On the combination of some semi‐discretization methods and boundary integral equations for the numerical solution of initial boundary value problems

We consider initial boundary value problems for the homogeneous differential equation of hyperbolic or parabolic type in the unbounded two‐ or three‐dimensional spatial domain with the homogeneous initial conditions and with Dirichlet or Neumann boundary condition. The numerical solution is realized in two steps. At first using the Laguerre transformation or Rothe's method with respect to the time variable the non‐stationary problem is reduced to the sequence of boundary value problems for the non‐homogeneous Helmholtz equation. Further we construct the special integral representation for solutions and obtain the sequence of boundary integral equations (without volume integrals). For the full‐discretization of integral equations we propose some projection methods.     

The Fredholm alternative for parabolic evolution equations with inhomogeneous boundary conditions

We study the Fredholm properties of parabolic evolution equations on R with inhomogeneous boundary values. These problems are transformed into evolution equations with inhomogeneities taking values in certain extrapolation spaces. Assuming that the underlying homogeneous problem is asymptotically hyperbolic, we show the Fredholm alternative for these equations. The results are applied to parabolic partial differential equations.     

Lax pairs and a new spectral method for linear and integrable nonlinear PDEs

A new transform method for solving initial-boundary value problems for linear and integrable nonlinear PDEs in two independent variables has been recently introduced in [1]. For linear PDEs this method involves: (a) formulating the given PDE as the compatibility condition of two linear equations which, by analogy with the nonlinear theory, we call a Lax pair; (b) formulating a classical mathematical problem, the so-called Riemann-Hilbert problem, by performing a simultaneous spectral analysis of both equations defining the Lax pair; (c) deriving certain global relations satisfied by the boundary values of the solution of the given PDE. Here this method is used to solve certain problems for the heat equation, the linearized Korteweg-deVries equation and the Laplace equation. Some of these problems illustrate that the new method can be effectively used for problems with complicated boundary conditions such as changing type as well as nonseparable boundary conditions. It is shown that for simple boundary conditions the global relations (c) can be analyzed using only algebraic manipulations, while for complicated boundary conditions, one needs to solve an additional Riemann-Hilbert problem. The relationship of this problem with the classical Wiener-Hopf technique is pointed out. The extension of the above results to integrable nonlinear equations is also discussed. In particular, the Korteweg-deVries equation in the quarter plane is linearized.     

On the uniqueness of generalized and quasi-regular solutions to equations of mixed type in ℝ<Superscript>3</Superscript>

Some three-dimensional (3D) problems for mixed type equations of first and second kind are studied. For equation of Tricomi type, they are 3D analogs of the Darboux (or Cauchy-Goursat) plane problem. Such type problems for a class of hyperbolic and weakly hyperbolic equations as well as for some hyperbolic-elliptic equations are formulated by M. Protter in 1952. In contrast to the well-posedness of the Darboux problem in the 2D case, the new 3D problems are strongly ill-posed. A similar statement of 3D problem for Keldysh-type equations is also given. For mixed type equations of Tricomi and Keldysh type, we introduce the notion of generalized or quasi-regular solutions and find sufficient conditions for the uniqueness of such solutions to the Protter’s problems. The dependence of lower order terms is also studied.     

Algebraic Riccati equations with non-smoothing observation arising in hyperbolic and Euler-Bernoulli boundary control problems

