伴有边界摄动二阶非线性系统的奇摄动

讨论了伴有边界摄动的含积分算子的二阶非线性微分方程组边值问题的奇摄动.在适当的假设条件下,通过对角化技巧,证明了解的存在,并估计了余项.     

伴有边界摄动的Volterra型积分微分方程组的奇摄动

讨论了伴有边界摄动的二阶非线性Volterra型积分微分方程组的奇摄动.在适当的条件下,利用对角化技巧证明了解的存在性,构造出解的渐近展开式并给出余项的一致有效估计.     

一类拟线性椭圆型方程的奇摄动

本文讨论了一类二阶拟线性椭圆型方程的奇摄动问题,给出了外部解和边界层项的N阶递推方程,并对余项进行了估计,从而导得了解的渐近展开式和摄动问题解的存在唯一性.     

具有转向点的积分微分方程奇摄动非线性边值问题

对一类具有转向点的Volterra型积分微分程奇摄动非线性边值问题证明了解的存在性并给出了解的一致有效渐近估计．     

一类伴有边界摄动的非线性奇摄动四阶微分方程三点边值问题

讨论了-类伴有边界摄动的非线性奇摄动四阶微分方程三点边值问题.在适当的条件下,利用摄动理论和微分不等式技巧证明了解的存在性,给出了其解及其导数的任意n阶-致有效渐近展开式.     

奇摄动线性代数方程组及其对病态方程的应用

本文首先从一个曲柄导杆机构的优化问题提出了含小参数线性代数方程组的奇摄动问题。然后利用摄动方法证明了这个问题解的存在唯一性,同时给出了解的渐近展开和误差估计。最后讨论了所得结果对求解病态方程的应用。     

双参数非线性非局部奇摄动问题的广义解

讨论了一类双参数高阶方程奇摄动边值问题.在适当的条件下,利用不动点定理研究了边值问题广义解的存在性,并用奇摄动方法得到了解的一致有效的渐近表示式.     

一类含慢变量奇摄动非线性系统初始层现象

研究含有慢变量的一类奇摄动非线性系统初始层现象,通过引进不同量级的伸长变量,构造不同“厚度”的初始层校正项,得到了摄动解关于小参数的N阶近似展开式,揭示了摄动解呈现的“层中层”现象,并利用不动点原理证明了摄动解的存在,给出了解的一致有效的渐近展开式．     

一类双参数三阶半线性方程边值问题的奇摄动

研究一类双参数三阶半线性方程边值问题的奇摄动，讨论了摄动解随两参数的不同量级所呈现的不同性态的边界层现象，并给出了解的一致有效的渐近展开式．     

一类奇摄动椭圆方程在摄动区域上的渐近解

研究了一类具有摄动边界的非线性椭圆方程摄动问题.经过极坐标变换,在适当的条件下,通过构建近似解以及校正项,利用上下解方法和微分不等式理论得到了解的渐近性态,并通过实际例子进行了验证.     

Approximations for the values of american options

The solution of the American option valuation problem is the solution of a parabolic partial differential equation satisfying free boundary conditions. The free boundary represents the critical price, at which the option should be exercised. In this paper the free boundary is determined by an algebraic relation and an approximate solution derived. A suitable modification of the approximate solution gives the exact solution. The uniqueness of the free boundary implies the expression determined by the algebraic relation is the true critical price     

Micro/nano sliding plate problem with Navier boundary condition

For Newtonian flow through micro or nano sized channels, the no-slip boundary condition does not apply and must be replaced by a condition which more properly reflects surface roughness. Here we adopt the so-called Navier boundary condition for the sliding plate problem, which is one of the fundamental problems of fluid mechanics. When the no-slip boundary condition is used in the study of the motion of a viscous Newtonian fluid near the intersection of fixed and moving rigid plane boundaries, singular pressure and stress profiles are obtained, leading to a non-integrable force on each boundary. Here we examine the effects of replacing the no-slip boundary condition by a boundary condition which attempts to account for boundary slip due to the tangential shear at the boundary. The Navier boundary condition, possesses a single parameter to account for the slip, the slip length ℓ, and two solutions are obtained; one integral transform solution and a similarity solution which is valid away from the corner. For the former the tangential stress on each boundary is obtained as a solution of a set of coupled integral equations. The particular case solved is right-angled corner flow and equal slip lengths on each boundary. It is found that when the slip length is non-zero the force on each boundary is finite. It is also found that for a suffciently large distance from the corner the tangential stress on each boundary is equal to that of the classical solution. The similarity solution involves two restrictions, either a right-angled corner flow or a dependence on the two slip lengths for each boundary. When the tangential stress on each boundary is calculated from the similarity solution, it is found that the similarity solution makes no additional contribution to the tangential stress of that of the classical solution, thus in agreement with the findings of the integral transform solution. Values of the radial component of velocity along the line θ = π /4 for increasing distance from the corner for the similarity and integral transform solutions are compared, confirming their agreement for sufficiently large distances from the corner. (Received: November 9, 2005)     

受扩散与时滞及食物限制影响的人口模型

考虑一类修正的L og istic模型,带有扩散与时滞及非线性的边界条件.利用上下解方法证明解的存在唯一性,当边界流量为负时,0解是渐近稳定的,当边界流量为正时,解在有限时刻达到饱和.     

