A parabolic variant of H-measures

H-measures, as originally introduced by Luc Tartar and Patrick Gérard, are suited to hyperbolic problems. However, they turned out not to be well adjusted to the study of parabolic equations. A variant of H-measures is proposed, which is much better adapted to such kind of problems. We present the new parabolic scaling and the main ingredients for the proof of existence of the new variant. Some applications to the Schrödinger equation and vibrating plate equation are shown, together with an outlook to possible applications in other problems.     

Parabolic variant of H-measures in homogenisation of a model problem based on Navier–Stokes equation

H-measures, as originally introduced by Luc Tartar and (independently) Patrick Gérard are well suited for hyperbolic problems. For parabolic problems, some variants should be considered, which would be better adapted to parabolic problems.Recently, we introduced a few parabolic scalings and corresponding variant H-measures, including the existence results, investigating their applicability. Here, we present an application of such a variant in homogenisation, for a model based on nonstationary Stokes (sometimes called linearised Navier–Stokes) system.Besides expressing the homogenised coefficients directly in the terms of variant H-measures corresponding to the oscillating coefficients, we also prove that the homogenised coefficients are symmetric, as originally conjectured by Tartar.     

A CLASS OF SECOND ORDER NEUTRAL DIFFERENTIAL INEQUALITIES WITH DISTRIBUTED TYPE DEVIATING ARGUMENTS

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The Fredholm alternative for parabolic evolution equations with inhomogeneous boundary conditions

We study the Fredholm properties of parabolic evolution equations on R with inhomogeneous boundary values. These problems are transformed into evolution equations with inhomogeneities taking values in certain extrapolation spaces. Assuming that the underlying homogeneous problem is asymptotically hyperbolic, we show the Fredholm alternative for these equations. The results are applied to parabolic partial differential equations.     

On one approach to a posteriori error estimates for evolution problems solved by the method of lines

Summary. In this paper, we describe a new technique for a posteriori error estimates suitable to parabolic and hyperbolic equations solved by the method of lines. One of our goals is to apply known estimates derived for elliptic problems to evolution equations. We apply the new technique to three distinct problems: a general nonlinear parabolic problem with a strongly monotonic elliptic operator, a linear nonstationary convection-diffusion problem, and a linear second order hyperbolic problem. The error is measured with the aid of the -norm in the space-time cylinder combined with a special time-weighted energy norm. Theory as well as computational results are presented. Received September 2, 1999 / Revised version received March 6, 2000 / Published online March 20, 2001     

Fourier-Laplace analysis of the multigrid waveform relaxation method for hyperbolic equations

The multigrid waveform relaxation (WR) algorithm has been fairly studied and implemented for parabolic equations. It has been found that the performance of the multigrid WR method for a parabolic equation is practically the same as that of multigrid iteration for the associated steady state elliptic equation. However, the properties of the multigrid WR method for hyperbolic problems are relatively unknown. This paper studies the multigrid acceleration to the WR iteration for hyperbolic problems, with a focus on the convergence comparison between the multigrid WR iteration and the multigrid iteration for the corresponding steady state equations. Using a Fourier-Laplace analysis in two case studies, it is found that the multigrid performance on hyperbolic problems no longer shares the close resemblance in convergence factors between the WR iteration for parabolic equations and the iteration for the associated steady state equations.     

Controllability and observability of a heat equation with hyperbolic memory kernel

The exact controllability and observability for a heat equation with hyperbolic memory kernel in anisotropic and nonhomogeneous media are considered. Due to the appearance of such a kind of memory, the speed of propagation for solutions to the heat equation is finite and the corresponding controllability property has a certain nature similar to hyperbolic equations, and is significantly different from that of the usual parabolic equations. By means of Carleman estimate, we establish a positive controllability and observability result under some geometric condition. On the other hand, by a careful construction of highly concentrated approximate solutions to hyperbolic equations with memory, we present a negative controllability and observability result when the geometric condition is not satisfied.     