Summary This paper considers the optimal quadratic cost problem (regulator problem) for a class of abstract differential equations with unbounded operators which, under the same unified framework, model in particular «concrete» boundary control problems for partial differential equations defined on a bounded open domain of any dimension, including: second order hyperbolic scalar equations with control in the Dirichlet or in the Neumann boundary conditions; first order hyperbolic systems with boundary control; and Euler-Bernoulli (plate) equations with (for instance) control(s) in the Dirichlet and/or Neumann boundary conditions. The observation operator in the quadratic cost functional is assumed to be non-smoothing (in particular, it may be the identity operator), a case which introduces technical difficulties due to the low regularity of the solutions. The paper studies existence and uniqueness of the resulting algebraic (operator) Riccati equation, as well as the relationship between exact controllability and the property that the Riccati operator be an isomorphism, a distinctive feature of the dynamics in question (emphatically not true for, say, parabolic boundary control problems). This isomorphism allows one to introduce a «dual» Riccati equation, corresponding to a «dual» optimal control problem. Properties between the original and the «dual» problem are also investigated.Research partially supported by the National Science Foundation under Grant NSF-DMS-8301668 and by the Air Force Office of Scientific Research under Grant AFOSR-84-0365.     

Moving boundary value problems for the wave equation

We study certain boundary value problems for the one-dimensional wave equation posed in a time-dependent domain. The approach we propose is based on a general transform method for solving boundary value problems for integrable nonlinear PDE in two variables, that has been applied extensively to the study of linear parabolic and elliptic equations. Here we analyse the wave equation as a simple illustrative example to discuss the particular features of this method in the context of linear hyperbolic PDEs, which have not been studied before in this framework.     

Nulle contrôlabilité régionale d'une équation de type Crocco linéariséeRegional null controllability of a linearized Crocco type equation

We are interested in controllability problems of equations coming from a boundary layer model. This problem is described by a degenerate parabolic equation (a linearized Crocco type equation) where phenomena of diffusion and transport are coupled.First we give a geometric characterization of the influence domain of a locally distributed control. Then we prove regional null controllability results on this domain. The proof is based on an adequate observability inequality for the homogeneous adjoint problem. This inequality is obtained by decomposition of the space–time domain and Carleman type estimates along characteristics. To cite this article: P. Martinez et al., C. R. Acad. Sci. Paris, Ser. I 334 (2002) 581–584.     

A coupled system of ODEs and quasilinear hyperbolic PDEs arising in a multiscale blood flow model

We study a coupled system of ordinary differential equations and quasilinear hyperbolic partial differential equations that models a blood circulatory system in the human body. The mathematical system is a multiscale model in which a part of the system, where the flow can be regarded as Newtonian and homogeneous, and the vessels are long and large, is modeled by a set of hyperbolic PDEs in a one-spatial-dimensional network, and in the other part, where either vessels are too thin or the flow pattern is too complicated (such as in the heart), the flow is modeled as a lumped element by a set of ordinary differential equations as an analog of an electric circuit. The mathematical system consists of pairs of PDEs, one pair for each vessel, coupled at each junction through a system of ODEs. This model is a generalization of the widely studied models of arterial networks. We give a proof of the well-posedness of the initial-boundary value problem by showing that the classical solution exists, is unique, and depends continuously on initial, boundary and forcing functions and their derivatives.     

Steady transonic shocks and free boundary problems in infinite cylinders for the Euler equations

We establish the existence and stability of multidimensional transonic shocks (hyperbolic‐elliptic shocks) for the Euler equations for steady compressible potential fluids in infinite cylinders. The Euler equations, consisting of the conservation law of mass and the Bernoulli law for velocity, can be written as a second order nonlinear equation of mixed elliptic‐hyperbolic type for the velocity potential. The transonic shock problem in an infinite cylinder can be formulated into the following free boundary problem: The free boundary is the location of the multidimensional transonic shock which divides two regions of C^1,α flow in the infinite cylinder, and the equation is hyperbolic in the upstream region where the C^1,α perturbed flow is supersonic. We develop a nonlinear approach to deal with such a free boundary problem in order to solve the transonic shock problem in unbounded domains. Our results indicate that there exists a solution of the free boundary problem such that the equation is always elliptic in the unbounded downstream region, the uniform velocity state at infinity in the downstream direction is uniquely determined by the given hyperbolic phase, and the free boundary is C^1,α, provided that the hyperbolic phase is close in C^1,α to a uniform flow. We further prove that, if the steady perturbation of the hyperbolic phase is C^2,α, the free boundary is C^2,α and stable under the steady perturbation. © 2003 Wiley Periodicals Inc.     

