A research into the numerical method of Dirichlet's problem of complex Monge-Ampère equation on Cartan-Hartogs domain of the third type

Monge-Ampère equation is a nonlinear equation with high degree, therefore its numerical solution is very important and very difficult. In present paper the numerical method of Dirichlet's problem of Monge-Ampère equation on Cartan-Hartogs domain of the third type is discussed by using the analytic method. Firstly, the Monge-Ampère equation is reduced to the nonlinear ordinary differential equation, then the numerical method of the Dirichlet problem of Monge-Ampère equation becomes the numerical method of two point boundary value problem of the nonlinear ordinary differential equation. Secondly, the solution of the Dirichlet problem is given in explicit formula under the special case, which can be used to check the numerical solution of the Dirichlet problem.     

Approximate solution of the Cauchy problem for a hyperbolic equation with a nonlinear source

An approximate method is described for the Cauchy problem for a nonlinear hyperbolic equation. The method reduces the problem to an integro-differential equation of 2nd kind that can be solved iteratively. Minimum smoothness conditions are imposed on the nonlinear coefficient. Unique solvability is proved. __________ Translated from Prikladnaya Matematika i Informatika, No. 19, pp. 41–55, 2004.     

Application of homotopy-perturbation and variational iteration methods to nonlinear heat transfer and porous media equations

Perturbation methods depend on a small parameter which is difficult to be found for real-life nonlinear problems. To overcome this shortcoming, two new but powerful analytical methods are introduced to solve nonlinear heat transfer problems in this article; one is He's variational iteration method (VIM) and the other is the homotopy-perturbation method (HPM). The VIM is to construct correction functionals using general Lagrange multipliers identified optimally via the variational theory, and the initial approximations can be freely chosen with unknown constants. The HPM deforms a difficult problem into a simple problem which can be easily solved. Nonlinear convective–radiative cooling equation, nonlinear heat equation (porous media equation) and nonlinear heat equation with cubic nonlinearity are used as examples to illustrate the simple solution procedures. Comparison of the applied methods with exact solutions reveals that both methods are tremendously effective.     

Some solvability problems for the Boltzmann equation in the framework of the Shakhov model

We consider the nonlinear Boltzmann equation in the framework of the Shakhov model for the classical problem of gas flow in a plane layer. The problem reduces to a system of nonlinear integral equations. The nonlinearity of the studied system can be partially simplified by passing to a new argument depending on the solution of the problem itself. We prove the existence theorem for a unique solution of the linear system and the existence theorem for a positive solution of the nonlinear Urysohn equation. We determine the temperature jumps on the lower and upper walls in the linear and nonlinear cases, and it turns out that the difference between them is rather small.     

On the solution of Dirichlet’s problem of the complex Monge–Ampère equation for the Cartan–Hartogs domain of the first type

The complex Monge–Ampère equation is a nonlinear equation with high degree; therefore getting its solution is very difficult. In the present paper how to get the solution of Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type is discussed, using an analytic method. Firstly, the complex Monge–Ampère equation is reduced to a nonlinear ordinary differential equation, then the solution of Dirichlet’s problem of the complex Monge–Ampère equation is reduced to the solution of a two-point boundary value problem for a nonlinear second-order ordinary differential equation. Secondly, the solution of Dirichlet’s problem is given as a semi-explicit formula, and in a special case the exact solution is obtained. These results may be helpful for a numerical method approach to Dirichlet’s problem of the complex Monge–Ampère equation on the Cartan–Hartogs domain of the first type.     

Propagation of TM waves in a layer with arbitrary nonlinearity

A boundary value problem for Maxwell’s equations describing propagation of TM waves in a nonlinear dielectric layer with arbitrary nonlinearity is considered. The layer is located between two linear semi-infinite media. The problem is reduced to a nonlinear boundary eigenvalue problem for a system of second-order nonlinear ordinary differential equations. A dispersion equation for the eigenvalues of the problem (propagation constants) is derived. For a given nonlinearity function, the dispersion equation can be studied both analytically and numerically. A sufficient condition for the existence of at least one eigenvalue is formulated.     

Optimal output tracking control for nonlinear systems via successive approximation approach

This paper deals with the optimal output tracking control (OOTC) problem of a class of nonlinear systems whose reference input to be tracked is produced by a generalized linear exosystem. To solve the nonlinear OOTC problem, the nonlinear two-point boundary value (TPBV) problem derived from the necessary conditions of the OOTC problem is transformed into two decoupled iterative sequences of linear differential equations. The OOTC law obtained consists of accurate feedforward and feedback terms and a nonlinear compensation term. The former can be found by solving a Sylvester equation and a Riccati equation, and the latter can be approximated using a successive approximation approach (SAA). A reduced-order reference input observer is constructed to make the feedforward control law physically realizable. A simulation example is employed to illustrate the validity of the results.     

