The combined use of a nonlinear chernoff formula with a regularization procedure for two-phase stefan problems

The approximation of two-phase Stefan problems in 2-D by a nonlinear Chernoff formula combined with a regularization procedure is analyzed. The first technique allows the associated strongly nonlinear parabolic P.D.E. to be approximated by a sequence of linear elliptic problems. In addition, non-degeneracy properties can be properly exploited through the use of a smoothing process. A fully discrete scheme involving piecewise linear and constant finite elements is proposed. Energy error estimates are proven for both physical variables, namely enthalpy and temperature. These rates of convergence improve previous results.     

Parameter estimation using minimum norm differential approximation

We present mathematical results which can be used to compute the parameters of a system described by differential equations, using the method of minimum norm differential approximation. The algorithm is described and several examples are given in both the ordinary and partial differential equations cases. The approximating subspaces used in this algorithm are those spanned by certain B-splines of degree 3 in the O.D.E. case and by tensor products of B-splines in the P.D.E. case. Singular value decomposition is used in two distinct ways in the algorithm. The method described can be used on any type of differential operator with constant coefficients, i.e., elliptic, hyperbolic, parabolic, although only in the case of elliptic operators can error bounds between the data function and a generalized solution of the D.E. with the approximated parameters be estimated.     

Asymptotic analysis of P.D.E.s with wide–band noise disturbances,and expansion of the moments

We present an asymptotic analysis -in the “ white-noise limit”- of a linear parabolic partial differential equation, whose coefficients are perturbed by a wide-band noise. After having studied some ergodic properties of a class of diffusion processes, we prove the convergence in law towards the solution of an Ito stochastic P.D.E. We then establish an expansion in powers of Δ ( 1/Δ being a measure of the bandwith of the driving noise) of the first moment of the solution     

Reduced-order extrapolation spectral-finite difference scheme based on POD method and error estimation for three-dimensional parabolic equation

In this study, a classical spectral-finite difference scheme (SFDS) for the three-dimensional (3D) parabolic equation is reduced by using proper orthogonal decomposition (POD) and singular value decomposition (SVD). First, the 3D parabolic equation is discretized in spatial variables by using spectral collocation method and the discrete scheme is transformed into matrix formulation by tensor product. Second, the classical SFDS is obtained by difference discretization in time-direction. The ensemble of data are comprised with the first few transient solutions of the classical SFDS for the 3D parabolic equation and the POD bases of ensemble of data are generated by using POD technique and SVD. The unknown quantities of the classical SFDS are replaced with the linear combination of POD bases and a reducedorder extrapolation SFDS with lower dimensions and sufficiently high accuracy for the 3D parabolic equation is established. Third, the error estimates between the classical SFDS solutions and the reduced-order extrapolation SFDS solutions and the implementation for solving the reduced-order extrapolation SFDS are provided. Finally, a numerical example shows that the errors of numerical computations are consistent with the theoretical results. Moreover, it is shown that the reduced-order extrapolation SFDS is effective and feasible to find the numerical solutions for the 3D parabolic equation.     

A Kalman rank condition for the localized distributed controllability of a class of linear parabolic systems

We present a generalization of the Kalman rank condition to the case of n × n linear parabolic systems with constant coefficients and diagonalizable diffusion matrix. To reach the result, we are led to prove a global Carleman estimate for the solutions of a scalar 2n-order parabolic equation and deduce from it an observability inequality for our adjoint system. G.-B. Manuel was supported by D.G.E.S. (Spain), grant MTM2006-07932.     

