On the global existence and uniqueness of solutions to the nonstationary boundary layer system

In this paper, we study the problem of boundary layer for nonstationary flows of viscous incompressible fluids. There are some open problems in the field of boundary layer. The method used here is mainly based on a transformation which reduces the boundary layer system to an initial-boundary value problem for a single quasilinear parabolic equation. We prove the existence of weak solutions to the modified nonstationary boundary layer system. Moreover, the stability and uniqueness of weak solutions are discussed.     

Motion of a rigid body in a viscous fluid

We introduce a concept of weak solution for a boundary value problem modelling the motion of a rigid body immersed in a viscous fluid. The time variation of the fluid's domain (due to the motion of the rigid body) is not known a priori, so we deal with a free boundary value problem. Our main theorem asserts the existence of at least one weak solution for this problem. The result is global in time provided that the rigid body does not touch the boundary.     

Nonuniqueness of solutions for a singular diffusion problem

In this paper, we consider a singular diffusion problem and show, by constructing a counterexample, that the weak solution to the problem is not unique. The proof consists of several steps. First, we prove that there exists a maximal weak solution to the problem. We show that the support of the continuous maximal weak solution cannot decrease in time. Then we cite an example of a nonnegative continuous function with shrinking support that also solves the problem, and therefore the problem possesses at least two weak solutions for some continuous nonnegative initial data.     

Finite difference method for a combustion model

We study a projection and upwind finite difference scheme for a combustion model problem. Convergence to weak solutions is proved under the Courant-Friedrichs-Lewy condition. More assumptions are given on the ignition temperature; then convergence to strong detonation wave solutions or to weak detonation wave solutions is proved.

     

Front-fixing FEMs for the pricing of American options based on a PML technique

In this paper, efficient numerical methods are developed for the pricing of American options governed by the Black–Scholes equation. The front-fixing technique is first employed to transform the free boundary of optimal exercise prices to some a priori known temporal line for a one-dimensional parabolic problem via the change of variables. The perfectly matched layer (PML) technique is then applied to the pricing problem for the effective truncation of the semi-infinite domain. Finite element methods using the respective continuous and discontinuous Galerkin discretization are proposed for the resulting truncated PML problems related to the options and Greeks. The free boundary is determined by Newton’s method coupled with the discrete truncated PML problem. Stability and nonnegativeness are established for the approximate solution to the truncated PML problem. Under some weak assumptions on the PML medium parameters, it is also proved that the solution of the truncated PML problem converges to that of the unbounded Black–Scholes equation in the computational domain and decays exponentially in the perfectly matched layer. Numerical experiments are conducted to test the performance of the proposed methods and to compare them with some existing methods.     

Theoretical study of a Bénard-Marangoni problem

In this paper we prove the existence of strong solutions for the stationary Bénard-Marangoni problem in a finite domain flat on the top, bifurcating from the basic heat conductive state. The Bénard-Marangoni problem is a physical phenomenon of thermal convection in which the effects of buoyancy and surface tension are taken into account. This problem is modelled with a system of partial differential equations of the type Navier-Stokes and heat equation. The boundary conditions include crossed boundary conditions involving tangential derivatives of the temperature and normal derivatives of the velocity field. To define tangential derivatives at the boundary, intended in the trace sense, it is necessary order two derivatives in the interior of the domain and thus the boundary term contains as high derivatives as the interior term. We overcome this difficulty by considering the weak formulation, and transforming the boundary integral into an equivalent integral defined in the whole domain. This allows us to reformulate the weak problem with a temperature having only order one weak derivatives. Concerning regularity results, we obtain strong solutions for the stationary Bénard-Marangoni problem.     

Singular and degenerate anisotropic parabolic equations with a nonlinear source

The Dirichlet problem in arbitrary domain for degenerate and singular anisotropic parabolic equations with a nonlinear source term is considered. We state conditions that guarantee the existence and uniqueness of a global weak solution to the problem. A similar result is proved for the parabolic p-Laplace equation.     

