On the Closeness of Solutions of Unperturbed and Hyperbolized Heat Equations with Discontinuous Initial Data

Doklady Mathematics - The influence exerted by the second time derivative with a small parameter added to the heat equation in the case of discontinuous periodic initial data is investigated. It is...     

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.     

Cauchy problem for a quasilinear parabolic equation with a large initial gradient and low viscosity

The Cauchy problem for a quasilinear parabolic equation with a small parameter ɛ multiplying the highest derivative is considered. The derivative of the initial function is on the order of O(1/ρ), where ρ is another small parameter. Asymptotic expansions of the solution in powers of ɛ and ρ are constructed in various forms.     

An energy-preserving nonlinear system modeling a string with input and output on the boundary

We study an energy conserving distributed parameter system described by a nonlinear string equation with the input and output at the boundary. We prove the existence of global smooth solutions to this quasilinear hyperbolic system if the initial data and the boundary input are small. If, moreover, the input function becomes zero after some finite time, then the state trajectories decay exponentially.     

Persistence of travelling wave solutions of a fourth order diffusion system

In this paper the extended Burgers–Huxley equation with the fourth-order derivative is considered. First, the convergence to the uniform steady state is proved, which means the solution of the equation with positive initial data will remain positive for time t sufficiently large. Then, the persistence of the travelling wave solution for the extended equation on the unbounded domain is investigated. We have proved that this solution will persist under small perturbation of the equation.     

Sharp condition of global existence for second-order derivative nonlinear Schrödinger equations in two space dimensions

This paper discusses a class of second-order derivative nonlinear Schrödinger equations which are used to describe the upper-hybrid oscillation propagation. By establishing a variational problem, applying the potential well argument and the concavity method, we prove that there exists a sharp condition for global existence and blow-up of the solutions to the nonlinear Schrödinger equation. In addition, we also answer the question: how small are the initial data, the global solutions exist?     

Renormalization in the cauchy problem for the Korteweg-de Vries equation

We consider the Cauchy problem for the Korteweg-de Vries equation with a small parameter at the highest derivative and a large gradient of the initial function. We construct an asymptotic solution of this problem by the renormalization method.     

A singularly perturbed Cauchy problem

Singular perturbations are considered for the initial value problem for second order hyperbolic equations with a small positive parameter multiplying the second order time derivative term. Thus, in contrast to recent work of de Jager and Geel, the reduced equation is of the same order as the original equation but of a different type. Asymptotic expansions are constructed and shown to be uniformly asymptotically valid on sets bounded in the time direction. The proof uses energy estimates which require some delicacy due to the dependence of the characteristics on the small parameter. The problem includes that of a vibrating string in a highly viscous medium when appropriate scaling is made. The proper initial conditions differ from those treated by Zlamal and the methods employed here are different as well.     

Optimal singular and chattering modes in the problem of controlling the vibrations of a string with clamped ends

The problem of minimizing the root mean square deviation of a uniform string with clamped ends from an equilibrium position is investigated. It is assumed that the initial conditions are specified and the ends of the string are clamped. The Fourier method is used, which enables the control problem with a partial differential equation to be reduced to a control problem with a denumerable system of ordinary differential equations. For the optimal control problem in the l₂ space obtained, it is proved that the optimal synthesis contains singular trajectories and chattering trajectories. For the initial problem of the optimal control of the vibrations of a string it is also proved that there is a unique solution for which the optimal control has a denumerable number of switchings in a finite time interval.     

Properties of finite-difference schemes for singular integrodifferential equations of index 1

Systems of integrodifferential equations with a singular matrix multiplying the highest derivative of the unknown vector function are considered. An existence theorem is formulated, and a numerical solution method is proposed. The solutions to singular systems of integrodifferential equations are unstable with respect to small perturbations in the initial data. The influence of initial perturbations on the behavior of numerical processes is analyzed. It is shown that the finite-difference schemes proposed for the systems under study are self-regularizing.     

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.     

Time-optimal solution of a linear evolution equation in Banach spaces

The problem is that of finding trajectories of a linear evolution equation connecting two prescribed sets of states, initial and terminal, in the shortest possible time. Necessary conditions for the existence of solutions, i.e., time-optimum trajectories, are given in the form of a maximum principle.     

Numerical resolution of stochastic focusing NLS equations

In this note, we numerically investigate a stochastic nonlinear Schrödinger equation derived as a perturbation of the deterministic NLS equation. The classical NLS equation with focusing nonlinearity of power law type is perturbed by a random term; it is a strong perturbation since we consider a space-time white noise. It acts either as a forcing term (additive noise) or as a potential (multiplicative noise). For simulations made on a uniform grid, we see that all trajectories blow-up in finite time, no matter how the initial data are chosen. Such a grid cannot represent a noise with zero correlation lengths, so that in these experiments, the noise is, in fact, spatially smooth. On the contrary, we simulate a noise with arbitrarily small scales using local refinement and show that in the multiplicative case, blow-up is prevented by a space-time white noise. We also present results on noise induced soliton diffusion.     

