Unique solvability of a non‐local problem for mixed‐type equation with fractional derivative

In this work, we investigate a boundary problem with non‐local conditions for mixed parabolic–hyperbolic‐type equation with three lines of type changing with Caputo fractional derivative in the parabolic part. We equivalently reduce considered problem to the system of second kind Volterra integral equations. In the parabolic part, we use solution of the first boundary problem with appropriate Green's function, and in hyperbolic parts, we use corresponding solutions of the Cauchy problem. Copyright © 2016 John Wiley & Sons, Ltd.     

Solving a parabolic PDE with nonlocal boundary conditions using the Sinc method

In this paper, the problem of solving the parabolic partial differential equations subject to given initial and nonlocal boundary conditions is considered. We change the problem to a system of Volterra integral equations of convolution type. By using Sinc-collocation method, the resulting integral equations are replaced by a system of linear algebraic equations. The convergence analysis is included, and it is shown that the error in the approximate solution is bounded in the infinity norm by the condition number of the coefficient matrix multiplied by a factor that decays exponentially with the size of the system. Some examples are considered to illustrate the ability of this method.     

Determination of an unknown function in a parabolic inverse problem by Sinc‐collocation method

In this article, an inverse problem of determining an unknown time‐dependent source term of a parabolic equation is considered. We change the inverse problem to a Volterra integral equation of convolution‐type. By using Sinc‐collocation method, the resulting integral equation is replaced by a system of linear algebraic equations. The convergence analysis is included, and it is shown that the error in the approximate solution is bounded in the infinity norm by the condition number and the norm of the inverse of the coefficient matrix multiplied by a factor that decays exponentially with the size of the system. Some examples are given to demonstrate the computational efficiency of the method. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1584–1598, 2010     

On the combination of some semi‐discretization methods and boundary integral equations for the numerical solution of initial boundary value problems

We consider initial boundary value problems for the homogeneous differential equation of hyperbolic or parabolic type in the unbounded two‐ or three‐dimensional spatial domain with the homogeneous initial conditions and with Dirichlet or Neumann boundary condition. The numerical solution is realized in two steps. At first using the Laguerre transformation or Rothe's method with respect to the time variable the non‐stationary problem is reduced to the sequence of boundary value problems for the non‐homogeneous Helmholtz equation. Further we construct the special integral representation for solutions and obtain the sequence of boundary integral equations (without volume integrals). For the full‐discretization of integral equations we propose some projection methods.     

The Solvability for a Class of Nonlinear Integrodifferential Equations of Parabolic Type

In this paper we consider the well-posedness for a class of nonlinear integrodifferential equations of parabolic type. We use integral estimates to deduce an a priori estimate in the classical space C^{2+α,1+\frac{α}{2}}. The existence of the solution is established by means of the continuity method which is similar to a parabolic initial and boundary value problem. Moreover, the continuous dependence upon the data and the uniqueness of the solution are obtained. Finally, the results are generalized into a class of nonlinear integrodifferential systems.     

Determining the boundary of a two-dimensional region from the solution of the external initial boundary-value problem for the heat equation

We determine the boundary of a two-dimensional region using the solution of the external initial boundary-value problem for the nonhomogeneous heat equation. The initial values for the boundary determination include the right-hand side of the equation and the solution of the initial boundary-value problem given for finitely many points outside the region. The inverse problem is reduced to solving a system of two integral equations nonlinear in the function defining the sought boundary. An iterative procedure is proposed for numerical solution of the problem involving linearization of integral equations. The efficiency of the proposed procedure is investigated by a computer experiment.     

Time delayed parabolic systems with coupled nonlinear boundary conditions

The aim of this paper is to show the existence and uniqueness of a solution for a system of time-delayed parabolic equations with coupled nonlinear boundary conditions. The time delays are of discrete type which may appear in the reaction function as well as in the boundary function. The approach to the problem is by the method of upper and lower solutions for nonquasimonotone functions.

