On the existence and uniqueness of a generalized solution of the mixed problem for the wave equation with the second and third boundary conditions

We prove the uniqueness of a generalized solution of an initial-boundary value problem for the wave equation with boundary conditions of the third and second kind. In addition, we find a closed-form expression for the analytic solution of that problem with zero initial data. The result plays an important role in the investigation of the boundary control problem. We show how to use the obtained solution for the investigation of the boundary control problem in the case of subcritical time intervals for which the solution of the boundary control problem, if it exists at all, is unique. We obtain necessary and sufficient conditions for the existence of a unique solution in a class admitting the existence of finite energy.     

On the algorithm of the solution of the signorini problem

An algorithm is proposed for solving the Signorini problem /1/ in the formulation of a unilateral variational problem for the boundary functional in the zone of possible contact /2/. The algorithm is based on a dual formulation of Lagrange maximin problems for whose solution a decomposition approach is used in the following sense: a Ritz process in the basis functions that satisfy the linear constraint of the problem, the differential equation in the domain, is used in solving the minimum problem (with fixed Lagrange multipliers); the maximum problem is solved by the method of descent (a generalization of the Frank-Wolf method) under convexity constraints on the Lagrange multipliers. The algorithm constructed can be conisidered as a modification of the well-known algorithm to find the Udzawa-Arrow-Hurwitz saddle points /3, 4/. The convergence of the algorithm is investigated. A numerical analysis of the algorithm is performed in the example of a classical contact problem about the insertion of a stamp in an elastic half-plane under approximation of the contact boundary by isoparametric boundary elements. The comparative efficiency of the algorithm is associated with the reduction in the dimensionality of the boundary value problem being solved and the possibility of utilizing the calculation apparatus of the method of boundary elements to realize the solution.     

On the uniqueness of a solution of a two-phase free boundary problem

In this paper, we study the uniqueness problem of a two-phase elliptic free boundary problem arising from the phase transition problem subject to given boundary data. We show that in general the comparison principle between the sub- and super-solutions does not hold, and there is no uniqueness of either a viscosity solution or a minimizer of this free boundary problem by constructing counter-examples in various cases in any dimension. In one-dimension, a bifurcation phenomenon presents and the uniqueness problem has been completely analyzed. In fact, the critical case signifies the change from uniqueness to non-uniqueness of a solution of the free boundary problem. Non-uniqueness of a solution of the free boundary problem suggests different physical stationary states caused by different processes, such as melting of ice or solidification of water, even with the same prescribed boundary data. However, we prove that a uniqueness theorem is true for the initial-boundary value problem of an ε-evolutionary problem which is the smoothed two-phase parabolic free boundary problem.     

Determining the boundary of a two-dimensional region from the solution of the external initial boundary-value problem for the heat equation

We determine the boundary of a two-dimensional region using the solution of the external initial boundary-value problem for the nonhomogeneous heat equation. The initial values for the boundary determination include the right-hand side of the equation and the solution of the initial boundary-value problem given for finitely many points outside the region. The inverse problem is reduced to solving a system of two integral equations nonlinear in the function defining the sought boundary. An iterative procedure is proposed for numerical solution of the problem involving linearization of integral equations. The efficiency of the proposed procedure is investigated by a computer experiment.     

On the nonuniqueness of the solution of a mixed boundary value problem for the Laplace equation

We study the solvability of the mixed boundary value problem for the Laplace equation with three distinct boundary conditions, two of which include two directional derivatives with distinct tilt angles and the remaining one is the first boundary condition. An example of a nontrivial solution of the homogeneous problem is given, and conditions under which the problem has a unique solution are established. The solvability of the problem with a nonhomogeneous first boundary condition is studied.     

二阶非线性椭圆型方程带位移的边值问题

In this paper, we consider the boundary value problem with the shift for nonlinear uniformly elliptic equations of second order in a multiply connected domain. For this sake, we propose a modified boundary value problem for nonlinear elliptic systems of first order equations, and give a priori estimates of solutions for the modified boundary value problem. Afterwards we prove by using the Schauder fixedpoint theorem that this boundary value problem with some conditions has a solution. The result obtained is the generlization of the corresponding theorem on the Poincare boundary value problem.     

