A conformal mapping algorithm for the Bernoulli free boundary value problem

We propose a new numerical method for the solution of the Bernoulli free boundary value problem for harmonic functions in a doubly connected domain D in where an unknown free boundary Γ₀ is determined by prescribed Cauchy data on Γ₀ in addition to a Dirichlet condition on the known boundary Γ₁. Our main idea is to involve the conformal mapping method as proposed and analyzed by Akduman, Haddar, and Kress for the solution of a related inverse boundary value problem. For this, we interpret the free boundary Γ₀ as the unknown boundary in the inverse problem to construct Γ₀ from the Dirichlet condition on Γ₀ and Cauchy data on the known boundary Γ₁. Our method for the Bernoulli problem iterates on the missing normal derivative on Γ₁ by alternating between the application of the conformal mapping method for the inverse problem and solving a mixed Dirichlet–Neumann boundary value problem in D. We present the mathematical foundations of our algorithm and prove a convergence result. Some numerical examples will serve as proof of concept of our approach. Copyright © 2015 John Wiley & Sons, Ltd.     

On the integral equation method for the plane mixed boundary value problem of the Laplacian

Although the plane boundary value problem for the Laplacian with given Dirichlet data on one part Γ₂ and given Neumann data on the remaining part Γ₂ of the boundary is the simplest case of mixed boundary value problems, we present several applications in classical mathematical physics. Using Green's formula the problem is converted into a system of Fredholm integral equations for the yet unknown values of the solution u on Γ₂ and the also desired values of the normal derivatie on Γ₁. One of these equations has principal part of the second kind, whereas that one of the other is of the first kind. Since any improvement of constructive methods requires higher regularity of u but, on the other hand, grad u possesses singularities at the collision points Γ₁ ∩ Γ₂ even for C^∞ data, u is decomposed into special singular terms and a regular rest. This is incorporated into the integral equations and the modified system is solved in appropriate Sobolev spaces. The solution of the system requires to solve a Fredholm equation of the first kind on the arc Γ₂ providing an improvement of regularity for the smooth part of u. Since the integral equations form a strongly elliptic system of pseudodifferential operators, the Galerkin procedure converges. Using regular finite element functions on Γ₁ and Γ₂ augmented by the special singular functions we obtain optimal order of asymptotic convergence in the norm corresponding to the energy norm of u and also superconvergence as well as high orders in smoother norms if the given data are smooth (and not the solution).     

The elastic echo problem

We consider a homogeneous isotropic unbounded linear elastic medium Ω??³, having a free boundary Γ. A forcing f (t, x ) creates an incident displacement field u ₀(t, x ). This primary field is scattered by Γ giving rise to a secondary field or echo, for which we determine the asymptotic behaviour in time. These results are obtained via the use of an tension of the time‐dependent scattering theory of C. Wilcox. Copyright © 2003 John Wiley & Sons, Ltd.     

Convergence of boundary optimal controls in mixed elliptic problems

We consider a steady-state heat conduction problem P_α withmixed boundary conditions for the Poisson equation in a bounded multidimensional domain Ω depending of a positive parameter α which represents the heat transfer coefficient on a portion Γ₁ of the boundary of Ω. We consider, for each α > 0, a cost function J_α and we formulate boundary optimal control problems with restrictions over the heat flux q on a complementary portion Γ₂ of the boundary of Ω. We obtain that the optimality conditions are given by a complementary free boundary problem in Γ₂ in terms of the adjoint state. We prove that the optimal control q and its corresponding system state u and adjoint state p for each α are strongly convergent to q_op, u and p in L²(Γ₂), H¹(Ω), and H¹(Ω) respectively when α → ∞. We also prove that these limit functions are respectively the optimal control, the system state and the adjoint state corresponding to another boundary optimal control problem with restrictions for the same Poisson equation with a different boundary condition on the portion Γ₁. We use the elliptic variational inequality theory in order to prove all the strong convergences. In this paper, we generalize the convergence result obtained in Ben Belgacem-El Fekih-Metoui, ESAIM:M2AN, 37 (2003), 833-850 by considering boundary optimal control problems with restrictions on the heat flux q defined on Γ₂ and the parameter α (which goes to infinity) is defined on Γ₁. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Boundary value problems with eigenvalue depending boundary conditions

