共查询到20条相似文献,搜索用时 296 毫秒
1.
Müjdat Kaya 《Applications of Mathematics》2014,59(6):715-728
The problem of determining the source term F(x, t) in the linear parabolic equation u t = (k(x)u x (x, t)) x + F(x, t) from the measured data at the final time u(x, T) = µ(x) is formulated. It is proved that the Fréchet derivative of the cost functional J(F) = ‖µ T (x) ? u(x, T)‖ 0 2 can be formulated via the solution of the adjoint parabolic problem. Lipschitz continuity of the gradient is proved. An existence result for a quasi solution of the considered inverse problem is proved. A monotone iteration scheme is obtained based on the gradient method. Convergence rate is proved. 相似文献
2.
Simultaneous determination of source terms in a linear parabolic problem from the final overdetermination: Weak solution approach 总被引:1,自引:0,他引:1
The problem of determining the pair w:={F(x,t);T0(t)} of source terms in the parabolic equation ut=(k(x)ux)x+F(x,t) and Robin boundary condition −k(l)ux(l,t)=v[u(l,t)−T0(t)] from the measured final data μT(x)=u(x,T) is formulated. It is proved that both components of the Fréchet gradient of the cost functional can be found via the same solution of the adjoint parabolic problem. Lipschitz continuity of the gradient is derived. The obtained results permit one to prove existence of a quasi-solution of the considered inverse problem, as well as to construct a monotone iteration scheme based on a gradient method. 相似文献
3.
Shu-Yu Hsu 《manuscripta mathematica》2013,140(3-4):441-460
Let n ≥ 3, 0 < m ≤ (n ? 2)/n, p > max(1, (1 ? m)n/2), and ${0 \le u_0 \in L_{loc}^p(\mathbb{R}^n)}$ satisfy ${{\rm lim \, inf}_{R\to\infty}R^{-n+\frac{2}{1-m}} \int_{|x|\le R}u_0\,dx = \infty}$ . We prove the existence of unique global classical solution of u t = Δu m , u > 0, in ${\mathbb{R}^n \times (0, \infty), u(x, 0) = u_0(x)}$ in ${\mathbb{R}^n}$ . If in addition 0 < m < (n ? 2)/n and u 0(x) ≈ A|x|?q as |x| → ∞ for some constants A > 0, q < n/p, we prove that there exist constants α, β, such that the function v(x, t) = t α u(t β x, t) converges uniformly on every compact subset of ${\mathbb{R}^n}$ to the self-similar solution ψ(x, 1) of the equation with ψ(x, 0) = A|x|?q as t → ∞. Note that when m = (n ? 2)/(n + 2), n ≥ 3, if ${g_{ij} = u^{\frac{4}{n+2}}\delta_{ij}}$ is a metric on ${\mathbb{R}^n}$ that evolves by the Yamabe flow ?g ij /?t = ?Rg ij with u(x, 0) = u 0(x) in ${\mathbb{R}^n}$ where R is the scalar curvature, then u(x, t) is a global solution of the above fast diffusion equation. 相似文献
4.
We study a parabolic system of the form ? t u = div x A(x, t, ? x u) in a bounded cylinder Q T = Ω × (0, T) ? ? x,t n+1 . Here the matrix function A(x, t, ζ) is subject to the conditions of power growth in the variable ζ and coercitivity with variable exponent p(x, t). It is assumed that p(x, t) has a logarithmic modulus of continuity and satisfies the estimate $$ \frac{{2n}} {{n + 2}} < \alpha \leqslant p(x,t) \leqslant \beta < \infty . $$ For the weak solution of the system, estimates of the higher integrability of the gradient are obtained inside the cylinderQ T . The method of a solution is based on a localization of a special kind and a local variant (adapted for parabolic problems) of Gehring’s lemma with variable exponent of integrability proved in the paper. 相似文献
5.
