The lower bounds of life span of classical solutions to one‐dimensional initial‐Neumann boundary value problems for general quasilinear wave equations

In this paper, we will study the lower bounds of the life span (the maximal existence time) of solutions to the initial‐boundary value problems with small initial data and zero Neumann boundary data on exterior domain for one‐dimensional general quasilinear wave equations u_tt?u_xx=b(u,Du)u_xx+F(u,Du). Our lower bounds of the life span of solutions in the general case and special case are shorter than that of the initial‐Dirichlet boundary value problem for one‐dimensional general quasilinear wave equations. We clarify that although the lower bounds in this paper are same as that in the case of Robin boundary conditions obtained in the earlier paper, however, the results in this paper are not the trivial generalization of that in the case of Robin boundary conditions because the fundamental Lemmas 2.4, 2.5, 2.6, and 2.7, that is, the priori estimates of solutions to initial‐boundary value problems with Neumann boundary conditions, are established differently, and then the specific estimates in this paper are different from that in the case of Robin boundary conditions. Another motivation for the author to write this paper is to show that the well‐posedness of problem 1.1 is the essential precondition of studying the lower bounds of life span of classical solutions to initial‐boundary value problems for general quasilinear wave equations. The lower bound estimates of life span of classical solutions to initial‐boundary value problems is consistent with the actual physical meaning. Finally, we obtain the sharpness on the lower bound of the life span 1.8 in the general case and 1.10 in the special case. Copyright © 2015 John Wiley & Sons, Ltd.     

Fractional powers of operators corresponding to coercive problems in Lipschitz domains

Let Ω be a bounded Lipschitz domain in ? ⁿ , n ? 2, and let L be a second-order matrix strongly elliptic operator in Ω written in divergence form. There is a vast literature dealing with the study of domains of fractional powers of operators corresponding to various problems (beginning with the Dirichlet and Neumann problems) with homogeneous boundary conditions for the equation Lu = f, including the solution of the Kato square root problem, which arose in 1961. Mixed problems and a class of problems for higher-order systems have been covered as well. We suggest a new abstract approach to the topic, which permits one to obtain the results that we deem to be most important in a much simpler and unified way and cover new operators, namely, classical boundary operators on the Lipschitz boundary Γ = ?Ω or part of it. To this end, we simultaneously consider two well-known operators associated with the boundary value problem.     

Parabolic boundary value problems connected with Newton’s polygon and some problems of crystallization

A new class of boundary value problems for parabolic operators is introduced which is based on the Newton polygon method. We show unique solvability and a priori estimates in corresponding L ₂-Sobolev spaces. As an application, we discuss some linearized free boundary problems arising in crystallization theory which do not satisfy the classical parabolicity condition. It is shown that these belong to the new class of parabolic boundary value problems, and two-sided estimates for their solutions are obtained. The second author was supported by Russian Foundation of Basic Research, grant 06–01–00096.     

Lax pairs and a new spectral method for linear and integrable nonlinear PDEs

A new transform method for solving initial-boundary value problems for linear and integrable nonlinear PDEs in two independent variables has been recently introduced in [1]. For linear PDEs this method involves: (a) formulating the given PDE as the compatibility condition of two linear equations which, by analogy with the nonlinear theory, we call a Lax pair; (b) formulating a classical mathematical problem, the so-called Riemann-Hilbert problem, by performing a simultaneous spectral analysis of both equations defining the Lax pair; (c) deriving certain global relations satisfied by the boundary values of the solution of the given PDE. Here this method is used to solve certain problems for the heat equation, the linearized Korteweg-deVries equation and the Laplace equation. Some of these problems illustrate that the new method can be effectively used for problems with complicated boundary conditions such as changing type as well as nonseparable boundary conditions. It is shown that for simple boundary conditions the global relations (c) can be analyzed using only algebraic manipulations, while for complicated boundary conditions, one needs to solve an additional Riemann-Hilbert problem. The relationship of this problem with the classical Wiener-Hopf technique is pointed out. The extension of the above results to integrable nonlinear equations is also discussed. In particular, the Korteweg-deVries equation in the quarter plane is linearized.     

