Ergodic BSDEs and related PDEs with Neumann boundary conditions

We study a new class of ergodic backward stochastic differential equations (EBSDEs for short) which is linked with semi-linear Neumann type boundary value problems related to ergodic phenomena. The particularity of these problems is that the ergodic constant appears in Neumann boundary conditions. We study the existence and uniqueness of solutions to EBSDEs and the link with partial differential equations. Then we apply these results to optimal ergodic control problems.     

n阶脉冲微分方程边值问题

本文利用微分不等式原理及脉冲微分方程初值问题基本理论研究了ｎ类ｎ阶脉冲微 分方程边值问题,得到了该边值问题解的存在性及解的存在唯一性的新的结果．     

分数阶微分方程多点分数阶边值问题

研究分数阶微分方程多点分数阶边值问题解的存在性与唯一性,利用不动点定理,得到了边值问题存在唯一解和至少存在1个解的充分条件.     

Multipoint boundary value problems of Neumann type for functional differential equations

We obtain the expression of the explicit solution to a class of multipoint boundary value problems of Neumann type for linear ordinary differential equations and apply these results to study sufficient conditions for the existence of solution to linear functional differential equations with multipoint boundary conditions, considering the particular cases of equations with delay and integro-differential equations.     

The lower bounds of life span of classical solutions to one‐dimensional initial‐Neumann boundary value problems for general quasilinear wave equations

In this paper, we will study the lower bounds of the life span (the maximal existence time) of solutions to the initial‐boundary value problems with small initial data and zero Neumann boundary data on exterior domain for one‐dimensional general quasilinear wave equations u_tt?u_xx=b(u,Du)u_xx+F(u,Du). Our lower bounds of the life span of solutions in the general case and special case are shorter than that of the initial‐Dirichlet boundary value problem for one‐dimensional general quasilinear wave equations. We clarify that although the lower bounds in this paper are same as that in the case of Robin boundary conditions obtained in the earlier paper, however, the results in this paper are not the trivial generalization of that in the case of Robin boundary conditions because the fundamental Lemmas 2.4, 2.5, 2.6, and 2.7, that is, the priori estimates of solutions to initial‐boundary value problems with Neumann boundary conditions, are established differently, and then the specific estimates in this paper are different from that in the case of Robin boundary conditions. Another motivation for the author to write this paper is to show that the well‐posedness of problem 1.1 is the essential precondition of studying the lower bounds of life span of classical solutions to initial‐boundary value problems for general quasilinear wave equations. The lower bound estimates of life span of classical solutions to initial‐boundary value problems is consistent with the actual physical meaning. Finally, we obtain the sharpness on the lower bound of the life span 1.8 in the general case and 1.10 in the special case. Copyright © 2015 John Wiley & Sons, Ltd.     

Second order parabolic equations in Banach spaces with dynamic boundary conditions

In this paper, we exhibit a unified treatment of the mixed initial boundary value problem for second order (in time) parabolic linear differential equations in Banach spaces, whose boundary conditions are of a dynamical nature. Results regarding existence, uniqueness, continuous dependence (on initial data) and regularity of classical and strict solutions are established. Moreover, several examples are given as samples for possible applications.

     

声波方程吸收边界条件的稳定性分析

引言对于无界区域中波动现象的数值模拟，必需引进人工边界将计算限制在一个有界区域上．为了确定解，需要在人工边界上加适当的边界条件．对于声波和弹性波方程，这样的一组人工边界条件，也叫吸收边界条件，在［1，2］中被系统地构造出来．对于声波方程，这些吸收边界条件恰好是单程波方程的近似．如山中所指出，减少边界反射，便于在计算中应用和稳定性是构造吸收边界条件的三点关键．Ellgqllist和Maid。用模态分析方法15］证明，带有［IJ中构造的吸收边界条件的波动方程初边值问题是适定的，并且估计了人工边界所产生的误差．对于更广…     

Parabolic Ito Equations with Mixed in Time Conditions

Abstract

We study linear stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the initial time is replaced by a condition that mixes the values of the solution at different times, including the terminal time and continuously distributed times. Uniqueness, solvability and regularity results for the solutions are obtained.     

Numerical Solution of Boundary Value Problems for Selfadjoint Differential Equations of 2nth Order

The paper is devoted to solving boundary value problems for self-adjoint linear differential equations of 2nth order in the case that the corresponding differential operator is self-adjoint and positive semidefinite. The method proposed consists in transforming the original problem to solving several initial value problems for certain systems of first order ODEs. Even if this approach may be used for quite general linear boundary value problems, the new algorithms described here exploit the special properties of the boundary value problems treated in the paper. As a consequence, we obtain algorithms that are much more effective than similar ones used in the general case. Moreover, it is shown that the algorithms studied here are numerically stable.     

