Gas-dynamic equations for spatially inhomogeneous gas mixtures with internal degrees of freedom. I. General theory

A general algorithm for building a uniform asymptotic solution of the kinetic equations for spatially inhomogeneous reactive gas mixtures is proposed. It solves the problem of irregular asymptotic solution arising in the ordinary Chapman–Enskog method, providing expressions for chemical reaction rates that agree with the mono-molecular reaction theory. We study a quasi-stationary behavior of the system, characterized by the slowly varying gas-dynamic variables which number is greater than the number of integral invariants of the collision operator. The gas-dynamic equations for reacting and relaxing gas mixtures are derived in general form. It is shown that accurate treatment of non-equilibrium processes gives rise to additional terms caused by the strong influence of small perturbations of quasi-equilibrium distribution functions on the kinetics of high-threshold physical and chemical processes. These terms are describing the influence of inelastic collisions, expansion/compression processes and spatial non-uniformity of gas-dynamic variables.     

Uniqueness and nonuniqueness of the solution to the problem of determining the source in the heat equation

An initial–boundary value problem for the two-dimensional heat equation with a source is considered. The source is the sum of two unknown functions of spatial variables multiplied by exponentially decaying functions of time. The inverse problem is stated of determining two unknown functions of spatial variables from additional information on the solution of the initial–boundary value problem, which is a function of time and one of the spatial variables. It is shown that, in the general case, this inverse problem has an infinite set of solutions. It is proved that the solution of the inverse problem is unique in the class of sufficiently smooth compactly supported functions such that the supports of the unknown functions do not intersect. This result is extended to the case of a source involving an arbitrary finite number of unknown functions of spatial variables multiplied by exponentially decaying functions of time.     

A multipoint problem for hyperbolic equations in the class of functions that are almost-periodic with respect to the spatial variables

We consider the analog of a multipoint problem on the time variable for a hyperbolic equation with constant coefficients and an arbitrary number of spatial variables. The solution of the problem is sought in the class of functions that are almost-periodic on the spatial variables, whose spectrum has a point of accumulation at infinity. The existence of a solution of the problem is connected with the problem of small denominators. The central point of the article is occupied by a theorem on a lower estimate of the small denominators that arise in constructing a solution of the problem.Translated fromMatematicheskie Metody i Fiziko-Mekhanicheskie Polya, Issue 35, 1992, pp. 210–215.     

First integrals of the equations ofnon-linear wave dynamics

In algorithm for binding the first integrals of fourth-order non-linear differential equations, encountered when describing non-linearwave processes, is process, is proposed. The use of the method is illustrated by a number of examples. The first integrals obtained are employed to construct a solution of the generalized fifth-order Korteweg-de Vries equation in travelling-wave variables, which is expressed in terms of hyperelliptic integrals.     

Solving multivariable mathematical models by the quadrature and cubature methods

The utilization and generalization of quadrature and cubature approximations for numerical solution of mathematical models of multivariable transport processes involving integral, differential, and integro-differential operators, and for numerical interpolation and extrapolation, are presented. The methodology for determination of the quadrature and cubature weights for composite operators is developed to accommodate for general functional representations. Application of these methods is demonstrated by solving two-dimensional steady-state and one-dimensional transient-state problems. The solutions are compared with exact-analytical solutions to evaluate the performance of these methods. It is demonstrated that the quadrature and cubature approximations are simple and universal; i.e., the same formula is applicable irrespective of the order of accuracy of the numerical approximation, the type of linear operator, and the number of temporal and/or spatial variables. Since the quadrature and cubature methods can produce solutions with sufficient accuracy even when using fewer discrete points, both the programming task and computational effort are reduced considerably. Therefore, the quadrature and cubature methods appear to be very practical in solving the mathematical models of a variety of transport processes. © 1994 John Wiley & Sons, Inc.     

Global solvability of the Cauchy-Dirichlet problem for nondiagonal parabolic systems with variational structure in the case of two spatial variables

The Cauchy-Dirichlet problem for quasilinear parabolic systems of second-order equations is considered in the case of two spatial variables. Under the condition that the corresponding elliptic operator has variational structure, the global in time solvability is established. The solution is smooth almost everywhere and the number of singular points is finite. Sufficient conditions that guarantee the absence of singular points are given. Bibliography: 23 titles. Translated fromProblemy Matematicheskogo Analiza No. 16, 1997, pp. 3–40.     

