Recovering a time‐dependent coefficient in a parabolic equation from overspecified boundary data using the pseudospectral Legendre method

The aim of this article is to discuss the problem of finding the unknown function u(x,t) and the time‐dependent coefficient a(t) in a parabolic partial differential equation. The pseudospectral Legendre method is employed to solve this problem. The results of numerical experiments are given. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Direct numerical method for an inverse problem of a parabolic partial differential equation

A coefficient inverse problem of the one-dimensional parabolic equation is solved by a high-order compact finite difference method in this paper. The problem of recovering a time-dependent coefficient in a parabolic partial differential equation has attracted considerable attention recently. While many theoretical results regarding the existence and uniqueness of the solution are obtained, the development of efficient and accurate numerical methods is still far from satisfactory. In this paper a fourth-order efficient numerical method is proposed to calculate the function u(x,t) and the unknown coefficient a(t) in a parabolic partial differential equation. Several numerical examples are presented to demonstrate the efficiency and accuracy of the numerical method.     

Identification of temperature‐dependent thermophysical properties in a partial differential equation subject to extra final measurement data

We consider an inverse problem for estimating the two coefficient functions c and k in a parabolic type partial differential equation c(u)u_t = ?[k(u)u_x]/?x with the aid of the measurements of u at two different times. The first‐ and second‐order one‐step group preserving schemes are developed. Solving the resultant algebraic equations with a closed‐form, we can estimate the unknown temperature‐dependent thermal conductivity and heat capacity. The new methods possess threefold advantages: they do not require any a priori information on the functional forms of thermal conductivity and heat capacity; no initial guesses are required; and no iterations are required. Numerical examples are examined to show that the new approaches have high accuracy and efficiency, even there are rare measured data. When the measured temperatures are polluted by uniform or normal random noise, the estimated results are also good. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Determination of a control function in three‐dimensional parabolic equations by Legendre pseudospectral method

A Legendre pseudospectral method is proposed for solving approximately an inverse problem of determining an unknown control parameter p(t) which is the coefficient of the solution u(x, y, z, t) in a diffusion equation in a three‐dimensional region. The diffusion equation is to be solved subject to suitably prescribed initial‐boundary conditions. The presence of the unknown coefficient p(t) requires an extra condition. This extra condition considered as the integral overspecification over the spacial domain. For discretizing the problem, after homogenization of the boundary conditions, we apply the Legendre pseudospectral method in a matrix based manner. As a results a system of nonlinear differential algebraic equations is generated. Then by using suitable transformation, the problem will be converted to a homogeneous time varying system of linear ordinary differential equations. Also a pseudospectral method for efficient solving of the resulted system of ordinary differential equations is proposed. The solution of this system gives the approximation to values of u and p. The matrix based structure of the present method makes it easy to implement. Numerical experiments are presented to demonstrate the accuracy and the efficiency of the proposed computational procedure. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 74‐93, 2012     

The radial basis functions method for identifying an unknown parameter in a parabolic equation with overspecified data

Parabolic partial differential equations with overspecified data play a crucial role in applied mathematics and engineering, as they appear in various engineering models. In this work, the radial basis functions method is used for finding an unknown parameter p(t) in the inverse linear parabolic partial differential equation u_t = u_xx + p(t)u + φ, in [0,1] × (0,T], where u is unknown while the initial condition and boundary conditions are given. Also an additional condition ∫₀¹k(x)u(x,t)dx = E(t), 0 ≤ t ≤ T, for known functions E(t), k(x), is given as the integral overspecification over the spatial domain. The main approach is using the radial basis functions method. In this technique the exact solution is found without any mesh generation on the domain of the problem. We also discuss on the case that the overspecified condition is in the form ∫₀^s(t) u(x,t)dx = E(t), 0 < t ≤ T, 0 < s(t) < 1, where s and E are known functions. Some illustrative examples are presented to show efficiency of the proposed method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Stability and convergence of the spectral Galerkin method for the Cahn‐Hilliard equation

A spectral Galerkin method in the spatial discretization is analyzed to solve the Cahn‐Hilliard equation. Existence, uniqueness, and stabilities for both the exact solution and the approximate solution are given. Using the theory and technique of a priori estimate for the partial differential equation, we obtained the convergence of the spectral Galerkin method and the error estimate between the approximate solution u_N(t) and the exact solution u(t). © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

Convergence of the solution of a nonsymmetric matrix Riccati differential equation to its stable equilibrium solution

We consider the initial value problem for a nonsymmetric matrix Riccati differential equation, where the four coefficient matrices form an M-matrix. We show that for a wide range of initial values the Riccati differential equation has a global solution X(t) on [0,∞) and X(t) converges to the stable equilibrium solution as t goes to infinity.     

