一类非线性发展方程的对称分析及级数解

基于李对称理论分析了广义Burgers方程的推广方程,获得其有限维李对称.进一步,研究向量场的伴随表示构造优化系统.最终基于对称约化,获得了方程的约化系统及包含级数解在内的群不变解.     

The Method of Fundamental Solution for a Radially Symmetric Heat Conduction Problem with Variable Coefficient

We consider an inverse heat conduction problem with variable coefficient on an annulus domain. In many practice applications, we cannot know the initial temperature during heat process, therefore we consider a non-characteristic Cauchy problem for the heat equation. The method of fundamental solutions is applied to solve this problem. Due to ill-posedness of this problem, we first discretize the problem and then regularize it in the form of discrete equation. Numerical tests are conducted for showing the effectiveness of the proposed method.     

A variational-type method of fundamental solutions for a Cauchy problem of Laplace’s equation

In this paper, we propose a new regularization method based on a finite-dimensional subspace generated from fundamental solutions for solving a Cauchy problem of Laplace’s equation in a simply-connected bounded domain. Based on a global conditional stability for the Cauchy problem of Laplace’s equation, the convergence analysis is given under a suitable choice for a regularization parameter and an a-priori bound assumption to the solution. Numerical experiments are provided to support the analysis and to show the effectiveness of the proposed method from both accuracy and stability.     

Symmetry Properties of Positive Solutions of Parabolic Equations on ℝ N : I. Asymptotic Symmetry for the Cauchy Problem

We consider quasilinear parabolic equations on ? ^N satisfying certain symmetry conditions. We prove that bounded positive solutions decaying to zero at spatial infinity are asymptotically radially symmetric about a center. The asymptotic center of symmetry is not fixed a priori (and depends on the solution) but it is independent of time. We also prove a similar theorem on reflectional symmetry.     

Boundary integral equation method in micropolar elasticity

This paper presents the integral representations of the displacement and rotation fields of the micropolar continuum, and the regularized integral representations of the traction and couple vector. Thus the boundary integral equations and the boundary integro-differential equations are derived. In addition, the formulation for crack problems is given by both the boundary integral equations and the boundary integro-differential equations.     

Cauchy problem for a model of nonlinear waves generated in viscous films

This work studies a two‐dimensional version of the Korteweg–de Vries equation, which is the so‐called anisotropic dissipation‐modified Boussinesq–Korteweg–de Vries equation. The local well‐posedness for the Cauchy problem associated with this equation is proven when the initial value belongs to the Sobolev space , for all s > ? 1 ∕ 6. A global existence result will be obtained under suitable conditions. Copyright © 2012 John Wiley & Sons, Ltd.     

Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions

We compute prices of zero‐coupon bonds in the Vasicek and Cox–Ingersoll–Ross interest rate models as group‐invariant solutions. Firstly, we determine the symmetries of the valuation partial differential equation that are compatible with the terminal condition and then seek the desired solution among the invariant solutions arising from these symmetries. We also point to other possible studies on these models using the symmetries admitted by the valuation partial differential equations. Copyright © 2007 John Wiley & Sons, Ltd.     

A note on the Cauchy problem of the generalized Davey–Stewartson equations

In this note, we establish some local and global existence results for the Cauchy problem of a class of nonlinear dispersive equations which generalize the nonlinear Schrödinger equations and the Davey–Stewartson equations. These results improve some previously obtained results by some other authors when they are restricted to certain special equations.     