分数阶微分方程边值问题解的存在性

应用Gteen函数将分数阶微分方程边值问题可转化为等价的积分方程．近来此方法被应用于讨论非线性分数阶微分方程边值问题解的存在性．讨论非线性分数阶微分方程边值问题,应用Green函数,将其转化为等价的积分方程,并设非线性项满足Caratheodory条件,利用非紧性测度的性质和M6nch’s不动点定理证明解的存在性．     

Large time dynamics of a nonlinear spring–mass–damper model

In this paper we consider a nonlinear strongly damped wave equation as a model for a controlled spring–mass–damper system and give some results concerning its large time behaviour. It can be seen that the infinite dimensional system admits a two-dimensional attracting manifold where the equation is well represented by a classical nonlinear oscillations ODE, which can be exhibited explicitly. In contrast to other papers, this one applies Invariant Manifold Theory to a problem whose linear part is not self-adjoint.     

A NUMERICAL METHOD FOR DETERMINING THE OPTIMAL EXERCISE PRICE TO AMERICAN OPTIONS

American Options can be exercised prior to the date of expiration,the valuation of American options then constitutes a free boundary value problem.How to determine the free boundary,i.e. the optimal exercise price,is a key problem.In this paper,a nonlinear equation is given.The free boundary can be obtained by solving the nonlinear equation and the numerical results are better.     

A NONLINEAR LAVRENTIEV-BITSADZE MIXED TYPE EQUATION

In this paper the Tricomi problem for a nonlinear mixed type equation is studied. The coefficients of the mixed type equation are discontinuous on the line, where the equation changes its type. The existence of solution to this problem is proved. The method developed in this paper can be applied to study more difficult problems for nonlinear mixed type equations arising in gas dynamics.     

Integration of the Continual System of Nonlinear Interaction Waves

We derive the continual system of nonlinear interaction waves from the compatibility of the transport equation on the whole line and the equation governing the time-evolution of the eigenfunctions of the transport operator. The transport equation represents the continual generalization from the n-component system of first-order ordinary differential equations. The continual system describes a nonlinear interaction of waves. We prove that the continual system can be integrated by the inverse scattering method. The method is based on applying the results of the inverse scattering problem for the transport equation to finding the solution of the Cauchy initial-value problem for the continual system. Indeed, the transition operator for the scattering problem admits right and left Volterra factorizations. The intermediate operator for this problem determines the one-to-one correspondence between the preimages of a solution of the transport equation. This operator is related to the transition operator and admits not only right and left Volterra factorizations but also the analytic factorization. By virtue of this fact the potential in the transport equation is uniquely reconstructed in terms of the solutions of the fundamental equations in inverse problem.We introduce the generalized Lax equation. This enables us to derive the time-evolution of the transition operator. Then, the time-dependent intermediate operator is constructed. The solution of the considered Cauchy problem is expressed in terms of solutions of the fundamental equations in inverse problem. This solution is found uniquely from the given initial condition.     

Initial–boundary value problems for conservation laws with source terms and the Degasperis–Procesi equation

We consider conservation laws with source terms in a bounded domain with Dirichlet boundary conditions. We first prove the existence of a strong trace at the boundary in order to provide a simple formulation of the entropy boundary condition. Equipped with this formulation, we go on to establish the well-posedness of entropy solutions to the initial–boundary value problem. The proof utilizes the kinetic formulation and the averaging lemma. Finally, we make use of these results to demonstrate the well-posedness in a class of discontinuous solutions to the initial–boundary value problem for the Degasperis–Procesi shallow water equation, which is a third order nonlinear dispersive equation that can be rewritten in the form of a nonlinear conservation law with a nonlocal source term.     

A free boundary problem of elliptic equation arising in supersonic flow past a conical body

We study free boundary value problems of elliptic equation caused by a supersonic flow past a non-symmetric conical body. The flow is described by the potential flow equation. In the self-similar coordinate system the problem can be reduced to a boundary value problem of second order nonlinear elliptic equation with a free boundary. Applying the partial hodograph transformation and the method of nonlinear alternative iteration we proved the existence of solution to this boundary value problem. Consequently, we also proved the conclusion that for the problem of supersonic flow past a conical body, if the conical body is slightly different from a circular cone with its vertex angle less than a given value determined by the parameters of the coming flow, then there exists a weak entropy solution with an attached conical shock.     

