Robust a-posteriori error control of Cahn-Hilliard type equations with elasticity

Phase separation of an initially homogeneous mixture into two different phases can be modeled on a mesoscopic scale by the Cahn-Hilliard equation. The interface thickness between the pure phases enters as a small parameter γ into this mass conserving fourth order semilinear parabolic equation. Numerical analysis is well established for a fixed parameter size, but error estimates depend exponentially on γ^–1 and thus become useless if γ → 0. We consider the case, that elastic stresses due to a lattice misfit become important and the equation has to be coupled to a system of linear elasticity. Applications include e. g. the simulation of Sn-Cu alloys for the production of lead free solder or Ni-Al alloys used for rotor blade surfaces. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The scaling limit for a stochastic PDE and the separation of phases

Summary We investigate the problem of singular perturbation for a reaction-diffusion equation with additive noise (or a stochastic partial differential equation of Ginzburg-Landau type) under the situation that the reaction term is determined by a potential with double-wells of equal depth. As the parameter (the temperature of the system) tends to 0, the solution converges to one of the two stable phases and consequently the phase separation is formed in the limit. We derive a stochastic differential equation which describes the random movement of the phase separation point. The proof consists of two main steps. We show that the solution stays near a manifoldM of minimal energy configurations based on a Lyapunov type argument. Then, the limit equation is identified by introducing a nice coordinate system in a neighborhood ofM .Research partially supported by Japan Society for the Promotion of Science     

Wavelet-Taylor Galerkin Method for the Burgers Equation

In this paper, we propose a wavelet-Taylor Galerkin method for the numerical solution of the Burgers equation. In deriving the computational scheme, Taylor-generalized Euler time discretization is performed prior to wavelet-based Galerkin spatial approximation. The linear system of equations obtained in the process are solved by approximate-factorization-based simple explicit schemes, and the resulting solution is compared with that from regular methods. To deal with transient advection-diffusion situations that evolve toward a convective steady state, a splitting-up strategy is known to be very effective. So the Burgers equation is also solved by a splitting-up method using a wavelet-Taylor Galerkin approach. Here, the advection and diffusion terms in the Burgers equation are separated, and the solution is computed in two phases by appropriate wavelet-Taylor Galerkin schemes. Asymptotic stability of all the proposed schemes is verified, and the L_∞ errors relative to the analytical solution together with the numerical solution are reported. AMS subject classification (2000) 65M70     

Strong well‐posedness of a three phase problem with nonlinear transmission condition

We prove existence and uniqueness of strong solutions to a quasilinear parabolic‐elliptic system modelling an ionic exchanger. This chemical system consists of three phases connected with nonlinear boundary conditions. The most interesting difficulty of our problem manifests in the nonlinear transmission condition, as almost all quantities are non‐linearly involved in this boundary equation. Our approach is based on the contraction mapping principle, where maximal L_p‐regularity of the associated linear problem is used to obtain a fixed point equation of the starting problem. Copyright © 2012 John Wiley & Sons, Ltd.     

Vector‐valued optimal Lipschitz extensions

Consider a bounded open set and a Lipschitz function . Does this function always have a canonical optimal Lipschitz extension to all of U? We propose a notion of optimal Lipschitz extension and address existence and uniqueness in some special cases. In the case n = m = 2, we show that smooth solutions have two phases: in one they are conformal and in the other they are variants of infinity harmonic functions called infinity harmonic fans. We also prove existence and uniqueness for the extension problem on finite graphs. © 2011 Wiley Periodicals, Inc.     

Three series of invariant manifolds of the Sawada-Kotera equation

We find a new infinite sequence of invariant manifolds for the Sawada-Kotera equation, in addition to the known two sequences of its symmetries and conservation laws. The elements of these three sequences are related cyclically by recursion relations similar to the Lenard formula for the KdV equation. For any n > 0, there are two invariant manifolds of order 2n, which allows one to construct two n-soliton solutions of the Sawada-Kotera equation.     

Exceptional symmetry reductions of Burgers' equation in two and three spatial dimensions

Lie point symmetry analysis of the general class of nonlinear diffusion-convection equations in two and three dimensions has shown that only for Burgers' equation (that isD(u)=const,K(u)=quadratic) is a full symmetry reduction to an ordinary differential equation possible. The optimal system of symmetry operators is determined to ensure that a minimal complete set of reductions is obtained. For each reduced partial differential equation, classical Lie group analysis has been performed and further reductions obtained. In this manner, all possible reductions to an ordinary differential equation are found, leading to exact solutions to both the two and three dimensional Burgers' equation.     

