Asymptotics of the solution of Laplace’s equation with third-type boundary conditions on the boundaries of two small holes

A boundary value problem for Laplace’s equation in a bounded domain with two small holes is considered. Third-type boundary conditions are set on the boundaries of the holes. A Neumann condition is specified on the outer boundary of the domain. A uniform asymptotic approximation of the solution is constructed and justified up to an arbitrary power of a small parameter.     

Asymptotics of eigenvalues of the Dirichlet boundary value problem for the Lame operator in a three-dimensional domain with a small cavity

A boundary value problem for the Lame operator in a bounded three-dimensional domain with a small cavity is studied. The domain is filled with an elastic homogeneous isotropic medium that is clamped at the boundary, which corresponds to the Dirichlet boundary condition. The leading term of an asymptotic expansion for the eigenvalue is constructed in the case of the Dirichlet limit problem. The asymptotic expansion is constructed in powers of a small parameter ? that is the diameter of the cavity.     

Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options

The value of a European option satisfies the Black-Scholes equation with appropriately specified final and boundary conditions.We transform the problem to an initial boundary value problem in dimensionless form.There are two parameters in the coefficients of the resulting linear parabolic partial differential equation.For a range of values of these parameters,the solution of the problem has a boundary or an initial layer.The initial function has a discontinuity in the first-order derivative,which leads to the appearance of an interior layer.We construct analytically the asymptotic solution of the equation in a finite domain.Based on the asymptotic solution we can determine the size of the artificial boundary such that the required solution in a finite domain in x and at the final time is not affected by the boundary.Also,we study computationally the behaviour in the maximum norm of the errors in numerical solutions in cases such that one of the parameters varies from finite (or pretty large) to small values,while the other parameter is fixed and takes either finite (or pretty large) or small values. Crank-Nicolson explicit and implicit schemes using centered or upwind approximations to the derivative are studied.We present numerical computations,which determine experimentally the parameter-uniform rates of convergence.We note that this rate is rather weak,due probably to mixed sources of error such as initial and boundary layers and the discontinuity in the derivative of the solution.     

Asymptotic analysis for target asset portfolio allocation with small transaction costs

In this paper we discuss the asset allocation in the presence of small proportional transaction costs. The objective is to keep the asset portfolio close to a target portfolio and at the same time to reduce the trading cost in doing so. We derive the variational inequality and prove a verification theorem. Furthermore, we apply the second order asymptotic expansion method to characterize explicitly the optimal no transaction region when the transaction cost is small and show that the boundary points are asymmetric in relation to the target portfolio position, in contrast to the symmetric relation when only the first order asymptotic expansion method is used, and the leading order is a constant proportion of the cubic root of the small transaction cost. In addition, we use the asymptotic results for the boundary points and obtain an expansion for the value function. The results are illustrated in the numerical example.     

THE BOUNDARY VALUE PROBLEMS FOR QUASILINEAR HIGHER ORDER ELLIPTIC EQUATIONS WITH A SMALL PARAMETER

In this paper we deal with the general boundary value problems for quasilinear higherorder elliptic equations with a small parameter before higher derivatives.By using themethod of multiple scales,we have proved that if the solution of degenerated boundary valueproblem exists,then under certain assumptions as the small parameter is sufficiently small,the solution of the origional boundary value problem exists as well and it is unique in a certainfunction space.Besides,the asymptotic expansion of the solution has been constructed.     

ANALYTIC BOUNDARY VALUE PROBLEMS ON CLASSICAL DOMAINS

In this paper analytic boundary value problems for some classical domains in Cn are developed by using the harmonic analysis due to L.K. Hua. First it is discussed for the version of one variable in order to induce the relation between the analytic boundary value problem and the decomposition of function spaceL2 on the boundary manifold. Then an easy example of several variables, the version of torus in C2, is stated. For the noncommutative classical groupLI, the characteristic boundary of a kind of bounded symmetric domain in C4, the boundary behaviors of the Cauchy integral are obtained by using both the harmonic expansion and polar coordinate transformation. At last we obtain the conditions of solvability of Schwarz problem onLI, if so, the solution is given explicitly.     

