OnM-functions and nonlinear relaxation methods

Globally convergent nonlinear relaxation methods are considered for a class of nonlinear boundary value problems (BVPs), where the discretizations are continuousM-functions.It is shown that the equations with one variable occurring in the nonlinear relaxation methods can always be solved by Newton's method combined with the Bisection method. The nonlinear relaxation methods are used to get an initial approximation in the domain of attraction of Newton's method. Numerical examples are given.     

Approximation of the solution of certain nonlinear ODEs with linear complexity

We study the positive stationary solutions of a standard finite-difference discretization of the semilinear heat equation with nonlinear Neumann boundary conditions. We prove that there exists a unique solution of such a discretization, which approximates the unique positive stationary solution of the “continuous” equation. Furthermore, we exhibit an algorithm computing an ε-approximation of such a solution by means of a homotopy continuation method. The cost of our algorithm is linear in the number of nodes involved in the discretization and the logarithm of the number of digits of approximation required.     

Construction and Study of Exact Solutions to A Nonlinear Heat Equation

We construct and study exact solutions to a nonlinear second order parabolic equation which is usually called the “nonlinear heat equation” or “nonlinear filtration equation” in the Russian literature and the “porous medium equation” in other countries. Under examination is the special class of solutions having the form of a heat wave that propagates through cold (zero) background with finite velocity. The equation degenerates on the boundary of a heat wave (called the heat front) and its order decreases. The construction of these solutions by passing to an overdetermined system and analyzing its solvability reduces to integration of nonlinear ordinary differential equations of the second order with an initial condition such that the equations are not solvable with respect to the higher derivative. Some admissible families of heat fronts and the corresponding exact solutions to the problems in question are obtained. A detailed study of the global properties of solutions is carried out by the methods of the qualitative theory of differential equations and power geometry which are adapted for degenerate equations. The results are interpreted from the point of view of the behavior and properties of heat waves with a logarithmic front.     

Decay and growth estimates for solutions of second-order and third-order differential-operator equations

We obtained decay and growth estimates for solutions of second-order and third-order differential-operator equations in a Hilbert space. Applications to initial–boundary value problems for linear and nonlinear non-stationary partial differential equations modeling the strongly damped nonlinear improved Boussinesq equation, the dual-phase-lag heat conduction equations, the equation describing wave propagation in relaxing media, and the Moore–Gibson–Thompson equation are given.     

Asymptotic behavior and decay rate estimates for a class of semilinear evolution equations of mixed order

In this article we present a unified approach to study the asymptotic behavior and the decay rate to a steady state of bounded weak solutions of nonlinear, gradient-like evolution equations of mixed first and second order. The proof of convergence is based on the Lojasiewicz-Simon inequality, the construction of an appropriate Lyapunov functional, and some differential inequalities. Applications are given to nonautonomous semilinear wave and heat equations with dissipative, dynamical boundary conditions, a nonlinear hyperbolic-parabolic partial differential equation, a damped wave equation and some coupled system.     

Loss of positivity in a nonlinear scalar heat equation

Using the theory of fixed point index, we discuss the existence of nontrivial (multiple) solutions of a nonlinear scalar heat equation with nonlocal boundary conditions depending on a positive parameter. Solutions lose positivity as the parameter decreases. For a certain parameter range, not all solutions can be positive but there are positive solutions for certain types of nonlinearity. We also prove a uniqueness result.     

Uniform boundary stabilization of a wave equation with nonlinear acoustic boundary conditions and nonlinear boundary damping

We consider a wave equation with nonlinear acoustic boundary conditions. This is a nonlinearly coupled system of hyperbolic equations modeling an acoustic/structure interaction, with an additional boundary damping term to induce both existence of solutions as well as stability. Using the methods of Lasiecka and Tataru for a wave equation with nonlinear boundary damping, we demonstrate well-posedness and uniform decay rates for solutions in the finite energy space, with the results depending on the relationship between (i) the mass of the structure, (ii) the nonlinear coupling term, and (iii) the size of the nonlinear damping. We also show that solutions (in the linear case) depend continuously on the mass of the structure as it tends to zero, which provides rigorous justification for studying the case where the mass is equal to zero.     

