On small solutions of nonlinear equations with vector parameter in sectorial neighborhoods

We consider the nonlinear operator equation B(λ)x + R(x, λ) = 0 with parameter λ, which is an element of a linear normed space Λ. The linear operator B(λ) has no bounded inverse for λ = 0. The range of the operator B(0) can be nonclosed. The nonlinear operator R(x, λ) is continuous in a neighborhood of zero and R(0, 0) = 0. We obtain sufficient conditions for the existence of a continuous solution x(λ) → 0 as λ → 0 with maximal order of smallness in an open set S of the space Λ. The zero of the space Λ belongs to the boundary of the set S. The solutions are constructed by the method of successive approximations.     

Approximate Optimal Control and Stability of Nonlinear Finite- and Infinite-Dimensional Systems

We consider first nonlinear systems of the formx=A(x)x+B(x)u together with a standard quadratic cost functional and replace the system by a sequence of time-varying approximations for which the optimal control problem can be solved explicitly. We then show that the sequence converges. Although it may not converge to a global optimal control of the nonlinear system, we also consider a similar approximation sequence for the equation given by the necessary conditions of the maximum principle and we shall see that the first method gives solutions very close to the optimal solution in many cases. We shall also extend the results to parabolic PDEs which can be written in the above form on some Hilbert space.     

Solutions of 2nd-order linear differential equations subject to Dirichlet boundary conditions in a Bernstein polynomial basis

An algorithm for approximating solutions to 2nd-order linear differential equations with polynomial coefficients in B-polynomials (Bernstein polynomial basis) subject to Dirichlet conditions is introduced. The algorithm expands the desired solution in terms of B-polynomials over a closed interval [0, 1] and then makes use of the orthonormal relation of B-polynomials with its dual basis to determine the expansion coefficients to construct a solution. Matrix formulation is used throughout the entire procedure. However, accuracy and efficiency are dependent on the size of the set of B-polynomials, and the procedure is much simpler compared to orthogonal polynomials for solving differential equations. The current procedure is implemented to solve five linear equations and one first-order nonlinear equation, and excellent agreement is found between the exact and approximate solutions. In addition, the algorithm improves the accuracy and efficiency of the traditional methods for solving differential equations that rely on much more complicated numerical techniques. This procedure has great potential to be implemented in more complex systems where there are no exact solutions available except approximations.     

Construction of Approximate Entropy Measure-Valued Solutions for Hyperbolic Systems of Conservation Laws

Entropy solutions have been widely accepted as the suitable solution framework for systems of conservation laws in several space dimensions. However, recent results in De Lellis and Székelyhidi Jr (Ann Math 170(3):1417–1436, 2009) and Chiodaroli et al. (2013) have demonstrated that entropy solutions may not be unique. In this paper, we present numerical evidence that state-of-the-art numerical schemes need not converge to an entropy solution of systems of conservation laws as the mesh is refined. Combining these two facts, we argue that entropy solutions may not be suitable as a solution framework for systems of conservation laws, particularly in several space dimensions. We advocate entropy measure-valued solutions, first proposed by DiPerna, as the appropriate solution paradigm for systems of conservation laws. To this end, we present a detailed numerical procedure which constructs stable approximations to entropy measure-valued solutions, and provide sufficient conditions that guarantee that these approximations converge to an entropy measure-valued solution as the mesh is refined, thus providing a viable numerical framework for systems of conservation laws in several space dimensions. A large number of numerical experiments that illustrate the proposed paradigm are presented and are utilized to examine several interesting properties of the computed entropy measure-valued solutions.     

On the best approximations and rate of convergence of decompositions in the root vectors of an operator

We establish upper bounds of the best approximations of elements of a Banach space B by the root vectors of an operator A that acts in B. The corresponding estimates of the best approximations are expressed in terms of a K-functional associated with the operator A. For the operator of differentiation with periodic boundary conditions, these estimates coincide with the classical Jackson inequalities for the best approximations of functions by trigonometric polynomials. In terms of K-functionals, we also prove the abstract Dini-Lipschitz criterion of convergence of partial sums of the decomposition of f from B in the root vectors of the operator A to f     

Exact solution to a Lindley-type equation on a bounded support

We derive the limiting waiting-time distribution F_W of a model described by the Lindley-type equation W=max{0,B-A-W}, where B has a polynomial distribution. This exact solution is applied to derive approximations of F_W when B is generally distributed on a finite support. We provide error bounds for these approximations.     