Boundary value problems on manifolds with fibered boundary

We define a class of boundary value problems on manifolds with fibered boundary. This class is in a certain sense a deformation between the classical boundary value problems and the Atiyah–Patodi–Singer problems in subspaces (it contains both as special cases). The boundary conditions in this theory are taken as elements of the C *‐algebra generated by pseudodifferential operators and families of pseudodifferential operators in the fibers. We prove the Fredholm property for elliptic boundary value problems and compute a topological obstruction (similar to Atiyah–Bott obstruction) to the existence of elliptic boundary conditions for a given elliptic operator. Geometric operators with trivial and nontrivial obstruction are given. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Non-negative solutions of systems of ODEs with coupled boundary conditions

We provide a new existence theory of multiple positive solutions valid for a wide class of systems of boundary value problems that possess a coupling in the boundary conditions. Our conditions are fairly general and cover a large number of situations. The theory is illustrated in details in an example. The approach relies on classical fixed point index.     

State observability of elastic string vibrations under the boundary conditions of the first kind

We solve state observation problems for string vibrations, i.e., problems in which the initial conditions generating the observed string vibrations should be reconstructed from a given string state at two distinct time instants. The observed vibrations are described by the boundary value problem for the wave equation with homogeneous boundary conditions of the first kind. The observation problem is considered for classical and L ₂-generalized solutions of this boundary value problem.     

Three-dimensional approximate local DtN boundary conditions for prolate spheroid boundaries

We propose a new class of approximate local DtN boundary conditions to be applied on prolate spheroidal-shaped exterior boundaries when solving problems of acoustic scattering by elongated obstacles. These conditions are: (a) exact for the first modes, (b) easy to implement and to parallelize, (c) compatible with the local structure of the computational finite element scheme, and (d) applicable to exterior ellipsoidal-shaped boundaries that are more suitable in terms of cost-effectiveness for surrounding elongated scatterers. We investigate analytically and numerically the effect of the frequency regime and the slenderness of the boundary on the accuracy of these conditions. We also compare their performance to the second-order absorbing boundary condition (BGT2) designed by Bayliss, Gunzburger and Turkel when expressed in prolate spheroid coordinates. The analysis reveals that, in the low-frequency regime, the new second-order DtN condition (DtN2) retains a good level of accuracy regardless of the slenderness of the boundary. In addition, the DtN2 boundary condition outperforms the BGT2 condition. Such superiority is clearly noticeable for large eccentricity values.     

An approximation problem in inverse scattering theory

In [3] a new method was introduced for solving the inverse scattering problem for acoustic waves in an inhomogeneous medium. This method is based on the solution of a new class of boundary value problems for the reduced wave equation called interior transmission problems. In this paper it is shown that if there is absorption there exists at most one solution to the interior transmission problem and an approximate solution can be found such that the metaharmonic part is a Herglotz wave function. These results provide the necessary theoretical basis for the inverse scattering method introduced in [3]     

The Heat Equation in the Interior of an Equilateral Triangle

We present the solution of the classical problem of the heat equation formulated in the interior of an equilateral triangle with Dirichlet boundary conditions. This solution is expressed as an integral in the complex Fourier space, i.e., the complex k₁ and k₂ planes, involving appropriate integral transforms of the Dirichlet boundary conditions. By choosing Dirichlet data so that their integral transforms can be computed explicitly, we show that the solution is expressed in terms of an integral whose integrand decays exponentially as . Hence, it is possible to evaluate this integral numerically in an efficient and straightforward manner. Other types of boundary value problems, including the Neumman and Robin problems, can be solved similarly.     