Jiaqing Pan 《Applications of Mathematics》2013,58(6):657-671
This work is concerned with the inverse problem of determining initial value of the Cauchy problem for a nonlinear diffusion process with an additional condition on free boundary. Considering the flow of water through a homogeneous isotropic rigid porous medium, we have such desire: for every given positive constants K and T 0, to decide the initial value u 0 such that the solution u(x, t) satisfies $\mathop {\sup }\limits_{x \in H_u (T_0 )} |x| \geqslant K$ , where H u(T 0) = {x, ?N: u(x, T 0) > 0}. In this paper, we first establish a priori estimate u t ? C(t)u and a more precise Poincaré type inequality $\left\| \phi \right\|_{L^2 (B_\varrho )}^2 \leqslant \varrho \left\| {\nabla \phi } \right\|_{L^2 (B_\varrho )}^2 $ , and then, we give a positive constant C 0 and assert the main results are true if only $\left\| {u_0 } \right\|_{L^2 (\mathbb{R}^N )} \geqslant C_0 $ . 相似文献
6.
I. Karatzas 《Journal of Optimization Theory and Applications》1980,31(3):431-440
The following stochastic control problem is considered: to minimize the discounted expected total cost $$J(x;u) = E\int_0^\infty {\exp ( - at)[\phi } (x_l ) + |u_l (x)|]dt,$$ subject todx t =u t (x)dt+dw t ,x 0=x, |u t |≤1, (w t ) a Wiener process, α>0. All bounded by unity, measurable, and nonanticipative functionalsu t (x) of the state processx t are admissible as controls. It is proved that the optimal law is of the form $$\begin{gathered} u_t^* (x) = - 1,x_t > b, \hfill \\ u_t^* (x) = 0,|x_t | \leqslant b, \hfill \\ u_t^* (x) = 1,x_t< - b, \hfill \\ \end{gathered}$$ for some switching pointb > 0, characterized in terms of the function ø(·) through a transcendental equation. 相似文献
7.
Fred B Weissler 《Journal of Differential Equations》1984,55(2):204-224
The initial value problem on [?R, R] is considered: ut(t, x) = uxx(t, x) + u(t, x)γu(t, ±R) = 0u(0, x) = ?(x), where ? ? 0 and γ is a fixed large number. It is known that for some initial values ? the solution u(t, x) exists only up to some finite time T, and that ∥u(t, ·)∥∞ → ∞ as t → T. For the specific initial value ? = kψ, where ψ ? 0, ψxx + ψγ = 0, ψ(±R) = 0, k is sufficiently large, it is shown that if x ≠ 0, then limt → Tu(t, x) and limt → Tux(t, x) exist and are finite. In other words, blow-up occurs only at the point x = 0. 相似文献
8.
Richard E. Ewing 《Journal of Mathematical Analysis and Applications》1979,71(1):167-186
Numerical approximation of the solution of the Cauchy problem for the linear parabolic partial differential equation is considered. The problem: (p(x)ux)x ? q(x)u = p(x)ut, 0 < x < 1,0 < t? T; ; ; p(0) ux(0, t) = g(t), 0 < t0 ? t ? T, is ill-posed in the sense of Hadamard. Complex variable and Dirichlet series techniques are used to establish Hölder continuous dependence of the solution upon the data under the additional assumption of a known uniform bound for ¦ u(x, t)¦ when 0 ? x ? 1 and 0 ? t ? T. Numerical results are obtained for the problem where the data ?1, ?2 and g are known only approximately. 相似文献
9.
Michael Aizenman Robert Sims Simone Warzel 《Probability Theory and Related Fields》2006,136(3):363-394
According to the Smolukowski-Kramers approximation, we show that the solution of the semi-linear stochastic damped wave equations μ u tt (t,x)=Δu(t,x)?u t (t,x)+b(x,u(t,x))+Q (t),u(0)=u 0, u t (0)=v 0, endowed with Dirichlet boundary conditions, converges as μ goes to zero to the solution of the semi-linear stochastic heat equation u t (t,x)=Δ u(t,x)+b(x,u(t,x))+Q (t),u(0)=u 0, endowed with Dirichlet boundary conditions. Moreover we consider relations between asymptotics for the heat and for the wave equation. More precisely we show that in the gradient case the invariant measure of the heat equation coincides with the stationary distributions of the wave equation, for any μ>0. 相似文献
10.
