Numerical solutions with a priori error bounds for coupled self-adjoint time dependent partial differential systems

This paper is concerned with the construction of accurate continuous numerical solutions for partial self-adjoint differential systems of the type (P(t) u_t)_t = Q(t)u_xx, u(0, t) = u(d, t) = 0, u(x, 0) = f(x), u_t(x, 0) = g(x), 0 ≤ x ≤ d, t >- 0, where P(t), Q(t) are positive definite oR^r×r-valued functions such that P′(t) and Q′(t) are simultaneously semidefinite (positive or negative) for all t ≥ 0. First, an exact theoretical series solution of the problem is obtained using a separation of variables technique. After appropriate truncation strategy and the numerical solution of certain matrix differential initial value problems the following question is addressed. Given T > 0 and an admissible error ϵ > 0 how to construct a continuous numerical solution whose error with respect to the exact series solution is smaller than ϵ, uniformly in D(T) = {(x, t); 0 ≤ x ≤ d, 0 ≤ t ≤ T}. Uniqueness of solutions is also studied.     

A new inequality for symmetric functions

Let x_i ≥ 0, y_i ≥ 0 for i = 1,…, n; and let a_j(x) be the elementary symmetric function of n variables given by a_j(x) = ∑_{1 ≤ ii < … <ij ≤ n}x_ii … x_ij. Define the partical ordering x <y if a_j(x) ≤ a_j(y), j = 1,… n. We show that $\text{x}\text{\$}\text{?}\text{y ? x}{}^{\mathrm{\alpha }}\text{\$}\text{?}\text{y}{}^{\mathrm{\alpha }}\text{, 0}\text{\$}\text{?}\text{α ≤ 1}$, where {x^α}_i = x^α_i. We also give a necessary and sufficient condition on a function f(t) such that x <y ? f(x) <f(y). Both results depend crucially on the following: If x <y there exists a piecewise differentiable path z(t), with z_i(t) ≥ 0, such that z(0) = x, z(1) = y, and z(s) <z(t) if 0 ≤ s ≤ t ≤ 1.     

A direct numerical procedure for the Cauchy problem for the heat equation

For the Cauchy problem, u_t = u_xx, 0 < x < 1, 0 < t ? T, u(0, t) = f(t), 0 < t ? T, u_x(0, t) = g(t), 0 < t ? T, a direct numerical procedure involving the elementary solution of υ_t = υ_xx, 0 < x, 0 < t ? T, υ_x(0, t) = g(t), 0 < t ? T, υ(x, 0) = 0, 0 < x and a Taylor's series computed from f(t) ? υ(0, t) is studied. Continuous dependence better than any power of logarithmic is obtained. Some numerical results are presented.     

Duality for a Class of Multiobjective Control Problems

In this paper, a class of multiobjective control problems is considered, where the objective and constraint functions involved are f(t, x(t), ?(t), y(t), z(t)) with x(t) ∈ Rⁿ, y(t) ∈ Rⁿ, and z(t) ∈ R^m, where x(t) and z(t) are the control variables and y(t) is the state variable. Under the assumption of invexity and its generalization, duality theorems are proved through a parametric approach to related properly efficient solutions of the primal and dual problems.     

Automatic Controls for Nonlinear Dynamical Systems with Lipschitzian Trajectories

We would like to investigate on the solution to the automatic control problem given by the differential equation y′(t) = f(t, y(t), w(t)) for a given initial function x in the initial domain D(x, ω, Y) for almost all t in the interval I, with controls given by w(t) = g(t, y(t), T(y)(t)), where T is a nonanticipating and Lipschitzian operator. The result will be generalized for a dynamical system y′(t) = f(t, y(t), T(y), u(t)).     

