Effects of uncertainties in the domain on the solution of Neumann boundary value problems in two spatial dimensions

An essential part of any boundary value problem is the domain on which the problem is defined. The domain is often given by scanning or another digital image technique with limited resolution. This leads to significant uncertainty in the domain definition. The paper focuses on the impact of the uncertainty in the domain on the Neumann boundary value problem (NBVP). It studies a scalar NBVP defined on a sequence of domains. The sequence is supposed to converge in the set sense to a limit domain. Then the respective sequence of NBVP solutions is examined. First, it is shown that the classical variational formulation is not suitable for this type of problem as even a simple NBVP on a disk approximated by a pixel domain differs much from the solution on the original disk with smooth boundary. A new definition of the NBVP is introduced to avoid this difficulty by means of reformulated natural boundary conditions. Then the convergence of solutions of the NBVP is demonstrated. The uniqueness of the limit solution, however, depends on the stability property of the limit domain. Finally, estimates of the difference between two NBVP solutions on two different but close domains are given.

     

Invariance for stochastic differential systems with time-dependent constraining sets

The first part of this article presents invariance criteria for a stochastic differential equation whose state evolution is constrained by time-dependent security tubes. The key results of this section are derived by considering an equivalent problem where the square of distance function represents a viscosity solution to an adequately defined partial differential equation. The second part of the paper analyzes the broader context when solutions are constrained by more general time-dependent convex domains. The approach relies on forward stochastic variational inequalities with oblique reflection, the generalized subgradients acting as a reacting process that operates only when the solution reaches the boundary of the domain.     

Effects of uncertainties in the domain on the solution of Dirichlet boundary value problems

Summary. A domain with possibly non-Lipschitz boundary is defined as a limit of monotonically expanding or shrinking domains with Lipschitz boundary. A uniquely solvable Dirichlet boundary value problem (DBVP) is defined on each of the Lipschitz domains and the limit of these solutions is investigated. The limit function also solves a DBVP on the limit domain but the problem can depend on the sequences of domains if the limit domain is unstable with respect to the DBVP. The core of the paper consists in estimates of the difference between the respective solutions of the DBVP on two close domains, one of which is Lipschitz and the other can be unstable. Estimates for starshaped as well as rather general domains are derived. Their numerical evaluation is possible and can be done in different ways. Received October 16, 2001 / Revised version received January 16, 2002 / Published online: April 17, 2002 RID="*" ID="*" The research was funded partially by the National Science Foundation under the grants NSF–Czech Rep. INT-9724783 and NSF DMS-9802367 RID="**" ID="**" Support for Jan Chleboun coming from the Grant Agency of the Czech Republic through grant 201/98/0528 is appreciated     

Dirichlet problems on varying domains

The aim of the paper is to characterise sequences of domains for which solutions to an elliptic equation with Dirichlet boundary conditions converge to a solution of the corresponding problem on a limit domain. Necessary and sufficient conditions are discussed for strong and uniform convergence for the corresponding resolvent operators. Examples are given to illustrate that most results are optimal.     

Asymptotic analysis of a boundary optimal control problem on a general branched structure

We consider an optimal control problem posed on a domain with a highly oscillating smooth boundary where the controls are applied on the oscillating part of the boundary. There are many results on domains with oscillating boundaries where the oscillations are pillar‐type (non‐smooth) while the literature on smooth oscillating boundary is very few. In this article, we use appropriate scaling on the controls acting on the oscillating boundary leading to different limit control problems, namely, boundary optimal control and interior optimal control problem. In the last part of the article, we visualize the domains as a branched structure, and we introduce unfolding operators to get contributions from each level at every branch.     

ASYMPTOTIC BEHAVIOR OF A STOCHASTIC EVOLUTION PROBLEM IN A VARYING DOMAIN

We study the asymptotic behaviour of the initial boundary value problem for a stochastic partial differential equation in a sequence of perforated domains. We prove that the sequence of solutions of the problem converges in appropriate topologies to the solution of a limit stochastic initial boundary value problem of the same type as the original problem, but containing an additional term expressed in terms of some characteristics of the perforated domain.     

