Asymptotically Equivalent Singular Perturbation Problems

A study is made of a two-point nonlinear boundary-value problem with a small parameter multiplying the highest derivative. It is shown that under certain circumstances the asymptotic solution to the problem is expressible in terms of the solution to a linear boundary-value problem—in which case the two problems are said to be asymptotically equivalent. The coefficients of the linear problem necessarily satisfy certain conditions, and these conditions are shown to bear a close relationship to the equations obtained in constructing a solution to the nonlinear problem by standard matching methods.     

Local and parallel finite element method for solving the biharmonic eigenvalue problem of plate vibration

In this paper, we establish a new local and parallel finite element discrete scheme based on the shifted‐inverse power method for solving the biharmonic eigenvalue problem of plate vibration. We prove the local error estimation of finite element solution for the biharmonic equation/eigenvalue problem and prove the error estimation of approximate solution obtained by the local and parallel scheme. When the diameters of three grids satisfy H⁴ = ?(w²) = ?(h), the approximate solutions obtained by our schemes can achieve the asymptotically optimal accuracy. The numerical experiments show that the computational schemes proposed in this paper are effective to solve the biharmonic eigenvalue problem of plate vibration.     

Nonlinear Eigenvalue Problems in the Stability Analysis of Morphogen Gradients

This paper is concerned with several eigenvalue problems in the linear stability analysis of steady state morphogen gradients for several models of Drosophila wing imaginal discs including one not previously considered. These problems share several common difficulties including the following: (a) The steady state solution which appears in the coefficients of the relevant differential equations of the stability analysis is only known qualitatively and numerically. (b) Though the governing differential equations are linear, the eigenvalue parameter appears nonlinearly after reduction to a problem for one unknown. (c) The eigenvalues are determined not only as solutions of a homogeneous boundary value problem with homogeneous Dirichlet boundary conditions, but also by an alternative auxiliary condition to one of the Dirichlet conditions allowed by a boundary condition of the original problem. Regarding the stability of the steady state morphogen gradients, we prove that the eigenvalues must all be positive and hence the steady state morphogen gradients are asymptotically stable. The other principal finding is a novel result pertaining to the smallest (positive) eigenvalue that determines the slowest decay rate of transients and the time needed to reach steady state. Here we prove that the smallest eigenvalue does not come from the nonlinear Dirichlet eigenvalue problem but from the complementary auxiliary condition requiring only to find the smallest zero of a rational function. Keeping in mind that even the steady state solution needed for the stability analysis is only known numerically, not having to solve the nonlinear Dirichlet eigenvalue problem is both an attractive theoretical outcome and a significant computational simplification.     

On the asymptotic behavior of solutions of nonlinear second-order parabolic equations

We study the asymptotic behavior as t → +∞ of solutions to a semilinear second-order parabolic equation in a cylindrical domain bounded in the spatial variable. We find the leading term of the asymptotic expansion of a solution as t → +∞ and show that each solution of the problem under consideration is asymptotically equivalent to a solution of some nonlinear ordinary differential equation.     

Asymptotics of eigenvalues of the nonlinear eigenvalue problem arising from the near mixed-mode crack-tip stress-strain field problems

In the present paper, approximate analytical and numerical solutions to nonlinear eigenvalue problems arising in nonlinear fracture mechanics in studying stress-strain fields near a crack tip under mixed-mode loading are presented. Asymptotic solutions are obtained by the perturbation method (the artificial small parameter method). The artificial small parameter is the difference between the eigenvalue corresponding to the nonlinear eigenvalue problem and the eigenvalue related to the linear “undisturbed” problem. It is shown that the perturbation technique is an effective method of solving nonlinear eigenvalue problems in nonlinear fracture mechanics. A comparison of numerical and asymptotic results for different values of the mixity parameter and hardening exponent shows good agreement. Thus, the perturbation theory technique for studying nonlinear eigenvalue problems is offered and applied to eigenvalue problems arising in fracture mechanics analysis in the case of mixed-mode loading.     

