Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence,uniqueness, exponential stability and invariant measures

Abstract

In this work, we consider the two-dimensional viscoelastic fluid flow equations, arising from the Oldroyd model for the non-Newtonian fluid flows. We investigate the well-posedness of such models in two-dimensional bounded and unbounded (Poincaré domains) domains, both in deterministic and stochastic settings. The existence and uniqueness of weak solution in the deterministic case is proved via a local monotonicity property of the linear and nonlinear operators and a localized version of the Minty-Browder technique. Some results on the exponential stability of stationary solutions are also established. The global solvability results for the stochastic counterpart are obtained by a stochastic generalization of the Minty-Browder technique. The exponential stability results in the mean square as well as in the pathwise (almost sure) sense are also discussed. Using the exponential stability results, we finally prove the existence of a unique invariant measure, which is ergodic and strongly mixing.     

Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations

In this paper we investigate several properties of the stabilizing solution of a class of systems of Riccati type differential equations with indefinite sign associated to controlled systems described by differential equations with Markovian jumping.

We show that the existence of a bounded on R ₊ and stabilizing solution for this class of systems of Riccati type differential equations is equivalent to the solvability of a control-theoretic problem, namely disturbance attenuation problem.

If the coefficients of the considered system are theta;-periodic functions then the stabilizing solution is also theta;-periodic and if the coefficients are asymptotic almost periodic functions, then the stabilizing solution is also asymptotic almost periodic and its almost periodic component is a stabilizing solution for a system of Riccati type differential equations defined on the whole real axis. One proves also that the existence of a stabilizing and bounded on R ₊ solution of a system of Riccati differential equations with indefinite sign is equivalent to the existence of a solution to a corresponding system of matrix inequalities. Finally, a minimality property of the stabilizing solution is derived.     

Quelques rémarques sur le feedback stationnaire et la stabilté asymptotique

Summary We consider dynamical systems described by asymptotically stable equations of evolution and we apply to them feedback laws, optimal in stationary conditions with respect to a usual quadratic functional. Then we study the asymptotic stability of the modified equations of evolution and the convergence of the state variables to the optimal stationary states. We get positive results in the following cases: abstract parabolic equations, heat equation with boundary control and observation, convex constraints on the control variable, non linear equations involving gradients of some convex functions.

---

---

Entrata in Redazione il 22 luglio 1974.     

L2 ASYMPTOTIC FOR THE EQUILIBRIUM SOLUTION OF THE F-M EQUATIONS IN THE SPACE-PERIODIC CASE

The L² exponetial asymptotical stability for the equilibrium solution of the F-M equations in the space-periodic case (n = 2) is considered. Under some assumptions on the external force, it can be shown that the weak solution of F-M equations with initial and boundary conditions in space-periodic case approaches the stationary solution of the system exponetially when time t goes to infinite.     

On the spectrum for the artificial compressible system

Stability of stationary solutions of the incompressible Navier–Stokes system and the corresponding artificial compressible system is considered. Both systems have the same sets of stationary solutions and the incompressible system is obtained from the artificial compressible one in the zero limit of the artificial Mach number ? which is a singular limit. It is proved that if a stationary solution of the incompressible system is asymptotically stable and the velocity field of the stationary solution satisfies an energy-type stability criterion by variational method with admissible functions being only potential flow parts of velocity fields, then it is also stable as a solution of the artificial compressible one for sufficiently small ?. The result is applied to the Taylor problem.     

On the System of Hamilton–Jacobi and Transport Equations Arising in Geometrical Optics

Abstract

In the present article, we study the system of eikonal and transport equations arising in geometrical optics. The mathematical analysis is performed by using the suitable notion of solution, i.e., the viscosity solution for the Hamilton–Jacobi equation and the measure solution for the transport equation defined via the generalized Filippov characteristics. We study the stability as well as the geometry of the solution to the system.     