Behavior of solutions leaving the neighborhood of a saddle point for a nonlinear evolution equation

We consider a nonlinear evolution equation on a Banach space X for which the origin is an equilibrium point having a saddle point structure. We give a condition guaranteeing that, for a certain neighborhood B₀ of the origin and for any initial point belonging to B₀ but not to the stable manifold, the corresponding solution not only leaves B₀ but, after a certain time $\text{t1}$, never returns.     

A nonlinear parabolic-Sobolev equation

Let M and L be (nonlinear) operators in a reflexive Banach space B for which Rg(M + L) = B and $\text{¦(Mx ? My) + α(Lx ? Ly)¦ ? | mx ? My |}$ for all α > 0 and pairs x, y in D(M) ∩ D(L). Then there is a unique solution of the Cauchy problem (Mu(t))′ + Lu(t) = 0, Mu(0) = v₀. When M and L are realizations of elliptic partial differential operators in space variables, this gives existence and uniqueness of generalized solutions of boundary value problems for nonlinear partial differential equations of mixed parabolic-Sobolev type.     

The inverse Penrose transform of a solution to the Maxwell-Dirac-Weyl field equations

An explicit family of solutions to the nonlinear coupled Maxwell-Dirac-Weyl equations in Minkowski space is presented. The abstract results of Henkin and Manin (Phys. Lett. B, 95 (1980), 405–408) show that these solutions are equivalent by the Penrose transform to a coupled system of cohomology classes and a complex line bundle on ambitwistor space, the space of null lines in Minkowski space. The explicit inverse Penrose transform of this family of solutions is computed giving explicit expressions for the line bundle (transform of the vector potential), the obstruction to extension (transform of the charge), and the two cohomology classes (transform of the Dirac-Weyl coupled spinor fields).     

Existence and quasilinearization in Banach spaces

We establish some existence results for the nonlinear problem Au=f in a reflexive Banach space V, without and with upper and lower solutions. We then consider the application of the quasilinearization method to the above mentioned problem. Under fairly general assumptions on the nonlinear operator A and the Banach space V, we show that this problem has a solution that can be obtained as the strong limit of two quadratically convergent monotone sequences of solutions of certain related linear equations.     

Some local approximation properties of simple point processes

For simple point processes ξ on a Borel space S, we prove some approximations involving conditional distributions, given that ξ hits a small set B. Beginning with general versions of some classical limit theorems, going back to the pioneering work of Palm and Khinchin, we proceed to prove that, under suitable regularity conditions, the contributions to B and B ^c are asymptotically conditionally independent. We further derive approximations in total variation of reduced Palm distributions and show that, when ξ hits some small sets B ₁,..., B _n , the corresponding restrictions are asymptotically independent. Next we give general versions of the asymptotic relations P{ξ B > 0} ~ Eξ B and prove some ratio limit theorems for conditional expectations E[η | ξ B > 0], valid even when Eξ is not σ-finite and the Palm distributions may fail to exist.     

A new fourth-order cubic spline method for second-order nonlinear two-point boundary-value problems

Bickley [5] had suggested the use of cubic splines for the solution of general linear two-point boundary-value problems. It is well known since then that this method gives only order h² uniformly convergent approximations. But cubic spline interpolation itself is a fourth-order process. We present a new fourth-order cubic spline method for second-order nonlinear two-point boundary-value problems: y″ = f(x, y, y′), a < x < b, α₀y(a) − α₀y′(a) = A, β₀y(b) + β₁y′(b) = B. We generate the solution at the nodal points by a fourth-order method and then use ‘conditions of continuity’ to obtain smoothed approximations for the second derivatives of the solution needed for the construction of the cubic spline solution. We show that our method provides order h⁴ uniformly convergent approximations over [a, b]. The fourth order of the presented method is demonstrated computationally by two examples.     

