Initial-Boundary Value Problem for a Class of Linear Relaxation Systems in Arbitrary Space Dimensions

In this paper, we consider the characteristic initial-boundary value problem (IBVP) for the multi-dimensional Jin-Xin relaxation model in a half-space with arbitrary space dimension n?2. As in the one-dimensional case (n=1, see (J. Differential Equations, 167 (2000), 388-437), our main interest is on the precise structural stability conditions on the relaxation system, particularly the formulation of boundary conditions, such that the relaxation IBVP is stiffly well posed, that is, uniformly well posed independent of the relaxation parameter ε>0, and the solution of the relaxation IBVP converges, as ε→0, to that of the corresponding limiting equilibrium system, except for a sharp transition layer near the boundary. Our main result can be roughly stated as Stiff Kreiss Condition=Uniform Kreiss Condition for the relaxation IBVP we consider in this paper, which is in sharp contrast to the one-dimensional case (Z. Xin and W.-Q. Xu, J. Differential Equations, 167 (2000), 388-437). More precisely, we show that the Uniform Kreiss Condition (which is necessary and sufficient for the well posedness of the relaxation IBVP for each fixed ε), together with the subcharacteristic condition (which is necessary and sufficient for the stiff well posedness of the corresponding Cauchy problem), also guarantees the stiff well posedness of our relaxation IBVP and the asymptotic convergence to the corresponding equilibrium system in the limit of small relaxation rate. Optimal convergence rates are obtained and various boundary layer behaviors are also rigorously justified.     

An Initial-Boundary Value Problem for the Korteweg–de Vries Equation with Dominant Surface Tension

We consider the initial-boundary value problem (IBVP) for the Korteweg–de Vries equation with zero boundary conditions at x=0 and arbitrary smooth decreasing initial data. We prove that the solution of this IBVP can be found by solving two linear inverse scattering problems (SPs) on two different spectral planes. The first SP is associated with the KdV equation. The second SP is self-conjugate and its scattering function is found in terms of entries of the scattering matrix s(k) for the first SP. Knowing the scattering function, we solve the second inverse SP for finding the potential self-conjugate matrix. Consequently, the unknown object entering coefficients in the system of evolution equations for s(k,t) is found. Then, the time-dependent scattering matrix s(k,t) is expressed in terms of s(k)=s(k,0) and of solutions of the self-conjugate SP. Knowing s(k,t), we find the solution of the IBVP in terms of the solution of the Gelfand–Levitan–Marchenko equation in the first inverse SP.     

Existence of solutions for linear hyperbolic initial-boundary value problems in a rectangle

In a recent article, we achieved the well-posedness of linear hyperbolic initial and boundary value problems (IBVP) in a rectangle via semigroup method, and we found that there are only two elementary modes called hyperbolic and elliptic modes in the system. It seems that, there is only one set of boundary conditions for the hyperbolic mode, while there are infinitely many sets of boundary conditions for the elliptic mode, which can lead to well-posedness. In this article, we continue to consider linear hyperbolic IBVP in a rectangle in the constant coefficients case and we show that there are also infinitely many sets of boundary conditions for hyperbolic mode which will lead to the existence of a solution. We also have uniqueness in some special cases. The boundary conditions satisfy the reflection conditions introduced in Section 3, which turn out to be equivalent to the strictly dissipative conditions.     

Numerical treatment of singularly perturbed two point boundary value problems using initial-value method

In this paper, we describe an initial-value method for linear and nonlinear singularly perturbed boundary value problems in the interval [p,q]. For linear problems, the required approximate solution is obtained by solving the reduced problem and one initial-value problems directly deduced from the given problem. For nonlinear problems the original second-order nonlinear problem is linearized by using quasilinearization method. Then this linear problem is solved as previous method. The present method has been implemented on several linear and non-linear examples which approximate the exact solution. We also present the approximate and exact solutions graphically.     

Best asymptotic profile for linear damped p-system with boundary effect

This paper is devoted to the study of the 2×2 linear damped p-system with boundary effect. By a heuristic analysis, we realize that the best asymptotic profile for the original solution is the parabolic solution of the IBVP for the corresponding porous media equation with a specified initial data. In particular, we further show the convergence rates of the original solution to its best asymptotic profile, which are much better than the existing rates obtained in the previous works. The approach adopted in the paper is the elementary weighted energy method with Green function method together.     

