An analytic method for the initial value problem of the electric field system in vertical inhomogeneous anisotropic media

The time-dependent system of partial differential equations of the second order describing the electric wave propagation in vertically inhomogeneous electrically and magnetically biaxial anisotropic media is considered. A new analytical method for solving an initial value problem for this system is the main object of the paper. This method consists in the following: the initial value problem is written in terms of Fourier images with respect to lateral space variables, then the resulting problem is reduced to an operator integral equation. After that the operator integral equation is solved by the method of successive approximations. Finally, a solution of the original initial value problem is found by the inverse Fourier transform.     

Solving an initial value problem in inhomogeneous electrically and magnetically anisotropic uniaxial media

An initial value problem for a system of the second order partial differential equations, describing the electric wave propagation in vertically inhomogeneous electrically and magnetically anisotropic uniaxial media, is the main object of the study. The present paper suggests and justifies a new algorithm for solving this problem. This algorithm has several steps. On the first step the original initial value problem is written in terms of the Fourier images with respect to lateral variables. After that the obtained problem is transformed into an equivalent second kind vector integral equation of the Volterra type. A solution of this integral equation is constructed by successive approximations. At last, using the real Paley-Wiener theorem, a solution of the original initial value problem is found.     

Local existence of the solution to the initial‐boundary value problem in nonlinear thermomicroelasticity theory

We prove a theorem about local existence (in time) of the solution to the first initial‐boundary value problem for a nonlinear system of equation of the thermomicroelasticity theory. At first, we prove existence, uniqueness and regularity of the solution to this problem for the associated linearized system by using the method of semi‐group theory. Next, basing on this theorem, we prove an energy estimate for the solution to the linearized system by applying the method of Sobolev space. At the end, using the Banach fixed point theorem, we prove that the solution of our nonlinear problem exists and is unique. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

D'Alembert‐type solution of the Cauchy problem for the Boussinesq‐Klein‐Gordon equation

In this paper, we construct a weakly‐nonlinear d'Alembert‐type solution of the Cauchy problem for the Boussinesq‐Klein‐Gordon (BKG) equation. Similarly to our earlier work based on the use of spatial Fourier series, we consider the problem in the class of periodic functions on an interval of finite length (including the case of localized solutions on a large interval), and work with the nonlinear partial differential equation with variable coefficients describing the deviation from the oscillating mean value. Unlike our earlier paper, here we develop a novel multiple‐scales procedure involving fast characteristic variables and two slow time scales and averaging with respect to the spatial variable at a constant value of one or another characteristic variable, which allows us to construct an explicit and compact d'Alembert‐type solution of the nonlinear problem in terms of solutions of two Ostrovsky equations emerging at the leading order and describing the right‐ and left‐propagating waves. Validity of the constructed solution in the case when only the first initial condition for the BKG equation may have nonzero mean value follows from our earlier results, and is illustrated numerically for a number of instructive examples, both for periodic solutions on a finite interval, and localized solutions on a large interval. We also outline an extension of the procedure to the general case, when both initial conditions may have nonzero mean values. Importantly, in all cases, the initial conditions for the leading‐order Ostrovsky equations by construction have zero mean, while initial conditions for the BKG equation may have nonzero mean values.     

高维广义Kuramoto-Sivashinsky型方程Fourier拟谱方法的大时间误差估计

在很多物理问题中出现如下方程:Kuramoto在研究反应扩散系统耗散结构时导出了上述方程,Sivashinsky在模拟火焰传播时也得到了它.此外,它还出现在粘性层流和Navier-Stokes方程的分枝解中.在[5-8]中,作者研究了一维情形下周期初值问题的整体吸引子和分枝解;[9]提出了广义KS型方程;[10-14]中研究了它的光滑解的存在性和t→+∞时的渐近性     

Initial conditions for the cylindrical Korteweg‐de Vries equation

In this paper, we find suitable initial conditions for the cylindrical Korteweg‐de Vries equation by first solving exactly the initial‐value problem for localized solutions of the underlying axisymmetric linear long‐wave equation. The far‐field limit of the solution of this linear problem then provides, through matching, an initial condition for the cylindrical Korteweg‐de Vries equation. This initial condition is associated only with the leading wave front of the far‐field limit of the linear solution. The main motivation is to resolve the discrepancy between the exact mass conservation law, and the “mass” conservation law for the cylindrical Korteweg‐de Vries equation. The outcome is that in the linear initial‐value problem all the mass is carried behind the wave front, and then the “mass” in the initial condition for the cylindrical Korteweg‐de Vries equation is zero. Hence, the evolving solution in the cylindrical Korteweg‐de Vries equation has zero “mass.” This situation arises because, unlike the well‐known unidirectional Korteweg‐de Vries equation, the solution of the initial‐value problem for the axisymmetric linear long‐wave problem contains both outgoing and ingoing waves, but in the cylindrical geometry, the latter are reflected at the origin into outgoing waves, and eventually the total outgoing solution is a combination of these and those initially generated.     

