Boundary value problems for a nonstrictly hyperbolic equation of the third order

We study classical solutions of boundary value problems for a nonstrictly hyperbolic third-order equation. The equation is posed in a half-strip and a quadrant of the plane of two independent variables. The Cauchy conditions are posed on the lower boundary of the domain, and the Dirichlet conditions are posed on the lateral boundaries. By using the method of characteristics, we find the analytic form of the solution of considered problems. The uniqueness of the solutions is proved.     

A general filter regularization method to solve the three dimensional Cauchy problem for inhomogeneous Helmholtz-type equations: Theory and numerical simulation

In this paper, we solve the Cauchy problem for an inhomogeneous Helmholtz-type equation with homogeneous Dirichlet and Neumann boundary condition. The proposed problem is ill-posed. Up to now, most investigations on this topic focus on very specific cases, and with Dirichlet boundary condition. Recently, we solve this problem in 2D for an inhomogeneous modified Helmholtz equation (2012). This work is a continuous expansion of our previous results. Herein we introduce a general filter regularization (GFR) method, and then from the GFR we deduce two concrete filters, which are a foundation to implement a numerical procedure. In addition, we develop a numerical model for solving this problem in three dimensional region. The proposed filter method has been verified by numerical experiments.     

Optimal control of stochastic differential equations with dynamical boundary conditions

In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problems with nonstandard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a finite dimensional dynamics, which describes the boundary conditions of the internal system. In other terms, we are concerned with nonstandard boundary conditions, as the value at the boundary is governed by a different stochastic differential equation.     

Missing boundary data reconstruction by the factorization method

We consider the data completion problem for the Laplace equation in a cylindrical domain. The Neumann and Dirichlet boundary conditions are given on one face of the cylinder while there is no condition on the other face. This Cauchy problem has been known since Hadamard (1953) to be ill-posed. Here it is set as an optimal control problem with a regularized cost function. We use the factorization method for elliptic boundary value problems. For each set of Cauchy data, to obtain the estimate of the missing data one has to solve a parabolic Cauchy problem in the cylinder and a linear equation. The operator appearing in these problems satisfy a Riccati equation that does not depend on the data. To cite this article: A. Ben Abda et al., C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

A relaxation method of an alternating iterative MFS algorithm for the Cauchy problem associated with the two‐dimensional modified Helmholtz equation

We propose two algorithms involving the relaxation of either the given Dirichlet data or the prescribed Neumann data on the over‐specified boundary in the case of the alternating iterative algorithm of Kozlov et al. (USSR Comput Math Math Phys 31 (1991), 45–52) applied to the Cauchy problem for the two‐dimensional modified Helmholtz equation. The two mixed, well‐posed and direct problems corresponding to every iteration of the numerical procedure are solved using the method of fundamental solutions (MFS), in conjunction with the Tikhonov regularization method. For each direct problem considered, the optimal value of the regularization parameter is selected according to the generalized cross‐validation criterion. The iterative MFS algorithms with relaxation are tested for Cauchy problems associated with the modified Helmholtz equation in two‐dimensional geometries to confirm the numerical convergence, stability, accuracy and computational efficiency of the method. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Study of the initial value problems appearing in a method of factorization of second-order elliptic boundary value problems

In [J. Henry, A.M. Ramos, Factorization of second order elliptic boundary value problems by dynamic programming, Nonlinear Analysis. Theory, Methods & Applications 59 (2004) 629–647] we presented a method for factorizing a second-order boundary value problem into a system of uncoupled first-order initial value problems, together with a nonlinear Riccati type equation for functional operators. A weak sense was given to that system but we did not perform a direct study of those equations. This factorization utilizes either the Neumann to Dirichlet (NtD) operator or the Dirichlet to Neumann (DtN) operator, which satisfy a Riccati equation. Here we consider the framework of Hilbert–Schmidt operators, which provides tools for a direct study of this Riccati type equation. Once we have solved the system of Cauchy problems, we show that its solution solves the original second-order boundary value problem. Finally, we indicate how this techniques can be used to find suitable transparent conditions.     

