一个扩散问题的自然边界元法与有限元法组合

本文讨论由Helmholtz方程描述的扩散问题的自然边界元法与有限元法的组合．取一个圆作为公共边界，用Fourier展开建立边界积分方程，将无界区域上的问题化为有界区域上的非局部边值问题．在变分方程中公共边界上的未知量只包含函数本身而不包含其法向导数，从而减少了未知数的数目，并且边界元剐度矩阵只有极少量不同的元素，有利于数值计算．这种组台方法优越于建立在直接边界元法基础上的组合方法．文中证明了变分解的唯一性，数值解的收敛性和误差估计．最后讨论了数值技术并给出一个算倒．     

A regularization procedure for the auto‐correlation equation

The paper deals with the auto‐correlation equation and its regularization by means of a Lavrent'ev regularization procedure in L². The solution of this quadratic integral equation of the first kind and of the regularized equation of the second kind are obtained by reduction to a boundary value problem for the Fourier transform of the solution. We prove convergence of the approximate solution to the exact solution and derive a stability estimate for the error. Copyright © John Wiley & Sons, Ltd.     

A wavelets method for plane elasticity problem

A Neumann boundary value problem of plane elasticity problem in the exterior circular domain is reduced into an equivalent natural boundary integral equation and a Poisson integral formula with the DtN method. Using the trigonometric wavelets and Galerkin method, we obtain a fast numerical method for the natural boundary integral equation which has an unique solution in the quotient space. We decompose the stiffness matrix in our numerical method into four circulant and symmetrical or antisymmetrical submatrices, and hence the solution of the associated linear algebraic system can be solved with the fast Fourier transform (FFT) and the inverse fast Fourier transform (IFFT) instead of the inverse matrix. Examples are given for demonstrating our method has good accuracy of our method even though the exact solution is almost singular.     

A fast numerical method for a natural boundary integral equation for the Helmholtz equation

A Neumann boundary value problem of the Helmholtz equation in the exterior circular domain is reduced into an equivalent natural boundary integral equation. Using our trigonometric wavelets and the Galerkin method, the obtained stiffness matrix is symmetrical and circulant, which lead us to a fast numerical method based on fast Fourier transform. Furthermore, we do not need to compute the entries of the stiffness matrix. Especially, our method is also efficient when the wave number k in the Helmholtz equation is very large.     

Universal boundary value problem for equations of mathematical physics

A new statement of a boundary value problem for partial differential equations is discussed. An arbitrary solution to a linear elliptic, hyperbolic, or parabolic second-order differential equation is considered in a given domain of Euclidean space without any constraints imposed on the boundary values of the solution or its derivatives. The following question is studied: What conditions should hold for the boundary values of a function and its normal derivative if this function is a solution to the linear differential equation under consideration? A linear integral equation is defined for the boundary values of a solution and its normal derivative; this equation is called a universal boundary value equation. A universal boundary value problem is a linear differential equation together with a universal boundary value equation. In this paper, the universal boundary value problem is studied for equations of mathematical physics such as the Laplace equation, wave equation, and heat equation. Applications of the analysis of the universal boundary value problem to problems of cosmology and quantum mechanics are pointed out.     

Generalized Dirichlet‐to‐Neumann Map in Time‐Dependent Domains

We study the heat, linear Schrödinger (LS), and linear KdV equations in the domain l(t) < x < ∞ , 0 < t < T , with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution.     

分数阶微分方程边值问题解的存在性

应用Gteen函数将分数阶微分方程边值问题可转化为等价的积分方程．近来此方法被应用于讨论非线性分数阶微分方程边值问题解的存在性．讨论非线性分数阶微分方程边值问题,应用Green函数,将其转化为等价的积分方程,并设非线性项满足Caratheodory条件,利用非紧性测度的性质和M6nch’s不动点定理证明解的存在性．     

Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition

Abstract

In this article, we derive the existence and uniqueness of the solution for a class of generalized reflected backward stochastic differential equation involving the integral with respect to a continuous process, which is the local time of the diffusion on the boundary, in using the penalization method. We also give a characterization of the solution as the value function of an optimal stopping time problem. Then we give a probabilistic formula for the viscosity solution of an obstacle problem for PDEs with a nonlinear Neumann boundary condition.     

An analytic method for the initial value problem of the electric field system in vertical inhomogeneous anisotropic media

The time-dependent system of partial differential equations of the second order describing the electric wave propagation in vertically inhomogeneous electrically and magnetically biaxial anisotropic media is considered. A new analytical method for solving an initial value problem for this system is the main object of the paper. This method consists in the following: the initial value problem is written in terms of Fourier images with respect to lateral space variables, then the resulting problem is reduced to an operator integral equation. After that the operator integral equation is solved by the method of successive approximations. Finally, a solution of the original initial value problem is found by the inverse Fourier transform.     

Criteria for the unique solvability of a linear two-point boundary value problem for systems of integro-differential equations

For a linear boundary value problem for a Fredholm integro-differential equation, we obtain necessary and sufficient conditions for the unique solvability in terms of a matrix Q _ν ^m (h) formed on the basis of the matrices of boundary conditions, the differential part, the integral term, and a partition with increment h > 0 of the interval on which the problem is defined.     

A Cameron-Martin type formula for general Gaussian processes--a filtering approach

A Cameron-Martin type formula is derived for the Laplace transform of some integrals of the square of a general continuous Gaussian process. The formula involves in particular the variance of the filtering error in some auxiliary optimal filtering problem which is used in the proof. This variance is expressed in terms of the solution of a Riccati-Volterra type integral equation containing the covariance function of the process. In various specific cases this equation is solved and then the formula becomes completely explicit.     