Boundary Value Problems for Degenerate Hyperbolic Systems of First Order Equations

In this paper we discuss some boundary value problems for degenerate hyperbolic complex equations of first order in a simply connected domain, in which the boundary value problems include the Riemann-Hilbert problem and the Cauchy problem. We first give the representation of solutions of the boundary value problems for the equations, and then prove the uniqueness and existence of solutions for the problems. In [A.V. Bitsadze (1988). Some Classes of Partial Differential Equations . Gordon and Breach, New York; A.V. Bitsadze and A.N. Nakhushev (1972). Theory of degenerating hyperbolic equations. Dokl. Akad. Nauk, SSSR , 204 , 1289-1291 (Russian); M.H. Protter (1954). The Cauchy problem for a hyperbolic second order equation. Can. J. Math ., 6 , 542-553], the authors discussed some boundary value problems for hyperbolic equations of second order.     

Insensitizing controls for a class of quasilinear parabolic equations

This paper is addressed to showing the existence of insensitizing controls for a class of quasilinear parabolic equations with homogeneous Dirichlet boundary conditions. As usual, this insensitizing problem is reduced to a nonstandard null controllability problem of some nonlinear cascade system governed by a quasilinear parabolic equation and a linear parabolic equation. Nevertheless, in order to solve the later quasilinear controllability problem by the fixed point technique, we need to establish the null controllability of the linearized cascade parabolic system in the framework of classical solutions. The key point is to find the desired control function in a Hölder space for given data with certain regularities.     

Approximation of pseudodifferential operators in absorbing boundary conditions for hyperbolic equations

Summary Engquist and Majda [3] proposed a pseudodifferential operator as asymptotically valid absorbing boundary condition for hyperbolic equations. (In the case of the wave equation this boundary condition is valid at all frequencies.) Here, least-squares approximation of the symbol of the pseudodifferential operator is proposed to obtain differential operators as boundary conditions. It is shown that for the wave equation this approach leads to Kreiss well-posed initial boundary value problems and that the expectation of the reflected energy is lower than in the case of Taylor- and Padé-approximations [3, 4]. Numerical examples indicate that this method works even more effectively for hyperbolic systems. The least-squares approach may be used to generate the boundary conditions automatically.     

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.     

A Note on the Stability of the Integral-Differential Equation of the Hyperbolic Type in a Hilbert Space

In this paper, the initial-value problem for integral-differential equation of the hyperbolic type in a Hilbert space H is considered. The unique solvability of this problem is established. The stability estimates for the solution of this problem are obtained. The difference scheme approximately solving this problem is presented. The stability estimates for the solution of this difference scheme are obtained. In applications, the stability estimates for the solutions of the nonlocal boundary problem for one-dimensional integral-differential equation of the hyperbolic type with two dependent limits and of the local boundary problem for multidimensional integral-differential equation of the hyperbolic type with two dependent limits are obtained. The difference schemes for solving these two problems are presented. The stability estimates for the solutions of these difference schemes are obtained.     

A System of Differential-Operator Equations of Different Orders in Hilbert Spaces

We consider an abstract Cauchy problem for a system of nonhomogeneous abstract differential equations in Hilbert spaces. The “main” equation is of the second order and “boundary” equations are of the first order. Existence of a solution is proved. Application to mixed (initial boundary-value) problems for one-dimensional second order hyperbolic equations and for fourth order PDEs with the time derivative in boundary conditions has been shown. The first author was partially supported by 60% funds of the University of Bologna and G.N.A.M.P.A. of INdAM; the second author was supported by the Israel Ministry of Absorption.     