Trace optimization and eigenproblems in dimension reduction methods

This paper gives an overview of the eigenvalue problems encountered in areas of data mining that are related to dimension reduction. Given some input high‐dimensional data, the goal of dimension reduction is to map them to a low‐dimensional space such that certain properties of the original data are preserved. Optimizing these properties among the reduced data can be typically posed as a trace optimization problem that leads to an eigenvalue problem. There is a rich variety of such problems and the goal of this paper is to unravel relationships between them as well as to discuss effective solution techniques. First, we make a distinction between projective methods that determine an explicit linear mapping from the high‐dimensional space to the low‐dimensional space, and nonlinear methods where the mapping between the two is nonlinear and implicit. Then, we show that all the eigenvalue problems solved in the context of explicit linear projections can be viewed as the projected analogues of the nonlinear or implicit projections. We also discuss kernels as a means of unifying linear and nonlinear methods and revisit some of the equivalences between methods established in this way. Finally, we provide some illustrative examples to showcase the behavior and the particular characteristics of the various dimension reduction techniques on real‐world data sets. Copyright © 2010 John Wiley & Sons, Ltd.     

A posteriori estimators for nonlinear elliptic partial differential equations

Many works have reported results concerning the mathematical analysis of the performance of a posteriori error estimators for the approximation error of finite element discrete solutions to linear elliptic partial differential equations. For each estimator there is a set of restrictions defined in such a way that the analysis of its performance is made possible. Usually, the available estimators may be classified into two types, i.e., the implicit estimators (based on the solution of a local problem) and the explicit estimators (based on some suitable norm of the residual in a dual space). Regarding the performance, an estimator is called asymptotically exact if it is a higher-order perturbation of a norm of the exact error. Nowadays, one may say that there is a larger understanding about the behavior of estimators for linear problems than for nonlinear problems. The situation is even worse when the nonlinearities involve the highest derivatives occurring in the PDE being considered (strongly nonlinear PDEs). In this work we establish conditions under which those estimators, originally developed for linear problems, may be used for strongly nonlinear problems, and how that could be done. We also show that, under some suitable hypothesis, the estimators will be asymptotically exact, whenever they are asymptotically exact for linear problems. Those results allow anyone to use the knowledge about estimators developed for linear problems in order to build new reliable and robust estimators for nonlinear problems.     

The dissipation of nonlinear dispersive waves: the case of asymptotically weak nonlinearity

It is proved herein that certain smooth, global solutions of a class of quasi-linear, dissipative wave equations have precisely the same leading order, long-time, asymptotic behavior as the solutions with the same initial data of the corresponding linearized equations. The solutions of the nonlinear equations are shown to be asymptotically self-similar with explicitly determined profiles. The equations considered have homogeneous nonlinearities and homogeneous dispersive and dissipative symbols. By relating these degrees of homogeneous to the leading order asymptotic behavior of the Fourier transform of the initial data near k= 0, different classes of long-time asymptotic behavior are characterized. These results cover the case where dissipation is not asymptotically negligible in comparison with dispersion, and where nonlinear effect are asymptotically negligible in comparison with linear effect, i.e., dissipation and dispersion. They always hold for solutions with "small" initial data. In most circumstances however a new a priori bound on certain negative homogeneous Sobolev norms of solutions is obtained, which implies that any solution, even one which is initially "large" will eventually satisfy the smallness condition, and hence will have the above described asymptotic behavior     

Long‐Time Asymptotics for the Focusing Nonlinear Schrödinger Equation with Nonzero Boundary Conditions at Infinity and Asymptotic Stage of Modulational Instability