Dynamic adaptation for parabolic equations

A dynamic adaptation method is presented that is based on the idea of using an arbitrary time-dependent system of coordinates that moves at a velocity determined by the unknown solution. Using some model problems as examples, the generation of grids that adapt to the solution is considered for parabolic equations. Among these problems are the nonlinear heat transfer problem concerning the formation of stationary and moving temperature fronts and the convection-diffusion problems described by the nonlinear Burgers and Buckley-Leverette equations. A detailed analysis of differential approximations and numerical results shows that the idea of using an arbitrary time-dependent system of coordinates for adapted grid generation in combination with the principle of quasi-stationarity makes the dynamic adaptation method universal, effective, and algorithmically simple. The universality is achieved due to the use of an arbitrary time-dependent system of coordinates that moves at a velocity determined by the unknown solution. This universal approach makes it possible to generate adapted grids for time-dependent problems of mathematical physics with various mathematical features. Among these features are large gradients, propagation of weak and strong discontinuities in nonlinear transport and heat transfer problems, and moving contact and free boundaries in fluid dynamics. The efficiency is determined by automatically fitting the velocity of the moving nodes to the dynamics of the solution. The close relationship between the adaptation mechanism and the structure of the parabolic equations allows one to automatically control the nodes’ motion so that their trajectories do not intersect. This mechanism can be applied to all parabolic equations in contrast to the hyperbolic equations, which do not include repulsive components. The simplicity of the algorithm is achieved due to the general approach to the adaptive grid generation, which is independent of the form and type of the differential equations.     

Regular Problems for Semilinear Hyperbolic Type Equations

In this paper we establish the wellposedness and regularity properties of solutions of Cauchy problems for semilinear hyperbolic equations of second order with unbounded principal operators. An example illustrating how our results apply is given.      

Approximate solutions to large nonsymmetric differential Riccati problems with applications to transport theory

In this paper, we consider large‐scale nonsymmetric differential matrix Riccati equations with low‐rank right‐hand sides. These matrix equations appear in many applications such as control theory, transport theory, applied probability, and others. We show how to apply Krylov‐type methods such as the extended block Arnoldi algorithm to get low‐rank approximate solutions. The initial problem is projected onto small subspaces to get low dimensional nonsymmetric differential equations that are solved using the exponential approximation or via other integration schemes such as backward differentiation formula (BDF) or Rosenbrock method. We also show how these techniques can be easily used to solve some problems from the well‐known transport equation. Some numerical examples are given to illustrate the application of the proposed methods to large‐scale problems.     

Identifying unknown terms in hyperbolic and parabolic equations

We recover unknown source terms in nonlinear hyperbolic differential equations and in nonlinear parabolic integro-differential equations in one space variable under the assumption of knowing a first integral (in the hyperbolic case) or the value of the solution at a point inside the domain (in the parabolic case). For this class of problems we prove existence results in classes of smooth solutions. Moreover, for linear hyperbolic and parabolic differential equations in one space variable we recover some characteristic parameters. Conferenza tenuta il giorno 29 Novembre 1999     

Modulated High-Frequency Waves

We construct asymptotic approximations to solutions of nonlinear hyperbolic conservation laws, when the initial data is small-amplitude high-frequency waves with modulated wave number. We show that the nonlinear multiwave interaction terms approach zero in the asymptotic limit, so that the wave components satisfy decoupled Burgers equations, provided a certain nonresonance condition holds. This extends previous results on more strictly nonresonant or everywhere resonant waves, to permit modulated high frequencies to pass through resonant and nonresonant values. We show how these results apply to high-frequency wave propagation in a nonhomogeneous medium or on a nonuniform base state. We illustrate our conclusions with numerical examples and discuss a phenomenon of localized resonance.     

DOMAIN DECOMPOSITION PRECONDITIONERS FOR SECOND-ORDER HYPERBOLIC EQUATIONS ON L-SHAPED REGIONS

Linear systems arising from implicit time discretizations and finite difference space discretizations of second-order hyperbolic equations on L-shaped region are considered. We analyse the use of domain deocmposilion preconditioner.s for the solution of linear systems via the preconditioned conjugate gradient method. For the constant-coefficient second-order hyperbolic equaions with initial and Dirichlet boundary conditions,we prove that the conditionnumber of the preconditioned interface system is bounded by 2+x2 2+0.46x2 where x is the quo-tient between the lime and space steps. Such condition number produces a convergence rale that is independent of gridsize and aspect ratios. The results could be extended to parabolic equations.     

