An approximation result for nonlinear SPDEs with Neumann boundary conditions

We establish an approximation result to the solution of a semi linear stochastic partial differential equation with a Neumann boundary condition. Our approach is based on the theory of backward doubly stochastic differential equations. To cite this article: N. Mrhardy, C. R. Acad. Sci. Paris, Ser. I 346 (2008).     

Representation theorems for generators of backward stochastic differential equations

It is proved that the generator g of a backward stochastic differential equation (BSDE) can be represented by the solutions of the corresponding BSDEs if and only if g is a Lebesgue generator. To cite this article: L. Jiang, C. R. Acad. Sci. Paris, Ser. I 340 (2005).     

Some results on the uniqueness of generators of backward stochastic differential equations

It is proved that the generator g of a backward stochastic differential equation (BSDE) can be uniquely determined by the initial values of the corresponding BSDEs with all terminal conditions. The main results also confirm and extend Peng's conjecture. To cite this article: L. Jiang, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Accurate velocity reconstruction for Discontinuous Galerkin approximations of two-phase porous media flows

We consider Discontinuous Galerkin approximations of two-phase, immiscible porous media flows in the global pressure/fractional flow formulation with capillary pressure. A sequential approach is used with a backward Euler step for the saturation equation, equal-order interpolation for the pressure and the saturation, and without any limiters. An accurate total velocity field is recovered from the global pressure equation to be used in the saturation equation. Numerical experiments show the advantages of the proposed reconstruction. To cite this article: A. Ern et al., C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

On solutions of Kolmogorovʼs equations for nonhomogeneous jump Markov processes

This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solution of the backward Kolmogorov equation, and (iii) as a minimal solution of the forward Kolmogorov equation. The main conclusion of this paper is that, for a given measurable transition intensity, commonly called a Q-function, all these constructions define the same transition function. If this transition function is regular, that is, the probability of accumulation of jumps is zero, then this transition function is the unique solution of the backward and forward Kolmogorov equations. For continuous Q-functions, Kolmogorov equations were studied in Feller?s seminal paper. In particular, this paper extends Feller?s results for continuous Q-functions to measurable Q-functions and provides additional results.     

Error-free computer solution of certain systems of linear equations

In this article we propose a procedure which generates the exact solution for the system Ax = b, where A is an integral nonsingular matrix and b is an integral vector, by improving the initial floating-point approximation to the solution. This procedure, based on an easily programmed method proposed by Aberth [1], first computes the approximate floating-point solution x^* by using an available linear equation solving algorithm. Then it extracts the exact solution x from x^* if the error in the approximation x^* is sufficiently small. An a posteriori upper bound for the error of x^* is derived when Gaussian Elimination with partial pivoting is used. Also, a computable upper bound for |det(A)|, which is an alternative to using Hadamard's inequality, is obtained as a byproduct of the Gaussian Elimination process.     

Classes of time-dependent measures and the behavior of Feynman–Kac propagatorsSur les propagateurs de Feynman–Kac pour l'équation de la chaleur avec un potentiel qui est une mesure dépendant du temps

The Feynman–Kac propagators, corresponding to the forward and backward heat equations with a time-dependent measure as a potential are studied. Various generalizations of the Kato class of potentials are considered. Under appropriate conditions on the potential, the solvability and uniqueness theorems for the heat equation with a potential are obtained, and the mapping properties of the Feynman–Kac propagators are discussed. To cite this article: A. Gulisashvili, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 445–449.     

Gradient based and least squares based iterative algorithms for matrix equations AXB + CXD = F

This paper develops a gradient based and a least squares based iterative algorithms for solving matrix equation AXB + CX^TD = F. The basic idea is to decompose the matrix equation (system) under consideration into two subsystems by applying the hierarchical identification principle and to derive the iterative algorithms by extending the iterative methods for solving Ax = b and AXB = F. The analysis shows that when the matrix equation has a unique solution (under the sense of least squares), the iterative solution converges to the exact solution for any initial values. A numerical example verifies the proposed theorems.     

Applications of nonstandard analysis to partial differential equations—I. the diffusion equation

This paper begins by developing a basis for using ¹ finite difference equations to model physical phenomena. Under appropriate conditions the solution F of a ¹ finite difference equation has S-continuous “finite difference derivatives” up to order r. In these circumstances we can show that the standard function °F is a C^r-function and satisfies the differential equation corresponding to the original finite difference equation. The second part of the paper illustrates these techniques by applying them to the heat equation. In particular, we obtain a very nice model of the heat equation with initial conditions corresponding to all the heat concentrated at a single point.     

Dispersion and Strichartz estimates for the Liouville equation

We consider the Liouville equation associated to a metric g and we prove dispersion and Strichartz estimates for the solution of this equation in terms of the geometry of the trajectories associated to g. In particular, we obtain global Strichartz estimates in time for metrics where dispersion estimate is false even locally in time. We also study the analogy between Strichartz estimates obtained for the Liouville equation and the Schrödinger equation with variable coefficients. To cite this article: D. Salort, C. R. Acad. Sci. Paris, Ser. I 342 (2006).     

