Decay mode solution of nonlinear boundary–initial value problems for the cylindrical (spherical) Boussinesq–Burgers equations

The major target of this paper is to construct new nonlinear boundary–initial value problems for Boussinesq–Burgers Equations, and derive the solutions of these nonlinear boundary–initial value problems by the simplified homogeneous balance method. The nonlinear transformation and its inversion between the Boussinesq–Burgers Equations and the linear heat conduction equation are firstly derived; then a new nonlinear boundary–initial value problem for the Boussinesq–Burgers equations with variable damping on the half infinite straight line is put forward for the first time, and the solution of this nonlinear boundary–initial value problem is obtained, especially, the decay mode solution of nonlinear boundary–initial value problem for the cylindrical (spherical) Boussinesq–Burgers equations is obtained.     

Variational procedures for a class of exterior interface problems

The problem under consideration is that of determining a function which is a solution of the Helmholtz equation in a planar region exterior to a simple closed curve and of an inhomogeneous Helmholtz equation inside the curve. Jump conditions on the function and its normal derivative across the cruve are given. The problem is first transformed into one involving the inner region only with a boundary condition which is non-local. This means that the solution at a point on the boundary is a functional of its values elsewhere. This second problem is further transformed into a variational form with all boundary conditions natural. It is shown that the variational problem has a solution. Finite dimensional approximate problems are defined and they are shown to have solutions converging to the solution of the variational problem.     

一类非线性抛物型分布参数控制系统的研究

对一类有广泛应用的活动边界域上非线性抛物型分布参数系统进行建模。采用将系统转化为固定域系统或转化为集中参数系统的方法,从理论上分析了系统的基本特征,得出控制变量存在两个临界值,大者区分边界活动与否,小者区分边界活动后会自动停止与否。将平面、柱面和球面的一维系统表述成统一形式,通过计算机仿真研究了系统开环控制和闭环反馈控制的动态特性,数值结果与理论结果一致。计算机仿真表明系统是适定的、稳定的,而且是可测的和可控的。     

Well-posedness of Hamilton–Jacobi equations with Caputo’s time fractional derivative

A Hamilton–Jacobi equation with Caputo’s time fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic boundary conditions. For this purpose, comparison principle as well as Perron’s method is established. Stability with respect to the order of derivative as well as the standard one is studied. Regularity of a solution is also discussed. Our results in particular apply to a linear transport equation with time fractional derivatives with variable coe?cients.     

AN UNCONDITIONALLY STABLE HYBRID FE-FD SCHEME FOR SOLVING A 3-D HEAT TRANSPORT EQUATION IN A CYLINDRICAL THIN FILM WITH SUB-MICROSCALE THICKNESS

Heat transport at the microscale is of vital importance in microtechnology applications.The heat transport equation is different from the traditional heat transport equation since a second order derivative of temperature with respect to time and a third-order mixed derivative of temperature with respect to space and time are introduced. In this study,we develop a hybrid finite element-finite difference (FE-FD) scheme with two levels in time for the three dimensional heat transport equation in a cylindrical thin film with submicroscale thickness. It is shown that the scheme is unconditionally stable. The scheme is then employed to obtain the temperature rise in a sub-microscale cylindrical gold film. The method can be applied to obtain the temperature rise in any thin films with sub-microscale thickness, where the geometry in the planar direction is arbitrary.     

Coefficient inverse problem for Poisson’s equation in a cylinder

The inverse problem of determining the coefficient on the right-hand side of Poisson’s equation in a cylindrical domain is considered. The Dirichlet boundary value problem is studied. Two types of additional information (overdetermination) can be specified: (i) the trace of the solution to the boundary value problem on a manifold of lower dimension inside the domain and (ii) the normal derivative on a portion of the boundary. (Global) existence and uniqueness theorems are proved for the problems. The study is performed in the class of continuous functions whose derivatives satisfy a Hölder condition.     

非线性分数阶微分方程三点边值问题解的存在性

讨论了一类非线性分数阶微分方程三点边值问题解的存在性.微分算子是Riemann-Liouville导算子并且非线性项依赖于低阶分数阶导数.通过将所考虑的问题转化为等价的Fredholm型积分方程,利用Schauder不动点定理获得该三点边值问题至少存在一个解.     

