Single and Multi-Interval Legendre τ-Methods in Time for Parabolic Equations

In this paper, we take the parabolic equation with periodic boundary conditions as a model to present a spectral method with the Fourier approximation in spatial and single/multi-interval Legendre Petrov–Galerkin method in time. For the single interval spectral method in time, we obtain the optimal error estimate in L ²-norm. For the multi-interval spectral method in time, the L ²-optimal error estimate is valid in spatial. Numerical results show the efficiency of the methods.     

Solvability of the mixed initial boundary-value problem for a parabolic equation with a nonlocal condition of first kind

The spectral method is applied to solve the mixed initial boundary-value problem for a parabolic equation with nonhomogeneous boundary conditions, one of which is nonlocal. We prove existence and uniqueness of the generalized solution of this problem in the Sobolev class W ₂ ^1,0 and represent it as a biorthogonal series. We also consider optimal control by the right-hand side of the equation, which is constructed as a biorthogonal series in the root functions of the spectral problem.Translated from Nelineinaya Dinamika i Upravlenie, No. 2, pp. 209–220, 2002.     

A posteriori error estimates for optimal distributed control governed by the evolution equations

We describe a technique for a posteriori error estimates suitable to the optimal control problem governed by the evolution equations solved by the method of lines. It is applied to the control problem governed by the parabolic equation, convection-diffusion equation and hyperbolic equation. The error is measured with the aid of the L²-norm in the space-time cylinder combined with a special time weighted energy norm.     

A fully discrete H 1-Galerkin method with quadrature for nonlinear advection–diffusion–reaction equations

We propose and analyze a fully discrete H ¹-Galerkin method with quadrature for nonlinear parabolic advection–diffusion–reaction equations that requires only linear algebraic solvers. Our scheme applied to the special case heat equation is a fully discrete quadrature version of the least-squares method. We prove second order convergence in time and optimal H ¹ convergence in space for the computer implementable method. The results of numerical computations demonstrate optimal order convergence of scheme in H ^k for k = 0, 1, 2. Support of the Australian Research Council is gratefully acknowledged.     

A splitting positive definite mixed element method for miscible displacement of compressible flow in porous media

A miscible displacement of one compressible fluid by another in a porous medium is governed by a nonlinear parabolic system. A new mixed finite element method, in which the mixed element system is symmetric positive definite and the flux equation is separated from pressure equation, is introduced to solve the pressure equation of parabolic type, and a standard Galerkin method is used to treat the convection‐diffusion equation of concentration of one of the fluids. The convergence of the approximate solution with an optimal accuracy in L²‐norm is proved. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 229–249, 2001     

Homogenization of the parabolic cauchy problem in the Sobolev class H<Superscript>1</Superscript>(R<Superscript>d</Superscript>)

Homogenization in the small period limit for the solution ue of the Cauchy problem for a parabolic equation in R^d is studied. The coefficients are assumed to be periodic in R^d with respect to the lattice ɛG. As ɛ → 0, the solution u ɛ converges in L2(R^d) to the solution u0 of the effective problem with constant coefficients. The solution u ɛis approximated in the norm of the Sobolev space H ¹(R^d) with error O( ɛ); this approximation is uniform with respect to the L2-norm of the initial data and contains a corrector term of order ɛ. The dependence of the constant in the error estimate on time t is given. Also, an approximation in H ¹(R^d) for the solution of the Cauchy problem for a nonhomogeneous parabolic equation is obtained.     