Numerical solution method for the inverse problem of the modified fitzhugh–nagumo model

The article considers a modified FitzHugh–Nagumo model that may be applied to model processes associated with myocardial infarct analysis. The inverse problem for this model involves finding the coefficient of a system of partial differential equations dependent on the spatial variables and the solution from supplementary observations of the solution on the boundary. This inverse problem may be interpreted as determining the shape and the location of the region of the heart damaged by myocardial infarct. A numerical method is proposed for the solution of the inverse problem and some computer experiments illustrating its implementation are reported.     

On the high smoothness of the solution of an abstract hyperbolic-parabolic system like systems of thermoelasticity equations

We study the Cauchy problem for a hyperbolic-parabolic system of abstract differential equations in a Hilbert space, which generalizes a number of linear coupled thermoelasticity problems. We establish results on the high smoothness of the solution with respect to time as well as with respect to the spatial variables under appropriate smoothness conditions on the right-hand side and data coordination conditions.     

Local and global estimates of the solutions of the Cauchy problem for quasilinear parabolic equations with a nonlinear operator of Baouendi-Grushin type

In this paper, the qualitative properties of the solutions of the Cauchy problem for degenerate parabolic equations with a nonlinear operator of Baouendi-Grushin type are studied. Sharp local and global (with respect to the spatial and temporal variables) estimates of the solution are obtained. The property of the finiteness of the support of the solution is established.     

Explicit-implicit difference scheme for the joint solution of the radiative transfer and energy equations by the splitting method

High-order accurate explicit and implicit conservative predictor-corrector schemes are presented for the radiative transfer and energy equations in the multigroup kinetic approximation solved together by applying the splitting method with respect to physical processes and spatial variables. The original system of integrodifferential equations is split into two subsystems: one of partial differential equations without sources and one of ordinary differential equations (ODE) with sources. The general solution of the ODE system and the energy equation is written in quadratures based on total energy conservation in a cell. A feature of the schemes is that a new approximation is used for the numerical fluxes through the cell interfaces. The fluxes are found along characteristics with the interaction between radiation and matter taken into account. For smooth solutions, the schemes approximating the transfer equations on spatially uniform grids are second-order accurate in time and space. As an example, numerical results for Fleck’s test problems are presented that confirm the increased accuracy and efficiency of the method.     

Computing Bounds on the Expected Maximum of Correlated Normal Variables

We compute upper and lower bounds on the expected maximum of correlated normal variables (up to a few hundred in number) with arbitrary means, variances, and correlations. Two types of bounding processes are used: perfectly dependent normal variables, and independent normal variables, both with arbitrary mean values. The expected maximum for the perfectly dependent variables can be evaluated in closed form; for the independent variables, a single numerical integration is required. Higher moments are also available. We use mathematical programming to find parameters for the processes, so they will give bounds on the expected maximum, rather than approximations of unknown accuracy. Our original application is to the maximum number of people on-line simultaneously during the day in an infinite-server queue with a time-varying arrival rate. The upper and lower bounds are tighter than previous bounds, and in many of our examples are within 5% or 10% of each other. We also demonstrate the bounds’ performance on some PERT models, AR/MA time series, Brownian motion, and product-form correlation matrices.     

Limit theory for the empirical extremogram of random fields

Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions to ensure asymptotic normality of the empirical extremogram centred by a pre-asymptotic version. The proof relies on a CLT for exceedance variables. For max-stable processes with Fréchet margins we provide conditions such that the empirical extremogram centred by its true version is asymptotically normal. The results of this paper apply to a variety of spatial and space–time processes, and to time series models. We apply our results to max-moving average processes and Brown–Resnick processes.     

Numerical properties of high order discrete velocity solutions to the BGK kinetic equation

A high order numerical method for the solution of model kinetic equations is proposed. The new method employs discontinuous Galerkin (DG) discretizations in the spatial and velocity variables and Runge-Kutta discretizations in the temporal variable. The method is implemented for the one-dimensional Bhatnagar-Gross-Krook equation. Convergence of the numerical solution and accuracy of the evaluation of macroparameters are studied for different orders of velocity discretization. Synthetic model problems are proposed and implemented to test accuracy of discretizations in the free molecular regime. The method is applied to the solution of the normal shock wave problem and the one-dimensional heat transfer problem.     

