Robin boundary value problem for the Cauchy-Riemann operator

The aim of this article is to give explicit representations for solutions of the Robin boundary value problem for the Cauchy-Riemann operator [image omitted]. In the homogeneous cases we investigate the Robin boundary condition in a more general form. Finally, we give solutions of the corresponding higher-order operators.     

The Robin problem for the scalar Oseen equation

We study the Robin problem for the scalar Oseen equation in an open n‐dimensional set with compact Ljapunov boundary. We prescribe two types of Robin boundary conditions, and prove the unique solvability of these problems as well as a representation formula for the solution in form of a scalar Oseen single layer potential. Moreover, we prove the maximum principle for the solution to the Robin problem of the scalar Oseen equation. Copyright © 2013 John Wiley & Sons, Ltd.     

SINGULAR PERTURBATION OF ROBIN BOUNDARY VALUE PROBLEM FOR THIRD ORDER NONLINEAR SYSTEM WITH BOUNDARY PERTURBATION

ＳＩＮＧＵＬＡＲＰＥＲＴＵＲＢＡＴＩＯＮＯＦＲＯＢＩＮＢＯＵＮＤＡＲＹＶＡＬＵＥＰＲＯＢＬＥＭＦＯＲＴＨＩＲＤＯＲＤＥＲＮＯＮＬＩＮＥＡＲＳＹＳＴＥＭＷＩＴＨＢＯＵＮＤＡＲＹＰＥＲＴＵＲＢＡＴＩＯＮ（黄晓秋）福建师范大学福清分校，邮编：３５０３００Ｈ...     

Asymptotic Expansion of Solutions to Singular Perturbation Problems in Critical Cases

This paper investigates the problem of singular perturbed integral initial values and Robin boundary values in the critical case. Based on the boundary layer function method, we not only construct the asymptotic approximation of the original equation, but also prove the uniform validity of the asymptotic solution by successive approximation. At the same time, we give an example to prove the validity of the theoretical results.     

Solving a nonlinear inverse Robin problem through a linear Cauchy problem

ABSTRACT

Considered in this paper is an inverse Robin problem governed by a steady-state diffusion equation. By the Robin inverse problem, one wants to recover the unknown Robin coefficient on an inaccessible boundary from Cauchy data measured on the accessible boundary. In this paper, instead of reconstructing the Robin coefficient directly, we compute first the Cauchy data on the inaccessible boundary which is a linear inverse problem, and then compute the Robin coefficient through Newton's law. For the Cauchy problem, a parameter-dependent coupled complex boundary method (CCBM) is applied. The CCBM has its own merits, and this is particularly true when it is applied to the Cauchy problem. With the introduction of a positive parameter, we can prove the regularized solution is uniformly bounded with respect to the regularization parameter which is a very good property because the solution can now be reconstructed for a rather small value of the regularization parameter. For the problem of computing the Robin coefficient from the recovered Cauchy data, a least square output Tikhonov regularization method is applied to Newton's law to obtain a stable approximate Robin coefficient. Numerical results are given to show the feasibility and effectiveness of the proposed method.     

Solution of the Robin problem for the Laplace equation

For open sets with a piecewise smooth boundary it is shown that we can express a solution of the Robin problem for the Laplace equation in the form of a single layer potential of a signed measure which is given by a concrete series.     

Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality

We study the existence and uniqueness of the solution to a forward-backward stochastic differential equation with subdifferential operator in the backward equation. This kind of equations includes, as a particular case, multi-dimensional forward-backward stochastic differential equation where the backward equation is reflected on the boundary of a closed convex(time-independent) domain. Moreover, we give a probabilistic interpretation for the viscosity solution of a kind of quasilinear variational inequalities.     

On an integral equation approach for the exterior Robin problem for the Helmholtz equation

A boundary integral equation for the exterior Robin problem for Helmholtz's equation is analyzed in this paper. This integral operator is not compact. A proof based on a suitable regularization of this integral operator and the Fredholm alternative for the regularized compact operator was given by other authors. In this paper, we will give a direct existence and uniqueness proof for the boundary non-compact integral equation in the space settings C^1,λ(S) and C^0,λ(S), where S is a closed bounded smooth surface.     

Stability analysis in the inverse Robin transmission problem

In this paper, we consider the conductivity problem with piecewise‐constant conductivity and Robin‐type boundary condition on the interface of discontinuity. When the quantity of interest is the jump of the conductivity, we perform a local stability estimate for a parameterized non‐monotone family of domains. We give also a quantitative stability result of local optimal solution with respect to a perturbation of the Robin parameter. In order to find an optimal solution, we propose a Kohn–Vogelius‐type cost functional over a class of admissible domains subject to two boundary values problems. The analysis of the stability involves the computation of first‐order and second‐order shape derivative of the proposed cost functional, which is performed rigorously by means of shape‐Lagrangian formulation without using the shape sensitivity of the states variables. © 2016 The Author. Mathematical Methods in the Applied Sciences Published by John Wiley & Sons Ltd.     

Inverse problem for a damped Stieltjes string from parts of spectra

We solve the following inverse problem for boundary value problems generated by the difference equations describing the motion of a Stieltjes string (a thread with beads). Given are certain parts of the spectra of two boundary value problems with two different Robin conditions at the left end and the same damping condition at the right end. From these two partial spectra, the difference of the Robin parameters, the damping constant, and the total length of the string, find the values of the point masses, and of the lengths of the intervals between them. We establish necessary and sufficient conditions for two sets of complex numbers to be the eigenvalues of two such boundary value problems and give a constructive solution of the inverse problem.     

Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition

Abstract

In this article, we derive the existence and uniqueness of the solution for a class of generalized reflected backward stochastic differential equation involving the integral with respect to a continuous process, which is the local time of the diffusion on the boundary, in using the penalization method. We also give a characterization of the solution as the value function of an optimal stopping time problem. Then we give a probabilistic formula for the viscosity solution of an obstacle problem for PDEs with a nonlinear Neumann boundary condition.     

Analysis of a meshless method for the time fractional diffusion-wave equation

In this paper a numerical technique is proposed for solving the time fractional diffusion-wave equation. We obtain a time discrete scheme based on finite difference formula. Then, we prove that the time discrete scheme is unconditionally stable and convergent using the energy method and the convergence order of the time discrete scheme is \(\mathcal {O}(\tau ^{3-\alpha })\). Firstly, we change the main problem based on Dirichlet boundary condition to a new problem based on Robin boundary condition and then, we consider a semi-discrete scheme with Robin boundary condition and show when \(\beta \rightarrow +\infty \) solution of the main semi-discrete problem with Dirichlet boundary condition is convergent to the solution of the new semi-discrete problem with Robin boundary condition. We consider the new semi-discrete problem with Robin boundary condition and use the meshless Galerkin method to approximate the spatial derivatives. Finally, we obtain an error bound for the new problem. We prove that convergence order of the numerical scheme based on Galekin meshless is \(\mathcal {O}(h)\). In the considered method the appeared integrals are approximated using Gauss Legendre quadrature formula. The main aim of the current paper is to obtain an error estimate for the meshless Galerkin method based on the radial basis functions. Numerical examples confirm the efficiency and accuracy of the proposed scheme.     

Neumann and Robin problems in a cracked domain with jump conditions on cracks

The boundary value problem for the Laplace equation is studied on a domain with smooth compact boundary and with smooth internal cracks. The Neumann or the Robin condition is given on the boundary of the domain. The jump of the function and the jump of its normal derivative is prescribed on the cracks. The solution is looked for in the form of the sum of a single layer potential and a double layer potential. The solvability of the corresponding integral equation is determined and the explicit solution of this equation is given in the form of the Neumann series. Estimates for the absolute value of the solution of the boundary value problem and for the absolute value of the gradient of the solution are presented.     

具有多重解的非线性Robin问题的奇摄动[英文]

本文利用边界层法，研究了具有多重解的非线性Robin问题εx″ f(t,x)x′ g(t,x)=0,0≤t≤1,x′(0,ε）-ax(0,ε)=A,x′(1,ε） bx(1,ε）=B其中ε为正的小参数。在适当的假设下，我们通过给出外部解展开式系数的一般表达式，得到了退化问题的边值为某方程的多重根时的渐近解，推广了有关结果。     

A Robin boundary value problem in the upper half plane for the Bitsadze equation

In this article we give the solvability conditions and an integral representation of the solution of a Robin problem for the Bitsadze equation in the upper half plane. In order to do that, we use classical results of complex analysis and carry out the composition of two Robin problems for the Cauchy Riemann operator.     

Stochastic flows of diffeomorphisms on an open set in rn

In this paper, we will give sufficient conditions for the solution to a stochastic differential equation (SDE) on an open set D in R" to define a stochastic flow of diffeomorphisms of D onto itself. Since a necessary and sufficient condition for the solution to determine a stochastic flow of diffeomorphisms is that the original SDE and its adjoint SDE are both strictly conservative, we will concentrate our attention on finding sufficient conditions for the SDE to be strictly conservative. It will be etablished that the strict conservativeness follows if the vector fields governing the SDE decay suitably near the boundary dD in the direction transversal to 3D and some additional assumptions are satisfied.     

Numerical estimation of the piecewise constant Robin coefficient by identifying its discontinuous points

We propose a new numerical method for estimating the piecewise constant Robin coefficient in two-dimensional elliptic equation from boundary measurements. The Robin inverse problem is recast into a minimization of an output least-square formulation. A technique based on determining the discontinuous points of the unknown coefficient is suggested, and we investigate the differentiability of the solution and the objective functional with respect to the discontinuous points. Then we apply the Gauss-Newton method for reconstructing the shape of the unknown Robin coefficient. Numerical examples illustrate its efficiency and stability.     

Reconstruction of Scattered Field from Far-Field by Regularization

In this paper, we consider an inverse scattering problem for an obstacle D R^2 with Robin boundary condition. By applying the point source, we give a regularizing method to recover the scattered field from the far-field pattern. Numerical implementations are also presented.     

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.     

Some analysis of a stochastic logistic growth model

We derive several new results on a well-known stochastic logistic equation. For the martingale case, we compute the distribution of the solution, mean passage times, and the distribution of hitting times, all in closed form. For the case of constant coefficients, we also find mean passage times and for the general equation we give the weak solution expressed in terms of stochastic quadratures. We also show how these quadratures may be considerably simplified using the results for the martingale case. As it turns out, the martingale case has a particularly elegant weak solution, and to a large degree its structure carries over to the general case.