Homogenization of Hamilton‐Jacobi‐Bellman equations with respect to time‐space shifts in a stationary ergodic medium

We consider a family {u_? (t, x, ω)}, ? < 0, of solutions to the equation ?u_?/?t + ?Δu_?/2 + H (t/?, x/?, ?u_?, ω) = 0 with the terminal data u_?(T, x, ω) = U(x). Assuming that the dependence of the Hamiltonian H(t, x, p, ω) on time and space is realized through shifts in a stationary ergodic random medium, and that H is convex in p and satisfies certain growth and regularity conditions, we show the almost sure locally uniform convergence, in time and space, of u_?(t, x, ω) as ? → 0 to the solution u(t, x) of a deterministic averaged equation ?u/?t + H?(?u) = 0, u(T, x) = U(x). The “effective” Hamiltonian H? is given by a variational formula. © 2007 Wiley Periodicals, Inc.     

An algorithm for tracing the boundary curves of mushy regions in some degenerate diffusion problems

We present an algorithm for approximating the solution of the degenerate diffusion problem u_t = (?(u))_xx in (0,1) × R⁺ (with zero Dirichlet boundary conditions, and nonnegative initial datum u₀), where ?(u) = min {ku1} for some ? > 0. The algorithm also provides an approximation for the interface curves which represent the boundary of the Mushy Region ?? = {(x, t): ? (u(x, t)) = 1}. The convergence of the algorithm is proved.     

LARGE TIME BEHAVIOR OF SOLUTIONS TO SOME DEGENERATE PARABOLIC EQUATIONS

The purpose of this paper is to study the limit in L ¹(Ω), as t → ∞, of solutions of initial-boundary-value problems of the form u_t ? Δw = 0 and u ∈ β(w) in a bounded domain Ω with general boundary conditions ?w/?η + γ(w) ? 0. We prove that a solution stabilizes by converging as t → ∞ to a solution of the associated stationary problem. On the other hand, since in general these solutions are not unique, we characterize the true value of the limit and comment the results on the related concrete situations like the Stefan problem and the filtration equation.     

A best approximation for the solution of one‐dimensional variable‐coefficient Burgers' equation

In this article, an iterative method for the approximate solution to one‐dimensional variable‐coefficient Burgers' equation is proposed in the reproducing kernel space W_(3,2). It is proved that the approximation w_n(x,t) converges to the exact solution u(x,t) for any initial function w₀(x,t) ε W_(3,2), and the approximate solution is the best approximation under a complete normal orthogonal system . Moreover the derivatives of w_n(x,t) are also uniformly convergent to the derivatives of u(x,t).© 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Non-homogeneous non-linear damped wave equations in unbounded domains

We present a global existence theorem for solutions of u^tt ? ?_ia_ik (x)?_ku + u_t = ?(t, x, u, u_t, ?u, ?u_t, ?²u), u(t = 0) = u⁰, u(=0)=u¹, u(t, x), t ? 0, x?Ω.Ω equals ?³ or Ω is an exterior domain in ?³ with smoothly bounded star-shaped complement. In the latter case the boundary condition u|_?Ω = 0 will be studied. The main theorem is obtained for small data (u⁰, u¹) under certain conditions on the coefficients a_ik. The L^p - L^q decay rates of solutions of the linearized problem, based on a previously introduced generalized eigenfunction expansion ansatz, are used to derive the necessary a priori estimates.     

On the Elementary Retarded,Ultrahyperbolic Solution of the Klein-Gordon Operator,Iterated k Times

Let t = (t₁,…,t_n) be a point of ?ⁿ. We shall write . We put, by the definition, W_α(u, m) = (m^?2u)^{(α ? n)/4}[π^{(n ? 2)/2}2^{(α + n ? 2)/2}Г(α/2)]J_{(α ? n)/2}(m²u)^1/2; here α is a complex parameter, m a real nonnegative number, and n the dimension of the space. W_α(u, m), which is an ordinary function if Re α ≥ n, is an entire distributional function of α. First we evaluate {□ + m²}W_{α + 2}(u, m) = W_α(u, m), where {□ + m²} is the ultrahyperbolic operator. Then we express W_α(u, m) as a linear combination of R_α(u) of differntial orders; R_α(u) is Marcel Riesz's ultrahyperbolic kernel. We also obtain the following results: W_?2k(u, m) = {□ + m²}^kδ, k = 0, 1,…; W₀(u, m) = δ; and {□ + m²}^kW_2k(u, m) = δ. Finally we prove that W_α(u, m = 0) = R_α(u). Several of these results, in the particular case µ = 1, were proved earlier by a completely different method.     