On the stability of alternating‐direction explicit methods for advection‐diffusion equations

Alternating‐Direction Explicit (A.D.E.) finite‐difference methods make use of two approximations that are implemented for computations proceeding in alternating directions, e.g., from left to right and from right to left, with each approximation being explicit in its respective direction of computation. Stable A.D.E. schemes for solving the linear parabolic partial differential equations that model heat diffusion are well‐known, as are stable A.D.E. schemes for solving the first‐order equations of fluid advection. Several of these are combined here to derive A.D.E. schemes for solving time‐dependent advection‐diffusion equations, and their stability characteristics are discussed. In each case, it is found that it is the advection term that limits the stability of the scheme. The most stable of the combinations presented comprises an unconditionally stable approximation for computations carried out in the direction of advection of the system, from left to right in this case, and a conditionally stable approximation for computations proceeding in the opposite direction. To illustrate the application of the methods and verify the stability conditions, they are applied to some quasi‐linear one‐dimensional advection‐diffusion problems. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Melnikov method for parabolic orbits

The present work completes the study of the conditions under which Melnikov method can be used when the unperturbed system has a parabolic periodic orbit with a homoclinic loop, by considering the case of orbits whose associated Poicaré map has linear part equal to the identity. The result is that the conditions for the persistence under perturbation of the invariant manifolds also ensure the convergence of the Melnikov integral and hence the applicability of the method.     

On Lebesgue constants of local parabolic splines

Lebesgue constants (the norms of linear operators from C to C) are calculated exactly for local parabolic splines with an arbitrary arrangement of knots, which were constructed by the second author in 2005, and for N.P. Korneichuk’s local parabolic splines, which are exact on quadratic functions. Both constants are smaller than the constants for interpolating parabolic splines.     

三维抛物型方程的一族高精度分支稳定显格式

构造了一族解三维抛物型方程的高精度显格式,其稳定性条件为r=Δt/Δx2=Δt/Δy2=Δt/Δz2<1/2,截断误差为O(Δt2+Δx4).     

On the boundary controllability of non-scalar parabolic systems

This Note is concerned with the boundary controllability of non-scalar linear parabolic systems. More precisely, two coupled one-dimensional linear parabolic equations are considered. We show that, with boundary controls, the situation is much more complex than for similar distributed control systems. In our main result, we provide necessary and sufficient conditions for null controllability. To cite this article: E. Fernández-Cara et al., C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

Ibragimov-type invariants for a system of two linear parabolic equations

We obtain new semi-invariants for a system of two linear parabolic type partial differential equations (PDEs) in two independent variables under equivalence transformations of the dependent variables only. This is achieved for a class of systems of two linear parabolic type PDEs that correspond to a scalar complex linear (1 + 1) parabolic equation. The complex transformations of the dependent variables which map the complex scalar linear parabolic PDE to itself provide us with real transformations that map the corresponding system of linear parabolic type PDEs to itself with different coefficients in general. The semi-invariants deduced for this class of systems of two linear parabolic type equations correspond to the complex Ibragimov invariants of the complex scalar linear parabolic equation. We also look at particular cases of the system of parabolic type equations when they are uncoupled or coupled in a special manner. Moreover, we address the inverse problem of when systems of linear parabolic type equations arise from analytic continuation of a scalar linear parabolic PDE. Examples are given to illustrate the method implemented.     

Exact Local Controllability of a One-Control Reaction-Diffusion System

This work concerns the controllability of some parabolic systems with the control acting in one equation. The exact local controllability of a reaction-diffusion system with one control and the null controllability of a class of linear parabolic systems with one control are obtained. As an application, the existence of a time-optimal control for a reaction-diffusion system with one control is proved.Communicated by D. A. CarlsonThis work was supported by the New Century Excellent Teachers Plan of the Ministry of National Education of China, by the Key Laboratory- Optimal Control and Discrete Mathematics of Hubei Province, and by the National Science Foundation of China.     

Fast A.D.I. methods for the solution of linear parabolic partial differential equations involving 2 space dimensions

The last decade has seen the introduction of several fast computational methods for solving linear partial differential equations of Mathematical Physics, e.g. the Laplace, Poisson and Helmholtz equations.In this paper, the author presents fast computational algorithms which are applicable to the alternating direction implicit (A.D.I.) methods when used to solve parabolic partial differential equations in 2 space dimensions under Dirichlet boundary conditions. Extensions to more general boundary conditions are also indicated.     

