Error estimate for finite volume scheme

We study the convergence of a finite volume scheme for the linear advection equation with a Lipschitz divergence-free speed in R ^d . We prove a h ^1/2-error estimate in the L ^∞(0,t;L ¹)-norm for BV data. This result was expected from numerical experiments and is optimal.     

Positive Solutions to Singular Semilinear Elliptic Problems

We obtain a characterization of all locally bounded functions p ≥ 0 for which the equation (E) Δu +p(x)ψ(u) = 0 has a positive solution in Ω vanishing on the boundary, where Ω is a domain of ℝ^N and ψ > 0 is a nonincreasing continuous function on ]0,∞[. In particular, for Ω = ℝ^N with N ≥ 3, it is shown that (E) has a (unique) positive solution in ℝ^N which decays to zero at infinity if and only if the set {p > 0} has positive Lebesgue measure and This condition can be replaced by if p is radial.     

Three-term asymptotics for the boundary layers of semilinear elliptic eigenvalue problems

We consider the nonlinear eigenvalue problem −Δu=λ f(u) in Ω u=0 on ∂Ω, where Ω is a ball or an annulus in R^N (N ≥ 2) and λ > 0 is a parameter. It is known that if λ >> 1, then the corresponding positive solution u_λ develops boundary layers under some conditions on f. We establish the asymptotic formulas for the slope of the boundary layers of u_λ with the exact second term and the ‘optimal’ estimate of the third term.     

Applications of the Differential Calculus to Nonlinear Elliptic Operators with Discontinuous Coefficients

The paper concerns Dirichlet’s problem for second order quasilinear non-divergence form elliptic equations with discontinuous coefficients. We start with suitable structure, growth, and regularity conditions ensuring solvability of the problem under consideration. Fixing then a solution u ₀ such that the linearized at u ₀ problem is non-degenerate, we apply the Implicit Function Theorem. As a result we get that for all small perturbations of the coefficients there exists exactly one solution u ≈ u ₀ which depends smoothly (in W ^2,p with p larger than the space dimension) on the data. For that, no structure and growth conditions are needed and the perturbations of the coefficients can be general L ^∞-functions of the space variable x. Moreover, we show that the Newton Iteration Procedure can be applied in order to obtain a sequence of approximate (in W ^2,p ) solutions for u ₀.     

Fast diffusion flow on manifolds of nonpositive curvature

We consider the fast diffusion equation (FDE) u _t = Δu ^m (0 < m < 1) on a nonparabolic Riemannian manifold M. Existence of weak solutions holds. Then we show that the validity of Euclidean–type Sobolev inequalities implies that certain L ^p −L ^q smoothing effects of the type ∥u(t)∥ _q ≤ Ct ^−α ∥u ₀∥^γ _p , the case q = ∞ being included. The converse holds if m is sufficiently close to one. We then consider the case in which the manifold has the addition gap property min σ(−Δ) > 0. In that case solutions vanish in finite time, and we estimate from below and from above the extinction time.      

Full regularity for a class of degenerated parabolic systems in two spatial variables

The authors consider quasilinear parabolic systems

Very weak solutions to elliptic equations with nonlinear Neumann boundary conditions

Consider the equation −Δu = 0 in a bounded smooth domain , complemented by the nonlinear Neumann boundary condition ∂_ν u = f(x, u) − u on ∂Ω. We show that any very weak solution of this problem belongs to L ^∞(Ω) provided f satisfies the growth condition |f(x, s)| ≤ C(1 + |s| ^p ) for some p ∈ (1, p*), where . If, in addition, f(x, s) ≥ −C + λs for some λ > 1, then all positive very weak solutions are uniformly a priori bounded. We also show by means of examples that p* is a sharp critical exponent. In particular, using variational methods we prove the following multiplicity result: if N ∈ {3, 4} and f(x, s) =  s ^p then there exists a domain Ω and such that our problem possesses at least two positive, unbounded, very weak solutions blowing up at a prescribed point of ∂Ω provided . Our regularity results and a priori bounds for positive very weak solutions remain true if the right-hand side in the differential equation is of the form h(x, u) with h satisfying suitable growth conditions.     