On the Global-in-Time Existence of a Generalized Solution to a Free-Boundary Problem

A problem with free (unknown) boundary for a one-dimensional diffusion-convection equation is considered. The unknown boundary is found from an additional condition on the free boundary. By the extension of the variables, the problem in an unknown domain is reduced to an initial boundary-value problem for a strictly parabolic equation with unknown coefficients in a known domain. These coefficients are found from an additional boundary condition that enables the construction of a nonlinear operator whose fixed points determine a solution of the original problem.

     

On the bending of plates with transverse shear deformation and mixed periodic boundary conditions

The method of matched asymptotic expansions is used to find a homogenized problem whose solution is an approximation to the solution of a mixed periodic boundary value problem in the theory of bending of thin elastic plates. A critical size for the fixed parts of the boundary is found such that the boundary condition of the homogenized problem is an intermediate case between that for the clamped edge plate and that for the free boundary plate.     

Analytical solution for the evolution of exit point along the sloping seepage face

This paper developed an analytical solution for the problem of exit point evolution on the seepage face in the unconfined aquifer with sloping interface. A theoretical model for the groundwater drawdown problem in a half‐infinite aquifer with a sloping boundary is built in accordance with the linearized one‐dimensional Boussinesq equation and the Neumann boundary condition at the seepage point. The homotopy analysis method is then adopted for solving this dynamic boundary problem. By constructing two continuous deformations, the original problem could be converted into a group of subproblems with the same physical essence and similar mathematical solutions. To compare this analytical solution, a numerical model based on the finite volume method is developed, which employs adaptive grids to settle the dynamic boundary condition. The comparisons show that the analytical solution agrees with the numerical model well. The results are useful for the quantification of various hydrological problems. The methodology applied in this study is referential for other dynamic boundary problems as well.     

美式期权自由边界的计算方法

美式期权的自由边界问题在金融工程文献中已经引起了广泛的关注,然而,它的数值计算方法一直是一个难点.基于差分技巧,给出了满足具有有限到期日的美式期权自由边界的两种计算方法,即,根据股票期权价格和相应的偏导数来确定自由边界条件.数值结果表明了上述两种方法下自由边界是一致性的.此外研究结果对自由边界的计算提供很好的科学依据.     

Boundary integral equations for the Helmholtz equation: The third boundary value problem

In this paper we study the application of boundary integral equation methods for the solution of the third, or Robin, boundary value problem for the exterior Helmholtz equation. In contrast to earlier work, the boundary value problem is interpreted here in a weak sense which allows data to be specified in L_∞ (?D), ?D being the boundary of the exterior domain which we assume to be Lyapunov of index 1. For this exterior boundary value problem, we employ Green's theorem to derive a pair of boundary integral equations which have a unique simultaneous solution. We then show that this solution yields a solution of the original exterior boundary value problem.     

Stability estimates for the solutions of control problems for the stationary magnetohydrodynamic equations

We study control problems for the stationary magnetohydrodynamic equations. In these problems, one has to find an unknown vector function occurring in the boundary condition for the magnetic field and the solution of the boundary value problem in question by minimizing a performance functional depending on the velocity and pressure. We derive new a priori estimates for the solutions of the original boundary value problem and the extremal problem and prove theorems on the local uniqueness and stability of solutions for specific performance functionals.     

Computational methods of solving the boundary value problems for the loaded differential and Fredholm integro‐differential equations

The article presents a new general solution to a loaded differential equation and describes its properties. Solving a linear boundary value problem for loaded differential equation is reduced to the solving a system of linear algebraic equations with respect to the arbitrary vectors of general solution introduced. The system's coefficients and right sides are computed by solving the Cauchy problems for ordinary differential equations. Algorithms of constructing a new general solution and solving a linear boundary value problem for loaded differential equation are offered. Linear boundary value problem for the Fredholm integro‐differential equation is approximated by the linear boundary value problem for loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are given. The paper proposes numerical and approximate methods of solving a linear boundary value problem for the Fredholm integro‐differential equation and examines their convergence, stability, and accuracy.     

