Multilevel augmentation methods for differential equations

We develop multilevel augmentation methods for solving differential equations. We first establish a theoretical framework for convergence analysis of the boundary value problems of differential equations, and then construct multiscale orthonormal bases in H₀^m(0,1) spaces. Finally, the multilevel augmentation methods in conjunction with the multiscale orthonormal bases are applied to two-point boundary value problems of both second-order and fourth-order differential equations. Theoretical analysis and numerical tests show that these methods are computationally stable, efficient and accurate. Dedicated to Professor Charles A. Micchelli on the occasion of his 60th birthday with friendship and esteem. Mathematics subject classifications (2000) 65J15, 65R20. Zhongying Chen: Supported in part by the Natural Science Foundation of China under grants 10371137 and 10201034, the Foundation of Doctoral Program of National Higher Education of China under grant 20030558008, Guangdong Provincial Natural Science Foundation of China under grant 1011170 and the Foundation of Zhongshan University Advanced Research Center. Yuesheng Xu: Corresponding author. Supported in part by the US National Science Foundation under grants 9973427 and 0312113, by NASA under grant NCC5-399, by the Natural Science Foundation of China under grant 10371122 and by the Chinese Academy of Sciences under the program of “One Hundred Distinguished Young Scientists”.     

A unified theory of necessary conditions for nonlinear nonconvex control systems

We consider optimal problems for a general nonlinear nonconvex input-output relation for Banach space valued functions. A maximum principle is obtained using Ekeland's variational principle. The formulation applies to systems described by ordinary differential equations, functional differential equations, and partial differential equations (both for distributed and boundary control systems).This work was supported in part by the National Science Foundation under Grant No. DMS-8200645.     

The symmetry principle in continuum mechanics

For problems of the mechanics of an anisotropic inhomogeneous continuum, theorems are given concerning the uninterrupted symmetrical and antisymmetrical analytical continuation of the solution through the plane part of the boundary surface of the medium. Theorems are given for two types of mechanics problem; in the first of these both symmetrical and antisymmetrical continuations of the solution are allowed, while in the second only symmetrical continuation of the solution is allowed. Problems of the first type include problems which are reduced to linear thermoelastic dynamic differential equations of motion of an inhomogeneous anisotropic medium possessing a plane of elastic symmetry, to linear thermoelastic dynamic differential equations of motion of an inhomogeneous Cosserat medium, to non-linear differential equations describing the static elastoplastic stress state of a plate, etc. The second type includes problems which are reduced to non-linear differential equations describing geometrically non-linear strains of shells, to Navier–Stokes equations, etc. These theorems extend the principle of mirror reflection (the Riemann–Schwartz principle of symmetry) to linear and non-linear equations of continuum mechanics. The uninterrupted continuation of the solutions is used to solve problems of the equilibrium state of bodies of complex shape.     

Stability on the imaginary axis andA-stability of linear multistep methods

In order to solve initial value problems of systems of first order differential equations where the Jacobian of the right hand side has purely imaginary eigenvalues, one requests that the method be stable along the imaginary axis. It is then shown that such methods have to beA-stable and hence their error order is at most 2 and the trapezoidal rule has the smallest error constant. This result is then related to a similar result by Dahlquist on second order differential equations.On leave from Institute of Mathematics, Ruhr University, Bochum, D-463, Germany. The author has been supported by the Swiss National Foundation, Grant #82.524.077.     

Differential variational inequalities

This paper introduces and studies the class of differential variational inequalities (DVIs) in a finite-dimensional Euclidean space. The DVI provides a powerful modeling paradigm for many applied problems in which dynamics, inequalities, and discontinuities are present; examples of such problems include constrained time-dependent physical systems with unilateral constraints, differential Nash games, and hybrid engineering systems with variable structures. The DVI unifies several mathematical problem classes that include ordinary differential equations (ODEs) with smooth and discontinuous right-hand sides, differential algebraic equations (DAEs), dynamic complementarity systems, and evolutionary variational inequalities. Conditions are presented under which the DVI can be converted, either locally or globally, to an equivalent ODE with a Lipschitz continuous right-hand function. For DVIs that cannot be so converted, we consider their numerical resolution via an Euler time-stepping procedure, which involves the solution of a sequence of finite-dimensional variational inequalities. Borrowing results from differential inclusions (DIs) with upper semicontinuous, closed and convex valued multifunctions, we establish the convergence of such a procedure for solving initial-value DVIs. We also present a class of DVIs for which the theory of DIs is not directly applicable, and yet similar convergence can be established. Finally, we extend the method to a boundary-value DVI and provide conditions for the convergence of the method. The results in this paper pertain exclusively to systems with “index” not exceeding two and which have absolutely continuous solutions. The work of J.-S. Pang is supported by the National Science Foundation under grants CCR-0098013 CCR-0353074, and DMS-0508986, by a Focused Research Group Grant DMS-0139715 to the Johns Hopkins University and DMS-0353016 to Rensselaer Polytechnic Institute, and by the Office of Naval Research under grant N00014-02-1-0286. The work of D. E. Stewart is supported by the National Science Foundation under a Focused Research Group grant DMS-0138708.     