The Navier-Stokes equations with regularization

We consider the initial boundary value problem for the nonstationary Navier-Stokes equations in a bounded three dimensional domain Ω with a sufficiently smooth compact boundary ∂Ω. These equations describe the motion of a viscous incompressible fluid contained in Ω for 0 < t < T and represent a system of nonlinear partial differential equations concerning four unknown functions: the velocity vector v = (v₁ (t, x), v₂ (t, x), v₃ (t, x)) and the kinematic pressure function p = p(t, x) of the fluid at time t ∈ (0, T) in x ∈ Ω. The purpose of this paper is to construct a regularized Navier-Stokes system, which can be solved globally in time. Our construction is based on a coupling of the Lagrangian and the Eulerian representation of the fluid flow. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Global existence for one-dimensional motion of non-isentropic viscous fluids

We study the p-system with viscosity given by v_t ? u_x = 0, u_t + p(v)_x = (k(v)u_x)_x + f(∫ vdx, t), with the initial and the boundary conditions (v(x, 0), u(x,0)) = (v₀, u₀(x)), u(0,t) = u(X,t) = 0. To describe the motion of the fluid more realistically, many equations of state, namely the function p(v) have been proposed. In this paper, we adopt Planck's equation, which is defined only for v > b(> 0) and not a monotonic function of v, and prove the global existence of the smooth solution. The essential point of the proof is to obtain the bound of v of the form b < h(T) ? v(x, t) ? H(T) < ∞ for some constants h(T) and H(T).     

Homogeneous tri-additive forms and derivations

Gleason [A.M. Gleason, The definition of a quadratic form, Amer. Math. Monthly 73 (1966) 1049-1066] determined all functionals Q on K-vector spaces satisfying the parallelogram law Q(x+y)+Q(x-y)=2Q(x)+2Q(y) and the homogeneity Q(λx)=λ²Q(x). Associated with Q is a unique symmetric bi-additive form S such that Q(x)=S(x,x) and 4S(x,y)=Q(x+y)-Q(x-y). Homogeneity of Q corresponds to that of S: S(λx,λy)=λ²S(x,y). The associated S is not necessarily bi-linear.Let V be a vector space over a field K, char(K)≠2,3. A tri-additive form T on V is a map of V³ into K that is additive in each of its three variables. T is homogeneous of degree 3 if T(λx,λy,λz)=λ³T(x,y,z) for all .We determine the structure of tri-additive forms that are homogeneous of degree 3. One of the keys to this investigation is to find the general solution of the functional equation

F(t)+t³G(1/t)=0,     

Distributive equations of implications based on nilpotent triangular norms

In this paper, we explore the distributive equations of implications, both independently and along with other equations. In detail, we consider three classes of equations. (1) By means of the section of I, we give out the sufficient and necessary conditions of solutions for the distributive equation of implication I(x, T(y, z)) = T(I(x, y), (x, z)) based on a nilpotent triangular norm T and an unknown function I, which indicates that there are no continuous solutions satisfying the boundary conditions of implications. Under the assumptions that I is continuous except the vertical section I(0, y), y ∈ [0, 1), we get its complete characterizations. (2) We prove that there are no solutions for the functional equations I(x, T(y, z)) = T(I(x, y), I(x, z)), I(x, I(y, z)) = I(T(x, y), z). (3) We obtain the sufficient and necessary conditions on T and I to be solutions of the functional equations I(x, T(y, z)) = T(I(x, y), I(x, z)), I(x, y) = I(N(y), N(x)).     

A new off-step high order approximation for the solution of three-space dimensional nonlinear wave equations

In this paper, we propose a new high accuracy numerical method of O(k² + k²h² + h⁴) based on off-step discretization for the solution of 3-space dimensional non-linear wave equation of the form u_tt = A(x,y,z,t)u_xx + B(x,y,z,t)u_yy + C(x,y,z,t)u_zz + g(x,y,z,t,u,u_x,u_y,u_z,u_t), 0 < x,y,z < 1,t > 0 subject to given appropriate initial and Dirichlet boundary conditions, where k > 0 and h > 0 are mesh sizes in time and space directions respectively. We use only seven evaluations of the function g as compared to nine evaluations of the same function discussed in  and . We describe the derivation procedure in details of the algorithm. The proposed numerical algorithm is directly applicable to wave equation in polar coordinates and we do not require any fictitious points to discretize the differential equation. The proposed method when applied to a telegraphic equation is also shown to be unconditionally stable. Comparative numerical results are provided to justify the usefulness of the proposed method.     

