Construction of Solutions and L^1-error Estimates of Viscous Methods for Scalar Conservation Laws with Boundary

This paper is concerned with an initial boundary value problem for strictly convex conservation laws whose weak entropy solution is in the piecewise smooth solution class consisting of finitely many discontinuities. By the structure of the weak entropy solution of the corresponding initial value problem and the boundary entropy condition developed by Bardos-Leroux Nedelec, we give a construction method to the weak entropy solution of the initial boundary value problem. Compared with the initial value problem, the weak entropy solution of the initial boundary value problem includes the following new interaction type： an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary. According to the structure and some global estimates of the weak entropy solution, we derive the global L^1-error estimate for viscous methods to this initial boundary value problem by using the matching travelling wave solutions method. If the inviscid solution includes the interaction that an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary, or the inviscid solution includes some shock wave which is tangent to the boundary, then the error of the viscosity solution to the inviscid solution is bounded by O（ε^1/2） in L^1-norm; otherwise, as in the initial value problem, the L^1-error bound is O（ε｜ In ε｜）.     

A Time-Fractional Step Method for Conservation Law Related Obstacle Problems

We are interested in approximating the solution of a first-order quasi-linear equation associated with a forced unilateral obstacle condition. With this view, we make use of the time-splitting method developed classically to compute discontinuous solutions of nonhomogeneous scalar conservation laws. Here, one proves that this fractional step method converges in L¹ to the weak entropy solution of the considered obstacle problem. In the case of the Cauchy problem, an L¹-error bound in is established.     

The Dirichlet Problem for the Total Variation Flow

We introduce a new concept of solution for the Dirichlet problem for the total variational flow named entropy solution. Using Kruzhkov's method of doubling variables both in space and in time we prove uniqueness and a comparison principle in L¹ for entropy solutions. To prove the existence we use the nonlinear semigroup theory and we show that when the initial and boundary data are nonnegative the semigroup solutions are strong solutions.     

Finite volume schemes for locally constrained conservation laws

This paper is devoted to the numerical analysis of the road traffic model proposed by Colombo and Goatin (J. Differ. Equ. 234(2):654–675, 2007). The model involves a standard conservation law supplemented by a local unilateral constraint on the flux at the point x = 0 (modelling a road light, a toll gate, etc.). We first show that the problem can be interpreted in terms of the theory of conservation laws with discontinuous flux function, as developed by Adimurthi et al. (J. Hyperbolic Differ. Equ. 2(4):783–837, 2005) and Bürger et al. (SIAM J. Numer. Anal. 47(3):1684–1712, 2009). We reformulate accordingly the notion of entropy solution introduced by Colombo and Goatin (J. Differ. Equ. 234(2):654–675, 2007), and extend the well-posedness results to the L ^∞ framework. Then, starting from a general monotone finite volume scheme for the non-constrained conservation law, we produce a simple scheme for the constrained problem and show its convergence. The proof uses a new notion of entropy process solution. Numerical examples modelling a “green wave” are presented.     

An <Emphasis Type="Italic">L</Emphasis><Subscript>\infty</Subscript>/<Emphasis Type="Italic">L</Emphasis><Subscript>1</Subscript>-Constrained Quadratic Optimization Problem with Applications to Neural Networks

Pattern formation in associative neural networks is related to a quadratic optimization problem. Biological considerations imply that the functional is constrained in the L _\infty norm and in the L ₁ norm. We consider such optimization problems. We derive the Euler–Lagrange equations, and construct basic properties of the maximizers. We study in some detail the case where the kernel of the quadratic functional is finite-dimensional. In this case the optimization problem can be fully characterized by the geometry of a certain convex and compact finite-dimensional set.     

An L \infty/ L 1-Constrained Quadratic Optimization Problem with Applications to Neural Networks

Pattern formation in associative neural networks is related to a quadratic optimization problem. Biological considerations imply that the functional is constrained in the L_\infty norm and in the L₁ norm. We consider such optimization problems. We derive the Euler–Lagrange equations, and construct basic properties of the maximizers. We study in some detail the case where the kernel of the quadratic functional is finite-dimensional. In this case the optimization problem can be fully characterized by the geometry of a certain convex and compact finite-dimensional set.     

A remark on mixedL 2/L ∞ bounds

This note shows that the Dym-Gohberg maximal entropy solution to the Nehari problem also satisfies a particularL ² bound. Using this bound we give a simple proof of the Kaftal-Larson-WeissL ²/L Nehari interpolation theorem.     