For the Cauchy problem, ut = uxx, 0 < x < 1, 0 < t ? T, u(0, t) = f(t), 0 < t ? T, ux(0, t) = g(t), 0 < t ? T, a direct numerical procedure involving the elementary solution of υt = υxx, 0 < x, 0 < t ? T, υx(0, t) = g(t), 0 < t ? T, υ(x, 0) = 0, 0 < x and a Taylor's series computed from f(t) ? υ(0, t) is studied. Continuous dependence better than any power of logarithmic is obtained. Some numerical results are presented. 相似文献
11.
A. B. Kostin 《Differential Equations》2016,52(2):220-239
We study the inverse problem of the reconstruction of the coefficient ?(x, t) = ?0(x, t) + r(x) multiplying ut in a nonstationary parabolic equation. Here ?0(x, t) ≥ ?0 > 0 is a given function, and r(x) ≥ 0 is an unknown function of the class L∞(Ω). In addition to the initial and boundary conditions (the data of the direct problem), we pose the problem of nonlocal observation in the form ∫0Tu(x, t) dμ(t) = χ(x) with a known measure dμ(t) and a function χ(x). We separately consider the case dμ(t) = ω(t)dt of integral observation with a smooth function ω(t). We obtain sufficient conditions for the existence and uniqueness of the solution of the inverse problem, which have the form of ready-to-verify inequalities. We suggest an iterative procedure for finding the solution and prove its convergence. Examples of particular inverse problems for which the assumptions of our theorems hold are presented. 相似文献
12.
G. I. Shishkin 《Computational Mathematics and Mathematical Physics》2006,46(1):49-72
A boundary value problem for a singularly perturbed parabolic convection-diffusion equation on an interval is considered. The higher order derivative in the equation is multiplied by a parameter ? that can take arbitrary values in the half-open interval (0, 1]. The first derivative of the initial function has a discontinuity of the first kind at the point x 0. For small values of ?, a boundary layer with the typical width of ? appears in a neighborhood of the part of the boundary through which the convective flow leaves the domain; in a neighborhood of the characteristic of the reduced equation outgoing from the point (x 0, 0), a transient (moving in time) layer with the typical width of ?1/2 appears. Using the method of special grids that condense in a neighborhood of the boundary layer and the method of additive separation of the singularity of the transient layer, special difference schemes are designed that make it possible to approximate the solution of the boundary value problem ?-uniformly on the entire set $\bar G$ , approximate the diffusion flow (i.e., the product ?(?/?x)u(x, t)) on the set $\bar G^ * = \bar G\backslash \{ (x_0 ,0)\} $ , and approximate the derivative (?/?x)u(x, t) on the same set outside the m-neighborhood of the boundary layer. The approximation of the derivatives ?2(?2/?x 2)u(x, t) and (?/?t)u(x, t) on the set $\bar G^ * $ is also examined. 相似文献
13.
