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.     

Variational procedures for a class of exterior interface problems

The problem under consideration is that of determining a function which is a solution of the Helmholtz equation in a planar region exterior to a simple closed curve and of an inhomogeneous Helmholtz equation inside the curve. Jump conditions on the function and its normal derivative across the cruve are given. The problem is first transformed into one involving the inner region only with a boundary condition which is non-local. This means that the solution at a point on the boundary is a functional of its values elsewhere. This second problem is further transformed into a variational form with all boundary conditions natural. It is shown that the variational problem has a solution. Finite dimensional approximate problems are defined and they are shown to have solutions converging to the solution of the variational problem.     

导数振荡与应变能极小的平面分段三次参数Hermite插值

由于分段三次参数Hermite插值的切矢往往被作为变量,故可对其进行优化以使得构造的插值曲线满足特定的要求.为了构造兼具保形性与光顺性的平面分段三次参数Hermite插值曲线,给出了一种通过同时极小化导数振荡和应变能来确定切矢的方法.首先以导数振荡函数和应变能函数为双目标建立了切矢满足的方程系统;然后证明了方程系统存在唯一解,并给出了解的具体表达式;最后给出了误差分析,并通过数值算例表明方法的有效性.结果表明,相对于导数振荡极小化方法和应变能极小化方法,所提出的导数振荡和应变能极小化方法同时兼顾了平面分段三次参数Hermite插值曲线的保形性和光顺性.     

Two-dimensional wave equations with fractal boundaries

This paper focuses on two cases of two-dimensional wave equations with fractal boundaries. The first case is the equation with classical derivative. The formal solution is obtained. And a definition of the solution is given. Then we prove that under certain conditions, the solution is a kind of fractal function, which is continuous, differentiable nowhere in its domain. Next, for specific given initial position and 3 different initial velocities, the graphs of solutions are sketched. By computing the box dimensions of boundaries of cross-sections for solution surfaces, we evaluate the range of box dimension of the vibrating membrane. The second case is the equation with p-type derivative. The corresponding solution is shown and numerical example is given.     

Boundary value problem for a second-order elliptic equation in the exterior of an ellipse

We consider a boundary value problem for a second-order linear elliptic differential equation with constant coefficients in a domain that is the exterior of an ellipse. The boundary conditions of the problem contain the values of the function itself and its normal derivative. We give a constructive solution of the problem and find the number of solvability conditions for the inhomogeneous problem as well as the number of linearly independent solutions of the homogeneous problem. We prove the boundary uniqueness theorem for the solutions of this equation.     

Global Existence and blowup phenomenon for a 1D radiation hydrodynamics model problem

We consider the global existence of classical solutions and blowup phenomena for a spatially one‐dimensional radiation hydrodynamics model problem, which consists of a scalar Burgers‐type equation coupled with a nonlocal advection‐reaction equation for radiation intensity. The model can be seen as an extension of the well‐known Hamer model that includes additionally the effects of scattering. It is well‐known that the initial value problem for Burgers' equation cannot be solved classically as soon as the derivative of the initial datum is negative somewhere. For our model problem, there is a critical negative number such that if the spatial derivative of the initial function is larger than this number, the associated initial‐value problem admits a global classical solution. However, when the spatial derivative of the initial data is below another negative threshold number, the initial value problem can also not be solved classically. Moreover, when there does not exist a global classical solution, it is shown that the first spatial derivative of solution must blow up in finite time. The results of the paper generalize the findings of Kawashima and Nishibata for the Hamer model. Copyright © 2012 John Wiley & Sons, Ltd.     

The inverse problem with free boundary for a weakly degenerate parabolic equation

In a domain with free boundary, we consider the inverse problem of determination of a time-dependent coefficient of the first derivative of the unknown function in a parabolic equation with weak power degeneracy. The integral conditions are given as overdetermination conditions. The conditions of existence and uniqueness of the classical solution to this problem are established.     