Entropy solutions for linearly degenerate hyperbolic systems of rich type

Consider a linearly degenerate hyperbolic system of rich type. Assuming that each eigenvalue of the system has a constant multiplicity, we construct a representation formula of entropy solutions in L^∞ to the Cauchy problem. This formula depends on the solution of an autonomous system of ordinary differential equations taking x as parameter. We prove that for smooth initial data, the Cauchy problem for such an autonomous system admits a unique global solution. By using this formula together with classical compactness arguments, we give a very simple proof on the global existence of entropy solutions. Moreover, in a particular case of the system, we obtain an another explicit expression and the uniqueness of the entropy solution. Applications include the one-dimensional Born–Infeld system and linear Lagrangian systems.     

The obstacle problem for nonlinear elliptic equations with variable growth and L1-data

The aim of this paper is twofold: to prove, for L ¹-data, the existence and uniqueness of an entropy solution to the obstacle problem for nonlinear elliptic equations with variable growth, and to show some convergence and stability properties of the corresponding coincidence set. The latter follow from extending the Lewy-Stampacchia inequalities to the general framework of L ¹.     

Exterior penalty in optimal control problem with state-control constraints

We consider an abstract optimal control problem with additional equality and inequality state and control constraints, we use the exterior penalty function to transform the constrained optimal control problem into a sequence of unconstrained optimal control problems, under conditions in control lie in L ₁, the sequence of the solution to the unconstrained problem contains a subsequence converging of the solution of constrained problem, this convergence is strong when the problemis non convex, and is weak if the problemis convex in control. This generalizes the results of P.Nepomiastcthy [4] where he considered the control in the Hilbert space L ²(I,? ^m ).     

Nonsmooth eigenfunctions in problems of mathematical physics

We study whether V.A. Il’in’s method for proving the uniqueness of the solution of a mixed problem for a hyperbolic equation applies to a problem with transmission conditions in the interior of the interval. We show that the system of eigenfunctions corresponding to this problem is complete in the space L ²(0, l) and is a Riesz basis in this space.     

Weakly Nonlinear Geometric Optics for Hyperbolic Systems of Conservation Laws

We present a new approach to analyze the validation of weakly nonlinear geometric optics for entropy solutions of nonlinear hyperbolic systems of conservation laws whose eigenvalues are allowed to have constant multiplicity and corresponding characteristic fields to be linearly degenerate. The approach is based on our careful construction of more accurate auxiliary approximation to weakly nonlinear geometric optics, the properties of wave front-tracking approximate solutions, the behavior of solutions to the approximate asymptotic equations, and the standard semigroup estimates. To illustrate this approach more clearly, we focus first on the Cauchy problem for the hyperbolic systems with compact support initial data of small bounded variation and establish that the L ¹-estimate between the entropy solution and the geometric optics expansion function is bounded by O(?²), independent of the time variable. This implies that the simpler geometric optics expansion functions can be employed to study the behavior of general entropy solutions to hyperbolic systems of conservation laws. Finally, we extend the results to the case with non-compact support initial data of bounded variation.     

A Description of the Global Attractor for a Class of Reaction – Diffusion Systems with Periodic Solutions

We examine the autonomous reaction–diffusion system with Dirichlet boundary conditions on (0, 1), where α, β are real, α > 0, and g is C¹ and satisfies some conditions which we need in order to prove the existence of solutions. We construct a solution of (RD) for every initial value in L²((0, 1)) × L²((0, 1)), we show that this solution is uniquely determined and that the solution has C^∞–smooth representatives for all positive t. We determine the long time behaviour of each solution. In particular, we show that each solution of (RD) tends either to the zero solution or to a periodic orbit. We construct all periodic orbits and show that their number is always finite. It turns out that the global attractor is a finite union of subsets of L² × L², which are finite–dimensional manifolds, and the dynamics in these sets can be described completely.     

On the A-obstacle problem and the Hausdorff measure of its free boundary

In this paper, we prove existence and uniqueness of an entropy solution to the A-obstacle problem, for L ¹-data. We also extend the Lewy?CStampacchia inequalities to the general framework of L ¹-data and show convergence and stability results. We then prove that the free boundary has finite (N ? 1)-Hausdorff measure, which completes previous works on this subject by Caffarelli for the Laplace operator and by Lee and Shahgholian for the p-Laplace operator when p?>?2.     

