Least-squares spectral element method for non-linear hyperbolic differential equations

The least-squares spectral element method has been applied to the one-dimensional inviscid Burgers equation which allows for discontinuous solutions. In order to achieve high order accuracy both in space and in time a space–time formulation has been applied. The Burgers equation has been discretized in three different ways: a non-conservative formulation, a conservative system with two variables and two equations: one first order linear PDE and one linearized algebraic equation, and finally a variant on this conservative formulation applied to a direct minimization with a QR-decomposition at elemental level. For all three formulations an h/p-convergence study has been performed and the results are discussed in this paper.     

Global supersonic conic shock wave for the steady supersonic flow past a cone: Polytropic gas

In this paper, we establish the global existence and stability of a steady conic shock wave for the symmetrically perturbed supersonic flow past an infinitely long conic body as long as the vertex angle is less than a critical value. The flow is assumed to be polytropic, isentropic and described by a steady potential equation. Based on the delicate asymptotic expansion of the background solution, one can verify that the boundary conditions on the shock and the conic surface satisfy the “dissipative” property. From this property, by use of the reflected characteristics method and the special form of the shock equation, we show that the conic shock attached at the vertex of the cone exists globally in the whole space when the speed of the supersonic coming flow is appropriately large. On the other hand, we remove the smallness restriction on the sharp vertex angle in order to establish the global existence of a shock or a global weak solution, moreover, our proof approach is different from that in [Shuxing Chen, Zhouping Xin, Huicheng Yin, Global shock wave for the supersonic flow past a perturbed cone, Comm. Math. Phys. 228 (2002) 47-84] and [Zhouping Xin, Huicheng Yin, Global multidimensional shock wave for the steady supersonic flow past a three-dimensional curved cone, Anal. Appl. 4 (2) (2006) 101-132].     

Global structure and asymptotic behavior of weak solutions to flood wave equations

The present paper concerns with the global structure and asymptotic behavior of the discontinuous solutions to flood wave equations. By solving a free boundary problem, we first obtain the global structure and large time behavior of the weak solutions containing two shock waves. For the Cauchy problem with a class of initial data, we use Glimm scheme to obtain a uniform BV estimate both with respect to time and the relaxation parameter. This yields the global existence of BV solution and convergence to the equilibrium equation as the relaxation parameter tends to 0.     

Global smooth solutions for the quasilinear wave equation with boundary dissipation

We consider the existence of global solutions of the quasilinear wave equation with a boundary dissipation structure of an input-output in high dimensions when initial data and boundary inputs are near a given equilibrium of the system. Our main tool is the geometrical analysis. The main interest is to study the effect of the boundary dissipation structure on solutions of the quasilinear system. We show that the existence of global solutions depends not only on this dissipation structure but also on a Riemannian metric, given by the coefficients and the equilibrium of the system. Some geometrical conditions on this Riemannian metric are presented to guarantee the existence of global solutions. In particular, we prove that the norm of the state of the system decays exponentially if the input stops after a finite time, which implies the exponential stabilization of the system by boundary feedback.     

Vanishing viscosity with short wave-long wave interactions for multi-D scalar conservation laws

We consider a system coupling a multidimensional semilinear Schrödinger equation and a multidimensional nonlinear scalar conservation law with viscosity, which is motivated by a model of short wave-long wave interaction introduced by Benney (1977). We prove the global existence and uniqueness of the solution of the Cauchy problem for this system. We also prove the convergence of the whole sequence of solutions when the viscosity ε and the interaction parameter α approach zero so that α=o(ε1/2). We also indicate how to extend these results to more general systems which couple multidimensional semilinear systems of Schrödinger equations with multidimensional nonlinear systems of scalar conservation laws mildly coupled.     

Convergence results for an inhomogeneous system arising in various high frequency approximations

Summary. This paper is devoted to both theoretical and numerical study of a system involving an eikonal equation of Hamilton-Jacobi type and a linear conservation law as it comes out of the geometrical optics expansion of the wave equation or the semiclassical limit for the Schr?dinger equation. We first state an existence and uniqueness result in the framework of viscosity and duality solutions. Then we study the behavior of some classical numerical schemes on this problem and we give sufficient conditions to ensure convergence. As an illustration, some practical computations are provided. Received December 6, 1999 / Revised version received August 2, 2000 / Published online June 7, 2001     

Conservative numerical schemes for the Ostrovsky equation

The Ostrovsky equation describes gravity waves under the influence of Coriolis force. It is known that solutions of this equation conserve the L² norm and an energy function that is determined non-locally. In this paper we propose four conservative numerical schemes for this equation: a finite difference scheme and a pseudospectral scheme that conserve the norm, and the same types of schemes that conserve the energy. A numerical comparison of these schemes is also provided, which indicates that the energy conservative schemes perform better than the norm conservative schemes.     