Separation of linear components in nonlinear boundary heat control

By means of an additional substitution a parabolic control problem with some nonlinear boundary condition will be decoupled into some control problem with linear parabolic state equations and an appropriate nonlinear mapping. This separation allows the use of efficient techniques e.g. Fourier methods, to determine the solution of linear parabolic state equations. Essential properties of the mapping used in the transformation are studied. Further, the application of piecewise constant discretizations of the controls in connection with the proposed splitting is discussed.     

Forward–backward parabolic equations and hysteresis

A forward-backward parabolic problem is obtained by coupling the equation with a nonmonotone relation . In the framework of a two-scale model, we replace the latter condition by a relaxation dynamics which converges to a hysteresis relation. We provide a suitable formulation of the hysteresis law, approximate it by the relaxation dynamics, couple it with the P.D.E., derive uniform estimates via an -technique, and then pass to the limit as the relaxation parameter vanishes. This yields existence of a solution for the modified problem. This procedure is also applied to other equations. Received: 25 May 2000 / Accepted: 11 May 2001 / Published online: 19 October 2001     

Über Die Stabilitätsdefinition Für Differenzengleichungen Die Partielle Differentialgleichungen Approximieren

For difference equations with constant coefficients necessary and sufficient algebraic stability conditions are given for the stability definitions used by G. Forsythe and W. Wasow (A) and P. D. Lax and R. D. Richtmyer (B). The application of these conditions for difference equations with variable coefficients is considered and it is shown that the stability condition of definitionA is not sufficient for stability. The same is true with respect to the definitionB if the difference equations are not parabolic and do not approximate first order systems. Therefore another stability definition is proposed and a number of properties are discussed.     

An Alternate Approach to Optimal L 2-Error Analysis of Semidiscrete Galerkin Methods for Linear Parabolic Problems with Nonsmooth Initial Data

In this article, we propose and analyze an alternate proof of a priori error estimates for semidiscrete Galerkin approximations to a general second order linear parabolic initial and boundary value problem with rough initial data. Our analysis is based on energy arguments without using parabolic duality. Further, it follows the spirit of the proof technique used for deriving optimal error estimates for finite element approximations to parabolic problems with smooth initial data and hence, it unifies both theories, that is, one for smooth initial data and other for nonsmooth data. Moreover, the proposed technique is also extended to a semidiscrete mixed method for linear parabolic problems. In both cases, optimal L ²-error estimates are derived, when the initial data is in L ². A superconvergence phenomenon is also observed, which is then used to prove L ^∞-estimates for linear parabolic problems defined on two-dimensional spatial domain again with rough initial data.     

A Gauss–Galerkin finite-difference method for singular partial differential equations in two space variables

A Gauss–Galerkin finite-difference method is proposed for the numerical solution of a class of linear, singular parabolic partial differential equations in two space dimensions. The method generalizes a Gauss–Galerkin method previously used for treating similar singular parabolic partial differential equations in one space dimension. Two test problems are studied and the numerical results are presented. These numerical results are encouraging and suggest that the proposed method is efficient in treating singular parabolic partial differential equations of the type considered here. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13 : 331–355, 1997     

Discrete and continuous maximum principles for parabolic and elliptic operators

The major qualitative properties of linear parabolic and elliptic operators/PDEs are the different maximum principles (MPs). Another important property is the stabilization property (SP), which connects these two types of operators/PDEs. This means that under some assumptions the solution of the parabolic PDE tends to an equilibrium state when t→∞, which is the solution of the corresponding elliptic PDE. To solve PDEs we need to use some numerical methods, and it is a natural requirement that these qualitative properties are preserved on the discrete level. In this work we investigate this question when a two-level discrete mesh operator is used as the discrete model of the parabolic operator (which is a one-step numerical procedure for solving the parabolic PDE) and a matrix as a discrete elliptic operator (which is a linear algebraic system of equations for solving the elliptic PDE). We clarify the relation between the discrete parabolic maximum principle (DPMP), the discrete elliptic maximum principle (DEMP) and the discrete stabilization property (DSP). The main result is that the DPMP implies the DSP and the DEMP.