Global Existence for a Parabolic-hyperbolic Free Boundary Problem Modelling Tumor Growth

In this paper we study a free boundary problem modelling tumor growth, proposed by A. Friedman in 2004. This free boundary problem involves a nonlinear second-order parabolic equation describing the diffusion of nutrient in the tumor, and three nonlinear first-order hyperbolic equations describing the evolution of proliferative cells, quiescent cells and dead cells, respectively. By applying Lp theory of parabolic equations, the characteristic theory of hyperbolic equations, and the Banach fixed point theorem, we prove that this problem has a unique global classical solution.     

Steady transonic shocks and free boundary problems in infinite cylinders for the Euler equations

We establish the existence and stability of multidimensional transonic shocks (hyperbolic‐elliptic shocks) for the Euler equations for steady compressible potential fluids in infinite cylinders. The Euler equations, consisting of the conservation law of mass and the Bernoulli law for velocity, can be written as a second order nonlinear equation of mixed elliptic‐hyperbolic type for the velocity potential. The transonic shock problem in an infinite cylinder can be formulated into the following free boundary problem: The free boundary is the location of the multidimensional transonic shock which divides two regions of C^1,α flow in the infinite cylinder, and the equation is hyperbolic in the upstream region where the C^1,α perturbed flow is supersonic. We develop a nonlinear approach to deal with such a free boundary problem in order to solve the transonic shock problem in unbounded domains. Our results indicate that there exists a solution of the free boundary problem such that the equation is always elliptic in the unbounded downstream region, the uniform velocity state at infinity in the downstream direction is uniquely determined by the given hyperbolic phase, and the free boundary is C^1,α, provided that the hyperbolic phase is close in C^1,α to a uniform flow. We further prove that, if the steady perturbation of the hyperbolic phase is C^2,α, the free boundary is C^2,α and stable under the steady perturbation. © 2003 Wiley Periodicals Inc.     

Qualitative analysis of the invasion free boundary problem in biofilms

The work presents the qualitative analysis of the free boundary value problem related to the invasion model for multispecies biofilms. This model is based on the continuum approach for biofilm modeling and consists of a system of nonlinear hyperbolic partial differential equations for microbial species growth and spreading, a system of semilinear elliptic partial differential equations describing the substrate trends and a system of semilinear elliptic partial differential equations accounting for the diffusion and reaction of motile species within the biofilm. The free boundary evolution is regulated by a nonlinear ordinary differential equation. Overall, this leads to a free boundary value problem essentially hyperbolic. By using the method of characteristics, the partial differential equations constituting the invasion model are converted to Volterra integral equations. Then, the fixed point theorem is used for the uniqueness and existence result. The work is completed with numerical simulations describing the invasion of nitrite oxidizing bacteria in a biofilm initially constituted by ammonium oxidizing bacteria.     

Multidimensional transonic shocks and free boundary problems for nonlinear equations of mixed type

We establish the existence and stability of multidimensional transonic shocks for the Euler equations for steady potential compressible fluids. The Euler equations, consisting of the conservation law of mass and the Bernoulli law for the velocity, can be written as a second-order, nonlinear equation of mixed elliptic-hyperbolic type for the velocity potential. The transonic shock problem can be formulated into the following free boundary problem: The free boundary is the location of the transonic shock which divides the two regions of smooth flow, and the equation is hyperbolic in the upstream region where the smooth perturbed flow is supersonic. We develop a nonlinear approach to deal with such a free boundary problem in order to solve the transonic shock problem. Our results indicate that there exists a unique solution of the free boundary problem such that the equation is always elliptic in the downstream region and the free boundary is smooth, provided that the hyperbolic phase is close to a uniform flow. We prove that the free boundary is stable under the steady perturbation of the hyperbolic phase. We also establish the existence and stability of multidimensional transonic shocks near spherical or circular transonic shocks.

     

Boundary control problems for quasilinear systems of hyperbolic equations

For quasilinear systems of hyperbolic equations, the nonclassical boundary value problem of controlling solutions with the help of boundary conditions is considered. Previously, this problem was extensively studied in the case of the simplest hyperbolic equations, namely, the scalar wave equation and certain linear systems. The corresponding problem formulations and numerical solution algorithms are extended to nonlinear (quasilinear and conservative) systems of hyperbolic equations. Some numerical (grid-characteristic) methods are considered that were previously used to solve the above problems. They include explicit and implicit conservative difference schemes on compact stencils that are linearizations of Godunov’s method. The numerical algorithms and methods are tested as applied to well-known linear examples.     