We characterize the long‐time asymptotic behavior of the focusing nonlinear Schrödinger (NLS) equation on the line with symmetric, nonzero boundary conditions at infinity by using a variant of the recently developed inverse scattering transform (IST) for such problems and by employing the nonlinear steepest‐descent method of Deift and Zhou for oscillatory Riemann‐Hilbert problems. First, we formulate the IST over a single sheet of the complex plane without introducing the uniformization variable that was used by Biondini and Kova?i? in 2014. The solution of the focusing NLS equation with nonzero boundary conditions is thereby associated with a matrix Riemann‐Hilbert problem whose jumps grow exponentially with time for certain portions of the continuous spectrum. This growth is the signature of the well‐known modulational instability within the context of the IST. We then eliminate this growth by performing suitable deformations of the Riemann‐Hilbert problem in the complex spectral plane. The results demonstrate that the solution of the focusing NLS equation with nonzero boundary conditions remains bounded at all times. Moreover, we show that, asymptotically in time, the xt ‐plane decomposes into two types of regions: a left far‐field region and a right far‐field region, where the solution equals the condition at infinity to leading order up to a phase shift, and a central region in which the asymptotic behavior is described by slowly modulated periodic oscillations. Finally, we show how, in the latter region, the modulus of the leading‐order solution, initially obtained as a ratio of Jacobi theta functions, can be reduced to the well‐known elliptic solutions of the focusing NLS equation. These results provide the first characterization of the long‐time behavior of generic perturbations of a constant background in a modulationally unstable medium. © 2017 Wiley Periodicals, Inc.     

A two-grid discretization scheme for eigenvalue problems

A two-grid discretization scheme is proposed for solving eigenvalue problems, including both partial differential equations and integral equations. With this new scheme, the solution of an eigenvalue problem on a fine grid is reduced to the solution of an eigenvalue problem on a much coarser grid, and the solution of a linear algebraic system on the fine grid and the resulting solution still maintains an asymptotically optimal accuracy.

     

An optimal asymptotic-numerical method for convection dominated systems having exponential boundary layers

The convection dominated diffusion problems are studied. Higher order accurate numerical methods are presented for problems in one and two dimensions. The underlying technique utilizes a superposition of given problem into two independent problems. The first one is the reduced problem that refers to the outer or smooth solution. Stretching transformation is used to obtain the second problem for inner layer solution. The method considered for outer or degenerate problems are based on higher order Runge–Kutta methods and upwind finite differences. However, inner problem is solved analytically or asymptotically. The schemes presented are proved to be consistent and stable. Possible extensions to delay differential equations and to nonlinear problems are outlined. Numerical results for several test examples are illustrated and a comparative analysis is presented. It is observed that the method presented is highly accurate and easy to implement. Moreover, the numerical results obtained are not only comparable with the exact solution but also in agreement with the theoretical estimates.     

Laguerre collocation solutions to boundary layer type problems

In this paper a Laguerre collocation type method based on usual Laguerre functions is designed in order to solve high order nonlinear boundary value problems as well as eigenvalue problems, on semi-infinite domain. The method is first applied to Falkner–Skan boundary value problem. The solution along with its first two derivatives are computed inside the boundary layer on a fine grid which cluster towards the fixed boundary. Then the method is used to solve a generalized eigenvalue problem which arise in the study of the stability of the Ekman boundary layer. The method provides reliable numerical approximations, is robust and easy implementable. It introduces the boundary condition at infinity without any truncation of the domain. A particular attention is payed to the treatment of boundary conditions at origin. The dependence of the set of solutions to Falkner–Skan problem on the parameter embedded in the system is reproduced correctly. For Ekman eigenvalue problem, the critical Reynolds number which assure the linear stability is computed and compared with existing results. The leftmost part of the spectrum is validated using QZ as well as some Jacobi–Davidson type methods.     

Multiple-scale Homogenization for Weakly Nonlinear Conservation Laws with Rapid Spatial Fluctuations

We consider hyperbolic conservation laws with rapid periodic spatial fluctuations and study initial value problems that correspond to small perturbations about a steady state. Weakly nonlinear solutions are computed asymptotically using multiple spatial and temporal scales to capture the homogenized solution as well as its long-term behavior. We show that the linear problem may be destabilized through interactions between two solution modes and the periodic structure. We also show that a discontinuity, either in the initial data or due to shock formation, introduces rapid spatial and temporal fluctuations to leading order in its zone of influence. The evolution equations we derive for the homogenized leading-order solution are more general than their counterparts for conservation laws having no rapid spatial variations. In particular, these equations may be diffusive for certain general flux vectors. Selected examples are solved numerically to substantiate the asymptotic results.     

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.     