Burgers and Black–Merton–Scholes equations with real time variable and complex spatial variable

The purpose of this article is to study the Burgers and Black–Merton–Scholes equations with real time variable and complex spatial variable. The complexification of the spatial variable in these equations is made by two different methods which produce different equations: first, one complexifies the spatial variable in the corresponding (real) solution by replacing the usual sum of variables (translation) by an exponential product (rotation) and secondly, one complexifies the spatial variable in the corresponding evolution equation and then one searches for analytic and non-analytic solutions. By both methods, new kinds of evolution equations (or systems of equations) in two dimensional spatial variables are generated and their solutions are constructed.     

On the asymptotics of the solution to a singularly perturbed hyperbolic system of equations with several spatial variables in the critical case

A complete asymptotic expansion of the solution to an initial value problem for a singularly perturbed hyperbolic system of equations in several spatial variables is constructed and justified. A specific feature of the problem is that its solution has a spike zone in a neighborhood of which the asymptotics is described by a parabolic equation.     

Convergence of a Projection-Difference Method for the Approximate Solution of a Parabolic Equation with a Weighted Integral Condition on the Solution

In a Hilbert space, we consider an abstract linear parabolic equation defined on an interval with a nonlocal weighted integral condition imposed on the solution. This problem is solved approximately by a projection-difference method with the use of the implicit Euler method in the time variable. The approximation to the problem in the spatial variables is developed with the finite element method in mind. An estimate of the approximate solution is obtained, the convergence of the approximate solutions to the exact solution is proved, and the error estimates, as well as the orders of the rate of convergence, are established.     

Reducing the number of variables in Integer and Linear Programming Problems

Computational difficulties in solving the Integer Programming Problems (IPP) are caused to a considerable degree by the number of variables. If the number of variables is small, then even NP-complete problems usually can be solved with a reasonable expenditure of effort.A procedure is developed for the analysis of large scale IPP with the aim of reducing the number of variables prior to starting the solution method. The procedure is based on comparing pairs of columns of the constraint matrix of the IPP. If a pair of columns thus compared meets certain conditions, then the IPP has an optimal solution, in which a variable corresponding to one of the columns in the pair is equal to zero. Corresponding theorems for Knapsack and Multidimensional Knapsack problems and for general IPP are presented. The procedure is extended to Linear and Mixed Integer Programming Problems. The presented results of computational experiments illustrate the efficiency of the developed procedure.     

Regularization of the Solution of the Cauchy Problem: The Quasi-Reversibility Method

Some regularization algorithm is proposed related to the problem of continuation of the wave field from the planar boundary into the half-plane. We consider a hyperbolic equation whose main part coincideswith the wave operator, whereas the lowest term contains a coefficient depending on the two spatial variables. The regularization algorithm is based on the quasi-reversibility method proposed by Lattes and Lions. We consider the solution of an auxiliary regularizing equation with a small parameter; the existence, the uniqueness, and the stability of the solution in the Cauchy data are proved. The convergence is substantiated of this solution to the exact solution as the small parameter vanishes. A solution of an auxiliary problem is constructed with the Cauchy data having some error. It is proved that, for a suitable choice of a small parameter, the approximate solution converges to the exact solution.     

Evolution systems with constraints in the form of zero-divergence conditions

We study evolution systems of partial differential equations in the presence of consistent constraints having the form of a system of continuity equations. We show that in addition to possible conservation laws of the standard degree equal to the number of spatial variables, each such system has conservation laws whose degree is one less than this number. We begin by completely describing the conservation laws and symmetries of the system of continuity equations. As an example, we calculate the second-degree conservation laws for the classical system of Maxwell’s equations (the number of spatial variables is three here).     

An alternative explicit expression of the kernel of the one dimensional heat equation with Dirichlet conditions

This paper is devoted to the study of the one dimensional non homogeneous heat equation coupled to Dirichlet Boundary Conditions.We obtain the explicit expression of the solution of the linear equation by means of a direct integral in an unbounded domain. The main novelty of this expression relies in the fact that the solution is not given as a series of infinity terms. On our expression the solution is given as a sum of two integrals with a finite number of terms on the kernel.The main novelty is that, on the contrary to the classical method, where the solutions are derived by a direct application of the separation of variables method, on the basis of the spectral theory and the Fourier Series expansion, the solution is obtained by means of the application of the Laplace Transform with respect to the time variable. As a consequence, for any $t\ge 0$ fixed, we must solve an Ordinary Differential Equation on the spatial variable, coupled to Dirichlet Boundary conditions. The solution of such a problem is given by the construction of the related Green’s function.