Intersection theorems with geometric consequences

In this paper we prove that ifℱ is a family ofk-subsets of ann-set, μ₀, μ₁, ..., μ_s are distinct residues modp (p is a prime) such thatk ≡ μ₀ (modp) and forF ≠ F′ ≠ℱ we have |F ∩F′| ≡ μ_i (modp) for somei, 1 ≦i≦s, then |ℱ|≦( _s ⁿ ). As a consequence we show that ifR ⁿ is covered bym sets withm<(1+o(1)) (1.2) ⁿ then there is one set within which all the distances are realised. It is left open whether the same conclusion holds for compositep.     

A finite volume scheme for nonlinear parabolic equations derived from one-dimensional local dirichlet problems

In this paper, we propose a new method to compute the numerical flux of a finite volume scheme, used for the approximation of the solution of the nonlinear partial differential equation u_t+div(qf(u))−ΔΦ(u)=0 in a 1D, 2D or 3D domain. The function Φ is supposed to be strictly increasing, but some values s such that Φ′(s)=0 can exist. The method is based on the solution, at each interface between two control volumes, of the nonlinear elliptic two point boundary value problem (qf(υ)+(Φ(υ))′)′=0 with Dirichlet boundary conditions given by the values of the discrete approximation in both control volumes. We prove the existence of a solution to this two point boundary value problem. We show that the expression for the numerical flux can be yielded without referring to this solution. Furthermore, we prove that the so designed finite volume scheme has the expected stability properties and that its solution converges to the weak solution of the continuous problem. Numerical results show the increase of accuracy due to the use of this scheme, compared to some other schemes.     

On Weighted Hardy Spaces on Complex Semigroups

H^p (S,α) on a complex open Ol'shanskii semigroup S = G Exp (iW), where 1 ≤p≤∞ and α is an absolute value on the involutive semigroup X. For 1 < p < ∞ we prove the existence of an isometric boundary value map H ^p (S,α) → L ^p (G) generalizing the corresponding result of Ol'shanskii for p = 2 and α = 1. In the second part we use the fine structure of the space H ² (S,1) to prove the existence of a bounded holomorphic function on S whose absolute value has a unique maximum in the boudary point 1Β G and therefore complete the proof of the approximation property of the Poisson kernel and the uniqueness of G as a Shilov boundary of S whenever W does not contain affine line.     

A free-boundary problem for the evolution <Emphasis Type="Italic">p</Emphasis>-Laplacian equation with a combustion boundary condition

We study the existence, uniqueness and regularity of solutions of the equation f _t  = Δ _p f = div (|Df| ^p-2 Df) under over-determined boundary conditions f = 0 and |Df| = 1. We show that if the initial data is concave and Lipschitz with a bounded and convex support, then the problem admits a unique solution which exists until vanishing identically. Furthermore, the free-boundary of the support of f is smooth for all positive time.     

Lipschitz selections of set-valued mappings and Helly’s theorem

We prove a Helly-type theorem for the family of all m-dimensional convex compact subsets of a Banach space X. The result is formulated in terms of Lipschitz selections of set-valued mappings from a metric space (M, ρ) into this family. Let M be finite and let F be such a mapping satisfying the following condition: for every subset M′ ⊂ M consisting of at most 2^m+1 points, the restriction F|_M′ of F to M′ has a selection f_M′ (i. e., f_M′(x) ∈ F(x) for all x ∈ M′) satisfying the Lipschitz condition ‖ƒ_M′(x) − ƒ_M′(y)‖_X ≤ ρ(x, y), x, y ∈ M′. Then F has a Lipschitz selection ƒ: M → X such that ‖ƒ(x) − ƒ(y)‖_X ≤ γρ(x,y), x, y ∈ M where γ is a constant depending only on m and the cardinality of M. We prove that in general, the upper bound of the number of points in M′, 2^m+1, is sharp. If dim X = 2, then the result is true for arbitrary (not necessarily finite) metric space. We apply this result to Whitney’s extension problem for spaces of smooth functions. In particular, we obtain a constructive necessary and sufficient condition for a function defined on a closed subset of R ² to be the restriction of a function from the Sobolev space W _∞ ² (R ²).A similar result is proved for the space of functions on R ² satisfying the Zygmund condition.     

