Stability interval for explicit difference schemes for multi-dimensional second-order hyperbolic equations with significant first-order space derivative terms

In this piece of work, we introduce a new idea and obtain stability interval for explicit difference schemes of O(k²+h²) for one, two and three space dimensional second-order hyperbolic equations u_tt=a(x,t)u_xx+α(x,t)u_x-2η²(x,t)u,u_tt=a(x,y,t)u_xx+b(x,y,t)u_yy+α(x,y,t)u_x+β(x,y,t)u_y-2η²(x,y,t)u, and u_tt=a(x,y,z,t)u_xx+b(x,y,z,t)u_yy+c(x,y,z,t)u_zz+α(x,y,z,t)u_x+β(x,y,z,t)u_y+γ(x,y,z,t)u_z-2η²(x,y,z,t)u,0<x,y,z<1,t>0 subject to appropriate initial and Dirichlet boundary conditions, where h>0 and k>0 are grid sizes in space and time coordinates, respectively. A new idea is also introduced to obtain explicit difference schemes of O(k²) in order to obtain numerical solution of u at first time step in a different manner.     

Existence and Uniqueness of Strong Solutions for a Class of Quasi‐Linear Hyperbolic Equations with Order Degeneration

Let k(y) > 0, 𝓁(y) > 0 for y > 0, k(0) = 𝓁(0) = 0 and lim_{y → 0}k(y)/𝓁(y) exists; then the equation L(u) ≔ k(y)u_xx – ∂_y(𝓁(y)u_y) + a(x, y)u_x = f(x, y, u) is strictly hyperbolic for y > 0 and its order degenerates on the line y = 0. Consider the boundary value problem Lu = f(x, y, u) in G, u|_AC = 0, where G is a simply connected domain in ℝ² with piecewise smooth boundary ∂G = AB∪AC∪BC; AB = {(x, 0) : 0 ≤ x ≤ 1}, AC : x = F(y) = ∫^y₀(k(t)/𝓁(t))^1/2dt and BC : x = 1 – F(y) are characteristic curves. Existence of generalized solution is obtained by a finite element method, provided f(x, y, u) satisfies Carathéodory condition and |f(x, y, u)| ≤ Q(x, y) + b|u| with Q ∈ L²(G), b = const > 0. It is shown also that each generalized solution is a strong solution, and that fact is used to prove uniqueness under the additional assumption |f(x, y, u₁) – f(x, y, u₂| ≤ C|u₁ – u₂|, where C = const > 0.     

Correlation structure of intermittency in the parabolic Anderson model

Consider the Cauchy problem ∂u(x, t)/∂t = ℋu(x, t) (x∈ℤ^d, t≥ 0) with initial condition u(x, 0) ≡ 1 and with ℋ the Anderson Hamiltonian ℋ = κΔ + ξ. Here Δ is the discrete Laplacian, κ∈ (0, ∞) is a diffusion constant, and ξ = {ξ(x): x∈ℤ ^d } is an i.i.d.random field taking values in ℝ. G?rtner and Molchanov (1990) have shown that if the law of ξ(0) is nondegenerate, then the solution u is asymptotically intermittent. In the present paper we study the structure of the intermittent peaks for the special case where the law of ξ(0) is (in the vicinity of) the double exponential Prob(ξ(0) > s) = exp[−e ^{s /θ}] (s∈ℝ). Here θ∈ (0, ∞) is a parameter that can be thought of as measuring the degree of disorder in the ξ-field. Our main result is that, for fixed x, y∈ℤ ^d and t→∈, the correlation coefficient of u(x, t) and u(y, t) converges to ∥w _ρ∥⁻² _ℓ2Σ_{z ∈ℤd} w _ρ(x+z)w _ρ(y+z). In this expression, ρ = θ/κ while w _ρ:ℤ^d→ℝ⁺ is given by w _ρ = (v _ρ)^{⊗ d} with v _ρ: ℤ→ℝ⁺ the unique centered ground state (i.e., the solution in ℓ²(ℤ) with minimal l ²-norm) of the 1-dimensional nonlinear equation Δv + 2ρv log v = 0. The uniqueness of the ground state is actually proved only for large ρ, but is conjectured to hold for any ρ∈ (0, ∞). empty It turns out that if the right tail of the law of ξ(0) is thicker (or thinner) than the double exponential, then the correlation coefficient of u(x, t) and u(y, t) converges to δ _{x, y} (resp.the constant function 1). Thus, the double exponential family is the critical class exhibiting a nondegenerate correlation structure. Received: 5 March 1997 / Revised version: 21 September 1998     

