Non‐linear initial boundary value problems of hyperbolic–parabolic type. A general investigation of admissible couplings between systems of higher order. Part 2: abstract quasilinear theory

This is the second part of an article that is devoted to the theory of non‐linear initial boundary value problems. We consider coupled systems where each system is of higher order and of hyperbolic or parabolic type. Our goal is to characterize systematically all admissible couplings between systems of higher order and different type. By an admissible coupling we mean a condition that guarantees the existence, uniqueness and regularity of solutions to the respective initial boundary value problem. In part 1, we develop the underlying theory of linear hyperbolic and parabolic initial boundary value problems. Testing the PDEs with suitable functions we obtain a priori estimates for the respective solutions. In particular, we make use of the regularity theory for linear elliptic boundary value problems that was previously developed by the author. In part 2 at hand, we prove the local in time existence, uniqueness and regularity of solutions to the quasilinear initial boundary value problem (3.4) using the so‐called energy method. In the above sense the regularity assumptions (A6) and (A7) about the coefficients and right‐hand sides define the admissible couplings. In part 3, we extend the results of part 2 to non‐linear initial boundary value problems. In particular, the assumptions about the respective parameters correspond to the previous regularity assumptions and hence define the admissible couplings now. Moreover, we exploit the assumptions about the respective parameters for the case of two coupled systems. Copyright © 2002 John Wiley & Sons, Ltd.     

Non‐linear initial boundary value problems of hyperbolic–parabolic type. A general investigation of admissible couplings between systems of higher order. Part 3: applications

This is the third part of an article that is devoted to the theory of non‐linear initial boundary value problems. We consider coupled systems where each system is of higher order and of hyperbolic or parabolic type. Our goal is to characterize systematically all admissible couplings between systems of higher order and different type. By an admissible coupling we mean a condition that guarantees the existence, uniqueness and regularity of solutions to the respective initial boundary value problem. In part 1, we develop the underlying theory of linear hyperbolic and parabolic initial boundary value problems. Testing the PDEs with suitable functions we obtain a priori estimates for the respective solutions. In particular, we make use of the regularity theory for linear elliptic boundary value problems that was previously developed by the author. In part 2, we prove the local in time existence, uniqueness and regularity of solutions to quasilinear initial boundary value problems using the so‐called energy method. In the above sense the regularity assumptions about the coefficients and right‐hand sides define the admissible couplings. In part 3 at hand, we extend the results of part 2 to the nonlinear initial boundary value problem (4.2). In particular, assumptions (B8) and (B9) about the respective parameters correspond to the previous regularity assumptions and hence define the admissible couplings now. Moreover, we exploit assumptions (B8) and (B9) for the case of two coupled systems. Copyright © 2002 John Wiley & Sons, Ltd.     

Initial Boundary Value Problems for Quasilinear Hyperbolio- Parabolio Ooupled Systems in Higher Dimensional Spaces

The initial bounary value problem for quasilinear byperbolie-parabolic coupled systems in higher dimensional spaces, which arises in many mechanical problerns is considered. Under the assumptions that the-hyperbolic part of the coupled system is a quasilinear symmetric hyperbolic system and the parabolic part is a quasilinear parabolic system of second order and suitable assumptions of smoothness and compatibiliy conditions, the existence and uniqueness of local smooth solution is proved in the cases that the boundary of domain is noncharacteristic or uniformly characteristic with respect to the hyperbolic part. As an application, the existence and uniqueness of local smooth solution for the initial boundary problem of the radiation hydrodynamic system, as well as of the viscous compressible hydrodynamic system, with solid wal1 boundary, is obtained.     

Propagation of Singularities of Solutions to Hyperbolic‐Parabolic Coupled Systems

In this paper, the authors study the propagation of singlarities for a semilinear hyperbolic‐parabolic coupled system, which comes from the model of thermoelasticity. Both of the Cauchy problem and the problem inside of a domain are considered. We obtain that the microlocal singularities of solutions to the semilinear hyperbolic‐parabolic coupled system are propagated along null bicharacteristics of the hyperbolic operator by using the theory of paradifferential operators. Furthermore, for the Cauchy problem of the semilinear coupled system, if the initial data have singularities at the origin, we prove that the solutions have the same order regularity with respect to spatial variables as in hyperbolic problems in the forward characteristic cone issuing from the origin, which improves the previous results for semilinear systems in thermoelasticity.     

On a nonlinear flux-limited equation arising in the transport of morphogens

Motivated by a mathematical model for the transport of morphogens in biological systems, we study existence and uniqueness of entropy solutions for a mixed initial–boundary value problem associated with a nonlinear flux-limited diffusion system. From a mathematical point of view the problem behaves more as a hyperbolic system than a parabolic one.     