Stability of nonlinear viscoelastic systems under stochastic excitation

The dynamic behaviour of viscoelastic system with due account of finite deflections but under condition of small strains is described by the system of nonlinear integro-differential equations. On an example of a thin plate subjected to loads, which are assumed as random wide-band stationary noises and applied in the plate plane, the stability of nonlinear systems is considered. The stability in a case of finite deflections of the plate is considered as stability with respect to statistical moments of perturbations and almost sure stability. For the solution of the problem, a numerical method is offered, which is based on the statistical simulation of input stochastic stationary processes, which are assumed in the form of Gaussian ”colored” noises, and on the numerical solution of integro-differential or differential equations. The conclusion about the stability of the considered system is made on the basis of Lyapunov exponents. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On Convergence Domains of Newton's and Modified Newton Methods

ABSTRACT

We analyze convergence domains of Newton's and the modified Newton methods for solving operator equations in Banach spaces assuming first that the operator in question is ω-smooth in a ball centered at the starting point. It is shown that the gap between convergence domains of these two methods cannot be closed under ω-smoothness. Its exact size for Hölder smooth operators is computed. Then we proceed to investigate their convergence domains under regular smoothness. As our analysis reveals, both domains are the same and wider than their counterparts in the previous case.     

Bifurcations on hemispheres

Summary It is now well known that the number of parameters and symmetries of an equation affects the bifurcation structure of that equation. The bifurcation behavior of reaction-diffusion equations on certain domains with certain boundary conditions isnongeneric in the sense that the bifurcation of steady states in these equations is not what would be expected if one considered only the number of parameters in the equations and the type of symmetries of the equations. This point was made previously in work by Fujii, Mimura, and Nishiura [6] and Armbruster and Dangelmayr [1], who considered reaction-diffusion equations on an interval with Neumann boundary conditions.As was pointed out by Crawford et al. [5], the source of this nongenericity is that reaction-diffusion equations are invariant under translations and reflections of the domain and, depending on boundary conditions, may naturally and uniquely be extended to larger domains withlarger symmetry groups. These extra symmetries are the source of the nongenericity. In this paper we consider in detail the steady-state bifurcations of reaction-diffusion equations defined on the hemisphere with Neumann boundary conditions along the equator. Such equations have a naturalO(2)-symmetry but may be extended to the full sphere where the natural symmetry group isO(3). We also determine a large class of partial differential equations and domains where this kind of extension is possible for both Neumann and Dirichlet boundary conditions.     

Stochastic partial differential equations in bounded domains with Dirichlet boundary conditions

In this paper we prove the existence of a unique solution for a class of stochastic parabolic partial differential equations in bounded domains, with Dirichlet boundary conditions. The main tool is an equivalence result, provided by the stochastic characteristics method, between the stochastic equations under investigation and a class of deterministic parabolic equations with moving boundaries, depending on random coefficients. We show the existence of the solution to this last problem, thus providing a solution to the former.     

Stability of Stochastic Differential Equations Under Discretization

Abstract

Long time behavior of stochastic differential equations (SDE) involves two instances of exponential mean square stability (EMS-stability). First deals with stability of the original continuous time system while the second is concerned with stability after the time step discretization. By considering a linear operator S associated with SDE, we show that the discrete system is EMS-stable if and only if S is a positive contraction on the set of symmetric positive definite matrices.     

A Note on Geometric Embeddings of Simplicial Complexes in a Euclidean Space

In this note we prove that if a simplicial complex K can be embedded geometrically in R ^m , then a certain linear system of equations associated with K possesses a small integral solution. Received July 5, 1998, and in revised form May13, 1999.     

Stability of stationary solutions for the non-isentropic Euler-Maxwell system in the whole space

In this paper we discuss the asymptotic stability of stationary solutions for the non-isentropic Euler-Maxwell system in R³. It is known in the authors’ previous works [17, 18, 19] that the Euler-Maxwell system verifies the decay property of the regularity-loss type. In this paper we first prove the existence and uniqueness of a small stationary solution. Then we show that the non-stationary problemhas a global solution in a neighborhood of the stationary solution under smallness condition on the initial perturbation. Moreover, we show the asymptotic convergence of the solution toward the stationary solution as time tends to infinity. The crucial point of the proof is to derive a priori estimates by using the energy method.     

Euler implicit/explicit iterative scheme for the stationary Navier–Stokes equations

In this paper, a new uniqueness assumption (A2) of the solution for the stationary Navier–Stokes equations is presented. Under assumption (A2), the exponential stability of the solution $(\bar{u},\bar{p})$ for the stationary Navier–Stokes equations is proven. Moreover, the Euler implicit/explicit scheme based on the mixed finite element is applied to solve the stationary Navier–Stokes equations. Finally, the almost unconditionally stability is proven and the optimal error estimates uniform in time are provided for the scheme.     