Diffusion approximation for the convection-diffusion equation with random drift

We consider the asymptotic behavior of the solutions ofscaled convection-diffusion equations ∂ _t u _ɛ (t, x) = κΔ _x (t, x) + 1/ɛV(t/ɛ²,xɛ) ·∇ _x u _ɛ (t, x) with the initial condition u _ɛ(0,x) = u ₀(x) as the parameter ɛ↓ 0. Under the assumptions that κ > 0 and V(t, x), (t, x) ∈R ^d is a d-dimensional,stationary, zero mean, incompressible, Gaussian random field, Markovian and mixing in t we show that the laws of u _ɛ(t,·), t≥ 0 in an appropriate functional space converge weakly, as ɛ↓ 0, to a δ-type measureconcentrated on a solution of a certain constant coefficient heat equation. Received: 23 March 2000 / Revised version: 5 March 2001 / Published online: 9 October 2001     

Fourth-order finite difference method for 2D parabolic partial differential equations with nonlinear first-derivative terms

We attempt to obtain a two-level implicit finite difference scheme using nine spatial grid points of O(k² + kh² + h⁴) for solving the 2D nonlinear parabolic partial differential equation v₁u_xx + v₂u_yy = f(x, y, t, u, u_x, u_y, u₁) where v₁ and v₂ are positive constants, with Dirichlet boundary conditions. The method, when applied to a linear diffusion-convection problem, is shown to be unconditionally stable. Computational efficiency and the results of numerical experiments are discussed.     

Asymptotic behaviour of a Brownian motion on exterior domains

We study the asymptotic behaviour of the transition density of a Brownian motion in ?, killed at ∂?, where ? ^c is a compact non polar set. Our main result concern dimension d = 2, where we show that the transition density p ^? _t (x, y) behaves, for large t, as u(x)u(y)(t(log t)²)⁻¹ for x, y∈?, where u is the unique positive harmonic function vanishing on (∂?) ^r , such that u(x) ∼ log ∣x∣. Received: 29 January 1999 / Revised version: 11 May 1999     

On the existence of shock fronts for a Burgers equation with a singular source term

In this paper we consider the Cauchy problem for the equation ∂u/∂t + u ∂u/∂x + u/x = 0 for x > 0, t ⩾ 0, with u(x, 0) = u⁰₋(x) for x < x₀, u(x, 0) = u⁰₊(x) for x > x₀, u⁰₋(x₀) > u⁰₊(x₀). Following the ideas of Majda, 1984 and Lax, 1973, we construct, for smooth u⁰₋ and u⁰₊, a global shock front weak solution u(x, t) = u₋(x, t) for x < ϕ(t), u(x, t) = u₊(x, t) for x > ϕ(t), where u₋ and u₊ are the strong solutions corresponding (respectively) to u⁰₋ and u⁰₊ and the curve t → ϕ(t) is defined by dϕ/dt (t) = 1/2[u₋(ϕ(t), t) + u₊(ϕ(t), t)], t ⩾ 0 and ϕ(0) = x₀. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

Asymptotic behaviour of three-dimensional singularly perturbed convection-diffusion problems with discontinuous data

We consider three singularly perturbed convection-diffusion problems defined in three-dimensional domains: (i) a parabolic problem −?(uxx+uyy)+ut+v₁ux+v₂uy=0 in an octant, (ii) an elliptic problem −?(uxx+uyy+uzz)+v₁ux+v₂uy+v₃uz=0 in an octant and (iii) the same elliptic problem in a half-space. We consider for all of these problems discontinuous boundary conditions at certain regions of the boundaries of the domains. For each problem, an asymptotic approximation of the solution is obtained from an integral representation when the singular parameter ?→⁰⁺. The solution is approximated by a product of two error functions, and this approximation characterizes the effect of the discontinuities on the small ?− behaviour of the solution and its derivatives in the boundary layers or the internal layers.     

