Boundary value problem for a second-order elliptic equation in the exterior of an ellipse

We consider a boundary value problem for a second-order linear elliptic differential equation with constant coefficients in a domain that is the exterior of an ellipse. The boundary conditions of the problem contain the values of the function itself and its normal derivative. We give a constructive solution of the problem and find the number of solvability conditions for the inhomogeneous problem as well as the number of linearly independent solutions of the homogeneous problem. We prove the boundary uniqueness theorem for the solutions of this equation.     

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.     

Multidimensional transonic shocks and free boundary problems for nonlinear equations of mixed type

We establish the existence and stability of multidimensional transonic shocks for the Euler equations for steady potential compressible fluids. The Euler equations, consisting of the conservation law of mass and the Bernoulli law for the velocity, can be written as a second-order, nonlinear equation of mixed elliptic-hyperbolic type for the velocity potential. The transonic shock problem can be formulated into the following free boundary problem: The free boundary is the location of the transonic shock which divides the two regions of smooth flow, and the equation is hyperbolic in the upstream region where the smooth perturbed flow is supersonic. We develop a nonlinear approach to deal with such a free boundary problem in order to solve the transonic shock problem. Our results indicate that there exists a unique solution of the free boundary problem such that the equation is always elliptic in the downstream region and the free boundary is smooth, provided that the hyperbolic phase is close to a uniform flow. We prove that the free boundary is stable under the steady perturbation of the hyperbolic phase. We also establish the existence and stability of multidimensional transonic shocks near spherical or circular transonic shocks.

     

Optimal Shape Problems for Eigenvalues

ABSTRACT

We consider the first Dirichlet eigenvalue for nonhomogeneous membranes. For given volume we want to find the domain which minimizes this eigenvalue. The problem is formulated as a variational free boundary problem. The optimal domain is characterized as the support of the first eigenfunction. We prove enough regularity for the eigenfunction to conclude that the optimal domain has finite parameter. Finally an overdetermined boundary value problem on the regular part of the free boundary is given.     

Lagrange multiplier and singular limit of double obstacle problems for the Allen–Cahn equation with constraint

We study the properties of the Lagrange multiplier for an Allen–Cahn equation with a double obstacle potential. Here, the dynamic boundary condition, including the Laplace–Beltrami operator on the boundary, is investigated. We then establish the singular limit of our system and clarify the limit of the solution and the Lagrange multiplier of our problem. We present remarks on a trace problem as well as on the Neumann boundary condition. Moreover, we describe a numerical experiment for a problem with Neumann boundary condition using the Lagrange multiplier. Copyright © 2016 John Wiley & Sons, Ltd.     

Stability of supersonic contact discontinuity for two-dimensional steady compressible Euler flows in a finite nozzle

In this paper, we study the stability of supersonic contact discontinuity for the two-dimensional steady compressible Euler flows in a finitely long nozzle of varying cross-sections. We formulate the problem as an initial–boundary value problem with the contact discontinuity as a free boundary. To deal with the free boundary value problem, we employ the Lagrangian transformation to straighten the contact discontinuity and then the free boundary value problem becomes a fixed boundary value problem. We develop an iteration scheme and establish some novel estimates of solutions for the first order of hyperbolic equations on a cornered domain. Finally, by using the inverse Lagrangian transformation and under the assumption that the incoming flows and the nozzle walls are smooth perturbations of the background state, we prove that the original free boundary problem admits a unique weak solution which is a small perturbation of the background state and the solution consists of two smooth supersonic flows separated by a smooth contact discontinuity.     

Travel Time Tomography

We survey some results on travel time tomography. The question is whether we can determine the anisotropic index of refraction of a medium by measuring the travel times of waves going through the medium. This can be recast as geometry problems, the boundary rigidity problem and the lens rigidity problem. The boundary rigidity problem is whether we can determine a Riemannian metric of a compact Riemannian manifold with boundary by measuring the distance function between boundary points. The lens rigidity problem problem is to determine a Riemannian metric of a Riemannian manifold with boundary by measuring for every point and direction of entrance of a geodesic the point of exit and direction of exit and its length. The linearization of these two problems is tensor tomography. The question is whether one can determine a symmetric two-tensor from its integrals along geodesics. We emphasize recent results on boundary and lens rigidity and in tensor tomography in the partial data case, with further applications.     

A bifurcation phenomenon in a singularly perturbed two-phase free boundary problem of phase transition

In this paper, we prove a bifurcation phenomenon in a two-phase, singularly perturbed, free boundary problem of phase transition. We show that the uniqueness of the solution for the two-phase problem breaks down as the boundary data decreases through a threshold value. For boundary values below the threshold, there are at least three solutions, namely, the harmonic solution which is treated as a trivial solution in the absence of a free boundary, a nontrivial minimizer of the functional under consideration, and a third solution of the mountain-pass type. We classify these solutions according to the stability through evolution. The evolution with initial data near a stable solution, such as the trivial harmonic solution or a minimizer of the functional, converges to the stable solution. On the other hand, the evolution deviates away from a non-minimal solution of the free boundary problem.     

Nonclassical boundary value problem for the transport equation

We consider a nonclassical boundary value problem for the transport equation. The particle transport process is described by a stationary linear integro-differential equation, and the outgoing particle flux density on some part of the boundary is specified as the boundary condition. We find the particle flux density for a given outgoing flux and known coefficients of the equation. We show that, under some restrictions on the medium, there exists a unique solution of the problem, which can be represented by an infinite convergent series.     

