Backward stochastic differential equations associated with the vorticity equations

In this paper we derive a non-linear version of the Feynman–Kac formula for the solutions of the vorticity equation in dimension 2 with space periodic boundary conditions. We prove the existence (global in time) and uniqueness for a stochastic terminal value problem associated with the vorticity equation in dimension 2. A particular class of terminal values provide, via these probabilistic methods, solutions for the vorticity equation.     

Meshless solution of two-dimensional incompressible flow problems using the radial basis integral equation method

The two-dimensional incompressible fluid flow problems governed by the velocity–vorticity formulation of the Navier–Stokes equations were solved using the radial basis integral (RBIE) equation method. The RBIE is a meshless method based on the multi-domain boundary element method with overlapping subdomains. It solves at each node for the potential and its spatial derivatives. This feature of the RBIE is advantageous in solving the velocity–vorticity formulation of the Navier–Stokes equations since the calculated velocity gradients can be used to compute the vorticity that is prescribed as a boundary condition to the vorticity transport equation. The accuracy of the numerical solution was examined by solving the test problem with known analytical solution. Two benchmark problems, i.e. the lid driven cavity flow and the thermally driven cavity flow were also solved. The numerical results obtained using the RBIE showed very good agreement with the benchmark solutions.     

Boundary function method to find the asymptotic solution of the plasma—sheath equation

We consider the asymptotic solution of the Tonks—Langmuir integro-different equation with an Emmert kernel, which describes the behavior of the potential both inside the main plasma volume and in a thin boundary layer. Equations of this type are singularly perturbed due to the small coefficient at the highest order (second) derivative. The asymptotic solution is obtained by the boundary function method. Equations are derived for the first two coefficients in the regular expansion series and in the boundary function expansion. The equation for the first coefficient of the regular series has only a trivial solution. Second-order differential equations are obtained for the first two boundary functions. The equation for the first boundary function is solved numerically on a discrete grid with locally uniform spacing. An approximate analytical expression for the first boundary function is obtained from the linearized equation. This solution adequately describes the behavior of the potential on small distances only. __________ Translated from Prikladnaya Matematika i Informatika, No. 19, pp. 21–40, 2004.     

A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.     

三维涡度方程双向周期问题的拟谱─差分解法

本文构造了三维涡度方程双向周期问题的Ｆｏｕｒｉｅｒ拟谱─差分格式，其数值解满足半离散守恒律．文中分析了格式的广义稳定性和收敛性．数值例子表明这类格式的优越性．     

On a Neumann boundary value problem for the Painlevé II equation in two-ion electro-diffusion

A two-point Neumann boundary value problem for a two-ion electro-diffusion model reducible to the Painlevé II equation is investigated. The problem is unconventional in that the model equation involves yet-to-be-determined boundary values of the solution. In prior work by Thompson, the existence of a solution was established subject to an inequality on the physical parameters. Here, a two-dimensional shooting method is used to show that this restriction may be removed. A practical algorithm for the solution of the boundary value problem is presented in an appendix.     

A High-Order Kernel-Free Boundary Integral Method for Incompressible Flow Equations in Two Space Dimensions

This paper presents a fourth-order kernel-free boundary integral method for the time-dependent, incompressible Stokes and Navier-Stokes equations defined on irregular bounded domains. By the stream function-vorticity formulation, the incompressible flow equations are interpreted as vorticity evolution equations. Time discretization methods for the evolution equations lead to a modified Helmholtz equation for the vorticity, or alternatively, a modified biharmonic equation for the stream function with two clamped boundary conditions. The resulting fourth-order elliptic boundary value problem is solved by a fourth-order kernel-free boundary integral method, with which integrals in the reformulated boundary integral equation are evaluated by solving corresponding equivalent interface problems, regardless of the exact expression of the involved Green's function. To solve the unsteady Stokes equations, a four-stage composite backward differential formula of the same order accuracy is employed for time integration. For the Navier-Stokes equations, a three-stage third-order semi-implicit Runge-Kutta method is utilized to guarantee the global numerical solution has at least third-order convergence rate. Numerical results for the unsteady Stokes equations and the Navier-Stokes equations are presented to validate efficiency and accuracy of the proposed method.     

