Coercive singular perturbations

Summary We consider general boundary value problems with small parameter ɛ in the operator and boundary conditions. Both the perturbed and reduced operators are supposed to be elliptic. We point outnecessary andsufficient conditions of Shapiro-Lopatinsky type for the singularly perturbed problem to be coercive, i.e. for a two-sided a priori estimate to hold for its solutions uniformly with respect to ɛ. Entrata in Redazione il 6 luglio 1977.     

半线性二阶系统的奇异摄动现象*

本文研究半线性二阶系统的奇异摄动现象,在适当的假设下,借助于构造特殊的不变域,证得向量边值问题解的存在及其当ε→0+时的渐近性质,在这种不变域中解呈现所谓的边界层现象和角层现象.     

Spectral stability results for higher-order operators under perturbations of the domain

We analyze the spectral behavior of higher-order elliptic operators when the domain is perturbed. We provide general spectral stability results for Dirichlet and Neumann boundary conditions. Moreover, we study the bi-harmonic operator with the so-called intermediate boundary conditions. We give special attention to this last case and analyze its behavior when the boundary of the domain has some oscillatory behavior. We will show that there is a critical oscillatory behavior and that the limit problem depends on whether we are above, below or just sitting on this critical value.     

On the Asymptotic and Numerical Analyses of Exponentially III-Conditioned Singularly Perturbed Boundary Value Problems

Asymptotic and numerical methods are used to study several classes of singularly perturbed boundary value problems for which the underlying homogeneous operators have exponentially small eigenvalues. Examples considered include the familiar boundary layer resonance problems and some extensions and certain linearized equations associated with metastable internal layer motion. For the boundary layer resonance problems, a systematic projection method, motivated by the work of De Groen [1], is used to analytically calculate high-order asymptotic solutions. This method justifies and extends some previous results obtained from the variational method of Grasman and Matkowsky [2]. A numerical approach, based on an integral equation formulation, is used to accurately compute boundary layer resonance solutions and their associated exponentially small eigenvalues. For various examples, the numerical results are shown to compare very favorably with two-term asymptotic results. Finally, some Sturm-Liouville operators with exponentially small spectral gap widths are studied. One such problem is applied to analyzing metastable internal layer motion for a certain forced Burgers equation.     

含两参数的三阶拟线性常微分方程边值问题的奇摄动

研究含两参数的三阶拟线性常微分方程奇摄动边值问题.采用两阶段展开的方法,对ε/μ2→0(μ→0);μ2/ε→0(ε→0)和ε=μ2三种情形构造出形式渐近解,同时利用微分不等式方法,证明了解的存在性,并给出余项的一致有效的估计.     

二阶椭圆型方程奇摄动边值问题的渐近解

研究了一类二阶线性椭圆型方程的奇摄动边值问题.利用边界层函数法构造出问题的零次形式近似,并应用椭圆型算子的最大值原理对问题的解作出渐近估计.     

Upper estimates for the energy of solutions of nonhomogeneous boundary value problems

We establish upper bounds for the energy of critical levels of the functional associated to a perturbed superlinear elliptic boundary value problem. We show that the perturbed problem satisfies the estimates obtained by Bahri and Lions (1988) for the symmetric problem. We use these estimates to prove the existence of nonradial solutions to a radial elliptic boundary value problem. Our results fill a gap in an earlier paper by Aduén and Castro.

     

A Finite Difference Scheme on a Priori Adapted Meshes for a Singularly Perturbed Parabolic Convection-Diffusion Equation

A boundary value problem is considered for a singularly perturbed parabolic convection-diffusion equation;we construct a finite difference scheme on a priori (se-quentially) adapted meshes and study its convergence.The scheme on a priori adapted meshes is constructed using a majorant function for the singular component of the discrete solution,which allows us to find a priori a subdomain where the computed solution requires a further improvement.This subdomain is defined by the perturbation parameterε,the step-size of a uniform mesh in x,and also by the required accuracy of the discrete solution and the prescribed number of refinement iterations K for im- proving the solution.To solve the discrete problems aimed at the improvement of the solution,we use uniform meshes on the subdomains.The error of the numerical so- lution depends weakly on the parameterε.The scheme converges almostε-uniformly, precisely,under the condition N~(-1)=o(ε~v),where N denotes the number of nodes in the spatial mesh,and the value v=v(K) can be chosen arbitrarily small for suitable K.     