We investigate some classes of eigenvalue dependent boundary value problems of the form where A ? A⁺ is a symmetric operator or relation in a Krein space K, τ is a matrix function and Γ₀, Γ₁ are abstract boundary mappings. It is assumed that A admits a self‐adjoint extension in K which locally has the same spectral properties as a definitizable relation, and that τ is a matrix function which locally can be represented with the resolvent of a self‐adjoint definitizable relation. The strict part of τ is realized as the Weyl function of a symmetric operator T in a Krein space H, a self‐adjoint extension à of A × T in K × H with the property that the compressed resolvent P_K (à – λ)^–1|_K k yields the unique solution of the boundary value problem is constructed, and the local spectral properties of this so‐called linearization à are studied. The general results are applied to indefinite Sturm–Liouville operators with eigenvalue dependent boundary conditions (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Identification of a source factor in a control problem for the heat equation with a boundary memory term

We consider a material with thermal memory occupying a bounded region Ω with boundary Γ. The evolution of the temperature u(t,x) is described by an integrodifferential parabolic equation containing a heat source of the form f(t)z₀(x). We formulate an initial and boundary value control problem based on a feedback device located on Γ and prescribed by means of a quite general memory operator. Assuming both u and the source factor f are unknown, we study the corresponding inverse and control problem on account of an additional information. We prove a result of existence and uniqueness of the solution (u,f). Copyright © 2015 John Wiley & Sons, Ltd.     

Continuous dependence of the scattering amplitude on the surface of an obstacle

Let D_j,j = 1,2, be two bounded domains (obstacles) in ?ⁿ, n ≥ 2, with the boundaries Γ_j. Let A_j be the scattering amplitude corresponding to D_j. The Dirichlet boundary condition is assumed on Γ_j. A formula is derived for A:= A₁ ? A₂. This formula is used for a derivation of the estimate of ∣A₁ ? A₂∣ in terms of the distance d(Γ₁, Γ₂) between Γ₁ and Γ₂. If d(Gamma;₁, Gamma;₂) ? ?, then ∣A∣ ? c?, where c is a positive constant which depends on Γ₁ and Γ₂ provided that one of the boundaries is of C^1,λ class, 0 < λ < 1, and the other one is a polyhedron which approximates the first one. The results are useful, in particular, for boundary elements method of solving scattering problems.     

Numerical analysis of a mixed elliptic problem with flux and convective boundary conditions to obtain a discrete solution of nonconstant sign

We consider a material that occupies a convex polygonal bounded domain Ω ⊂ ℝⁿ, with regular boundary Γ = Γ₁ ∪ Γ₂ (with Γ ∩ Γ = ∅︁) with meas (Γ₁) = |Γ₁| > 0 and |Γ₂| > 0. We assume, without loss of generality, that the melting temperature is 0°C. We consider the following steady‐state heat conduction problem in Ω: with α, q, B = Const > 0, and q and α represent the heat flux on Γ₂ and the heat transfer coefficient on Γ₁, respectively. In a previous article (Tabacman‐ Tarzia, J Diff Eq 77 (1989), 16– 37) sufficient and/or necessary conditions on data α, q, B, Ω, Γ₁, Γ₂ to obtain a temperature u of nonconstant sign in Ω (that is, a multidimensional steady‐state, two‐phase, Stefan problem) were studied. In this article, we consider a regular triangulation by finite element method of the domain Ω with Lagrange triangles of the type 1, with h > 0 the parameter of the discretization. We study sufficient (and/or necessary) conditions on data α, q, B, Ω, Γ₁, and Γ₂ to obtain a change of phase (steady‐state, two‐phase, discretized Stefan problem) in corresponding discretized domain, that is, a discrete temperature of nonconstant sign in Ω. Moreover, error bounds as a function of the parameter h, are also obtained. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq. 15: 355–369, 1999     

Boundary layers for cellular flows at high Péclet numbers

We analyze the behavior of solutions of steady advection‐diffusion problems in bounded domains with prescribed Dirichlet data when the Péclet number Pe ? 1 is large. We show that the solution converges to a constant in each flow cell outside a boundary layer of width O(?^1/2), ? = Pe^?1, around the flow separatrices. We construct an ?‐dependent approximate “water pipe problem” purely inside the boundary layer that provides a good approximation of the solution of the full problem but has ?‐independent computational cost. We also define an asymptotic problem on the graph of streamline separatrices and show that solution of the water pipe problem itself may be approximated by an asymptotic, ?‐independent problem on this graph. Finally, we show that the Dirichlet‐to‐Neumann map of the water pipe problem approximates the Dirichlet‐to‐Neumann map of the separatrix problem with an error independent of the flow outside the boundary layers. © 2004 Wiley Periodicals, Inc.     

