An optimization algorithm for the pile driver problem

In this paper we present the analysis of an algorithm of Uzawa type to compute solutions of the quasi variational inequality $$\begin{gathered} (QVI)\left( {\frac{{\partial ^2 u}}{{\partial t^2 }},\upsilon - \frac{{\partial u}}{{\partial t}}} \right) + \left( {\frac{{\partial u}}{{\partial x}},\frac{{\partial \upsilon }}{{\partial x}} - \frac{{\partial ^2 u}}{{\partial x\partial t}}} \right) + \left( {\frac{{\partial ^2 u}}{{\partial x\partial t}},\frac{{\partial \upsilon }}{{\partial x}} - \frac{{\partial ^2 u}}{{\partial x\partial t}}} \right) + \hfill \\ + \left[ {u(1,t) + \frac{{\partial u}}{{\partial t}}(1,t)} \right]\left[ {\upsilon (1) - \frac{{\partial u}}{{\partial t}}(1,t)} \right] + J(u;\upsilon ) - J\left( {u;\frac{{\partial u}}{{\partial t}}} \right) \geqslant \hfill \\ \geqslant \left( {f,\upsilon - \frac{{\partial u}}{{\partial t}}} \right) + F(t)\left[ {\upsilon (0) - \frac{{\partial u}}{{\partial t}}(0,t)} \right],t > 0,\forall \upsilon \in H^1 (0,1), \hfill \\ \end{gathered} $$ which is a model for the dynamics of a pile driven into the ground under the action of a pile hammer. In (QVI) (...) is the scalar product inL ²(0, 1) andJ(u;.) is a convex functional onH ¹(0, 1), for eachu, describing the soil-pile friction effect.     

Asymptotic behavior of the solution of a nonlinear integro-differential diffusion equation

We study the asymptotic behavior as t → ∞ of the solution of the initial-boundary value problem for the nonlinear integro-differential equation

$$\frac{{\partial U}}{{\partial t}} = \frac{\partial }{{\partial x}}\left[ {a\left( {\mathop \smallint \limits_0^t \left( {\frac{{\partial U}}{{\partial x}}} \right)^2 d\tau } \right)\frac{{\partial U}}{{\partial x}}} \right],$$

where a(S) = (1 + S) ^p , 0 < p ≤ 1. We consider problems with homogeneous boundary conditions as well as with a nonhomogeneous boundary condition on part of the boundary. The orders of convergence are established.

     

Corner Boundary Layer in Boundary Value Problems for Singularly Perturbed Parabolic Equations with Monotonic Nonlinearity

A singularly perturbed parabolic equation

$${\varepsilon ^2}\left( {{{\text{a}}^2}\frac{{{\partial ^2}u}}{{\partial {x^2}}} - \frac{{\partial u}}{{\partial t}}} \right) = F\left( {u,x,t,\varepsilon } \right)$$

is considered in a rectangle with boundary conditions of the first kind. The function F at the corner points of the rectangle is assumed to be monotonic with respect to the variable u on the interval from the root of the degenerate equation to the boundary condition. A complete asymptotic expansion of the solution as ε → 0 is constructed, and its uniformity in the closed rectangle is proven.

     

A boundary value problem for Bitsadze equation in the unit disc

A boundary value problem for the Bitsadze equation

$\frac{{\partial ^2 }}{{\partial \bar z^2 }}u(x,y) \equiv \frac{1}{4}\left( {\frac{\partial }{{\partial x}} + i\frac{\partial }{{\partial y}}} \right)^2 u(x,y) = 0$

in the interior of the unit disc is considered. It is proved that the problem is Noetherian and its index is calculated, and solvability conditions for the non-homogeneous problem are proposed. Some solutions of the homogeneous problem are explicitely found.