Global existence and compact attractors for the discrete nonlinear Schrödinger equation

We study the asymptotic behavior of solutions of discrete nonlinear Schrödinger-type (DNLS) equations. For a conservative system, we consider the global in time solvability and the question of existence of standing wave solutions. Similarities and differences with the continuous counterpart (NLS-partial differential equation) are pointed out. For a dissipative system we prove existence of a global attractor and its stability under finite-dimensional approximations. Similar questions are treated in a weighted phase space. Finally, we propose possible extensions for various types of DNLS equations.     

Discrete approximations of BV solutions to doubly nonlinear degenerate parabolic equations

Summary. In this paper we present and analyse certain discrete approximations of solutions to scalar, doubly nonlinear degenerate, parabolic problems of the form under the very general structural condition . To mention only a few examples: the heat equation, the porous medium equation, the two-phase flow equation, hyperbolic conservation laws and equations arising from the theory of non-Newtonian fluids are all special cases of (P). Since the diffusion terms a(s) and b(s) are allowed to degenerate on intervals, shock waves will in general appear in the solutions of (P). Furthermore, weak solutions are not uniquely determined by their data. For these reasons we work within the framework of weak solutions that are of bounded variation (in space and time) and, in addition, satisfy an entropy condition. The well-posedness of the Cauchy problem (P) in this class of so-called BV entropy weak solutions follows from a work of Yin [18]. The discrete approximations are shown to converge to the unique BV entropy weak solution of (P). Received November 10, 1998 / Revised version received June 10, 1999 / Published online June 8, 2000     

Global conservative solutions of the generalized hyperelastic-rod wave equation

We prove existence of global and conservative solutions of the Cauchy problem for the nonlinear partial differential equation where f is strictly convex or concave and g is locally uniformly Lipschitz. This includes the Camassa-Holm equation (f(u)=u²/2 and g(u)=κu+u²) as well as the hyperelastic-rod wave equation (f(u)=γu²/2 and g(u)=(3−γ)u²/2) as special cases. It is shown that the problem is well-posed for initial data in H¹(R) if one includes a Radon measure that corresponds to the energy of the system with the initial data. The solution is energy preserving. Stability is proved both with respect to initial data and the functions f and g. The proof uses an equivalent reformulation of the equation in terms of Lagrangian coordinates.     

Global weak solutions to the Novikov equation by viscous approximation

We study global weak solutions to the Novikov equation by vanishing viscosity method. We prove that global weak solutions can be obtained as weak limits of viscous approximations for a class of initial data. The proof relies on a space–time higher integrability estimate and the method of renormalization. In addition, we analyze the interaction of peakon and antipeakon and prove that wave breaking leads to energy concentration. By different continuations beyond the wave breaking, we obtain conservative solutions and dissipative solutions respectively.     

A meshfree numerical method for acoustic wave propagation problems in planar domains with corners and cracks

The numerical solution of acoustic wave propagation problems in planar domains with corners and cracks is considered. Since the exact solution of such problems is singular in the neighborhood of the geometric singularities the standard meshfree methods, based on global interpolation by analytic functions, show low accuracy. In order to circumvent this issue, a meshfree modification of the method of fundamental solutions is developed, where the approximation basis is enriched by an extra span of corner adapted non-smooth shape functions. The high accuracy of the new method is illustrated by solving several boundary value problems for the Helmholtz equation, modelling physical phenomena from the fields of room acoustics and acoustic resonance.     

