Oscillation of solutions of impulsive vector hyperbolic differential equations with delays

In this article, we investigate a class of impulsive vector hyperbolic differential equation with delays. Several sufficient conditions are established for H-oscillation of solutions of such systems subject to the Neumann boundary condition by employing certain second-order impulsive differential inequality, where H is a unit vector in ? ^M . The main results are illustrated by two examples.     

Hardy Spaces of Differential Forms on Riemannian Manifolds

Let M be a complete connected Riemannian manifold. Assuming that the Riemannian measure is doubling, we define Hardy spaces H ^p of differential forms on M and give various characterizations of them, including an atomic decomposition. As a consequence, we derive the H ^p -boundedness for Riesz transforms on M, generalizing previously known results. Further applications, in particular to H ^∞ functional calculus and Hodge decomposition, are given.      

The cauchy problem of a degenerate parabolic equation

This note is concerned with the existence of a weak solution for a degenerate Cauchy problem of parabolic type in then-dimensional spaceR ⁿ. The degenerate property is in the sense that the matrix (a _ij(t,x)) involved in the differential operator is not necessarily positive definite. The essential idea is the construction of a suitable function spaceH and to prove the existence of a weak solution inH.     

Extension Problem and Harnack's Inequality for Some Fractional Operators

The fractional Laplacian can be obtained as a Dirichlet-to-Neumann map via an extension problem to the upper half space. In this paper we prove the same type of characterization for the fractional powers of second order partial differential operators in some class. We also get a Poisson formula and a system of Cauchy–Riemann equations for the extension. The method is applied to the fractional harmonic oscillator H ^σ = (? Δ + |x|²)^σ to deduce a Harnack's inequality. A pointwise formula for H ^σ f(x) and some maximum and comparison principles are derived.     

Onsager-Machlup functional for the fractional Brownian motion

 Let X be the solution of the stochastic differential equation where B ^H is a fractional Brownian motion with Hurst parameter H. In this paper we compute the Onsager-Machlup functional of X for the supremum norm and H?lder norms of order β with in the case and for H?lder norms of order β with when . Received: 16 July 2001 / Revised version: 12 March 2002 / Published online: 10 September 2002     

Solvability of inhomogeneous boundary-value problems for fourth-order differential equations

We consider a Cauchy-type boundary-value problem, a problem with three boundary conditions, and the Dirichlet problem for a general typeless fourth-order differential equation with constant complex coefficients and nonzero right-hand side in a bounded domain Ω ⊂ R ² with smooth boundary. By the method of the Green formula, the theory of extensions of differential operators, and the theory of L-traces (i.e., traces associated with the differential operation L), we establish necessary and sufficient (for elliptic operators) conditions of the solvability of each of these problems in the space H ^m (Ω), m ≥ 4.     

Explicit polynomial preserving trace liftings on a triangle

We give an explicit formula for a right inverse of the trace operator from the Sobolev space H¹(T) on a triangle T to the trace space H^1/2(?T) on the boundary. The lifting preserves polynomials in the sense that if the boundary data are piecewise polynomial of degree N, then the lifting is a polynomial of total degree at most N and the lifting is shown to be uniformly stable independently of the polynomial order. Moreover, the same operator is shown to provide a uniformly stable lifting from L₂(?T) to H^1/2(T). Finally, the lifting is used to construct a uniformly bounded right inverse for the normal trace operator from the space H (div; T) to H^–1/2(?T) which also preserves polynomials. Applications to the analysis of high order numerical methods for partial differential equations are indicated (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the constructibility of a negatively curved complete surface of constant mean curvature in H<Superscript>3</Superscript> determined by a prescribed Hopf differential

The role that a prescribed holomorphic Hopf (Quadratic) differential A(z) dz dz plays in the construction of a negatively curved immersed simply connected complete surface ∑₀ of prescribed constant mean curvature c ∈ (−1, 1)in the hyperbolic 3-Space H ³ is investigated in this work. When a holomorphic function A(z), which is the coefficient function of the Hopf differential, is prescribed on a unit disk |z| < 1,it is shown that the unit disk |z| < 1can be immersed in the hyperbolic 3-Space H ³ as a negatively curved complete surface of constant mean curvature c ∈ (−1, 1),provided that |A(z)| satisfies a certain growth condition. Moreover, it is shown that the unit disk |z| < 1can be uniquely embedded in H ³ when the holomorphic function A(z) has a certain admissible structure.     

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.     

Non variational basic elliptic systems of second order

Denoting byu a vector in R ^N defined on a bounded open set Ω ⊂ R ⁿ , we setH(u)={Dij u} and consider a basic differential operator of second ordera(H(u)) wherea(ξ) is a vector in R ^N , which is elliptic in the sense that it satisfies the condition (A). After a rapid comparison between this condition (A) and the classical definition of ellipticity, we shall prove that, if seu∈H ² (Ω) is a solution of the elliptic systema(H(u))=0 in Ω thenH(u)∈H _loc ^{2, q} for someq>2. We then deduce from this the so called fundamental internal estimates for the matrixH(u) and for the vectorsDu andu. We shall then present a first risult on h?lder regularity for the solutions of the system withf h?lder continuous in Ω, and a partial h?lder continuity risult for solutionsu∈H ² (Ω) of a differential systema (x, u, Du, H (u))=b(x, u, Du)     

Superconvergence analysis of a linearized three‐step backward differential formula finite element method for nonlinear Sobolev equation

A linearized three‐step backward differential formula (BDF) Galerkin finite element method (FEM) is developed for nonlinear Sobolev equation with bilinear element. Temporal error and spatial error are discussed through introducing a time‐discrete system. Solutions of the time‐discrete system are bounded in H²‐norm by the temporal error. Superconvergence results of order O(h² + τ³) in H¹‐norm for the original variable are deduced based on the spatial error. Some new tricks are utilized to get higher order of the temporal error and the spatial error. At last, two numerical examples are provided to support the theoretical analysis. Here, h is the subdivision parameter, and τ is the time step.     