A hyperbolic free boundary problem existence uniqueness and discretization

For a one phase free boundary problem for a linear hyperbolic system with constant coefficients in one space dimension with nonlinear boundary conditions we prove existence, uniqueness and continuous dependence of a Lipschitz continuous solution using the method of characteristics. A semidiscrete version of front tracking is shown to be linearly convergent.     

A numerical solution of a one-dimensional blood flow model—moving grid approach

We consider a one-dimensional blood flow model suitable for larger arteries. It consists of a hyperbolic system of two coupled nonlinear equations. The model has already been successfully used in practice. Its numerical solution is usually achieved by means of an explicit Taylor–Galerkin scheme. We have proposed a different approach. The system can be transformed to characteristic directions emphasizing the physical nature of the problem. We solved this system by using an operator splitting on a moving grid.     

Periodic solutions of the stefan problem with hysteresis-type boundary conditions

We consider the Stefan problem with Dirichlet boundary conditions depending on a hysteresis functional where the free boundary is involved. We show existence of a positive valueT and existence of aT-periodic solution of the problem, provided the Stefan number is sufficiently small and the hysteresis functional is described by the elementary rectangular hysteresis loop. If in addition the Preisach hysteresis operator is Lipschitz-continuous we prove that every periodic solution must be stationary. Dedicated to Professor Avner Friedman on occasion of his 60th birthday supported by Humboldt Foundation Scholarship     

The Nonlinear Initial-Boundary Value Problem and the Existence of Multi-Dimension al Shook Wave for Quasilinear Hyperbolic-Parabolic Coupled Systems

For the quasilinear hyperbolie-parabolio coupled system, the nonlinear initial- boundary value problem and the shook wave free boundary problem are considered. By linear iteration, the existence and uniqueness of the local H^m (m\geq [N+1/2]+4) solution are obtained under the assumption that for the fixed boundary problem, the boundary conditions are uniformly Lopatinski well-posed with respect to the hyperbolic and parabolic part, and for the free boundary problem, there exists a linear stable shock front structure. In particular, the local existence of the isothermal shock wave solution for radiative hydrodynamic eqations is proved.     

Convergence to equilibrium for a fully hyperbolic phase‐field model with Cattaneo heat flux law

We consider a fully hyperbolic phase‐field model in this paper. Our model consists of a damped hyperbolic equation of second order with respect to the phase function χ(t) , which is coupled with a hyperbolic system of first order with respect to the relative temperature θ(t) and the heat flux vector q (t). We prove the well‐posedness of this system subject to homogeneous Neumann boundary condition and no‐heat flux boundary condition. Then, we show that this dynamical system is a dissipative one. Finally, using the celebrated ?ojasiewicz–Simon inequality and by constructing an auxiliary functional, we prove that the solution of this problem converges to an equilibrium as time goes to infinity. We also obtain an estimate of the decay rate to equilibrium. Copyright © 2008 John Wiley & Sons, Ltd.     

Explicit solution for a Stefan problem with variable latent heat and constant heat flux boundary conditions

In Voller, Swenson and Paola [V.R. Voller, J.B. Swenson, C. Paola, An analytical solution for a Stefan problem with variable latent heat, Int. J. Heat Mass Transfer 47 (2004) 5387-5390], and Lorenzo-Trueba and Voller [J. Lorenzo-Trueba, V.R. Voller, Analytical and numerical solution of a generalized Stefan problem exhibiting two moving boundaries with application to ocean delta formation, J. Math. Anal. Appl. 366 (2010) 538-549], a model associated with the formation of sedimentary ocean deltas is studied through a one-phase Stefan-like problem with variable latent heat. Motivated by these works, we consider a two-phase Stefan problem with variable latent of fusion and initial temperature, and constant heat flux boundary conditions. We obtain the sufficient condition on the data in order to have an explicit solution of a similarity type of the corresponding free boundary problem for a semi-infinite material. Moreover, the explicit solution given in the first quoted paper can be recovered for a particular case by taking a null heat flux condition at the infinity.     