On Two Iterative Least-Squares Finite Element Schemes for the Incompressible Navier–Stokes Problem

This paper is mainly devoted to a comparative study of two iterative least-squares finite element schemes for solving the stationary incompressible Navier–Stokes equations with velocity boundary condition. Introducing vorticity as an additional unknown variable, we recast the Navier–Stokes problem into a first-order quasilinear velocity–vorticity–pressure system. Two Picard-type iterative least-squares finite element schemes are proposed to approximate the solution to the nonlinear first-order problem. In each iteration, we adopt the usual L ² least-squares scheme or a weighted L ² least-squares scheme to solve the corresponding Oseen problem and provide error estimates. We concentrate on two-dimensional model problems using continuous piecewise polynomial finite elements on uniform meshes for both iterative least-squares schemes. Numerical evidences show that the iterative L ² least-squares scheme is somewhat suitable for low Reynolds number flow problems, whereas for flows with relatively higher Reynolds numbers the iterative weighted L ² least-squares scheme seems to be better than the iterative L ² least-squares scheme. Numerical simulations of the two-dimensional driven cavity flow are presented to demonstrate the effectiveness of the iterative least-squares finite element approach.     

Virtual control regularization of state constrained linear quadratic optimal control problems

A numerical method for linear quadratic optimal control problems with pure state constraints is analyzed. Using the virtual control concept introduced by Cherednichenko et al. (Inverse Probl. 24:1–21, 2008) and Krumbiegel and R?sch (Control Cybern. 37(2):369–392, 2008), the state constrained optimal control problem is embedded into a family of optimal control problems with mixed control-state constraints using a regularization parameter α>0. It is shown that the solutions of the problems with mixed control-state constraints converge to the solution of the state constrained problem in the L ² norm as α tends to zero. The regularized problems can be solved by a semi-smooth Newton method for every α>0 and thus the solution of the original state constrained problem can be approximated arbitrarily close as α approaches zero. Two numerical examples with benchmark problems are provided.     

Asymptotic behavior of smooth solutions for partially dissipative hyperbolic systems with a convex entropy

We study the asymptotic time behavior of global smooth solutions to general entropy, dissipative, hyperbolic systems of balance laws in m space dimensions, under the Shizuta‐Kawashima condition. We show that these solutions approach a constant equilibrium state in the L^p‐norm at a rate O(t^{? (m/2)(1 ? 1/p)}) as t → ∞ for p ∈ [min{m, 2}, ∞]. Moreover, we can show that we can approximate, with a faster order of convergence, the conservative part of the solution in terms of the linearized hyperbolic operator for m ≥ 2, and by a parabolic equation, in the spirit of Chapman‐Enskog expansion in every space dimension. The main tool is given by a detailed analysis of the Green function for the linearized problem. © 2007 Wiley Periodicals, Inc.     

On a backward problem for fractional diffusion equation with Riemann-Liouville derivative

In the present paper, we study the initial inverse problem (backward problem) for a two-dimensional fractional differential equation with Riemann-Liouville derivative. Our model is considered in the random noise of the given data. We show that our problem is not well-posed in the sense of Hadamard. A truncated method is used to construct an approximate function for the solution (called the regularized solution). Furthermore, the error estimate of the regularized solution in L² and H^τ norms is considered and illustrated by numerical example.     

A phase transition model with the entropy balance

This paper deals with a phase transition model in which the energy balance is equivalently rewritten in terms of the entropy balance. The thermodynamical consistence of the model is proved and also under physically meaningful assumptions on the data, existence of a solution is stated for the corresponding initial boundary values problem by a maximum principle. Hence, L¹‐arguments yield the uniqueness of the solution and show that it evolves in accordance with thermodynamics and everyday practical properties. Copyright © 2003 John Wiley & Sons, Ltd.     

Optimization on directionally convex sets

Directional convexity generalizes the concept of classical convexity. We investigate OC-convexity generated by the intersections of C-semispaces that efficiently approximates directional convexity. We consider the following optimization problem in case of the direction set of OC-convexity being infinite. Given a compact OC-convex set A, maximize a linear form L subject to A. We prove that there exists an OC-extreme solution of the problem. We introduce the notion of OC-quasiconvex function. Ii is shown that if O is finite then the constrained maximum of an OC-quasiconvex function on the set A is attained at an OC-extreme point of A. We show that the OC-convex hull of a finite point set represents the union of a finite set of polytopes in case of the direction set being finite.