Boundary element solution of a scattering problem involving a generalized impedance boundary condition

A boundary element method is introduced to approximate the solution of a scattering problem for the Helmholtz equation with a generalized Fourier–Robin‐type boundary condition given by a second‐order elliptic differential operator. The formulation involves three unknown fields, but is free from any hypersingular integral. Existence and uniqueness of the solution are established using a Babuška inf–sup condition. When implementing the method, a lumping process allows to remove two fields from the formulation. The numerical solution has thus the same cost as the one of a problem relative to a usual Neumann boundary condition. Numerical tests confirm the ability of the method for solving this type of non‐standard boundary value problems. Copyright © 1999 John Wiley & Sons, Ltd.     

Fractional model and solution for the Black‐Scholes equation

This work presents a new model of the fractional Black‐Scholes equation by using the right fractional derivatives to model the terminal value problem. Through nondimensionalization and variable replacements, we convert the terminal value problem into an initial value problem for a fractional convection diffusion equation. Then the problem is solved by using the Fourier‐Laplace transform. The fundamental solutions of the derived initial value problem are given and simulated and display a slow anomalous diffusion in the fractional case.     

A numerical study of parabolic problems with nonlinear boundary conditions

In this paper, we consider an initial‐boundary value problem for a parabolic equation with nonlinear boundary conditions. The solution to the problem can be expressed as a convolution integral of a Green's function and two unknown functions. We change the problem to a system of two nonlinear Volterra integral equations of convolution type. By using an explicit procedure on the basis of Sinc‐function properties, the resulting integral equations are replaced by a system of nonlinear algebraic equations, whose solution yields an accurate approximate solution to the parabolic problem. Some examples are considered to illustrate the ability of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd.     

A fractional splitting algorithm for nonoverlapping domain decomposition for parabolic problem

In this article we study the convergence of the nonoverlapping domain decomposition for solving large linear system arising from semi‐discretization of two‐dimensional initial value problem with homogeneous boundary conditions and solved by implicit time stepping using first and two alternatives of second‐order FS‐methods. The interface values along the artificial boundary condition line are found using explicit forward Euler's method for the first‐order FS‐method, and for the second‐order FS‐method to use extrapolation procedure for each spatial variable individually. The solution by the nonoverlapping domain decomposition with FS‐method is applicable to problems that requires the solution on nonuniform meshes for each spatial variable, which will enable us to use different time‐stepping over different subdomains and with the possibility of extension to three‐dimensional problem. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 609–624, 2002     

The Klein–Gordon Equation in a Domain with Time‐Dependent Boundary

We solve a Dirichlet boundary value problem for the Klein–Gordon equation posed in a time‐dependent domain. Our approach is based on a general transform method for solving boundary value problems for linear and integrable nonlinear PDE in two variables. Our results consist of the inversion formula for a generalized Fourier transform, and of the application of this generalized transform to the solution of the boundary value problem.     

Global existence and large time behavior of solutions for the bipolar quantum hydrodynamic models in the quarter plane

In this paper, we discuss a bipolar transient quantum hydrodynamic model for charge density, current density, and electric field in the quarter plane. This model takes the form of a classical Euler–Poisson system with the additional dispersion terms caused by the quantum (Bohn) potential. We show global existence of smooth solutions for the initial boundary value problem when the initial data are near the nonlinear diffusive waves, which are different from the steady state. We also show the asymptotical behavior of the global smooth solution towards the nonlinear diffusive waves and obtain the algebraic decay rates. These results are proved by elaborate energy methods. Finally, using the Fourier analysis, we obtain the optimal convergence rates of the solutions towards the nonlinear diffusion waves. As far as we known, this is the first result about the initial boundary value problem of the one‐dimensional bipolar quantum hydrodynamic model in the quarter plane. Copyright © 2013 John Wiley & Sons, Ltd.     