On a non-isothermal,non-Newtonian lubrication problem with Tresca law: Existence and the behavior of weak solutions

We consider a problem describing the motion of an incompressible, non-isothermal, and non-Newtonian fluid in a three-dimensional thin domain. We first establish an existence result for weak solutions of this problem. Then we study the asymptotic analysis when one dimension of the fluid domain tends to zero. A specific weak Reynolds equation, the limit of Tresca fluid–solid boundary conditions, and the limit boundary conditions for the temperature are obtained. The uniqueness result for the limit problem is also proved.     

Spectral boundary homogenization in domains with oscillating boundaries

We study the asymptotic behavior of the solutions of a spectral problem for the Laplacian in a domain with a rapidly oscillating boundary. We consider both cases where the eigenvalues of the limit problem are simple and multiple. We construct the leading terms of the asymptotic expansions for the eigenelements and verify the asymptotics.     

Asymptotics for eigenelements of Laplacian in domain with oscillating boundary: multiple eigenvalues

We study the asymptotic behavior of the solutions of a spectral problem for the Laplacian in a domain with rapidly oscillating boundary. We consider the case where the eigenvalue of the limit problem is multiple. We construct the leading terms of the asymptotic expansions for the eigenelements and verify the asymptotics.     

Low-cost control problems on perforated and non-perforated domains

We study the homogenization of a class of optimal control problems whose state equations are given by second order elliptic boundary value problems with oscillating coefficients posed on perforated and non-perforated domains. We attempt to describe the limit problem when the cost of the control is also of the same order as that describing the oscillations of the coefficients. We study the situations where the control and the state are both defined over the entire domain or when both are defined on the boundary.     

Energy solutions for polymer aqueous solutions in two dimension

The aim of this article is to study a nonlinear system modeling a Non-Newtonian fluid of polymer aqueous solutions. We are interested here in the existence of weak solutions for the stationary problem in a bounded plane domain or in two-dimensional exterior domain. Due to the third order of derivatives in the non-linear term, it’s difficult to obtain solutions satisfying energy inequality. But with a good choice of boundary conditions, an adapted special basis and the use of the good properties of the trilinear form associated to the non-linear term, we obtain energy solutions. The problem in bounded domains is treated and the more difficult problem on non bounded domains too.     

On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations

Inspired by the penalization of the domain approach of Lions and Sznitman, we give a sense to Neumann and oblique derivatives boundary value problems for nonlocal, possibly degenerate elliptic equations. Two different cases are considered: (i) homogeneous Neumann boundary conditions in convex, possibly non-smooth and unbounded domains, and (ii) general oblique derivatives boundary conditions in smooth, bounded, and possibly non-convex domains. In each case we give appropriate definitions of viscosity solutions and prove uniqueness of solutions of the corresponding boundary value problems. We prove that these boundary value problems arise in the penalization of the domain limit from whole space problems and obtain as a corollary the existence of solutions of these problems.     

Numerical approaches for computation of fronts

Moving fronts and pulses appear in many engineering applications like flame propagation and a falling liquid film. Standard computation methods are inappropriate since the problem is defined over an infinite domain and a steady-state solution exists only for a certain front velocity. This work presents a transformation that converts the original problem into a boundary-value problem within a finite domain, in a way that preserves the behavior at the boundaries. Good low-order approximations can be obtained as demonstrated by two examples. In another approach, a central element of adjustable length is incorporated into a three-element structure where the edge-elements obey known asymptotic solutions. That yields multiplicity of travelling fronts in an infinite domain but it successfully approximates standing wave solutions in a finite domain. The approximate solutions are shown to obey the qualitative features known for the exact solutions, like asymptotic solutions or the bifurcation set–the boundary where a new solution emerges or disappears.     