Second order parabolic equations in Banach spaces with dynamic boundary conditions

In this paper, we exhibit a unified treatment of the mixed initial boundary value problem for second order (in time) parabolic linear differential equations in Banach spaces, whose boundary conditions are of a dynamical nature. Results regarding existence, uniqueness, continuous dependence (on initial data) and regularity of classical and strict solutions are established. Moreover, several examples are given as samples for possible applications.

     

Homogeneous and non-homogeneous boundary value problems for first order linear hyperbolic systems arising in fluid-mechanics (Part I)

We prove t h e existence and the uniqueness of differentiable and strong solutions for aclass of non-homogeneous boundary value problems for first order linear hyperbolic systems arising from the dynamics of compressible non-viscous fluids . The method provides.the existence of differentiable solutions without resorting to strong or weak solutions. A necessary and sufficient condition for the existence of solutions for the non-homogeneous problem is proved. I t consists of an explicitrelationship between the boundary values of u and those of the data f . Strong solutions are obtained without this supplementary assumption. See Theorems 3.1, 4.1, 4 . 2 , 4.3 and Corollary 4.4; see also Remarks 2.1 and 2.4. In this paper we consider equation (3.1) below. In the forthcoming part II we prove similar results for the corresponding evolution problem.     

Unique solvability of a non‐local problem for mixed‐type equation with fractional derivative

In this work, we investigate a boundary problem with non‐local conditions for mixed parabolic–hyperbolic‐type equation with three lines of type changing with Caputo fractional derivative in the parabolic part. We equivalently reduce considered problem to the system of second kind Volterra integral equations. In the parabolic part, we use solution of the first boundary problem with appropriate Green's function, and in hyperbolic parts, we use corresponding solutions of the Cauchy problem. Copyright © 2016 John Wiley & Sons, Ltd.     

Existence and high regularity of the solution of a nonlinear parabolic problem with algebraic‐differential boundary conditions

In this paper we investigate a nonlinear 1D parabolic problem with algebraic‐differential boundary conditions. Existence, uniqueness and higher regularity of the solution is proved. It is shown that actually any regularity can be obtained provided that appropriate smoothness of the data and compatibility assumptions are required. (© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Optimal and approximate boundary controls of an elastic body with quasistatic evolution of damage

In this paper, we study an optimal control problem for the mixed boundary value problem for an elastic body with quasistatic evolution of an internal damage variable. We suppose that the evolution of microscopic cracks and cavities responsible for the damage is described by a nonlinear parabolic equation. A density of surface traction p acting on a part of boundary of an elastic body Ω is taken as a boundary control. Because the initial boundary value problem of this type can exhibit the Lavrentieff phenomenon and non‐uniqueness of weak solutions, we deal with the solvability of this problem in the class of weak variational solutions. Using the convergence concept in variable spaces and following the direct method in calculus of variations, we prove the existence of optimal and approximate solutions to the optimal control problem under rather general assumptions on the quasistatic evolution of damage. Copyright © 2014 John Wiley & Sons, Ltd.     

On closed boundary value problems for equations of mixed elliptic‐hyperbolic type

For partial differential equations of mixed elliptic‐hyperbolic type we prove results on existence and existence with uniqueness of weak solutions for closed boundary value problems of Dirichlet and mixed Dirichlet‐conormal types. Such problems are of interest for applications to transonic flow and are overdetermined for solutions with classical regularity. The method employed consists in variants of the a ? b ? c integral method of Friedrichs in Sobolev spaces with suitable weights. Particular attention is paid to the problem of attaining results with a minimum of restrictions on the boundary geometry and the form of the type change function. In addition, interior regularity results are also given in the important special case of the Tricomi equation. © 2006 Wiley Periodicals, Inc.     

On the combination of some semi‐discretization methods and boundary integral equations for the numerical solution of initial boundary value problems

We consider initial boundary value problems for the homogeneous differential equation of hyperbolic or parabolic type in the unbounded two‐ or three‐dimensional spatial domain with the homogeneous initial conditions and with Dirichlet or Neumann boundary condition. The numerical solution is realized in two steps. At first using the Laguerre transformation or Rothe's method with respect to the time variable the non‐stationary problem is reduced to the sequence of boundary value problems for the non‐homogeneous Helmholtz equation. Further we construct the special integral representation for solutions and obtain the sequence of boundary integral equations (without volume integrals). For the full‐discretization of integral equations we propose some projection methods.     

Classical solutions for a one-phase osmosis model

For a moving boundary problem modeling the motion of a semipermeable membrane by osmotic pressure and surface tension, we prove the existence and uniqueness of classical solutions on small time intervals. Moreover, we construct solutions existing on arbitrary long time intervals, provided the initial geometry is close to an equilibrium. In both cases, our method relies on maximal regularity results for parabolic systems with inhomogeneous boundary data.     