Universal boundary value problem for equations of mathematical physics

A new statement of a boundary value problem for partial differential equations is discussed. An arbitrary solution to a linear elliptic, hyperbolic, or parabolic second-order differential equation is considered in a given domain of Euclidean space without any constraints imposed on the boundary values of the solution or its derivatives. The following question is studied: What conditions should hold for the boundary values of a function and its normal derivative if this function is a solution to the linear differential equation under consideration? A linear integral equation is defined for the boundary values of a solution and its normal derivative; this equation is called a universal boundary value equation. A universal boundary value problem is a linear differential equation together with a universal boundary value equation. In this paper, the universal boundary value problem is studied for equations of mathematical physics such as the Laplace equation, wave equation, and heat equation. Applications of the analysis of the universal boundary value problem to problems of cosmology and quantum mechanics are pointed out.     

含一阶导数的二阶微分方程组多点边值问题正解的存在性

讨论了一类含一阶导数的二阶常微分方程组多点边值问题正解的存在性.利用一个新的不动点定理,得到上述问题具有一个正解的充分条件.     

Multiplicative asymptotics of solutions of the first boundary value problem on a half-axis for a parabolic equation with a small parameter

In this work we consider the first boundary value problem for a parabolic equation of second order with a small parameter on a half-axis (i.e., we consider the one-dimensional case). We take the zero initial condition. We construct the global (that is, the caustic points are taken into account) asymptotics of a solution for the boundary value problem. The asymptotic solution of this problem has a different structure depending on the sign of the coefficient (the drift coefficient) at the derivative of first order at a boundary point. The constructed asymptotic solutions are justified.     

Approximate grid solution of a nonlocal boundary value problem for Laplace’s equation on a rectangle

A nonlocal boundary value problem for Laplace’s equation on a rectangle is considered. Dirichlet boundary conditions are set on three sides of the rectangle, while the boundary values on the fourth side are sought using the condition that they are equal to the trace of the solution on the parallel midline of the rectangle. A simple proof of the existence and uniqueness of a solution to this problem is given. Assuming that the boundary values given on three sides have a second derivative satisfying a Hölder condition, a finite difference method is proposed that produces a uniform approximation (on a square mesh) of the solution to the problem with second order accuracy in space. The method can be used to find an approximate solution of a similar nonlocal boundary value problem for Poisson’s equation.     

Solution of the Bitsadze–Samarskii problem for a parabolic system in a semibounded domain

We consider a nonlocal initial–boundary value Bitsadze–Samarskii problem for a spatially one-dimensional parabolic second-order system in a semibounded domain with nonsmooth lateral boundary. The boundary integral equation method is used to construct a classical solution of this problem under the condition that the vector function on the right-hand side in the nonlocal boundary condition only has a continuous derivative of order 1/2 vanishing at t = 0. The smoothness of the solution is studied.     

Boundary-value problem with mixed conditions for weakly nonlinear hyperbolic equations

In a cylindrical domain, we investigate the unique solvability of a problem with mixed boundary conditions for an inhomogeneous linear hyperbolic equation of higher order with coefficients variable with respect to space coordinates. To estimate from below the small denominators that appear in the construction of a solution of the problem, the metric approach is used. The obtained results are extended to the case where the equation is perturbed by a nonlinear summand.     

Initial conditions for the cylindrical Korteweg‐de Vries equation

In this paper, we find suitable initial conditions for the cylindrical Korteweg‐de Vries equation by first solving exactly the initial‐value problem for localized solutions of the underlying axisymmetric linear long‐wave equation. The far‐field limit of the solution of this linear problem then provides, through matching, an initial condition for the cylindrical Korteweg‐de Vries equation. This initial condition is associated only with the leading wave front of the far‐field limit of the linear solution. The main motivation is to resolve the discrepancy between the exact mass conservation law, and the “mass” conservation law for the cylindrical Korteweg‐de Vries equation. The outcome is that in the linear initial‐value problem all the mass is carried behind the wave front, and then the “mass” in the initial condition for the cylindrical Korteweg‐de Vries equation is zero. Hence, the evolving solution in the cylindrical Korteweg‐de Vries equation has zero “mass.” This situation arises because, unlike the well‐known unidirectional Korteweg‐de Vries equation, the solution of the initial‐value problem for the axisymmetric linear long‐wave problem contains both outgoing and ingoing waves, but in the cylindrical geometry, the latter are reflected at the origin into outgoing waves, and eventually the total outgoing solution is a combination of these and those initially generated.     