A rational approximation based on Bernstein polynomials for high order initial and boundary values problems

We introduce a new method to solve high order linear differential equations with initial and boundary conditions numerically. In this method, the approximate solution is based on rational interpolation and collocation method. Since controlling the occurrence of poles in rational interpolation is difficult, a construction which is found by Floater and Hormann [1] is used with no poles in real numbers. We use the Bernstein series solution instead of the interpolation polynomials in their construction. We find that our approximate solution has better convergence rate than the one found by using collocation method. The error of the approximate solution is given in the case of the exact solution f ∈ C^d+2[a, b].     

Higher order of fully discreate solution for parabolic problem inL ∞

In this work, we approximate the solution of initial boundary value problem using a Galerkin-finite element method for the spatial discretization, and Implicit Runge-Kutta methods for the time stepping. To deal with the nonlinear termf(x, t, u), we introduce the well-known extrapolation sheme which was used widely to prove the convergence inL ₂-norm. We present computational results showing that the optimal order of convergence arising underL ₂-norm will be preserved inL _∞-norm.     

A remark on stable subharmonic solutions of time-periodic reaction-diffusion equations

This paper is concerned with a time-periodic reaction-diffusion equation. It is known that typical trajectories approach periodic solutions with possibly longer period than that of the equation. Such solutions are called subharmonic solutions. In this paper, for any domain Ω, time-period τ>0 and integer n?2, we construct an example of a time-periodic reaction-diffusion equation on Ω with a minimal period τ which possesses a stable solution of minimal period nτ.     

Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump

In this work, we study the problem of mean-variance hedging with a random horizon T∧τ, where T is a deterministic constant and τ is a jump time of the underlying asset price process. We first formulate this problem as a stochastic control problem and relate it to a system of BSDEs with a jump. We then provide a verification theorem which gives the optimal strategy for the mean-variance hedging using the solution of the previous system of BSDEs. Finally, we prove that this system of BSDEs admits a solution via a decomposition approach coming from filtration enlargement theory.     

Recovery of An Unknown Flux in Parabolic Problems with Nonstandard Boundary Conditions: Error Estimates

In this paper, we consider a 2nd order semilinear parabolic initial boundary value problem (IBVP) on a bounded domain ^N, with nonstandard boundary conditions (BCs). More precisely, at some part of the boundary we impose a Neumann BC containing an unknown additive space-constant (t), accompanied with a nonlocal (integral) Dirichlet side condition.We design a numerical scheme for the approximation of a weak solution to the IBVP and derive error estimates for the approximation of the solution u and also of the unknown function .     

Solving a nonlinear system of second order boundary value problems

In this paper, a method is presented to obtain the analytical and approximate solutions of linear and nonlinear systems of second order boundary value problems. The analytical solution is represented in the form of series in the reproducing kernel space. In the mean time, the approximate solution un(x) is obtained by the n-term intercept of the analytical solution and is proved to converge to the analytical solution. Some numerical examples are studied to demonstrate the accuracy of the present method. Results obtained by the method indicate the method is simple and effective.     

Parameter-uniform error estimate for the implicit four-point scheme for a singularly perturbed heat equation with corner singularities

We study an initial-boundary value problem for a singularly perturbed one-dimensional heat equation on an interval. At the corner points, the input data are subjected to continuity conditions only, which violates the smoothness of the derivatives of the solution in neighborhoods of these points, starting from the derivatives occurring in the equation. To approximate the problem, we use the implicit four-point difference scheme on a Shishkin grid uniform with respect to time and piecewise uniform with respect to the space variable. We prove that the grid solution error is O(τ +N ^?2 ln² N) ln(j +1) uniformly with respect to the parameter, where τ is the grid increment with respect to the time variable, j is the index of the time layer, and N is the number of nodes in the piecewise uniform space grid.     