Interacting Wave Fronts and Rarefaction Waves in a Second Order Model of Nonlinear Thermoviscous Fluids

A wave equation including nonlinear terms up to the second order for a thermoviscous Newtonian fluid is proposed. In the lossless case this equation results from an expansion to third order of the Lagrangian for the fundamental non-dissipative fluid dynamical equations. Thus it preserves the Hamiltonian structure, in contrast to the Kuznetsov equation, a model often used in nonlinear acoustics. An exact traveling wave front solution is derived from a generalized traveling wave assumption for the velocity potential. Numerical studies of the evolution of a number of arbitrary initial conditions as well as head-on colliding and confluent wave fronts exhibit several nonlinear interaction phenomena. These include wave fronts of changed velocity and amplitude along with the emergence of rarefaction waves. An analysis using the continuity of the solutions as well as the boundary conditions is proposed. The dynamics of the rarefaction wave is approximated by a collective coordinate approach in the energy balance equation.     

Interaction of Vortical and Acoustic Waves: From General Equations to Integrable Cases

The equations of the (2+1)-dimensional boundary-layer perturbation split into eigenmodes: a vortex wave and two acoustic waves. We assume that the equations of state (Taylor series approximation) are arbitrary. We realize a mode definition via local-relation equations extracted from the linearization of the general system over the boundary-layer flow. Each such link determines an invariant subspace and the corresponding projector. We examine the nonlinear equation for a vortex wave using a special orthogonal coordinate system based on streamlines. The equations for the orthogonal curves are linked to the Laplace equations via Laplace and Moutard transformations. The nonlinearity determines the proper form of the interaction between vortical and acoustic boundary-layer perturbation fields fixed by projecting to a subspace of the Orr-Sommerfeld equation solutions for the Tollmienn-Schlichting (linear vortical) wave and by the corresponding procedure for the acoustic wave. We suggest a new mechanism for controlling the nonlinear resonance of the Tollmienn-Schlichting wave by sound via a four-wave interaction.__________Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 144, No. 1, pp. 171–181, July, 2005.     

On the approximation of nonlinear singular self-adjoint second order boundary value problems

We investigate the approximation of the solutions of a class of nonlinear second order singular boundary value problems with a self-adjoint linear part. Our strategy involves two ingredients. First, we take advantage of certain boundary condition functions to obtain well behaved functions of the solutions. Second, we integrate the problem over an interval that avoids the singularity. We are able to prove a uniform convergence result for the approximate solutions. We describe how the approximation is constructed for the various values of the deficiency index associated with the differential equation. The solution of the nonlinear problem is obtained by a globally convergent iterative method.     

Infinite horizon BSDEs in infinite dimensions with continuous driver and applications

This paper is devoted to forward-backward systems of stochastic differential equations in which the forward equation is not coupled to the backward one, both equations are infinite dimensional and on the time interval [0, + ∞). The forward equation defines an Ornstein-Uhlenbeck process, the driver of the backward equation has a linear part which is the generator of a strongly continuous, dissipative, compact semigroup, and a nonlinear part which is assumed to be continuous with linear growth. Under the assumption of equivalence of the laws of the solution to the forward equation, we prove the existence of a solution to the backward equation. We apply our results to a stochastic game problem with infinitely many players.     

Une méthode particulaire déterministe pour des équations diffusives non linéaires

We study in this Note a deterministic particle method for heat (or Fokker–Planck) equations or for porous media equations. This method is based upon an approximation of these equations by nonlinear transport equations and we prove the convergence of that approximation. Finally, we present some numerical experiments for the heat equation and for an example of porous media equations.     

Null space distributions—A new approach to finite convolution equations with a Hankel kernel

In some earlier publications it has been shown that the solutions of the boundary integral equations for some mixed boundary value problems for the Helmholtz equation permit integral representations in terms of solutions of associated complicated singular algebraic ordinary differential equations. The solutions of these differential equations, however, are required to be known on some infinite interval on the real line, which is unsatisfactory from a practical point of view. In this paper, for the example of one specific boundary integral equation, the relevant solutions of the associated differential equation are expressed by integrals which contain only one unknown generalized function, the support of this generalized function is no longer unbounded but a compact subset of the real line. This generalized function is a distributional solution of the homogeneous boundary integral equation. By this null space distribution the boundary integral equation can be solved for arbitrary right-hand sides, this solution method can be considered of being analogous to the method of variation of parameters in the theory of ordinary differential equations. The nature of the singularities of the null space distribution is worked out and it is shown that the null space distribution itself can be expressed by solutions of the associated ordinary differential equation.     