Summability of series in the root functions of boundary-value problems of Bitsadze-Samarskii type

We investigate the Abel summability of a system of eigenfunctions and associated functions of Bitsadze-Samarskii-type boundary-value problems for elliptic equations in a rectangle. These problems are reduced to a boundary-value problem for elliptic operator differential equations with an operator in boundary conditions in the corresponding spaces and are studied by the method of operator differential equations. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 4, pp. 443–452, April, 2008.     

State-Constrained Optimal Control Governed by Elliptic Differential Equations in Unbounded Domains

This work concerns the maximum principle for optimal control problems governed by elliptic differential equations in unbounded domains. Some state constraints are considered. This work was supported by National Natural Science Foundation of China, Grants 10401041 and 10471053.     

Some problems on super-diffusions and one class of nonlinear differential equations

The historical superprocesses are considered on bounded regular domains with a complete branching form, as a probabilistic argument, the limit property of superprocesses is studied when the domains enlarge to the whole space. As an important application of superprocess, the representation of solutions of involved differential equations is used in term of historical superprocesses. The differential equations including the existence of nonnegative solution, the closeness of solutions and probabilistic representations to the maximal and minimal solutions are discussed, which helps develop the well-known results on nonlinear differential equations. Project supported by the National Natural Science Foundation of China (Grant No. 19631060) and the Postdoctoral Foundation of China.     

On the Growth of Components of Meromorphic Solutions of Systems of Complex Differential Equations

This paper investigates the problem of the growth of the components of meromorphic solutions of a class of a system of complex algebraic differential equations, and generalized some of N. Toda＇s results concerning the growth of differential equations to the case of systems of differential equations. The paper considers the existence of admissible solutions of the system of differential equations.     

Perturbation theory for nonlinear feedback control systems and spencer-goldschmidt integrability of linear partial differential equations

This paper aims to develop the differential-geometric and Lie-theoretic foundations of perturbation theory for control systems, extending the classical methods of Poincaré from the differential equation-dynamical system level where they are traditionally considered, to the situation where the element of control is added. It will be guided by general geometric principles of the theory of differential systems, seeking approximate solutions of the feedback linearization equations for nonlinear affine control systems. In this study, certain algebraic problems of compatibility of prolonged differential systems are encountered. The methods developed by D. C. Spencer and H. Goldschmidt for studying over-determined systems of partial differential equations are needed. Work in the direction of applying theio theory is presented.Supported by grants from the Ames Research Center of NASA and the Applied Mathematics and Systems Research Programs of the National Science Foundation     

Lie symmetries of a system arising in plasma physics

Lie group classification for a diffusion‐type system that has applications in plasma physics is derived. The classification depends on the values of 5 parameters that appear in the system. Similarity reductions are presented. Certain initial value problems are reduced to problems with the governing equations being ordinary differential equations. Examples of potential symmetries are also presented.     

Averaging method applicable to the dynamics of not fully elastic bodies

Using well-known methods, various problems of dynamics are reduced to a standard system of integral differential equations, accounting for heredity effects in the form of multiple integrals according to the theory of Volterra. An averaging scheme is applied to this standard system, converting it to a system of differential equations which are much simpler that the initial equations. A theorem is proved which establishes the similarity of the solutions of these systems.V. I. Lenin Tashkent State University. Translated from Mekhanika Polimerov, No. 5, pp. 940–942, September–October, 1972.     

EXISTENCE OF SOLUTIONS OF STURM-LIOUVILLE BOUNDARY VALUE PROBLEMS FOR NONLINEAR SECOND ORDER IMPULSIVE DIFFERENTIAL EQUATIONS IN BANACH SPACES

In this paper, the fixed point theorem is applied to investigate the existence of solutions of Sturm-Liouville boundary value problems for nonlinear second order impulsive differential equations in Banaeh spaces.     