Gâteaux derivatives and their applications to approximation in Lorentz spaces Γp,w

We establish the formulas of the left‐ and right‐hand Gâteaux derivatives in the Lorentz spaces Γ_p,w = {f: ∫₀^α (f **)^p w < ∞}, where 1 ≤ p < ∞, w is a nonnegative locally integrable weight function and f ** is a maximal function of the decreasing rearrangement f * of a measurable function f on (0, α), 0 < α ≤ ∞. We also find a general form of any supporting functional for each function from Γ_p,w , and the necessary and sufficient conditions for which a spherical element of Γ_p,w is a smooth point of the unit ball in Γ_p,w . We show that strict convexity of the Lorentz spaces Γ_p,w is equivalent to 1 < p < ∞ and to the condition ∫₀^∞ w = ∞. Finally we apply the obtained characterizations to studies the best approximation elements for each function f ∈ Γ_p,w from any convex set K ? Γ_p,w (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

The stationary and non-stationary stokes system in exterior domains with non-zero divergence and non-zero boundary values

In an exterior domain Ω??ⁿ, n ? 2, we consider the generalized Stokes resolvent problem in L^q-space where the divergence g = div u and inhomogeneous boundary values u = ψ with zero flux ∫_?Ωψ·N do = 0 may be prescribed. A crucial step in our approach is to find and to analyse the right space for the divergence g. We prove existence, uniqueness and a priori estimates of the solution and get new results for the divergence problem. Further, we consider the non-stationary Stokes system with non-homogeneous divergence and boundary values and prove estimates of the solution in L⁵(0, T;L^q(Ω)) for 1 < s, q < ∞.     

Probing for electrical inclusions with complex spherical waves

Let a physical body Ω in ?² or ?³ be given. Assume that the electric conductivity distribution inside Ω consists of conductive inclusions in a known smooth background. Further, assume that a subset Γ ? ?Ω is available for boundary measurements. It is proved using hyperbolic geometry that certain information about the location of the inclusions can be exactly recovered from static electric measurements on Γ. More precisely: given a ball B with center outside the convex hull of Ω and satisfying (B? ∩ ?Ω) ? Γ, boundary measurements on Γ with explicitly given Dirichlet data are enough to determine whether B intersects the inclusion. An approximate detection algorithm is introduced based on the theory. Numerical experiments in dimension two with simulated noisy data suggest that the algorithm finds the inclusion‐free domain near Γ and is robust against measurement noise. © 2007 Wiley Periodicals, Inc.     

A note on similarity solutions for boundary layer flows with prescribed heat flux

We study the third‐order nonlinear equation: f′′′ + (m + 2)ff′′ ? (2m + 1)f′² = 0 on (0, ∞), subject to the boundary conditions f(0) = ? γ ∈ ?, f′(∞) = 0 and f′′(0) = ?1. The problem arises in the study of similarity solutions for boundary layer flows with prescribed heat flux. We will address the following two open questions which were proposed by Brighi and Hoernel (Math. Methods Appl. Sci. 2005; 28 : 479–503): The first one is the uniqueness of bounded solutions for and γ>0, and the second one is the structure of solutions for and γ?0. Copyright © 2007 John Wiley & Sons, Ltd.     

On similarity solutions for boundary layer flows with prescribed heat flux

This paper is concerned with existence, uniqueness and behaviour of the solutions of the autonomous third‐order non‐linear differential equation f?+(m+2)f f″?(2m+1)f′²=0 on ?⁺ with the boundary conditions f(0)=?γ, f′(∞)=0 and f″(0)=?1. This problem arises when looking for similarity solutions for boundary layer flows with prescribed heat flux. To study solutions we use some direct approach as well as blowing‐up co‐ordinates to obtain a plane dynamical system. Copyright © 2004 John Wiley & Sons, Ltd.     

Reverse bubbling of currents and harmonic heat flows with prescribed singular set

We consider the harmonic heat flow for maps u between B³, the unit ball of , and its boundary S². For a class of possibly singular initial and boundary data we show the existence of a weak solution whose singular set is a fixed discrete set on the vertical axis arbitrarily prescribed. Other examples including isolated singularities moving along a prescribed trajectory are given.Received: 23 October 2002, Accepted: 12 March 2003, Published online: 4 September 2003     

Gauss‐Green theorem for weakly differentiable vector fields,sets of finite perimeter,and balance laws