The evolution to a steady state for a porous medium model

An initial boundary value problem is considered for a nonlinear diffusion equation, the diffusivity being a function of the dependent variable. Dirichlet boundary conditions, independent of time, are considered and positive solutions are assumed. This paper is mainly concerned with the rate of convergence, in time, of the unsteady to the steady state. This is done by obtaining an upper estimate for a positive-definite, integral measure of the perturbation (i.e., unsteady-steady state) using differential inequality techniques.A previous result is recalled where the diffusivity k(τ)=τn (n being a positive constant) appropriate to mass transport, or filtration, in a porous medium. The present paper treats an alternative model, sharing some of the characteristics of the previous one: k(τ)=eτ−1, τ being non-negative.The paper concludes by considering a “backwards in time” initial boundary value problem for the perturbation (amenable to the same techniques) and establishes that the solution ceases to exist beyond a critical, computable time.     

Analysis of dual-phase-lag heat conduction in cylindrical system with a hybrid method

The dual-phase-lag heat transfer model is applied to investigate the transient heat conduction in an infinitely long solid cylinder for an exponentially decaying pulse boundary heat flux and for a short-pulse boundary heat flux. A hybrid application of the Laplace transform method and the control volume scheme is used to obtain the numerical solutions. Comparison between the numerical results and the analytic solution for an exponentially decaying heat flux pulse evidences the accuracy of the present numerical results. Results further show that the present numerical scheme can overcome the mathematical difficulties to analyze such problems. Effects of the thermal lag ratio τ_q/τ_T, the shift time τ_q–τ_T, the function form of heating pulse, and geometry of medium on the behavior of heat transfer are investigated.     

The Broadwell model with a subsonic boundary

In this paper, we focus on the time-asymptotic behavior of an initial boundary value problem (IBVP) for the Broadwell model with a subsonic physical boundary. By using the Green’s function for the initial problem established in [C.-Y. Lan, H.-E. Lin, S.-H. Yu, The Green’s functions for the Broadwell model in half space problem, Netw. Heterog. Media 1 (1) (2006)] and the weighted energy estimates, we construct the Green’s function for IBVP and show that the solution converges pointwise to the equilibrium state when the perturbations are sufficiently small.     

On essential ϕ-variation

We study relations between the classical essential variation and approximate continuity. In particular, we show that the classical essential variation of functions on the so-called τ _D-regular sets agrees with essential variation in the sense of W. P. Ziemer.     

Approximate solutions and micro-regularity in the Denjoy-Carleman classes

We begin with a sequence M of positive real numbers and we consider the Denjoy-Carleman class CM. We show how to construct M-approximate solutions for complex vector fields with CM coefficients. We then use our construction to study micro-local properties of boundary values of approximate solutions in general M-involutive structures of codimension one, where the approximate solution is defined in a wedge whose edge (where the boundary value exists) is a maximally real submanifold. We also obtain a CM version of the Edge-of-the-Wedge Theorem.     

Bifurcation analysis of bacteria and bacteriophage coexistence in the presence of bacterial debris

The dynamics of bacteria and bacteriophage coexistence in the presence of bacterial debris, in a marine environment, was studied using a system of delay differential equations (DDE). The system exhibits a rich variety of behavior in terms of two control parameters values: the bacteriophage burst size β, and the lysing time delay τ. Limit cycles of various periodicity, quasiperiodicity, period doubling, chaotic bands and toroidal chaos were identified using basic tools of non-linear dynamics analysis: first return maps, Poincaré sections, Fourier spectrum, and largest Lyapunov exponents.     

Boundary element method for spatially-periodic potential problems

In this paper, we propose a boundary element method for two-dimensional potential problems with one-dimensional spatial periodicity, which have been difficult to be solved by the ordinary boundary element method. In the presented method, we reduce the potential problems with Dirichlet and Neumann boundary conditions to integral equation problems with the periodic fundamental solution of the Laplace operator and, then, obtain approximate solutions by solving linear systems given by discretizing the integral equations. Numerical examples are also included. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Some properties of Kendall's partial rank correlation coefficient

We show through a simulation study that the approximate distribution of Kendall's partial rank correlation coefficient τ_12.3 can be obtained by Jackknifing. We also present some examples which demonstrate that τ_12.3 can be difficult to interpret.