Numerical and theoretical study of weak Galerkin finite element solutions of Turing patterns in reaction–diffusion systems

In this paper, we introduce numerical schemes and their analysis based on weak Galerkin finite element framework for solving 2‐D reaction–diffusion systems. Weak Galerkin finite element method (WGFEM) for partial differential equations relies on the concept of weak functions and weak gradients, in which differential operators are approximated by weak forms through the Green's theorem. This method allows the use of totally discontinuous functions in the approximation space. In the current work, the WGFEM solves reaction–diffusion systems to find unknown concentrations (u, v) in element interiors and boundaries in the weak Galerkin finite element space WG(P₀, P₀, RT₀) . The WGFEM is used to approximate the spatial variables and the time discretization is made by the backward Euler method. For reaction–diffusion systems, stability analysis and error bounds for semi‐discrete and fully discrete schemes are proved. Accuracy and efficiency of the proposed method successfully tested on several numerical examples and obtained results satisfy the well‐known result that for small values of diffusion coefficient, the steady state solution converges to equilibrium point. Acquired numerical results asserted the efficiency of the proposed scheme.     

Convergence Rate of Galerkin Method for a Certain Class of Nonlinear Operator-Differential Equations

In this article, we study a Galerkin method for a nonstationary operator equation with a leading self-adjoint operator A(t) and a subordinate nonlinear operator F. The existence of the strong solutions of the Cauchy problem for differential and approximate equations are proved. New error estimates for the approximate solutions and their derivatives are obtained. The developed method is applied to an initial boundary value problem for a partial differential equation of parabolic type.     

Equations of Mathematical Physics and Compositions of Brownian and Cauchy Processes

We consider different types of processes obtained by composing Brownian motion B(t), fractional Brownian motion B _H (t) and Cauchy processes C(t) in different manners. We study also multidimensional iterated processes in ? ^d , like, for example, (B ₁(|C(t)|),…, B _d (|C(t)|)) and (C ₁(|C(t)|),…, C _d (|C(t)|)), deriving the corresponding partial differential equations satisfied by their joint distribution. We show that many important partial differential equations, like wave equation, equation of vibration of rods, higher-order heat equation, are satisfied by the laws of the iterated processes considered in the work. Similarly, we prove that some processes like C(|B ₁(|B ₂(…|B _n+1(t)|…)|)|) are governed by fractional diffusion equations.     

Unique solvability of the inverse problem of determination of the leading coefficient in a parabolic equation

We study existence and uniqueness of the solution for the inverse problem of determination of the unknown coefficient ϱ(t) multiplying u _t in a nondivergence parabolic equation. As additional information, the integral of the solution over the domain of space variables with some given weight function is specified. The coefficients of the equation depend both on time and on the space variables.     

Ritz–Galerkin method for solving a parabolic equation with non‐local and time‐dependent boundary conditions

The paper is devoted to the investigation of a parabolic partial differential equation with non‐local and time‐dependent boundary conditions arising from ductal carcinoma in situ model. Approximation solution of the present problem is implemented by the Ritz–Galerkin method, which is a first attempt at tackling parabolic equation with such non‐classical boundary conditions. In the process of dealing with the difficulty caused by integral term in non‐local boundary condition, we use a trick of introducing the transition function G(x,t) to convert non‐local boundary to another non‐classical boundary, which can be handled with the Ritz–Galerkin method. Illustrative examples are included to demonstrate the validity and applicability of the technique in this paper. Copyright © 2015 John Wiley & Sons, Ltd.     

Identification of the unknown diffusion coefficient in a quasi‐linear parabolic equation by semigroup approach with mixed boundary conditions

In this article, a semigroup approach is presented for the mathematical analysis of the inverse coefficient problems of identifying the unknown diffusion coefficient k(u(x, t)) in the quasi‐linear parabolic equation u_t(x, t)=(k(u(x, t))u_x(x, t))_x, with Dirichlet boundary conditions u_x(0, t)=ψ₀, u(1, t)=ψ₁. The main purpose of this work is to analyze the distinguishability of the input–output mappings Φ[·] : ??→C¹[0, T], Ψ[·] : ??→C¹[0, T] using semigroup theory. In this article, it is shown that if the null space of semigroups T(t) and S(t) consists of only a zero function, then the input–output mappings Φ[·] and Ψ[·] have the distinguishability property. Copyright © 2008 John Wiley & Sons, Ltd.     