Energy Methods for Problems with Nonhomogeneous Boundary Conditions

This paper employs the weighted energy method to derive estimates for the dynamic behavior of solutions to boundary and initial boundary value problems with nonhomogeneous boundary conditions. In particular, the method is applied to the heat and Laplace equations in a bounded or unbounded region. Extensions to related equations are also studied. Similar estimates but for the spatial behavior is obtained for the heat equation and the backward in time heat equation. Results for blow-up in finite time of solutions to certain nonlinear equations are generalized to include nonhomogeneous boundary conditions, while solutions that vanish on part of the boundary are briefly discussed in the final section.     

改进的无奇异局部边界积分方程方法

在局部边界积分方程方法中,当源节点位于分析域的整体边界上时,局部边界积分将出现奇异积分问题,这些奇异积分需要做特别的处理．为此,提出了对域内节点采用局部积分方程,而对边界节点直接采用移动最小二乘近似函数引入边界条件来解决奇异积分问题,这同时也解决了对积分边界进行插值引入近似误差的问题．作为应用和数值实验,对Laplace方程和Helmholtz方程问题进行了分析,取得了很好的数值结果．进而,在Helmholtz方程求解中,采用了含波解信息的修正基函数来代替单项式基函数进行近似．数值结果显示,这样处理是简单高效的,在高波数声传播问题的求解中非常具有前景．     

Polynomial decay and control of a 1−d hyperbolic-parabolic coupled system

In this paper we consider a linearized model for fluid-structure interaction in one space dimension. The domain where the system evolves consists in two parts in which the wave and heat equations evolve, respectively, with transmission conditions at the interface. First of all we develop a careful spectral asymptotic analysis on high frequencies for the underlying semigroup. It is shown that the semigroup governed by the system can be split into a parabolic and a hyperbolic projection. The dissipative mechanism of the system in the domain where the heat equation holds produces a slow decay of the hyperbolic component of solutions. According to this analysis we obtain sharp polynomial decay rates for the whole energy of smooth solutions. Next, we discuss the problem of null-controllability of the system when the control acts on the boundary of the domain where the heat equation holds. The key observability inequality of the dual system with observation on the heat component is derived though a new Ingham-type inequality, which in turn, thanks to our spectral analysis, is a consequence of a known observability inequality of the same system but with observation on the wave component.     

ON TRANSMISSION PROBLEM FOR KIRCHHOFF TYPE WAVE EQUATION WITH A LOCALIZED NONLINEAR DISSIPATION IN BOUNDED DOMAIN＊

In this article,we consider the global existence and decay rates of solutions for the transmission problem of Kirchhoff type wave equations consisting of two physically different types of materials,one...     

Solitary waves in the nolinear wave equation and in gauge theories

Roughly speaking a solitary wave is a solution of a field equation whose energy travels as a localized packet and which preserves this localization in time. This paper is an introduction to the study of solitary waves relative to the nonlinear wave equation and to the Abelian gauge theories. Abelian gauge theories consist of a class of field equations obtained by coupling in a suitable way the nonlinear wave equation with the Maxwell equations. They provide a model for the interaction of matter with the electromagnetic field. One of the motivations of this study lies in the fact that the nonlinear wave equation and the Abelian gauge theories are the simplest equations which satisfy the basic principles of modern physics. Dedicated to the memory of Jean Leray     

Integrable solutions of a mixed type operator equation

In this paper we prove the existence of integrable solutions for a generalized mixed type operator equation, which contains many key integral and functional equations appearing frequently in Mathematical literature. Our main tool is a Krasnosel’skii type fixed point theorem recently proved by Latrach and Taoudi, the first author. An existence theory for a class of nonlinear transport equations is also developed.     

An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay

The subject of this paper is the analytic approximation method for solving stochastic differential equations with time-dependent delay. Approximate equations are defined on equidistant partitions of the time interval, and their coefficients are Taylor approximations of the coefficients of the initial equation. It will be shown, without making any restrictive assumption for the delay function, that the approximate solutions converge in L^p-norm and with probability 1 to the solution of the initial equation. Also, the rate of the L^p convergence increases when the degrees in the Taylor approximations increase, analogously to what is found in real analysis. At the end, a procedure will be presented which allows the application of this method, with the assumption of continuity of the delay function.