半圆域内的二维线性椭圆偏微分方程（英文）

本文研究了半圆域内的二维线性椭圆偏微分方程.利用Fokas提出的求解凸多边形区域内的线性椭圆偏微分方程的变换方法,我们改进了这个方法来研究半圆域内Laplace方程,修改Helmholtz方程和Helmholtz方程的解,并且导出了这些方程解的积分表达式,讨论了Helmholtz方程的广义Dirichlet到Neumann映射.     

二阶椭圆偏微分方程的Pinching-估计

Pinching-估计是研究解的凸性的一种重要方法,主要给出了半线性二阶椭圆偏微分方程的Pinching-估计,并将其推广到一类完全非线性二阶椭圆偏微分方程.     

一类半线性椭圆方程及其摄动方程解的确切个数和分歧结构

本文主要研究一类定义在平面单位球上的半线性椭圆偏微分方程和相应的摄动方程解的结构.这类方程广泛来源于物理、化学和数学生物学等领域.本文运用分歧理论和连续方法,得到了该类方程及其摄动方程解的确切个数,并给出相应的分歧图象.     

偏微分方程的调和分析方法简介

本文致力于阐述调和分析与现代偏微分方程研究的关系,特别是奇异积分算子、拟微分算子、Fourier限制性估计、Fourier频率分解方法在椭圆边值问题、非线性发展方程研究中的重要作用.对于偏微分方程研究的各种方法进行了比较与分析,指出了偏微分方程的调和分析方法的优点与局限性.与此同时,还给出了偏微分方程的调和分析方法这一领域的最新研究进展.     

二阶椭圆与抛物方程的偏Schauder估计

Schauder估计是偏微分方程正则性理论的主要结论之一,它在研究非线性方程解的存在唯一性中起到了非常重要的作用.关于各向异性方程的偏Schauder估计是近年来的研究热点之一,本文旨在介绍几类二阶椭圆和抛物方程的偏Schauder估计及其证明思路.本文还给出了散度型椭圆方程偏Schauder估计的一个新的证明.     

椭圆外区域上Helmholtz问题的耦合法

以椭圆外区域上Helmholtz方程为例,研究一种带有椭圆人工边界的自然边界元与有限元耦合法,给出了耦合变分问题的适定性及误差分析并给出数值例子.理论分析及数值结果表明,用方法求解椭圆外问题是十分有效的.为求解具有长条型内边界外Helmholtz问题提供了一种很好的数值方法.     

半线性椭圆微分方程的差分解法

§1.引言 用差分法解微分方程的各种问题,最终都归结为相应差分方程的求解问题。如果微分方程是线性的,则相应的差分方程是线代数方程组;在相反的情况下,差分方程一般为非线性代数或超越方程组。 对线性情形,椭圆差分方程的求解问题十分重要。因为第一、由椭圆微分方程导出     

一类随机微分方程的稳定性

本文用Rn中一类半线性椭圆方程正解结果讨论了随机微分方程的随机稳定性.     

几类二阶退缩型方程基本解的构造

引言线性偏微分方程定性研究,是偏微分方程研究的重要方向之一。根据Hadamard以及后来我国学者一再重申的“所有线性偏微分方程的问题应该并且可以用基本解解决”的思想,研究线性各类方程基本解的构造,无疑有着重要的意义。     

二阶线性微分方程的乘子可积性

在偏微分方程Riemann解法和微分方程裂变思想的启发下,引入了微分方程乘子函数(解)和乘子解法的概念,系统地讨论了二阶线性微分方程的乘子可积性.得到了二阶线性微分方程乘子可积的条件以及Riceati方程可积的充分必要条件,并分别给出了二阶线性微分方程和Riccati方程在乘子解下的通积分.     