Zaremba's problem for elliptic equations in the neighborhood of a singular point or in the infinity

In the present paper the behavior of solutions of the mixed Zaremba's problem in the neighborhood of a boundary point and at infinity is studied. In part I of this paper[4] the concept of Wiener's generalized solution of Zaremba's problem was introduced and the so called Growth Lemma for the class of domains, satisfying isoperimetric condition, was proven. In part II regularity criterion for joining points of Neumann's and Dirichlet's boundary conditions is formulated. Generalized solution in unlimited domains as a limit of Zaremba's problem's solutions in a sequence of limited domains is introduced and a regularity condition allowed to obtain an analogue of Phragmen-Lindeloeff theorem for the solutions of Zaremba's problem. Main results of the present paper are formulated in terms of divergence of Wiener's type series.     

Elliptic equations on convex domains with nonhomogeneous Dirichlet boundary conditions

In this paper, we will study the differentiability on the boundary of solutions of elliptic non-divergence differential equations on convex domains. The results are divided into two cases: (i) at the boundary points where the blow-up of the domain is not the half-space, if the boundary function is differentiable then the solution is differentiable; (ii) at the boundary points where the blow-up of the domain is the half-space, the differentiability of the solution needs an extra Dini condition for the boundary function. Counterexample is given to show that our results are optimal.     

Partial Decomposition of a Domain Containing Thin Tubes for Solving the Heat Equation

An initial–boundary value problem for the heat equation in a three-dimensional domain containing thin cylindrical tubes is considered. The Neumann condition is set on the lateral boundaries of the tubes. The original three-dimensional problem is reduced to a hybrid-dimensional one in which the heat equation in the tubes is replaced by the one-dimensional heat equation in shorter cylinders (subtubes), and the three- and one-dimensional equations are matched on the bases of the subtubes. The difference between the solutions of the original and hybrid-dimensional problems is estimated using two geometric characteristics: the distance between the bases of the tubes and subtubes and the reciprocals of the minimal positive eigenvalues of the Neumann problem for the Laplace operator in the tube cross sections.     

On the convergence of solutions and eigenelements of a boundary value problem in a domain perforated along the boundary

We consider a boundary value problem in a model domain periodically perforated along the boundary. We assume that the homogeneous Neumann condition is posed on the external boundary and the homogeneous Dirichlet condition is posed on the boundary of the cavities. A limit (homogenized) problem is obtained. We prove the convergence of the solutions, eigenvalues, and eigenfunctions of the original problem to the solutions, eigenvalues, and eigenfunctions, respectively, of the limit problem.     

Boundary Value Problems with a Turning Point

A boundary value problem involving a second order differential equation on an interval containing a single turning point is considered. Asymptotic approximations to solutions of the differential equation are obtained by the comparison equation method. An essential feature of the work is that domains of validity are restricted so that all approximations are “complete” in the sense of Olver. Asymptotic solutions of the boundary value problem are studied in the special cases where resonance is possible.     

Homogenization of solutions to problems for the Laplace operator in unbounded domains with many concentrated masses on the boundary

A problem for the Laplace operator is considered in a three-dimensional unbounded domain with singular density. The density, depending on a small positive parameter ε, is equal to 1 outside small inclusions, and is equal to (δε)^−m in these inclusions. These domains, concentrated masses of diameter εδ, are located along the plane part of the boundary at the distance of order O(δ), where δ = δ(ε). The Dirichlet condition is imposed on the boundary parts tangent to the concentrated masses. We construct the limit (averaged) operator and study the asymptotic behavior of solutions to the original problem with m < 1. __________ Translated from Problemy Matematicheskogo Analiza, No. 33, 2006, pp. 103–111.     

Heat kernel for the elliptic system of linear elasticity with boundary conditions

We consider the elliptic system of linear elasticity with bounded measurable coefficients in a domain where the second Korn inequality holds. We construct heat kernel of the system subject to Dirichlet, Neumann, or mixed boundary condition under the assumption that weak solutions of the elliptic system are Hölder continuous in the interior. Moreover, we show that if weak solutions of the mixed problem are Hölder continuous up to the boundary, then the corresponding heat kernel has a Gaussian bound. In particular, if the domain is a two dimensional Lipschitz domain satisfying a corkscrew or non-tangential accessibility condition on the set where we specify Dirichlet boundary condition, then we show that the heat kernel has a Gaussian bound. As an application, we construct Green's function for elliptic mixed problem in such a domain.