Stability of inverse problems in an infinite slab with partial data

In this paper, we study the stability of two inverse boundary value problems in an infinite slab with partial data. These problems have been studied by Li and Uhlmann for the case of the Schrödinger equation and by Krupchyk, Lassas, and Uhlmann for the case of the magnetic Schrödinger equation. Here, we quantify the method of uniqueness proposed by Li and Uhlmann and prove a log–log stability estimate for the inverse problems associated to the Schrödinger equation. The boundary measurements considered in these problems are modeled by partial knowledge of the Dirichlet-to-Neumann map: in the first inverse problem, the corresponding Dirichlet and Neumann data are known on different boundary hyperplanes of the slab; in the second inverse problem, they are known on the same boundary hyperplane of the slab.     

Meshless methods for solving Dirichlet boundary optimal control problems governed by elliptic PDEs

In this paper, two meshless schemes are proposed for solving Dirichlet boundary optimal control problems governed by elliptic equations. The first scheme uses radial basis function collocation method (RBF-CM) for both state equation and adjoint state equation, while the second scheme employs the method of fundamental solution (MFS) for the state equation when it has a zero source term, and RBF-CM for the adjoint state equation. Numerical examples are provided to validate the efficiency of the proposed schemes.     

Solving a nonlinear inverse Robin problem through a linear Cauchy problem

ABSTRACT

Considered in this paper is an inverse Robin problem governed by a steady-state diffusion equation. By the Robin inverse problem, one wants to recover the unknown Robin coefficient on an inaccessible boundary from Cauchy data measured on the accessible boundary. In this paper, instead of reconstructing the Robin coefficient directly, we compute first the Cauchy data on the inaccessible boundary which is a linear inverse problem, and then compute the Robin coefficient through Newton's law. For the Cauchy problem, a parameter-dependent coupled complex boundary method (CCBM) is applied. The CCBM has its own merits, and this is particularly true when it is applied to the Cauchy problem. With the introduction of a positive parameter, we can prove the regularized solution is uniformly bounded with respect to the regularization parameter which is a very good property because the solution can now be reconstructed for a rather small value of the regularization parameter. For the problem of computing the Robin coefficient from the recovered Cauchy data, a least square output Tikhonov regularization method is applied to Newton's law to obtain a stable approximate Robin coefficient. Numerical results are given to show the feasibility and effectiveness of the proposed method.     

First mixed problem for a nonstrictly hyperbolic equation of the third order in a bounded domain

We study the classical solution of a boundary value problem for a nonstrictly parabolic equation of the third order in a rectangular domain of two independent variables. We pose Cauchy conditions on the lower base of the domain and the Dirichlet conditions on the lateral boundary. By the method of characteristics, we obtain a closed-form analytic expression for the solution of the problem. The uniqueness of the solution is proved.     

Classical solution of the first mixed problem for a third-order hyperbolic equation with the wave operator

We study the classical solution of the boundary value problem for a third-order hyperbolic equation defined on the plane in a half-strip with the Cauchy conditions on the lower base of the domain and with the Dirichlet conditions on the lateral boundary. By the method of characteristics, in the case of two independent variables, we find the solution of the problem in closed form and prove its uniqueness.     

A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.     

Biharmonic equation in a highly oscillating domain and homogenization of an associated control problem

We consider a Dirichlet boundary control problem posed in an oscillating boundary domain governed by a biharmonic equation. Homogenization of a PDE with a non-homogeneous Dirichlet boundary condition on the oscillating boundary is one of the hardest problems. Here, we study the homogenization of the problem by converting it into an equivalent interior control problem. The convergence of the optimal solution is studied using periodic unfolding operator.     

An improved non-local boundary value problem method for a cauchy problem of the Laplace equation

In this paper, we propose an improved non-local boundary value problem method to solve a Cauchy problem for the Laplace equation. It is known that the Cauchy problem for the Laplace equation is severely ill-posed, i.e., the solution does not depend continuously on the given Cauchy data. Convergence estimates for the regularized solutions are obtained under a-priori bound assumptions for the exact solution. Some numerical results are given to show the effectiveness of the proposed method.     