The harmonic dirichlet problem for a cracked domain with jump conditions on cracks

The harmonic problem in a cracked domain is studied in R ^m , m?>?2. The boundary of the domain is assumed to be nonsmooth, while cracks are smooth. The Dirichlet condition is specified on the boundary of the domain. Jumps of the unknown function and its normal derivative are specified on the cracks. Uniqueness and solvability results are obtained. The problem is reduced to the uniquely solvable integral equation, its solution is given explicitely in the form of a series. The estimates of the solution of the problem depending on the boundary data are obtained.     

On a Cauchy problem for Laplace's equation

We obtain a formula which expresses the values of a harmonic function at points of a threedimensional domain in terms of its values and the values of its normal derivative on a portion of the domain boundary.     

Asymptotics of the solution in a problem of optimal boundary control of a flow through a part of the boundary

We consider a problem of optimal control through a part of the boundary of solutions to an elliptic equation in a bounded domain with smooth boundary with a small parameter at the Laplace operator and integral constraints on the control. A complete asymptotic expansion of the solution to this problems in powers of the small parameter is constructed.     

The steady two-dimensional flow over a rectangular obstacle lying on the bottom

We study a plane problem with mixed boundary conditions for a harmonic function in an unbounded Lipschitz domain contained in a strip. The problem is obtained by linearizing the hydrodynamic equations which describe the steady flow of a heavy ideal fluid over an obstacle lying on the flat bottom of a channel. In the case of obstacles of rectangular shape we prove unique solvability for all velocities of the (unperturbed) flow above a critical value depending on the obstacle depth. We also discuss regularity and asymptotic properties of the solutions.     

Uniform asymptotics of the boundary values of the solution in a linear problem on the run-up of waves on a shallow beach

We consider the Cauchy problem with spatially localized initial data for a two-dimensional wave equation with variable velocity in a domain Ω. The velocity is assumed to degenerate on the boundary ?Ω of the domain as the square root of the distance to ?Ω. In particular, this problems describes the run-up of tsunami waves on a shallow beach in the linear approximation. Further, the problem contains a natural small parameter (the typical source-to-basin size ratio) and hence admits analysis by asymptotic methods. It was shown in the paper “Characteristics with singularities and the boundary values of the asymptotic solution of the Cauchy problem for a degenerate wave equation” [1] that the boundary values of the asymptotic solution of this problem given by a modified Maslov canonical operator on the Lagrangian manifold formed by the nonstandard characteristics associatedwith the problemcan be expressed via the canonical operator on a Lagrangian submanifold of the cotangent bundle of the boundary. However, the problem as to how this restriction is related to the boundary values of the exact solution of the problem remained open. In the present paper, we show that if the initial perturbation is specified by a function rapidly decaying at infinity, then the restriction of such an asymptotic solution to the boundary gives the asymptotics of the boundary values of the exact solution in the uniform norm. To this end, we in particular prove a trace theorem for nonstandard Sobolev type spaces with degeneration at the boundary.     

Coefficient inverse problem for Poisson’s equation in a cylinder

The inverse problem of determining the coefficient on the right-hand side of Poisson’s equation in a cylindrical domain is considered. The Dirichlet boundary value problem is studied. Two types of additional information (overdetermination) can be specified: (i) the trace of the solution to the boundary value problem on a manifold of lower dimension inside the domain and (ii) the normal derivative on a portion of the boundary. (Global) existence and uniqueness theorems are proved for the problems. The study is performed in the class of continuous functions whose derivatives satisfy a Hölder condition.     

Comportement asymptotique à haute conductivité de l'épaisseur de peau en électromagnétisme

We study a three-dimensional model for the skin effect in electromagnetism. We first give a multiscale asymptotic expansion for the solution of the harmonic Maxwell equations set on a domain made of two materials, dielectric and highly conducting, with a regular interface between them. To measure the skin effect, we introduce a suitable skin depth function defined on the interface and generalizing the classical scalar quantity. We then prove an asymptotic expansion at high conductivity for this function, which exhibits the influence of the geometry of the interface on the skin depth.     

