Boundary conditions and boundary layers for a multi-dimensional relaxation model

In this paper we study the linearized relaxation model of Katsoulakis and Tzavaras in a half-space with arbitrary space dimension n?1. Our main interest is to establish the asymptotic equivalence of the relaxation system and its corresponding multi-dimensional equilibrium conservation law. We identify and rigorously justify a necessary and sufficient condition (which we refer to as stiff Kreiss condition, or SKC in short) on the boundary condition to guarantee the uniform stability of the initial-boundary value problem of the relaxation system independent of the relaxation rate. The asymptotic convergence and the corresponding boundary layer behavior are studied by Fourier-Laplace transform and a detailed asymptotic analysis. The SKC is shown to be more restrictive than the classical uniform Kreiss condition for all n?1.     

Properties of the Principal Eigenvalues of a General Class of Non-classical Mixed Boundary Value Problems

In this paper we characterize the existence of principal eigenvalues for a general class of linear weighted second order elliptic boundary value problems subject to a very general class of mixed boundary conditions. Our theory is a substantial extension of the classical theory by P. Hess and T. Kato (1980, Comm. Partial Differential Equations5, 999-1030). In obtaining our main results we must give a number of new results on the continuous dependence of the principal eigenvalue of a second order linear elliptic boundary value problem with respect to the underlying domain and the boundary condition itself. These auxiliary results complement and in some sense complete the theory of D. Daners and E. N. Dancer (1997, J. Differential Equations138, 86-132). The main technical tool used throughout this paper is a very recent characterization of the strong maximum principle in terms of the existence of a positive strict supersolution due to H. Amann and J. López-Gómez (1998, J. Differential Equations146, 336-374).     

Upper Semicontinuity of Morse Sets of a Discretization of a Delay-Differential Equation: An Improvement

In this paper, we consider a discrete delay problem with negative feedback x(t)=f(x(t), x(t−1)) along with a certain family of time discretizations with stepsize 1/n. In the original problem, the attractor admits a nice Morse decomposition. We proved in (T. Gedeon and G. Hines, 1999, J. Differential Equations151, 36-78) that the discretized problems have global attractors. It was proved in (T. Gedeon and K. Mischaikow, 1995, J. Dynam. Differential Equations7, 141-190) that such attractors also admit Morse decompositions. In (T. Gedeon and G. Hines, 1999, J. Differential Equations151, 36-78) we proved certain continuity results about the individual Morse sets, including that if f(x, y)=f(y), then the individual Morse sets are upper semicontinuous at n=∞. In this paper we extend this result to the general case; that is, we prove for general f(x, y) with negative feedback that the Morse sets are upper semicontinuous.     

Continuous Dependence Estimates for Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Equations

Using the maximum principle for semicontinuous functions (Differential Integral Equations3 (1990), 1001-1014; Bull. Amer. Math. Soc. (N.S)27 (1992), 1-67), we establish a general “continuous dependence on the non- linearities” estimate for viscosity solutions of fully nonlinear degenerate parabolic equations with time- and space-dependent nonlinearities. Our result generalizes a result by Souganidis (J. Differential Equations56 (1985), 345-390) for first- order Hamilton-Jacobi equations and a recent result by Cockburn et al. (J. Differential Equations170 (2001), 180-187) for a class of degenerate parabolic second-order equations. We apply this result to a rather general class of equations and obtain: (i) Explicit continuous dependence estimates. (ii) L^∞ and Hölder regularity estimates. (iii) A rate of convergence for the vanishing viscosity method. Finally, we illustrate results (i)-(iii) on the Hamilton-Jacobi- Bellman partial differential equation associated with optimal control of a degenerate diffusion process over a finite horizon. For this equation such results are usually derived via probabilistic arguments, which we avoid entirely here.     

Eventual periodicity of forced oscillations of the Korteweg-de Vries type equation

In this paper, we study the eventual periodicity of the initial boundary value problem (IBVP) for Korteweg-de Vries equation posed on a bounded domain. We show that if the boundary forcing is periodic of period τ, then the solution u of the IBVP at each spatial point becomes eventually time-periodic of period τ. In order to exhibit eventual periodicity, we approximate the solution of the IBVP using the Adomian decomposition method. We compare our work with the approximate solution of IBVP obtained by the homotopy perturbation method and present numerical experiments using Mathematica.     

