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.     

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.     

A strengthening of the interior Hölder continuity property for solutions of the Dirichlet problem for a second-order elliptic equation

The classical solution of the Dirichlet problem with a continuous boundary function for a linear elliptic equation with Hölder continuous coefficients and right-hand side satisfies the interior Schauder estimates describing the possible increase of the solution smoothness characteristics as the boundary is approached, namely, of the solution derivatives and their difference ratios in the corresponding Hölder norm. We prove similar assertions for the generalized solution with some other smoothness characteristics. In contrast to the interior Schauder estimates for classical solutions, our established estimates for the differential characteristics imply the continuity of the generalized solution in a sense natural for the problem (in the sense of (n-1)-dimensional continuity) up to the boundary of the domain in question. We state the global properties in terms of the boundedness of the integrals of the square of the difference between the solution values at different points with respect to especially normalized measures in a certain class.     

Dirichlet problem for the Helmholtz equation in an exterior two-dimensional domain with cuts without matching conditions at the cut endpoints

The Dirichlet problem for the Helmholtz equation in a plane exterior domain with cuts is considered for the case in which functions defined on opposite sides of the cuts in the Dirichlet boundary condition do not necessarily satisfy the matching conditions at the cut endpoints and the solution of the problem is not necessarily continuous at the endpoints of the cuts. We give a well-posed statement of the problem, prove existence and uniqueness theorems for a classical solution, derive an integral representation of the solution, and use it to study its properties. We show that the Dirichlet problem in the considered setting does not necessarily have a weak solution, although there exists a classical solution. We derive asymptotic formulas describing the behavior of the gradient of the solution at the endpoints of the cuts.     

Classical solution of the first mixed problem for a third-order hyperbolic equation with the wave operator

We study the classical solution of the boundary value problem for a third-order hyperbolic equation defined on the plane in a half-strip with the Cauchy conditions on the lower base of the domain and with the Dirichlet conditions on the lateral boundary. By the method of characteristics, in the case of two independent variables, we find the solution of the problem in closed form and prove its uniqueness.     

Solution of the Bitsadze–Samarskii problem for a parabolic system in a semibounded domain

We consider a nonlocal initial–boundary value Bitsadze–Samarskii problem for a spatially one-dimensional parabolic second-order system in a semibounded domain with nonsmooth lateral boundary. The boundary integral equation method is used to construct a classical solution of this problem under the condition that the vector function on the right-hand side in the nonlocal boundary condition only has a continuous derivative of order 1/2 vanishing at t = 0. The smoothness of the solution is studied.     

On the Existence of Smooth Solutions for Fully Nonlinear Parabolic Equations with Measurable “Coefficients” without Convexity Assumptions

We show that for any uniformly parabolic fully nonlinear second-order equation with bounded measurable “coefficients” and bounded “free” term in any cylindrical smooth domain with smooth boundary data one can find an approximating equation which has a unique continuous solution with the first derivatives bounded and the second spacial derivatives locally bounded. The approximating equation is constructed in such a way that it modifies the original one only for large values of the unknown function and its spacial derivatives.     

An Algorithm of Linear Combinations: Thermal Conduction

This paper presents computational algorithms that make it possible to overcome some difficulties in the numerical solving boundary value problems of thermal conduction when the solution domain has a complex form or the boundary conditions differ from the standard ones. The boundary contours are assumed to be broken lines (the 2D case) or triangles (the 3D case). The boundary conditions and calculation results are presented as discrete functions whose values or averaged values are given at the geometric centers of the boundary elements. The boundary conditions can be imposed on the heat flows through the boundary elements as well as on the temperature, a linear combination of the temperature and the heat flow intensity both at the boundary of the solution domain and inside it. The solution to the boundary value problem is presented in the form of a linear combination of fundamental solutions of the Laplace equation and their partial derivatives, as well as any solutions of these equations that are regular in the solution domain, and the values of functions which can be calculated at the points of the boundary of the solution domain and at its internal points. If a solution included in the linear combination has a singularity at a boundary element, its average value over this boundary element is considered.     

Solution of the generalized diffraction problem

One solves a mixed boundary-value problem for an elliptic equation with linear principal terms. On some parts of the boundary one imposes the first boundary condition and on the other parts a condition with oblique derivatives. The leading coefficients of the equation may have discontinuities of the first kind on surfaces which partition the initial domain. On the discontinuity surfaces one imposes special matching conditions for the solutions. One establishes the existence of the solution of the problem with restrictions on the boundary and on the discontinuity surfaces. One proves the existence of the second generalized derivatives of the solution in each of the subdomains.Translated from Problemy Matematicheskogo Analiza, No. 9, pp. 172–183, 1984.     

Interior-boundary value problem with Saigo operators for the gellerstedt equation

For an equation of mixed elliptic-parabolic type, we consider an interior-boundary value problem in which the Dirichlet condition is posed on the elliptic part of the boundary and a point condition relating generalized derivatives and fractional integrals with the Gauss hypergeometric function of the values of the solution on the characteristics to the values of the solution and its derivative on the parabolic degeneration line is posed on the hyperbolic part.     