Stability and the nonexistence of blowing-up solutions of nonlinear delay systems with linear parts defined by permutable matrices

Sufficient conditions for the exponential stability of the trivial solution of nonlinear differential equations with delay and with linear parts of the form Ax(t)+Bx(t−τ),τ>0, where AB=BA, are proved. A result on the nonexistence of blowing-up solutions is also proved.     

On the symmetric solutions of a linear matrix equation

A formula for the partitioned minimum-norm reflexive generalized inverse is applied to find the general symmetric solution X to the matrix equation AX=B. Also the dimension of the space of symmetric solutions is established.     

Polynomial approximation of nonlinear differential systems with prefixed accuracy

This paper presents a method for constructing polynomial approximations of the solutions of nonlinear initial value systems of differential equations. Given an a priori chosen accuracy, the degree of the vector polynomial can be adapted so that the approximate solution has the required precision. The method is based on the AI-method of Dzyadyk developed for the scalar case, and the computational cost is shown to be competitive with other methods.     

Nonlinear instability for nonhomogeneous incompressible viscous fluids

We investigate the nonlinear instability of a smooth steady density profile solution to the three-dimensional nonhomogeneous incompressible Navier-Stokes equations in the presence of a uniform gravitational field, including a Rayleigh-Taylor steady-state solution with heavier density with increasing height (referred to the Rayleigh-Taylor instability). We first analyze the equations obtained from linearization around the steady density profile solution. Then we construct solutions to the linearized problem that grow in time in the Sobolev space H ^k , thus leading to a global instability result for the linearized problem. With the help of the constructed unstable solutions and an existence theorem of classical solutions to the original nonlinear equations, we can then demonstrate the instability of the nonlinear problem in some sense. Our analysis shows that the third component of the velocity already induces the instability, which is different from the previous known results.     

Eigenfunction methods and nonlinear hyperbolic boundary value problems at resonance

The abstract boundary value problem Lu + Gu = f, u ϵ dom(L) ⊂ H, is considered. Here H is used to denote a real separable Hilbert space, L a closed symmetric linear operator, and G a nonlinear operator assumed to be Lipschitz continuous and strongly monotone. In addition L is assumed to have a complete set of eigenfunctions in H, and is allowed to have an infinite dimensional null space. The existence of unique solutions, depending continuously on f, is established by a constructive approach. Galerkin approximations are considered and error estimates are given. As an application of the main result, the existence of time periodic weak solutions of the n-dimensional wave equation is shown.     

Regularization methods for optimization problems with probabilistic constraints

We analyze nonlinear stochastic optimization problems with probabilistic constraints on nonlinear inequalities with random right hand sides. We develop two numerical methods with regularization for their numerical solution. The methods are based on first order optimality conditions and successive inner approximations of the feasible set by progressive generation of p-efficient points. The algorithms yield an optimal solution for problems involving α-concave probability distributions. For arbitrary distributions, the algorithms solve the convex hull problem and provide upper and lower bounds for the optimal value and nearly optimal solutions. The methods are compared numerically to two cutting plane methods.     

A collocation method for solving a class of singular nonlinear two-point boundary value problems

In this paper, an iterative algorithm for solving singular nonlinear two-point boundary value problems is formulated. This method is basically a collocation method for nonlinear second-order two-point boundary value problems with singularities at either one or both of the boundary points. It is proved that the iterative algorithm converges to a smooth approximate solution of the BVP provided the boundary value problem is well posed and the algorithm is applied appropriately. Error estimates for uniform partitions are also investigated. It has been shown that, for sufficiently smooth solutions, the method produces order h⁴ approximations. Numerical examples are provided to show the effectiveness of the algorithm.     

On the stability of iterative approximations to fixed points of nonexpansive mappings

We study iterative retraction approximations to fixed points of the nonexpansive self-mapping given on the closed convex set G in a Banach space B. The conditions which guarantee weak and strong convergence and stability of these approximations with respect to perturbations of both operator A and constraint set G are considered. The results of this paper are new even in a Hilbert space for the iterative projection approximations.