Linear one-dimensional integrodifferential problems

Linear one-dimensional integrodifferentiat equations of second order with constant limits of integration are considered. Methods are developed for transforming these equations into equivalent Fredholm integral equations of second order. Thus we show that in order to correctly pose problems for this class of equations it is necessary to prescribe a number of linearly independent side conditions (initial, boundary, etc.) equal to the total order of the free differential expression. Theorems are formulated for the existence of solutions and the uniqueness of the solution to correctly posed problems. These problems are also briefly examined for other classes of integrodiffential equations (weighted equations, certain classes of nonlinear equation, etc.) Translated fromVychislitel'naya i Prikladnaya Matematika, No. 69, pp. 8–16, 1989.     

Boundary Value Problems for Degenerate Hyperbolic Systems of First Order Equations

In this paper we discuss some boundary value problems for degenerate hyperbolic complex equations of first order in a simply connected domain, in which the boundary value problems include the Riemann-Hilbert problem and the Cauchy problem. We first give the representation of solutions of the boundary value problems for the equations, and then prove the uniqueness and existence of solutions for the problems. In [A.V. Bitsadze (1988). Some Classes of Partial Differential Equations . Gordon and Breach, New York; A.V. Bitsadze and A.N. Nakhushev (1972). Theory of degenerating hyperbolic equations. Dokl. Akad. Nauk, SSSR , 204 , 1289-1291 (Russian); M.H. Protter (1954). The Cauchy problem for a hyperbolic second order equation. Can. J. Math ., 6 , 542-553], the authors discussed some boundary value problems for hyperbolic equations of second order.     

On the uniqueness of generalized and quasi-regular solutions to equations of mixed type in ℝ<Superscript>3</Superscript>

Some three-dimensional (3D) problems for mixed type equations of first and second kind are studied. For equation of Tricomi type, they are 3D analogs of the Darboux (or Cauchy-Goursat) plane problem. Such type problems for a class of hyperbolic and weakly hyperbolic equations as well as for some hyperbolic-elliptic equations are formulated by M. Protter in 1952. In contrast to the well-posedness of the Darboux problem in the 2D case, the new 3D problems are strongly ill-posed. A similar statement of 3D problem for Keldysh-type equations is also given. For mixed type equations of Tricomi and Keldysh type, we introduce the notion of generalized or quasi-regular solutions and find sufficient conditions for the uniqueness of such solutions to the Protter’s problems. The dependence of lower order terms is also studied.     

Fredholm property of elliptic boundary value problems for partial differential and differential- operator equations

In this paper we find conditions on boundary value problems for elliptic differential-operator equations of the 4-th order in an interval to be fredholm. Apparently, this is the first publication for elliptic differential-operator equations of the 4-th order, when the principal part of the equation has the form u′?n(t) + Au″(t) + Bu(t), where AB^-1/2 is a bounded operator and is not compact. As an application we find some algebraic conditions on boundary value problems for elliptic partial equations of the 4-th order in cylindrical domains to be fredholm. Note that a new method has actually been suggested here for investigation of boundary value problems for elliptic partial equations of the 4-th order.     

One method for solving systems of nonlinear partial differential equations

A method for reducing systems of partial differential equations to corresponding systems of ordinary differential equations is proposed. A system of equations describing two-dimensional, cylindrical, and spherical flows of a polytropic gas; a system of dimensionless Stokes equations for the dynamics of a viscous incompressible fluid; a system of Maxwell’s equations for vacuum; and a system of gas dynamics equations in cylindrical coordinates are studied. It is shown how this approach can be used for solving certain problems (shockless compression, turbulence, etc.).     

Global existence and long-time behavior of smooth solutions of two-fluid Euler–Maxwell equations

We consider Cauchy problems and periodic problems for two-fluid compressible Euler–Maxwell equations arising in the modeling of magnetized plasmas. These equations are symmetrizable hyperbolic in the sense of Friedrichs but don?t satisfy the so-called Kawashima stability condition. For both problems, we prove the global existence and long-time behavior of smooth solutions near a given constant equilibrium state. As a byproduct, we obtain similar results for two-fluid compressible Euler–Poisson equations.     

