Neumann problem with the integro-differential operator in the boundary condition

The Neumann problem for a second-order parabolic equation with integro-differential operator in the boundary condition is considered. A well-posedness theorem is proved, in particular, the integral representation of the solution is obtained, estimates for the derivatives of the solution are established, and the kernel of the inverse operator of the problem is explicitly expressed.     

On the Global-in-Time Existence of a Generalized Solution to a Free-Boundary Problem

A problem with free (unknown) boundary for a one-dimensional diffusion-convection equation is considered. The unknown boundary is found from an additional condition on the free boundary. By the extension of the variables, the problem in an unknown domain is reduced to an initial boundary-value problem for a strictly parabolic equation with unknown coefficients in a known domain. These coefficients are found from an additional boundary condition that enables the construction of a nonlinear operator whose fixed points determine a solution of the original problem.

     

Results on Nonlocal Boundary Value Problems

In this article, we provide a variational theory for nonlocal problems where nonlocality arises due to the interaction in a given horizon. With this theory, we prove well-posedness results for the weak formulation of nonlocal boundary value problems with Dirichlet, Neumann, and mixed boundary conditions for a class of kernel functions. The motivating application for nonlocal boundary value problems is the scalar stationary peridynamics equation of motion. The well-posedness results support practical kernel functions used in the peridynamics setting.

We also prove a spectral equivalence estimate which leads to a mesh size independent upper bound for the condition number of an underlying discretized operator. This is a fundamental conditioning result that would guide preconditioner construction for nonlocal problems. The estimate is a consequence of a nonlocal Poincaré-type inequality that reveals a horizon size quantification. We provide an example that establishes the sharpness of the upper bound in the spectral equivalence.     

Well-posedness of a non-local abstract Cauchy problem with a singular integral

A non-local abstract Cauchy problem with a singular integral is studied, which is a closed system of two evolution equations for a real-valued function and a function-valued function. By proposing an appropriate Banach space, the well-posedness of the evolution system is proved under some boundedness and smoothness conditions on the coefficient functions. Furthermore, an isomorphism is established to extend the result to a partial integro-differential equation with a singular convolution kernel, which is a generalized form of the stationary Wigner equation. Our investigation considerably improves the understanding of the open problem concerning the well-posedness of the stationary Wigner equation with in ow boundary conditions.     

Generalized wave polynomials and transmutations related to perturbed Bessel equations

The transmutation (transformation) operator associated with the perturbed Bessel equation is considered. It is shown that its integral kernel can be uniformly approximated by linear combinations of constructed here generalized wave polynomials, solutions of a singular hyperbolic partial differential equation arising in relation with the transmutation kernel. As a corollary of this result an approximation of the regular solution of the perturbed Bessel equation is proposed with corresponding estimates independent of the spectral parameter.     

On a Series Representation for Integral Kernels of Transmutation Operators for Perturbed Bessel Equations

A representation for the kernel of the transmutation operator relating a perturbed Bessel equation to the unperturbed one is obtained in the form of a functional series with coefficients calculated by a recurrent integration procedure. New properties of the transmutation kernel are established. A new representation of a regular solution of a perturbed Bessel equation is given, which admits a uniform error bound with respect to the spectral parameter for partial sums of the series. A numerical illustration of the application of the obtained result to solve Dirichlet spectral problems is presented.     

非局部边界条件下的抛物型偏微分方程组

本文首先讨论了一个非局部边界条件下的抛物型偏微分方程组,通过一个变量替换,使得在更宽松的边界假设条件下证明了解的存在唯一性;然后讨论了一个完全非线性的抛物型方程组,同样,通过变量替换证明了比较原理.     

Boundary-Value Problem With Saigo Operators for Mixed Type Equation With Fractional Derivative

We set up and solve a non-local problem for a differential equation, which contains the diffusion equation of fractional order. The boundary condition contains a linear combination of generalized operators with the Gauss hypergeometric function in the kernel. For various values of parameters of these operators we write a solution in explicit form.     

On the solvability in a weighted space of an initial–boundary value problem for a third-order operator-differential equation with a parabolic principal part

In a Sobolev-type space with an exponential weight, sufficient conditions are obtained for the correct and unique solvability of an initial–boundary value problem for a third-order operator-differential equation with a parabolic principal part having a multiple characteristic. The conditions are expressed in terms of the operator coefficients of the equation. Additionally, the norms of the operators of intermediate derivatives associated with the solvability conditions are estimated. The relation between the weight exponent and the lower boundary of the spectrum of the basic operator involved in the principal part of the equation is established. The results are illustrated as applied to a mixed problem for partial differential equations.     

Global Existence and Blowup for a Parabolic Equation with a Non-Local Source and Absorption

In this paper we consider a double fronts free boundary problem for a parabolic equation with a non-local source and absorption. The long time behaviors of the solutions are given and the properties of the free boundaries are discussed. Our results show that if the initial value is sufficiently large, then the solution blows up in finite time, while the global fast solution exists for sufficiently small initial data, and the intermediate case with suitably large initial data gives the existence of the global slow solution.     

Forward–backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs

We obtain an existence and uniqueness theorem for fully coupled forward–backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial integro-differential equation (PIDE), and provide the explicit form of the FBSDE solution. Moreover, we embed the associated PIDE into a suitable class of non-local quasilinear parabolic PDEs which allows us to extend the methodology of Ladyzhenskaya et al. (1968) to non-local PDEs of this class. Namely, we obtain the existence and uniqueness of a classical solution to both the Cauchy problem and the initial–boundary value problem for non-local quasilinear parabolic second-order PDEs.     