Numerical solution of singular perturbation problems via deviating arguments

We present a new approach to numerically solving linear, singularly perturbed two point boundary value problems in ordinary differential equations with a boundary layer on the left end of the interval. The original problem is divided into outer and inner region problems. A terminal boundary condition in the implicit form is derived. Then, the outer region problem is solved as a two point boundary value problem (TPBVP), and an explicit terminal boundary condition is obtained. In turn, a new inner region problem is obtained and solved as a TPBVP using the explicit terminal boundary condition. The proposed method is iterative on the terminal point of the inner region. Some numerical examples have been solved to demonstrate the applicability of the method.     

How to change a boundary condition in a problem to make the problem have a prescribed spectrum

We consider a boundary value problem for an ordinary differential equation of order n with a spectral parameter in n boundary conditions. We suggest a method for changing one of the boundary conditions so as to make the problem have a prescribed spectrum.     

On a family of initial-boundary value problems for the heat equation

We consider the heat problem with nonlocal boundary conditions containing a real parameter. For the zero value of the parameter, this problem is well known as the Samarskii-Ionkin problem and has been comprehensively studied. We analyze the spectral problem for the operator of second derivative subjected to the boundary conditions of the original problem. By separation of variables, we prove the existence and uniqueness of a classical solution for any nonzero value of the parameter. The obtained a priori estimates for a solution imply the stability of the problem with respect to the initial data.     

Spatial segregation limit of a competition-diffusion system with Dirichlet boundary conditions

We consider a competition-diffusion system with inhomogeneous Dirichlet boundary conditions for two competitive species and show that they spatially segregate as the interspecific competition rates become large. The limit problem turns out to be a free boundary problem.     

A moving pseudo‐boundary method of fundamental solutions for void detection

We propose a new moving pseudo‐boundary method of fundamental solutions (MFS) for the determination of the boundary of a void. This problem can be modeled as an inverse boundary value problem for harmonic functions. The algorithm for imaging the interior of the medium also makes use of radial polar parametrization of the unknown void shape in two dimensions. The center of this radial polar parametrization is considered to be unknown. We also include the contraction and dilation factors to be part of the unknowns in the resulting nonlinear least‐squares problem. This approach addresses the major problem of locating the pseudo‐boundary in the MFS in a natural way, because the inverse problem in question is nonlinear anyway. The feasibility of this new method is illustrated by several numerical examples. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Delay nonlinear boundary conditions as limit of reactions concentrating in the boundary

In this work, we are interested in the dynamic behavior of a parabolic problem with nonlinear boundary conditions and delay in the boundary. We construct a reaction–diffusion problem with delay in the interior, where the reaction term is concentrated in a neighborhood of the boundary and this neighborhood shrinks to boundary, as a parameter ? goes to zero. We analyze the limit of the solutions of this concentrated problem and prove that these solutions converge in certain continuous function spaces to the unique solution of the parabolic problem with delay in the boundary. This convergence result allows us to approximate the solution of equations with delay acting on the boundary by solutions of equations with delay acting in the interior and it may contribute to analyze the dynamic behavior of delay equations when the delay is at the boundary.     

A full multigrid method for nonlinear eigenvalue problems

We introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of the nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary value problems on the sequence of finite element spaces and nonlinear eigenvalue problems on the coarsest finite element space. The linearized boundary value problems are solved by some multigrid iterations. Besides the multigrid iteration, all other efficient iteration methods for solving boundary value problems can serve as the linear problem solver. We prove that the computational work of this new scheme is truly optimal, the same as solving the linear corresponding boundary value problem. In this case, this type of iteration scheme certainly improves the overfull efficiency of solving nonlinear eigenvalue problems. Some numerical experiments are presented to validate the efficiency of the new method.     

A two-phase flow with a viscous and an inviscid fluid

We study the free boundary between a viscous and an inviscid fluid satisfying the Navier-Stokes and Euler equations respectively. Surface tension is incorporated. We read the equations as a free boundary problem for one viscous fluid with a nonlocal boundary force. We decompose the pressure distribution in the inviscid fluid into two contributions. A positivity result for the first, and a compactness property for the second contribution are dervied. We prove a short time existence theorem for the two-phase problem     

Well-posedness and approximation of a measure-valued mass evolution problem with flux boundary conditions

This Note deals with imposing a flux boundary condition on a non-conservative measure-valued mass evolution problem posed on a bounded interval. To establish the well-posedness of the problem, we exploit particle system approximations of the mass accumulation in a thin layer near the active boundary. We derive the convergence rate for the approximation procedure as well as the structure of the flux boundary condition in the limit problem.     

Efficient treatment of stationary free boundary problems

In the present paper we consider the efficient treatment of free boundary problems by shape optimization. We reformulate the free boundary problem as shape optimization problem. A second order shape calculus enables us to analyze the shape problem under consideration and to prove convergence of a Ritz–Galerkin approximation of the shape. We show that Newton's method requires only access to the underlying state function on the boundary of the domain. We compute these data by boundary integral equations which are numerically solved by a fast wavelet Galerkin scheme. Numerical results prove that we succeeded in finding a fast and robust algorithm for solving the considered class of problems.     

一类带裂缝散射问题的边界积分方程方法

声波的散射问题中,如果散射体由不可穿透障碍物和可穿透裂缝两部分组成,障碍物表面分别满足第一类和第三类边界条件,裂缝两边满足不同的第二类边界条件,通过位势理论,可以将此混合问题转化为边界积分方程,通过Fredholm算子理论可以得到这个边界积分方程解的存在性和唯一性,从而获得原问题解的存在和唯一性.