Initial value problems for nonlinear second order impulsive integro-differential equations of mixed type in Banach spaces

In this paper, through solving equations step by step, without any assumption of compactness-type conditions, we obtain unique solution of initial value problems of nonlinear second order impulsive integral-differential in Banach spaces. The results obtained generalize and improve the corresponding results of Guo and Chai in papers [D.J. Guo, Initial value problems for nonlinear second-order impulsive integro-differential equations in Banach spaces, J. Math. Anal. Appl. 200 (1996) 1–13; G.Q. Chai, Initial value problems for nonlinear second order impulsive integro-differential equations in Banach space, Acta Math. Sinica 20 (3) (2000) 351–359 (in Chinese)].     

Painlevé Classification Problems Featuring Essential Singularities

In this article we construct and solve all Painlevé-type differential equations of the second order and second degree that are built upon, in a natural well-defined sense, the "sn-log" equation of Painlevé, the general integral of which admits a movable essential singularity (elliptic function of a logarithm). This equation (which was studied by Painlevé in the years 1893–1902) is frequently cited in the modern literature to elucidate various aspects of Painlevé analysis and integrability of differential equations, especially the difficulty of detecting essential singularities by local singularity analysis of differential equations. Our definition of the Painlevé property permits movable essential singularities, provided there is no branching. While the essential singularity presents no serious technical problems, we do need to introduce new techniques for handling "exotic" Painlevé equations, which are Painlevé equations whose singular integrals admit movable branch points in the leading terms. We find that the corresponding full class of Painlevé-type equations contains three, and only three, equations, which we denote SD-326-I, SD-326-II, and SD-326-III, each solvable in terms of elliptic functions. The first is Painlevé's own generalization of his sn-log equation. The second and third are new, the third being a 15-parameter exotic master equation. The appendices contain results (in general, without uniqueness proofs) of related Painlevé classification problems, including full generalizations of two other second-degree equations discovered by Painlevé, additional examples of exotic Painlevé equations and Painlevé equations admitting movable essential singularities, and third-order equations featuring sn-log and other essential singularities.     

Modulation equations and Reynolds averaging for finite-amplitude non-linear waves in an incompressible fluid

A formal perturbation scheme is developed to determine originalmodulation equations for laminar finite-amplitude non-linearwaves in an incompressible fluid. Three idealized problems areanalysed. The modulation equations comprise conservation ofwaves, averaged conditions for conservation of mass, momentum,kinetic energy and angular momentum and the averaged projectionof the Navier–Stokes equations onto the vorticity vector.The last of these modulation equations, which is related tovortex stretching, only appears in 3D problems. The techniqueof Reynolds averaging is also employed to obtain equations forthe mean velocities and pressure. The Reynolds-averaged Navier–Stokesequations correspond to the modulation equations for conservationof mass and momentum. However, the Reynolds stress transportequations are shown to be inconsistent with the other necessarymodulation equations. In two further idealized problems, exactsolutions of the Navier–Stokes equations are obtainedby employing the modulation equations.     

Inexact non-interior continuation method for monotone semidefinite complementarity problems

Chen and Tseng (Math Program 95:431?C474, 2003) extended non-interior continuation methods for solving linear and nonlinear complementarity problems to semidefinite complementarity problems (SDCP), in which a system of linear equations is exactly solved at each iteration. However, for problems of large size, solving the linear system of equations exactly can be very expensive. In this paper, we propose a version of one of the non-interior continuation methods for monotone SDCP presented by Chen and Tseng that incorporates inexactness into the linear system solves. Only one system of linear equations is inexactly solved at each iteration. The global convergence and local superlinear convergence properties of the method are given under mild conditions.     