Degenerate first-order inverse problems in Banach spaces

We are concerned with an inverse problem for a degenerate linear evolution equation of first-order. Both hyperbolic and parabolic cases will be considered. We indicate sufficient conditions for the existence and uniqueness of a solution. All the results can be applied to inverse problems for equations from mathematical physics. As a possible application of the abstract theorems, some examples of partial differential equations are given.     

A new approach to stochastic evolution equations with adapted drift

In this paper we develop a new approach to stochastic evolution equations with an unbounded drift A which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to equations with random drift leads to adaptedness problems for the stochastic convolution term. In this paper we give a new representation formula for the stochastic convolution which avoids integration of non-adapted processes. Here we mainly consider the parabolic setting. We establish connections with other solution concepts such as weak solutions. The usual parabolic regularity properties are derived and we show that the new approach can be applied in the study of semilinear problems with random drift. At the end of the paper the results are illustrated with two examples of stochastic heat equations with random drift.     

Application of collocation method for solving a parabolic‐hyperbolic free boundary problem which models the growth of tumor with drug application

In this article, we want to solve a free boundary problem which models tumor growth with drug application. This problem includes five time dependent partial differential equations. The tumor considered in this model consists of three kinds of cells, proliferative cells, quiescent cells, and dead cells. Three different first‐order hyperbolic equations are given that describe the evolution of cells and other two second‐order parabolic equations describe the diffusion of nutrient and drug concentration. We solve the problem using the collocation method. Then, we prove stability and convergence of method. Also, some examples are considered to show the efficiency of method. Copyright © 2016 John Wiley & Sons, Ltd.     

Convergence analysis for parallel‐in‐time solution of hyperbolic systems

Parallel‐in‐time algorithms have been successfully employed for reducing time‐to‐solution of a variety of partial differential equations, especially for diffusive (parabolic‐type) equations. A major failing of parallel‐in‐time approaches to date, however, is that most methods show instabilities or poor convergence for hyperbolic problems. This paper focuses on the analysis of the convergence behavior of multigrid methods for the parallel‐in‐time solution of hyperbolic problems. Three analysis tools are considered that differ, in particular, in the treatment of the time dimension: (a) space–time local Fourier analysis, using a Fourier ansatz in space and time; (b) semi‐algebraic mode analysis, coupling standard local Fourier analysis approaches in space with algebraic computation in time; and (c) a two‐level reduction analysis, considering error propagation only on the coarse time grid. In this paper, we show how insights from reduction analysis can be used to improve feasibility of the semi‐algebraic mode analysis, resulting in a tool that offers the best features of both analysis techniques. Following validating numerical results, we investigate what insights the combined analysis framework can offer for two model hyperbolic problems, the linear advection equation in one space dimension and linear elasticity in two space dimensions.     

Resolvent Estimates for Boundary Value Problems on Large Intervals Via the Theory of Discrete Approximations

In many applications such as the stability analysis of traveling waves, it is important to know the spectral properties of a linear differential operator on the whole real line. We investigate the approximation of this operator and its spectrum by finite interval boundary value problems from an abstract point of view. Under suitable assumptions on the boundary operators, we prove that the approximations converge regularly (in the sense of discrete approximations) to the all line problem, which has strong implications for the behavior of resolvents and spectra. As an application, we obtain resolvent estimates for abstract coupled hyperbolic–parabolic equations. Furthermore, we show that our results apply to the FitzHugh–Nagumo system.     

Extremal equilibria for monotone semigroups in ordered spaces with application to evolutionary equations

We consider monotone semigroups in ordered spaces and give general results concerning the existence of extremal equilibria and global attractors. We then show some applications of the abstract scheme to various evolutionary problems, from ODEs and retarded functional differential equations to parabolic and hyperbolic PDEs. In particular, we exhibit the dynamical properties of semigroups defined by semilinear parabolic equations in RN with nonlinearities depending on the gradient of the solution. We consider as well systems of reaction-diffusion equations in RN and provide some results concerning extremal equilibria of the semigroups corresponding to damped wave problems in bounded domains or in RN. We further discuss some nonlocal and quasilinear problems, as well as the fourth order Cahn-Hilliard equation.     

非线性时滞双曲型偏泛函微分方程的振动准则

研究一类多滞量非线性双曲型偏泛函微分方程解的振动性,借助广义Riccati变换和微分不等式技巧,获得了该类方程振动的若干新的充分条件,同时也给出了实际应用的例子.