Global existence for one-dimensional motion of non-isentropic viscous fluids

We study the p-system with viscosity given by v_t ? u_x = 0, u_t + p(v)_x = (k(v)u_x)_x + f(∫ vdx, t), with the initial and the boundary conditions (v(x, 0), u(x,0)) = (v₀, u₀(x)), u(0,t) = u(X,t) = 0. To describe the motion of the fluid more realistically, many equations of state, namely the function p(v) have been proposed. In this paper, we adopt Planck's equation, which is defined only for v > b(> 0) and not a monotonic function of v, and prove the global existence of the smooth solution. The essential point of the proof is to obtain the bound of v of the form b < h(T) ? v(x, t) ? H(T) < ∞ for some constants h(T) and H(T).     

Group Algebras Satisfying a Certain Lie Identity

ABSTRACT

Let K be a field of characteristic p ≠ 2 and let G be any group. A characterization of group algebras KG satisfying the Lie identity [[x,y],[u,v],[z,t]] = 0 for all x,y,u,v,z,t ? KG is obtained.     

An integrable equation with nonsmooth solitons

We present the bi-Hamiltonian structure and Lax pair of the equation ρ_t = bu_x+(1/2)[(u ² −u_x ² )ρ]_x, where ρ = u − u_xx and b = const, which guarantees its integrability in the Lax pair sense. We study nonsmooth soliton solutions of this equation and show that under the vanishing boundary condition u → 0 at the space and time infinities, the equation has both “W/M-shape” peaked soliton (peakon) and cusped soliton (cuspon) solutions.     

On a stopped functional for a bidimensional process

Consider a bidimensional process Q_t = (x_t, y_t) consisting of an Ornstein–Uhlenbeck process and a geometric Brownian motion, respectively. Let T be the first time the process x_t hits a constant positive level b > 0. Under certain conditions, we give an explicit form for a stopped functional.u(x,y)=E^x,y[y^m(T)h(x(T))e^-αT],where m, α > 0 are fixed constants and h : R₊ → R is a bounded continuous function.The present result is derived using the method of similarity solutions and the result has many applications in mathematical finance.     

Nonlocal initial-boundary-value problems for a degenerate hyperbolic equation

We consider the equation y ^m u _xx − u _yy − b ² y ^m u = 0 in the rectangular area {(x, y) | 0 < x < 1, 0 < y < T}, where m < 0, b ≥ 0, T > 0 are given real numbers. For this equation we study problems with initial conditions u(x, 0) = τ(x), u _y (x, 0) = ν(x), 0 ≤ x ≤ 1, and nonlocal boundary conditions u(0, y) = u(1, y), u _x (0, y) = 0 or u _x (0, y) = u _x (1, y), u(1, y) = 0 with 0≤y≤T. Using the method of spectral analysis, we prove the uniqueness and existence theorems for solutions to these problems     

The zero dispersion limit of the korteweg-de vries equation for initial potentials with non-trivial reflection coefficient

The inverse scattering method is used to determine the distribution limit as ? → 0 of the solution u(x, t, ?) of the initial value problem. U_t ? 6uu_x + ?²u_xxx = 0, u(x, 0) = v(x), where v(x) is a positive bump which decays sufficiently fast as x x→±α. The case v(x) ? 0 has been solved by Peter D. Lax and C. David Levermore [8], [9], [10]. The computation of the distribution limit of u(x, t, ?) as ? → 0 is reduced to a quadratic maximization problem, which is then solved.     

Guaranteed consistency of surface intersections and trimmed surfaces using a coupled topology resolution and domain decomposition scheme

We describe a method that serves to simultaneously determine the topological configuration of the intersection curve of two parametric surfaces and generate compatible decompositions of their parameter domains, that are amenable to the application of existing perturbation schemes ensuring exact topological consistency of the trimmed surface representations. To illustrate this method, we begin with the simpler problem of topology resolution for a planar algebraic curve F(x,y)=0 in a given domain, and then extend concepts developed in this context to address the intersection of two tensor-product parametric surfaces p(s,t) and q(u,v) defined on (s,t)∈[0,1]² and (u,v)∈[0,1]². The algorithms assume the ability to compute, to any specified precision, the real solutions of systems of polynomial equations in at most four variables within rectangular domains, and proofs for the correctness of the algorithms under this assumption are given. Mathematics subject classification (2000)  65D17     