We analyze a class of weakly differentiable vector fields F : ?ⁿ → ?ⁿ with the property that F ∈ L^∞ and div F is a (signed) Radon measure. These fields are called bounded divergence‐measure fields. The primary focus of our investigation is to introduce a suitable notion of the normal trace of any divergence‐measure field F over the boundary of an arbitrary set of finite perimeter that ensures the validity of the Gauss‐Green theorem. To achieve this, we first establish a fundamental approximation theorem which states that, given a (signed) Radon measure μ that is absolutely continuous with respect to ??^{N ? 1} on ?^N, any set of finite perimeter can be approximated by a family of sets with smooth boundary essentially from the measure‐theoretic interior of the set with respect to the measure ||μ||, the total variation measure. We employ this approximation theorem to derive the normal trace of F on the boundary of any set of finite perimeter E as the limit of the normal traces of F on the boundaries of the approximate sets with smooth boundary so that the Gauss‐Green theorem for F holds on E. With these results, we analyze the Cauchy flux that is bounded by a nonnegative Radon measure over any oriented surface (i.e., an (N ? 1)‐dimensional surface that is a part of the boundary of a set of finite perimeter) and thereby develop a general mathematical formulation of the physical principle of the balance law through the Cauchy flux. Finally, we apply this framework to the derivation of systems of balance laws with measure‐valued source terms from the formulation of the balance law. This framework also allows the recovery of Cauchy entropy flux through the Lax entropy inequality for entropy solutions of hyperbolic conservation laws. © 2008 Wiley Periodicals, Inc.     

The boundary trace and generalized boundary value problem for semilinear elliptic equations with coercive absorption

In the first part of the paper we establish the existence of a boundary trace for positive solutions of the equation ?Δu + g(x, u) = 0 in a smooth domain Ω ? ?^N, for a general class of positive nonlinearities. This class includes every space independent, monotone increasing g which satisfies the Keller‐Osserman condition as well as degenerate nonlinearities g_α,q of the form g_α,q (x, u) = d(x, ?Ω)^α |u|^q?1 u, with α > ?2 and q > 1. The boundary trace is given by a positive regular Borel measure which may blow up on compact sets. In the second part we concentrate on the family of nonlinearities {g_α,q}, determine the critical value of the exponent q (for fixed α > ?2) and discuss (a) positive solutions with an isolated singularity, for subcritical nonlinearities and (b) the boundary value problem for ?Δu + g_α,q (x, u) = 0 with boundary data given by a positive regular Borel measure (possibly unbounded). We show that, in the subcritical case, the problem possesses a unique solution for every such measure. © 2003 Wiley Periodicals, Inc.     

Uniqueness Theorems for the Frankl-Morawetz Problem in R2 for a Class of Nonlinear Equations of Mixed Type

We consider the question of uniqueness for the solutions of the boundary value problem (1) where sgn K(y) = sgn y and Γ₀ and Γ₁ are parts of the boundary of a bounded simply connected region G in R². G is bounded for y > 0 by a piecewise smooth curve Γ₀ which intersects the line y = 0 at A (– 1, 0) and B(0, 0). For y < 0 G is bounded by a piecewise smooth curve Γ₁ through A, which meets the characteristic of (1) issued from B at point C, and by the curve Γ₂ which consists of the portion CB of the characteristic through B. Using energy-integral considerations, we give sufficient conditions for the uniqueness of solutions to boundary value problem (1).     

The Hele-Shaw problem with surface tension in a half-plane

In this paper, we consider the Hele-Shaw problem in a 2-dimensional fluid domain Ω(t) which is constrained to a half-plane. The boundary of Ω(t) consist of two components: Γ₀(t) which lies on the boundary of the half-plane, and Γ(t) which lies inside the half-plane. On Γ(t) we impose the classical boundary conditions with surface tension, and on Γ₀(t) we prescribe the normal derivative of the fluid pressure. At the point where Γ₀(t) and Γ(t) meet, there is an abrupt change in the boundary condition giving rise to a singularity in the fluid pressure. We prove that the problem has a unique solution with smooth free boundary Γ(t) for some small time interval.     

Existence and exponential stability in Lr‐spaces of stationary Navier–Stokes flows with prescribed flux in infinite cylindrical domains

We prove existence, uniqueness and exponential stability of stationary Navier–Stokes flows with prescribed flux in an unbounded cylinder of ?ⁿ,n?3, with several exits to infinity provided the total flux and external force are sufficiently small. The proofs are based on analytic semigroup theory, perturbation theory and L^r ? L^q‐estimates of a perturbation of the Stokes operator in L^q‐spaces. Copyright © 2006 John Wiley & Sons, Ltd.