Solvability of a Boundary Value Problem for Second-Order Elliptic Differential Operator Equations with a Spectral Parameter in the Equation and in the Boundary Conditions

In a Hilbert space H, we study noncoercive solvability of a boundary value problem for second-order elliptic differential-operator equations with a spectral parameter in the equation and in the boundary conditions in the case where the leading part of one of the boundary conditions contains a bounded linear operator in addition to the spectral parameter. We also illustrate applications of the general results obtained to elliptic boundary value problems.     

Elliptic boundary value problems with λ-dependent boundary conditions

In this paper second order elliptic boundary value problems on bounded domains Ω⊂Rn with boundary conditions on ∂Ω depending nonlinearly on the spectral parameter are investigated in an operator theoretic framework. For a general class of locally meromorphic functions in the boundary condition a solution operator of the boundary value problem is constructed with the help of a linearization procedure. In the special case of rational Nevanlinna or Riesz-Herglotz functions on the boundary the solution operator is obtained in an explicit form in the product Hilbert space L²(Ω)⊕(L²m(∂Ω)), which is a natural generalization of known results on λ-linear elliptic boundary value problems and λ-rational boundary value problems for ordinary second order differential equations.     

Solvability of boundary value problems for second-order elliptic differential-operator equations with a spectral parameter and with a discontinuous coefficient at the highest derivative

In a Hilbert space H, we study the solvability of boundary value problems for second-order elliptic differential-operator equations with a spectral parameter and with a discontinuous (piecewise constant) coefficient at the highest derivative. At the point of discontinuity, we find a transmission condition, which contains a linear unbounded operator. We present an application of the results to elliptic boundary value problems.     

An elliptic boundary problem in a half–space

The spectral theory for general non–selfadjoint elliptic boundary problems involving a discontinuous weight function has been well developed under certain restrictions concerning the weight function. In the course of extending the results so far established to a more general weight function, there arises the problem of establishing, in an L_p Sobolev space setting, the existence of and a priori estimates for solutions for a boundary problem for the half–space ?ⁿ₊ involving a weight function which vanishes at the boundary x_n = 0. In this paper we resolve this problem.     

An elliptic boundary value problem depending nonlinearly upon the eigenvalue parameter

In this paper we establish some results concerning the spectral properties of an elliptic boundary value problem containing the floating singularity (u−λ)⁻¹. Our results are arrived at through a study of the spectral properties of an associated λ-linear problem, and in this study we use some basic facts from the theories of holomorphic operator-valued functions and definitizable operators in Krein space.     

Well‐posedness and approximation of solutions of linear divergence‐form elliptic problems on exterior regions

This paper describes well‐posedness, spectral representations, and approximations of solutions of uniformly elliptic, second‐order, divergence form elliptic boundary value problems on exterior regions U in when N ≥ 3. Inhomogeneous Dirichlet, Neumann, and Robin boundary conditions are treated. These problems are first shown to be well‐posed in the space E¹(U) of finite‐energy functions on U using variational methods. Spectral representations of these solutions involving Steklov eigenfunctions and solutions subject to zero Dirichlet boundary conditions are described. Some approximation results for the A‐harmonic components are obtained. Positivity and comparison results for these solutions are given. Copyright © 2014 John Wiley & Sons, Ltd.     

Irregular boundary value problems for second order elliptic differential-operator equations in UMD Banach spaces

We prove coerciveness with a defect and Fredholmness of nonlocal irregular boundary value problems for second order elliptic differential-operator equations in UMD Banach spaces. Then, we prove coerciveness with a defect in both the space variable and the spectral parameter of the problem with a linear parameter in the equation. The results do not imply maximal L _p -regularity in contrast to previously considered regular case. In fact, a counterexample shows that there is no maximal L _p -regularity in the irregular case. When studying Fredholmness, the boundary conditions may also contain unbounded operators in perturbation terms. Finally, application to nonlocal irregular boundary value problems for elliptic equations of the second order in cylindrical domains are presented. Equations and boundary conditions may contain differential-integral parts. The spaces of solvability are Sobolev type spaces ${W_{p,q}^{2,2}}$ .     

Basis properties in <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> of systems of root functions of a spectral problem with spectral parameter in a boundary condition

We consider a spectral problem for a fourth-order ordinary differential equation with spectral parameter in a boundary condition. We study the structure of root spaces and analyze the basis properties in the space L _p (0, l), 1 < p < ∞, of systems of root functions of that problem.     

Continuity of the scattering function and Levinson‐type formula of Klein–Gordon equation

We considered the inverse problem of scattering theory for a boundary value problem on the half line generated by Klein–Gordon differential equation with a nonlinear spectral parameter‐dependent boundary condition. We defined the scattering data, and we proved the continuity of the scattering function S(λ); in a special case, the relation for the difference of the logarithm of the scattering function, which is called the Levinson‐type formula, was obtained. Copyright © 2012 John Wiley & Sons, Ltd.     