The zero dispersion limit of the korteweg-de vries equation for initial potentials with non-trivial reflection coefficient

The inverse scattering method is used to determine the distribution limit as ? → 0 of the solution u(x, t, ?) of the initial value problem. U_t ? 6uu_x + ?²u_xxx = 0, u(x, 0) = v(x), where v(x) is a positive bump which decays sufficiently fast as x x→±α. The case v(x) ? 0 has been solved by Peter D. Lax and C. David Levermore [8], [9], [10]. The computation of the distribution limit of u(x, t, ?) as ? → 0 is reduced to a quadratic maximization problem, which is then solved.     

Boundedness in nonlinear oscillations

In this paper, the boundedness of all solutions of the nonlinear differential equation (φ_p(x′))′ + αφ_p(x⁺) – βφ_p(x^–) + f(x) = e(t) is studied, where φ_p(u) = |u|^p–2 u, p ≥ 2, α, β are positive constants such that = 2w^–1 with w ∈ ?⁺\?, f is a bounded C⁵ function, e(t) ∈ C⁶ is 2π_p‐periodic, x⁺ = max{x, 0}, x^– = max{–x, 0}. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the existence of shock fronts for a Burgers equation with a singular source term

In this paper we consider the Cauchy problem for the equation ∂u/∂t + u ∂u/∂x + u/x = 0 for x > 0, t ⩾ 0, with u(x, 0) = u⁰₋(x) for x < x₀, u(x, 0) = u⁰₊(x) for x > x₀, u⁰₋(x₀) > u⁰₊(x₀). Following the ideas of Majda, 1984 and Lax, 1973, we construct, for smooth u⁰₋ and u⁰₊, a global shock front weak solution u(x, t) = u₋(x, t) for x < ϕ(t), u(x, t) = u₊(x, t) for x > ϕ(t), where u₋ and u₊ are the strong solutions corresponding (respectively) to u⁰₋ and u⁰₊ and the curve t → ϕ(t) is defined by dϕ/dt (t) = 1/2[u₋(ϕ(t), t) + u₊(ϕ(t), t)], t ⩾ 0 and ϕ(0) = x₀. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

A note on discrete heat conduction

If the longitudinal line method is applied to the Cauchy problem u_t = u_xx, u(0, x) = u₀(x) with a bounded function u₀, one is led to a linear initial value problem v￠(t)=A v(t), v(0)=wv'(t)=A v(t),\, v(0)=w in l^￥ (\Bbb Z)l^\infty (\Bbb Z). Using Banach limit techniques we study the asymptotic behaviour of the solutions of these problems as t tends to infinity.     

Grow-up of critical solutions for a non-local porous medium problem with Ohmic heating source

We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation ${u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2}We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation u_t = (uⁿ)_xx + lf(u)/(ò_-1¹ f(u)dx)²{u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2} with Dirichlet boundary conditions and positive initial data. The function f satisfies: f(s),−f ′ (s) > 0 for s ≥ 0 and s ^n-1 f(s) is integrable at infinity. Due to the conditions on f, there exists a critical value of parameter λ, say λ*, such that for λ > λ* the solution u = u(x, t; λ) blows up globally in finite time, while for λ ≥ λ* the corresponding steady-state problem does not have any solution. For 0 < λ < λ* there exists a unique steady-state solution w = w(x; λ) while u = u(x, t; λ) is global in time and converges to w as t → ∞. Here we show the global grow-up of critical solution u* =  u(x, t; λ*) (u* (x, t) → ∞, as t → ∞ for all x ? (-1,1){x\in(-1,1)}.     

C k -solvability near the characteristic set for a class of planar complex vector fields of infinite type

This paper deals with semi-global C ^k -solvability of complex vector fields of the form ${\mathsf{L}=\partial/\partial t+x^r(a(x)+ib(x))\partial/\partial x,}This paper deals with semi-global C ^k -solvability of complex vector fields of the form L=?/?t+x^r(a(x)+ib(x))?/?x,{\mathsf{L}=\partial/\partial t+x^r(a(x)+ib(x))\partial/\partial x,}, r ≥ 1, defined on W_e=(-e,e)×S¹{\Omega_\epsilon=(-\epsilon,\epsilon)\times S^1}, ${\epsilon >0 }${\epsilon >0 }, where a and b are C ^∞ real-valued functions in (-e,e){(-\epsilon,\epsilon)}. It is shown that the interplay between the order of vanishing of the functions a and b at x = 0 influences the C ^k -solvability at Σ = {0} × S ¹. When r = 1, it is permitted that the functions a and b of L{\mathsf L}depend on the x and t variables, that is, L=?/?t+x(a(x,t)+ib(x,t))?/?x,{\mathsf{L}=\partial/\partial t+x(a(x,t)+ib(x,t))\partial/\partial x,}where (x, t) ? W_e{(x, t)\in\Omega_\epsilon}.     