Almost-sure central limit theorem for a Markov model of random walk in dynamical random environment

Summary We consider a model of random walk on ℤ^ν, ν≥2, in a dynamical random environment described by a field ξ={ξ _t (x): (t,x)∈ℤ^ν+1}. The random walk transition probabilities are taken as P(X _{t +1}= y|X _t = x,ξ _t =η) =P ₀( y−x)+ c(y−x;η(x)). We assume that the variables {ξ _t (x):(t,x) ∈ℤ^ν+1} are i.i.d., that both P ₀(u) and c(u;s) are finite range in u, and that the random term c(u;·) is small and with zero average. We prove that the C.L.T. holds almost-surely, with the same parameters as for P ₀, for all ν≥2. For ν≥3 there is a finite random (i.e., dependent on ξ) correction to the average of X _t , and there is a corresponding random correction of order to the C.L.T.. For ν≥5 there is a finite random correction to the covariance matrix of X _t and a corresponding correction of order to the C.L.T.. Proofs are based on some new L ^p estimates for a class of functionals of the field. Received: 4 January 1996/In revised form: 26 May 1997     

Global existence and blow-up of solutionsfor a higher-order kirchhoff-type equation with nonlinear dissipation

This paper deals with the higher-order Kirchhoff-type equation with nonlinear dissipationu_tt+(∫_Ω׀D^mu׀²dx)^q(−Δ)^mu+u_t׀u_t׀^r=׀u׀^pu,xΩ,t>0,in a bounded domain, where m < 1 is a positive integer, q, p, r < 0 arepositive constants. We obtain that the solution exists globally if p ≤ r, while ifp > max r, 2q , then for any initial data with negative initial energy, the solution blowsup at finite time in L^p+2 norm.     

A finite difference solution to a two-dimensional parabolic inverse problem

In this paper, we consider the problem of finding u = u(x, y, t) and p = p(t) which satisfy u_t = u_xx + u_yy + p(t)u + ? in R × [0, T], u(x, y, 0) = f(x, y), (x, y) ∈ R = [0, 1] × [0, 1], u is known on the boundary of R and u(x^∗, y^∗, t) = E(t), 0 < t ? T, where E(t) is known and (x^∗, y^∗) is a given point of R. Through a function transformation, the nonlinear two-dimensional diffusion problem is transformed into a linear problem, and a backward Euler scheme is constructed. It is proved by the maximum principle that the scheme is uniquely solvable, unconditionally stable and convergent in L_∞ norm. The convergence orders of u and p are of O(τ + h²). The impact of initial data errors on the numerical solution is also considered. Numerical experiments are presented to illustrate the validity of the theoretical results.     

A new off-step high order approximation for the solution of three-space dimensional nonlinear wave equations

In this paper, we propose a new high accuracy numerical method of O(k² + k²h² + h⁴) based on off-step discretization for the solution of 3-space dimensional non-linear wave equation of the form u_tt = A(x,y,z,t)u_xx + B(x,y,z,t)u_yy + C(x,y,z,t)u_zz + g(x,y,z,t,u,u_x,u_y,u_z,u_t), 0 < x,y,z < 1,t > 0 subject to given appropriate initial and Dirichlet boundary conditions, where k > 0 and h > 0 are mesh sizes in time and space directions respectively. We use only seven evaluations of the function g as compared to nine evaluations of the same function discussed in  and . We describe the derivation procedure in details of the algorithm. The proposed numerical algorithm is directly applicable to wave equation in polar coordinates and we do not require any fictitious points to discretize the differential equation. The proposed method when applied to a telegraphic equation is also shown to be unconditionally stable. Comparative numerical results are provided to justify the usefulness of the proposed method.     

含频散项的K(2,3)方程的精确行波解

本文研究了包含频散项的K(2,3)方程u_t+(u²)_x-(u³)_xxx=0的分支问题.利用动力系统的定性分析,并且借助Maple软件进行数值模拟得到行波解系统相应的相图,然后通过积分计算得到周期尖波解、类扭波和类反扭波的精确解的函数表达式,以及孤立波精确解的隐函数表达式.