Justification of a quasistationary approximation for the Stefan problem

Unique solvability of the one-phase Stefan problem with a small multiplier ε at the time derivative in the equation is proved on a certain time interval independent of ε for ε ∈ (0, ε₀). The solution to the Stefan problem is compared with the solution to the Hele-Show problem, which describes the process of melting materials with zero specific heat ε and can be regarded as a quasistationary approximation for the Stefan problem. It is shown that the difference of the solutions has order . This provides a justification of the quasistationary approximation. Bibliography: 23 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 348, 2007, pp. 209–253.     

Stefan problem

We prove the existence of a global classical solution of the multidimensional two-phase Stefan problem. The problem is reduced to a quasilinear parabolic equation with discontinuous coefficients in a fixed domain. With the help of a small parameter ε, we smooth coefficients and investigate the resulting approximate solution. An analytical method that enables one to obtain the uniform estimates of an approximate solution in the cross-sections t = const is developed. Given the uniform estimates, we make the limiting transition as ε → 0. The limit of the approximate solution is a classical solution of the Stefan problem, and the free boundary is a surface of the class H ^2+α,1+α/2.     

The order of convergence in the stefan problem with vanishing specific heat

The paper is concerned with the two-phase Stefan problem with a small parameter ϵ, which coresponds to the specific heat of the material. It is assumed that the initial condition does not coincide with the solution for t = 0 of the limit problem related to ε = 0. To remove this discrepancy, an auxiliary boundary layer type function is introduced. It is proved that the solution to the two-phase Stefan problem with parameter ϵ differs from the sum of the solution to the limit Hele–Shaw problem and a boundary layer type function by quantities of order O(ϵ). The estimates are obtained in H?lder norms. Bibliography: 13 titles.     

Homogenization of a parabolic signorini boundary value problem in a thick plane junction

We consider a parabolic Signorini boundary value problem in a thick plane junction Ω _ε which is the union of a domain Ω₀ and a large number of ε−periodically situated thin rods. The Signorini conditions are given on the vertical sides of the thin rods. The asymptotic analysis of this problem is done as ε → 0, i.e., when the number of the thin rods infinitely increases and their thickness tends to zero. With the help of the integral identity method we prove a convergence theorem and show that the Signorini conditions are transformed (as ε → 0) in differential inequalities in the region that is filled up by the thin rods in the limit passage. Bibliography: 31 titles. Illustrations: 1 figure.     

Random evolutions with locally independent increments on increasing time intervals

Three main schemes of limit theorems for random evolutions are discussed: averaging, diffusion approximation, and the asymptotics of large deviations. Markov stochastic evolutions with locally independent increments on increasing time intervals T _ε  = t/ε → ∞, ε → 0, are considered. The asymptotic behavior of random evolutions is investigated with the use of solutions of the singular perturbation problems for reducibly invertible operators.     

Stable Subconstructs: A Correction and New Results

In Lowen and Wuyts (Appl Categ Struct 8:235–245, 2000) the authors studied the simultaneously concretely reflective and concretely coreflective subconstructs of the category Ap of approach spaces. For the sake of shortness we call such subconstructs stable. Using a technique introduced in Herrlich and Lowen (1999) it was possible to explicitly describe such stable subconstructs by a condition on the objects which used certain subsets of [0, ∞ ]. Thus each stable subconstruct Ap _m described in [9] corresponds to the subset {0} ∪ [m, ∞ ] ⊂ [0, ∞ ] for m ∈ [0, ∞ ]. Although this characterization is correct, Theorem 4.7 in [9] stating that the subconstructs Ap _m were the only stable subconstructs of Ap is not. The main results, which together prove that the only stable subconstructs are those where a restriction is put on the range of the distances of the objects, are upheld, but it turns out that not only the sets {0} ∪ [m, ∞ ], but actually each closed subsemigroup of [0, ∞ ] determines a stable subconstruct (albeit again in exactly the same way as characterized in [9]). In the first part of our paper, Sections 1 and 2, we develop the general technique, which is totally different to the one from [3], and in Theorem 2.13 we prove the main result for the case of approach spaces. The technique which we develop is also applicable to other cases. Thus, in Section 3, more precisely in Theorems 3.9 and 3.11, we give the complete solution to the corresponding characterization problem for the constructs pq Met ^∞ of pseudo-quasi-metric spaces and p Met ^∞ of pseudometric spaces and in Section 4 we briefly sketch how the technique can be adapted and used to also completely solve the problem in the case of more general types of approach spaces and metric spaces. At the same time, in all cases, we are able to give necessary and sufficient conditions under which two stable subconstructs of one of these topological constructs are concretely isomorphic. It turns out that in all cases there are 2^à₀2^{\aleph_0} non-concretely isomorphic stable subconstructs.     