Linearized viscoelastic Oldroyd fluid motion in an almost periodic environment

In most of the linear homogenization problems involving convolution terms so far studied, the main tool used to derive the homogenized problem is the Laplace transform. Here we propose a direct approach enabling one to tackle both linear and nonlinear homogenization problems that involve convolution sequences without using Laplace transform. To illustrate this, we investigate in this paper the asymptotic behavior of the solutions of a Stokes–Volterra problem with rapidly oscillating coefficients describing the viscoelastic fluid flow in a fixed domain. Under the almost periodicity assumption on the coefficients of the problem, we prove that the sequence of solutions of our ?‐problem converges in L² to a solution of a rather classical Stokes system. One important fact is that the memory disappears in the limit. To achieve our goal, we use some very recent results about the sigma‐convergence of convolution sequences. Copyright © 2013 John Wiley & Sons, Ltd.     

Optimal control problem in a domain with branched structure and homogenization

We consider a linear parabolic problem in a thick junction domain which is the union of a fixed domain and a collection of periodic branched trees of height of order 1 and small width connected on a part of the boundary. We consider a three‐branched structure, but the analysis can be extended to n‐branched structures. We use unfolding operator to study the asymptotic behavior of the solution of the problem. In the limit problem, we get a multi‐sheeted function in which each sheet is the limit of restriction of the solution to various branches of the domain. Homogenization of an optimal control problem posed on the above setting is also investigated. One of the novelty of the paper is the characterization of the optimal control via the appropriately defined unfolding operators. Finally, we obtain the limit of the optimal control problem. Copyright © 2016 John Wiley & Sons, Ltd.     

A Two-Level Method for Nonsymmetric Eigenvalue Problems

A two-level discretization method for eigenvalue problems is studied. Compared to the standard Galerkin finite element discretization technique performed on a fine grid this method discretizes the eigenvalue problem on a coarse grid and obtains an improved eigenvector (eigenvalue) approximation by solving only a linear problem on the fine grid (or two linear problems for the case of eigenvalue approximation of nonsymmetric problems). The improved solution has the asymptotic accuracy of the Galerkin discretization solution. The link between the method and the iterated Galerkin method is established. Error estimates for the general nonsymmetric case are derived.     

A Jacobi–Davidson method for two‐real‐parameter nonlinear eigenvalue problems arising from delay‐differential equations

The critical delays of a delay‐differential equation can be computed by solving a nonlinear two‐parameter eigenvalue problem. The solution of this two‐parameter problem can be translated to solving a quadratic eigenvalue problem of squared dimension. We present a structure preserving QR‐type method for solving such quadratic eigenvalue problem that only computes real‐valued critical delays; that is, complex critical delays, which have no physical meaning, are discarded. For large‐scale problems, we propose new correction equations for a Newton‐type or Jacobi–Davidson style method, which also forces real‐valued critical delays. We present three different equations: one real‐valued equation using a direct linear system solver, one complex valued equation using a direct linear system solver, and one Jacobi–Davidson style correction equation that is suitable for an iterative linear system solver. We show numerical examples for large‐scale problems arising from PDEs. Copyright © 2012 John Wiley & Sons, Ltd.     

A full multigrid method for nonlinear eigenvalue problems

We introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of the nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary value problems on the sequence of finite element spaces and nonlinear eigenvalue problems on the coarsest finite element space. The linearized boundary value problems are solved by some multigrid iterations. Besides the multigrid iteration, all other efficient iteration methods for solving boundary value problems can serve as the linear problem solver. We prove that the computational work of this new scheme is truly optimal, the same as solving the linear corresponding boundary value problem. In this case, this type of iteration scheme certainly improves the overfull efficiency of solving nonlinear eigenvalue problems. Some numerical experiments are presented to validate the efficiency of the new method.     

A correction method for finding lower bounds of eigenvalues of the second‐order elliptic and Stokes operators

In this paper, for the second‐order elliptic and Stokes eigenvalue problems with variable coefficients, we propose a correction method to nonconforming eigenvalue approximations and prove that the corrected eigenvalues converge to the exact ones asymptotically from below. In particular, the asymptotic lower bound property of corrected eigenvalues is always valid whether the eigenfunctions are smooth or singular. Finally, we prove that the convergence order of corrected eigenvalues is still the same as that of uncorrected eigenvalues.