Nonlocal initial-boundary-value problems for a degenerate hyperbolic equation

We consider the equation y ^m u _xx − u _yy − b ² y ^m u = 0 in the rectangular area {(x, y) | 0 < x < 1, 0 < y < T}, where m < 0, b ≥ 0, T > 0 are given real numbers. For this equation we study problems with initial conditions u(x, 0) = τ(x), u _y (x, 0) = ν(x), 0 ≤ x ≤ 1, and nonlocal boundary conditions u(0, y) = u(1, y), u _x (0, y) = 0 or u _x (0, y) = u _x (1, y), u(1, y) = 0 with 0≤y≤T. Using the method of spectral analysis, we prove the uniqueness and existence theorems for solutions to these problems     

The Cauchy problem for a linear parabolic partial differential equation

Numerical approximation of the solution of the Cauchy problem for the linear parabolic partial differential equation is considered. The problem: (p(x)u_x)_x ? q(x)u = p(x)u_t, 0 < x < 1,0 < t? T; $\text{u(0, t) = ?}{}_1\text{(t), 0 < t ? T}$; $\text{u(1,t) = ?}{}_2\text{(t), 0 < t ? T}$; p(0) u_x(0, t) = g(t), 0 < t₀ ? t ? T, is ill-posed in the sense of Hadamard. Complex variable and Dirichlet series techniques are used to establish Hölder continuous dependence of the solution upon the data under the additional assumption of a known uniform bound for ¦ u(x, t)¦ when 0 ? x ? 1 and 0 ? t ? T. Numerical results are obtained for the problem where the data ?₁, ?₂ and g are known only approximately.     

Sur le Théorème de Fubini Concernant la Réciproque du Théorème de Permutabilité de Bianchi

It is shown that Fubini’s theorem concerning the converse of Bianchi’s permutability theorem, published in 1940 in Annals of Mathematics, is true in general. There is a single exceptional case which is related to a theorem of H. Jonas, published in 1937 in Mathematische Annalen, concerningW congruences in which the necessary conditions of Fubini’s Theorem are not also sufficient. For this reason we reformulate Fubini’s theorem as follows: Letx(u, v),y(u, v) be two surfaces with a one-to-one mapping between them and such that the nets of curvesu, v on these surfaces are not osculating-related (following Jonas). If each of the three surfacesz(u, v),t(u, v),η(u, v) is a congruence transform of every one of the surfacesx(u, v),y(u, v), then the congruences generated by the lines (x, z +pt), (y, z +ρt),ρ=const are allW congruences.     

On the functions counting walks with small steps in the quarter plane

Models of spatially homogeneous walks in the quarter plane $\mathbf{ Z}_{+}^{2}$ with steps taken from a subset $\mathcal{S}$ of the set of jumps to the eight nearest neighbors are considered. The generating function (x,y,z)?Q(x,y;z) of the numbers q(i,j;n) of such walks starting at the origin and ending at $(i,j) \in\mathbf{ Z}_{+}^{2}$ after n steps is studied. For all non-singular models of walks, the functions x?Q(x,0;z) and y?Q(0,y;z) are continued as multi-valued functions on C having infinitely many meromorphic branches, of which the set of poles is identified. The nature of these functions is derived from this result: namely, for all the 51 walks which admit a certain infinite group of birational transformations of C ², the interval $]0,1/|\mathcal{S}|[$ of variation of z splits into two dense subsets such that the functions x?Q(x,0;z) and y?Q(0,y;z) are shown to be holonomic for any z from the one of them and non-holonomic for any z from the other. This entails the non-holonomy of (x,y,z)?Q(x,y;z), and therefore proves a conjecture of Bousquet-Mélou and Mishna in Contemp. Math. 520:1?C40 (2010).     

