A best approximation for the solution of one‐dimensional variable‐coefficient Burgers' equation

In this article, an iterative method for the approximate solution to one‐dimensional variable‐coefficient Burgers' equation is proposed in the reproducing kernel space W_(3,2). It is proved that the approximation w_n(x,t) converges to the exact solution u(x,t) for any initial function w₀(x,t) ε W_(3,2), and the approximate solution is the best approximation under a complete normal orthogonal system . Moreover the derivatives of w_n(x,t) are also uniformly convergent to the derivatives of u(x,t).© 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Optimal control problems that test for envelope contacts

Systems are studied whose state vector x is governed by the usual set of first-order differential equations. When the extremals x(t) that originate at a fixed point inn-dimensional state-variable space are stopped at a fixed final time, the locus of their endpoints defines a hypersurface called the wavefront. The well-known adjoint vector is normal to the wavefront. The principal point of this paper is that a second wavefront normal can be constructed from the x(t) vectors that are available if the test for Jacobi conjugate points is performed. Verifying that the two normals are almost collinear shows that the errors due to computer truncation and numerical integration are negligible. This check is particularly useful when using the finite-difference approximation x(t) x ⁱ (t) – x ^j (t), where x ⁱ (t) and x ^j (t) are close but nonneighboring extremals. This approximation can simplify considerably the analysis and computation required for a conjugate-point test, particularly if the extremals have corners.     

Frequency modules and nonexistence of quasi-periodic solutions of nonlinear evolution equations

This paper gives lower estimates for the frequency modules of almost periodic solutions to equations of the form , where A generates a strongly continuous semigroup in a Banach space , F(t,x) is 2π-periodic in t and continuous in (t,x), and f is almost periodic. We show that the frequency module ℳ(u) of any almost periodic mild solution u of (*) and the frequency module ℳ(f) of f satisfy the estimate e ^{2π iℳ(f)}⊂e ^{2π iℳ(u)}. If F is independent of t, then the estimate can be improved: ℳ(f)⊂ℳ(u). Applications to the nonexistence of quasi-periodic solutions are also given.     

Invariant tori of nonlinear Schrödinger equation

In this paper, we consider one-dimensional nonlinear Schrödinger equation iut−uxx+V(x)u+f(²|u|)u=0 on [0,π]×R under the boundary conditions a₁u(t,0)−b₁ux(t,0)=0, a₂u(t,π)+b₂ux(t,π)=0, , for i=1,2. It is proved that for a prescribed and analytic positive potential V(x), the above equation admits small-amplitude quasi-periodic solutions corresponding to d-dimensional invariant tori of the associated infinite-dimensional dynamical system.     

Control of stochastic distributed-parameter systems

A scheme is proposed for the feedback control of distributed-parameter systems with unknown boundary and volume disturbances and observation errors. The scheme consists of employing a nonlinear filter in the control loop such that the controller uses the optimal estimates of the state of the system. A theoretical comparison of feedback proportional control of a styrene polymerization reactor with and without filtering is presented. It is indicated how an approximate filter can be constructed, greatly reducing the amount of computing required.Notation a(t) l-vector noisy dynamic input to system - A(t, a) l-vector function - A frequency factor for first-order rate law (5.68×10⁶ sec^–1) - b distance to the centerline between two coil banks in the reactor (4.7 cm) - B k-vector function defining the control action - c(, ) concentration of styrene monomer, molel ^–1 - C _p heat capacity (0.43 cal · g^–1 · K^–1) - C _ij constants in approximate filter, Eqs. (49)–(52) - E activation energy (20330 cal · mole^–1) - expectation operator - f(t,...) n-vector function - g ₀,g ₁(t,...) n-vector functions - h(t, u) m-vector function relating observations to states - H(t) function defined in Eq. (36) - k dimensionality of control vectorv(x, t) - k _i constants in approximate filter, Eqs. (49)–(52) - K dimensionless proportional gain - l dimensionality of dynamic inputa(t) - m dimensionality of observation vectory(t) - n dimensionality of state vectoru(x, t) - P ^(vv)(x, s, t) n×n matrix governed by Eq. (9) - P ^(va)(x, t) n×l matrix governed by Eq. (10) - P ^(aa)(t) l×l matrix governed by Eq. (11) - q _i (t) diagonal elements ofm×m matrixQ(x, s, t) - Q(x, s, t) m×m weighting matrix - R universal gas constant (1.987 cal · mole^–1 · K^–1) - R(x, s, t) n×n weighting matrix - R _i (t) n×n weighting matrix - s dimensionless spatial variable - S(x, s, t) matrix defined in Eq. (11) - t dimensionless time variable - T(, ) temperature, K - u(x, t) n-dimensional state vector - u _c (t) wall temperature - u _d desired value ofu ₁(1,t) - u _c * reference control value ofu _c - u _c ^max maximum value ofu _c - u _c ^min minimum value of _c - v(x, t) k-dimensional control vector - W(t) l×l weighting matrix - x dimensionless spatial variable - y(t) m-dimensional observation vector - _i constants in approximate filter, Eqs. (49)–(52) - dimensionless parameter defined in Eq. (29) - H heat of reaction (17500 cal · mole^–1) - dimensionless activation energy, defined in Eq. (29) - (x) Dirac delta function - (x, t) m-dimensional observation noise - thermal conductivity (0.43×10^–3 cal · cm^–1 · sec^–1 · K^–1) - density (1 g · cm^–3) - time, sec - dimensionless parameter defined in Eq. (29) - spatial variable, cm - * reference value - ^ estimated value     

