On the Asymptotic and Numerical Analyses of Exponentially III-Conditioned Singularly Perturbed Boundary Value Problems

Asymptotic and numerical methods are used to study several classes of singularly perturbed boundary value problems for which the underlying homogeneous operators have exponentially small eigenvalues. Examples considered include the familiar boundary layer resonance problems and some extensions and certain linearized equations associated with metastable internal layer motion. For the boundary layer resonance problems, a systematic projection method, motivated by the work of De Groen [1], is used to analytically calculate high-order asymptotic solutions. This method justifies and extends some previous results obtained from the variational method of Grasman and Matkowsky [2]. A numerical approach, based on an integral equation formulation, is used to accurately compute boundary layer resonance solutions and their associated exponentially small eigenvalues. For various examples, the numerical results are shown to compare very favorably with two-term asymptotic results. Finally, some Sturm-Liouville operators with exponentially small spectral gap widths are studied. One such problem is applied to analyzing metastable internal layer motion for a certain forced Burgers equation.     

A Variational Approach to Nonlinear Singularly Perturbed Boundary-Value Problems

Carrier and Pearson introduced a nonlinear singularly perturbed boundary value problem that has served as a paradigm for problems where the method of matched asymptotic expansions (MAE) apparently fails. The “failure” of MAE is its inability to select the location of possible internal layers, though their structure is determined. Thus, a straightforward application of MAE leaves the positions of any internal layers arbitrary, though the asymptotic expansion of the exact solution to the problem exhibits internal layers only at specific locations. For this reason the solutions produced by MAE have been referred to as spurious solutions. We resolve the question of finding the positions of the interior layers by employing the variational approach of Grasman and Matkowsky. In addition, we show that this method tells how solutions bifurcate as the boundary values are varied, and give an alternative motivation for the variational approach via Newton”s method.     

Matched Asymptotic Expansions in the Two-body Problem with Quick Loss of Mass

In studying models for the two-body problem with quick lossof mass a boundary layer problem arises for a third-order systemof non-linear ordinary differential equations. The models areidentified by a real parameter n with n ? 1. It turns out thatfor n = 1 asymptotic approximations of the solutions can beobtained by applying the method of matched asymptotic expansionsaccouonding to Vasil'eva or a multiple time scales method developedby O'Malley. For n> 1 these methods break down and it isshown that this is due to the occurrence of "unexpected" orderfunctions in the asymptotic expansions. The expansions for n> 1 are obtained by constructing an inner and outer expansionof the solution and matching these by the process of takingintermediate limits. The asymptotic validity of the matched expansions is provedby using an iteration technique; the proof is constructive sothat it provides us at the same time with an alternative wayof constructing approximations without using a matching technique.     

A Method for Incorporating Transcendentally Small Terms into the Method of Matched Asymptotic Expansions

The essential ideas behind a method for incorporating exponentially small terms into the method of matched asymptotic expansions are demonstrated using an Ackerberg–O'Malley resonance problem and a spurious solutions problem of Carrier and Pearson. One begins with the application of the standard method of matched asymptotic expansions to obtain at least the leading terms in outer and inner (Poincaré-type) expansions; some, although not all, matching can be carried out at this stage. This is followed by the introduction of supplementary expansions whose gauge functions are transcendentally small compared to those in the standard expansions. Analysis of terms in these expansions allows the matching to be completed. Furthermore, the method allows for the inclusion of globally valid transcendentally small contributions to the asymptotic solution; it is well known that such terms may be numerically significant.     

Layer potential techniques for the narrow escape problem

The narrow escape problem consists in deriving the asymptotic expansion of the solution of a drift-diffusion equation with the Dirichlet boundary condition on a small absorbing part of the boundary and the Neumann boundary condition on the remaining reflecting boundaries. Using layer potential techniques, we rigorously find high-order asymptotic expansions of such solutions. The asymptotic formula explicitly exhibits the nonlinear interaction of many small absorbing targets. Based on the asymptotic theory for eigenvalue problems developed in Ammari et al. (2009) [3], we also construct high-order asymptotic formulas for the perturbation of eigenvalues of the Laplace and the drifted Laplace operators for mixed boundary conditions on large and small pieces of the boundary.     