Long-time behaviour for solutions of the Vlasov–Poisson–Fokker–Planck equation

We study the long-time behaviour of solutions of the Vlasov–Poisson–Fokker–Planck equation for initial data small enough and satisfying some suitable integrability conditions. Our analysis relies on the study of the linearized problems with bounded potentials decaying fast enough for large times. We obtain global bounds in time for the fundamental solutions of such problems and their derivatives. This allows to get sharp bounds for the decay of the difference between the solutions of the Vlasov–Poisson–Fokker–Planck equation and the solution of the free equation with the same initial data. Thanks to these bounds, we get an explicit form for the second term in the asymptotic expansion of the solutions for large times. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

Uniqueness of solutions to inverse Sturm–Liouville problems with potential using three spectra

The uniqueness of solutions to two inverse Sturm–Liouville problems using three spectra is proven, based on the uniqueness of the solution-pair to an overdetermined Goursat–Cauchy boundary value problem. We discuss the uniqueness of the potential for a Dirichlet boundary condition at an arbitrary interior node, and for a Robin boundary condition at an arbitrary interior node, whereas at the exterior nodes we have Dirichlet boundary conditions in both situations. Here we are particularly concerned with potential functions that are L²(0,a).     

A relaxation method of an alternating iterative MFS algorithm for the Cauchy problem associated with the two‐dimensional modified Helmholtz equation

We propose two algorithms involving the relaxation of either the given Dirichlet data or the prescribed Neumann data on the over‐specified boundary in the case of the alternating iterative algorithm of Kozlov et al. (USSR Comput Math Math Phys 31 (1991), 45–52) applied to the Cauchy problem for the two‐dimensional modified Helmholtz equation. The two mixed, well‐posed and direct problems corresponding to every iteration of the numerical procedure are solved using the method of fundamental solutions (MFS), in conjunction with the Tikhonov regularization method. For each direct problem considered, the optimal value of the regularization parameter is selected according to the generalized cross‐validation criterion. The iterative MFS algorithms with relaxation are tested for Cauchy problems associated with the modified Helmholtz equation in two‐dimensional geometries to confirm the numerical convergence, stability, accuracy and computational efficiency of the method. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

饱和Activator-Inhibitor模型柯西问题的整体解

本文首先证明了饱和Activator－Inhibitor模型柯西问题整体解的存在性，其次考虑到Activator对源密度的反馈效应，又证明了具有反馈的上述模型整体解的存在性．     

Embedding the Vasicek model into the Cox–Ingersoll–Ross model

The Cox–Ingersoll–Ross (CIR) model and the Vasicek model are two well‐known single factor models of the interest spot rate. In this paper, we construct a mapping by means of which the price of a zero‐coupon bond in the CIR model may be obtained from a corresponding price in the Vasicek model. We use symmetry analysis to construct this mapping and verify it by transforming three arbitrary solutions of the pricing equation in the Vasicek model into solutions of the corresponding equation in the CIR model. Copyright © 2010 John Wiley & Sons, Ltd.     

Large‐time behaviour of solutions to non‐linear wave equations: higher‐order asymptotics

The Cauchy problems for the Korteweg–de Vries–Burgers equation and the Benjamin–Bona– Mahony–Burgers equation are studied. Using subtle estimates of solutions to the linearized equations, the higher‐order terms of the asymptotic expansion as of solutions are derived. Copyright © 1999 John Wiley & Sons, Ltd.     

Parabolic Differential Equations with Unbounded Coefficients – A Generalization of the Parametrix Method

We consider uniformly parabolic differential equations with unbounded first- and zero-order coefficients. A fundamental solution is constructed based on the classical parametrix method of E. Levi. From this the existence and uniqueness of the corresponding Cauchy problem is derived. Our approach does not require differentiable coefficients, as is usually assumed in the unbounded case. It only requires Hölder continuous coefficients. In this respect, our new proof also extends known results. We briefly discuss applications which make essential use of this extension.     

On the Cauchy problem for second order strictly hyperbolic equations with non–regular coefficients

In this paper we shall consider some necessary and sufficient conditions for well–posedness of second order hyperbolic equations with non–regular coefficients with respect to time. We will derive some optimal regularities for well–posedness from the intensity of singularity to the coefficients by WKB representation of the solution and some counter examples which are constructed by using ideas of Floquet theory.