取油管振动方程解的整体不存在性

讨论推广的海底取油管振动方程的初边值问题和初值问题解的整体不存在性,对初边值问题推广了Gmira和Guedda得到的结果,对初值问题的结果是新的.     

Scattering by Rough Surfaces: the Dirichlet Problem for the Helmholtz Equation in a Non-locally Perturbed Half-plane

We consider the Dirichlet boundary value problem for the Helmholtz equation in a non-locally perturbed half-plane, this problem arising in electromagnetic scattering by one-dimensional rough, perfectly conducting surfaces. We propose a new boundary integral equation formulation for this problem, utilizing the Green's function for an impedance half-plane in place of the standard fundamental solution. We show, at least for surfaces not differing too much from the flat boundary, that the integral equation is uniquely solvable in the space of bounded and continuous functions, and hence that, for a variety of incident fields including an incident plane wave, the boundary value problem for the scattered field has a unique solution satisfying the limiting absorption principle. Finally, a result of continuous dependence of the solution on the boundary shape is obtained.     

Inverse problem for the diffusion equation in the case of spherical symmetry

The initial boundary value problem for the diffusion equation is considered in the case of spherical symmetry and an unknown initial condition. Additional information used for determining the unknown initial condition is an external volume potential whose density is the Laplace operator applied to the solution of the initial boundary value problem. The uniqueness of the solution of the inverse problem is studied depending on the parameters entering into the boundary conditions. It is shown that the solution of the inverse problem is either unique or not unique up to a one-dimensional linear subspace.     

Numerical modelling of the plane problem of the stress state of a tube immersed in a liquid

A numerical method for solving the plane problem of determining the stress state of a tube of arbitrary section immersed in a homogeneous incompressible liquid is proposed. The change from the boundary conditions for this problem to the boundary conditions for a biharmonic stress function is carried out, which enables the algorithm for solving boundary value problems in the case of a polyharmonic function developed earlier to be used to solve the problem under consideration. It is shown that the boundary conditions for doubly-connected domains contain three unknown constants. The conditions for finding these constants in a form that is convenient for the implementation of a numerical algorithm are obtained. Tubes with sections in the form of concentric, eccentric and elliptic rings are considered as examples.     

On the global existence and uniqueness of solutions to the nonstationary boundary layer system

In this paper, we study the problem of boundary layer for nonstationary flows of viscous incompressible fluids. There are some open problems in the field of boundary layer. The method used here is mainly based on a transformation which reduces the boundary layer system to an initial-boundary value problem for a single quasilinear parabolic equation. We prove the existence of weak solutions to the modified nonstationary boundary layer system. Moreover, the stability and uniqueness of weak solutions are discussed.     

Numerical solution of the Falkner-Skan equation based on quasilinearization

We present two iterative methods for solving the Falkner-Skan equation based on the quasilinearization method. We formulate the original problem as a new free boundary value problem. The truncated boundary depending on a small parameter is an unknown free boundary and has to be determined as part of solution. Using a change of variables, the free boundary value problem is transformed to a problem defined on [0, 1]. We apply the quasilinearization method to solve the resulting nonlinear problem. Then we propose two different iterative algorithms by means of a cubic spline solver. Numerical results for various instances are compared with those reported previously in the literature. The comparisons show the accuracy, robustness and efficiency of the presented methodology.     

Convergence of the Neumann Series in BEM for the Neumann Problem of the Stokes System

A weak solution of the Neumann problem for the Stokes system in Sobolev space is studied in a bounded Lipschitz domain with connected boundary. A solution is looked for in the form of a hydrodynamical single layer potential. It leads to an integral equation on the boundary of the domain. Necessary and sufficient conditions for the solvability of the problem are given. Moreover, it is shown that we can obtain a solution of this integral equation using the successive approximation method. Then the consequences for the direct boundary integral equation method are treated. A solution of the Neumann problem for the Stokes system is the sum of the hydrodynamical single layer potential corresponding to the boundary condition and the hydrodynamical double layer potential corresponding to the trace of the velocity part of the solution. Using boundary behavior of potentials we get an integral equation on the boundary of the domain where the trace of the velocity part of the solution is unknown. It is shown that we can obtain a solution of this integral equation using the successive approximation method.