Semilinear parabolic problem with nonstandard boundary conditions: Error estimates

We study a semilinear parabolic partial differential equation of second order in a bounded domain Ω ? ?^N, with nonstandard boundary conditions (BCs) on a part Γ_non of the boundary ?Ω. Here, neither the solution nor the flux are prescribed pointwise. Instead, the total flux through Γ_non is given, and the solution along Γ_non has to follow a prescribed shape function, apart from an additive (unknown) space‐constant α(t). We prove the well‐posedness of the problem, provide a numerical method for the recovery of the unknown boundary data, and establish the error estimates. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 167–191, 2003     

Homoclinic Solutions for Swift-Hohenberg and Suspension Bridge Type Equations

We establish the existence of homoclinic solutions for a class of fourth-order equations which includes the Swift-Hohenberg model and the suspension bridge equation. In the first case, the nonlinearity has three zeros, corresponding to a double-well potential, while in the second case the nonlinearity is asymptotically constant on one side. The Swift-Hohenberg model is a higher-order extension of the classical Fisher-Kolmogorov model. Its more complicated dynamics give rise to further possibilities of pattern formation. The suspension bridge equation was studied by Chen and McKenna (J. Differential Equations136 (1997), 325-355); we give a positive answer to an open question raised by the authors.     

Singular Limits of Stiff Relaxation and Dominant Diffusion for Nonlinear Systems

We are concerned with singular limits of stiff relaxation and dominant diffusion for general 2×2 nonlinear systems of conservation laws, that is, the relaxation time τ tends to zero faster than the diffusion parameter ε, τ=o(ε), ε→0. We establish the following general framework: If there exists an a priori L^∞ bound that is uniformly with respect to ε for the solutions of a system, then the solution sequence converges to the corresponding equilibrium solution of this system. Our results indicate that the convergent behavior of such a limit is independent of either the stability criterion or the hyperbolicity of the corresponding inviscid quasilinear systems, which is not the case for other type of limits. This framework applies to some important nonlinear systems with relaxation terms, such as the system of elasticity, the system of isentropic fluid dynamics in Eulerian coordinates, and the extended models of traffic flows. The singular limits are also considered for some physical models, without L^∞ bounded estimates, including the system of isentropic fluid dynamics in Lagrangian coordinates and the models of traffic flows with stiff relaxation terms. The convergence of solutions in L^p to the equilibrium solutions of these systems is established, provided that the relaxation time τ tends to zero faster than ε.     

Layered stable equilibria of a reaction-diffusion equation with nonlinear Neumann boundary condition

In this work we investigate the existence and asymptotic profile of a family of layered stable stationary solutions to the scalar equation ut=ε²Δu+f(u) in a smooth bounded domain Ω⊂R³ under the boundary condition εν_∂u=δεg(u). It is assumed that Ω has a cross-section which locally minimizes area and limε→0εlnδε=κ, with 0?κ<∞ and δε>1 when κ=0. The functions f and g are of bistable type and do not necessarily have the same zeros what makes the asymptotic geometric profile of the solutions on the boundary to be different from the one in the interior.     

Navier-Stokes equations in 3D thin domains with Navier friction boundary condition