Estimates and regularization for solutions of some ill-posed problems of elliptic and parabolic type
In this paper, we examine, in a systematic fashion, some ill-posed problems arising in the theory of heat conduction. In abstract terms, letH be a Hilbert space andA: D (A)?H→H be an unbounded normal operator, we consider the boundary value problemü(t)=Au(t), 0<t<∞,u(0)=u 0∈D(A), \(\mathop {\lim }\limits_{t \to 0} \left\| {u\left( t \right)} \right\| = 0\) . The problem of recoveringu 0 whenu(T) is known for someT>0 is not well-posed. Suppose we are given approximationsx 1,x 2,…,x N tou(T 1),…,u(T N) with 0<T, <…<T N and positive weightsP i,i=1,…,n, \(\sum\limits_{i = 1}^N {P_i = 1} \) such that \(Q_2 \left( {u_0 } \right) = \sum\limits_{i = 1}^N {P_i } \left\| {u\left( {T_i } \right) - x_i } \right\|^2 \leqslant \varepsilon ^2 \) . If ‖u t(0)‖≤E for some a priori constantE, we construct a regularized solution ν(t) such that \(Q\left( {\nu \left( 0 \right)} \right) \leqslant \varepsilon ^2 \) while \(\left\| {u\left( 0 \right) - \nu \left( 0 \right)} \right\| = 0\left( {ln \left( {E/\varepsilon } \right)} \right)^{ - 1} \) and \(\left\| {u\left( t \right) - \nu \left( t \right)} \right\| = 0\left( {\varepsilon ^{\beta \left( t \right)} } \right)\) where 0<β(t)<1 and the constant in the order symbol depends uponE. The function β(t) is larger thant/m whent k andk is the largest integer such that \((\sum\limits_{k = 1}^N {P_i (T_i )} )< (\sum\limits_{k = 1}^N {P_i (T_i )} = m\) , which β(t)=t/m on [T k, m] and β(t)=1 on [m, ∞). Similar results are obtained if the measurement is made in the maximum norm, i.e.,Q ∞(u 0)=max{‖u(T i)?x i‖, 1≤i≤N}. 相似文献
14.
《Comptes Rendus de l'Academie des Sciences Series IIA Earth and Planetary Science》1999,328(4):291-296
The purpose of this paper is to prove the existence of a solution for a nonlinear parabolic equation in the form ut - div(a(t, x, u, Du)) = H(t, x, u, Du) - div(g(t, x)) in QT =]0,T[×Ω, Ω ⊂ RN, with an initial condition u(0) = u0, where u0 is not bounded, |H(t,x, u, ξ)⩽ β|ξ|p + f(t,x) + βeλ1|u|f, |g|p/(p-1) ∈ Lr(QT) for some r = r{N) ⩾ 1, and - div(a(t,x,u, Du)) is the usual Leray-Lions operator. 相似文献
15.
《Mathematical and Computer Modelling》1999,29(2):1-18
This paper is concerned with the construction of accurate continuous numerical solutions for partial self-adjoint differential systems of the type (P(t) ut)t = Q(t)uxx, u(0, t) = u(d, t) = 0, u(x, 0) = f(x), ut(x, 0) = g(x), 0 ≤ x ≤ d, t >- 0, where P(t), Q(t) are positive definite oRr×r-valued functions such that P′(t) and Q′(t) are simultaneously semidefinite (positive or negative) for all t ≥ 0. First, an exact theoretical series solution of the problem is obtained using a separation of variables technique. After appropriate truncation strategy and the numerical solution of certain matrix differential initial value problems the following question is addressed. Given T > 0 and an admissible error ϵ > 0 how to construct a continuous numerical solution whose error with respect to the exact series solution is smaller than ϵ, uniformly in D(T) = {(x, t); 0 ≤ x ≤ d, 0 ≤ t ≤ T}. Uniqueness of solutions is also studied. 相似文献
16.
Approximation from Above of Systems of Differential Inclusions with Non-Lipschitzian Right-Hand Side
Suppose that ? n is the p-dimensional space with Euclidean norm ∥ ? ∥, K (? p ) is the set of nonempty compact sets in ? p , ?+ = [0, +∞), D = ?+ × ? m × ? n × [0, a], D 0 = ?+ × ? m , F 0: D 0 → K (? m ), and co F 0 is the convex cover of the mapping F 0. We consider the Cauchy problem for the system of differential inclusions $$\dot x \in \mu F(t,x,y,\mu ),\quad \dot y \in G(t,x,y,\mu ),\quad x(0) = x_0 ,\quad y(0) = y_0$$ with slow x and fast y variables; here F: D → K (? m ), G: D → K (? n ), and μ ∈ [0, a] is a small parameter. It is assumed that this problem has at least one solution on [0, 1/μ] for all sufficiently small μ ∈ [0, a]. Under certain conditions on F, G, and F 0, comprising both the usual conditions for approximation problems and some new ones (which are weaker than the Lipschitz property), it is proved that, for any ε > 0, there is a μ0 > 0 such that for any μ ∈ (0, μ0] and any solution (x μ(t), y μ(t)) of the problem under consideration, there exists a solution u μ(t) of the problem ${\dot u}$ ∈ μ co F 0 (t, u), u(0) = x 0 for which the inequality ∥x μ(t) ? u μ(t)∥ < ε holds for each t ∈ [0, 1/μ]. 相似文献
17.