A spectral heuristic for bisecting random graphs

The minimum bisection problem is to partition the vertices of a graph into two classes of equal size so as to minimize the number of crossing edges. Computing a minimum bisection is NP‐hard in the worst case. In this paper we study a spectral heuristic for bisecting random graphs G_n(p,p′) with a planted bisection obtained as follows: partition n vertices into two classes of equal size randomly, and then insert edges inside the two classes with probability p′ and edges crossing the partition with probability p independently. If , where c₀ is a suitable constant, then with probability 1 ? o(1) the heuristic finds a minimum bisection of G_n(p,p′) along with a certificate of optimality. Furthermore, we show that the structure of the set of all minimum bisections of G_n(p,p′) undergoes a phase transition as . The spectral heuristic solves instances in the subcritical, the critical, and the supercritical phases of the phase transition optimally with probability 1 ? o(1). These results extend previous work of Boppana 5 . © 2005 Wiley Periodicals, Inc. Random Struct. Alg., 2006     

Penalty Approach to the HJB Equation Arising in European Stock Option Pricing with Proportional Transaction Costs

We present a novel penalty approach to the Hamilton-Jacobi-Bellman (HJB) equation arising from the valuation of European options with proportional transaction costs. We first approximate the HJB equation by a quasilinear 2nd-order partial differential equation containing two linear penalty terms with penalty parameters λ ₁ and λ ₂ respectively. Then, we show that there exists a unique viscosity solution to the penalized equation. Finally, we prove that, when both λ ₁ and λ ₂ approach infinity, the viscosity solution to the penalized equation converges to that of the corresponding original HJB equation.     

Nonstationary Electromagnetic Gaussian Beams in Inhomogeneous Anisotropic Media

Nonstationary Gaussian beams of quasiphoton type for the Maxwell equation with an arbitrary anisotropy are constructed. The solutions of the Maxwell equations can be described as ray-type solutions with complex phases and amplitudes. Owing to a large parameter p, they are concentrated in small neighborhoods of space-time rays corresponding to different types of electromagnetic waves in an anisotropic medium. Bibliography: 6 titles.     

Phase transition for potentials of high‐dimensional wells

For a potential function that attains its global minimum value at two disjoint compact connected submanifolds N^± in , we discuss the asymptotics, as ? → 0, of minimizers u_? of the singular perturbed functional under suitable Dirichlet boundary data . In the expansion of E _? (u_?) with respect to , we identify the first‐order term by the area of the sharp interface between the two phases, an area‐minimizing hypersurface Γ, and the energy c of minimal connecting orbits between N⁺ and N^?, and the zeroth‐order term by the energy of minimizing harmonic maps into N^± both under the Dirichlet boundary condition on ?Ω and a very interesting partially constrained boundary condition on the sharp interface Γ. © 2012 Wiley Periodicals, Inc.     

Characterizations of second iterated line graphs

The main results of this paper are two characterizations of second iterated line graphs, i.e., two sets of necessary and sufficient conditions for the existence of solutions to the graph equation H = L²(G). A method to get a root of the graph equation is also given if one exists.     

On solutions of matrix equations and

With the help of the Kronecker map, a complete, general and explicit solution to the Yakubovich matrix equation V−AVF=BW, with F in an arbitrary form, is proposed. The solution is neatly expressed by the controllability matrix of the matrix pair (A,B), a symmetric operator matrix and an observability matrix. Some equivalent forms of this solution are also presented. Based on these results, explicit solutions to the so-called Kalman–Yakubovich equation and Stein equation are also established. In addition, based on the proposed solution of the Yakubovich matrix equation, a complete, general and explicit solution to the so-called Yakubovich-conjugate matrix is also established by means of real representation. Several equivalent forms are also provided. One of these solutions is neatly expressed by two controllability matrices, two observability matrices and a symmetric operator matrix.     

Continuous pseudospectral methods for the neutron diffusion equation in 1D geometries

The P_L equations are classical approximations to the neutron transport equation that admit a diffusive form. The diffusive form of the P₁ approximation is known as the neutron diffusion equation. Different methods based on the expansion of the neutron flux in terms of a continuous basis of polynomials have been developed for the neutron diffusion equation and tested using two 1D benchmark problems.     