Slow dynamics for the hyperbolic Cahn‐Hilliard equation in one‐space dimension

The aim of this paper is to study the metastable properties of the solutions to a hyperbolic relaxation of the classic Cahn‐Hilliard equation in one‐space dimension, subject to either Neumann or Dirichlet boundary conditions. To perform this goal, we make use of an “energy approach," already proposed for various evolution PDEs, including the Allen‐Cahn and the Cahn‐Hilliard equations. In particular, we shall prove that certain solutions maintain a N‐transition layer structure for a very long time, thus proving their metastable dynamics. More precisely, we will show that, for an exponentially long time, such solutions are very close to piecewise constant functions assuming only the minimal points of the potential, with a finitely number of transition layers, which move with an exponentially small velocity.     

The first initial boundary value problem for a compound type equation in a three-dimensional multiply connected region

The method of boundary integral equations is used for solving the first initial boundary value problem for a compound type equation in a three-dimensional multiply connected region. The problem is reduced to a uniquely solvable integral equation. The solution of the problem is obtained in the form of dynamic potentials whose density satisfies this integral equation. Thus the existence theorem is proved. Moreover, the uniqueness of the solution is also studied. All the results are valid for both interior and exterior regions provided that the corresponding conditions at infinity are taken into account. Translated fromMatematicheskie Zametki, Vol. 68, No. 2, pp. 249–265, August, 2000.     

On the solution of an initial‐boundary value problem that combines Neumann and integral condition for the wave equation

Numerical solution of hyperbolic partial differential equation with an integral condition continues to be a major research area with widespread applications in modern physics and technology. Many physical phenomena are modeled by nonclassical hyperbolic boundary value problems with nonlocal boundary conditions. In place of the classical specification of boundary data, we impose a nonlocal boundary condition. Partial differential equations with nonlocal boundary specifications have received much attention in last 20 years. However, most of the articles were directed to the second‐order parabolic equation, particularly to heat conduction equation. We will deal here with new type of nonlocal boundary value problem that is the solution of hyperbolic partial differential equations with nonlocal boundary specifications. These nonlocal conditions arise mainly when the data on the boundary can not be measured directly. Several finite difference methods have been proposed for the numerical solution of this one‐dimensional nonclassic boundary value problem. These computational techniques are compared using the largest error terms in the resulting modified equivalent partial differential equation. Numerical results supporting theoretical expectations are given. Restrictions on using higher order computational techniques for the studied problem are discussed. Suitable references on various physical applications and the theoretical aspects of solutions are introduced at the end of this article. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Controllability and observability of a heat equation with hyperbolic memory kernel

The exact controllability and observability for a heat equation with hyperbolic memory kernel in anisotropic and nonhomogeneous media are considered. Due to the appearance of such a kind of memory, the speed of propagation for solutions to the heat equation is finite and the corresponding controllability property has a certain nature similar to hyperbolic equations, and is significantly different from that of the usual parabolic equations. By means of Carleman estimate, we establish a positive controllability and observability result under some geometric condition. On the other hand, by a careful construction of highly concentrated approximate solutions to hyperbolic equations with memory, we present a negative controllability and observability result when the geometric condition is not satisfied.     

Multidimensional transonic shocks and free boundary problems for nonlinear equations of mixed type

We establish the existence and stability of multidimensional transonic shocks for the Euler equations for steady potential compressible fluids. The Euler equations, consisting of the conservation law of mass and the Bernoulli law for the velocity, can be written as a second-order, nonlinear equation of mixed elliptic-hyperbolic type for the velocity potential. The transonic shock problem can be formulated into the following free boundary problem: The free boundary is the location of the transonic shock which divides the two regions of smooth flow, and the equation is hyperbolic in the upstream region where the smooth perturbed flow is supersonic. We develop a nonlinear approach to deal with such a free boundary problem in order to solve the transonic shock problem. Our results indicate that there exists a unique solution of the free boundary problem such that the equation is always elliptic in the downstream region and the free boundary is smooth, provided that the hyperbolic phase is close to a uniform flow. We prove that the free boundary is stable under the steady perturbation of the hyperbolic phase. We also establish the existence and stability of multidimensional transonic shocks near spherical or circular transonic shocks.