Global solutions with shock waves to the generalized Riemann problem for a class of quasilinear hyperbolic systems of balance laws II

This work is a continuation of our previous work. In the present paper, we study the existence and uniqueness of global piecewise C¹ solutions with shock waves to the generalized Riemann problem for general quasilinear hyperbolic systems of conservation laws with linear damping in the presence of a boundary. It is shown that the generalized Riemann problem for general quasilinear hyperbolic systems of conservation laws with linear damping with nonlinear boundary conditions in the half space {(t, x) | t ≥ 0, x ≥ 0} admits a unique global piecewise C¹ solution u = u (t, x) containing only shock waves with small amplitude and this solution possesses a global structure similar to that of a self‐similar solution u = U (x /t) of the corresponding homogeneous Riemann problem, if each characteristic field with positive velocity is genuinely nonlinear and the corresponding homogeneous Riemann problem has only shock waves but no rarefaction waves and contact discontinuities. This result is also applied to shock reflection for the flow equations of a model class of fluids with viscosity induced by fading memory. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Global Exisienoe of Classical Solutions to the Typical Free Boundary Problem for General Quasilinear Hyperbolic Systems and Its Applications

In this paper the authors prove the existence and uniqueness of global classical solutions to the typical free boundary problem for general quasilinear hyperbolic systems. As an application, a unique global discontinuous solution only containing n shocks on t \leq 0 is obtained for a class of generalized Riemann problem for the quasilinear hyperbolic system of n conservation laws.     

Global existence of classical solutions of Goursat problem for quasilinear hyperbolic systems with BV data

We investigate the existence of a global classical solution to the Goursat problem for linearly degenerate quasilinear hyperbolic systems. As the result in [A. Bressan, Contractive metrics for nonlinear hyperbolic systems, Indiana Univ. Math. J. 37 (1988) 409–421] suggests that one may achieve global smoothness even if the C¹ norm of the initial data is large, we prove that, if the C¹ norm of the boundary data is bounded but possibly large, and the BV norm of the boundary data is sufficiently small, then the solution remains C¹ globally in time. Applications include the equation of time‐like extremal surfaces in Minkowski space R^{1 + (1 + n)} and the one‐dimensional Chaplygin gas equations. Copyright © 2013 John Wiley & Sons, Ltd.     

Regularity of solutions to regular shock reflection for potential flow

The shock reflection problem is one of the most important problems in mathematical fluid dynamics, since this problem not only arises in many important physical situations but also is fundamental for the mathematical theory of multidimensional conservation laws that is still largely incomplete. However, most of the fundamental issues for shock reflection have not been understood, including the regularity and transition of different patterns of shock reflection configurations. Therefore, it is important to establish the regularity of solutions to shock reflection in order to understand fully the phenomena of shock reflection. On the other hand, for a regular reflection configuration, the potential flow governs the exact behavior of the solution in C ^1,1 across the pseudo-sonic circle even starting from the full Euler flow, that is, both of the nonlinear systems are actually the same in a physically significant region near the pseudo-sonic circle; thus, it becomes essential to understand the optimal regularity of solutions for the potential flow across the pseudo-sonic circle (the transonic boundary from the elliptic to hyperbolic region) and at the point where the pseudo-sonic circle (the degenerate elliptic curve) meets the reflected shock (a free boundary connecting the elliptic to hyperbolic region). In this paper, we study the regularity of solutions to regular shock reflection for potential flow. In particular, we prove that the C ^1,1-regularity is optimal for the solution across the pseudo-sonic circle and at the point where the pseudo-sonic circle meets the reflected shock. We also obtain the C ^2,α regularity of the solution up to the pseudo-sonic circle in the pseudo-subsonic region. The problem involves two types of transonic flow: one is a continuous transition through the pseudo-sonic circle from the pseudo-supersonic region to the pseudo-subsonic region; the other a jump transition through the transonic shock as a free boundary from another pseudo-supersonic region to the pseudo-subsonic region. The techniques and ideas developed in this paper will be useful to other regularity problems for nonlinear degenerate equations involving similar difficulties.     