Multidimensional two-phase quasistationary stefan problem

Existence and uniqueness of the classic solution to a two-dimensional quasistationary Stefan problem are considered. The family of model problems dependent on the parameter ε>0 which defines a heat conductivity of a matter in the direction of thex-axis is analysed. When ε→0 it is approximated by the approximate model problem having less dimensions. Analogous results are also valid for a three-dimensional problem.     

Quasistationary Approximation for the Stefan Problem

To justify the quasistationary approximation for the Stefan problem, the difference between the solution to the Hele-Show problem and the solution to the Stefan problem with small parameter ε at the time-derivative in the equation is considered. Bibliography: 7 titles. __________ Translated from Problemy Matematicheskogo Analiza, No. 31, 2005, pp. 167–178.     

Homogenization of the diffusion equation with nonlinear flux condition on the interior boundary of a perforated domain — the influence of the scaling on the nonlinearity in the effective sink-source term

In this paper, we study the asymptotic behavior of solutions u _ε of the initial boundary value problem for parabolic equations in domains W_e ì \mathbbRⁿ {\Omega_\varepsilon } \subset {\mathbb{R}^n} , n ≥ 3, perforated periodically by balls with radius of critical size ε ^α , α = n/(n − 2), and distributed with period ε. On the boundary of the balls a nonlinear third boundary condition is imposed. The weak convergence of the solutions u _ε to the solution of an effective equation is given. Furthermore, an improved approximation for the gradient of the microscopic solutions is constructed, and a corrector result with respect to the energy norm is proved.     

Kolmogorov Entropy for Classes of Convex Functions

Kolmogorov ε-entropy of a compact set in a metric space measures its metric massivity and thus replaces its dimension which is usually infinite. The notion quantifies the compactness property of sets in metric spaces, and it is widely applied in pure and applied mathematics. The ε-entropy of a compact set is the most economic quantity of information that permits a recovery of elements of this set with accuracy ε. In the present article we study the problem of asymptotic behavior of the ε-entropy for uniformly bounded classes of convex functions in L _p -metric proposed by A.I.   Shnirelman. The asymptotic of the Kolmogorov ε-entropy for the compact metric space of convex and uniformly bounded functions equipped with L _p -metric is ε ^−1/2, ε→0₊.      

Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims

We will study the following problem.Let X_t,t∈[0,T],be an R~d-valued process defined on atime interval t∈[0,T].Let Y be a random value depending on the trajectory of X.Assume that,at each fixedtime t≤T,the information available to an agent(an individual,a firm,or even a market)is the trajectory ofX before t.Thus at time T,the random value of Y(ω) will become known to this agent.The question is:howwill this agent evaluate Y at the time t?We will introduce an evaluation operator ε_t[Y] to define the value of Y given by this agent at time t.Thisoperator ε_t[·] assigns an (X_s)0(?)s(?)T-dependent random variable Y to an (X_s)0(?)s(?)t-dependent random variableε_t[Y].We will mainly treat the situation in which the process X is a solution of a SDE (see equation (3.1)) withthe drift coefficient b and diffusion coefficient σcontaining an unknown parameter θ=θ_t.We then consider theso called super evaluation when the agent is a seller of the asset Y.We will prove that such super evaluation is afiltration consistent nonlinear expectation.In some typical situations,we will prove that a filtration consistentnonlinear evaluation dominated by this super evaluation is a g-evaluation.We also consider the correspondingnonlinear Markovian situation.     

