Discontinuous Galerkin method for hyperbolic equations involving \delta -singularities: negative-order norm error estimates and applications

In this paper, we develop and analyze discontinuous Galerkin (DG) methods to solve hyperbolic equations involving $\delta $ -singularities. Negative-order norm error estimates for the accuracy of DG approximations to $\delta $ -singularities are investigated. We first consider linear hyperbolic conservation laws in one space dimension with singular initial data. We prove that, by using piecewise $k$ th degree polynomials, at time $t$ , the error in the $H^{-(k+2)}$ norm over the whole domain is $(k+1/2)$ th order, and the error in the $H^{-(k+1)}(\mathbb R \backslash \mathcal R _t)$ norm is $(2k+1)$ th order, where $\mathcal R _t$ is the pollution region due to the initial singularity with the width of order $\mathcal O (h^{1/2} \log (1/h))$ and $h$ is the maximum cell length. As an application of the negative-order norm error estimates, we convolve the numerical solution with a suitable kernel which is a linear combination of B-splines, to obtain $L^2$ error estimate of $(2k+1)$ th order for the post-processed solution. Moreover, we also obtain high order superconvergence error estimates for linear hyperbolic conservation laws with singular source terms by applying Duhamel’s principle. Numerical examples including an acoustic equation and the nonlinear rendez-vous algorithms are given to demonstrate the good performance of DG methods for solving hyperbolic equations involving $\delta $ -singularities.     

On a Priori Energy Estimates for Characteristic Boundary Value Problems

Motivated by the study of certain non linear free-boundary value problems for hyperbolic systems of partial differential equations arising in Magneto-Hydrodynamics, in this paper we show that an a priori estimate of the solution to certain boundary value problems, in the conormal Sobolev space \(H^1_{ tan}\) , can be transformed into an \(L^2\) a priori estimate of the same problem.     

Attracting and Invariant Sets of Nonlinear Stochastic Neutral Differential Equations with Delays

In this paper, a class of nonlinear stochastic neutral differential equations with delays is investigated. By using the properties of ${\mathcal{M}}$ -matrix, a differential-difference inequality is established. Basing on the differential-difference inequality, we develop a ${\mathcal{L}}$ -operator-difference inequality such that it is effective for stochastic neutral differential equations. By using the ${\mathcal{L}}$ -operator-difference inequality, we obtain the global attracting and invariant sets of nonlinear stochastic neutral differential equations with delays. In addition, we derive the sufficient condition ensuring the exponential p-stability of the zero solution of nonlinear stochastic neutral differential equations with delays. One example is presented to illustrate the effectiveness of our conclusion.     

Delay Equations with Non-negativity Constraints Driven by a Hölder Continuous Function of Order \beta \in \left(\frac13,\frac12\right)

In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a Hölder continuous function of order \(\beta \in (\frac13,\frac12)\) . We also obtain a bound for the supremum norm of this solution. As an application, we get these results for stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H \(\in (\frac13,\frac12)\) .     

Mutually-adjoint boundary-value problems with deviation from the characteristic for a multidimensional Gellerstedt equation

In this paper, we study mutually-adjoint boundary-value problems with a deviation from the characteristic for multidimensional Gellerstedt equation. In [3, 4], for the equation of the vibration of a string, the boundary-value problem with a deviation from the characteristic was studied, where the main attention was paid to the study of such problems for hyperbolic equations. For hyperbolic equations on the plane, this problem was studied in [5, 9].     

Approximation of solution operators of elliptic partial differential equations by {\mathcal{H}}- and {\mathcal{H}^2}-matrices

We investigate the problem of computing the inverses of stiffness matrices resulting from the finite element discretization of elliptic partial differential equations. Since the solution operators are non-local, the inverse matrices will in general be dense, therefore representing them by standard techniques will require prohibitively large amounts of storage. In the field of integral equations, a successful technique for handling dense matrices efficiently is to use a data-sparse representation like the popular multipole method. In this paper we prove that this approach can be generalized to cover inverse matrices corresponding to partial differential equations by switching to data-sparse ${\mathcal{H}}$ - and ${\mathcal{H}^2}$ -matrices. The key results are existence proofs for local low-rank approximations of the solution operator and its discrete counterpart, which give rise to error estimates for ${\mathcal{H}}$ - and ${\mathcal{H}^2}$ -matrix approximations of the entire matrices.     

Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres

We consider diffusion processes $ {{\left( {{{{\underline{\mathrm{X}}}}_d}(t)} \right)}_{{t\geqslant 0}}} $ moving inside spheres $ S_R^d $ ? ? ^d and reflecting orthogonally on their surfaces. We present stochastic differential equations governing the reflecting diffusions and explicitly derive their kernels and distributions. Reflection is obtained by means of the inversion with respect to the sphere $ S_R^d $ . The particular cases of Ornstein–Uhlenbeck process and Brownian motion are examined in detail. The hyperbolic Brownian motion on the Poincaré half-space ? _d is examined in the last part of the paper, and its reflecting counterpart within hyperbolic spheres is studied. Finally, a section is devoted to reflecting hyperbolic Brownian motion in the Poincaré disc D within spheres concentric with D.     