The Blow-up Rate for a System of Heat Equations with Non-trivial Coupling at the Boundary

We study the blow-up rate of positive radial solutions of a system of two heat equations, (u₁)_t=Δu₁(u₂)_t=Δu₂, in the ball B(0, 1), with boundary conditions Under some natural hypothesis on the matrix P=(p_ij) that guarrantee the blow-up of the solution at time T, and some assumptions of the initial data u_0i, we find that if ∥x₀∥=1 then u_i(x₀, t) goestoinfinitylike(T−t), where the α_i<0 are the solutions of (P−Id)(α₁,α₂)^t=(−1,−1)^t. As a corollary of the blow-up rate we obtain the loclaization of the blow-up set at the boundary of the domain. © 1997 by B.G. Teubner Stuttgart-John Wiley & Sons, Ltd.     

Finite‐difference approximation for the u(k)‐derivative with O(hM−k+1) accuracy: An analytical expression

An approximation of function u(x) as a Taylor series expansion about a point x₀ at M points x_i, ～ i = 1,2,…,M is used where x_i are arbitrary‐spaced. This approximation is a linear system for the derivatives u^(k) with an arbitrary accuracy. An analytical expression for the inverse matrix A ^?1 where A = [A_ik] = (x_i ? x₀)^k is found. A finite‐difference approximation of derivatives u^(k) of a given function u(x) at point x₀ is derived in terms of the values u(x_i). © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

A Levenberg–Marquardt Scheme for Nonlinear Image Registration

This paper presents a Levenberg—Marquardt scheme to obtain a displacement vector field u(x)=(u ₁(x),u ₂(x)) ^t , which matches two images recorded with the same imaging machinery. The displacement vector should transform the image location x=(x ₁,x ₂) ^t of an image T, such that the grey level are equal to another image R. The so-called mono-modal image registration problem leads to minimize the nonlinear least squares functional D(u(x))=R(x)–T(x–u(x))².To apply the Levenberg—Marquardt method, we replace the nonlinear functional D by its linearization around a current approximation. The resulting quadratic minimization problem is ill-posed, due to the fact that determining the unknown components of the displacements merely from the images is an underdetermined problem. We use an auxiliary Lagrange term borrowed from linear elasticity theory, which incorporates smoothness constraints to the displacement field. Finally, numerical experiments demonstrate the robustness and effectiveness of the proposed approach.This revised version was published online in October 2005 with corrections to the Cover Date.     

Nonlinear functional equations satisfied by orthogonal polynomials

Let c be a linear functional defined by its moments c(xⁱ)=c_i for i=0,1,…. We proved that the nonlinear functional equations P(t)=c(P(x)P(αx+t)) and P(t)=c(P(x)P(xt)) admit polynomial solutions which are the polynomials belonging to the family of formal orthogonal polynomials with respect to a linear functional related to c. This equation relates the polynomials of the family with those of the scaled and shifted family. Other types of nonlinear functional equations whose solutions are formal orthogonal polynomials are also presented. Applications to Legendre and Chebyshev polynomials are given. Then, orthogonality with respect to a definite inner product is studied. When c is an integral functional with respect to a weight function, the preceding functional equations are nonlinear integral equations, and these results lead to new characterizations of orthogonal polynomials on the real line, on the unit circle, and, more generally, on an algebraic curve.     