The primes contain arbitrarily long polynomial progressions

We establish the existence of infinitely many polynomial progressions in the primes; more precisely, given any integer-valued polynomials P ₁, …, P _k  ∈ Z[m] in one unknown m with P ₁(0) = … = P _k (0) = 0, and given any ε > 0, we show that there are infinitely many integers x and m, with 1 \leqslant m \leqslant x^e1 \leqslant m \leqslant x^\varepsilon, such that x + P ₁(m), …, x + P _k (m) are simultaneously prime. The arguments are based on those in [18], which treated the linear case P _j  = (j − 1)m and ε = 1; the main new features are a localization of the shift parameters (and the attendant Gowers norm objects) to both coarse and fine scales, the use of PET induction to linearize the polynomial averaging, and some elementary estimates for the number of points over finite fields in certain algebraic varieties.     

On the asymptotic expansion of the solution of the plane Stokes problem in a perforated domain

This article deals with the asymptotic behavior as ε → 0 of the solution {u _ɛ, p _ɛ} of the plane Stokes problem in a perforated domain. The limit problem is constructed and estimates for the speed of convergence are obtained. It is shown that the speed of convergence is of order O(ε ^3/2). __________ Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 25, pp. 3–20, 2005.     

Homogenization with corrector for a multidimensional periodic elliptic operator near an edge of an inner gap

For a second order differential operator A \mathcal{A} _ε  = −div g(x/ε)∇ + ε ⁻²p(x/ε) in L ₂(ℝ ^d ) with periodic coefficients and small parameter ε > 0 we study an approximation of the resolvent of A \mathcal{A} _ε at a point close to an edge of an inner gap in the spectrum of A \mathcal{A} _ε . Under certain regularity conditions, we construct an approximation (with a first order corrector taken into account) for the resolvent with error estimate of order O(ε ²). We show that a proper effective operator and a proper corrector are associated to each (regular) edge of the gap. Bibliography: 14 titles.     

Almost global wellposedness of the 2-D full water wave problem

We consider the problem of global in time existence and uniqueness of solutions of the 2-D infinite depth full water wave equation. It is known that this equation has a solution for a time period [0,T/ε] for initial data of the form ε Ψ, where T depends only on Ψ. In this paper, we show that for such data there exists a unique solution for a time period [0,e ^T/ε ]. This is achieved by better understandings of the nature of the nonlinearity of the full water wave equation. Financial support provided in part by NSF grant DMS-0400643.     

An integral strong law of large numbers for processes with independent increments

For a stochastically continuous stochastic process with independent increments overD[0,T], letN(t,ε) be the number of smaple function jumps that occur in the interval [0,t] of sizes less than −ε or greater than ε, where ε>0. LetM(t,ε)=EN(t,ε), and assumeM(t,0+)=∞ for 0<t≦T. If lim_{ε ↓0}(M(t,ε)/M(T,ε)) exists and is positive for eacht∈(0,T], then lim_{ε ↓0}(N(t,ε)/M(T,ε)) for allt∈(0,T] with probability one. The research of Howard G. Tucker was supported in part by the National Science Foundation, Grant No. MCS76-03591A01.     

Homogenization of the Neumann problem for the Lamé equations of linear elasticity in domains with a periodic system of channels of small length

The problem of homogenization is considered for the solutions of the Neumann problem for the Lamé system of plane elasticity in two-dimensional domains with channels that have the form of rectilinear cylinders of length ε ^q (ε is a small positive parameter, q = const > 0) and radius a _ɛ. The bases of the channels form an ε-periodic structure on the hyperplane {x ∈ ℝ²: x ₁ = 0} and their number is equal to N _ɛ= O(ɛ⁻¹) as ε → 0. Under the limit condition lim on the parameters characterizing the geometry of the domain, the weak H ¹-limit of the generalized solution of this problem is found. __________ Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 25, pp. 310–322, 2005.     