Analysis of a BDF–DGFE scheme for nonlinear convection–diffusion problems

We deal with the numerical solution of a scalar nonstationary nonlinear convection–diffusion equation. We employ a combination of the discontinuous Galerkin finite element method for the space semi-discretization and the k-step backward difference formula for the time discretization. The diffusive and stabilization terms are treated implicitly whereas the nonlinear convective term is treated by a higher order explicit extrapolation method, which leads to the necessity to solve only a linear algebraic problem at each time step. We analyse this scheme and derive a priori asymptotic error estimates in the discrete L ^∞(L ²)-norm and the L ²(H ¹)-seminorm with respect to the mesh size h and time step τ for k = 2,3. Numerical examples verifying the theoretical results are presented. This work is a part of the research project MSM 0021620839 financed by the Ministry of Education of the Czech Republic and was partly supported by the Grant No. 316/2006/B-MAT/MFF of the Grant Agency of the Charles University Prague. The research of M. Vlasák was supported by the project LC06052 of the Ministry of Education of the Czech Republic (Jindřich Nečas Center for Mathematical Modelling).     

Finite elements approximation of second order linear elliptic equations in divergence form with right-hand side in L 1

In this paper we consider, in dimension d≥ 2, the standard finite elements approximation of the second order linear elliptic equation in divergence form with coefficients in L ^∞(Ω) which generalizes Laplace’s equation. We assume that the family of triangulations is regular and that it satisfies an hypothesis close to the classical hypothesis which implies the discrete maximum principle. When the right-hand side belongs to L ¹(Ω), we prove that the unique solution of the discrete problem converges in (for every q with ) to the unique renormalized solution of the problem. We obtain a weaker result when the right-hand side is a bounded Radon measure. In the case where the dimension is d = 2 or d = 3 and where the coefficients are smooth, we give an error estimate in when the right-hand side belongs to L ^r (Ω) for some r > 1.     

Irreducibility and Mixed Boundary Conditions

In this paper we consider positive semigroups on L^p(Ω) generated by elliptic operators A subject to mixed Dirichlet-Neumann boundary conditions on non-smooth domains Ω. We show in particular that these semigroups as well as those generated by multiplicative perturbations bA of A are irreducible, provided b ∈ L^∞(Ω) is real and satisfies b ≥ δ for some δ > 0. In memoriam Helmut H. Schaefer     

Hyperbolic balance laws: Riemann invariants and the generalized Riemann problem

The Generalized Riemann Problem (GRP) for a nonlinear hyperbolic system of m balance laws (or alternatively “quasi-conservative” laws) in one space dimension is now well-known and can be formulated as follows: Given initial-data which are analytic on two sides of a discontinuity, determine the time evolution of the solution at the discontinuity. In particular, the GRP numerical scheme (second-order high resolution) is based on an analytical evaluation of the first time derivative. It turns out that this derivative depends only on the first-order spatial derivatives, hence the initial data can be taken as piecewise linear. The analytical solution is readily obtained for a single equation (m = 1) and, more generally, if the system is endowed with a complete (coordinate) set of Riemann invariants. In this case it can be “diagonalized” and reduced to the scalar case. However, most systems with m > 2 do not admit such a set of Riemann invariants. This paper introduces a generalization of this concept: weakly coupled systems (WCS). Such systems have only “partial set” of Riemann invariants, but these sets are weakly coupled in a way which enables a “diagonalized” treatment of the GRP. An important example of a WCS is the Euler system of compressible, nonisentropic fluid flow (m = 3). The solution of the GRP discussed here is based on a careful analysis of rarefaction waves. A “propagation of singularities” argument is applied to appropriate Riemann invariants across the rarefaction fan. It serves to “rotate” initial spatial slopes into “time derivative”. In particular, the case of a “sonic point” is incorporated easily into the general treatment. A GRP scheme based on this solution is derived, and several numerical examples are presented. Special attention is given to the “acoustic approximation” of the analytical solution. It can be viewed as a proper linearization (different from the approach of Roe) of the nonlinear system. The resulting numerical scheme is the simplest (second-order, high-resolution) generalization of the Godunov scheme.     