Reconstruction of a source domain from boundary measurements

Inverse and ill-posed problems which consist of reconstructing the unknown support of a source from a single pair of exterior boundary Cauchy data are investigated. The underlying dependent variable, e.g. potential, temperature or pressure, may satisfy the Laplace, Poisson, Helmholtz or modified Helmholtz partial differential equations (PDEs). For constant coefficients, the solutions of these elliptic PDEs are sought as linear combinations of explicitly available fundamental solutions (free-space Greens functions), as in the method of fundamental solutions (MFS). Prior to this application of the MFS, the free-term inhomogeneity represented by the intensity of the source is removed by the method of particular solutions. The resulting transmission problem then recasts as that of determining the interface between composite materials. In order to ensure a unique solution, the unknown source domain is assumed to be star-shaped. This in turn enables its boundary to be parametrized by the radial coordinate, as a function of the polar or, spherical angles. The problem is nonlinear and the numerical solution which minimizes the gap between the measured and the computed data is achieved using the Matlab toolbox routine lsqnonlin which is designed to minimize a sum of squares starting from an initial guess and with no gradient required to be supplied by the user. Simple bounds on the variables can also be prescribed. Since the inverse problem is still ill-posed with respect to small errors in the data and possibly additional ill-conditioning introduced by the spectral feature of the MFS approximation, the least-squares functional which is minimized needs to be augmented with regularizing penalty terms on the MFS coefficients and on the radial function for a stable estimation of these couple of unknowns. Thorough numerical investigations are undertaken for retrieving regular and irregular shapes of the source support from both exact and noisy input data.     

The generalized Dirichlet–Neumann map for linear elliptic PDEs and its numerical implementation

A new approach for analyzing boundary value problems for linear and for integrable nonlinear PDEs was introduced in Fokas [A unified transform method for solving linear and certain nonlinear PDEs, Proc. Roy. Soc. London Ser. A 53 (1997) 1411–1443]. For linear elliptic PDEs, an important aspect of this approach is the characterization of a generalized Dirichlet to Neumann map: given the derivative of the solution along a direction of an arbitrary angle to the boundary, the derivative of the solution perpendicularly to this direction is computed without solving on the interior of the domain. This is based on the analysis of the so-called global relation, an equation which couples known and unknown components of the derivative on the boundary and which is valid for all values of a complex parameter k. A collocation-type numerical method for solving the global relation for the Laplace equation in an arbitrary bounded convex polygon was introduced in Fulton et al. [An analytical method for linear elliptic PDEs and its numerical implementation, J. Comput. Appl. Math. 167 (2004) 465–483]. Here, by choosing a different set of the “collocation points” (values for k), we present a significant improvement of the results in Fulton et al. [An analytical method for linear elliptic PDEs and its numerical implementation, J. Comput. Appl. Math. 167 (2004) 465–483]. The new collocation points lead to well-conditioned collocation methods. Their combination with sine basis functions leads to a collocation matrix whose diagonal blocks are point diagonal matrices yielding efficient implementation of iterative methods; numerical experimentation suggests quadratic convergence. The choice of Chebyshev basis functions leads to higher order convergence, which for regular polygons appear to be exponential.     

Moving boundary value problems for the wave equation

We study certain boundary value problems for the one-dimensional wave equation posed in a time-dependent domain. The approach we propose is based on a general transform method for solving boundary value problems for integrable nonlinear PDE in two variables, that has been applied extensively to the study of linear parabolic and elliptic equations. Here we analyse the wave equation as a simple illustrative example to discuss the particular features of this method in the context of linear hyperbolic PDEs, which have not been studied before in this framework.     

Lp-solvability of a full superconductive model

In this article the mean-field vortex model arising from the II-type superconductivity is investigated. The vortex model is reduced to a nonlinear hyperbolic–elliptic system of PDEs in a bounded domain. Motivated by experiments, we consider physical boundary conditions, which describe a flux of superconducting vortices through the boundary of the domain. We prove the global solvability for the system. To show the solvability result we take a vanishing “viscosity” limit in an approximated parabolic–elliptic system. Since the approximated solutions do not have a compactness property, we justify this limit transition, using a kinetic formulation of our problem. The main trick is that instead of the nonlinear system, we have to investigate a linear transport equation.     

Quasi-analytical solution of two-dimensional Helmholtz equation

The two-dimensional Helmholtz differential equation governs vibrational problems for a thin membrane and is therefore well studied. Analytical solutions are limited to particular domain shapes, so that in general numerical methods are used when an arbitrary domain is considered. In this paper, a quasi-analytical solution is proposed, suitable to be applied to an arbitrary domain shape. Concretely, the Helmholtz equation is transformed to account for a conformal map between the shape of the physical domain and the unit disk as canonical domain. This way, the transformed Helmholtz equation is solved exploiting well known analytical solutions for a circular domain and the solution in the physical domain is obtained by applying the conformal map. The quasi-analytical approach is compared to analytical solutions for the case of a circular, elliptic and squared domain.     

