On maps with given Jacobians involving the heat equation

In this paper we present and analyze two new algorithms to construct a smooth diffeomorphism of a domain with prescribed jacobian function. The first one is free from any restriction on the boundary, while the second one produces a diffeomorphism that coincides with the identity map on the boundary of the domain. Both are based on the solution of an initial value problem for the linear heat equation, and the second also uses solutions of the Stokes system of Fluid Mechanics.     

On chordal and bilateral SLE in multiply connected domains

We discuss the possible candidates for conformally invariant random non-self-crossing curves which begin and end on the boundary of a multiply connected planar domain, and which satisfy a Markovian-type property. We consider both, the case when the curve connects a boundary component to itself (chordal), and the case when the curve connects two different boundary components (bilateral). We establish appropriate extensions of Loewner’s equation to multiply connected domains for the two cases. We show that a curve in the domain induces a motion on the boundary and that this motion is enough to first recover the motion of the moduli of the domain and then, second, the curve in the interior. For random curves in the interior we show that the induced random motion on the boundary is not Markov if the domain is multiply connected, but that the random motion on the boundary together with the random motion of the moduli forms a Markov process. In the chordal case, we show that this Markov process satisfies Brownian scaling and discuss how this limits the possible conformally invariant random non-self-crossing curves. We show that the possible candidates are labeled by two functions, one homogeneous of degree zero, the other homogeneous of degree minus one, which describes the interaction of the random curve with the boundary. We show that the random curve has the locality property for appropriate choices of the interaction term. The research of the first author was supported by NSA grant H98230-04-1-0039. The research of the second author was supported by a grant from the Max-Planck-Gesellschaft.     

Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.Received: February 12, 2004     

A priori estimate for non-uniform elliptic equations

A priori estimate for non-uniform elliptic equations with periodic boundary conditions is concerned. The domain considered consists of two sub-regions, a connected high permeability region and a disconnected matrix block region with low permeability. Let ? denote the size ratio of one matrix block to the whole domain. It is shown that in the connected high permeability sub-region, the Hölder and the Lipschitz estimates of the non-uniform elliptic solutions are bounded uniformly in ?. But Hölder gradient estimate and Lp estimate of the second order derivatives of the solutions in general are not bounded uniformly in ?.     

Inverse Hyperbolic Problems with Time-Dependent Coefficients

We consider the inverse problem for the second order self-adjoint hyperbolic equation in a bounded domain in R ⁿ with lower order terms depending analytically on the time variable. We prove that, assuming the BLR condition, the time-dependent Dirichlet-to-Neumann operator prescribed on a part of the boundary uniquely determines the coefficients of the hyperbolic equation up to a diffeomorphism and a gauge transformation. As a by-product we prove a similar result for the nonself-adjoint hyperbolic operator with time-independent coefficients.     

Initial boundary value problem for a nonconservative system in elastodynamics

This article is concerned with the initial boundary value problem for a nonconservative system of hyperbolic equation appearing in elastodynamics in the space time domain x > 0, t > 0. The number of boundary conditions, to be prescribed at the boundary x = 0, depends on the number of characteristics entering the domain. Because our system is nonlinear, the characteristic speeds depends on the unknown and the direction of the characteristics curves are known apriori. As it is well known, the boundary condition has to be understood in a generalised way. One of the standard way is using vanishing viscosity method. We use this method to construct solution for a particular class of initial and boundary data, namely the initial and boundary datas that lie on the level sets of one of the Riemann invariants.     

Global pointwise estimates for Green's matrix of second order elliptic systems

We establish global pointwise bounds for the Green's matrix for divergence form, second order elliptic systems in a domain under the assumption that weak solutions of the system vanishing on a portion of the boundary satisfy a certain local boundedness estimate. Moreover, we prove that such a local boundedness estimate for weak solutions of the system is equivalent to the usual global pointwise bound for the Green's matrix. In the scalar case, such an estimate is a consequence of De Giorgi-Moser-Nash theory and holds for equations with bounded measurable coefficients in arbitrary domains. In the vectorial case, one need to impose certain assumptions on the coefficients of the system as well as on domains to obtain such an estimate. We present a unified approach valid for both the scalar and vectorial cases and discuss several applications of our result.     

Maximal parabolic regularity for divergence operators including mixed boundary conditions

We show that elliptic second order operators A of divergence type fulfill maximal parabolic regularity on distribution spaces, even if the underlying domain is highly non-smooth, the coefficients of A are discontinuous and A is complemented with mixed boundary conditions. Applications to quasilinear parabolic equations with non-smooth data are presented.     

Spectral stability of Dirichlet second order uniformly elliptic operators

We prove sharp stability results for the dependence of the eigenvalues of second order uniformly elliptic linear operators with homogeneous Dirichlet boundary conditions upon domain perturbation.     

Absorbing Boundary Conditions for One-dimensional Nonlinear Schrödinger Equations

We construct two families of absorbing boundary conditions for the nonlinear Schrödinger equation. The first one relies on the pseudodifferential calculus and the second one relies on the paradifferential calculus. We show that some of the corresponding initial boundary value problems are well-posed. We finally present numerical experiments illustrating the efficiency of these methods.     