     

Determining the internal boundary of a region in the two-dimensional initial–boundary-value problem for the heat equation

The article investigates the reconstruction of the internal boundary of a two-dimensional region in the two-dimensional initial–boundary-value problem for the homogeneous heat equation. The initial values for the determination of the internal boundary are provided by a boundary condition of second kind on the external boundary and the solution of the initial–boundary-value problem at finitely many points inside the region. The inverse problem is reduced to solving a system of integral equations nonlinear in the function describing the sought boundary. An iterative numerical procedure is proposed involving linearization of integral equations.     

Delay nonlinear boundary conditions as limit of reactions concentrating in the boundary

In this work, we are interested in the dynamic behavior of a parabolic problem with nonlinear boundary conditions and delay in the boundary. We construct a reaction–diffusion problem with delay in the interior, where the reaction term is concentrated in a neighborhood of the boundary and this neighborhood shrinks to boundary, as a parameter ? goes to zero. We analyze the limit of the solutions of this concentrated problem and prove that these solutions converge in certain continuous function spaces to the unique solution of the parabolic problem with delay in the boundary. This convergence result allows us to approximate the solution of equations with delay acting on the boundary by solutions of equations with delay acting in the interior and it may contribute to analyze the dynamic behavior of delay equations when the delay is at the boundary.     

On the role of conservation laws and input data in the generation of peaking modes in quasilinear multidimensional parabolic equations with nonlinear source and in their approximations

We study unbounded solutions of a broad class of initial–boundary value problems for multidimensional quasilinear parabolic equations with a nonlinear source. By using a conservation law, we obtain conditions imposed solely on the input data and ensuring that a solution of the problem blows up in finite time. The blow-up time of the solution is estimated from above. By approximating the source function with the use of Steklov averaging with weight function coordinated with the nonlinear coefficients of the elliptic operator, we construct finite-difference schemes satisfying a grid counterpart of the integral conservation law.     

Asymptotic and spectral properties of operator‐valued functions generated by aircraft wing model

The present paper is devoted to the asymptotic and spectral analysis of an aircraft wing model in a subsonic air flow. The model is governed by a system of two coupled integro‐differential equations and a two parameter family of boundary conditions modelling the action of the self‐straining actuators. The differential parts of the above equations form a coupled linear hyperbolic system; the integral parts are of the convolution type. The system of equations of motion is equivalent to a single operator evolution–convolution equation in the energy space. The Laplace transform of the solution of this equation can be represented in terms of the so‐called generalized resolvent operator, which is an operator‐valued function of the spectral parameter. More precisely, the generalized resolvent is a finite‐meromorphic function on the complex plane having a branch‐cut along the negative real semi‐axis. Its poles are precisely the aeroelastic modes and the residues at these poles are the projectors on the generalized eigenspaces. The dynamics generator of the differential part of the system has been systematically studied in a series of works by the second author. This generator is a non‐selfadjoint operator in the energy space with a purely discrete spectrum. In the aforementioned series of papers, it has been shown that the set of aeroelastic modes is asymptotically close to the spectrum of the dynamics generator, that this spectrum consists of two branches, and a precise spectral asymptotics with respect to the eigenvalue number has been derived. The asymptotical approximations for the mode shapes have also been obtained. It has also been proven that the set of the generalized eigenvectors of the dynamics generator forms a Riesz basis in the energy space. In the present paper, we consider the entire integro‐differential system which governs the model. Namely, we investigate the properties of the integral convolution‐type part of the original system. We show, in particular, that the set of poles of the adjoint generalized resolvent is asymptotically close to the discrete spectrum of the operator that is adjoint to the dynamics generator corresponding to the differential part. The results of this paper will be important for the reconstruction of the solution of the original initial boundary‐value problem from its Laplace transform and for the analysis of the flutter phenomenon in the forthcoming work. Copyright © 2004 John Wiley & Sons, Ltd.     

On the bilaplacian problem with nonlinear boundary conditions

In this paper, we present a study for a nonlinear problem governed by the biharmonic equation in the plane. Using Green’s formula, the problem is converted into a system of nonlinear integral equations for the unknown data of the boundary. Existence and uniqueness of the solution of the system of nonlinear boundary integral equations is established.     

