Non-convex self-dual Lagrangians and variational principles for certain PDEʼs

We study the concept and the calculus of non-convex self-dual (Nc-SD) Lagrangians and their derived vector fields which are associated to many partial differential equations and evolution systems. They yield new variational resolutions for large class of partial differential equations with variety of linear and non-linear boundary conditions including many of the standard ones. This approach seems to offer several useful advantages: It associates to a boundary value problem several potential functions which can often be used with relative ease compared to other methods such as the use of Euler–Lagrange functions. These potential functions are quite flexible, and can be adapted to easily deal with both non-linear and homogeneous boundary value problems.     

Anti-self-dual Lagrangians: Variational resolutions of non-self-adjoint equations and dissipative evolutions

We develop the concept and the calculus of anti-self-dual (ASD) Lagrangians and their derived vector fields which seem inherent to many partial differential equations and evolutionary systems. They are natural extensions of gradients of convex functions – hence of self-adjoint positive operators – which usually drive dissipative systems, but also provide representations for the superposition of such gradients with skew-symmetric operators which normally generate unitary flows. They yield variational formulations and resolutions for large classes of non-potential boundary value problems and initial-value parabolic equations. Solutions are minima of newly devised energy functionals, however, and just like the self (and anti-self) dual equations of quantum field theory (e.g. Yang–Mills) the equations associated to such minima are not derived from the fact they are critical points of the functional I, but because they are also zeroes of suitably derived Lagrangians. The approach has many advantages: it solves variationally many equations and systems that cannot be obtained as Euler–Lagrange equations of action functionals, since they can involve non-self-adjoint or other non-potential operators; it also associates variational principles to variational inequalities, and to various dissipative initial-value first order parabolic problems. These equations can therefore be analyzed with the full range of methods – computational or not – that are available for variational settings. Most remarkable are the permanence properties that ASD Lagrangians possess making their calculus relatively manageable and their domain of applications quite broad.     

New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates

In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h²).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author.     

Symbolic computation of exact solutions expressible in rational formal hyperbolic and elliptic functions for nonlinear partial differential equations

With the aid of symbolic computation, some algorithms are presented for the rational expansion methods, which lead to closed-form solutions of nonlinear partial differential equations (PDEs). The new algorithms are given to find exact rational formal polynomial solutions of PDEs in terms of Jacobi elliptic functions, solutions of the Riccati equation and solutions of the generalized Riccati equation. They can be implemented in symbolic computation system Maple. As applications of the methods, we choose some nonlinear PDEs to illustrate the methods. As a result, we not only can successfully obtain the solutions found by most existing Jacobi elliptic function methods and Tanh-methods, but also find other new and more general solutions at the same time.     

INVARIANT VARIATIONAL PRINCIPLES INVOLVING VECTOR AND METRIC FIELDS IN 4-DIMENSIONS

Abstract

Variational principles in which the Lagrangian is a scalar density and a function of a metric tensor and a vector field, together with their first derivatives, are investigated in a 4-dimensional space. Associated with such Lagrangians are two expressions, the metric Euler-Lagrange expression and the vector Euler-Lagrange expression. The most general Lagrangians (of this kind) for which either of these Euler-Lagrange expressions vanishes identically, are obtained.

The most general Lagrangian (of this kind) for which the vector Euler-Lagrange equations are precisely Maxwell's equations is obtained. Although this Lagrangian is more general than the one commonly used, it still has essentially the same energy-momentum tensor.

The most general Lagrangian (of this kind) for which the metric Euler-Lagrange expression is precisely the electromagnetic energy-momentum tensor is derived. Although this Lagrangian is also more general than the one commonly used, the associated vector Euler-Lagrange equations are still Maxwell's equations.

Finally it is shown that, in contrast to the situation which obtains in the case of scalar densities which are functions of up to second derivatives of the metric and first derivatives of the vector field, there does not exist a Lagrangian, of the kind under investigation, for which the metric Euler-Lagrange expression is precisely the Einstein tensor and the vector Euler-Lagrange expression vanishes identically.     