Fredholm property of boundary value problems for a fourth-order elliptic differential-operator equation with operator boundary conditions

In a Hilbert space H, we study the Fredholm property of a boundary value problem for a fourth-order differential-operator equation of elliptic type with unbounded operators in the boundary conditions. We find sufficient conditions on the operators in the boundary conditions for the problem to be Fredholm. We give applications of the abstract results to boundary value problems for fourth-order elliptic partial differential equations in nonsmooth domains.     

Pointwise error estimates of the bilinear SDFEM on Shishkin meshes

A model singularly perturbed convection–diffusion problem in two space dimensions is considered. The problem is solved by a streamline diffusion finite element method (SDFEM) that uses piecewise bilinear finite elements on a Shishkin mesh. We prove that the method is convergent, independently of the diffusion parameter ε, with a pointwise accuracy of almost order 11/8 outside and inside the boundary layers. Numerical experiments support these theoretical results. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

含多个小参数的高阶拟线性椭圆型方程一般边值问题的奇摄动

本文应用М.Н.Вишик和Л.А.Люстерник[1]的渐近方法以及泛函分析的不动点原理研究了方程与边界摄动相结合的高阶拟线性椭圆型方程一般边值问题的奇摄动,证明了摄动问题解的存在且唯一,给出解的渐近展开式和有关的余项估计.     

Numerical treatment of singularly perturbed two point boundary value problems exhibiting boundary layers

A boundary value method for solving a class of nonlinear singularly perturbed two point boundary value problems with a boundary layer at one end is proposed. Using singular perturbation analysis the method consists of solving two problems; namely, a reduced problem and a boundary layer correction problem. We use Pade’ approximation to obtain the solution of the latter problem and to satisfy the condition at infinity. Numerical examples will be given to illustrate the method.     

Conditional ε-uniform boundedness of Galerkin projectors and convergence of an adaptive mesh method as applied to singularly perturbed boundary value problems

The Galerkin finite element method is applied to nonself-adjoint singularly perturbed boundary value problems on Shishkin meshes. The Galerkin projection method is used to obtain conditionally ε-uniform a priori error estimates and to prove the convergence of a sequence of meshes in the case of an unknown boundary layer edge.     

非线性奇异边值问题

对一类奇异两点边值问题,在很一般的条件下,证明了振动问题的可解性与一类全连续映象不动点的存在性是等价的,并且给出了振动问题的可解性与原问题的可解性之间的关系。     

Self-adjoint Extensions for the Neumann Laplacian and Applications

A new technique is proposed for the analysis of shape optimization problems. The technique uses the asymptotic analysis of boundary value problems in singularly perturbed geometrical domains. The asymptotics of solutions are derived in the framework of compound and matched asymptotics expansions. The analysis involves the so-called interior topology variations. The asymptotic expansions are derived for a model problem, however the technique applies to general elliptic boundary value problems. The self-adjoint extensions of elliptic operators and the weighted spaces with detached asymptotics are exploited for the modelling of problems with small defects in geometrical domains, The error estimates for proposed approximations of shape functionals are provided.     