Irregular Boundary Value Problems with Discontinuous Coefficients and the Eigenvalue Parameter

In this study, a Birkhoff-irregular boundary value problem for linear ordinary differential equations of the second order with discontinuous coefficients and the spectral parameter has been considered. Therefore, at the discontinuous point, two additional boundary conditions (called transmission conditions) have been added to the boundary conditions. The eigenvalue parameter is of the second degree in the differential equation and of the first degree in a boundary condition. The equation contains an abstract linear operator which is (usually) unbounded in the space Lq(−1, 1). Isomorphism and coerciveness with defects 1 and 2 are proved for this problem. The case of the biharmonic equation is also studied.     

Convergence analysis of a hp-finite element approximation of the time-harmonic Maxwell equations with impedance boundary conditions in domains with an analytic boundary

We consider a nonconforming hp -finite element approximation of a variational formulation of the time-harmonic Maxwell equations with impedance boundary conditions proposed by Costabel et al. The advantages of this formulation is that the variational space is embedded in H¹ as soon as the boundary is smooth enough (in particular it holds for domains with an analytic boundary) and standard shift theorem can be applied since the associated boundary value problem is elliptic. Finally in order to perform a wavenumber explicit error analysis of our problem, a splitting lemma and an estimation of the adjoint approximation quantity are proved by adapting to our system the results from Melenk and Sauter obtained for the Helmholtz equation. Some numerical tests that illustrate our theoretical results are also presented. Analytic regularity results with bounds explicit in the wavenumber of the solution of a general elliptic system with lower order terms depending on the wavenumber are needed and hence proved.     

Fold completeness of a system of root vectors of a system of unbounded polynomial operator pencils in Banach spaces. I. Abstract theory

N. Dunford and J.T. Schwartz (1963) striking Hilbert space theory about completeness of a system of root vectors (generalized eigenvectors) of an unbounded operator has been generalized by J. Burgoyne (1995) to the Banach spaces framework. We use the Burgoyne's theorem and prove n-fold completeness of a system of root vectors of a system of unbounded polynomial operator pencils in Banach spaces. The theory will allow to consider, in application, boundary value problems for ODEs and elliptic PDEs which polynomially depend on the spectral parameter in both the equation and the boundary conditions.     

Noncoercive boundary value problems for the Laplace equation with a spectral parameter

In this paper we find conditions that guarantee that irregular boundary value problems for elliptic differential-operator equations of the second order in an interval are coercive with a defect and fredholm; compactness of a resolvent and estimations by spectral parameter; completeness of root functions. We apply this result to find some algebraic conditions that guarantee that irregular boundary value problems for elliptic partial differential equations of the second order in cylindrical domains have the same properties. Apparently this is the first paper where the regularity of an elliptic boundary value problem is not satisfied on a manifold of the dimension equal to the dimension of the boundary. Nevertheless, the problem is fredholm and the resolvent is compact. It is interesting to note that the considered boundary value problems for elliptic equations in a cylinder being with separating variables are noncoercive. I wish to thank the referee whose comments helped me improve the style of the paper. Supported in part by the Israel Ministry of Science and Technology and the Israel-France Rashi Foundation.     

On an A Priori Estimate for Solutions of an Elliptic Equation

In the investigation of the spectral theory of non-selfadjoint elliptic boundary value problems involving an indefinite weight function, there arises the problem of obtaining L^p a priori estimates for solutions about points of discontinuity of the weight function. Here we deal with this problem for the case where the weight function vanishes on a set of positive measure.     

Asymptotic expansion for harmonic functions in the half‐space with a pressurized cavity

In this paper, we address a simplified version of a problem arising from volcanology. Specifically, as a reduced form of the boundary value problem for the Lamé system, we consider a Neumann problem for harmonic functions in the half‐space with a cavity C. Zero normal derivative is assumed at the boundary of the half‐space; differently, at ?C, the normal derivative of the function is required to be given by an external datum g, corresponding to a pressure term exerted on the medium at ?C. Under the assumption that the (pressurized) cavity is small with respect to the distance from the boundary of the half‐space, we establish an asymptotic formula for the solution of the problem. Main ingredients are integral equation formulations of the harmonic solution of the Neumann problem and a spectral analysis of the integral operators involved in the problem. In the special case of a datum g, which describes a constant pressure at ?C, we recover a simplified representation based on a polarization tensor. Copyright © 2016 John Wiley & Sons, Ltd.     