The multidirectional Neumann problem in ℝ4

The Neumann problem as formulated in Lipschitz domains with L^p boundary data is solved for harmonic functions in any compact polyhedral domain of ℝ⁴ that has a connected 3-manifold boundary. Energy estimates on the boundary are derived from new polyhedral Rellich formulas together with a Whitney type decomposition of the polyhedron into similar Lipschitz domains. The classical layer potentials are thereby shown to be semi-Fredholm. To settle the onto question a method of continuity is devised that uses the classical 3-manifold theory of E. E. Moise in order to untwist the polyhedral boundary into a Lipschitz boundary. It is shown that this untwisting can be extended to include the interior of the domain in local neighborhoods of the boundary. In this way the flattening arguments of B. E. J. Dahlberg and C. E. Kenig for the H¹_at Neumann problem can be extended to polyhedral domains in ℝ⁴. A compact polyhedral domain in ℝ⁶ of M. L. Curtis and E. C. Zeeman, based on a construction of M. H. A. Newman, shows that the untwisting and flattening techniques used here are unavailable in general for higher dimensional boundary value problems in polyhedra.     

Properties of the Principal Eigenvalues of a General Class of Non-classical Mixed Boundary Value Problems

In this paper we characterize the existence of principal eigenvalues for a general class of linear weighted second order elliptic boundary value problems subject to a very general class of mixed boundary conditions. Our theory is a substantial extension of the classical theory by P. Hess and T. Kato (1980, Comm. Partial Differential Equations5, 999-1030). In obtaining our main results we must give a number of new results on the continuous dependence of the principal eigenvalue of a second order linear elliptic boundary value problem with respect to the underlying domain and the boundary condition itself. These auxiliary results complement and in some sense complete the theory of D. Daners and E. N. Dancer (1997, J. Differential Equations138, 86-132). The main technical tool used throughout this paper is a very recent characterization of the strong maximum principle in terms of the existence of a positive strict supersolution due to H. Amann and J. López-Gómez (1998, J. Differential Equations146, 336-374).     

A parameter-uniform scheme for singularly perturbed partial differential equations with a time lag

A numerical scheme for a class of singularly perturbed delay parabolic partial differential equations which has wide applications in the various branches of science and engineering is suggested. The solution of these problems exhibits a parabolic boundary layer on the lateral side of the rectangular domain which continuously depends on the perturbation parameter. For the small perturbation parameter, the standard numerical schemes for the solution of these problems fail to resolve the boundary layer(s) and the oscillations occur near the boundary layer. Thus, in this paper to resolve the boundary layer the extended cubic B-spline basis functions consisting of a free parameter λ are used on a fitted-mesh. The extended B-splines are the extension of classical B-splines. To find the best value of λ the optimization technique is adopted. The extended cubic B-splines are an advantage over the classical B-splines as for some optimized value of λ the solution obtained by the extended B-splines is better than the solution obtained by classical B-splines. The method is shown to be first-order accurate in t and almost the second-order accurate in x. It is also shown that this method is better than some existing methods. Several test problems are encountered to validate the theoretical results.     

Initial‐Boundary Value Problems for the Defocusing Nonlinear Schrödinger Equation in the Semiclassical Limit

Initial‐boundary value problems for integrable nonlinear partial differential equations have become tractable in recent years due to the development of so‐called unified transform techniques. The main obstruction to applying these methods in practice is that calculation of the spectral transforms of the initial and boundary data requires knowledge of too many boundary conditions, more than are required to make the problem well‐posed. The elimination of the unknown boundary values is frequently addressed in the spectral domain via the so‐called global relation, and types of boundary conditions for which the global relation can be solved are called linearizable. For the defocusing nonlinear Schrödinger equation, the global relation is only known to be explicitly solvable in rather restrictive situations, namely homogeneous boundary conditions of Dirichlet, Neumann, and Robin (mixed) type. General nonhomogeneous boundary conditions are not known to be linearizable. In this paper, we propose an explicit approximation for the nonlinear Dirichlet‐to‐Neumann map supplied by the defocusing nonlinear Schrödinger equation and use it to provide approximate solutions of general nonhomogeneous boundary value problems for this equation posed as an initial‐boundary value problem on the half‐line. Our method sidesteps entirely the solution of the global relation. The accuracy of our method is proven in the semiclassical limit, and we provide explicit asymptotics for the solution in the interior of the quarter‐plane space‐time domain.     