Optimization technique based on learning automata

Optimization techniques are finding increasingly numerous applications in process design, in parallel to the increase of computer sophistication. The process synthesis problem can be stated as a largescale constrained optimization problem involving numerous local optima and presenting a nonlinear and nonconvex character. To solve this kind of problem, the classical optimization methods can lead to analytical and numerical difficulties. This paper describes the feasibility of an optimization technique based on learning systems which can take into consideration all the prior information concerning the process to be optimized and improve their behavior with time. This information generally occurs in a very complex analytical, empirical, or know-how form. Computer simulations related to chemical engineering problems (benzene chlorination, distillation sequence) and numerical examples are presented. The results illustrate both the performance and the implementation simplicity of this method.Nomenclature c _i penalty probability - cp precision parameter on constraints - D variation domain of the variablex - f(·) objective function - g(·) constraints - i,j indexes - k iteration number - N number of actions - P probability distribution vector - p _i ith component of the vectorP as iterationk - r number of reactors in the flowsheet - u(k) discrete value or action chosen by the algorithm at iterationk - u _i discrete value of the optimization variable in [u _min,u _max] - u _min lowest value of the optimization variable - u _max largest value of the optimization variable - Z random number - x variable for the criterion function - xp precision parameter on criterion function - W(k) performance index unit output at iterationk - ₀, ₁ reinforcement scheme parameters - _p sum of the probability distribution vector components     

Indexes and Special Discretization Methods for Linear partial Differential Algebraic Equations

Linear partial differential algebraic equations (PDAEs) of the form Au _t(t, x) + Bu _xx(t, x) + Cu(t, x) = f(t, x) are studied where at least one of the matrices A, B R ^n×n is singular. For these systems we introduce a uniform differential time index and a differential space index. We show that in contrast to problems with regular matrices A and B the initial conditions and/or boundary conditions for problems with singular matrices A and B have to fulfill certain consistency conditions. Furthermore, two numerical methods for solving PDAEs are considered. In two theorems it is shown that there is a strong dependence of the order of convergence on these indexes. We present examples for the calculation of the order of convergence and give results of numerical calculations for several aspects encountered in the numerical solution of PDAEs.     

A Threshold Result for a Non-local Parabolic Equation

In this paper, we consider the Cauchy problem: (ECP) u_t−Δu+p(x)u=u(x,t)∫u²(y,t)/∣x−y∣dy; x∈ℝ³, t>0, u(x, 0)=u₀(x)⩾0 x∈ℝ³, (0.2) The stationary problem for (ECP) is the famous Choquard–Pekar problem, and it has a unique positive solution ū(x) as long as p(x) is radial, continuous in ℝ³, p(x)⩾ā>0, and lim_{∣x∣→∞}p(x)=p¯>0. In this paper, we prove that if the initial data 0⩽u₀(x)⩽(≢)ū(x), then the corresponding solution u(x, t) exists globally and it tends to the zero steady-state solution as t→∞, if u₀(x)⩾(≢)ū(x), then the solution u(x,t) blows up in finite time. © 1997 B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Group-Theoretical Analysis of Variable Coefficient Nonlinear Telegraph Equations

Given a class \(\mathcal{F(\theta)}\) of differential equations with arbitrary element θ, the problems of symmetry group, nonclassical symmetry and conservation law classifications are to determine for each member \(f\in\mathcal{F(\theta)}\) the structure of its Lie symmetry group G _f , conditional symmetry Q _f and conservation law \(\mathop {\rm CL}\nolimits _{f}\) under some proper equivalence transformations groups.In this paper, an extensive investigation of these three aspects is carried out for the class of variable coefficient (1+1)-dimensional nonlinear telegraph equations with coefficients depending on the space variable f(x)u _tt =(g(x)H(u)u _x ) _x +h(x)K(u)u _x . The usual equivalence group and the extended one including transformations which are nonlocal with respect to arbitrary elements are first constructed. Then using the technique of variable gauges of arbitrary elements under equivalence transformations, we restrict ourselves to the symmetry group classifications for the equations with two different gauges g=1 and g=h. In order to get the ultimate classification, the method of furcate split is also used and consequently a number of new interesting nonlinear invariant models which have non-trivial invariance algebra are obtained. As an application, exact solutions for some equations which are singled out from the classification results are constructed by the classical method of Lie reduction.The classification of nonclassical symmetries for the classes of differential equations with gauge g=1 is discussed within the framework of singular reduction operator. This enabled to obtain some exact solutions of the nonlinear telegraph equation which are invariant under certain conditional symmetries.Using the direct method, we also carry out two classifications of local conservation laws up to equivalence relations generated by both usual and extended equivalence groups. Equivalence with respect to these groups and correct choice of gauge coefficients of equations play the major role for simple and clear formulation of the final results.     