A class of quasilinear degenerate elliptic problems

We establish the existence of solutions for a class of quasilinear degenerate elliptic equations. The equations in this class satisfy a structure condition which provides ellipticity in the interior of the domain, and degeneracy only on the boundary. Equations of transonic gas dynamics, for example, satisfy this property in the region of subsonic flow and are degenerate across the sonic surface. We prove that the solution is smooth in the interior of the domain but may exhibit singular behavior at the degenerate boundary. The maximal rate of blow-up at the degenerate boundary is bounded by the “degree of degeneracy” in the principal coefficients of the quasilinear elliptic operator. Our methods and results apply to the problems recently studied by several authors which include the unsteady transonic small disturbance equation, the pressure-gradient equations of the compressible Euler equations, and the singular quasilinear anisotropic elliptic problems, and extend to the class of equations which satisfy the structure condition, such as the shallow water equation, compressible isentropic two-dimensional Euler equations, and general two-dimensional nonlinear wave equations. Our study provides a general framework to analyze degenerate elliptic problems arising in the self-similar reduction of a broad class of two-dimensional Cauchy problems.     

Generalized Kojima–Functions and Lipschitz Stability of Critical Points

In this paper we consider systems of equations which are defined by nonsmooth functions of a special structure. Functions of this type are adapted from Kojima's form of the Karush–Kuhn–Tucker conditions for C²—optimization problems. We shall show that such systems often represent conditions for critical points of variational problems (nonlinear programs, complementarity problems, generalized equations, equilibrium problems and others). Our main purpose is to point out how different concepts of generalized derivatives lead to characterizations of different Lipschitz properties of the critical point or the stationary solution set maps.     

Equations for the Missing Boundary Values in the Hamiltonian Formulation of Optimal Control Problems

Partial differential equations for the unknown final state and initial costate arising in the Hamiltonian formulation of regular optimal control problems with a quadratic final penalty are found. It is shown that the missing boundary conditions for Hamilton’s canonical ordinary differential equations satisfy a system of first-order quasilinear vector partial differential equations (PDEs), when the functional dependence of the H-optimal control in phase-space variables is explicitly known. Their solutions are computed in the context of nonlinear systems with ℝ ⁿ -valued states. No special restrictions are imposed on the form of the Lagrangian cost term. Having calculated the initial values of the costates, the optimal control can then be constructed from on-line integration of the corresponding 2n-dimensional Hamilton ordinary differential equations (ODEs). The off-line procedure requires finding two auxiliary n×n matrices that generalize those appearing in the solution of the differential Riccati equation (DRE) associated with the linear-quadratic regulator (LQR) problem. In all equations, the independent variables are the finite time-horizon duration T and the final-penalty matrix coefficient S, so their solutions give information on a whole two-parameter family of control problems, which can be used for design purposes. The mathematical treatment takes advantage from the symplectic structure of the Hamiltonian formalism, which allows one to reformulate Bellman’s conjectures concerning the “invariant-embedding” methodology for two-point boundary-value problems. Results for LQR problems are tested against solutions of the associated differential Riccati equation, and the attributes of the two approaches are illustrated and discussed. Also, nonlinear problems are numerically solved and compared against those obtained by using shooting techniques.     

Recent advances in the numerical analysis of Volterra functional differential equations with variable delays

The numerical analysis of Volterra functional integro-differential equations with vanishing delays has to overcome a number of challenges that are not encountered when solving ‘classical’ delay differential equations with non-vanishing delays. In this paper I shall describe recent results in the analysis of optimal (global and local) superconvergence orders in collocation methods for such evolutionary problems. Following a brief survey of results for equations containing Volterra integral operators with non-vanishing delays, the discussion will focus on pantograph-type Volterra integro-differential equations with (linear and nonlinear) vanishing delays. The paper concludes with a section on open problems; these include the asymptotic stability of collocation solutions _uh$u_h$ on uniform meshes for pantograph-type functional equations, and the analysis of collocation methods for pantograph-type functional equations with advanced arguments.     