On exponential ill-conditioning and internal layer behavior

In the limit of small difTusivity the internal layer behavior associated with the initial-boundary value problems for a viscous shock equation and a reaction diffusion equation is analyzed.As a result of the occurrence of exponentially small eigenvalues for the linearized problems the steady state internal layer solutions are shown to very sensitive to small perturbations.For the time dependent problems the small eigenvalues give rise to exponentially slow internal layer motion.Accurate numerical methods are used to compute the steady state internal layer solutions and the slow internal layer motion.The relationship between the viscous shock problem and some exponentially ill-conditioned linear singular perturbation problems is discussed.     

Characteristic frequencies of bodies with thin spikes III. Frequency splitting

The eigenvalue problem for the Laplace operator with the Neumann boundary conditions in a domain that has a thin spike of finite length is considered for the case in which the limit value is an eigenvalue both for the main body and the spike. The method of matched asymptotic expansions is used to construct total asymptotics of the eigenvalues of the perturbed problem and obtain closed formulas for the leading asymptotic terms. Translated fromMatematicheskie Zametki, Vol. 61, No. 4, pp. 494–502, April, 1997. Translated by V. E. Nazaikinskii     

On the exponentially slow motion of a viscous shock

Using formal asymptotic methods, we study the internal layer behavior associated with the following viscous shock problem in the limit ε → 0: The convex nonlinearity f(u) satisfies f(α) = f(–α). For the steady problem, we show that the method of matched asymptotic expansions fails to uniquely determine the location of the equilibrium shock layer solution. This indeterminacy, resulting from neglecting certain exponentially small effects, is eliminated by using the projection method, which exploits certain properties of the spectrum associated with the linearized operator. For the time dependent problem, we show that the viscous shock, which is formed from initial data, drifts towards the equilibrium solution on an exponentially long time interval of the order O(e^C/ε), for some C > 0. This exponentially slow behavior is analyzed by deriving an equation of motion for the location of the viscous shock. For Burgers equation (f(u) = u²/2), the results give an analytical characterization of the slow shock layer motion observed numerically in Kreiss and Kreiss; see [11]. We also show that the shock layer behavior is very sensitive to small changes in the boundary operator. In addition, using a WKB-type method, the slow viscous shock motion is studied numerically for small ε, the results comparing favorably with corresponding analytical results. Finally, we relate the slow viscous shock motion to similar slow internal layer motion for the Allen-Cahn equation.     

On the application of the method of matching asymptotic expansions to a singular system of ordinary differential equations with a small parameter

We consider a bisingular initial value problem for a system of ordinary differential equations with a single small parameter, the asymptotics of whose solution can be constructed in the form of power-logarithmic series on several boundary layers and an external layer. To use the method of matching asymptotic expansions, we prove theorems that permit one to make the passage between two adjacent layers and obtain a uniform estimate of the approximation to the solution by a composite asymptotic expansion.     

Asymptotics of the Solution to a Stationary Piecewise-Smooth Reaction-Diffusion-Advection Equation*

A singularly perturbed boundary value problem for a piecewise-smooth nonlinear stationary equation of reaction-diffusion-advection type is studied. A new class of problems in the case when the discontinuous curve which separates the domain is monotone with respect to the time variable is considered. The existence of a smooth solution with an internal layer appearing in the neighborhood of some point on the discontinuous curve is studied. An efficient algorithm for constructing the point itself a...     

合成展开法应用于球壳对称弯曲的边界层问题

本文推广钱伟长在[5]中提出的合成展开法分析双参数边界层问题. 对于受均布荷载作用的球壳对称变形问题,其非线性平衡方程可以写成(2.3a),(2.3b):式中ε与δ是待定参数.当δ=1,ε是小参数时,这是第一边界层问题:当δ与ε都县小参数时.这是第二边界层问题. 对于上述问题,我们假定ε,δ和p满足ε3pδ=1-ε在这个条件下,应用推广的合成展开法,求出上述问题具有固定边界条件情况的渐近解.     