Global Weak Solutions for a Parabolic System Modeling a One-Dimensional Miscible Flow in Porous Media

We consider an initial boundary value problem for a nonlinear differential system of two equations. Such a system is formed by the equations of compressible miscible flow in a one-dimensional porous medium. No assumption about the mobility ratio is involved. Under some reasonable assumptions on the data, we prove the existence of a global weak solution. Our basic approach is the semi-Galerkin method. We use the technique of renormalized solutions for parabolic equations in the derivation ofa prioriestimates.     

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.     

Definite Condition of the Evolutionary $\vec{p}(x)$−Laplacian Equation

For the nonlinear degenerate parabolic equations, how to find an appropriate boundary value condition to ensure the well-posedness of weak solution has been an interesting and challenging problem. In this paper, we develop the general characteristic function method to study the stability of weak solutions based on a partial boundary value condition.     

Indirect boundary integral formulation for the solution of shear‐thinning flow inside single rotor mixers

An efficient indirect boundary integral formulation for the evaluation of inelastic non‐Newtonian shear‐thinning flows at low Reynolds number is presented in this article. The formulation is based on the solution of a homogeneous Stokes flow field and the use of a particular solution for the nonlinear non‐Newtonian terms that yields the complete solution to the problem. Matrix multiplications are reduced in comparison to other means of handling nonlinear terms in boundary integral formulations such as the dual reciprocity method. The iterative solution of the nonlinear system of equations has been performed with a modified Newton‐Raphson method obtaining accurate results for values of the power law index as low as 0.4 without domain partitioning. Geometries such as Couette flow and a typical industrial polymer mixer have been analyzed with the proposed method obtaining good results with a reduction in computational cost compared with other equivalent formulations. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27:1610–1627, 2011     

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     

On a Class of Coupled Variational Formulations for a Nonlinear Parabolic Equation

51.Introducti0nSince198O)stheoriesandapplicationsofboundaryelementmethods(BEM)orboundaryintegralmethods(BIM)havemadegreatsuccessesfortheparaboliclnit1alboundaryvalueproblems(seeL1-12j),andtheapproachhasbeenappliedtonumericalsolutionsofinitialboundaryva1ueproblemssuccessfully(seeL1-5j'L8j).Thepropertiesofboundaryelementoperatorshavebeenstudiedbyboundaryintegralmethodsbymanyauthors(see.[4j,L6J'[7j'L12J).Theseresultsprovideabasisforconvergencesanderrorestimatesfornumericalapproximationofbou…     

Numerical solution of nonlinear partial quadratic integro‐differential equations of fractional order via hybrid of block‐pulse and parabolic functions

In this paper, an effective numerical approach based on a new two‐dimensional hybrid of parabolic and block‐pulse functions (2D‐PBPFs) is presented for solving nonlinear partial quadratic integro‐differential equations of fractional order. Our approach is based on 2D‐PBPFs operational matrix method together with the fractional integral operator, described in the Riemann–Liouville sense. The main characteristic behind this approach is to reduce such problems to those of solving systems of algebraic equations, which greatly simplifies the problem. By using Newton's iterative method, this system is solved, and the solution of fractional nonlinear partial quadratic integro‐differential equations is achieved. Convergence analysis and an error estimate associated with the proposed method is obtained, and it is proved that the numerical convergence order of the suggested numerical method is O(h³) . The validity and applicability of the method are demonstrated by solving three numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the exact solutions much easier.     

The Wiener Sequential Testing Problem with Finite Horizon

We present a solution of the Bayesian problem of sequential testing of two simple hypotheses about the mean value of an observed Wiener process on the time interval with finite horizon. The method of proof is based on reducing the initial optimal stopping problem to a parabolic free-boundary problem where the continuation region is determined by two continuous curved boundaries. By means of the change-of-variable formula containing the local time of a diffusion process on curves we show that the optimal boundaries can be characterized as a unique solution of the coupled system of two nonlinear integral equations.