Coupled parabolic–hyperbolic Stokes–Lamé PDE system: limit behaviour of the resolvent operator on the imaginary axis

This article is focused on an established, genuinely physical fluid-structure interaction model, whereby the structure is immersed in a fluid with coupling taking place at the boundary interface between the two media. Mathematically, the model is a coupled parabolic–hyperbolic system of two partial differential equations in three dimensions with non-standard coupling at the boundary interface: the (dynamic) Stokes system (parabolic, modelling the fluid) and the Lamé system (hyperbolic, modelling the structure). This system generates a contraction semigroup on the natural energy space [G. Avalos and R. Triggiani, The coupled PDE system arising in fluid/structure interaction, Part I: explicit semigroup generator and its spectral properties, Fluids and Waves, Amer. Math. Soc. Contemp. Math. 440 (2007), pp. 15–59] (canonical model) and [G. Avalos and R. Triggiani, Semigroup well-posedness in the energy space of a parabolic-hyperbolic coupled Stokes-Lamé PDE system of fluid-structure interaction, Discr. Contin. Dyn. Sys. Series S, 2(3) (2009), pp. 417–447]. The boundary interface may or may not include a ‘damping’ (or dissipative) term. If damping is active on the entire interface, then uniform (exponential) stabilization is ensured, regardless of the geometry of the structure [G. Avalos and R. Triggiani, Uniform stabilization of a coupled PDE system arising in fluid-structure interaction with boundary dissipation at the interface, Discrete Contin. Dyn. Syst. 22(4) 2008, pp. 817–835, special issue, invited paper] (canonical model) and [G. Avalos and R. Triggiani, Boundary feedback stabilization of a coupled parabolic–hyperbolic Stokes–Lamé PDE system, J. Evol. Eqns 9(2009), pp. 341–370]. This article emphasizes the case of, at most, partial damping. At any rate, the main result is a precise uniform-operator limit behaviour of the resolvent operator of the semigroup generator on the imaginary axis of interest in itself, which holds true with or without damping. It, in turn, then implies a fortiori strong stability results: most notably, on the whole state space, under at least partial damping at the interface; and, in the absence of damping, on the whole state space, after factoring out an explicit one-dimensional null eigenspace, at least for a large class of geometries of the structure: these are characterized by a uniqueness property of a special over-determined elliptic problem.     

A numerical study of parabolic problems with nonlinear boundary conditions

In this paper, we consider an initial‐boundary value problem for a parabolic equation with nonlinear boundary conditions. The solution to the problem can be expressed as a convolution integral of a Green's function and two unknown functions. We change the problem to a system of two nonlinear Volterra integral equations of convolution type. By using an explicit procedure on the basis of Sinc‐function properties, the resulting integral equations are replaced by a system of nonlinear algebraic equations, whose solution yields an accurate approximate solution to the parabolic problem. Some examples are considered to illustrate the ability of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd.     

Problem of the motion of two compressible fluids separated by a closed free interface

We consider the problem of the simultaneous evolution for two barotropic capillary viscous compressible fluids occupying the space ℝ³ and separated by a closed free interface. Under some restrictions on the viscosities of the liquids, the local (in time) unique solvability of this problem is obtained in the Sobolev-Slobodetskii spaces. After the passage to Lagrangian coordinates it is possible to exclude the fluid density from the system of equations. The proof of the existence theorem for a nonlinear, noncoercive initial boundary-value problem is based on the method of successive approximations and on an explicit solution of a model linear problem with a plane interface between the liquids. The restrictions on the viscosities mentioned above appear in the intermediate estimation of this explicit solution in the Sobolev spaces with an exponential weight. Bibliography: 8 titles. Dedicated to the memory of A. P. Oskolkov Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 000, 1997, pp. 61–86. Translated by I. V. Denisova.     

Automatic Control via Thermostats of a Hyperbolic Stefan Problem with Memory

A hyperbolic Stefan problem based on the linearized Gurtin—Pipkin heat conduction law is considered. The temperature and free boundary are controlled by a thermostat acting on the boundary. This feedback control is based on temperature measurements performed by real thermal sensors located within the domain containing the two-phase system and/or at its boundary. Three different types of thermostats are analyzed: simple switch, relay switch, and a Preisach hysteresis operator. The resulting models lead to integrodifferential hyperbolic Stefan problems with nonlinear and nonlocal boundary conditions. Existence results are proved in all the cases. Uniqueness is also shown, except in the situation corresponding to the ideal switch. Accepted 27 May 1997