The radial basis functions method for identifying an unknown parameter in a parabolic equation with overspecified data

Parabolic partial differential equations with overspecified data play a crucial role in applied mathematics and engineering, as they appear in various engineering models. In this work, the radial basis functions method is used for finding an unknown parameter p(t) in the inverse linear parabolic partial differential equation u_t = u_xx + p(t)u + φ, in [0,1] × (0,T], where u is unknown while the initial condition and boundary conditions are given. Also an additional condition ∫₀¹k(x)u(x,t)dx = E(t), 0 ≤ t ≤ T, for known functions E(t), k(x), is given as the integral overspecification over the spatial domain. The main approach is using the radial basis functions method. In this technique the exact solution is found without any mesh generation on the domain of the problem. We also discuss on the case that the overspecified condition is in the form ∫₀^s(t) u(x,t)dx = E(t), 0 < t ≤ T, 0 < s(t) < 1, where s and E are known functions. Some illustrative examples are presented to show efficiency of the proposed method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Constant-Sign Solutions of a System of Fredholm Integral Equations

We consider the following system of Fredholm intergral equations u _i (t)=₀ ¹ g _i (t,s)f _i (s,u ₁(s),u ₂(s),...,u _n (s)) ds, t[0,1], 1in. Criteria are offered for the existence of single, double and multiple solutions of the system that are of constant signs. The generality of the results obtained is illustrated through applications to several well known boundary value problems. We also extend the above system of Fredholm intergral equations to that on the half-line [0,) u _i (t)=₀ g _i (t,s)f _i (s,u ₁(s),u ₂(s),...,u _n (s)) ds, t[0,), 1in and investigate the existence of constant-sign solutions.     

On some properties of solutions of second-order linear functional differential equations

The properties of solutions of the equationu″(t) =p ₁(t)u(τ₁(t)) +p ₂(t)u′(τ₂(t)) are investigated wherep _i :a, + ∞[→R (i=1,2) are locally summable functions τ₁ :a, + ∞[→R is a measurable function, and τ₂ :a, + ∞[→R is a nondecreasing locally absolutely continuous function. Moreover, τ _i (t) ≥t (i = 1,2),p ₁(t)≥0,p ₂ ² (t) ≤ (4 - ɛ)τ ₂ ^′ (t)p ₁(t), ɛ =const > 0 and . In particular, it is proved that solutions whose derivatives are square integrable on [α,+∞] form a one-dimensional linear space and for any such solution to vanish at infinity it is necessary and sufficient that .     

Enhanced group analysis and conservation laws of variable coefficient reaction–diffusion equations with power nonlinearities

A class of variable coefficient (1+1)-dimensional nonlinear reaction–diffusion equations of the general form f(x)u_t=(g(x)uⁿu_x)_x+h(x)u^m is investigated. Different kinds of equivalence groups are constructed including ones with transformations which are nonlocal with respect to arbitrary elements. For the class under consideration the complete group classification is performed with respect to convenient equivalence groups (generalized extended and conditional ones) and with respect to the set of all local transformations. Usage of different equivalences and coefficient gauges plays the major role for simple and clear formulation of the final results. The corresponding set of admissible transformations is described exhaustively. Then, using the most direct method, we classify local conservation laws. Some exact solutions are constructed by the classical Lie method.     

Simultaneous determination of source terms in a linear parabolic problem from the final overdetermination: Weak solution approach

The problem of determining the pair w:={F(x,t);T₀(t)} of source terms in the parabolic equation u_t=(k(x)u_x)_x+F(x,t) and Robin boundary condition −k(l)u_x(l,t)=v[u(l,t)−T₀(t)] from the measured final data μ_T(x)=u(x,T) is formulated. It is proved that both components of the Fréchet gradient of the cost functional can be found via the same solution of the adjoint parabolic problem. Lipschitz continuity of the gradient is derived. The obtained results permit one to prove existence of a quasi-solution of the considered inverse problem, as well as to construct a monotone iteration scheme based on a gradient method.     

Lax Representation for a Triplet of Scalar Fields

We construct a 3×3 matrix zero-curvature representation for the system of three two-dimensional relativistically invariant scalar fields. This system belongs to the class described by the Lagrangian L = [g _ij(u)u _x ⁱ u _t ^j]/2+f(u), where g _ij is the metric tensor of a three-dimensional reducible Riemannian space. We previously found all systems of this class that have higher polynomial symmetries of the orders 2, 3, 4, or 5. In this paper, we find a zero-curvature representation for one of these systems. The calculation is based on the analysis of an evolutionary system u _t = S(u), where S is one of the higher symmetries. This approach can also be applied to other hyperbolic systems. We also find recursion relations for a sequence of conserved currents of the triplet of scalar fields under consideration.