Noncoercive boundary value problems for the Laplace equation with a spectral parameter

In this paper we find conditions that guarantee that irregular boundary value problems for elliptic differential-operator equations of the second order in an interval are coercive with a defect and fredholm; compactness of a resolvent and estimations by spectral parameter; completeness of root functions. We apply this result to find some algebraic conditions that guarantee that irregular boundary value problems for elliptic partial differential equations of the second order in cylindrical domains have the same properties. Apparently this is the first paper where the regularity of an elliptic boundary value problem is not satisfied on a manifold of the dimension equal to the dimension of the boundary. Nevertheless, the problem is fredholm and the resolvent is compact. It is interesting to note that the considered boundary value problems for elliptic equations in a cylinder being with separating variables are noncoercive. I wish to thank the referee whose comments helped me improve the style of the paper. Supported in part by the Israel Ministry of Science and Technology and the Israel-France Rashi Foundation.     

Application of the method of straight lines to determining the stressed-strained state and dynamic characteristics of a hollow noncircular cylinder

Using the method of straight lines, problems of elasticity theory for a noncircular hollow cylinder are investigated. By means of separation of variables along the generatrix and finite-difference approximation across the thickness, the input partial differential equations are reduced to a system of ordinary differential equations, which is solvable by the stable numerical method of discrete orthogonalization. Specific features of application of the method proposed to static and dynamic problems of a hollow noncircular cylinder are illustrated by way of examples. Bibliography: 5 titles. Translated from,Obchyslyuval’na ta Prykladna Matematyka, No. 76, 1992, pp. 89–87.     

Galerkin-wavelet methods for two-point boundary value problems

Summary Anti-derivatives of wavelets are used for the numerical solution of differential equations. Optimal error estimates are obtained in the applications to two-point boundary value problems of second order. The orthogonal property of the wavelets is used to construct efficient iterative methods for the solution of the resultant linear algebraic systems. Numerical examples are given.This work was supported by National Science Foundation     

一类非线性演化方程初值问题的幂级数解

研究了一类非线性演化方程初值问题.通过不变子空间方法,这类初值问题被约化为常微分方程组的初值问题.这类初值问题是适定的.本文给出了这类初值问题关于时间变量t的幂级数解.     

Additive Schwarz algorithms for parabolic convection-diffusion equations

Summary In this paper, we consider the solution of linear systems of algebraic equations that arise from parabolic finite element problems. We introduce three additive Schwarz type domain decomposition methods for general, not necessarily selfadjoint, linear, second order, parabolic partial differential equations and also study the convergence rates of these algorithms. The resulting preconditioned linear system of equations is solved by the generalized minimal residual method. Numerical results are also reported.This work was supported in part by the National Science Foundation under Grant NSF-CCR-8903003 at the Courant Institute, New York University and in part by the National Science Foundation under contract number DCR-8521451 and ECS-8957475 at Yale University     

On Some Contact Problems for Bodies with Elastic Inclusions

The paper deals with the contact problems of the theory of elasticity. The problems are reduced to Prandtl-type integral differential equations with a coefficient at the singular operator which has higher-order zeros at the ends of the integration interval. In some concrete cases the solution is constructed efficiently. Asymptotic representations are obtained.     

Mixed hyperbolic-elliptic systems in self-similar flows

From the observation that self-similar solutions of conservation laws in two space dimensions change type, it follows that for systems of more than two equations, such as the equations of gas dynamics, the reduced systems will be of mixed hyperbolic-elliptic type, in some regions of space. In this paper, we derive mixed systems for the isentropic and adiabatic equations of compressible gas dynamics. We show that the mixed systems which arise exhibit complicated nonlinear dependence. In a prototype system, the nonlinear wave system, this behavior is much simplified, and we outline the solution to some typical Riemann problems.Dedicated to Constantine Dafermos on his 60^th birthdayResearch supported by the National Science Foundation, grant DMS-9970310.Research supported by the Department of Energy, grant DE-FG-03-94-ER25222 and by the National Science Foundation, grant DMS-9973475 (POWRE).Research supported by the Department of Energy, grant DE-FG-03-94-ER25222 and by the National Science Foundation, grant DMS-0103823.