An optimal‐order error estimate on an H1‐Galerkin mixed method for a nonlinear parabolic equation in porous medium flow

We present an H¹‐Galerkin mixed finite element method for a nonlinear parabolic equation, which models a compressible fluid flow process in subsurface porous media. The method possesses the advantages of mixed finite element methods while avoiding directly inverting the permeability tensor, which is important especially in a low permeability zone. We conducted theoretical analysis to study the existence and uniqueness of the numerical solutions of the scheme and prove an optimal‐order error estimate for the method. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Composite finite element approximation for nonlinear parabolic problems in nonconvex polygonal domains

We study a new class of finite elements so‐called composite finite elements (CFEs), introduced earlier by Hackbusch and Sauter, Numer. Math., 1997; 75:447‐472, for the approximation of nonlinear parabolic equation in a nonconvex polygonal domain. A two‐scale CFE discretization is used for the space discretizations, where the coarse‐scale grid discretized the domain at an appropriate distance from the boundary and the fine‐scale grid is used to resolve the boundary. A continuous, piecewise linear CFE space is employed for the spatially semidiscrete finite element approximation and the temporal discretizations is based on modified linearized backward Euler scheme. We derive almost optimal‐order convergence in space and optimal order in time for the CFE method in the L^∞(L²) norm. Numerical experiment is carried out for an L‐shaped domain to illustrate our theoretical findings.     

Solving an optimal control problem for parabolic equations

We consider optimal boundary control of a distributed-parameter system. The system state is described by two parabolic equations of second order, where the coefficients of one equation depend on the gradient of the solution of the second equation. An existence and uniqueness theorem is proved for the optimal control in this problem and the necessary conditions of optimality are derived.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 59, pp. 90–98, 1986.     

Optimal Control of a Parabolic Equation with Dynamic Boundary Condition

We investigate a control problem for the heat equation. The goal is to find an optimal heat transfer coefficient in the dynamic boundary condition such that a desired temperature distribution at the boundary is adhered. To this end we consider a function space setting in which the heat flux across the boundary is forced to be an L ^p function with respect to the surface measure, which in turn implies higher regularity for the time derivative of temperature. We show that the corresponding elliptic operator generates a strongly continuous semigroup of contractions and apply the concept of maximal parabolic regularity. This allows to show the existence of an optimal control and the derivation of necessary and sufficient optimality conditions.     

Banach空间中一类周期非线性受控系统最优控制的存在性

研究一类强非线性发展方程的周期解及相应的最优控制问题的存在性，首先，证明了Banach空间中一类包含非线性单调算子和非线性非单调扰动的强非线性发展方程周期解的存在性；其次，给出了保证相应的Lagrange最优控制的充分条件；最后，举例说明理论结果在拟线笥抛物方程周期问题及相应的最优控制问题中的应用。     

A Priori Error Estimates for Finite Element Methods for H (2,1)-Elliptic Equations

The convergence of finite element methods for linear elliptic boundary value problems of second and forth order is well understood. In this article, we introduce finite element approximations of some linear semi-elliptic boundary value problem of mixed order on a two-dimensional rectangular domain Q. The equation is of second order in one direction and forth order in the other and appears in the optimal control of parabolic partial differential equations if one eliminates the control and the state (or the adjoint state) in the first order optimality conditions. We establish a regularity result and estimate for the finite element error of conforming approximations of this equation. The finite elements in use have a tensor product structure, in one dimension we use linear, quadratic or cubic Lagrange elements in the other dimension cubic Hermite elements. For these elements, we prove the error bound O(h ² + τ ^k ) in the energy norm and O((h ² + τ ^k )(h ² + τ)) in the L ²(Q)-norm.     

Error analysis of finite element approximation of a stefan problem with nonlinear free boundary condition

By applying the Landau-type transformation, we transform a Stefan problem with nonlinear free boundary condition into a system consisting of a parabolic equation and the ordinary differential equations. Fully discrete finite element method is developed to approximate the solution of a system of a parabolic equation and the ordinary differential equations. We derive optimal orders of convergence of fully discrete approximations inL2, H¹ and H² normed spaces.     

Stochastic Maximum Principle for Optimal Control of SPDEs

We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form that allows direct applications to a large class of controlled stochastic parabolic equations. We allow for a diffusion coefficient dependent on the control parameter, and the space of control actions is general, so that in particular we need to introduce two adjoint processes. The second adjoint process takes values in a suitable space of operators on L ⁴.     