Differentiability and its asymptotic analysis for nonlinear singularly perturbed boundary value problem

In this paper, we show differentiability of solutions with respect to the given boundary value data for nonlinear singularly perturbed boundary value problems and its corresponding asymptotic expansion of small parameter. This result fills the gap caused by the solvability condition in Esipova’s result so as to lay a rigorous foundation for the theory of boundary function method on which a guideline is provided as to how to apply this theory to the other forms of singularly perturbed nonlinear boundary value problems and enlarge considerably the scope of applicability and validity of the boundary function method. A third-order singularly perturbed boundary value problem arising in the theory of thin film flows is revisited to illustrate the theory of this paper. Compared to the original result, the imposed potential condition is completely removed by the boundary function method to obtain a better result. Moreover, an improper assumption on the reduced problem has been corrected.     

A singular function boundary integral method for elliptic problems with singularities

In this work we present a singular function boundary integral method for elliptic problems with boundary singularities. In this method, the approximation is constructed from the truncated asymptotic expansion for the solution near the singular point and the Dirichlet boundary conditions are weakly enforced by means of Lagrange multiplier functions. The resulting discrete problem is posed and solved on the boundary of the domain, away from the point of singularity. We are able to show that the method approximates the generalized stress intensity factors, i.e. the coe cients in the asymptotic expansion, at an exponential rate. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Boundary function method to find the asymptotic solution of the plasma—sheath equation

We consider the asymptotic solution of the Tonks—Langmuir integro-different equation with an Emmert kernel, which describes the behavior of the potential both inside the main plasma volume and in a thin boundary layer. Equations of this type are singularly perturbed due to the small coefficient at the highest order (second) derivative. The asymptotic solution is obtained by the boundary function method. Equations are derived for the first two coefficients in the regular expansion series and in the boundary function expansion. The equation for the first coefficient of the regular series has only a trivial solution. Second-order differential equations are obtained for the first two boundary functions. The equation for the first boundary function is solved numerically on a discrete grid with locally uniform spacing. An approximate analytical expression for the first boundary function is obtained from the linearized equation. This solution adequately describes the behavior of the potential on small distances only. __________ Translated from Prikladnaya Matematika i Informatika, No. 19, pp. 21–40, 2004.     

Asymptotic approximations of solutions to parabolic boundary value problems in thin perforated domains of rapidly varying thickness

We consider initial boundary value problems for parabolic differential equations with rapidly oscillating coefficients in thin perforated domains of rapidly varying thickness. Under certain symmetry conditions on the domain and coefficients, we construct an asymptotic expansion of a solution to the problem with homogeneous third kind conditions on the exterior boundary and the boundary of cavities. In the case of inhomogeneous Neumann conditions, we construct an asymptotic solution without symmetry assumptions and prove an asymptotic estimate in the corresponding Sobolev space. Bibliography: 27 titles. Illustrations: 1 figure.     

Topological sensitivity analysis for some nonlinear PDE systems

The aim of the topological sensitivity analysis is to determine an asymptotic expansion of a design functional when creating a small hole inside the domain. In this work, such an expansion is obtained for a certain class of nonlinear PDE systems of order 2 in dimensions 2 and 3 with a Dirichlet condition prescribed on the boundary of an arbitrarily shaped hole. Some examples of such operators are presented.     

Scattering by a highly oscillating surface

The boundary function method [A. B. Vasil'eva, V. F. Butuzov, and L. V. Kalachev, The boundary function method for singular perturbation problems, SIAM Studies in Applied Mathematics, Philadelphia, 1995] is used to build an asymptotic expansion at any order of accuracy of a scalar time‐harmonic wave scattered by a perfectly reflecting doubly periodic surface with oscillations at small and large scales. Error bounds are rigorously established, in particular in an optimal way on the relevant part of the field. It is also shown how the maximum principle can be used to design a homogenized surface whose reflected wave yields a first‐order approximation of the actual one. The theoretical derivations are illustrated by some numerical experiments, which in particular show that using the homogenized surface outperforms the usual approach consisting in setting an effective boundary condition on a flat boundary. Copyright © 2014 John Wiley & Sons, Ltd.     

On boundary value problems for the domain exterior to a thin or slender region

In this paper a method for obtaining uniformly valid asymptotic expansions of the solution of the boundary value problems in domains exterior to thin or slender regions is given. This approach combines the Tuck's method, based on the use of a suitable co-ordinates system with the method given by Handelsman and Keller yielding complete uniform asymptotic expansion of the solution for slender body problems. Our method avoids the determination of the extremities of the segment containing singularities; it is pointed out that this last problem is a pure geometrical one and independent of solving concrete boundary value problems in the given domain.