A new conservation theorem

A general theorem on conservation laws for arbitrary differential equations is proved. The theorem is valid also for any system of differential equations where the number of equations is equal to the number of dependent variables. The new theorem does not require existence of a Lagrangian and is based on a concept of an adjoint equation for non-linear equations suggested recently by the author. It is proved that the adjoint equation inherits all symmetries of the original equation. Accordingly, one can associate a conservation law with any group of Lie, Lie-Bäcklund or non-local symmetries and find conservation laws for differential equations without classical Lagrangians.     

A pair of difference differential equations of Euler-Cauchy type

We study two classes of linear difference differential equations analogous to Euler-Cauchy ordinary differential equations, but in which multiple arguments are shifted forward or backward by fixed amounts. Special cases of these equations have arisen in diverse branches of number theory and combinatorics. They are also of use in linear control theory. Here, we study these equations in a general setting. Building on previous work going back to de Bruijn, we show how adjoint equations arise naturally in the problem of uniqueness of solutions. Exploiting the adjoint relationship in a new way leads to a significant strengthening of previous uniqueness results. Specifically, we prove here that the general Euler-Cauchy difference differential equation with advanced arguments has a unique solution (up to a multiplicative constant) in the class of functions bounded by an exponential function on the positive real line. For the closely related class of equations with retarded arguments, we focus on a corresponding class of solutions, locating and classifying the points of discontinuity. We also provide an explicit asymptotic expansion at infinity.

     

Tropical differential equations

Tropical differential equations are introduced and an algorithm is designed which tests solvability of a system of tropical linear differential equations within the complexity polynomial in the size of the system and in the absolute values of its coefficients. Moreover, we show that there exists a minimal solution, and the algorithm constructs it (in case of solvability). This extends a similar complexity bound established for tropical linear systems. In case of tropical linear differential systems in one variable a polynomial complexity algorithm for testing its solvability is designed.We prove also that the problem of solvability of a system of tropical non-linear differential equations in one variable is NP-hard, and this problem for arbitrary number of variables belongs to NP. Similar to tropical algebraic equations, a tropical differential equation expresses the (necessary) condition on the dominant term in the issue of solvability of a differential equation in power series.     

Shape Optimal Design Problem with Convective and Radiative Heat Transfer: Analysis and Implementation

We present a study of an optimal design problem for a coupled system, governed by a steady-state potential flow equation and a thermal equation taking into account radiative phenomena with multiple reflections. The state equation is a nonlinear integro-differential system. We seek to minimize a cost function, depending on the temperature, with respect to the domain of the equations. First, we consider an optimal design problem in an abstract framework and, with the help of the classical adjoint state method, give an expression of the cost function differential. Then, we apply this result in the two-dimensional case to the nonlinear integro-differential system considered. We prove the differentiability of the cost function, introduce the adjoint state equation, and give an expression of its exact differential. Then, we discretize the equations by a finite-element method and use a gradient-type algorithm to decrease the cost function. We present numerical results as applied to the automotive industry.     

Conservation Laws and Potential Symmetries of Linear Parabolic Equations

We carry out an extensive investigation of conservation laws and potential symmetries for the class of linear (1+1)-dimensional second-order parabolic equations. The group classification of this class is revised by employing admissible transformations, the notion of normalized classes of differential equations and the adjoint variational principle. All possible potential conservation laws are described completely. They are in fact exhausted by local conservation laws. For any equation from the above class the characteristic space of local conservation laws is isomorphic to the solution set of the adjoint equation. Effective criteria for the existence of potential symmetries are proposed. Their proofs involve a rather intricate interplay between different representations of potential systems, the notion of a potential equation associated with a tuple of characteristics, prolongation of the equivalence group to the whole potential frame and application of multiple dual Darboux transformations. Based on the tools developed, a preliminary analysis of generalized potential symmetries is carried out and then applied to substantiate our construction of potential systems. The simplest potential symmetries of the linear heat equation, which are associated with single conservation laws, are classified with respect to its point symmetry group. Equations possessing infinite series of potential symmetry algebras are studied in detail.     