Matrix decomposition algorithms for elliptic boundary value problems: a survey

We provide an overview of matrix decomposition algorithms (MDAs) for the solution of systems of linear equations arising when various discretization techniques are applied in the numerical solution of certain separable elliptic boundary value problems in the unit square. An MDA is a direct method which reduces the algebraic problem to one of solving a set of independent one-dimensional problems which are generally banded, block tridiagonal, or almost block diagonal. Often, fast Fourier transforms (FFTs) can be employed in an MDA with a resulting computational cost of O(N ² logN) on an N × N uniform partition of the unit square. To formulate MDAs, we require knowledge of the eigenvalues and eigenvectors of matrices arising in corresponding two–point boundary value problems in one space dimension. In many important cases, these eigensystems are known explicitly, while in others, they must be computed. The first MDAs were formulated almost fifty years ago, for finite difference methods. Herein, we discuss more recent developments in the formulation and application of MDAs in spline collocation, finite element Galerkin and spectral methods, and the method of fundamental solutions. For ease of exposition, we focus primarily on the Dirichlet problem for Poisson’s equation in the unit square, sketch extensions to other boundary conditions and to more involved elliptic problems, including the biharmonic Dirichlet problem, and report extensions to three dimensional problems in a cube. MDAs have also been used extensively as preconditioners in iterative methods for solving linear systems arising from discretizations of non-separable boundary value problems.     

Boundary value problems for two types of degenerate elliptic systems in <Emphasis Type="Italic">R</Emphasis><Superscript>4</Superscript>

Firstly, the Riemann boundary value problem for a kind of degenerate elliptic system of the first order equations in R ⁴ is proposed. Then, with the help of the one-to-one correspondence between the theory of Clifford valued generalized regular functions and that of the degenerate elliptic system’s solution, the boundary value problem as stated above is transformed into a boundary value problem related to the generalized regular functions in Clifford analysis. Moreover, the solution of the Riemann boundary value problem for the degenerate elliptic system is explicitly described by using a kind of singular integral operator. Finally, the conditions for the existence of solutions of the oblique derivative problem for another kind of degenerate elliptic system of the first order equations in R ⁴ are derived.     

Estimates for a spectral parameter in elliptic boundary value problems with discontinuous nonlinearities

Under study are the two classes of elliptic spectral problems with homogeneous Dirichlet conditions and discontinuous nonlinearities (the parameter occurs in the nonlinearity multiplicatively). In the former case the nonlinearity is nonnegative and vanishes for the values of the phase variable not exceeding some positive number c; it has linear growth at infinity in the phase variable u and the only discontinuity at u = c. We prove that for every spectral parameter greater than the minimal eigenvalue of the differential part of the equation with the homogeneous Dirichlet condition, the corresponding boundary value problem has a nontrivial strong solution. The corresponding free boundary in this case is of zero measure. A lower estimate for the spectral parameter is established as well. In the latter case the differential part of the equation is formally selfadjoint and the nonlinearity has sublinear growth at infinity. Some upper estimate for the spectral parameter is given in this case.     

On a difference scheme of fourth order of accuracy for the Bitsadze–Samarskii type nonlocal boundary value problem

The Bitsadze–Samarskii type nonlocal boundary value problem for the differential equation in a Hilbert space H with the self‐adjoint positive definite operator A with a closed domain D(A) ? H is considered. Here, f(t) be a given abstract continuous function defined on [0,1] with values in H, φ and ψ be the elements of D(A), and λ_j are the numbers from the set [0,1]. The well‐posedness of the problem in Hölder spaces with a weight is established. The coercivity inequalities for the solution of the nonlocal boundary value problem for elliptic equations are obtained. The fourth order of accuracy difference scheme for approximate solution of the problem is presented. The well‐posedness of this difference scheme in difference analogue of Hölder spaces is established. For applications, the stability, the almost coercivity, and the coercivity estimates for the solutions of difference schemes for elliptic equations are obtained. Mathematical Methods in the Applied Sciences. Copyright © 2012 John Wiley & Sons, Ltd.     

Spectral Solutions of Self-adjoint Elliptic Problems with Immersed Interfaces

This paper describes a spectral representation of solutions of self-adjoint elliptic problems with immersed interfaces. The interface is assumed to be a simple non-self-intersecting closed curve that obeys some weak regularity conditions. The problem is decomposed into two problems, one with zero interface data and the other with zero exterior boundary data. The problem with zero interface data is solved by standard spectral methods. The problem with non-zero interface data is solved by introducing an interface space H _Γ(Ω) and constructing an orthonormal basis of this space. This basis is constructed using a special class of orthogonal eigenfunctions analogously to the methods used for standard trace spaces by Auchmuty (SIAM J. Math. Anal. 38, 894–915, 2006). Analytical and numerical approximations of these eigenfunctions are described and some simulations are presented.