Lax pairs and a new spectral method for linear and integrable nonlinear PDEs

A new transform method for solving initial-boundary value problems for linear and integrable nonlinear PDEs in two independent variables has been recently introduced in [1]. For linear PDEs this method involves: (a) formulating the given PDE as the compatibility condition of two linear equations which, by analogy with the nonlinear theory, we call a Lax pair; (b) formulating a classical mathematical problem, the so-called Riemann-Hilbert problem, by performing a simultaneous spectral analysis of both equations defining the Lax pair; (c) deriving certain global relations satisfied by the boundary values of the solution of the given PDE. Here this method is used to solve certain problems for the heat equation, the linearized Korteweg-deVries equation and the Laplace equation. Some of these problems illustrate that the new method can be effectively used for problems with complicated boundary conditions such as changing type as well as nonseparable boundary conditions. It is shown that for simple boundary conditions the global relations (c) can be analyzed using only algebraic manipulations, while for complicated boundary conditions, one needs to solve an additional Riemann-Hilbert problem. The relationship of this problem with the classical Wiener-Hopf technique is pointed out. The extension of the above results to integrable nonlinear equations is also discussed. In particular, the Korteweg-deVries equation in the quarter plane is linearized.     

Long-time asymptotic for the Hirota equation via nonlinear steepest descent method

We present the Riemann–Hilbert problem formalism for the initial value problem for the Hirota equation on the line. We show that the solution of this initial value problem can be obtained from that of associated Riemann–Hilbert problem, which allows us to use nonlinear steepest descent method/Deift–Zhou method to analyze the long-time asymptotic for the Hirota equation.     

Erratum to: Integration of the Continual System of Nonlinear Interaction Waves

We derive the continual system of nonlinear interaction waves from the compatibility of the transport equation on the whole line and the equation governing the time-evolution of the eigenfunctions of the transport operator. The transport equation represents the continual generalization from the n-component system of first-order ordinary differential equations. The continual system describes a nonlinear interaction of waves. We prove that the continual system can be integrated by the inverse scattering method. The method is based on applying the results of the inverse scattering problem for the transport equation to finding the solution of the Cauchy initial-value problem for the continual system. Indeed, the transition operator for the scattering problem admits right and left Volterra factorizations. The intermediate operator for this problem determines the one-to-one correspondence between the preimages of a solution of the transport equation. This operator is related to the transition operator and admits not only right and left Volterra factorizations but also the analytic factorization. By virtue of this fact the potential in the transport equation is uniquely reconstructed in terms of the solutions of the fundamental equations in inverse problem.     

A singular nonlinear elliptic equation with natural growth in the gradient

This paper is devoted to the existence and regularity of the homogenous Dirichlet boundary value problem for a singular nonlinear elliptic equation with natural growth in the gradient. By certain transformations, the problem can be transformed formally into either a Dirichlet problem or boundary blowup problems without gradient term, for which the corresponding existence results are also derived, which is a partial extension and supplement to the previous works. Copyright © 2008 John Wiley & Sons, Ltd.     

Isoperimetric inequalities for an ergodic stochastic control problem

In this paper we deal with blow-up solutions to an elliptic equation with a nonlinear gradient term. The problem under consideration can be seen as the ergodic limit of a stochastic control problem with state constraints. It is well known that it has a solution only when a parameter which appears in the equation assumes a particular value known as ergodic constant. For such a constant many properties similar to those of an eigenvalue hold true. We show that a Faber–Krahn inequality can be stated for the ergodic constant and that for the corresponding solution a comparison result in terms of the solution to a symmetrized problem can be proved.     

The long‐wave limit for the water wave problem I. The case of zero surface tension

The Korteweg‐de Vries equation, Boussinesq equation, and many other equations can be formally derived as approximate equations for the two‐dimensional water wave problem in the limit of long waves. Here we consider the classical problem concerning the validity of these equations for the water wave problem in an infinitely long canal without surface tension. We prove that the solutions of the water wave problem in the long‐wave limit split up into two wave packets, one moving to the right and one to the left, where each of these wave packets evolves independently as a solution of a Korteweg‐de Vries equation. Our result allows us to describe the nonlinear interaction of solitary waves. © 2000 John Wiley & Sons, Inc.