Discrete and continuous maximum principles for parabolic and elliptic operators

The major qualitative properties of linear parabolic and elliptic operators/PDEs are the different maximum principles (MPs). Another important property is the stabilization property (SP), which connects these two types of operators/PDEs. This means that under some assumptions the solution of the parabolic PDE tends to an equilibrium state when t→∞, which is the solution of the corresponding elliptic PDE. To solve PDEs we need to use some numerical methods, and it is a natural requirement that these qualitative properties are preserved on the discrete level. In this work we investigate this question when a two-level discrete mesh operator is used as the discrete model of the parabolic operator (which is a one-step numerical procedure for solving the parabolic PDE) and a matrix as a discrete elliptic operator (which is a linear algebraic system of equations for solving the elliptic PDE). We clarify the relation between the discrete parabolic maximum principle (DPMP), the discrete elliptic maximum principle (DEMP) and the discrete stabilization property (DSP). The main result is that the DPMP implies the DSP and the DEMP.     

Fast Fourier Transform Solvers and Preconditioners for Quadratic Spline Collocation

Quadratic Spline Collocation (QSC) methods of optimal order of convergence have been recently developed for the solution of elliptic Partial Differential Equations (PDEs). In this paper, linear solvers based on Fast Fourier Transforms (FFT)are developed for the solution of the QSC equations. The complexity of the FFT solvers is O(N ² log N), where N is the gridsize in one dimension. These direct solvers can handle PDEs with coefficients in one variable or constant, and Dirichlet, Neumann, alternating Dirichlet-Neumann or periodic boundary conditions, along at least one direction of a rectangular domain. General variable coefficient PDEs are handled by preconditioned iterative solvers. The preconditioner is the QSC matrix arising from a constant coefficient PDE. The convergence analysis of the preconditioner is presented. It is shown that, under certain conditions, the convergence rate is independent of the gridsize. The preconditioner is solved by FFT techniques, and integrated with one-step or acceleration methods, giving rise to asymptotically almost optimal linear solvers, with complexity O(N ² log N). Numerical experiments verify the effectiveness of the solvers and preconditioners, even on problems more general than the analysis assumes. The development and analysis of FFT solvers and preconditioners is extended to QSC equations corresponding to systems of elliptic PDEs.     

On the shielding effect of the Helmholtz equation

Hadamard‐type instability has been known for over a century as a cause of ill‐posedness of the Cauchy problem for elliptic PDEs. This ill‐posedness manifests itself as evanescent modes growing exponentially when propagated in the reverse direction. Since every oscillating mode of the Laplace equation is evanescent, the ill‐posedness of its Cauchy problem is solely due to Hadamard‐type instability. The presence of the propagating modes and beams for the Helmholtz equation gives rise to an entirely different type of ill‐posedness, hitherto unknown to the practice, and untreated by the theory, of inverse scattering. We will present this fundamental phenomenon of ill‐posedness for the Helmholtz equation. © 2007 Wiley Periodicals, Inc.     

Efficient numerical solution of the generalized Dirichlet-Neumann map for linear elliptic PDEs in regular polygon domains

A new and novel approach for analyzing boundary value problems for linear and for integrable nonlinear PDEs was recently introduced. For linear elliptic PDEs, an important aspect of this approach is the characterization of a generalized Dirichlet-Neumann map: given the derivative of the solution along a direction of an arbitrary angle to the boundary, the derivative of the solution perpendicularly to this direction is computed without solving on the interior of the domain. For this computation, a collocation-type numerical method has been recently developed. Here, we study the collocation’s coefficient matrix properties. We prove that, for the Laplace’s equation on regular polygon domains with the same type of boundary conditions on each side, the collocation matrix is block circulant, independently of the choice of basis functions. This leads to the deployment of the FFT for the solution of the associated collocation linear system, yielding significant computational savings. Numerical experiments are included to demonstrate the efficiency of the whole computation.     

On linear monotone iteration and Schwarz methods for nonlinear elliptic PDEs

Summary The Schwarz Alternating Method can be used to solve elliptic boundary value problems on domains which consist of two or more overlapping subdomains. The solution is approximated by an infinite sequence of functions which results from solving a sequence of elliptic boundary value problems in each subdomain. In this paper, proofs of convergence of some Schwarz Alternating Methods for nonlinear elliptic problems which are known to have solutions by the monotone method (also known as the method of subsolutions and supersolutions) are given. In particular, an additive Schwarz method for scalar as well some coupled nonlinear PDEs are shown to converge to some solution on finitely many subdomains, even when multiple solutions are possible. In the coupled system case, each subdomain PDE is linear, decoupled and can be solved concurrently with other subdomain PDEs. These results are applicable to several models in population biology. This work was in part supported by a grant from the RGC of HKSAR, China (HKUST6171/99P)