Esistenza ed unicita’ delle soluzioni di un problema misto per un sistema iperbolico simmetrico con coefficienti discontinui

In this paper we give existence and uniqueness theorems for weak solutions of a mixed initial and boundary value problem with conservative boundary conditions relating to a particular symmetric hyperbolic linear system with discontinuous coefficients. The unicity is proved also for a mixed non linear problem.     

Integrated semigroups and parabolic equations. Part I: linear perburbation of almost sectorial operators

The paper deals with linear abstract Cauchy problem with non-densely defined and almost sectorial operators, whenever the part of this operator in the closure of its domain is sectorial. This kind of problem naturally arises for parabolic equations with non-homogeneous boundary conditions. Using the integrated semigroup theory, we prove an existence and uniqueness result for integrated solutions. Moreover, we study the linear perturbation problem.     

Spectral theory of discrete linear Hamiltonian systems

This paper is concerned with spectral problems for a class of discrete linear Hamiltonian systems with self-adjoint boundary conditions, where the existence and uniqueness of solutions of initial value problems may not hold. A suitable admissible function space and a difference operator are constructed so that the operator is self-adjoint in the space. Then a series of spectral results are obtained: the reality of eigenvalues, the completeness of the orthogonal normalized eigenfunction system, Rayleigh's principle, the minimax theorem and the dual orthogonality. Especially, the number of eigenvalues including multiplicities and the number of linearly independent eigenfunctions are calculated.     

Local existence, uniqueness and smooth dependence for nonsmooth quasilinear parabolic problems

We prove local existence, uniqueness, Hölder regularity in space and time, and smooth dependence in Hölder spaces for a general class of quasilinear parabolic initial boundary value problems with nonsmooth data. As a result the gap between low smoothness of the data, which is typical for many applications, and high smoothness of the solutions, which is necessary for the applicability of differential calculus to abstract formulations of the initial boundary value problems, has been closed. The theory works for any space dimension, and the nonlinearities in the equations as well as in the boundary conditions are allowed to be nonlocal and to have any growth. The main tools are new maximal regularity results (Griepentrog in Adv Differ Equ 12:781–840, 1031–1078, 2007) in Sobolev–Morrey spaces for linear parabolic initial boundary value problems with nonsmooth data, linearization techniques and the Implicit Function Theorem.     

Symmetrisers and generalised solutions for strictly hyperbolic systems with singular coefficients

This paper is devoted to strictly hyperbolic systems and equations with non‐smooth coefficients. Below a certain level of smoothness, distributional solutions may fail to exist. We construct generalised solutions in the Colombeau algebra of generalised functions. Extending earlier results on symmetric hyperbolic systems, we introduce generalised strict hyperbolicity, construct symmetrisers, prove an appropriate Gårding inequality and establish existence, uniqueness and regularity of generalised solutions. Under additional regularity assumptions on the coefficients, when a classical solution of the Cauchy problem (or of a transmission problem in the piecewise regular case) exists, the generalised solution is shown to be associated with the classical solution (or the piecewise classical solution satisfying the appropriate transmission conditions).     

On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case

We prove a result of existence and uniqueness of solutions to forward–backward stochastic differential equations, with non-degeneracy of the diffusion matrix and boundedness of the coefficients as functions of x as main assumptions.This result is proved in two steps. The first part studies the problem of existence and uniqueness over a small enough time duration, whereas the second one explains, by using the connection with quasi-linear parabolic system of PDEs, how we can deduce, from this local result, the existence and uniqueness of a solution over an arbitrarily prescribed time duration. Improving this method, we obtain a result of existence and uniqueness of classical solutions to non-degenerate quasi-linear parabolic systems of PDEs.This approach relaxes the regularity assumptions required on the coefficients by the Four-Step scheme.     

Homogeneous and non-homogeneous boundary value problems for first order linear hyperbolic systems arising in fluid mechanics (Part II)

We prove the existence and the uniqueness of differentiable and strong solutions for a class of boundary value problems for first order linear hyperbolic systems arising from the dynamics of compressible non-viscous fluids. In particular necessary and sufficient conditions for the existence of solutions for the non-homogeneous problem are studied; strong solutions are obtained without this supplementary condition. See Theorems3.2, 3.9, 4.1, 4.2 and Corollary 4.3; see also the discussion after Theorem 4.1. In particular we don't assume the boundary space to be maximal non-positive and the boundary matrix to be of constant rank on the boundary. In this paper we prove directly the existence of differentiable solutions without resort to weak or strong solutions. An essential tool will be the introduction of a space Z of regular functions verifying not only the assigned boundary conditions but also some suitable complementary boundary conditions; see also the introduction of Part I of this work [I].