Existence and regularizing rate estimates of solutions to the 3‐D generalized micropolar system in Fourier‐Besov spaces

In this paper, we study global existence and asymptotic stability of solutions for the initial value problem of the three‐dimensional (3‐D) generalized incompressible micropolar system in Fourier‐Besov spaces. Besides, we also establish some regularizing rate estimates of the higher‐order spatial derivatives of solutions, which particularly imply the spatial analyticity and the temporal decay of global solutions.     

移动边界半线性热传导方程始边值问题分析近似解

本文应用Fourier方法求得移动边界非齐次线性热传导方程始边值问题解及半线性方程问题分析近似解     

Fourier method in an initial-boundary value problem for a first-order partial differential equation with involution

The Fourier method is used to obtain a classical solution of an initial-boundary value problem for a first-order partial differential equation with involution in the function and its derivative. The series Σ produced by the Fourier method as a formal solution of the problem is represented as Σ = S ₀ + (Σ − Σ₀₎, where Σ₀ is the formal solution of a special reference problem for which the sum S ₀ can be explicitly calculated. Refined asymptotic formulas for the solution of the Dirac system are used to show that the series Σ − Σ₀ and the series obtained from it by termwise differentiation converge uniformly. Minimal smoothness assumptions are imposed on the initial data of the problem.     

The transmutation operator method for efficient solution of the inverse Sturm‐Liouville problem on a half‐line

The inverse Sturm‐Liouville problem on a half‐line is considered. With the aid of a Fourier‐Legendre series representation of the transmutation integral kernel and the Gel'fand‐Levitan equation, the numerical solution of the problem is reduced to a system of linear algebraic equations. The potential q is recovered from the first coefficient of the Fourier‐Legendre series. The resulting numerical method is direct and simple. The results of the numerical experiments are presented.     

Asymptotic behavior of solutions to a class of nonlinear wave equations of sixth order with damping

We investigate the initial value problem for a class of nonlinear wave equations of sixth order with damping. The decay structure of this equation is of the regularity‐loss type, which causes difficulty in high‐frequency region. By using the Fourier splitting frequency technique and energy method in Fourier space, we establish asymptotic profiles of solutions to the linear equation that is given by the convolution of the fundamental solutions of heat and free wave equation. Moreover, the asymptotic profile of solutions shows the decay estimate of solutions to the corresponding linear equation obtained in this paper that is optimal under some conditions. Finally, global existence and optimal decay estimate of solutions to this equation are also established. Copyright © 2016 John Wiley & Sons, Ltd.     

Consistent Initialization of Sensitivity Matrices for a Class of Parametric DAE Systems

A class of parametric semi-explicit differential algebraic equation (DAE) systems up to index 2 is considered. It is well known that initial value problems with DAE systems do not have a solution for every initial value. The initial value has to be consistent. Therefore, a method for the calculation of consistent initial values for this class of systems is introduced. In addition, various applications need information about the dependency of the solution of an initial value problem with respect to given parameters. This question leads to a linear matrix DAE system, the sensitivity DAE system, for which consistent initial values have to be provided as well. An appropriate consistent initialization method based on the solution differentiability of parametric nonlinear optimization problems in combination with Newton's method is developed. An illustrative example shows the capability of the method.     

Mixed problem for a first-order partial differential equation with involution and periodic boundary conditions

The Fourier method is used to find a classical solution of the mixed problem for a first-order differential equation with involution and periodic boundary conditions. The application of the Fourier method is substantiated using refined asymptotic formulas obtained for the eigenvalues and eigenfunctions of the corresponding spectral problem. The Fourier series representing the formal solution is transformed using certain techniques, and the possibility of its term-by-term differentiation is proved. Minimal requirements are imposed on the initial data of the problem.     

Method of weighted residuals as applied to nonlinear differential equations

A new method for solving a class of nonlinear boundary-value problems is presented. In this method, the nonlinear equation is linearized by guessing an initial solution and using it to evaluate the nonlinear terms. Next, a method of weighted residuals is applied to transform the linearized form of the boundary value problem to an initial value problem. The second (improved) solution is obtained by integrating the initial value problem by a fourth order Runge-Kutta scheme. The entire process is repeated until a desired convergence criterion is achieved.