C-Cosine Functions and the Abstract Cauchy Problem, II

For a bounded linear injectionCon a Banach spaceXand a closed linear operatorA : D(A) X → Xwhich commutes withCwe prove that (1) the abstract Cauchy problem,u″(t) = Au(t),t R,u(0) = Cx,u′(0) = Cy, has a unique strong solution for everyx,y D(A) if and only if (2)A₁ = AD(A²) generates aC₁-cosine function onX₁(D(A) with the graph norm), if (and only if, in caseAhas nonempty resolvent set) (3)Agenerates aC-cosine function onX. HereC₁ = CX₁. Under the assumption thatAis densely defined andC⁻¹AC = A, statement (3) is also equivalent to each of the following statements: (4) the problemv″(t) = Av(t) + C(x + ty) + ∫^t₀ Cg(r) dr,t R,v(0) = v′(0) = 0, has a unique strong solution for everyg L¹_locandx, y X; (5) the problemw″(t) = Aw(t) + Cg(t),t R,w(0) = Cx,w′(0) = Cy, has a unique weak solution for everyg L¹_locandx, y X. Finally, as an application, it is shown that for any bounded operatorBwhich commutes withCand has range contained in the range ofC,A + Bis also a generator.     

Single‐cell discretization of O(kh2 + h4) for ∂u/∂n for three‐space dimensional mildly quasi‐linear parabolic equation

In this article, using a single computational cell, we report some stable two‐level explicit finite difference approximations of O(kh² + h⁴) for ?u/?n for three‐space dimensional quasi‐linear parabolic equation, where h > 0 and k > 0 are mesh sizes in space and time directions, respectively. When grid lines are parallel to x‐, y‐, and z‐coordinate axes, then ?u/?n at an internal grid point becomes ?u/?x, ?u/?y, and ?u/?z, respectively. The proposed methods are also applicable to the polar coordinates problems. The proposed methods have the simplicity in nature and use the same marching type of technique of solution. Stability analysis of a linear difference equation and computational efficiency of the methods are discussed. The results of numerical experiments are compared with exact solutions. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 327–342, 2003.     

A degenerate parabolic equation with a nonlocal source and an absorption term

This article deals with a class of nonlocal and degenerate quasilinear parabolic equation u _t = f(u)(Δu + a∫_Ω u(x, t)dx ? u) with homogeneous Dirichlet boundary conditions. The local existence of positive classical solutions is proved by using the method of regularization. The global existence of positive solutions and blow-up criteria are also obtained. Furthermore, it is shown that, under certain conditions, the solutions have global blow-up property. When f(s) = s ^p , 0 < p ≤ 1, the blow-up rate estimates are also obtained.     

Gaussian upper bounds for fundamental solutions of a family of parabolic equations

We study the family of divergence-type second-order parabolic equations w_e(x)\frac?u?t=div(a(x)w_e(x) ?u), x ? \mathbbRⁿ{\omega_\varepsilon(x)\frac{\partial u}{\partial t}={\rm div}(a(x)\omega_\varepsilon(x) \nabla u), x \in \mathbb{R}^n} , with parameter ${\varepsilon >0 }${\varepsilon >0 } , where a(x) is uniformly elliptic matrix and w_e=1{\omega_\varepsilon=1} for x _n  < 0 and w_e=e{\omega_\varepsilon=\varepsilon} for x _n  > 0. We show that the fundamental solution obeys the Gaussian upper bound uniformly with respect to e{\varepsilon} .     

Regularization of a non-characteristic Cauchy problem for the heat equation

The non-characteristic Cauchy problem for the heat equation u_xx(x,t) = u₁(x,t), 0 ? x ? 1, ? ∞ < t < ∞, u(0,t) = φ(t), u_x(0, t) = ψ(t), ? ∞ < t < ∞ is regularizèd when approximate expressions for φ and ψ are given. Properties of the exact solution are used to obtain an explicit stability estimate.     

Stability interval for explicit difference schemes for multi-dimensional second-order hyperbolic equations with significant first-order space derivative terms

In this piece of work, we introduce a new idea and obtain stability interval for explicit difference schemes of O(k²+h²) for one, two and three space dimensional second-order hyperbolic equations u_tt=a(x,t)u_xx+α(x,t)u_x-2η²(x,t)u,u_tt=a(x,y,t)u_xx+b(x,y,t)u_yy+α(x,y,t)u_x+β(x,y,t)u_y-2η²(x,y,t)u, and u_tt=a(x,y,z,t)u_xx+b(x,y,z,t)u_yy+c(x,y,z,t)u_zz+α(x,y,z,t)u_x+β(x,y,z,t)u_y+γ(x,y,z,t)u_z-2η²(x,y,z,t)u,0<x,y,z<1,t>0 subject to appropriate initial and Dirichlet boundary conditions, where h>0 and k>0 are grid sizes in space and time coordinates, respectively. A new idea is also introduced to obtain explicit difference schemes of O(k²) in order to obtain numerical solution of u at first time step in a different manner.