Eigenvalue problems for the p-Laplacian

We study nonlinear eigenvalue problems for the p$p$-Laplace operator subject to different kinds of boundary conditions on a bounded domain. Using the Ljusternik–Schnirelman principle, we show the existence of a nondecreasing sequence of nonnegative eigenvalues. We prove the simplicity and isolation of the principal eigenvalue and give a characterization for the second eigenvalue.     

Solving the biharmonic Dirichlet problem on domains with corners

The biharmonic Dirichlet boundary value problem on a bounded domain is the focus of the present paper. By Riesz' representation theorem the existence and uniqueness of a weak solution is quite direct. The problem that we are interested in appears when one is looking for constructive approximations of a solution. Numerical methods using for example finite elements, prefer systems of second equations to fourth order problems. Ciarlet and Raviart in 7 and Monk in 21 consider approaches through second order problems assuming that the domain is smooth. We will discuss what happens when the domain has corners. Moreover, we will suggest a setting, which is in some sense between Ciarlet‐Raviart and Monk, that inherits the benefits of both settings and that will give the weak solution through a system type approach.     

Spectral stability of general non-negative self-adjoint operators with applications to Neumann-type operators

We prove a stability theorem for the eigenvalues of general non-negative self-adjoint linear operators with compact resolvents and by applying it we prove a sharp stability result for the dependence of the eigenvalues of second order uniformly elliptic linear operators with homogeneous Neumann boundary conditions upon domain perturbation.     

Boundary behaviour for solutions of elliptic singular equations with a gradient term

We investigate the homogeneous Dirichlet boundary value problem for a class of second-order nonlinear elliptic partial differential equations with a gradient term and singular data. Under general conditions on the data, we study the behaviour of the solution near the boundary of the domain. Under suitable additional conditions we also investigate the second-order term in the asymptotic expansion of the solution in terms of the distance from the boundary.     

Remarks on a nonlinear transport problem

A nonlinear transport problem of hyperbolic–elliptic type is studied. Estimates of potentials over varying domains and the method of characteristics enable one to treat the initial value problem for Hölder continuous data as an abstract evolution equation via Picard–Lindelöf theorem. In addition, existence for all times is proved. Similar techniques yield the existence of shock front solutions with smooth interfaces at least for a small time interval. By a priori estimates of approximating solutions, the results extend to the case of only bounded initial values. A modification of the system applies to the construction of a diffeomorphism with prescribed Jacobian determinant.     

Indirect stability of the wave equation with a dynamic boundary control

In this paper, we consider a damped wave equation with a dynamic boundary control. First, combining a general criteria of Arendt and Batty with Holmgren's theorem we show the strong stability of our system. Next, we show that our system is not uniformly stable in general, since it is the case for the unit disk. Hence, we look for a polynomial decay rate for smooth initial data for our system by applying a frequency domain approach. In a first step, by giving some sufficient conditions on the boundary of our domain and by using the exponential decay of the wave equation with a standard damping, we prove a polynomial decay in of the energy. In a second step, under appropriated conditions on the boundary, called the multiplier control conditions, we establish a polynomial decay in of the energy. Later, we show in a particular case that such a polynomial decay is available even if the previous conditions are not satisfied. For this aim, we consider our system on the unit square of the plane. Using a method based on a Fourier analysis and a specific analysis of the obtained 1‐d problems combining Ingham's inequality and an interpolation method, we establish a polynomial decay in of the energy for sufficiently smooth initial data. Finally, in the case of the unit disk, using the real part of the asymptotic expansion of eigenvalues of the damped system, we prove that the obtained decay is optimal in the domain of the operator.     

On string topology of classifying spaces

Let G be a compact Lie group. By work of Chataur and Menichi, the homology of the space of free loops in the classifying space of G is known to be the value on the circle in a homological conformal field theory. This means in particular that it admits operations parameterized by homology classes of classifying spaces of diffeomorphism groups of surfaces. Here we present a radical extension of this result, giving a new construction in which diffeomorphisms are replaced with homotopy equivalences, and surfaces with boundary are replaced with arbitrary spaces homotopy equivalent to finite graphs. The result is a novel kind of field theory which is related to both the diffeomorphism groups of surfaces and the automorphism groups of free groups with boundaries. Our work shows that the algebraic structures in string topology of classifying spaces can be brought into line with, and in fact far exceed, those available in string topology of manifolds. For simplicity, we restrict to the characteristic 2 case. The generalization to arbitrary characteristic will be addressed in a subsequent paper.     

Asymptotics of solutions near crack tips for Poisson equation with inequality type boundary conditions

The Poisson equation in two-dimensional case for a nonsmooth domain is considered. The geometrical domain has a cut (crack) where inequality type boundary conditions are imposed. A behavior of the solution near the crack tips is analyzed. In particular, estimates for the second derivatives in a weighted Sobolev space are obtained and asymptotics of the solution near crack tips is established.      

Singular asymptotic expansions for Dirichlet eigenvalues and eigenfunctions of the Laplacian on thin planar domains

We consider the Laplace operator with Dirichlet boundary conditions on a planar domain and study the effect that performing a scaling in one direction has on the spectrum. We derive the asymptotic expansion for the eigenvalues and corresponding eigenfunctions as a function of the scaling parameter around zero. This method allows us, for instance, to obtain an approximation for the first Dirichlet eigenvalue for a large class of planar domains, under very mild assumptions.