Optimal control of a two-dimensional contact problem

We consider a frictionless contact problem with unilateral constraints for a 2D bar. We describe the problem, then we derive its weak formulation, which is in the form of an elliptic variational inequality of the first kind. Next, we establish the existence of a unique weak solution to the problem and prove its continuous dependence with respect to the applied tractions and constraints. We proceed with the study of an associated control problem for which we prove the existence of an optimal pair. Finally, we consider a perturbed optimal control problem for which we prove a convergence result.     

Rossby Solitary Waves in the Presence of a Critical Layer

This study considers the evolution of weakly nonlinear long Rossby waves in a horizontally sheared zonal current. We consider a stable flow so that the nonlinear time scale is long. These assumptions enable the flow to organize itself into a large‐scale coherent structure in the régime where a competition sets in between weak nonlinearity and weak dispersion. This balance is often described by a Korteweg‐de‐Vries equation. The traditional assumption of a weak amplitude breaks down when the wave speed equals the mean flow velocity at a certain latitude, due to the appearance of a singularity in the leading‐order equation, which strongly modifies the flow in a critical layer. Here, nonlinear effects are invoked to resolve this singularity, because the relevant geophysical flows have high Reynolds numbers. Viscosity is introduced in order to render the nonlinear‐critical‐layer solution unique, but the inviscid limit is eventually taken. By the method of matched asymptotic expansions, this inner flow is matched at the edges of the critical layer with the outer flow. We will show that the critical‐layer–induced flow leads to a strong rearrangement of the related streamlines and consequently of the potential‐vorticity contours, particularly in the neighborhood of the separatrices between the open and closed streamlines. The symmetry of the critical layer vis‐à‐vis the critical level is also broken. This theory is relevant for the phenomenon of Rossby wave breaking and eventual saturation into a nonlinear wave. Spatially localized solutions are described by a Korteweg‐de‐Vries equation, modified by new nonlinear terms; depending on the critical‐layer shape, this leads to depression or elevation waves. The additional terms are made necessary at a certain order of the asymptotic expansion while matching the inner flow on the dividing streamlines. The new evolution equation supports a family of solitary waves. In this paper we describe in detail the case of a depression wave, and postpone for further discussion the more complex case of an elevation wave.     

On the optimality of a full-service policy for a queueing system with discounted costs

We provide weak sufficient conditions for a full-service policy to be optimal in a queueing control problem in which the service rate is a dynamic decision variable. In our model there are service costs and holding costs and the objective is to minimize the expected total discounted cost over an infinite horizon. We begin with a semi-Markov decision model for a single-server queue with exponentially distributed inter-arrival and service times. Then we present a general model with weak probabilistic assumptions and demonstrate that the full-service policy minimizes both finite-horizon and infinite-horizon total discounted cost on each sample path.     

Global solutions for a model of polymeric flows with wall slip

We consider the initial‐boundary value problem for a model of motion of aqueous polymer solutions in a bounded three‐dimensional domain subject to the Navier slip boundary condition. We construct a global (in time) weak solution to this problem. Moreover, we establish some uniqueness results, assuming additional regularity for weak solutions. Copyright © 2017 John Wiley & Sons, Ltd.     

Supersonic flow onto a solid wedge

We consider the problem of two‐dimensional supersonic flow onto a solid wedge, or equivalently in a concave corner formed by two solid walls. For mild corners, there are two possible steady state solutions, one with a strong and one with a weak shock emanating from the corner. The weak shock is observed in supersonic flights. A longstanding natural conjecture is that the strong shock is unstable in some sense. We resolve this issue by showing that a sharp wedge will eventually produce weak shocks at the tip when accelerated to a supersonic speed. More precisely, we prove that for upstream state as initial data in the entire domain, the time‐dependent solution is self‐similar, with a weak shock at the tip of the wedge. We construct analytic solutions for self‐similar potential flow, both isothermal and isentropic with arbitrary γ ≥ 1. In the process of constructing the self‐similar solution, we develop a large number of theoretical tools for these elliptic regions. These tools allow us to establish large‐data results rather than a small perturbation. We show that the wave pattern persists as long as the weak shock is supersonic‐supersonic; when this is no longer true, numerics show a physical change of behavior. In addition, we obtain rather detailed information about the elliptic region, including analyticity as well as bounds for velocity components and shock tangents. © 2007 Wiley Periodicals, Inc.     