     

Two nontrivial solutions of boundary-value problems for semilinear Δ<Subscript><Emphasis Type="Italic">γ</Emphasis></Subscript>-differential equations

In this paper, we study the existence of multiple solutions for the boundary-value problem

$${\Delta _\gamma }u + f\left( {x,u} \right) = 0in\Omega ,u = 0on\partial \Omega ,$$

where Ω is a bounded domain with smooth boundary in R ^N (N ≥ 2) and Δ _γ is the subelliptic operator of the type

$${\Delta _\gamma }u = \sum\limits_{j = 1}^N {{\partial _{{x_j}}}\left( {\gamma _j^2{\partial _{{x_j}}}u} \right)} ,{\partial _{{x_j}}}u = \frac{{\partial u}}{{\partial {x_j}}},\gamma = \left( {{\gamma _1},{\gamma _2}, \ldots ,{\gamma _N}} \right).$$

We use the three critical point theorem.

     

Break-down criterion for the water-wave equation

We study the break-down mechanism of smooth solution for the gravity water-wave equation of infinite depth. It is proved that if the mean curvature κ of the free surface Σt, the trace(V, B) of the velocity at the free surface, and the outer normal derivative ?P/?n of the pressure P satisfy sup t∈[0,T]||κ(t)||~(Lp∩L~2+∫~T_0||(▽V, ▽B)(t)||~6_(L∞)dt+∞,inf (t,x,y)∈[0,T]×Σ_t-?P/?n(t, x, y)≥c0,for some p 2d and c_0 0, then the solution can be extended after t = T.     

Another method for computing the densities of integrals of motion for the Korteweg-de Vries equation

In the first section of this article a new method for computing the densities of integrals of motion for the KdV equation is given. In the second section the variation with respect to q of the functional ∫ ₀ ^π w (x,t,x,;q)dx (t is fixed) is computed, where W(x, t, s; q) is the Riemann function of the problem $$\begin{gathered} \frac{{\partial ^z u}}{{\partial x^2 }} - q(x)u = \frac{{\partial ^2 u}}{{\partial t^2 }} ( - \infty< x< \infty ), \hfill \\ u|_{t = 0} = f(x), \left. {\frac{{\partial u}}{{\partial t}}} \right|_{t = 0} = 0. \hfill \\ \end{gathered} $$      

On convergence and stability of difference schemes for derivative nonlinear evolution equations

We investigate the initial-boundary value problem for the nonlinear equation system $$\frac{{\partial u}}{{\partial t}} = A\frac{{\partial ^2 u}}{{\partial x^2 }} + f(u) + g(u)\frac{{\partial u}}{{\partial x}},$$ whereA is a complex diagonal matrix,f andg are complex vector-functions. The convergence and stability in theW ₂ ² norm of the proposed Crank-Nicolson type difference schemes is proved. No restrictions on the ratio of time and space grid steps are assumed.     

On the behavior of solutions to the Cauchy problem for a degenerate parabolic equation with inhomogeneous density and a source

The Cauchy problem for a degenerate parabolic equation with a source and inhomogeneous density of the form

$\rho (x)\frac{{\partial u}}{{\partial t}} = div(u^{m - 1} \left| {Du} \right|^{\lambda - 1} Du) + \rho (x)u^p $

is studied. Time global existence and nonexistence conditions are found for a solution to the Cauchy problem. Exact estimates of the solution are obtained in the case of global solvability.

     

On convergence and stability of difference schemes for nonlinear schrödinger type equations

The first and the second boundary value problems for a system of nonlinear equations of Schrödinger type $$\frac{{\partial u}}{{\partial t}} = A\frac{{\partial u}}{{\partial x}} + iB\frac{{\partial ^2 u}}{{\partial x^2 }} + f\left( {u, u*} \right)$$ are investigated. HereA andB are real and real positive definite, respectively, constant diagonal matrices, f is a polynomial complex vector function. We do not try to get rid of the addend A?u/?x. Using a new type ofa priori estimates, convergence and stability of difference schemes of Crank-Nicolson type for these problems in W ₂ ¹ norm are proved. No restrictions on the ratio of time and space grid steps are assumed.     

Small Ball Asymptotics for the Stochastic Wave Equation

We examine the small ball asymptotics for the weak solution X of the stochastic wave equation

Adaptive computation for convection dominated diffusion problems

We derive sharp L∞(L ¹ ) a posteriori error estimate for the convection dominated diffusion equations of the form

$$\frac{{\partial u}}{{\partial t}} + div(vu) - \varepsilon \Delta u = g.$$

The derived estimate is insensitive to the diffusion parameter ε → 0. The problem is discretized implicitly in time via the method of characteristics and in space via continuous piecewise linear finite elements. Numerical experiments are reported to show the competitive behavior of the proposed adaptive method.