Error growth analysis via stability regions for discretizations of initial value problems

This paper deals with numerical methods for the solution of linear initial value problems. Two main theorems are presented on the stability of these methods. Both theorems give conditions guaranteeing a mild error growth, for one-step methods characterized by a rational function ϕ(z). The conditions are related to the stability regionS={z:z∈ℂ with |ϕ(z)|≤1}, and can be viewed as variants to the resolvent condition occurring in the reputed Kreiss matrix theorem. Stability estimates are presented in terms of the number of time stepsn and the dimensions of the space. The first theorem gives a stability estimate which implies that errors in the numerical process cannot grow faster than linearly withs orn. It improves previous results in the literature where various restrictions were imposed onS and ϕ(z), including ϕ′(z)≠0 forz∈σS andS be bounded. The new theorem is not subject to any of these restrictions. The second theorem gives a sharper stability result under additional assumptions regarding the differential equation. This result implies that errors cannot grow faster thann ^β, with fixed β<1. The theory is illustrated in the numerical solution of an initial-boundary value problem for a partial differential equation, where the error growth is measured in the maximum norm.     

Symmetry breaking for a class of semilinear elliptic problems and the bifurcation diagram for a 1-dimensional problem

We study the behaviour of the positive solutions to the Dirichlet problem IR ⁿ in the unit ball in IR ^R wherep<(N+2)/(N−2) ifN≥3 and λ varies over IR. For a special class of functionsg viz.,g(x)=u ₀ ^p (x) whereu ₀ is the unique positive solution at λ=0, we prove that for certain λ’s nonradial solutions bifurcate from radially symmetric positive solutions. WhenN=1, we obtain the complete bifurcation diagram for the positive solution curve.     

Regularity of radial minimizers of reaction equations involving the <Emphasis Type="Italic">p</Emphasis>-Laplacian

We consider semi-stable, radially symmetric, and decreasing solutions of  − Δ _p u = g(u) in the unit ball of , where p > 1, Δ _p is the p-Laplace operator, and g is a locally Lipschitz function. For this class of radial solutions, which includes local minimizers, we establish pointwise, L ^q , and W ^1,q estimates which are optimal and do not depend on the specific nonlinearity g. Among other results, we prove that every radially decreasing and semi-stable solution u belonging to W ^1,p (B ₁) is bounded whenever n < p + 4p/(p − 1). Under standard assumptions on the nonlinearity g(u) = λf (u), where λ > 0 is a parameter, it is proved that the corresponding extremal solution u ^* is semi-stable, and hence, it enjoys the regularity stated in our main result.     

A trapping principle and convergence result for finite element approximate solutions of steady reaction/diffusion systems

We consider nonlinear elliptic systems, with mixed boundary conditions, on a convex polyhedral domain Ω ⊂ R ^N . These are nonlinear divergence form generalizations of Δu = f(·, u), where f is outward pointing on the trapping region boundary. The motivation is that of applications to steady-state reaction/diffusion systems. Also included are reaction/diffusion/convection systems which satisfy the Einstein relations, for which the Cole-Hopf transformation is possible. For maximum generality, the theory is not tied to any specific application. We are able to demonstrate a trapping principle for the piecewise linear Galerkin approximation, defined via a lumped integration hypothesis on integrals involving f, by use of variational inequalities. Results of this type have previously been obtained for parabolic systems by Estep, Larson, and Williams, and for nonlinear elliptic equations by Karátson and Korotov. Recent minimum and maximum principles have been obtained by Jüngel and Unterreiter for nonlinear elliptic equations. We make use of special properties of the element stiffness matrices, induced by a geometric constraint upon the simplicial decomposition. This constraint is known as the non-obtuseness condition. It states that the inward normals, associated with an arbitrary pair of an element’s faces, determine an angle with nonpositive cosine. Drăgănescu, Dupont, and Scott have constructed an example for which the discrete maximum principle fails if this condition is omitted. We also assume vertex communication in each element in the form of an irreducibility hypothesis on the off-diagonal elements of the stiffness matrix. There is a companion convergence result, which yields an existence theorem for the solution. This entails a consistency hypothesis for interpolation on the boundary, and depends on the Tabata construction of simple function approximation, based on barycentric regions. This work was supported by the National Science Foundation under grant DMS-0311263.