Optimal L^2, H^1 and L^\infty analysis of finite volume methods for the stationary Navier–Stokes equations with large data

Previous work on the stability and convergence analysis of numerical methods for the stationary Navier–Stokes equations was carried out under the uniqueness condition of the solution, which required that the data be small enough in certain norms. In this paper an optimal analysis for the finite volume methods is performed for the stationary Navier–Stokes equations, which relaxes the solution uniqueness condition and thus the data requirement. In particular, optimal order error estimates in the $H^1$ -norm for velocity and the $L^2$ -norm for pressure are obtained with large data, and a new residual technique for the stationary Navier–Stokes equations is introduced for the first time to obtain a convergence rate of optimal order in the $L^2$ -norm for the velocity. In addition, after proving a number of additional technical lemmas including weighted $L^2$ -norm estimates for regularized Green’s functions associated with the Stokes problem, optimal error estimates in the $L^\infty $ -norm are derived for the first time for the velocity gradient and pressure without a logarithmic factor $O(|\log h|)$ for the stationary Naiver–Stokes equations.     

The Funk and Hilbert geometries for spaces of constant curvature

The goal of this paper is to introduce and to study analogues of the Euclidean Funk and Hilbert metrics on open convex subsets of the hyperbolic space $\mathbb H ^n$ H n and of the sphere $S^n$ S n . We highlight some striking similarities among the three cases (Euclidean, spherical and hyperbolic) which hold at least at a formal level. The proofs of the basic properties of the classical Funk metric on subsets of $\mathbb R ^n$ R n use similarity properties of Euclidean triangles which of course do not hold in the non-Euclidean cases. Transforming the side lengths of triangles using hyperbolic and circular functions and using some non-Euclidean trigonometric formulae, the Euclidean similarity techniques are transported into the non-Euclidean worlds. We start by giving three representations of the Funk metric in each of the non-Euclidean cases, which parallel known representations for the Euclidean case. The non-Euclidean Funk metrics are shown to be Finslerian, and the associated Finsler norms are described. We then study their geodesics. The Hilbert geometry of convex sets in the non-Euclidean constant curvature spaces $S^n$ S n and $\mathbb H ^n$ H n is then developed by using the properties of the Funk metric and by introducing a non-Euclidean cross ratio. In the case of Euclidean (respectively spherical, hyperbolic) geometry, the Euclidean (respectively spherical, hyperbolic) geodesics are Funk and Hilbert geodesics. This leads to a formulation and a discussion of Hilbert’s Problem IV in the non-Euclidean settings. Projection maps between the spaces $\mathbb R ^n, \mathbb H ^n$ R n , H n and the upper hemisphere establish equivalences between the Hilbert geometries of convex sets in the three spaces of constant curvature, but such an equivalence does not hold for Funk geometries.     

A weak second-order split-step method for numerical simulations of stochastic differential equations

In an analogy from symmetric ordinary differential equation numerical integrators, we derive a three-stage, weak 2nd-order procedure for Monte-Carlo simulations of Itô stochastic differential equations. Our composite procedure splits each time step into three parts: an \(h/2\) -stage of trapezoidal rule, an \(h\) -stage martingale, followed by another \(h/2\) -stage of trapezoidal rule. In \(n\) time steps, an \(h/2\) -stage deterministic step follows another \(n-1\) times. Each of these adjacent pairs may be combined into a single \(h\) -stage, effectively producing a two-stage method with partial overlap between successive time steps.     

Existence of prescribed mean curvature graphs in hyperbolic space

In this paper we are concerned with questions of existence and uniqueness of graph-like prescribed mean curvature hypersurfaces in hyperbolic space ?ⁿ⁺¹. In the half-space setting, we will study radial graphs over the totally geodesic hypersurface . We prove the following existence result: Let be a bounded domain of class and let . If everywhere on , where denotes the hyperbolic mean curvature of the cylinder over , then for every there is a unique graph over with mean curvature attaining the boundary values on . Further we show the existence of smooth boundary data such that no solution exists in case of for some under the assumption that has a sign.     

Harmonic analysis of stochastic equations and backward stochastic differential equations

The BMO martingale theory is extensively used to study nonlinear multi-dimensional stochastic equations in ${\mathcal{R}^p}$ ( ${p\in [1,\infty)}$ ) and backward stochastic differential equations (BSDEs) in ${\mathcal{R}^p\times \mathcal{H}^p}$ ( ${p\in (1, \infty)}$ ) and in ${\mathcal{R}^\infty\times\overline{L^\infty}^{\rm BMO}}$ , with the coefficients being allowed to be unbounded. In particular, the probabilistic version of Fefferman’s inequality plays a crucial role in the development of our theory, which seems to be new. Several new results are consequently obtained. The particular multi-dimensional linear cases for stochastic differential equations (SDEs) and BSDEs are separately investigated, and the existence and uniqueness of a solution is connected to the property that the elementary solutions-matrix for the associated homogeneous SDE satisfies the reverse Hölder inequality for some suitable exponent p ≥ 1. Finally, some relations are established between Kazamaki’s quadratic critical exponent b(M) of a BMO martingale M and the spectral radius of the stochastic integral operator with respect to M, which lead to a characterization of Kazamaki’s quadratic critical exponent of BMO martingales being infinite.     