     

Brownian motion with negative drift and convex level sets in space-time

Suppose a, b, and are reals witha<b and consider the following diffusion equation

Construction of characteristic functions for the system of Navier-Stokes-Voigt equations and the BBM equation

For the system of Navier-Stokes-Voigt equations $$\frac{{\partial \vec v}}{{\partial t}} - v\Delta \vec v - \aleph \frac{{\partial \Delta \vec v}}{{\partial t}} + v_\kappa \frac{{\partial \Delta \vec v}}{{\partial x_\kappa }} + grad \rho = 0, div \vec v = 0$$ and the BBM equation $$\frac{{\partial v}}{{\partial t}} + v\frac{{\partial \Delta v}}{{\partial x}} - \frac{{\partial ^3 v}}{{\partial t\partial x^2 }} = 0$$ characteristic functions \(\mathcal{F}\left( {\vec \theta ;t} \right)\) of the measure μ_t(ω)=μ(V _?1 ^t (ω)), describing the evolution in time of the probability measure μ(ω) defined on the set of initial conditions for the first initial boundary-value problem for system (1) or Eq. (2) are constructed and investigated. It is shown that the characteristic functions \(\mathcal{F}\left( {\vec \theta ;t} \right)\) constructed satisfy partial differential equations with an infinite number of independent variables (t; θ₁,θ₂,...) [the statistical equations of E. Hopf for the system (1) or Eq. (2)].     

Cauchy problem for a quasilinear parabolic equation with a source term and an inhomogeneous density

The following quasilinear parabolic equation with a source term and an inhomogeneous density is considered:

$\rho (x)\frac{{\partial u}}{{\partial t}} = div(u^{m - 1} \left| {Du} \right|^{\lambda - 1} Du) + u^p $

. The conditions on the parameters of the problem are found under which the solution to the Cauchy problem blows up in a finite time. A sharp universal (i.e., independent of the initial function) estimate of the solution near the blowup time is obtained.

     

Null-sets ofH-solutions

We considerC ²-solutionsf=u+iv+jw of the system

Mean value theorem and a maximum principle for Kolmogorov's equation

For an equation of the form $$\begin{gathered} \frac{{\partial u}}{{\partial t}} - \sum\nolimits_{ij = 1}^n {{\text{ }}\alpha ^{ij} } \frac{{\partial ^2 u}}{{\partial x^i \partial x^j }} + \sum\nolimits_{ij = 1}^n {\beta _j^i x^i } \frac{{\partial u}}{{\partial x^i }} = 0, \hfill \\ {\text{ }}x \in R^n ,{\text{ }}t \in R^1 , \hfill \\ \end{gathered}$$ where α=(α^ij) is a constant nonnegative matrix andΒ=(Β _i ⁱ ) is a constant matrix, subject to certain conditions, we construct a fundamental solution, similar in its structure to the fundamental solution of the heat conduction equation; we prove a mean value theorem and show that u(x₀, t₀) can be represented in the form of the mean value of u(x, t) with a nonnegative density over a level surface of the fundamental solution of the adjoint equation passing through the point (x₀, t₀); finally, we prove a parabolic maximum principle.     

Existence,uniqueness and convergence as vanishing viscosity for a reaction-diffusion-convection system

A simple qualitative model of dynamic combustion

Vibrations of Elastic Strings: Mathematical Aspects, Part Two

Dedicated to Professor Jacque-Louis Lions on the occasion of his 70th birthday We consider a mixed problem for the operator

Blow-up of solutions of a nonlinear nonlocal equation of Sobolev type

We consider an initial-boundary value problem for the equation

$\frac{\partial }{{\partial t}}( - \Delta ^2 u + \Delta u + \Delta _p u) + \Delta u - \left\| {\nabla u} \right\|_2^{2q} \Delta u = 0$

and prove a local existence theorem. By using the energy inequality method, we derive necessary and sufficient conditions for the blow-up of a solution in finite time.