Reciprocity relations and completeness of far-field pattern vectors for obstacle scattering of acoustic wave in a stratified medium

Under a generalized Sommerfeld radiation condition, we proved the uniqueness and existence of the direct obstacle scattering problem of time-harmonic acoustic waves in a stratified medium [8]. In this paper, we study the asymptotic behaviour of the scattered waves and prove three reciprocity relations among the free-wave far-field patterns and the guided-wave far-field pattern vectors corresponding to incident distorted plane waves and normal mode waves. Then we prove conditions under which a set of far-field patterns is complete in a Hilbert space based on the reciprocity relation. These properties are important in investigating the inverse obstacle scattering problems.     

Zwei Klassen vollständiger Funktionensysteme zur Behandlung der Randwertaufgaben der Schwingungsgleichung ΔU + k2U = 0

In this paper we present new methods to solve the classical Dirichlet and Neumann problems for ΔU + k²U = 0. We prove that the solutions of this equation for a region S containing G restricted to G are dense in L²(?G). Introducing a basis in the space of solutions for S we find a complete orthogonal system in L²(?G) which can be used to solve the boundary value problems by means of approximation in the Hilbertspace norm. Regularity estimates lead to series expansions in G. The well-known basis systems obtained by separation of variables thus may be used for every regular region without the very special geometric restrictions. Another class of basis systems may be obtained in analogy to the Runge. theorems by considering types of singularity functions.     

Interplay between the Inverse Scattering Method and Fokas's Unified Transform with an Application

It is known that the initial‐boundary value problem for certain integrable Partial Differential Equations (PDEs) on the half‐line with integrable boundary conditions can be mapped to a special case of the inverse scattering method (ISM) on the full‐line. This can also be established within the so‐called unified transform (UT) of Fokas for initial‐boundary value problems with linearizable boundary conditions. In this paper, we show a converse to this statement within the Ablowitz‐Kaup‐Newell‐Segur (AKNS) scheme: the ISM on the full‐line can be mapped to an initial‐boundary value problem with linearizable boundary conditions. To achieve this, we need a matrix version of the UT that was introduced by the author to study integrable PDEs on star‐graphs. As an application of the result, we show that the new, nonlocal reduction of the AKNS scheme introduced by Ablowitz and Musslimani to obtain the nonlocal nonlinear Schrödinger (NLS) equation can be recast as an old, local reduction, thus putting the nonlocal NLS and the NLS equations on equal footing from the point of view of the reduction group theory of Mikhailov.     

Convergence of the multilevel Full Approximation Scheme including theV-cycle

Summary The multilevel Full Approximation Scheme (FAS ML) is a well-known solver for nonlinear boundary value problems. In this paper we prove local quantitative convergence statements for a class of FAS ML algorithms in a general Hilbertspace setting. This setting clearly exhibits the structure of FAS ML. We prove local convergence of a nested iteration for a rather concrete class of FAS ML algorithms in whichV-cycles and only one Jacobilike pre- and post-smoothing on each level are used.     

On the stability and convergence of the finite section method for integral equation formulations of rough surface scattering

We consider the Dirichlet and Robin boundary value problems for the Helmholtz equation in a non‐locally perturbed half‐plane, modelling time harmonic acoustic scattering of an incident field by, respectively, sound‐soft and impedance infinite rough surfaces.Recently proposed novel boundary integral equation formulations of these problems are discussed. It is usual in practical computations to truncate the infinite rough surface, solving a boundary integral equation on a finite section of the boundary, of length 2A, say. In the case of surfaces of small amplitude and slope we prove the stability and convergence as A→∞ of this approximation procedure. For surfaces of arbitrarily large amplitude and/or surface slope we prove stability and convergence of a modified finite section procedure in which the truncated boundary is ‘flattened’ in finite neighbourhoods of its two endpoints. Copyright © 2001 John Wiley & Sons, Ltd.     

A structural observation for linear material laws in classical mathematical physics

A class of linear material laws is considered, which covers a number of diverse initial boundary‐value problems of classical mathematical physics. The claim that this class is indeed to a large extent sufficiently general is exemplified for a number of specific models from classical physics. Copyright © 2009 John Wiley & Sons, Ltd.