The Navier-Stokes equations with particle methods

We consider the initial boundary value problem for the nonstationary Navier-Stokes equations in a bounded three-dimensional domain Ω with a sufficiently smooth boundary ∂Ω. These equations describe the motion of a viscous incompressible fluid contained in Ω for 0 < t < T. They represent a system of nonlinear partial differential equations concerning four unknown functions, i.e. the velocity vector v = (v₁(t, x), v₂(t, x), v₃(t, x)) and the kinematic pressure function p = p(t, x) of the fluid at time t ∈ (0, T) in x ∈ Ω. The purpose of this paper is to construct a Leray-Hopf type weak solution to the nonstationary Navier-Stokes system, which exists globally in time. Our construction is based on a suitable approximation using particle methods for stationary fluid flow. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Solvability of Mixed Problems for the Klein–Gordon–Fock Equation in the Class <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> for <Emphasis Type="Italic">p</Emphasis> ≥ 1

We prove that the mixed problem for the Klein–Gordon–Fock equation u _tt (x, t) ? u _xx (x, t) + au(x, t) = 0, where a ≥ 0, in the rectangle Q _T = [0 ≤ x ≤ l] × [0 ≤ t ≤ T] with zero initial conditions and with the boundary conditions u(0, t) = μ(t) ∈ L _p [0, T ], u(l, t) = 0, has a unique generalized solution u(x, t) in the class L _p (Q _T ) for p ≥ 1. We construct the solution in explicit analytic form.     

A nonlinear evolution system with two subdifferentials and monotone differential games

It is shown that the first order multivalued equation for V = V(t, x, y, z) involving the sum of two subdifferentials composed with the partials of V (V_t +f(t, x, y, z) · ▽_xV + β(V_y) + γ(V_z) + h(t, x, y, z) ? 0 a.e.) has a Lipschitz solution. This solution is shown to be the value of a differential game in which the players are restricted to choosing monotone nondecreasing functions of time. Accordingly, the multivalued equation is interpreted as the corresponding Hamilton-Jacobi equation of the game.     

Elementary approximations for zeros of Bessel functions

Let j_vk, y_vk and c_vk denote the kth positive zeros of the Bessel functions J_v(x), Y_v(x) and of the general cylinder function C_v(x) = cos αJ_v(x)?sin αY_v(x), 0 ? α < π, respectively. In this paper we extend to c_vk, k = 2, 3,..., some linear inequalities presently known only for j_vk. In the case of the zeros y_vk we are able to extend these inequalities also to k = 1. Finally in the case of the first positive zero j_v1 we compare the linear enequalities given in [9] with some other known inequalities.     

Positive solutions and eigenvalue intervals of a nonlinear singular fourth-order boundary value problem

We consider the classical nonlinear fourth-order two-point boundary value problem . In this problem, the nonlinear term h(t)f(t, u(t), u′(t), u″(t)) contains the first and second derivatives of the unknown function, and the function h(t)f(t, x, y, z) may be singular at t = 0, t = 1 and at x = 0, y = 0, z = 0. By introducing suitable height functions and applying the fixed point theorem on the cone, we establish several local existence theorems on positive solutions and obtain the corresponding eigenvalue intervals.     

A finite difference solution to a two-dimensional parabolic inverse problem

In this paper, we consider the problem of finding u = u(x, y, t) and p = p(t) which satisfy u_t = u_xx + u_yy + p(t)u + ? in R × [0, T], u(x, y, 0) = f(x, y), (x, y) ∈ R = [0, 1] × [0, 1], u is known on the boundary of R and u(x^∗, y^∗, t) = E(t), 0 < t ? T, where E(t) is known and (x^∗, y^∗) is a given point of R. Through a function transformation, the nonlinear two-dimensional diffusion problem is transformed into a linear problem, and a backward Euler scheme is constructed. It is proved by the maximum principle that the scheme is uniquely solvable, unconditionally stable and convergent in L_∞ norm. The convergence orders of u and p are of O(τ + h²). The impact of initial data errors on the numerical solution is also considered. Numerical experiments are presented to illustrate the validity of the theoretical results.