New Jacobi elliptic functions solutions for the variable-coefficient mKdV equation

In this work, a new generalized Jacobi elliptic functions expansion method based upon four new Jacobi elliptic functions is described and abundant new Jacobi-like elliptic functions solutions for the variable-coefficient mKdV equation are obtained by using this method, some of these solutions are degenerated to solitary-like solutions and triangular-like functions solutions in the limit cases when the modulus of the Jacobi elliptic functions m→1 or 0, which shows that the new method can be also used to solve other nonlinear partial differential equations in mathematical physics.     

Two-dimensional systems that arise from the Noether classification of Lagrangians on the line

Noether-like operators play an essential role in writing down the first integrals for Euler-Lagrange systems of ordinary differential equations (ODEs). The classification of such operators is carried out with the help of analytic continuation of Lagrangians on the line. We obtain the classification of 5, 6 and 9 Noether-like operators for two-dimensional Lagrangian systems that arise from the submaximal and maximal dimensional Noether point symmetry classification of Lagrangians on the line. Cases in which the Noether-like operators are also Noether point symmetries for the systems of two ODEs are mentioned. In particular, the 8-dimensional maximal Noether algebra is remarkably obtained for the simplest system of the free particle equations in two dimensions from the 5-dimensional complex Noether algebra of the standard Lagrangian of the scalar free particle equation. We present the effectiveness of Noether-like operators for the determination of first integrals of systems of two nonlinear differential equations which arise from scalar complex Euler-Lagrange ODEs that admit Noether symmetry.     

An existence and uniqueness criterion for solutions of boundary value problems

In this paper a technique is developed for the study of the existence and uniqueness of solutions to nth order ordinary differential equations satisfying n-point boundary conditions. Liapunov-like functions are employed to determine the existence and uniqueness of solutions to linear equations satisfying the boundary conditions, and these solutions are in turn used to determine existence for the general nonlinear case. A by-product of this technique is a matching technique for linear equations by which solutions of certain k-point boundary value problems (k < n) can be matched to extend the interval of existence for solutions to the n-point problem.     

Invariant Lagrangians and a new method of integration of nonlinear equations

A method for solving the inverse variational problem for differential equations admitting a Lie group is presented. The method is used for determining invariant Lagrangians and integration of second-order nonlinear differential equations admitting two-dimensional noncommutative Lie algebras. The method of integration suggested here is quite different from Lie's classical method of integration of second-order ordinary differential equations based on canonical forms of two-dimensional Lie algebras. The new method reveals existence and significance of one-parameter families of singular solutions to nonlinear equations of second order.     

Hamiltonian systems as selfdual equations

Hamiltonian systems with various time boundary conditions are formulated as absolute minima of newly devised non-negative action functionals obtained by a generalization of Bogomolnyi’s trick of ‘dcompleting squares’. Reminiscent of the selfdual Yang-Mills equations, they are not derived from the fact that they are critical points (i.e., from the corresponding Euler-Lagrange equations) but from being zeroes of the corresponding non-negative Lagrangians. A general method for resolving such variational problems is also described and applied to the construction of periodic solutions for Hamiltonian systems, but also to study certain Lagrangian intersections.      

Integrability and beyond

An algebraic approach to solving nonlinear functional equations in the Riemann theta functions is stated. By the inverse scattering method and some general methods of the theory of partial differential equations, the solution of the initial boundary value problem for the nonlinear Schrödinger equation is presented. Bibliography:17 titles.     

Existence of solutions for fractional impulsive differential equations with p-Laplacian operator

We investigate the boundary value problems for nonlinear fractional impulsive differential equations with p-Laplacian operator. By applying some standard fixed point theorems, we obtain new results on the existence and uniqueness of solutions. Examples are given to show the applicability of our results.     

The impact of finite precision arithmetic and sensitivity on the numerical solution of partial differential equations

In this paper, we address some fundamental issues concerning “time marching” numerical schemes for computing steady state solutions of boundary value problems for nonlinear partial differential equations. Simple examples are used to illustrate that even theoretically convergent schemes can produce numerical steady state solutions that do not correspond to steady state solutions of the boundary value problem. This phenomenon must be considered in any computational study of nonunique solutions to partial differential equations that govern physical systems such as fluid flows. In particular, numerical calculations have been used to “suggest” that certain Euler equations do not have a unique solution. For Burgers' equation on a finite spatial interval with Neumann boundary conditions the only steady state solutions are constant (in space) functions. Moreover, according to recent theoretical results, for any initial condition the corresponding solution to Burgers' equation must converge to a constant as t → ∞. However, we present a convergent finite difference scheme that produces false nonconstant numerical steady state “solutions.” These erroneous solutions arise out of the necessary finite floating point arithmetic inherent in every digital computer. We suggest the resulting numerical steady state solution may be viewed as a solution to a “nearby” boundary value problem with high sensitivity to changes in the boundary conditions. Finally, we close with some comments on the relevance of this paper to some recent “numerical based proofs” of the existence of nonunique solutions to Euler equations and to aerodynamic design.     