Finite part representations of hyper singular integral equation of acoustic scattering and radiation by open smooth surfaces

The Green’s function solution of the Helmholtz's equation for acoustic scattering by hard surfaces and radiation by vibrating surfaces, lead in both the cases, to a hyper singular surface boundary integral equation. Considering a general open surface, a simple proof has been given to show that the integral is to be interpreted like the Hadmard finite part of a divergent integral in one variable. The equation is reformulated as a Cauchy principal value integral equation, but also containing the potential at the control point. It is amenable to numerical treatment by conventional methods. An alternative formulation in the better known form, containing the tangential derivative of the potential is also given. The two dimensional problem for an open arc is separately treated for its simpler feature.     

Asymptotic Radiation Conditions for Reduced Wave Equation

In this note the exact non-local radiation condition and its local approximations at finite artificial boundary for the exterior boundary value problem of the reduced wave equation in 2 and 3 dimensions are discussed. Based on the asymptotic expansion of Hankel functions for large arguments, an approach for the construction of local approximations is suggested and gives expression of the normal derivative at spherical artificial boundary in terms of linear combination of Laplace-Beltrami operator and its iterates, i.e. tangential derivatives of even order exclusively. The resulting formalism is compatible with the usual variational principle and the finite element methodology and thus seems to be convenient in practical implementation.     

Existence and uniqueness of solutions for acoustic scattering over infinite obstacles

The paper considers the solution of the boundary value problem (BVP) consisting of the Helmholtz equation in the region D with a rigid boundary condition on ∂D and its reformulation as a boundary integral equation (BIE), over an infinite cylindrical surface of arbitrary smooth cross-section. A boundary integral equation, which models three-dimensional acoustic scattering from an infinite rigid cylinder, illustrates the application of the above results to prove existence of solution of the integral equation and the corresponding boundary value problem.     

Inverse problem for the diffusion equation in the case of spherical symmetry

The initial boundary value problem for the diffusion equation is considered in the case of spherical symmetry and an unknown initial condition. Additional information used for determining the unknown initial condition is an external volume potential whose density is the Laplace operator applied to the solution of the initial boundary value problem. The uniqueness of the solution of the inverse problem is studied depending on the parameters entering into the boundary conditions. It is shown that the solution of the inverse problem is either unique or not unique up to a one-dimensional linear subspace.     

Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options

The value of a European option satisfies the Black-Scholes equation with appropriately specified final and boundary conditions.We transform the problem to an initial boundary value problem in dimensionless form.There are two parameters in the coefficients of the resulting linear parabolic partial differential equation.For a range of values of these parameters,the solution of the problem has a boundary or an initial layer.The initial function has a discontinuity in the first-order derivative,which leads to the appearance of an interior layer.We construct analytically the asymptotic solution of the equation in a finite domain.Based on the asymptotic solution we can determine the size of the artificial boundary such that the required solution in a finite domain in x and at the final time is not affected by the boundary.Also,we study computationally the behaviour in the maximum norm of the errors in numerical solutions in cases such that one of the parameters varies from finite (or pretty large) to small values,while the other parameter is fixed and takes either finite (or pretty large) or small values. Crank-Nicolson explicit and implicit schemes using centered or upwind approximations to the derivative are studied.We present numerical computations,which determine experimentally the parameter-uniform rates of convergence.We note that this rate is rather weak,due probably to mixed sources of error such as initial and boundary layers and the discontinuity in the derivative of the solution.     

Liouville Property for Solutions of the Linearized Degenerate Thin Film Equation of Fourth Order in a Halfspace

We consider a boundary value problem in a half-space for a linear parabolic equation of fourth order with a degeneration on the boundary of the half-space. The equation under consideration is substantially a linearized thin film equation. We prove that, if the right hand side of the equation and the boundary condition are polynomials in the tangential variables and time, the same property has any solution of a power growth. It is shown also that the specified property does not apply to the normal variable. As an application, we present a theorem of uniqueness for the problem in the class of functions of power growth.