On the optimality of some classes of invex problems

In this paper we define two notions: Kuhn–Tucker saddle point invex problem with inequality constraints and Mond–Weir weak duality invex one. We prove that a problem is Kuhn–Tucker saddle point invex if and only if every point, which satisfies Kuhn–Tucker optimality conditions forms together with the respective Lagrange multiplier a saddle point of the Lagrange function. We prove that a problem is Mond–Weir weak duality invex if and only if weak duality holds between the problem and its Mond–Weir dual one. Additionally, we obtain necessary and sufficient conditions, which ensure that strong duality holds between the problem with inequality constraints and its Wolfe dual. Connections with previously defined invexity notions are discussed.     

Transient Nonlinear Disturbances and Shelves in a Stratified Fluid Layer

We revisit the classical problem of internal wave propagation in a stratified fluid layer bounded by rigid walls and point out a mechanism by which unsteady locally confined disturbances generate far-field shelves. Carrying the standard expansion procedure to fourth order in the wave amplitude reveals that weakly nonlinear long waves of a certain mode shed, in general, lower- and higher-mode shelves, which propagate upstream and downstream with the corresponding long-wave speeds. This phenomenon is brought about by the combined effect of nonlinear interactions and the presence of transience in the main disturbance. While the shelves accompanying small-amplitude waves are relatively weak, numerical solutions of the full Euler equations indicate that shelves induced by unsteady disturbances of finite amplitude close to breaking can be quite significant.     

Solvability of the stationary heat convection problem for a high-viscosity fluid

We study the stationary heat convection problem in the Boussinesq approximation. We derive a priori estimates for its solution. We prove existence and uniqueness theorems for a weak solution of the problem and analyze the smoothness of a weak solution for raised smoothness of the problem data. We consider the two- and three-dimensional cases.     

A boundary value problem for the spherically symmetric motion of a pressureless gas with a temperature‐dependent viscosity

We consider an initial‐boundary value problem for the equations of spherically symmetric motion of a pressureless gas with temperature‐dependent viscosity µ(θ) and conductivity κ(θ). We prove that this problem admits a unique weak solution, assuming Belov's functional relation between µ(θ) and κ(θ) and we give the behaviour of the solution for large times. Copyright © 2009 John Wiley & Sons, Ltd.     

Necessary and sufficient existence conditions for a boundary control of vibrations of a string and a spherical layer for small times

We find necessary and sufficient conditions for the existence of a boundary control of vibrations of a string or a spherical layer for critical and subcritical times. We completely analyze the existence of a boundary control of vibrations of a spherical layer by a force on two spheres. We find necessary and sufficient existence conditions for the control. Along with the control problem for vibrations of a spherical layer, we consider a similar control problem for string vibrations.     

Boundary layer to a system of viscous hyperbolic conservation laws

In this paper, we investigate the large-time behavior of solutions to the initial-boundary value problem for n × n hyperbolic system of conservation laws with artificial viscosity in the half line （0, ∞）. We first show that a boundary layer exists if the corresponding hyperbolic part contains at least one characteristic field with negative propagation speed. We further show that such boundary layer is nonlinearly stable under small initial perturbation. The proofs are given by an elementary energy method.     

On a class of degenerate elliptic operators arising from Fleming-Viot processes

We are dealing with the solvability of an elliptic problem related to a class of degenerate second order operators which arise from the theory of Fleming-Viot processes in population genetics. In the one dimensional case the problem is solved in the space of continuous functions. In higher dimension we study the problem in spaces with respect to an explicit measure which, under suitable assumptions, can be taken invariant and symmetrizing for the operators. We prove the existence and uniqueness of weak solutions and we show that the closure of the operator in such spaces generates an analytic -semigroup. Received December 4, 2000; accepted December 9, 2000.