The Hessian and Jacobi morphisms for higher order calculus of variations

We formulate higher order variations of a Lagrangian in the geometric framework of jet prolongations of fibered manifolds. Our formalism applies to Lagrangians which depend on an arbitrary number of independent and dependent variables, together with higher order derivatives. In particular, we show that the second variation is equal (up to horizontal differentials) to the vertical differential of the Euler-Lagrange morphism which turns out to be self-adjoint along solutions of the Euler-Lagrange equations. These two objects, respectively, generalize in an invariant way the Hessian morphism and the Jacobi morphism (which is then self-adjoint along critical sections) of a given Lagrangian to the case of higher order Lagrangians. Some examples of classical Lagrangians are provided to illustrate our method.     

Positive solutions of an elliptic partial differential equation on R

In this paper, we discuss the existence, nonexistence and uniqueness of positive solutions of a one-parameter family of elliptic partial differential equations on R^N (N>2). These equations are of interests in mathematical biology and Riemannian geometry. Our approach are based on variational arguments and comparison principles.     

Exact solutions of a class of second-order nonlocal boundary value problems and applications

In this paper, solutions of a class of second-order differential equations with some multi-point boundary conditions are studied. We give exact expressions of the solutions for the linear m-point boundary problems by the Green’s functions. As applications, we study uniqueness and iteration of the positive solutions for a nonlinear singular second-order m-point boundary value problem.     

Existence theorems for general control problems of Bolza and Lagrange

The existence of solutions is established for a very general class of problems in the calculus of variations and optimal control involving ordinary differential equations or contingent equations. The theorems, while relatively simple to state, cover, besides the more classical cases, problems with considerably weaker assumptions of continuity or boundedness. For example, the cost functional may only be lower semicontinuous in the control and may approach + ∞ as one nears certain boundary points of the control region; both endpoints in the problem may be “free”. Earlier results of Cesari, Olech and the author are thereby extended.The development is based on the theory of convex integral functionals and their conjugates. The first step is to show that, for purposes of existence theory, the problem can be reduced to a simpler model where control variables are not present as such. This model, resembling a classical problem of Bolza in the calculus of variations, but where the functions are extended-real-valued, is then investigated using, above all, the conjugacy correspondence between generalized Lagrangians and Hamiltonians.     

Solutions of n-point boundary value problems associated with nonlinear summary difference equations

Variation of parameter methods play a fundamental rôle in understanding solutions of perturbed nonlinear differential as well as difference equations. This paper is devoted to the study of n-point boundary value problems associated with systems of nonlinear first-order summary difference equations by using the nonlinear variation of parameter methods. New variational formulae, which provide connections between the solutions of initial value problems and n-point boundary value problems, are obtained. An iterative scheme for computing approximated solutions of the boundary value problems is also provided.     

Extremal solutions to a system of n nonlinear differential equations and regularly varying functions

The strongly increasing and strongly decreasing solutions to a system of n nonlinear first order equations are here studied, under the assumption that both the coefficients and the nonlinearities are regularly varying functions. We establish conditions under which such solutions exist and are (all) regularly varying functions, we derive their index of regular variation and establish asymptotic representations. Several applications of the main results are given, involving n‐th order nonlinear differential equations, equations with a generalized ?‐Laplacian, and nonlinear partial differential systems.     

An improved generalized F-expansion method and its application to the (2 + 1)-dimensional KdV equations

An improved generalized F-expansion method is proposed to seek exact solutions of nonlinear partial differential equations. With the aid of symbolic computation, we choose the (2 + 1)-dimensional KdV equations to illustrate the validity and advantages of the proposed method. Many new and more general non-travelling wave solutions are obtained, including single and combined non-degenerate Jacobi elliptic function solutions, soliton-like solutions, trigonometric function solutions, each of which contains two arbitrary functions.