Averaging the trajectory attractor of a nonlinear wave equation with rapidly oscillating right-hand side

We consider a nonlinear nonautonomous hyperbolic equation with dissipation and with a small parameter multiplying the highest derivative with respect to time. This equation also involves a rapidly oscillating external force. Using a standard technique for constructing the trajectory attractor, we can prove the convergence of the attractor of a nonlinear nonautonomous hyperbolic equation with dissipation to the attractor of the corresponding parabolic equation.     

Approximate momentum conservation for spatial semidiscretizations of semilinear wave equations

Summary. We prove that a standard second order finite difference uniform space discretization of the semilinear wave equation with periodic boundary conditions, analytic nonlinearity, and analytic initial data conserves momentum up to an error which is exponentially small in the stepsize. Our estimates are valid for as long as the trajectories of the full semilinear wave equation remain real analytic. The method of proof is that of backward error analysis, whereby we construct a modified equation which is itself Lagrangian and translation invariant, and therefore also conserves momentum. This modified equation interpolates the semidiscrete system for all time, and we prove that it remains exponentially close to the trigonometric interpolation of the semidiscrete system. These properties directly imply approximate momentum conservation for the semidiscrete system. We also consider discretizations that are not variational as well as discretizations on non-uniform grids. Through numerical example as well as arguments from geometric mechanics and perturbation theory we show that such methods generically do not approximately preserve momentum.Mathematics Subject Classification (2000): 65M20, 58J70, 70H33     

Steplike contrast structures for a second-order ordinary differential equation with a small parameter multiplying the highest derivative

A boundary value problem is considered for a second-order nonlinear ordinary differential equation with a small parameter multiplying the highest derivative. The limit equation has three solutions, of which two are stable and are separated by the third unstable one. For the original problem, an asymptotic expansion of a solution is studied that undergoes a jump from one stable root of the limit equation to the other in the neighborhood of a certain point. A uniform asymptotic approximation of this solution is constructed up to an arbitrary power of the small parameter.     

The Defect of a Cauchy Type Problem for Linear Equations with Several Riemann–Liouville Derivatives

We consider the existence and uniqueness of solutions to initial value problems for general linear nonhomogeneous equations with several Riemann–Liouville fractional derivatives in Banach spaces. Considering the equation solved for the highest fractional derivative \( D^{\alpha}_{t} \), we introduce the concept of the defect \( m^{*} \) of a Cauchy type problem which determines the number of the zero initial conditions \( D^{\alpha-m+k}_{t}z(0)=0 \), \( k=0,1,\dots,m^{*}-1 \), necessary for the existence of the finite limits \( D^{\alpha-m+k}_{t}z(t) \) as \( t\to 0+ \) for all \( k=0,1,\dots,m-1 \). We show that the defect \( m^{*} \) is uniquely determined by the set of orders of the Riemann–Liouville fractional derivatives in the equation. Also we prove the unique solvability of the incomplete Cauchy problem \( D^{\alpha-m+k}_{t}z(0)=z_{k} \), \( k=m^{*},m^{*}+1,\dots,m-1 \), for the equation with bounded operator coefficients solved for the highest Riemann–Liouville derivative. The obtained result allowed us to investigate initial problems for a linear nonhomogeneous equation with a degenerate operator at the highest fractional derivative, provided that the operator at the second highest order derivative is 0-bounded with respect to this operator, while the cases are distinguished that the fractional part of the order of the second derivative coincides or does not coincide with the fractional part of the order of the highest derivative. The results for equations in Banach spaces are used for the study of initial boundary value problems for a class of equations with several Riemann–Liouville time derivatives and polynomials in a selfadjoint elliptic differential operator of spatial variables.

     

Formation of singularities for wave equations including the nonlinear vibrating string

Under very general assumptions, the authors prove that smooth solutions of quasilinear wave equations with small-amplitude periodic initial data always develop singularities in the second derivatives in finite time. One consequence of these results is the fact that all solutions of the classical nonlinear vibrating string equation satisfying either Dirichlet or Neumann boundary conditions and with sufficiently small nontriviai initial data necessarily develop singularities. In particular, there are no nontrivial smooth small-amplitude time-periodic solutions.     

Asymptotic expansions of solutions to inverse problems for a hyperbolic equation with a small parameter multiplying the highest derivative

Two inverse problems for a hyperbolic equation with a small parameter multiplying the highest derivative are considered. The existence and uniqueness of their solutions are proved. As the small parameter tends to zero, the solutions of the inverse problems are proved to converge to solutions of inverse problems for a parabolic equation.     

Spatial behaviour of solutions of the three-phase-lag heat equation

In this paper we study the spatial behaviour of solutions for the three-phase-lag heat equation on a semi-infinite cylinder. The theory of three-phase-lag heat conduction leads to a hyperbolic partial differential equation with a fourth-order derivative with respect to time. First, we investigate the spatial evolution of solutions of an initial boundary-value problem with zero boundary conditions on the lateral surface of the cylinder. Under a boundedness restriction on the initial data, an energy estimate is obtained. An upper bound for the amplitude term in this estimate in terms of the initial and boundary data is also established. For the case of zero initial conditions, a more explicit estimate is obtained which shows that solutions decay exponentially along certain spatial-time lines. A class of non-standard problems is also considered for which the temperature and its first two time derivatives at a fixed time T₀ are assumed proportional to their initial values. These results are relevant in the context of the Saint-Venant Principle for heat conduction problems.