Xueli Bai 《Zeitschrift für Angewandte Mathematik und Physik (ZAMP)》2014,65(1):135-138
This paper mainly considers the coupled parabolic system in a bounded domain: u t = Δu + u α v p , v t = Δv + u q v β in Ω × (0, T) with null Dirichlet boundary value condition which had been discussed by Wang in (Z Angew Math Phys 51:160–167, 2000). The aim of this paper is to solve the open problem mentioned in the Remark of Wang (Z Angew Math Phys 51:160–167, 2000). 相似文献
18.
Every solution u = u(x, t) of the Cauchy–Dirichlet problem for the fast diffusion equation, ? t (|u| m-2 u) = Δu in Ω × (0, ∞) with a smooth bounded domain Ω of ${\mathbb{R}^N}$ and 2 < m < 2* : = 2N/(N ? 2)+, vanishes in finite time at a power rate. This paper is concerned with asymptotic profiles of sign-changing solutions and a stability analysis of the profiles. Our method of proof relies on a detailed analysis of a dynamical system on some surface in the usual energy space as well as energy method and variational method. 相似文献
19.
We consider an inverse boundary value problem for the heat equation ? t u = div (γ? x u) in (0, T) × Ω, u = f on (0, T) × ?Ω, u| t=0 = u 0, in a bounded domain Ω ? ? n , n ≥ 2, where the heat conductivity γ(t, x) is piecewise constant and the surface of discontinuity depends on time: γ(t, x) = k 2 (x ∈ D(t)), γ(t, x) = 1 (x ∈ Ω?D(t)). Fix a direction e* ∈ 𝕊 n?1 arbitrarily. Assuming that ?D(t) is strictly convex for 0 ≤ t ≤ T, we show that k and sup {e*·x; x ∈ D(t)} (0 ≤ t ≤ T), in particular D(t) itself, are determined from the Dirichlet-to-Neumann map : f → ?ν u(t, x)|(0, T)×?Ω. The knowledge of the initial data u 0 is not used in the proof. If we know min0≤t≤T (sup x∈D(t) x·e*), we have the same conclusion from the local Dirichlet-to-Neumann map. Numerical examples of stationary and moving circles inside the unit disk are shown. The results have applications to nondestructive testing. Consider a physical body consisting of homogeneous material with constant heat conductivity except for a moving inclusion with different conductivity. Then the location and shape of the inclusion can be monitored from temperature and heat flux measurements performed at the boundary of the body. Such a situation appears for example in blast furnaces used in ironmaking. 相似文献
20.
Olivier Raimond 《Probability Theory and Related Fields》2009,144(1-2):247-279
We study asymptotic properties of processes X, living in a Riemannian compact manifold M, solution of the stochastic differential equation (SDE) $$dX_t = dW_t(X_t) - \beta(t)\nabla V\mu_t(X_t)dt$$ with W a Brownian vector field, β(t) = alog(t + 1), $\mu_t = \frac{1}{t} \int_0^t \delta_{X_s}ds$ and $V\mu_t(x) = \frac{1}{t}\int_0^t V(x, X_s)ds$ , V being a smooth function. We show that the asymptotic behavior of μ t can be described by a non-autonomous differential equation. This class of processes extends simulated annealing processes for which V(x, y) is only a function of x. In particular we study the case $M = {\mathbb{S}}^n$ , the n-dimensional sphere, and V(x, y) = ?cos(d(x, y)), where d(x, y) is the distance on ${\mathbb{S}}^n$ , which corresponds to a process attracted by its past trajectory. In this case, it is proved that μ t converges almost surely towards a Dirac measure. 相似文献