The space-time fractional diffusion equation with Caputo derivatives

We deal with the Cauchy problem for the space-time fractional diffusion equation, which is obtained from standard diffusion equation by replacing the second-order space derivative with a Caputo (or Riemann-Liouville) derivative of order β∈(0, 2] and the first-order time derivative with Caputo derivative of order α∈(0, 1]. The fundamental solution (Green function) for the Cauchy problem is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. We derive explicit expression of the Green function. The Green function also can be interpreted as a spatial probability density function evolving in time. We further explain the similarity property by discussing the scale-invariance of the space-time fractional diffusion equation.     

On the solvability of a boundary value problem for the Laplace equation on a screen with a boundary condition for a directional derivative

We consider a three-dimensional boundary value problem for the Laplace equation on a thin plane screen with boundary conditions for the “directional derivative”: boundary conditions for the derivative of the unknown function in the directions of vector fields defined on the screen surface are posed on each side of the screen. We study the case in which the direction of these vector fields is close to the direction of the normal to the screen surface. This problem can be reduced to a system of two boundary integral equations with singular and hypersingular integrals treated in the sense of the Hadamard finite value. The resulting integral equations are characterized by the presence of integral-free terms that contain the surface gradient of one of the unknown functions. We prove the unique solvability of this system of integral equations and the existence of a solution of the considered boundary value problem and its uniqueness under certain assumptions.     

A moment problem for one-dimensional nonlinear pseudoparabolic equation

We are concerned with a moment problem for a nonlinear pseudoparabolic equation with one space dimension on an interval. The boundary conditions are imposed in terms of the zero-order moment and the first-order moment. Based on an elliptic estimate and an iteration method we established the well-posedness of solutions in the usual Sobolev space. We are able to get regularity of the solution so that both solution and its derivative with respect to the time variable belong to the same Sobolev space with respect to the space variable. This feature is different from problems with parabolic equations, where the regularity order of solution is higher than that of the time derivative with respect to the space variable. Previous results reflected only this parabolic nature for the pseudoparabolic equation.     

Generalized differential equation arising in the solution of the inverse scattering problem in a layered medium

We consider a nonclassical ordinary differential equation containing not only an unknown function but also an unknown coefficient depending on the unknown function. We show that if the desired solution is assumed to have bounded variation and be a.e. constant on the interval where the equation is considered, then the problem of finding the solution and the unknown coefficient does not have a unique solution in terms of the classical derivative. We prove that if the derivative is understood as a distribution, than this problem has a unique solution. These results are used to show that the acoustic impedance and the damping factor in the inverse scattering problem in a layered dissipative medium can be determined simultaneously.     

On bounded solutions of a nonlinear Schrödinger equation on the half-line

We consider the problem on nonzero solutions of the Schrödinger equation on the half-line with potential that implicitly depends on the wave function via a nonlinear ordinary differential equation of the second order under zero boundary conditions for the wave function and the condition that the potential is zero at the beginning of the interval and its derivative is zero at infinity. The problem is reduced to the analysis and investigation of solutions of the Cauchy problem for a system of two nonlinear second-order ordinary differential equations with initial conditions depending on two parameters. We show that if the solution of the Cauchy problem for some parameter values can be extended to the entire half-line, then there exists a nonzero solution of the original problem with finitely many zeros.     

Convergence for Fourier series solutions of the forced harmonic oscillator II

This paper compliments two recent articles by the author in this journal concerning solving the forced harmonic oscillator equation when the forcing is periodic. The idea is to replace the forcing function by its Fourier series and solve the differential equation term-by-term. Herein the convergence of such series solutions is investigated when the forcing function is bounded, piecewise continuous, and piecewise smooth. The series solution and its term-by-term derivative converge uniformly over the entire real line. The term-by-term differentiation produces a series for the second derivative that converges pointwise and uniformly over any interval not containing a jump discontinuity of the forcing function.     