A parametrization method for solving nonlinear two-point boundary value problems

A sharper version of the local Hadamard theorem on the solvability of nonlinear equations is proved. Additional parameters are introduced, and a two-parameter family of algorithms for solving nonlinear two-point boundary value problems is proposed. Conditions for the convergence of these algorithms are given in terms of the initial data. Using the right-hand side of the system of differential equations and the boundary conditions, equations are constructed from which initial approximations to the unknown parameters can be found. A criterion is established for the existence of an isolated solution to a nonlinear two-point boundary value problem. This solution is shown to be a continuous function of the data specifying the problem.     

Boundary integral equations for bending of thermoelastic plates with transmission boundary conditions

The solution of an initial‐boundary value problem for bending of a piecewise‐homogeneous thermoelastic plate with transverse shear deformation is represented as various combinations of single‐layer and double‐layer time‐dependent potentials. The unique solvability of the boundary integral equations generated by these representations is proved in spaces of distributions. Copyright © 2009 John Wiley & Sons, Ltd.     

关于Boussinesq方程组无粘极限的研究

该文主要研究三维Boussinesq方程组的无粘极限问题.为了克服Boussinesq方程组中温度和速度耦合项产生的困难,带温度的涡量方程需要与Slip边界条件匹配,通过计算得到温度更高阶的边界条件,结合迹定理和能量估计,最后得到了三维粘性Boussinesq方程组初边值问题强解的存在唯一性,并在平坦区域上得到了强解的...     

具有非局部边界条件的奇摄动反应扩散问题

本文研究了一类具有非局部边界条件的奇摄动反应扩散初始边值问题．在适当的条件下，利用比较定理讨论了问题解的渐近性态．     

On efficient numerical methods for an initial-boundary value problem with nonlocal boundary conditions

Many physical phenomena are modeled by nonclassical hyperbolic boundary value problems with nonlocal boundary conditions. In this paper, the problem of solving the one-dimensional wave equation subject to given initial and non-local boundary conditions is considered. These non-local conditions arise mainly when the data on the boundary cannot be measured directly. Several finite difference methods with low order have been proposed in other papers for the numerical solution of this one dimensional non-classic boundary value problem. Here, we derive a new family of efficient three-level algorithms with higher order to solve the wave equation and also use a Simpson formula with higher order to approximate the integral conditions. Additionally, the fourth-order formula is also adapted to nonlinear equations, in particular to the well-known nonlinear Klein–Gordon equations which many physical problems can be modeled with. Numerical results are presented and are compared with some existing methods showing the efficiency of the new algorithms.     

Equations différentielles stochastiques dans avec conditions aux bords

In this paper, we study affine boundary value problems for one dimensional stochastic differential equations. Under suitable conditions on the coefficients of the SDE, we prove existence and uniqueness results. Moreover, when the diffusion coefficient is linear, we give a necessary and sufficient condition insuring the solution is a Markov field.     

非线性Sobolev-Galpern方程解的blow up

本文研究非线性Ｓｏｂｏｌｅｖ－Ｃａｌｐｅｒｎ方程的初边值问题整体解的不存性即解的爆破问题,用能量估计方法并借助于Ｊｅｎｓｅｎ不等式证明了非线性Ｓｏｂｏｌｉｖ－Ｇａｌｐｅｒｎ方程各种初边值问题在某些假设下不存在整体解。     

一类具有非局部边界条件的反应扩散方程奇摄动问题

该文研究了一类具有非局部边界条件的奇摄动反应扩散初始边值问题。在适当的条件下，利用比较定理讨论了问题解的渐近性态。     

A Kind of Discrete Non-Reflecting Boundary Conditions for Varieties of Wave Equations

Abstract In this paper, a new kind of discrete non-reflecting boundary conditions is developed.It can be usedfor a variety of wave equations such as the acoustic wave equation, the isotropic and anisotropic elastic waveequations and the equations for wave propagation in multi-phase media and so on.In this kind of boundaryconditions,the composition of all artifical reflected waves,but not the individual reflected ones,is consideredand eliminated.Thus, it has a uniform formula for different wave equations.The velocity C_A of the composedreflected wave is determined in the way to make the reflection coefficients minimal,the value of which depends onequations.In this psper,the construction of the boundary conditions illustrated and C_A is found,numericalresults are presented to illustrate the effectiveness of the boundary conditions.     

Two-point and three-point boundary value problems for n th-order nonlinear differential equations

In this article, we are concerned with existence and uniqueness of solutions of four kinds of two-point boundary value problems for nth-order nonlinear differential equations by “Shooting” method, and studied existence and uniqueness of solutions of a kind of three-point boundary value problems for nth-order nonlinear differential equations by “Matching” method.