Grid approximation of singularly perturbed parabolic reaction-diffusion equations on large domains with respect to the space and time variables

In an unbounded (with respect to x and t) domain (and in domains that can be arbitrarily large), an initial-boundary value problem for singularly perturbed parabolic reaction-diffusion equations with the perturbation parameter ε² multiplying the higher order derivative is considered. The parameter ε takes arbitrary values in the half-open interval (0, 1]. To solve this problem, difference schemes on grids with an infinite number of nodes (formal difference schemes) are constructed that converge ε-uniformly in the entire unbounded domain. To construct these schemes, the classical grid approximations of the problem on the grids that are refined in the boundary layer are used. Schemes on grids with a finite number of nodes (constructive difference schemes) are also constructed for the problem under examination. These schemes converge for fixed values of ε in the prescribed bounded subdomains that can expand as the number of grid points increases. As ε → 0, the accuracy of the solution provided by such schemes generally deteriorates and the size of the subdomains decreases. Using the condensing grid method, constructive difference schemes that converge ε-uniformly are constructed. In these schemes, the approximation accuracy and the size of the prescribed subdomains (where the schemes are convergent) are independent of ε and the subdomains may expand as the number of nodes in the underlying grids increases.     

Asymptotic properties of solutions of parametric optimal control problems with varying index of the singular arcs

We consider a family of parametric linear-quadratic optimal control problems with terminal and control constraints. This family has the specific feature that the class of optimal controls is changed for an arbitrarily small change in the parameter. In the perturbed problem, the behavior of the corresponding trajectory on noncritical arcs of the optimal control is described by solutions of singularly perturbed boundary value problems. For the solutions of these boundary value problems, we obtain an asymptotic expansion in powers of the small parameter ?. The asymptotic formula starts from a term of the order of 1/? and contains boundary layers. This formula is used to justify the asymptotic expansion of the optimal control for a perturbed problem in the family. We suggest a simple method for constructing approximate solutions of the perturbed optimal control problems without integrating singularly perturbed systems. The results of a numerical experiment are presented.     

Some homogenization problems for the system of elasticity with nonlinear boundary conditions in perforated domains

The system of linear elasticity is considered in a perforated domain with an ε-periodic structure. External forces nonlinearly depending on the displacements are applied to the surface of the cavities (or channels), while the body is fixed along the outer portion of its boundary. We investigate the asymptotic behavior of solutions to such boundary value problems asε→0 and construct the limit problem, according to the external surface forces and their dependence on the parameter ε. In some cases, this dependence results in the homogenized problem having the form of a variational inequality over a certain closed convex cone in a Sobolev space. This cone is described in terms of the functions involved in the nonlinear boundary conditions on the perforated boundary. A homogenization theorem is also proved for some unilateral problems with boundary conditions of Signorini type for the system of elasticity in a perforated domain. We discuss some cases when the homogenized tensor may depend on the functions specifying the boundary conditions.     

Boundary pairs associated with quadratic forms

We introduce a purely functional analytic framework for elliptic boundary value problems in a variational form. We define abstract Neumann and Dirichlet boundary conditions and a corresponding Dirichlet‐to‐Neumann operator, and develop a theory relating resolvents and spectra of these operators. We illustrate the theory by many examples including Jacobi operators, Laplacians on spaces with (non‐smooth) boundary, the Zaremba (mixed boundary conditions) problem and discrete Laplacians.     

Grid approximation of a parabolic convection-diffusion equation on a priori adapted grids: ε-uniformly convergent schemes

The boundary value problem for a singularly perturbed parabolic convection-diffusion equation is considered. A finite difference scheme on a priori (sequentially) adapted grids is constructed and its convergence is examined. The construction of the scheme on a priori adapted grids is based on a majorant of the singular component of the grid solution that makes it possible to a priori find a subdomain in which the grid solution should be further refined given the perturbation parameter ε, the size of the uniform mesh in x, the desired accuracy of the grid solution, and the prescribed number of iterations K used to refine the solution. In the subdomains where the solution is refined, the grid problems are solved on uniform grids. The error of the solution thus constructed weakly depends on ε. The scheme converges almost ε-uniformly; namely, it converges under the condition N ^?1 = o(ε^v), where v = v(K) can be chosen arbitrarily small when K is sufficiently large. If a piecewise uniform grid is used instead of a uniform one at the final Kth iteration, the difference scheme converges ε-uniformly. For this piecewise uniform grid, the ratio of the mesh sizes in x on the parts of the mesh with a constant size (outside the boundary layer and inside it) is considerably less than that for the known ε-uniformly convergent schemes on piecewise uniform grids.