Universal boundary value problem for equations of mathematical physics

A new statement of a boundary value problem for partial differential equations is discussed. An arbitrary solution to a linear elliptic, hyperbolic, or parabolic second-order differential equation is considered in a given domain of Euclidean space without any constraints imposed on the boundary values of the solution or its derivatives. The following question is studied: What conditions should hold for the boundary values of a function and its normal derivative if this function is a solution to the linear differential equation under consideration? A linear integral equation is defined for the boundary values of a solution and its normal derivative; this equation is called a universal boundary value equation. A universal boundary value problem is a linear differential equation together with a universal boundary value equation. In this paper, the universal boundary value problem is studied for equations of mathematical physics such as the Laplace equation, wave equation, and heat equation. Applications of the analysis of the universal boundary value problem to problems of cosmology and quantum mechanics are pointed out.     

Integrable Nonlinear Equations for Water Waves in Straits of Varying Depth and Width

A considerable amount of information is currently available on the creation and propagation of large solitary waves in marine straits. In order to be able to analyze such data we develop a theoretical model, extending previous one-dimensional models to the case of straits with varying width and depth, and nonvanishing vorticity. Starting from the Euler equations for a three-dimensional homogeneous incompressible inviscid fluid, we derive, in the quasi-one-dimensional long-wave and shallow-water approximation, a generalized KadomtsevPetviashvili (GKP) equation, together with its appropriate boundary conditions. In general, the coefficients of this equation depend on the form of the bottom and on the vorticity; the sides of the straits figure only in the boundary conditions. Under certain restrictions on the vorticity and the geometry of the straits we reduce the GKP equation to one of several completely integrable partial differential equations, in order to study the evolution of solitons which originate in the straits.     

Generalized solution of a one-dimensional quasilinear boundary value problem of the hydriding type with nonlinear boundary conditions and state evolution

We consider a quasilinear parabolic boundary value problem of the third kind on an interval. The coefficients of the partial differential equation and the right-hand sides in the boundary conditions and the evolution equation for the state vector nonlinearly depend on time, the point, the state vector, and the values of the solution at the endpoints. This problem generalizes a number of models of formation and decomposition of metal hydrides. For the simplest finite-difference scheme, we prove the uniform convergence to a continuous generalized solution of the boundary value problem. A sample model is given.     

On steady state Euler-Poisson models for semiconductors

This paper is concerned with an analysis of the Euler-Poisson model for unipolar semiconductor devices in the steady state isentropic case. In the two-dimensional case we prove the existence of smooth solutions under a smallness assumption on the prescribed outflow velocity (small boundary current) and, additionally, under a smallness assumption on the gradient of the velocity relaxation time. The latter assumption allows a control of the vorticity of the flow and the former guarantees subsonic flow. The main ingredient of the proof is a regularization of the equation for the vorticity.Also, in the irrotational two- and three-dimensional cases we show that the smallness assumption on the outflow velocity can be replaced by a smallness assumption on the (physical) parameter multiplying the drift-term in the velocity equation. Moreover, we show that solutions of the Euler-Poisson system converge to a solution of the drift-diffusion model as this parameter tends to zero.     

On the numerical method for solving a hypersingular integral equation with the computation of the solution gradient

We consider a linear integral equation, which arises when solving the Neumann boundary value problem for the Laplace equation with the representation of the solution in the form of a double layer potential, with a hypersingular integral treated in the sense of Hadamard finite value. We consider the case in which the exterior or interior problem is solved in a domain whose boundary is a closed smooth surface and the integral equation is written over that surface. A numerical scheme for solving the integral equation is constructed with the use of quadrature formulas of the type of the method of discrete singularities with a regularization for the use of an irregular grid. We prove the convergence, uniform over the grid points, of the numerical solutions to the exact solution of the hypersingular equation and, in addition, the uniform convergence of the values of the approximate finite-difference derivative operator on the numerical solution to the values on the projection of the exact solution onto the subspace of grid functions with nodes at the collocation points.     

Neumann and Robin problems in a cracked domain with jump conditions on cracks

The boundary value problem for the Laplace equation is studied on a domain with smooth compact boundary and with smooth internal cracks. The Neumann or the Robin condition is given on the boundary of the domain. The jump of the function and the jump of its normal derivative is prescribed on the cracks. The solution is looked for in the form of the sum of a single layer potential and a double layer potential. The solvability of the corresponding integral equation is determined and the explicit solution of this equation is given in the form of the Neumann series. Estimates for the absolute value of the solution of the boundary value problem and for the absolute value of the gradient of the solution are presented.     