Semidiscrete and asymptotic approximations for the nonstationary radiative–conductive heat transfer problem in a periodic system of grey heat shields

We consider semidiscrete and asymptotic approximations to a solution to the nonstationary nonlinear initial-boundary-value problem governing the radiative–conductive heat transfer in a periodic system consisting of n grey parallel plate heat shields of width ε = 1/n, separated by vacuum interlayers. We study properties of special semidiscrete and homogenized problems whose solutions approximate the solution to the problem under consideration. We establish the unique solvability of the problem and deduce a priori estimates for the solutions. We obtain error estimates of order O( ?{e} ) O\left( {\sqrt {\varepsilon } } \right) and O(ε) for semidiscrete approximations and error estimates of order O( ?{e} ) O\left( {\sqrt {\varepsilon } } \right) and O(ε ^3/4) for asymptotic approximations. Bibliography: 9 titles.     

Asymptotic analysis of a parabolic semilinear problem with nonlinear boundary multiphase interactions in a perforated domain

We consider a parabolic semilinear problem with rapidly oscillating coefficients in a domain Ω_ε that is ε-periodically perforated by small holes of size O\mathcal {O}(ε). The holes are divided into two ε-periodical sets depending on the boundary interaction at their surfaces, and two different nonlinear Robin boundary conditions σ_ε(u _ε) + εκ _m (u _ε) = εg ^(m) _ε, m = 1, 2, are imposed on the boundaries of holes. We study the asymptotics as ε → 0 and establish a convergence theorem without using extension operators. An asymptotic approximation of the solution and the corresponding error estimate are also obtained. Bibliography: 60 titles. Illustrations: 1 figure.     

Representing a Functional Curve by Curves with Fewer Peaks

In this paper, we study the problems of (approximately) representing a functional curve in 2-D by a set of curves with fewer peaks. Representing a function (or its curve) by certain classes of structurally simpler functions (or their curves) is a basic mathematical problem. Problems of this kind also find applications in applied areas such as intensity-modulated radiation therapy (IMRT). Let f\bf f be an input piecewise linear functional curve of size n. We consider several variations of the problems. (1) Uphill–downhill pair representation (UDPR): Find two nonnegative piecewise linear curves, one nondecreasing (uphill) and one nonincreasing (downhill), such that their sum exactly or approximately represents f\bf f. (2) Unimodal representation (UR): Find a set of unimodal (single-peak) curves such that their sum exactly or approximately represents f\bf f. (3) Fewer-peak representation (FPR): Find a piecewise linear curve with at most k peaks that exactly or approximately represents f\bf f. Furthermore, for each problem, we consider two versions. For the UDPR problem, we study its feasibility version: Given ε>0, determine whether there is a feasible UDPR solution for f\bf f with an approximation error ε; its min-ε version: Compute the minimum approximation error ε ^∗ such that there is a feasible UDPR solution for f\bf f with error ε ^∗. For the UR problem, we study its min-k version: Given ε>0, find a feasible solution with the minimum number k ^∗ of unimodal curves for f\bf f with an error ε; its min-ε version: given k>0, compute the minimum error ε ^∗ such that there is a feasible solution with at most k unimodal curves for f\bf f with error ε ^∗. For the FPR problem, we study its min-k version: Given ε>0, find one feasible curve with the minimum number k ^∗ of peaks for f\bf f with an error ε; its min-ε version: given k≥0, compute the minimum error ε ^∗ such that there is a feasible curve with at most k peaks for f\bf f with error ε ^∗. Little work has been done previously on solving these functional curve representation problems. We solve all the problems (except the UR min-ε version) in optimal O(n) time, and the UR min-ε version in O(n+mlog m) time, where m<n is the number of peaks of f\bf f. Our algorithms are based on new geometric observations and interesting techniques.