On approximation of dual spaces and dual operators

We study the connection between equations which approximate an initial abstract linear equation and the adjoint one. We prove that the operator which is adjoint to the approximating one approximates the adjoint operator. As examples we consider adjoint linear integral equations and mutually dual linear programming problems.     

A method of adjoint operators for solving boundary value problems for second-order ordinary differential equations

In this paper, for a linear boundary value problem we propose a method that reduces the differential problem to a discrete (difference) problem. The difference equations, which are an exact analog of the differential equation, are constructed by an adjoint operator method. The adjoint equations are solved by a factorization method.     

Equivalence Groups for First-Order Balance Equations and Applications to Electromagnetism

We investigate the groups of equivalence transformations for first-order balance equations involving an arbitrary number of dependent and independent variables. We obtain the determining equations and find their explicit solutions. The approach to this problem is based on a geometric method that depends on Cartan's exterior differential forms. The general solutions of the determining equations for equivalence transformations for first-order systems are applied to a class of the Maxwell equations of electrodynamics.     

A family of integrable differential–difference equations,its bi-Hamiltonian structure and binary nonlinearization of the Lax pairs and adjoint Lax pairs

A family of integrable differential–difference equations is derived by the method of Lax pairs. A discrete Hamiltonian operator involving two arbitrary real parameters is introduced. When the parameters are suitably selected, a pair of discrete Hamiltonian operators is presented. Bi-Hamiltonian structure of obtained family is established by discrete trace identity. Then, Liouville integrability for the obtained family is proved. Ultimately, through the binary nonlinearization of the Lax pairs and adjoint Lax pairs, every differential–difference equation in obtained family is factored by an integrable symplectic map and a finite-dimensional integrable system in Liouville sense.     

The four‐dimensional Martínez Alonso–Shabat equation: nonlinear self‐adjointness and conservation laws

We show that the four‐dimensional Martínez Alonso–Shabat equation is nonlinearly self‐adjoint with differential substitution and the required differential substitution is just the admitted adjoint symmetry and vice versa. By means of computer algebra system, we obtain a number of local and nonlocal symmetries admitted by the equations under study. Then such symmetries are used to construct conservation laws of the equation under study and its reductions. Copyright © 2016 John Wiley & Sons, Ltd.     

Adjoint and self-adjoint boundary value problems on a geometric graph

We consider boundary value problems of arbitrary order for linear differential equations on a geometric graph. Solutions of boundary value problems are coordinated at the interior vertices of the graph and satisfy given conditions at the boundary vertices. For considered boundary value problems, we construct adjoint boundary value problems and obtain a self-adjointness criterion. We describe the structure of the solution set of homogeneous self-adjoint boundary value problems with alternating coefficients of a differential equation and obtain nondegeneracy conditions for these boundary value problems.     

Classical Symmetry Reductions of the Schwarz–Korteweg–de Vries Equation in 2+1 Dimensions

Classical reductions of a (2+1)-dimensional integrable Schwarz–Korteweg–de Vries equation are classified. These reductions to systems of partial differential equations in 1+1 dimensions admit symmetries that lead to further reductions, i.e., to systems of ordinary differential equations. All these systems have been reduced to second-order ordinary differential equations. We present some particular solutions involving two arbitrary functions.     

Nonclassical symmetries of a class of nonlinear partial differential equations with arbitrary order and compatibility

In this paper, we show that for a class of nonlinear partial differential equations with arbitrary order the determining equations for the nonclassical reduction can be obtained by requiring the compatibility between the original equation and the invariant surface condition. The nonlinear wave equation and the Boussinesq equation all serve as examples illustrating this fact.     