Asymptotic solutions of the one-dimensional linearized Korteweg–de Vries equation with localized initial data

The Cauchy problem with localized initial data for the linearized Korteweg–de Vries equation is considered. In the case of constant coefficients, exact solutions for the initial function in the form of the Gaussian exponential are constructed. For a fairly arbitrary localized initial function, an asymptotic (with respect to the small localization parameter) solution is constructed as the combination of the Airy function and its derivative. In the limit as the parameter tends to zero, this solution becomes the exactGreen function for the Cauchy problem. Such an asymptotics is also applicable to the case of a discontinuous initial function. For an equation with variable coefficients, the asymptotic solution in a neighborhood of focal points is expressed using special functions. The leading front of the wave and its asymptotics are constructed.     

The fundamental solution of the space-time fractional advection-dispersion equation

A space-time fractional advection-dispersion equation (ADE) is a generalization of the classical ADE in which the first-order time derivative is replaced with Caputo derivative of order α ∈ (0, 1], and the second-order space derivative is replaced with a Riesz-Feller derivative of order β ∈ (0, 2]. We derive the solution of its Cauchy problem in terms of the Green functions and the representations of the Green function by applying its Fourier-Laplace transforms. The Green function also can be interpreted as a spatial probability density function (pdf) evolving in time. We do the same on another kind of space-time fractional advection-dispersion equation whose space and time derivatives both replacing with Caputo derivatives.     

Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options

The value of a European option satisfies the Black-Scholes equation with appropriately specified final and boundary conditions.We transform the problem to an initial boundary value problem in dimensionless form.There are two parameters in the coefficients of the resulting linear parabolic partial differential equation.For a range of values of these parameters,the solution of the problem has a boundary or an initial layer.The initial function has a discontinuity in the first-order derivative,which leads to the appearance of an interior layer.We construct analytically the asymptotic solution of the equation in a finite domain.Based on the asymptotic solution we can determine the size of the artificial boundary such that the required solution in a finite domain in x and at the final time is not affected by the boundary.Also,we study computationally the behaviour in the maximum norm of the errors in numerical solutions in cases such that one of the parameters varies from finite (or pretty large) to small values,while the other parameter is fixed and takes either finite (or pretty large) or small values. Crank-Nicolson explicit and implicit schemes using centered or upwind approximations to the derivative are studied.We present numerical computations,which determine experimentally the parameter-uniform rates of convergence.We note that this rate is rather weak,due probably to mixed sources of error such as initial and boundary layers and the discontinuity in the derivative of the solution.     

Initial‐to‐Interface Maps for the Heat Equation on Composite Domains

A map from the initial conditions to the function and its first spatial derivative evaluated at the interface is constructed for the heat equation on finite and infinite domains with n interfaces. The existence of this map allows changing the problem at hand from an interface problem to a boundary value problem which allows for an alternative to the approach of finding a closed‐form solution to the interface problem.     

Hyperstability of general linear functional equation

Our purpose is to investigate criteria for hyperstability of linear type functional equations. We prove that a function satisfying the equation approximately in some sense, must be a solution of it. We give some conditions on coefficients of the functional equation and a control function which guarantee hyperstability. Moreover, we show how our outcomes may be used to check whether the particular functional equation is hyperstable. Some relevant examples of applications are presented.     

The jump problem for the laplace equation

The boundary value problem for the Laplace equation outside several cuts in a plane is studied. The jump of the solution of the Laplace equation and the jump of its normal derivative are specified of the cuts. The problem is studied under different conditions at infinity, which lead to different uniqueness and existence theorems. The solution of this problem is constructed in the explicit form by means of single-layer and angular potentials. The singularities at the ends of the cuts are investigated.     

Stefan problem for a weakly degenerate parabolic equation

In a domain with free boundary, we consider the inverse problem of determination of the coefficient of the first derivative of the unknown function in a parabolic equation with weak power degeneration. The Stefan condition and the integral condition are used as overdetermination conditions. The conditions for existence and uniqueness of the classical solution of the posed problem are established.