Numerical transformation methods: a constructive approach

Within group invariance theory we consider a constructive approach in order to define numerical transformation methods. These are initial-value methods for the solution of boundary value problems governed by ordinary differential equations. Here we consider the class of free boundary value problems governed by the most general second-order equation in normal form. For this class of problems the main theorem is concerned with the definition of an iterative transformation method. The definition of a noniterative method, applicable to a subclass of the original class of problems, follows as a corollary. Therefore, the proposed constructive approach allows us to establish a unifying framework for noniterative and iterative transformation methods.     

Uniqueness of solutions to inverse Sturm–Liouville problems with potential using three spectra

The uniqueness of solutions to two inverse Sturm–Liouville problems using three spectra is proven, based on the uniqueness of the solution-pair to an overdetermined Goursat–Cauchy boundary value problem. We discuss the uniqueness of the potential for a Dirichlet boundary condition at an arbitrary interior node, and for a Robin boundary condition at an arbitrary interior node, whereas at the exterior nodes we have Dirichlet boundary conditions in both situations. Here we are particularly concerned with potential functions that are L²(0,a).     

A boundary integral equation procedure for the mixed boundary value problem of the vector helmholtz equation

A boundary integral method is developed for the mixed boundary value problem for the vector Helmholtz equation in R³. The obtained boundary integral equations for the unknown Cauchy data build a strong elliptic system of pseudodifferential equations which can therefore be used for numerical computations using Galerkin's procedure. We show existence, uniqueness and regularity of the solution of the integral equations. Especially we give the local "edge" behavior of the solution near the submanifold which divides the Dirichlet boundary from the Neumann boundary     

单位复超球上多复变解析函数的边值问题

讨论了二元复变解析函数在单位复超球区域上的某些边值问题,包括Dirichlet问题和Riemann-Hilbert问题,利用Cauchy公式、Plemelj公式以及级数展开的方法,我们对不同标数的情形,给出了所提问题可解的充分必要条件.     

Integral equation methods for scattering by infinite rough surfaces

In this paper, we consider the Dirichlet and impedance boundary value problems for the Helmholtz equation in a non‐locally perturbed half‐plane. These boundary value problems arise in a study of time‐harmonic acoustic scattering of an incident field by a sound‐soft, infinite rough surface where the total field vanishes (the Dirichlet problem) or by an infinite, impedance rough surface where the total field satisfies a homogeneous impedance condition (the impedance problem). We propose a new boundary integral equation formulation for the Dirichlet problem, utilizing a combined double‐ and single‐layer potential and a Dirichlet half‐plane Green's function. For the impedance problem we propose two boundary integral equation formulations, both using a half‐plane impedance Green's function, the first derived from Green's representation theorem, and the second arising from seeking the solution as a single‐layer potential. We show that all the integral equations proposed are uniquely solvable in the space of bounded and continuous functions for all wavenumbers. As an important corollary we prove that, for a variety of incident fields including an incident plane wave, the impedance boundary value problem for the scattered field has a unique solution under certain constraints on the boundary impedance. Copyright © 2003 John Wiley & Sons, Ltd.     

Boundary value problems for the one-dimensional Willmore equation

The one-dimensional Willmore equation is studied under Navier as well as under Dirichlet boundary conditions. We are interested in smooth graph solutions, since for suitable boundary data, we expect the stable solutions to be among these. In the first part, classical symmetric solutions for symmetric boundary data are studied and closed expressions are deduced. In the Navier case, one has existence of precisely two solutions for boundary data below a suitable threshold, precisely one solution on the threshold and no solution beyond the threshold. This effect reflects that we have a bending point in the corresponding bifurcation diagram and is not due to that we restrict ourselves to graphs. Under Dirichlet boundary conditions we always have existence of precisely one symmetric solution. In the second part, we consider boundary value problems with nonsymmetric data. Solutions are constructed by rotating and rescaling suitable parts of the graph of an explicit symmetric solution. One basic observation for the symmetric case can already be found in Euler’s work. It is one goal of the present paper to make Euler’s observation more accessible and to develop it under the point of view of boundary value problems. Moreover, general existence results are proved.