Optimal output tracking control for nonlinear systems via successive approximation approach

This paper deals with the optimal output tracking control (OOTC) problem of a class of nonlinear systems whose reference input to be tracked is produced by a generalized linear exosystem. To solve the nonlinear OOTC problem, the nonlinear two-point boundary value (TPBV) problem derived from the necessary conditions of the OOTC problem is transformed into two decoupled iterative sequences of linear differential equations. The OOTC law obtained consists of accurate feedforward and feedback terms and a nonlinear compensation term. The former can be found by solving a Sylvester equation and a Riccati equation, and the latter can be approximated using a successive approximation approach (SAA). A reduced-order reference input observer is constructed to make the feedforward control law physically realizable. A simulation example is employed to illustrate the validity of the results.     

Schwarz problem for higher‐order complex partial differential equations in the upper half plane

Linear and nonlinear elliptic complex partial differential equations of higher‐order are considered under Schwarz conditions in the upper‐half plane. Firstly, using the integral representations for the solutions of the inhomogeneous polyanalytic equation with Schwarz conditions, a class of integral operators is introduced together with some of their properties. Then, these operators are used to transform the problem for linear equations into singular integral equations. In the case of nonlinear equations such a transformation yields a system of integro‐differential equations. Existence of the solutions of the relevant boundary value problems for linear and nonlinear equations are discussed via Fredholm theory and fixed point theorems, respectively.     

Contact of shells with a sharp linear stamp of finite length

The action of a plane, absolutely rigid stamp on a transversely isotropic shell is investigated. The use of the equations of shells with finite shear stiffness enables the correct formulation of the problem of the action on a shell by a stamp of fixed length. The problem is reduced to an integral equation. Applying the Fourier transform, the kernel of the integral equation is represented in the form of an expansion with respect to Chebyshev polynomials. By the representation of the solution of the integral equation in the form of a product, of a series of Chebyshev polynomials and a function that takes into account the singularities of the solution at the boundary of the contact zone, the considered problem is reduced to the solving of an infinite system of linear algebraic equations, whose coefficients have been determined by the methods of numerical integration. As an example a problem for a cylindrical shell has been solved.Translated from Teoreticheskaya i Prikladnaya Mekhanika, No. 20, pp. 59–63, 1989.     

The several transformation formula in several complex variables and its applications

In this paper, by the method of global analysis, the authors give a new global integral transformation formula and obtain the Plemelj formula with Hadamard principal value of higher-order partial derivatives for the integral of Bochner-Martinelli type on a closed piecewise smooth orientable manifold C ⁿ . Moreover, the authors obtain the composition formula, Poincaré-Bertrand extended formula of the corresponding singular integral. As the application of some results, the authors also study a higher-order Cauchy boundary problem and a regularization problem of higher-order linear complex differential singular integral equation with variable coefficients.     

匀速运动的线源荷载激励下无限长梁动力分析*

基于线性叠加原理,本文首先证明了广义Duhamel积分,把运动线源荷载作用下梁的动力问题转化为求解位置固定的线源荷载作用下梁的动力响应即线源脉冲响应函数。然后,利用Laplace变换和Fourier变换求解梁的动力方程,获得了线源脉冲响应函数,继而得到了运动线源荷载下梁的动力解答。对动力响应的进一步分析表明,其最大值总是发生在线源的中心并随荷载运动而运。动最后,定义了运动动力系数。     

Discrete Sturm-Liouville Problems With Parameter in the Boundary Conditions

This paper deals with discrete second order Sturm-Liouville problems in which the parameter that is part of the Sturm-Liouville difference equation also appears linearly in the boundary conditions. An appropriate Green's formula is developed for this problem, which leads to the fact that the eigenvalues are simple, and that they are real under appropriate restrictions. A boundary value problem can be expressed by a system of equations, and finding solutions to a boundary value problem is equivalent to finding the eigenvalues and eigenvectors of the coefficient matrix of a related linear system. Thus, the behavior of eigenvalues and eigenvectors is investigated using techniques in linear algebra, and a linear-algebraic proof is given that the eigenvalues are distinct under appropriate restrictions. The operator is extended to a self-adjoint operator and an expansion theorem is proved.     

Quadratic integral games and causal synthesis

The game problem for an input-output system governed by a Volterra integral equation with respect to a quadratic performance functional is an untouched open problem. In this paper, it is studied by a new approach called projection causality. The main result is the causal synthesis which provides a causal feedback implementation of the optimal strategies in the saddle point sense. The linear feedback operator is determined by the solution of a Fredholm integral operator equation, which is independent of data functions and control functions. Two application examples are included. The first one is quadratic differential games of a linear system with arbitrary finite delays in the state variable and control variables. The second is the standard linear-quadratic differential games, for which it is proved that the causal synthesis can be reduced to a known result where the feedback operator is determined by the solution of a differential Riccati operator equation.

     

The auto‐correlation equation on the finite interval

Applying the Fourier cosine transformation, the quadratic auto‐correlation equation on the finite interval [0,T] of the positive real half‐axis ?₊ is reduced to a problem for the modulus of the finite complex Fourier transform of the solution. From the solutions of this problem L²‐solutions of the auto‐correlation equation are obtained in closed form. Moreover, as in the case of the equation on ?₊ a Lavrent'ev regularization procedure for the auto‐correlation equation is suggested. Copyright © 2003 John Wiley & Sons, Ltd.     

Regular Functions Satisfying Irregular Ordinary Differential Equations

This paper deals with entire solutions to linear ordinary differential equations in the complex domain. We show that certain entire solutions to singular equations, cannot satisfy any normalized equation without singularities. We provide two proofs of this result, one based on the indicial equation and the other using the Frobenius notion of irreducibility. Our examples include the entire Bessel function.