Existence of solutions for some non‐Fredholm integro‐differential equations with the bi‐Laplacian

We prove the existence of solutions for some semilinear elliptic equations in the appropriate H⁴ spaces using the fixed‐point technique where the elliptic equation contains fourth‐order differential operators with and without Fredholm property, generalizing the previous results.     

Finite energy solutions of self‐adjoint elliptic mixed boundary value problems

This paper describes existence, uniqueness and special eigenfunction representations of H¹‐solutions of second order, self‐adjoint, elliptic equations with both interior and boundary source terms. The equations are posed on bounded regions with Dirichlet conditions on part of the boundary and Neumann conditions on the complement. The system is decomposed into separate problems defined on orthogonal subspaces of H¹(Ω). One problem involves the equation with the interior source term and the Neumann data. The other problem just involves the homogeneous equation with Dirichlet data. Spectral representations of the solution operators for each of these problems are found. The solutions are described using bases that are, respectively, eigenfunctions of the differential operator with mixed null boundary conditions, and certain mixed Steklov eigenfunctions. These series converge strongly in H¹(Ω). Necessary and sufficient conditions for the Dirichlet part of the boundary data to have a finite energy extension are described. The solutions for a problem that models a cylindrical capacitor is found explicitly. Copyright © 2009 John Wiley & Sons, Ltd.     

On Interacting Systems of Hilbert-Space-Valued Diffusions

A nonlinear Hilbert-space-valued stochastic differential equation where L ^-1 (L being the generator of the evolution semigroup) is not nuclear is investigated in this paper. Under the assumption of nuclearity of L ^-1 , the existence of a unique solution lying in the Hilbert space H has been shown by Dawson in an early paper. When L ^-1 is not nuclear, a solution in most cases lies not in H but in a larger Hilbert, Banach, or nuclear space. Part of the motivation of this paper is to prove under suitable conditions that a unique strong solution can still be found to lie in the space H itself. Uniqueness of the weak solution is proved without moment assumptions on the initial random variable. A second problem considered is the asymptotic behavior of the sequence of empirical measures determined by the solutions of an interacting system of H -valued diffusions. It is shown that the sequence converges in probability to the unique solution Λ ₀ of the martingale problem posed by the corresponding McKean—Vlasov equation. Accepted 4 April 1996     

On a backward problem for fractional diffusion equation with Riemann-Liouville derivative

In the present paper, we study the initial inverse problem (backward problem) for a two-dimensional fractional differential equation with Riemann-Liouville derivative. Our model is considered in the random noise of the given data. We show that our problem is not well-posed in the sense of Hadamard. A truncated method is used to construct an approximate function for the solution (called the regularized solution). Furthermore, the error estimate of the regularized solution in L² and H^τ norms is considered and illustrated by numerical example.     

Two grid finite element discretization method for semi‐linear hyperbolic integro‐differential equations

In this paper, we will investigate a two grid finite element discretization method for the semi‐linear hyperbolic integro‐differential equations by piecewise continuous finite element method. In order to deal with the semi‐linearity of the model, we use the two grid technique and derive that once the coarse and fine mesh sizes H, h satisfy the relation h = H² for the two‐step two grid discretization method, the two grid method achieves the same convergence accuracy as the ordinary finite element method. Both theoretical analysis and numerical experiments are given to verify the results.     

An alternating direction implicit method for orthogonal spline collocation linear systems

Summary An Alternating Direction Implicit method is analyzed for the solution of linear systems arising in high-order, tensor-product orthogonal spline collocation applied to some separable, second order, linear, elliptic partial differential equations in rectangles. On anNxN partition, with Jordan's selection of the acceleration parameters, the method requiresO(N ² ln ² N) arithmetic operations to produce an approximation whose accuracy, in theH ¹-norm, is that of the collocation solution.     

Microlocal properties of scattering matrices

We consider the scattering theory for a pair of operators H₀ and H = H₀ + V on L²(M, m), where M is a Riemannian manifold, H₀ is a multiplication operator on M, and V is a pseudodifferential operator of order ? μ, μ > 1. We show that a time-dependent scattering theory can be constructed, and the scattering matrix is a pseudodifferential operator on each energy surface. Moreover, the principal symbol of the scattering matrix is given by a Born approximation type function. The main motivation of the study comes from applications to discrete Schrödigner operators, and it also applies to various differential operators with constant coefficients and short-range perturbations on Euclidean spaces.     

An h–p version of the Chebyshev spectral collocation method for nonlinear delay differential equations

We develop and analyze a spectral collocation method based on the Chebyshev–Gauss–Lobatto points for nonlinear delay differential equations with vanishing delays. We derive an a priori error estimate in the H¹‐norm that is completely explicit with respect to the local time steps and the local polynomial degrees. Several numerical examples are provided to illustrate the theoretical results.     

Long time stability and convergence for fully discrete nonlinear galerkin methods

The aim of this paper is to analyze the fully discrete nonlinear Galerkin methods, which are well suited to the long time integration of dissipative partial differential equations.

With the help of several time discrete Gronwall lemmas, we are able to prove L ^∞(IR⁺,H ^α ) (α=0,1) stabilities of the fully discrete nonlinear Galerkin methods under a less restrictive time step constraint than that of the classical Galerkin methods.