A kinetic approximation of Hele–Shaw flow

In this Note we consider a fourth order degenerate parabolic equation modeling the evolution of the interface of a spreading droplet. The equation is approximated trough a collisional kinetic equation. This permits to derive numerical approximations that preserves positivity of the solution and the main relevant physical properties. A Monte Carlo application is also shown. To cite this article: L. Pareschi et al., C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Théorème limite pour une équation différentielle à coefficient aléatoire à mémoire longue

We consider an ordinary differential equation depending on a small parameter and with a long-range random coefficient. We establish that the solution of this ordinary differential equation converges to the solution of a stochastic differential equation driven by a fractional Brownian motion. The index of the fractional Brownian motion depends on the asymptotic behavior of the covariance function of the random coefficient. The proof of the convergence uses the T. Lyons theory of “rough paths”. To cite this article: R. Marty, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Fundamental solution for linear two-point boundary value problem

The quadratic functional minimization with differential restrictions represented by the command linear systems is considered. The optimal solution determination implies the solving of a linear problem with two points boundary values. The proposed method implies the construction of a fundamental solution S(t)—a n×n matrix—and of a vector h(t) defining an adjoint variable λ(t) depending of the state variable x(t). From the extremum necessary conditions it is obtained the Riccati matrix differential equation having the S(t) as unknown fundamental solution is obtained. The paper analyzes the existence of the Riccati equation solution S(t) and establishes as the optimal solution of the proposed optimum problem. Also a superior limit of the minimum for the considered quadratic functionals class are evaluated.     

On Diagonal Equations over Finite Fields

In this paper, we obtain a sufficient condition for the diagonal equation to have only the trivial solution over finite fields. This result improves a theorem of Sun (J. Sichuan Normal Univ. Nat. Sci. Ed.26 (1989), 55–59) greatly and proves that the conjecture posed by Powell (J. Number Theory18 (1984), 34–40) holds for general n∈N as well.     

Integral Equation Method for the First and Second Problems of the Stokes System

Using the integral equation method we study solutions of boundary value problems for the Stokes system in Sobolev space H ¹(G) in a bounded Lipschitz domain G with connected boundary. A solution of the second problem with the boundary condition $\partial {\bf u}/\partial {\bf n} -p{\bf n}={\bf g}$ is studied both by the indirect and the direct boundary integral equation method. It is shown that we can obtain a solution of the corresponding integral equation using the successive approximation method. Nevertheless, the integral equation is not uniquely solvable. To overcome this problem we modify this integral equation. We obtain a uniquely solvable integral equation on the boundary of the domain. If the second problem for the Stokes system is solvable then the solution of the modified integral equation is a solution of the original integral equation. Moreover, the modified integral equation has a form f?+?S f?=?g, where S is a contractive operator. So, the modified integral equation can be solved by the successive approximation. Then we study the first problem for the Stokes system by the direct integral equation method. We obtain an integral equation with an unknown ${\bf g}=\partial {\bf u}/\partial {\bf n} -p{\bf n}$ . But this integral equation is not uniquely solvable. We construct another uniquely solvable integral equation such that the solution of the new eqution is a solution of the original integral equation provided the first problem has a solution. Moreover, the new integral equation has a form ${\bf g}+\tilde S{\bf g}={\bf f}$ , where $\tilde S$ is a contractive operator, and we can solve it by the successive approximation.     

Travelling waves and dispersion relation in the spatial unfolding of a periodic orbitOndes progressives et relation de dispersion dans le déploiement spatial d'une orbite périodique

For a partial differential equation in spatial dimension one, admitting a spatially homogeneous time periodic solution, we show the generic existence, close to this solution, of a one-parameter family of travelling waves parametrized by their wave number k (k=0 corresponding to the spatially homogeneous initial solution). The argument is elementary and relies on a direct application of singular perturbation theory (Fenichel's global center manifold theorem). To cite this article: E. Risler, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 833–838.     

A generalized existence theorem of BSDEs

In this Note, we deal with one-dimensional backward stochastic differential equations (BSDEs) where the coefficient is left-Lipschitz in y (may be discontinuous) and Lipschitz in z, but without explicit growth constraint. We prove, in this setting, an existence theorem for backward stochastic differential equations. To cite this article: G. Jia, C. R. Acad. Sci. Paris, Ser. I 342 (2006).     

Recovering the initial distribution for space-fractional diffusion equation by a logarithmic regularization method

In this paper, the backward problem for space-fractional diffusion equation is investigated. We proposed a so-called logarithmic regularization method to solve it. Based on the conditional stability and an a posteriori regularization parameter choice rule, the convergence rate estimates are given under a-priori bound assumption for the exact solution.     

On the numerical solutions for the fractional diffusion equation

Fractional differential equations have recently been applied in various area of engineering, science, finance, applied mathematics, bio-engineering and others. However, many researchers remain unaware of this field. In this paper, an efficient numerical method for solving the fractional diffusion equation (FDE) is considered. The fractional derivative is described in the Caputo sense. The method is based upon Chebyshev approximations. The properties of Chebyshev polynomials are utilized to reduce FDE to a system of ordinary differential equations, which solved by the finite difference method. Numerical simulation of FDE is presented and the results are compared with the exact solution and other methods.