Magnetic trajectories in three-dimensional Lie groups

We study magnetic trajectories in Lie groups equipped with bi-invariant Riemannian metric. We define the Lorentz force of a magnetic field in a Lie group G, and then, we give the Lorentz force equation for the associated magnetic trajectories that are curves in G. When the manifold is a Lie group G equipped with bi-invariant Riemannian metric, we derive differential equation system that characterizes magnetic flow associated with the Killing magnetic curves with regard to the Lie reduction of the curve γ in G.     

The Newton Iteration on Lie Groups

We define the Newton iteration for solving the equation f(y) = 0, where f is a map from a Lie group to its corresponding Lie algebra. Two versions are presented, which are formulated independently of any metric on the Lie group. Both formulations reduce to the standard method in the Euclidean case, and are related to existing algorithms on certain Riemannian manifolds. In particular, we show that, under classical assumptions on f, the proposed method converges quadratically. We illustrate the techniques by solving a fixed-point problem arising from the numerical integration of a Lie-type initial value problem via implicit Euler.     

Convergence Rate of Galerkin Method for a Certain Class of Nonlinear Operator-Differential Equations

In this article, we study a Galerkin method for a nonstationary operator equation with a leading self-adjoint operator A(t) and a subordinate nonlinear operator F. The existence of the strong solutions of the Cauchy problem for differential and approximate equations are proved. New error estimates for the approximate solutions and their derivatives are obtained. The developed method is applied to an initial boundary value problem for a partial differential equation of parabolic type.     

Lie symmetries and conservation laws of the Fokker-Planck equation with power diffusion

We concentrate on Lie symmetries and conservation laws of the Fokker-Planck equation with power diffusion describing the growth of cell populations. First, we perform a complete symmetry classification of the equation, and then we find some interesting similarity solutions by means of the symmetries and the variable coefficient heat equation. Local dynamical behaviors are analyzed via the solutions for the growing cell populations. Second, we show that the conservation law multipliers of the equation take the form Λ=Λ(t,x,u), which satisfy a linear partial differential equation, and then give the general formula of conservation laws. Finally, symmetry properties of the conservation law are investigated and used to construct conservation laws of the reduced equations.     

Similarity variables and reduction of the heat equation on torus

The problem of symmetry classification for the heat equation on torus is studied by means of classical Lie group theory. The Lie point symmetries are constructed and Lie algebra is formed for equation under consideration. Then these algebras are used to classify its subalgebras up to conjugacy classes. In general the heat equation on torus admits one-, two-, three- and four-dimensional algebras. For one-dimensional algebra £₁ and £₂ the heat equation on torus is reduced in independent variables whereas in two-dimensional algebras £₃ and £₄ the considered heat equation is investigated by quadrature. While three- and four-dimensional algebras lead to a trivial solution.     

Partial differential equations admitting a given nonclassical point symmetry

Given a local one parameter Lie group of transformations G, we determine the most general scalar partial differential equation in (1 + 1)-independent variables of a given order admitting G as nonclassical symmetry in the Bluman and Cole sense.     

General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients

In this article, we consider a linear-quadratic optimal control problem (LQ problem) for a controlled linear stochastic differential equation driven by a multidimensional Browinan motion and a Poisson random martingale measure in the general case, where the coefficients are allowed to be predictable processes or random matrices. By the duality technique, the dual characterization of the optimal control is derived by the optimality system (so-called stochastic Hamilton system), which turns out to be a linear fully coupled forward-backward stochastic differential equation with jumps. Using a decoupling technique, the connection between the stochastic Hamilton system and the associated Riccati equation is established. As a result, the state feedback representation is obtained for the optimal control. As the coefficients for the LQ problem are random, here, the associated Riccati equation is a highly nonlinear backward stochastic differential equation (BSDE) with jumps, where the generator depends on the unknown variables K, L, and H in a quadratic way (see (5.9) herein). For the case where the generator is bounded and is linearly dependent on the unknown martingale terms L and H, the existence and uniqueness of the solution for the associated Riccati equation are established by Bellman's principle of quasi-linearization.     

Dissipative Control Systems and Disturbance Attenuation for Nonlinear H ∞ Problems

We characterize functions satisfying a dissipative inequality associated with a control problem. Such a characterization is provided in terms of an epicontingent solution, or a viscosity supersolution to a partial differential equation called Isaacs' equation. Links between supersolutions and epicontingent solutions to Isaacs' equation are studied. Finally, we derive (possibly discontinuous) disturbance attenuation feedback of the H ^∞ problem from contingent formulation of Isaacs' equation. Accepted 20 January 1998     

Lie group transformations for self‐similar shocks in a gas with dust particles

In this paper, Lie group of transformation method is used to investigate the self‐similar solutions for the system of partial differential equations describing one‐dimensional unsteady plane flow of an inviscid gas with large number of small dust particles. The forms of the drag force D and the heat transfer rate Q experienced by the particle not in equilibrium with the gas have been derived for which the system of equations admits self‐similar solutions. A particular solution to the problem in one case have been found out and is used to study the effect of the dust particles on the similarity exponent. Copyright © 2009 John Wiley & Sons, Ltd.     

What Is a Quantum Stochastic Differential Equation from the Point of View of Functional Analysis?