Stability of a periodic solution for fuzzy differential equations

In this paper, we consider the fuzzy differential equations $$\frac{{dx(t)}}{{dt}} = F(t,x(t)) and x(t_0 ) = x_0 \in E^n $$ whereF(t,x(t)) is a continuous fuzzy mapping on [0, ∞)×E ⁿ . The purpose of this paper is to prove that the solution ?(t) of the fuzzy differential equations is equiasymptotically stable in the large and uniformly asymptotically stable in the large.     

A numerical study on exceptional eigenvalues of certain congruence subgroups of \mathrm {SO}(n,1) and \mathrm {SU}(n,1)

In a previous work, we applied lattice point theorems on hyperbolic spaces to obtain asymptotic formulas for the number of integral representations of negative integers by quadratic and Hermitian forms of signature \((n,1)\) lying in Euclidean balls of increasing radius. That formula involved an error term that depended on the first nonzero eigenvalue of the Laplace–Beltrami operator on the corresponding congruence hyperbolic manifolds. The aim of this paper is to compare the error term obtained by experimental computations with the error term mentioned above, for several choices of quadratic and Hermitian forms. Our numerical results provide evidence of the existence of exceptional eigenvalues for some arithmetic subgroups of \(\mathrm {SU}(3,1)\) , \(\mathrm {SU}(4,1)\) , and \(\mathrm {SU}(5,1)\) , and thus they contradict the generalized Selberg (and Ramanujan) conjecture in these cases. Furthermore, for several arithmetic subgroups of \(\mathrm {SO}(4,1)\) , \(\mathrm {SO}(6,1)\) , \(\mathrm {SO}(8,1)\) , and \(\mathrm {SU}(2,1)\) , there is evidence of a lower bound on the first nonzero eigenvalue that is better than the already known lower bound for congruences subgroups.     

Further results on factorization of meromorphic solutions of partial differential equations

This paper is a continuation of Hu-Yang [2]. Here we extend Malmquist type theorem ofalgebraic differential equations of Steinmetz [3] and Tu [4] to higher order partial differential equations. The results also generalize Theorems 4.2 and 4.3 in [2].     

On Maximally Inflected Hyperbolic Curves

In this note we study the distribution of real inflection points among the ovals of a real non-singular hyperbolic curve of even degree. Using Hilbert’s method we show that for any integers \(d\) and \(r\) such that \(4\le r \le 2d^2-2d\) , there is a non-singular hyperbolic curve of degree \(2d\) in \({\mathbb R}^2\) with exactly \(r\) line segments in the boundary of its convex hull. We also give a complete classification of possible distributions of inflection points among the ovals of a maximally inflected non-singular hyperbolic curve of degree \(6\) .     

Uniform Convergence of Hyperbolic Partial Sums of Multiple Fourier Series

It follows from results of A. Yudin, V. Yudin, E. Belinskii, and I. Liflyand that if $m \geqslant 2$ and a $2\pi $ -periodic (in each variable) function $f(x) \in C(T^m )$ belongs to the Nikol'skii class $h_\infty ^{(m - 1)/2} (T^m )$ , then its multiple Fourier series is uniformly convergent over hyperbolic crosses. In this paper, we establish the finality of this result. More precisely, there exists a function in the class $h_\infty ^{(m - 1)/2} (T^m )$ whose Fourier series is divergent over hyperbolic crosses at some point.     

Splitting extrapolation algorithms for solving the boundary integral equations of anisotropic Darcy’s equation on polygons by mechanical quadrature methods

In this paper we study the stability and convergence of the solution for the first kind integral equations of the anisotropic Darcy’s equations by the mechanical quadrature methods on closed polygonal boundaries in ?². Using the collectively compact theory, we construct numerical solutions which converge with the order $O\;(h^{3}_{\text{max}})$ , where $h_{\text{max}}$ is the mesh size. In addition, An a posteriori asymptotic error representation is derived by splitting extrapolation methods in order to construct self-adaptive algorithms, and the convergence rate $O\;(h^{5}_{\text{max}})$ can be achieved after using the splitting extrapolation methods once. Finally, the numerical examples show the efficiency of our methods.     

Evolution Equations of Curvature Tensors Along the Hyperbolic Geometric Flow

The author considers the hyperbolic geometric flow δ2/δt2 g(t) =-2Ricg(t) introduced by Kong and Liu. Using the techniques and ideas to deal with the evolution equations along the Ricci flow by Brendle, the author derives the global forms of evolution equations for Levi-Civita connection and curvature tensors under the hyperbolic geometric flow. In addition, similarly to the Ricci flow case, it is shown that any solution to the hyperbolic geometric flow that develops a singularity in finite time has unbounded Ricci curvature.