Semilinear parabolic problem with nonstandard boundary conditions: Error estimates

We study a semilinear parabolic partial differential equation of second order in a bounded domain Ω ? ?^N, with nonstandard boundary conditions (BCs) on a part Γ_non of the boundary ?Ω. Here, neither the solution nor the flux are prescribed pointwise. Instead, the total flux through Γ_non is given, and the solution along Γ_non has to follow a prescribed shape function, apart from an additive (unknown) space‐constant α(t). We prove the well‐posedness of the problem, provide a numerical method for the recovery of the unknown boundary data, and establish the error estimates. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 167–191, 2003     

Anti‐periodic solutions for evolution equations with mappings in the class (S+)

In this paper, we study the existence of anti‐periodic solutions for the first order evolution equation in a Hilbert space H, where G : H → ? is an even function such that ?G is a mapping of class (S₊) and f : ? → ? satisfies f(t + T) = –f(t) for any t ∈ ? with f(·) ∈ L²(0, T; H). (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Analysis of a semigroup approach in the inverse problem of identifying an unknown coefficient

This article presents a semigroup approach to the mathematical analysis of the inverse coefficient problems of identifying the unknown coefficient k(u_x) in the quasi‐linear parabolic equation u_t(x, t)=(k(u_x)u_x(x, t))_x+F(x, t), with Dirichlet boundary conditions u(0, t)=ψ₀, u(1, t)=ψ₁ and source function F(x, t). The main purpose of this paper is to investigate the distinguishability of the input–output mappings Φ[·]: ?? → C¹[0, T], Ψ[·]: ?? → C¹[0, T] via semigroup theory. Copyright © 2008 John Wiley & Sons, Ltd.     

The Plemelj Formula of Higher Order Partial Derivatives of the Bochner-Martinelli Type Integral

In this paper, by using the technique of integral transformation, we obtain the Plemelj formulas with the Cauchy principal value and the Hadamard principal value of mixed higher order partial derivatives for integral of the Bochner-Martinelli type on a closed smooth manifold ∂D in Cⁿ. From the Plemelj formulas and using the theory of complex partial differential equation, we prove that the problem of higher order boundary value D^κΦ⁺(t) = D^κΦ⁻(t) + f(t) is equivalent to a complex linear higher order partial differential equation. Moreover, given a proper condition of the Cauchy boundary value problem, the problem of higher order boundary value has a unique branch complex harmonic solution satisfying Φ⁻(∞) = 0 in Cⁿ\∂D.     

Asymptotic behavior of waves

The asymptotic conjugation relation is established for all ƒL²(Rⁿ) under mild assumptions on and g, where denotes Fourier multiplication. The asymptotic estimate for finite energy solutions u of the wave equation is deduced from (*), along with generalizations to a class of first-order symmetric hyperbolic systems of partial differential equations that are homogeneous and constant coefficient, and a weakened version for the Klein-Gordon equation. Also deduced from (*) is the fact that for a free Schrödinger particle the probability of being in the set tA at time t tends to the probability that the velocity is in A as t → ±∞.     

Semigroup approach for identification of the unknown diffusion coefficient in a quasi‐linear parabolic equation

This article presents a semigroup approach for the mathematical analysis of the inverse coefficient problems of identifying the unknown coefficient k(u(x,t)) in the quasi‐linear parabolic equation u_t(x,t)=(k(u(x,t))u_x(x,t))_x, with Dirichlet boundary conditions u(0,t)=ψ₀, u(1,t)=ψ₁. The main purpose of this paper is to investigate the distinguishability of the input–output mappings Φ[?]:?? →C¹[0,T], Ψ[?]:??→C¹[0,T] via semigroup theory. In this paper, it is shown that if the null space of the semigroup T(t) consists of only zero function, then the input–output mappings Φ[?] and Ψ[?] have the distinguishability property. It is also shown that the types of the boundary conditions and the region on which the problem is defined play an important role in the distinguishability property of these mappings. Moreover, under the light of measured output data (boundary observations) f(t):=k(u(0,t))u_x(0,t) or/and h(t):=k(u(1,t))u_x(1,t), the values k(ψ₀) and k(ψ₁) of the unknown diffusion coefficient k(u(x,t)) at (x,t)=(0,0) and (x,t)=(1,0), respectively, can be determined explicitly. In addition to these, the values k_u(ψ₀) and k_u(ψ₁) of the unknown coefficient k(u(x,t)) at (x,t)=(0,0) and (x,t)=(1,0), respectively, are also determined via the input data. Furthermore, it is shown that measured output data f(t) and h(t) can be determined analytically by an integral representation. Hence the input–output mappings Φ[?]:??→ C¹[0,T], Ψ[?]:??→C¹[0,T] are given explicitly in terms of the semigroup. Copyright © 2007 John Wiley & Sons, Ltd.     

First Order Differential Operators Associated to the Cauchy—Riemann Operator in the Plane

The article deals with initial value problems of type δw/δt = Fw, w(0, ·) = φ where t is the time and F is a linear first order operator acting in the z = x ? iy-plane. In view of the classical Cauchy-Kovalevkaya Theorem, the initial value problem is solvable provided F has holomorphic coefficients and the initial function is holomorphic. On the other hand, the Lewy example [H. Lewy (1957). An example of a smooth linear partial differential equation without solution. Ann. of Math., 66, 155–158.] shows that there are equations of the above form with infinitely differentiable coefficients not having any solutions. The article in hand constructs, conversely, all linear operators F for which the initial value problem with an arbitrary holomorphic initial function is always solvable. In particular, we shall see that there are equations of that type whose coefficients are only continuous.