In this article we study the 3D Navier-Stokes equations with Navier friction boundary condition in thin domains. We prove the global existence of strong solutions to the 3D Navier-Stokes equations when the initial data and external forces are in large sets as the thickness of the domain is small. We generalize the techniques developed to study the 3D Navier-Stokes equations in thin domains, see [G. Raugel, G. Sell, Navier-Stokes equations on thin 3D domains I: Global attractors and global regularity of solutions, J. Amer. Math. Soc. 6 (1993) 503-568; G. Raugel, G. Sell, Navier-Stokes equations on thin 3D domains II: Global regularity of spatially periodic conditions, in: Nonlinear Partial Differential Equations and Their Application, College de France Seminar, vol. XI, Longman, Harlow, 1994, pp. 205-247; R. Temam, M. Ziane, Navier-Stokes equations in three-dimensional thin domains with various boundary conditions, Adv. Differential Equations 1 (1996) 499-546; R. Temam, M. Ziane, Navier-Stokes equations in thin spherical shells, in: Optimization Methods in Partial Differential Equations, in: Contemp. Math., vol. 209, Amer. Math. Soc., Providence, RI, 1996, pp. 281-314], to the Navier friction boundary condition by introducing a new average operator Mε in the thin direction according to the spectral decomposition of the Stokes operator Aε. Our analysis hinges on the refined investigation of the eigenvalue problem corresponding to the Stokes operator Aε with Navier friction boundary condition.     

An Initial-Boundary Value Problem for the Korteweg–de Vries Equation with Dominant Surface Tension

We consider the initial-boundary value problem (IBVP) for the Korteweg–de Vries equation with zero boundary conditions at x=0 and arbitrary smooth decreasing initial data. We prove that the solution of this IBVP can be found by solving two linear inverse scattering problems (SPs) on two different spectral planes. The first SP is associated with the KdV equation. The second SP is self-conjugate and its scattering function is found in terms of entries of the scattering matrix s(k) for the first SP. Knowing the scattering function, we solve the second inverse SP for finding the potential self-conjugate matrix. Consequently, the unknown object entering coefficients in the system of evolution equations for s(k,t) is found. Then, the time-dependent scattering matrix s(k,t) is expressed in terms of s(k)=s(k,0) and of solutions of the self-conjugate SP. Knowing s(k,t), we find the solution of the IBVP in terms of the solution of the Gelfand–Levitan–Marchenko equation in the first inverse SP.     

First-order L1-convergence for relaxation approximations to conservation laws

We derive a first-order rate of L¹-convergence for stiff relaxation approximations to its equilibrium solutions, i.e., piecewise smooth entropy solutions with finitely many discontinuities for scalar, convex conservation laws. The piecewise smooth solutions include initial central rarefaction waves, initial shocks, possible spontaneous formation of shocks in a future time, and interactions of all these patterns. A rigorous analysis shows that the relaxation approximations to approach the piecewise smooth entropy solutions have L¹-error bound of O(ε|log ε| + ε), where ε is the stiff relaxation coefficient. The first-order L¹-convergence rate is an improvement on the error bound. If neither central rarefaction waves nor spontaneous shocks occur, the error bound is improved to O(ε). © 1998 John Wiley & Sons, Inc.     

Hereditary differential systems with constant delays. II. A class of affine systems and the adjoint problem

In this paper we (i) specialize some of the results of Delfour and Mitter (J. Differential Equations, 12, 1972, 213–235) to a class of representable affine hereditary differential systems, (ii) introduce the hereditary adjoint system, and (iii) give an integral representation of solutions.     

On the uniform Kreiss resolvent condition

Let B be a Banach space with norm ‖ · ‖ and identity operator I. We prove that, for a bounded linear operator T in B, the strong Kreiss resolvent condition

$\parallel (T - \lambda I)^{ - k} \parallel \leqslant \frac{M}{{(|\lambda | - 1)^k }}, |\lambda | > 1,k = 1,2, \ldots ,$

implies the uniform Kreiss resolvent condition

$\left\| {\sum\limits_{k = 0}^n {\frac{{T^k }}{{\lambda ^{k + 1} }}} } \right\| \leqslant \frac{L}{{|\lambda | - 1}}, |\lambda | > 1, n = 0,1,2, \ldots .$

We establish that an operator T satisfies the uniform Kreiss resolvent condition if and only if so does the operator T ^m for each integer m ? 2.

     

A basic inequality for the Stokes operator related to the Navier boundary condition

We show that ‖Au+Δu_‖L²(Ωε)?C(ε‖∇u_‖L²(Ωε)+‖u_‖L²(Ωε)), where Ωε is a thin domain in R³ of depth ε, the vector field u belongs to the domain of A, which is the Stokes operator for divergence-free vector fields on Ωε satisfying the Navier boundary condition.     