Geometrically non-linear equations in the theory of momentless shells with applications to problems on the non-classical forms of loss of stability of a cylinder

Geometrically non-linear and linearized equations in the theory of momentless shells are set up based on the kinematic relations in [Paimushin VN, Shalashilin VI. Relations of the theory of deformations in the quadratic approximation and problems of constructing refined versions of the geometrically non-linear theory of laminar structural components. Prikl Mat Mekh 2005; 69(5): 861–81]. The use of these equations, unlike in the case of the well-known equations, enables one to avoid the occurrence of spurious bifurcation points in solving real problems. Non-classical problems of the stability of cylindrical shells under an external pressure, axial compression and torsion are considered, which can be formulated on the basis of the derived equations of the theory of momentless shells. Their exact analytical solutions are found and enable one to estimate the quality of the previously obtained relations [Paimushin VN, Shalashilin VI. Relations of the theory of deformations in the quadratic approximation and problems of constructing refined versions of the geometrically non-linear theory of laminar structural components. Prikl Mat Mekh 2005; 69(5): 861–81] and the richness of content of the equations which have been constructed compared with well-known equations in the mechanics of thin shells. It is established that the majority of the new forms of loss of stability of cylindrical shells which are revealed relate to a number of shear forms, the onset of which is possible before the flexural forms which have been well studied up to now, in the case of small values of the shear modulus of a shell material with a very highly pronounced anisotropy in its properties.     

Sequential and continuum bifurcations in degenerate elliptic equations

We examine the bifurcations to positive and sign-changing solutions of degenerate elliptic equations. In the problems we study, which do not represent Fredholm operators, we show that there is a critical parameter value at which an infinity of bifurcations occur from the trivial solution. Moreover, a bifurcation occurs at each point in some unbounded interval in parameter space. We apply our results to non-monotone eigenvalue problems, degenerate semi-linear elliptic equations, boundary value differential-algebraic equations and fully non-linear elliptic equations.

     

Mono-implicit Runge–Kutta formulae for the numerical solution of second order nonlinear two-point boundary value problems

Mono-implicit Runge–Kutta (MIRK) formulae are widely used for the numerical solution of first order systems of nonlinear two-point boundary value problems. In order to avoid costly matrix multiplications, MIRK formulae are usually implemented in a deferred correction framework and this is the basis of the well known boundary value code TWPBVP. However, many two-point boundary value problems occur naturally as second (or higher) order equations or systems and for such problems there are significant savings in computational effort to be made if the MIRK methods are tailored for these higher order forms. In this paper, we describe MIRK algorithms for second order equations and report numerical results that illustrate the substantial savings that are possible particularly for second order systems of equations where the first derivative is absent.     

A Bliss-Type Multiplier Rule for Constrained Variational Problems with Time Delay

This paper gives a Bliss-type multiplier rule for general constrained variational problems with time delay. Our formulation allows the time delay terms and their derivatives to be present in both the objective functional and the equality and inequality constraint equations. Our major results include a Lagrange Multiplier Rule involving Euler–Lagrange equations for delay differential equations and transversality conditions. Of special note is that these results will be used in later work by the authors to obtain new analytical techniques to solve general constrained problems involving delay differential equations for the Calculus of Variations and for Optimal Control Theory. They will also lead to new general, accurate, and efficient numerical methods to solve these important problems where no such methods exist at this time. Thus, for the first time, we will be able to solve this important class of problems obtaining analytic solutions for simpler problems and accurate numerical results for more complex problems when such a solution exists.     

A Test Set for stiff Initial Value Problem Solvers in the open source software R: Package deTestSet

In this paper we present the R package deTestSet that includes challenging test problems written as ordinary differential equations (ODEs), differential algebraic equations (DAEs) of index up to 3 and implicit differential equations (IDEs). In addition it includes 6 new codes to solve initial value problems (IVPs). The R package is derived from the Test Set for Initial Value Problem Solvers available at http://www.dm.uniba.it/~testset which includes documentation of the test problems, experimental results from a number of proven solvers, and Fortran subroutines providing a common interface to the defining problem functions. Many of these facilities are now available in the R package deTestSet, which comprises an R interface to the test problems and to most of the Fortran solvers. The package deTestSet is free software which is distributed under the GNU General Public License, as part of the R open source software project.