We prove that a quantum stochastic differential equation is the interaction representation of the Cauchy problem for the Schrödinger equation with Hamiltonian given by a certain operator restricted by a boundary condition. If the deficiency index of the boundary-value problem is trivial, then the corresponding quantum stochastic differential equation has a unique unitary solution. Therefore, by the deficiency index of a quantum stochastic differential equation we mean the deficiency index of the related symmetric boundary-value problem.In this paper, conditions sufficient for the essential self-adjointness of the symmetric boundary-value problem are obtained. These conditions are closely related to nonexplosion conditions for the pair of master Markov equations that we canonically assign to the quantum stochastic differential equation.     

A pathwise solution for nonlinear parabolic equations with stochastic perturbations

We analyse here a semilinear stochastic partial differential equation of parabolic type where the diffusion vector fields are depending on both the unknown function and its gradient ∂ _xu with respect to the state variable, ∈ ℝⁿ. A local solution is constructed by reducing the original equation to a nonlinear parabolic one without stochastic perturbations and it is based on a finite dimensional Lie algebra generated by the given diffusion vector fields.     

Backward Error Analysis for Lie-Group Methods

Backward error analysis has proven to be very useful in stability analysis of numerical methods for ordinary differential equations. However the analysis has so far been undertaken in the Euclidean space or closed subsets thereof. In this paper we study differential equations on manifolds. We prove a backward error analysis result for intrinsic numerical methods. Especially we are interested in Lie-group methods. If the Lie algebra is nilpotent a global stability analysis can be done in the Lie algebra. In the general case we must work on the nonlinear Lie group. In order to show that there is a perturbed differential equation on the Lie group with a solution that is exponentially close to the numerical integrator after several steps, we prove a generalised version of Alekseev-Gr: obner's theorem. A major motivation for this result is that it implies many stability properties of Lie-group methods.     

Lie Symmetries of Inviscid Burgers’ Equation

The present paper solves completely the problem of the Lie group analysis of nonlinear equation u _t (x, t) + g(u)u _x (x, t) = 0, where g(u) is a smooth function of u. And apply these results on inviscid Burgers equation.     

Recovering a time‐dependent coefficient in a parabolic equation from overspecified boundary data using the pseudospectral Legendre method

The aim of this article is to discuss the problem of finding the unknown function u(x,t) and the time‐dependent coefficient a(t) in a parabolic partial differential equation. The pseudospectral Legendre method is employed to solve this problem. The results of numerical experiments are given. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

On the Euler and Jacobi differential equations for variational problems with impulse parameters

We study the differential equation −(pu′)′ + qu = f with generalized coefficients for the case in which it is realized in the form of the Euler equation or the Jacobi equation for a variational problem with impulse parameters.     

The method of lines for nonlinear parabolic differential equations with mixed derivatives

Summary By the so-called longitudinal method of lines the first boundary value problem for a parabolic differential equation is transformed into an initial value problem for a system of ordinary differential equations. In this paper, for a wide class of nonlinear parabolic differential equations the spatial derivatives occuring in the original problem are replaced by suitable differences such that monotonicity methods become applicable. A convergence theorem is proved. Special interest is devoted to the equationu _t=f(x,t,u,u _x,u _xx), if the matrix of first order derivatives off(x,t,z,p,r) with respect tor may be estimated by a suitable Minkowski matrix.     

Formal Expansion of Harish-Chandra Homomorphism

Abstract

Let 𝔤 be a complex semisimple Lie algebra with adjoint group G and let 𝔥 be a Cartan subalgebra of 𝔤. Let Â(𝔤) and Â(𝔥) denote the algebra of differential operators with formal power series coefficients on 𝔤 and 𝔥 respectively. We construct a subalgebra A _𝔤 of Â(𝔤) containing all the pull-backs of the differential operators in G attached to any element x in 𝔤. We also consider the projection P: A _𝔤 → Â _𝔥. Then, we calculate explicity the pull-back of the differential operator in G attached to an element h in 𝔥 modulo Ker P.     

Determination of a control function in three‐dimensional parabolic equations by Legendre pseudospectral method

A Legendre pseudospectral method is proposed for solving approximately an inverse problem of determining an unknown control parameter p(t) which is the coefficient of the solution u(x, y, z, t) in a diffusion equation in a three‐dimensional region. The diffusion equation is to be solved subject to suitably prescribed initial‐boundary conditions. The presence of the unknown coefficient p(t) requires an extra condition. This extra condition considered as the integral overspecification over the spacial domain. For discretizing the problem, after homogenization of the boundary conditions, we apply the Legendre pseudospectral method in a matrix based manner. As a results a system of nonlinear differential algebraic equations is generated. Then by using suitable transformation, the problem will be converted to a homogeneous time varying system of linear ordinary differential equations. Also a pseudospectral method for efficient solving of the resulted system of ordinary differential equations is proposed. The solution of this system gives the approximation to values of u and p. The matrix based structure of the present method makes it easy to implement. Numerical experiments are presented to demonstrate the accuracy and the efficiency of the proposed computational procedure. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 74‐93, 2012     

Singular Perturbation of Kolmogorov Equation in Gauss–Sobolev Space

Abstract

This article is concerned with the Kolmogorov equation associated to a stochastic partial differential equation with an additive noise depending on a small parameter ε > 0. As ε vanishes, the parabolic equation degenerates into a first-order evolution equation. In a Gauss–Sobolev space setting, we prove that, as ε ↓ 0, the solution of the Cauchy problem for the Kolmogorov equation converges in L ²(μ, H) to that of the reduced evolution equation of first-order, where μ is a reference Gaussian measure on the Hilbert space H.