Relaxation approximation to bed-load sediment transport

In this work we propose and apply a numerical method based on finite volume relaxation approximation for computing the bed-load sediment transport in shallow water flows, in one and two space dimensions. The water flow is modeled by the well-known nonlinear shallow water equations which are coupled with a bed updating equation. Using a relaxation approximation, the nonlinear set of equations (and for two different formulations) is transformed to a semilinear diagonalizable problem with linear characteristic variables. A second order MUSCL-TVD method is used for the advection stage while an implicit–explicit Runge–Kutta scheme solves the relaxation stage. The main advantages of this approach are that neither Riemann problem solvers nor nonlinear iterations are required during the solution process. For the two different formulations, the applicability and effectiveness of the presented scheme is verified by comparing numerical results obtained for several benchmark test problems.     

Global solutions of a dynamical equation in ferrimagnet

We consider global solutions of a dynamical equation in ferrimagnet. We show that it admits a global weak solution by using the penalty method. By the energy estimates method we show there exists a unique global smooth solution. Finally we establish the relationship between this equation and wave maps.     

A competition between Fujita and Strauss type exponents for blow-up of semi-linear wave equations with scale-invariant damping and mass

We obtain a blow-up result for solutions to a semi-linear wave equation with scale-invariant dissipation and mass and power non-linearity, in the case in which the model has a “wave like” behavior. We perform a change of variables that transforms our starting equation in a strictly hyperbolic semi-linear wave equation with time-dependent speed of propagation. Applying Kato's lemma we prove a blow-up result for solutions to the transformed equation under some assumptions on the initial data. The limit case, that is, when the exponent p is exactly equal to the upper bound of the range of admissible values of p yielding blow-up needs special considerations. In this critical case an explicit integral representation formula for solutions of the corresponding linear Cauchy problem in 1d is derived. Finally, carrying out the inverse change of variables we get a non-existence result for global (in time) solutions to the original model.     

Computation and analysis for a constrained entropy optimization problem in finance

In [T. Coleman, C. He, Y. Li, Calibrating volatility function bounds for an uncertain volatility model, Journal of Computational Finance (2006) (submitted for publication)], an entropy minimization formulation has been proposed to calibrate an uncertain volatility option pricing model (UVM) from market bid and ask prices. To avoid potential infeasibility due to numerical error, a quadratic penalty function approach is applied. In this paper, we show that the solution to the quadratic penalty problem can be obtained by minimizing an objective function which can be evaluated via solving a Hamilton–Jacobian–Bellman (HJB) equation. We prove that the implicit finite difference solution of this HJB equation converges to its viscosity solution. In addition, we provide computational examples illustrating accuracy of calibration.     

Long-time behavior of solutions to a nonlinear hyperbolic relaxation system

We study the large time behavior of solutions of a one-dimensional hyperbolic relaxation system that may be written as a nonlinear damped wave equation. First, we prove the global existence of a unique solution and their decay properties for sufficiently small initial data. We also show that for some large initial data, solutions blow-up in finite time. For quadratic nonlinearities, we prove that the large time behavior of solutions is given by the fundamental solution of the viscous Burgers equation. In some other cases, the convection term is too weak and the large time behavior is given by the linear heat kernel.     

Stability of the Riemann solutions for a nonstrictly hyperbolic system of conservation laws

We prove that the Riemann solutions are stable for a nonstrictly hyperbolic system of conservation laws under local small perturbations of the Riemann initial data. The proof is based on the detailed analysis of the interactions of delta shock waves with shock waves and rarefaction waves. During the interaction process of the delta shock wave with the rarefaction wave, a new kind of nonclassical wave, namely a delta contact discontinuity, is discovered here, which is a Dirac delta function supported on a contact discontinuity and has already appeared in the interaction process for the magnetohydrodynamics equations [M. Nedeljkov and M. Oberguggenberger, Interactions of delta shock waves in a strictly hyperbolic system of conservation laws, J. Math. Anal. Appl. 344 (2008) 1143-1157]. Moreover, the global structures and large time asymptotic behaviors of the solutions are constructed and analyzed case by case.     

Marching schemes for inverse acoustic scattering problems

Summary For the numerical solution of inverse Helmholtz problems the boundary value problem for a Helmholtz equation with spatially variable wave number has to be solved repeatedly. For large wave numbers this is a challenge. In the paper we reformulate the inverse problem as an initial value problem, and describe a marching scheme for the numerical computation that needs only n² log n operations on an n × n grid. We derive stability and error estimates for the marching scheme. We show that the marching solution is close to the low-pass filtered true solution. We present numerical examples that demonstrate the efficacy of the marching scheme.