Numerical methods for computing sensitivities for ODEs and DDEs

We investigate the performance of the adjoint approach and the variational approach for computing the sensitivities of the least squares objective function commonly used when fitting models to observations. We note that the discrete nature of the objective function makes the cost of the adjoint approach for computing the sensitivities dependent on the number of observations. In the case of ordinary differential equations (ODEs), this dependence is due to having to interrupt the computation at each observation point during numerical solution of the adjoint equations. Each observation introduces a jump discontinuity in the solution of the adjoint differential equations. These discontinuities are propagated in the case of delay differential equations (DDEs), making the performance of the adjoint approach even more sensitive to the number of observations for DDEs. We quantify this cost and suggest ways to make the adjoint approach scale better with the number of observations. In numerical experiments, we compare the adjoint approach with the variational approach for computing the sensitivities.     

Necessary conditions for stochastic optimal control problems in infinite dimensions

The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and diffusion terms may contain the control variable and the set of controls is allowed to be nonconvex. Only one adjoint equation is introduced to derive the first order necessary optimality condition either by means of the classical variational analysis approach or, under an additional assumption, by using differential calculus of set-valued maps. More importantly, in order to avoid the essential difficulty with the well-posedness of higher order adjoint equations, using again the classical variational analysis approach, only the first and the second order adjoint equations are needed to formulate the second order necessary optimality condition, in which the solutions to the second order adjoint equation are understood in the sense of the relaxed transposition.     

Solution of Poisson's equation with global,local and nonlocal boundary conditions

Boundary value problems (BVPs) for partial differential equations are common in mathematical physics. The differential equation is often considered in simple and symmetric regions, such as a circle, cube, cylinder, etc., with global and separable boundary conditions. In this paper and other works of the authors, a general method is used for the investigation of BVPs which is more powerful than existing methods, so that BVPs investigated by the method can be considered in anti-symmetric and arbitrary regions surrounded by smooth curves and surfaces. Moreover boundary conditions can be local, non-local and global. The BVP is expanded in a convex and bounded region D in a plane. First, by generalized solution of the adjoint of the Poisson equation, the necessary boundary conditions are obtained. The BVP is then reduced to the second kind of Fredholm integral equation with regularized singularities.     

The Calogero–Bogoyavlenskii–Schiff Equation in 2+1 Dimensions

We use the classical and nonclassical methods to obtain symmetry reductions and exact solutions of the (2+1)-dimensional integrable Calogero–Bogoyavlenskii–Schiff equation. Although this (2+1)-dimensional equation arises in a nonlocal form, it can be written as a system of differential equations and, in potential form, as a fourth-order partial differential equation. The classical and nonclassical methods yield some exact solutions of the (2+1)-dimensional equation that involve several arbitrary functions and hence exhibit a rich variety of qualitative behavior.     

Hecke Operators on Linear Ordinary Differential Equations

We construct Hecke operators acting on the space of certain linear ordinary differential equations, and describe a Hermitian inner product on the space of such differential equations. We also determine the adjoint of the Hecke operator with respect to this inner product, and prove that the space of ordinary differential equations associated to an automorphic form for a certain discrete subgroup of SL(2, R) has a basis consisting of common eigenvectors of a class of Hecke operators.     

Dynamics and exact solutions of non-evolutionary partial differential equations

The article presents a new method for constructing exact solutions of non-evolutionary partial differential equations with two independent variables. The method is applied to the linear classical equations of mathematical physics: the Helmholtz equation and the variable type equation. The constructed method goes back to the theory of finite-dimensional dynamics proposed for evolutionary differential equations by B. Kruglikov, O. Lychagina and V. Lychagin. This theory is a natural development of the theory of dynamical systems. Dynamics make it possible to find families that depends on a finite number of parameters among all solutions of PDEs. The proposed method is used to construct exact particular solutions of linear differential equations (Helmholtz equations and equations of variable type).     

On One Class of Systems of Differential Equations and on Retarded Equations

We establish a connection between solutions to a broad class of large systems of ordinary differential equations and solutions to retarded differential equations. We prove that solving the Cauchy problem for systems of ordinary differential equations reduces to solving the initial value problem for a retarded differential equation as the number of equations increases unboundedly. In particular, the class of systems under consideration contains a system of differential equations which arises in modeling of multiphase synthesis.