Periodic solutions of the Navier–Stokes equations in a perturbed half‐space and an aperture domain

We shall construct a periodic strong solution of the Navier–Stokes equations for some periodic external force in a perturbed half‐space and an aperture domain of the dimension n?3. Our proof is based on L^p–L^q estimates of the Stokes semigroup. We apply L^p–L^q estimates to the integral equation which is transformed from the original equation. As a result, we obtain the existence and uniqueness of periodic strong solutions. Copyright © 2005 John Wiley & Sons, Ltd.     

Existence of solutions for a class of nonlinear control problems

We consider problems of control and problems of optimal control, monitored by an abstract equation of the formEx=N _u x in a finite interval [0,T]; here,x is the state variable with values in a reflexive Banach space;u is the control variable with values in a metric space;E is linear and monotone; andN _u is nonlinear of the Nemitsky type. Thus, by well-known devices, the results apply also to parabolic partial differential equations in a cylinder [0,T]×G,G ⁿ , with Cauchy data fort=0 and Dirichlet or Neumann conditions on the lateral surface of the cylinder. We prove existence theorems for solutions and existence theorems for optimal solutions, by reduction to a theorem of Kemochi for reflexive Banach spaces.     

Galerkin method for a nonlinear parabolic–elliptic system with nonlinear mixed boundary conditions

Materials which are heated by the passage of electricity are usually modeled by a nonlinear coupled system of two partial differential equations. The current equation is elliptic, while the temperature equation is parabolic. These equations are coupled one to another through the conductivities and the Joule effect. A computationally attractive discretization method is analyzed and shown to yield optimal error estimates in H¹. © 1993 John Wiley & Sons, Inc.     

A pathwise solution for nonlinear parabolic equations with stochastic perturbations

We analyse here a semilinear stochastic partial differential equation of parabolic type where the diffusion vector fields are depending on both the unknown function and its gradient ∂ _xu with respect to the state variable, ∈ ℝⁿ. A local solution is constructed by reducing the original equation to a nonlinear parabolic one without stochastic perturbations and it is based on a finite dimensional Lie algebra generated by the given diffusion vector fields.     

Singly Periodic Solutions of the Allen-Cahn Equation and the Toda Lattice

The Allen-Cahn equation ? Δu = u ? u ³ in ?² has family of trivial singly periodic solutions that come from the one dimensional periodic solutions of the problem ?u″ =u ? u ³. In this paper we construct a non-trivial family of singly periodic solutions to the Allen-Cahn equation. Our construction relies on the connection between this equation and the infinite Toda lattice. We show that for each one-soliton solution to the infinite Toda lattice we can find a singly periodic solution to the Allen-Cahn equation, such that its level set is close to the scaled one-soliton. The solutions we construct are analogues of the family of Riemann minimal surfaces in ?³.     

An Alternate Approach to Optimal L 2-Error Analysis of Semidiscrete Galerkin Methods for Linear Parabolic Problems with Nonsmooth Initial Data

In this article, we propose and analyze an alternate proof of a priori error estimates for semidiscrete Galerkin approximations to a general second order linear parabolic initial and boundary value problem with rough initial data. Our analysis is based on energy arguments without using parabolic duality. Further, it follows the spirit of the proof technique used for deriving optimal error estimates for finite element approximations to parabolic problems with smooth initial data and hence, it unifies both theories, that is, one for smooth initial data and other for nonsmooth data. Moreover, the proposed technique is also extended to a semidiscrete mixed method for linear parabolic problems. In both cases, optimal L ²-error estimates are derived, when the initial data is in L ². A superconvergence phenomenon is also observed, which is then used to prove L ^∞-estimates for linear parabolic problems defined on two-dimensional spatial domain again with rough initial data.