicontinous BVP is studied. Related results are also mentioned which motivated our study of this problem.     

Differential inclusions with measurable-pseudo-Lipschitz right-hand side

We obtain existence theorems and Filippov-Wa?ewski type relaxation theorems for differential inclusions in Banach spaces with measurable-pseudo-Lipschitz right-hand side. For the solution sets of these differential inclusions, we also describe some properties that extend classical theorems on continuous dependence and on differentiation of solutions with respect to initial data.     

Boundary value problems with causal operators

In this paper, we apply the monotone iterative method for nonlinear two-point boundary value problems with causal operators. We formulate sufficient conditions under which such problems have extremal or quasisolutions in a corresponding sector. We also investigate differential inequalities.     

Reconstruction of a convolution operator from the right-hand side on the real half-axis

We study a Volterra convolution integral equation of the first kind on a semi-infinite interval. Under some rather natural constraints on the kernel and the right-hand side of the Volterra integral equation (the kernel has bounded support, while the support of the right-hand side may be unbounded), it is possible to reconstruct the integral operator of the equation (i.e., the solution and the kernel of the integral operator) from the right-hand side of the equation. The uniqueness theorem is proved, the necessary and sufficient conditions for solvability are found, and the explicit formulas for the solution and the kernel are obtained.     

On functional-differential equations with discontinuous right-hand side

We consider unique determination and right uniqueness issues for solutions, satisfying the one-sided Lipschitz condition, of functional-differential equations with discontinuous right-hand side.     

Boundary value problems with global projection conditions

Parametrices of elliptic boundary value problems for differential operators belong to an algebra of pseudodifferential operators with the transmission property at the boundary. However, generically, smooth symbols on a manifold with boundary do not have this property, and several interesting applications require a corresponding more general calculus. We introduce here a new algebra of boundary value problems that contains Shapiro-Lopatinskij elliptic as well as global projection conditions; the latter ones are necessary, if an analogue of the Atiyah-Bott obstruction does not vanish. We show that every elliptic operator admits (up to a stabilisation) elliptic conditions of that kind. Corresponding boundary value problems are then Fredholm in adequate scales of spaces. Moreover, we construct parametrices in the calculus.     

Euler polygons in systems with time-measurable right-hand side

In the present paper, we consider Euler polygons for systems with bounded time-measurable right-hand side. The convergence of Euler polygons to trajectories of the system is studied. We present counterexamples showing that the fineness of the partition does not ensure the convergence to any trajectory. Instead of fineness, we introduce a metric on the set of all possible partitions of the time interval. In terms of this metric, we indicate sufficient convergence conditions that guarantee the existence of Euler polygons that are arbitrarily close to some solutions of the system.     

Boundary value problems of electroelasticity with concentrated singularities

We investigate the solutions of boundary value problems of linear electroelasticity, having growth as a power function in the neighborhood of infinity or in the neighborhood of an isolated singular point. The number of linearly independent solutions of this type is established for homogeneous boundary value problems.     

Boundary value problems on manifolds with fibered boundary

We define a class of boundary value problems on manifolds with fibered boundary. This class is in a certain sense a deformation between the classical boundary value problems and the Atiyah–Patodi–Singer problems in subspaces (it contains both as special cases). The boundary conditions in this theory are taken as elements of the C *‐algebra generated by pseudodifferential operators and families of pseudodifferential operators in the fibers. We prove the Fredholm property for elliptic boundary value problems and compute a topological obstruction (similar to Atiyah–Bott obstruction) to the existence of elliptic boundary conditions for a given elliptic operator. Geometric operators with trivial and nontrivial obstruction are given. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Boundary value problems with eigenvalue depending boundary conditions

We investigate some classes of eigenvalue dependent boundary value problems of the form where A ? A⁺ is a symmetric operator or relation in a Krein space K, τ is a matrix function and Γ₀, Γ₁ are abstract boundary mappings. It is assumed that A admits a self‐adjoint extension in K which locally has the same spectral properties as a definitizable relation, and that τ is a matrix function which locally can be represented with the resolvent of a self‐adjoint definitizable relation. The strict part of τ is realized as the Weyl function of a symmetric operator T in a Krein space H, a self‐adjoint extension à of A × T in K × H with the property that the compressed resolvent P_K (à – λ)^–1|_K k yields the unique solution of the boundary value problem is constructed, and the local spectral properties of this so‐called linearization à are studied. The general results are applied to indefinite Sturm–Liouville operators with eigenvalue dependent boundary conditions (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)