Boundary Layer Theory and the Zero-Viscosity Limit of the Navier-Stokes Equation

Abstract A central problem in the mathematical analysis of fluid dynamics is the asymptotic limit of the fluid flow as viscosity goes to zero. This is particularly important when boundaries are present since vorticity is typically generated at the boundary as a result of boundary layer separation. The boundary layer theory, developed by Prandtl about a hundred years ago, has become a standard tool in addressing these questions. Yet at the mathematical level, there is still a lack of fundamental understanding of these questions and the validity of the boundary layer theory. In this article, we review recent progresses on the analysis of Prandtl's equation and the related issue of the zero-viscosity limit for the solutions of the Navier-Stokes equation. We also discuss some directions where progress is expected in the near future. Also at Courant Institute, New York University     

A plasmastatic model of the galathea-belt magnetic trap

The mathematical apparatus of plasmastatics, which includes the MHD equilibrium equation and steady-state Maxwell equations, is reduced, in two-dimensional problems arising due to symmetry, to a single scalar second-order elliptic equation with a nonlinear right-hand side known as the Grad-Shafranov equation. In this paper, we numerically solve a series of boundary value problems for this equation that model equilibrium plasma configurations in the magnetic field of the belt-like galathea trap in a cylinder with two plasma embedded conductors. The mathematical model is outlined, the results of calculations of the magnetic field and plasma pressure in the cylinder depending on the parameters of the problem are presented, and the main integral characteristics of the trap are calculated. The existence and uniqueness of the solution is discussed; the limiting values of the maximal pressure at which there exists a solution of the equilibrium problem are found.     

On caustics associated with the linearized vorticity equation

The linearized vorticity equation serves to model a number of wave phenomena in geophysical fluid dynamics. One technique that has been applied to this equation is the geometrical optics, or multi-dimensional WKB technique. Near caustics, this technique does not apply. A related technique that does apply near caustics is the Lagrange Manifold Formalism. Here we apply the Lagrange Manifold Formalism to determine an asymptotic solution of the linearized vorticity equation and to study associated wave phenomena on the caustic curve.     

Formation of cracks on compressing an unbounded brittle body with a circular opening

A simplified model of a brittle body /1/ is used as a basis for investigating the appearance of cracks originating at the boundary of a circular cavity in a body in a state of plane deformation caused by uniaxial compression at infinity. The singular integral equation of the problem is reduced to an integral Fredholm equation with a degenerate kernel. The solution is obtained in the form of a Fourier series in terms of Legendre polynomials.     

Convergence of the Neumann Series in BEM for the Neumann Problem of the Stokes System

A weak solution of the Neumann problem for the Stokes system in Sobolev space is studied in a bounded Lipschitz domain with connected boundary. A solution is looked for in the form of a hydrodynamical single layer potential. It leads to an integral equation on the boundary of the domain. Necessary and sufficient conditions for the solvability of the problem are given. Moreover, it is shown that we can obtain a solution of this integral equation using the successive approximation method. Then the consequences for the direct boundary integral equation method are treated. A solution of the Neumann problem for the Stokes system is the sum of the hydrodynamical single layer potential corresponding to the boundary condition and the hydrodynamical double layer potential corresponding to the trace of the velocity part of the solution. Using boundary behavior of potentials we get an integral equation on the boundary of the domain where the trace of the velocity part of the solution is unknown. It is shown that we can obtain a solution of this integral equation using the successive approximation method.     

Stochastic methods for Dirichlet problems

Using an equivalent expression for solutions of second order Dirichlet problems in terms of Ito type stochastic differential equations, we develop a numerical solution method for Dirichlet boundary value problems. It is possible with this idea to solve for solution values of a partial differential equation at isolated points without having to construct any kind of mesh and without knowing approximations for the solution at any other points. Our method is similar to a recently published approach, but differs primarily in the handling of the boundary. Some numerical examples are presented, applying these techniques to model Laplace and Poisson equations on the unit disk. Visiting Professor, Universidad de Salamanca.