Construction of Solutions and L^1-error Estimates of Viscous Methods for Scalar Conservation Laws with Boundary

This paper is concerned with an initial boundary value problem for strictly convex conservation laws whose weak entropy solution is in the piecewise smooth solution class consisting of finitely many discontinuities. By the structure of the weak entropy solution of the corresponding initial value problem and the boundary entropy condition developed by Bardos-Leroux Nedelec, we give a construction method to the weak entropy solution of the initial boundary value problem. Compared with the initial value problem, the weak entropy solution of the initial boundary value problem includes the following new interaction type： an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary. According to the structure and some global estimates of the weak entropy solution, we derive the global L^1-error estimate for viscous methods to this initial boundary value problem by using the matching travelling wave solutions method. If the inviscid solution includes the interaction that an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary, or the inviscid solution includes some shock wave which is tangent to the boundary, then the error of the viscosity solution to the inviscid solution is bounded by O（ε^1/2） in L^1-norm; otherwise, as in the initial value problem, the L^1-error bound is O（ε｜ In ε｜）.     

Convergence of the Neumann Series in BEM for the Neumann Problem of the Stokes System

A weak solution of the Neumann problem for the Stokes system in Sobolev space is studied in a bounded Lipschitz domain with connected boundary. A solution is looked for in the form of a hydrodynamical single layer potential. It leads to an integral equation on the boundary of the domain. Necessary and sufficient conditions for the solvability of the problem are given. Moreover, it is shown that we can obtain a solution of this integral equation using the successive approximation method. Then the consequences for the direct boundary integral equation method are treated. A solution of the Neumann problem for the Stokes system is the sum of the hydrodynamical single layer potential corresponding to the boundary condition and the hydrodynamical double layer potential corresponding to the trace of the velocity part of the solution. Using boundary behavior of potentials we get an integral equation on the boundary of the domain where the trace of the velocity part of the solution is unknown. It is shown that we can obtain a solution of this integral equation using the successive approximation method.     

Solution for a problem of linear plane elasticity with mixed boundary conditions on an ellipse by the method of boundary integrals

A numerical boundary integral scheme is proposed for the solution of the system of field equations of plane, linear elasticity in stresses for homogeneous, isotropic media in the domain bounded by an ellipse under mixed boundary conditions. The stresses are prescribed on one half of the ellipse, while the displacements are given on the other half. The method relies on previous analytical work within the Boundary Integral Method [1], [2].The considered problem with mixed boundary conditions is replaced by two subproblems with homogeneous boundary conditions, one of each type, having a common solution. The equations are reduced to a system of boundary integral equations, which is then discretized in the usual way and the problem at this stage is reduced to the solution of a rectangular linear system of algebraic equations. The unknowns in this system of equations are the boundary values of four harmonic functions which define the full elastic solution inside the domain, and the unknown boundary values of stresses or displacements on proper parts of the boundary.On the basis of the obtained results, it is inferred that the tangential stress component on the fixed part of the boundary has a singularity at each of the two separation points, thought to be of logarithmic type. A tentative form for the singular solution is proposed to calculate the full solution in bulk directly from the given boundary conditions using the well-known Boundary Collocation Method. It is shown that this addition substantially decreases the error in satisfying the boundary conditions on some interval not containing the singular points.The obtained results are discussed and boundary curves for unknown functions are provided, as well as three-dimensional plots for quantities of practical interest. The efficiency of the used numerical schemes is discussed, in what concerns the number of boundary nodes needed to calculate the approximate solution.     

一类四阶非线性奇摄动方程的边值问题

利用匹配渐近展开法,讨论了一类四阶非线性方程的具有两个边界层的奇摄动边值问题．引进伸长变量,根据边界条件与匹配原则,在一定的可解性条件下,给出了外部解和左右边界层附近的内层解,得到了该问题的二阶渐近解,并举例说明了这类非线性问题渐近解的存在性．     

An Algorithm of Linear Combinations: Thermal Conduction

This paper presents computational algorithms that make it possible to overcome some difficulties in the numerical solving boundary value problems of thermal conduction when the solution domain has a complex form or the boundary conditions differ from the standard ones. The boundary contours are assumed to be broken lines (the 2D case) or triangles (the 3D case). The boundary conditions and calculation results are presented as discrete functions whose values or averaged values are given at the geometric centers of the boundary elements. The boundary conditions can be imposed on the heat flows through the boundary elements as well as on the temperature, a linear combination of the temperature and the heat flow intensity both at the boundary of the solution domain and inside it. The solution to the boundary value problem is presented in the form of a linear combination of fundamental solutions of the Laplace equation and their partial derivatives, as well as any solutions of these equations that are regular in the solution domain, and the values of functions which can be calculated at the points of the boundary of the solution domain and at its internal points. If a solution included in the linear combination has a singularity at a boundary element, its average value over this boundary element is considered.     

Universal boundary value problem for equations of mathematical physics

A new statement of a boundary value problem for partial differential equations is discussed. An arbitrary solution to a linear elliptic, hyperbolic, or parabolic second-order differential equation is considered in a given domain of Euclidean space without any constraints imposed on the boundary values of the solution or its derivatives. The following question is studied: What conditions should hold for the boundary values of a function and its normal derivative if this function is a solution to the linear differential equation under consideration? A linear integral equation is defined for the boundary values of a solution and its normal derivative; this equation is called a universal boundary value equation. A universal boundary value problem is a linear differential equation together with a universal boundary value equation. In this paper, the universal boundary value problem is studied for equations of mathematical physics such as the Laplace equation, wave equation, and heat equation. Applications of the analysis of the universal boundary value problem to problems of cosmology and quantum mechanics are pointed out.     

On the stability and the attraction domain of the stationary solution of a singularly perturbed parabolic equation with a multiple root of the degenerate equation

We construct and justify the asymptotics of a boundary layer solution of a boundary value problem for a singularly perturbed second-order ordinary differential equation for the case in which the degenerate (finite) equation has an identically double root. A specific feature of the asymptotics is the presence of a three-zone boundary layer. The solution of the boundary value problem is a stationary solution of the corresponding parabolic equation. We prove the asymptotic stability of this solution and find its attraction domain.