Functions of ultraexponential and infralogarithm types and general solution of the Abel functional equation

We propose generalized forms of ultraexponential and infralogarithm functions introduced and studied earlier by the author and present two classes of special functions, namely, ultraexponential and infralogarithm f -type functions. As a result of this investigation, we obtain a general solution of the Abel equation α(f(x)) = α (x) + 1 under some conditions on a real function f and prove a new completely different uniqueness theorem for the Abel equation stating that an infralogarithm f -type function is its unique solution. We also show that an infralogarithm f -type function is an essentially unique solution of the Abel equation. Similar theorems are proved for ultraexponential f -type functions and their functional equation β(x) = f(β(x − 1)), which can be considered as dual to the Abel equation. We also solve a certain problem unsolved before and study some properties of two considered functional equations and some relations between them.     

Exact solutions of Calgero–Bogoyavlenskii–Schiff equation using the singular manifold method after Lie reductions

Calgero–Bogoyavlenskii–Schiff (CBS) equation is analytically solved through two successive reductions into an ordinary differential equation (ODE) through a set of optimal Lie vectors. During the second reduction step, CBS equation is reduced using hidden vectors. The resulting ODE is then analytically solved through the singular manifold method in three steps; First, a Bäcklund truncated series is obtained. Second, this series is inserted into the ODE, and finally, a seminal analysis leads to a Schwarzian differential equation in the eigenfunction φ(η). Solving this differential equation leads to new analytical solutions. Then, through two backward substitution steps, the original dependent variable is recovered. The obtained results are plotted for several Lie hidden vectors and compared with previous work on CBS equation using Lie transformations. Copyright © 2017 John Wiley & Sons, Ltd.     

The structure of Gibbs states and phase coexistence for non-symmetric continuum Widom Rowlinson models

Summary We prove the existence of phase transitions in non-symmetric r-component continuum Widom-Rowlinson models. Our results are based on an extension of the Pirogov-Sinai theory of phase transitions in general lattice spin systems to continuum systems. This generalizes Ruelle's extension of the Peierls argument for lattices to symmetric continuum Widom-Rowlinson models. The Pirogov-Sinai picture of the low temperature phase diagram for spin systems goes over into a phase-diagram of the Widom-Rowlinson model at large fugacities z=(z₀,..., z _r–1). There is in z-space a point where the system has r-pure phases, lines with r–1 phases, two dimensional surfaces with r–2 phases, etc.Supported in part by the National Science Foundation Grant DMR 81-14726-01     

Local and Global LIPSCHITZian Mappings on Ordered Metric Spaces

We consider the set ?? of nonhomogeneous Markov fields on T = N or T = Z with finite state spaces E_n, n ? T , with fixed local characteristics. For T = N we show that ?? has at most \documentclass{article}\pagestyle{empty}\begin{document}$ \mathop N\nolimits_\infty = \mathop {\lim \inf}\limits_{n \to \infty} \left| {\mathop E\nolimits_n} \right| $\end{document} phases. If T = Z , ?? has at most N_-∞ · N_∞; phases, where \documentclass{article}\pagestyle{empty}\begin{document}$ \mathop N\nolimits_{-\infty} = \mathop {\lim \inf}\limits_{n \to -\infty} \left| {\mathop E\nolimits_n} \right| $\end{document}. We give examples, that for T = N for any number k, 1 ≦ k ≦ N_∞, there are local characteristics with k phases, whereas for T = Z every number l · k, 1 ≦ l ≦ N_-∞, 1 ≦ k ≦ N_∞ occurs. We describe the inner structure of ??, the behaviour at infinity and the connection between the one-sided and the two-sided tail-fields. Simple examples of Markov fields which are no Markov processes are given.     

The effect of a penalty term involving higher order derivatives on the distribution of phases in an elastic medium with a two‐well elastic potential

We consider the problem of minimizing 0<p<1, h∈?, σ>0, among functions u:?^d?Ω→?^d, u_∣?Ω=0, and measurable characteristic functions χ:Ω→?. Here ?⁺_h, ?^?, denote quadratic potentials defined on the space of all symmetric d×d matrices, h is the minimum energy of ?⁺_h and ε(u) denotes the symmetric gradient of the displacement field. An equilibrium state û, χ?, of I [·,·,h, σ] is termed one‐phase if χ?≡0 or χ?≡1, two‐phase otherwise. We investigate the way in which the distribution of phases is affected by the choice of the parameters h and σ. Copyright 2002 John Wiley & Sons, Ltd.     

Inverse boundary value problems for a class of semilinear elliptic equations

We show that in two dimensions the scalar coefficient a(x,p) of the semilinear elliptic equation Δu+u(x,u)=0 is uniquely determined by the Dirichlet to Neumann map of the equation on a bounded domain with smooth boundary.