Travelling waves for a non-local Korteweg–de Vries–Burgers equation

We study travelling wave solutions of a Korteweg–de Vries–Burgers equation with a non-local diffusion term. This model equation arises in the analysis of a shallow water flow by performing formal asymptotic expansions associated to the triple-deck regularisation (which is an extension of classical boundary layer theory). The resulting non-local operator is a fractional derivative of order between 1 and 2. Travelling wave solutions are typically analysed in relation to shock formation in the full shallow water problem. We show rigorously the existence of these waves. In absence of the dispersive term, the existence of travelling waves and their monotonicity was established previously by two of the authors. In contrast, travelling waves of the non-local KdV–Burgers equation are not in general monotone, as is the case for the corresponding classical KdV–Burgers equation. This requires a more complicated existence proof compared to the previous work. Moreover, the travelling wave problem for the classical KdV–Burgers equation is usually analysed via a phase-plane analysis, which is not applicable here due to the presence of the non-local diffusion operator. Instead, we apply fractional calculus results available in the literature and a Lyapunov functional. In addition we discuss the monotonicity of the waves in terms of a control parameter and prove their dynamic stability in case they are monotone.     

On a degenerate parabolic equation arising in pricing of Asian options

We study a certain one-dimensional, degenerate parabolic partial differential equation with a boundary condition which arises in pricing of Asian options. Due to degeneracy of the partial differential operator and the non-smooth boundary condition, regularity of the generalized solution of such a problem remained unclear. We prove that the generalized solution of the problem is indeed a classical solution.     

Problem without Initial Conditions for a Class of Inverse Parabolic Operator-Differential Equations of Third Order

In a weighted Sobolev-type space, the well-posedness and unique solvability of a problem without initial conditions for a third-order operator-differential equation with an inverse parabolic principal part are established. The solvability conditions are expressed in terms of the operator coefficients of the equation. Additionally, the norms of the operators of intermediate derivatives closely related to the solvability conditions are estimated. The relation between the weight exponent and the lower boundary of the spectrum of the basic operator involved in the principal part of the equation is established. Note that the principal part of the equation has a multiple characteristic.     

On the application of the nonstationary form of the Tappert equation as an artificial boundary condition

In this paper, a nonstationary analog of the range refraction parabolic equation is derived. A new approach to the derivation of Tappert’s operator asymptotic formula with the use of noncommutative analysis is presented. The obtained nonstationary equation is proposed as an artificial boundary condition for the wave equation in underwater acoustics. This form of artificial boundary condition has low computational cost and systematically takes into account variations of sound speed. This is confirmed by various numerical experiments, including propagation of normal modes and wave fields produced by point source.     

带有等位面边界条件的抛物型方程

本文讨论一类与石油试井有密切联系的带有等位面边界条件的抛物型偏微分方程，对带有位面边界条件的热核函数进行了讨论，对方程解的梯度进行了估计，并给出了Ｈａｒｎａｃｋ型不等式，一类非线性抛物型方程与热方程的比较定理，以及在试井分析中应用的一个例子。     

Nonlocal boundary problems for a third-order one-dimensional nonlinear pseudoparabolic equation

We consider initial boundary value problems for a third-order nonlinear pseudoparabolic equation with one space dimension. The boundary condition is given by an integral; the function involved could exhibit singularities, which distinguishes this nonlocal condition from its Dirichlet or Neumann counterparts. By means of appropriate elliptic estimates we are able to seek solutions not only in the weighted spaces but also in the usual Sobolev spaces. The procedure is carried out in a unified way. Our results characterize a regularity of the pseudoparabolic operator that is different from that of the parabolic operator.     

Stability of difference schemes for two-dimensional parabolic equations with non-local boundary conditions

The stability of difference schemes for one-dimensional and two-dimensional parabolic equations, subject to non-local (Bitsadze-Samarskii type) boundary conditions is dealt with. To analyze the stability of difference schemes, the structure of the spectrum of the matrix that defines the linear system of difference equations for a respective stationary problem is studied. Depending on the values of parameters in non-local conditions, this matrix can have one zero, one negative or complex eigenvalues. The stepwise stability is proved and the domain of stability of difference schemes is found.     

Second boundary-value problem in a half-strip for equation of parabolic type with the Bessel operator and Riemann–Liouvulle derivative

We investigate the second boundary-value problem in the half-strip for a parabolic equation with the Bessel operator and Riemann–Liouville partial derivative. In terms of the integral transformation with theWright function in the kernel, we find the representation of a solution in the case of zero edge condition. We prove the uniqueness of a solution in the class of functions satisfying an analog of the Tikhonov condition.     

On Regularization of a Source Identification Problem in a Parabolic PDE and its Finite Dimensional Analysis

We consider the inverse problem of identifying a general source term, which is a function of both time variable and the spatial variable, in a parabolic PDE from the knowledge of boundary measurements of the solution on some portion of the lateral boundary. We transform this inverse problem into a problem of solving a compact linear operator equation. For the regularization of the operator equation with noisy data, we employ the standard Tikhonov regularization, and its finite dimensional realization is done using a discretization procedure involving the space $L^2(0,\tau;L^2(Ω))$. For illustrating the specification of an a priori source condition, we have explicitly obtained the range space of the adjoint of the operator involved in the operator equation.