Boundary Layers Associated with Incompressible Navier-Stokes Equations: The Noncharacteristic Boundary Case

The goal of this article is to study the boundary layer of wall bounded flows in a channel at small viscosity when the boundaries are uniformly noncharacteristic, i.e., there is injection and/or suction everywhere at the boundary. Following earlier work on the boundary layer for linearized Navier-Stokes equations in the case where the boundaries are characteristic (no-slip at the boundary and non-permeable), we consider here the case where the boundary is permeable and thus noncharacteristic. The form of the boundary layer and convergence results are derived in two cases: linearized equation and full nonlinear equations. We prove that there exists a boundary layer at the outlet (downwind) of the form e^−Uz/ε where U is the speed of injection/suction at the boundary, z is the distance to the outlet of the channel, and ε is the kinematic viscosity. We improve an earlier result of S. N. Alekseenko (1994, Siberian Math. J.35, No. 2, 209-230) where the convergence in L² of the solutions of the Navier-Stokes equations to that of the Euler equations at vanishing viscosity was established. In the two dimensional case we are able to derive the physically relevant uniform in space (L^∞ norm) estimates of the boundary layer. The uniform in space estimate is derived by properly developing our previous idea of better control on the tangential derivative and the use of an anisotropic Sobolev imbedding. To the best of our knowledge this is the first rigorously proved result concerning boundary layers for the full (nonlinear) Navier-Stokes equations for incompressible fluids.     

Further considerations on the number of limit cycles of vector fields of the form X(v) = Av + f(v) Bv

In Gasull, Llibre, and Sotomayor. (J. Differential Equations, in press) we studied the number of limit cycles of planar vector fields as in the title. The case where the origin is a node with different eigenvalues, which then resisted our analysis, is solved in this paper.     

Recovery of An Unknown Flux in Parabolic Problems with Nonstandard Boundary Conditions: Error Estimates

In this paper, we consider a 2nd order semilinear parabolic initial boundary value problem (IBVP) on a bounded domain ^N, with nonstandard boundary conditions (BCs). More precisely, at some part of the boundary we impose a Neumann BC containing an unknown additive space-constant (t), accompanied with a nonlocal (integral) Dirichlet side condition.We design a numerical scheme for the approximation of a weak solution to the IBVP and derive error estimates for the approximation of the solution u and also of the unknown function .     

The initial boundary value problem with a free surface condition for the ɛ-approximations of the Navier-Stokes equations and some of their regularizations

We study the unique solvability in the large on the semiaxis ℝ⁺ of the initial boundary value problems (IBVP) with the boundary slipcondition (the natural boundary condition) for the ɛ-approximations (0.6)–(0.8), (0.20); (0.13)–(0.15), (0.21), and (0.16–0.18), (0.22) of the Navier-Stokes equations (NSE), of the NSE modified in the sense of O. A. Ladyzhenskaya, and the equations of motion of the Kelvin-Voight fluids. For the classical solutions of perturbed problems we prove certain estimates which are uniform with respect to ɛ, and show that as ɛ→0 the classical solutions of the perturbed IBVP respectively converge to the classical solutions of the IBVP with the boundary slip condition for the NSE, for the NSE (0.11) modified in the sense of Ladyzhenskaya, and for the equations (0.12) of motion of the Kelvin-Voight fluids. Bibliography: 40 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 205, 1993, pp. 38–70. Translated by A. P. Oskolkov.     

Extension criterion on regularity for weak solutions to the 3D MHD equations

In this paper, we consider the regularity criteria for weak solutions to the 3D incompressible magnetohydrodynamic equations and prove some regularity criteria which are related only with u+B or u?B. This is an improvement of the result given by He and Wang (J. Differential Equations 2007; 238:1–17; Math. Meth. Appl. Sci. 2008; 31:1667–1684) and He and Xin (J. Differential Equations 2005; 213(2):235–254). Copyright © 2010 John Wiley & Sons, Ltd.