Capillary/Gravity Film Flows on the Surface of a Rotating Cylinder

We derive equations describing the motion of a viscous incompressible capillary film on the surface of a rotating cylinder in the transverse gravity field. As a result, we obtain an equation for the film thickness that has fourth order in two space variables and first order in time. We study both space-periodic solutions in the axial coordinate and localized solutions of this equation in the stationary case. We also discuss the stability of stationary solutions. Analysis of the one-dimensional problem shows that its solution strongly depends on the Galileo number and that such a solution does not exist if this number is large. Bibliography: 15 titles.To dear colleague and friend with all the best wishes__________Published in Zapiski Nauchnykh Seminarov POMI, Vol. 306, 2003, pp. 165–185.     

Comparison Method of Stability Analysis of Semilinear Time-Delay Stochastic Evolution Equation

Abstract

In this paper, we set up the comparison theorem between the mild solution of semilinear time-delay stochastic evolution equation with general time-delay variable and the solution of a class (1-dimension) deterministic functional differential equation, by using the Razumikhin–Lyapunov type functional and the theory of functional differential inequalities. By applying this comparison theorem, we give various types of the stability comparison criteria for the semilinear time-delay stochastic evolution equations. With the aid of these comparison criteria, one can reduce the stability analysis of semilinear time-delay stochastic evolution equations in Hilbert space to that of a class (1-dimension) deterministic functional differential equations. Furthermore, these comparison criteria in special case have been applied to derive sufficient conditions for various stability of the mild solution of semilinear time-delay stochastic evolution equations. Finally, the theories are illustrated with some examples.     

Periodic solutions of affine stochastic differential equations

We discuss the problem of the existence of periodic and stationary solutions of affine stochastic differential equations. We prove that under a controllability condition the system has a periodic solution if and only if the linear part is eyponentially stable in mean square.

It is also shown that the controllability assumption is necessary for the existence of a “unique” weakly periodic solution with nondegenerate covariance.     

Novel trend of mixed Minkowski volumes applications

ABSTRACT

In this paper, a family of equations with uncertain values of parameters is investigated. An application of mixed Minkovski volumes is proposed, and conditions for stability, asymptotic stability and instability of the stationary solutions are established.     

Turing bifurcation in a system with cross diffusion

This paper treats the conditions for the existence and stability properties of stationary solutions of reaction–diffusion equations subject to Neumann boundary data. Hence, we assume that there are two substances in a two-dimensional bounded spatial domain where they are diffusing according to Fick's law: the velocity of the flow of diffusing substance is directed opposite to the (spatial) gradient of the density and is proportional to its modulus, but the spatial flow of each substance is influenced not only by its own but also by the other one's density (cross diffusion). The domains in which the substances are diffusing are of three type: a regular hexagon, a rectangle and an isosceles rectangular triangle. It will be assumed that there is no migration across the boundary of these domains. Considering one of the relevant features of the domains as a bifurcation parameter it will be shown that at a certain critical value a diffusion driven (Turing type) instability occurs, i.e. the stationary solution stays stable with respect to the kinetic system (the system without diffusion) but becomes unstable with respect to the system with diffusion and that Turing bifurcation takes place: a spatially non-homogenous (non-constant) solution (structure or pattern) arises.     

Stability of boundary layer and rarefaction wave to an outflow problem for compressible Navier-Stokes equations under large perturbation

In this paper, we investigate the large-time behavior of solutions to an outflow problem for compressible Navier-Stokes equations. In 2003, Kawashima, Nishibata and Zhu [S. Kawashima, S. Nishibata, P. Zhu, Asymptotic stability of the stationary solution to the compressible Navier-Stokes equations in the half space, Comm. Math. Phys. 240 (2003) 483-500] showed there exists a boundary layer (i.e., stationary solution) to the outflow problem and the boundary layer is nonlinearly stable under small initial perturbation. In the present paper, we show that not only the boundary layer above but also the superposition of a boundary layer and a rarefaction wave are stable under large initial perturbation. The proofs are given by an elementary energy method.