Asymptotic behavior of solutions of reaction-diffusion equations with nonlocal boundary conditions

This paper is concerned with some dynamical property of a reaction-diffusion equation with nonlocal boundary condition. Under some conditions on the kernel in the boundary condition and suitable conditions on the reaction function, the asymptotic behavior of the time-dependent solution is characterized in relation to a finite or an infinite set of constant steady-state solutions. This characterization is determined solely by the initial function and it leads to the stability and instability of the various steady-state solutions. In the case of finite constant steady-state solutions, the time-dependent solution blows up in finite time when the initial function in greater than the largest constant solution. Also discussed is the decay property of the solution when the kernel function in the boundary condition prossesses alternating sign in its domain.     

The mixed harmonic problem in a bounded cracked domain with Dirichlet condition on cracks

The mixed Dirichlet-Neumann problem for the Laplace equation in a bounded connected plane domain with cuts (cracks) is studied. The Neumann condition is given on closed curves making up the boundary of a domain, while the Dirichlet condition is specified on the cuts. The existence of a classical solution is proved by potential theory and boundary integral equation method. The integral representation for a solution is obtained in the form of potentials. The density in potentials satisfies the uniquely solvable Fredholm integral equation of the second kind and index zero. Singularities of the gradient of the solution at the tips of cuts are investigated.     

Asymptotic behavior of solutions to multiplicative control problems for elliptic equations

The problems of optimal multiplicative control for the Helmholtz equation and the diffusion equation are studied. The control function is included multiplicatively in a mixed-type boundary condition specified on the entire domain boundary or its part. For each of the models under study, an iterative method for determining an approximate solution is constructed and theoretically substantiated for sufficiently large values of the regularization parameter.     

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.     

Application of a 14-point averaging operator in the grid method

The Dirichlet problem for Laplace’s equation in a rectangular parallelepiped is solved by applying the grid method. A 14-point averaging operator is used to specify the grid equations on the entire grid introduced in the parallelepiped. Given boundary values that are continuous on the parallelepiped edges and have first derivatives satisfying the Lipschitz condition on each parallelepiped face, the resulting discrete solution of the Dirichlet problem converges uniformly and quadratically with respect to the mesh size. Assuming that the boundary values on the faces have fourth derivatives satisfying the Hölder condition and the second derivatives on the edges obey an additional compatibility condition implied by Laplace’s equation, the discrete solution has uniform and quartic convergence with respect to the mesh size. The convergence of the method is also analyzed in certain cases when the boundary values are of intermediate smoothness.     

First mixed problem for a nonstrictly hyperbolic equation of the third order in a bounded domain

We study the classical solution of a boundary value problem for a nonstrictly parabolic equation of the third order in a rectangular domain of two independent variables. We pose Cauchy conditions on the lower base of the domain and the Dirichlet conditions on the lateral boundary. By the method of characteristics, we obtain a closed-form analytic expression for the solution of the problem. The uniqueness of the solution is proved.     

Uniform grid approximation of nonsmooth solutions to the mixed boundary value problem for a singularly perturbed reaction-diffusion equation in a rectangle

A mixed boundary value problem for a singularly perturbed reaction-diffusion equation in a square is considered. A Neumann condition is specified on one side of the square, and a Dirichlet condition is set on the other three. It is assumed that the coefficient of the equation, its right-hand side, and the boundary values of the desired solution or its normal derivative on the sides of the square are smooth enough to ensure the required smoothness of the solution in a closed domain outside the neighborhoods of the corner points. No compatibility conditions are assumed to hold at the corner points. Under these assumptions, the desired solution in the entire closed domain is of limited smoothness: it belongs only to the Hölder class C ^μ, where μ ∈ (0, 1) is arbitrary. In the domain, a nonuniform rectangular mesh is introduced that is refined in the boundary domain and depends on a small parameter. The numerical solution to the problem is based on the classical five-point approximation of the equation and a four-point approximation of the Neumann boundary condition. A mesh refinement rule is described under which the approximate solution converges to the exact one uniformly with respect to the small parameter in the L _∞ ^h norm. The convergence rate is O(N ^?2ln² N), where N is the number of mesh nodes in each coordinate direction. The parameter-uniform convergence of difference schemes for mixed problems without compatibility conditions at corner points was not previously analyzed.     

On a Problem for a Mixed-Type Equation With Fractional Derivative

For a mixed-type equation with the Riemann–Liouville partial fractional derivative we study a problem where the boundary condition contains a linear combination of generalized fractional operators with the Gauss hypergeometric function. We find a solution to the considered problem explicitly by solving an equation with fractional derivatives of various orders and prove the uniqueness of the solution for various values of parameters of the mentioned operators.     

Boundary value problems for strongly degenerate parabolic equations

Solutions of strongly degenerate parabolic partial differential equations are known to develop infinite spatial derivatives in finite time from smooth initial conditions over the real line. However, when Dirichlet or Neumann boundary conditions are prescribed on a finite interval, a smooth classical solution may exist for all Eq., with derivatives vanishing as t tends to infinity. With some simple extra conditions relating two nonlinear coefficients in the degenerate equation, classical solvability is proved in general.     

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.