一类非线性奇摄动方程解的渐近表示

应用匹配渐近方法讨论一类非线性奇异摄动方程的边值问题解的渐近表示,得到了边界层或冲击层解的刻画,阐述了边界参数对边界层或冲击层位置的影响.     

Asymptotic expansion of the solution to the convective diffusion problem in the wake of a spherical particle

The exterior boundary value problem of steady-state diffusion around a spherical particle placed in a Stokes flow is considered at high Peclet numbers. A complete asymptotic expansion of the solution in the wake of the particle is constructed by the method of matched asymptotic expansions.     

多重尺度法的计算机计算——一类非线性方程组的狄立克雷问题

应用多重尺度的边界层方法和计算机符号运算研究一类非线性方程组的边值问题解的渐近性质,构造出解的渐近展开式和估计了余项.并分析一个实例.为多重尺度方法的应用提供新的前景.     

Self-adjoint Extensions for the Neumann Laplacian and Applications

A new technique is proposed for the analysis of shape optimization problems. The technique uses the asymptotic analysis of boundary value problems in singularly perturbed geometrical domains. The asymptotics of solutions are derived in the framework of compound and matched asymptotics expansions. The analysis involves the so-called interior topology variations. The asymptotic expansions are derived for a model problem, however the technique applies to general elliptic boundary value problems. The self-adjoint extensions of elliptic operators and the weighted spaces with detached asymptotics are exploited for the modelling of problems with small defects in geometrical domains, The error estimates for proposed approximations of shape functionals are provided.     

THE ASYMPTOTIC BEHAVIOR OF SOLUTION FOR A CLASS OF STRONGLY NONLINEAR NON-AUTONOMOUS EQUATION

In this paper, using the singularly perturbed theory and the boundary layer corrective method, the asymptotic behavior of solution for a class of strongly nonlinear non-autonomous equations and the infection for asymptotic behavior of the solution with regard to the boundary condition are studied. According to the different regions of the boundary value, the asymptotic expansions of the solution for the original problem are obtained simply and conveniently.     

Concordance method of asymptotic expansions in a singularly-perturbed boundary-value problem for the Laplace operator

In this paper, the concordance method of asymptotic expansions is demonstrated by examining the construction of asymptotics with respect to a small parameter of eigenvalues of the Dirichlet problem for the Laplace operator in an n-dimensional bounded domain with a thin cylindrical appendix of finite length.Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 5, Asymptotic Methods, 2003.     

On the bending of plates with transverse shear deformation and mixed periodic boundary conditions

The method of matched asymptotic expansions is used to find a homogenized problem whose solution is an approximation to the solution of a mixed periodic boundary value problem in the theory of bending of thin elastic plates. A critical size for the fixed parts of the boundary is found such that the boundary condition of the homogenized problem is an intermediate case between that for the clamped edge plate and that for the free boundary plate.     

On boundary value problems for the domain exterior to a thin or slender region

In this paper a method for obtaining uniformly valid asymptotic expansions of the solution of the boundary value problems in domains exterior to thin or slender regions is given. This approach combines the Tuck's method, based on the use of a suitable co-ordinates system with the method given by Handelsman and Keller yielding complete uniform asymptotic expansion of the solution for slender body problems. Our method avoids the determination of the extremities of the segment containing singularities; it is pointed out that this last problem is a pure geometrical one and independent of solving concrete boundary value problems in the given domain.     

具非线性边界条件的Volterra型泛函微分方程边值问题奇摄动

首先利用微分不等式理论和一些分析技巧,探讨了一类具非线性边界条件的二阶Volterra型泛函微分方程边值问题解的存在性问题.然后通过对右端边界层函数和外部解的构造,进一步研究了一类具小参数的二阶Votterra型非线性边值问题.利用微分中值定理和上、下解方法得到了边值问题解的存在性,并给出了解的关于小参数的一致有效渐近展开式.