Global solutions of the Laplace equation with a nonlinear dynamical boundary condition

We study the boundedness and a priori bounds of global solutions of the problem Δu=0 in Ω×(0, T), (∂u/∂t) + (∂u/∂ν) = h(u) on ∂Ω×(0, T), where Ω is a bounded domain in ℝ^N, ν is the outer normal on ∂Ω and h is a superlinear function. As an application of our results we show the existence of sign-changing stationary solutions. © 1997 B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Stability of Cahn‐Hilliard fronts

We prove stability of the kink solution of the Cahn‐Hilliard equation ∂_tu = ∂( ∂u − u/2 + u³/2), x ∈ ℝ. The proof is based on an inductive renormalization group method, and we obtain detailed asymptotics of the solution as t → ∞. We prove stability of the kink solution of the Cahn‐Hilliard equation ∂_tu = ∂( ∂u − u/2 + u³/2), x ∈ ℝ. The proof is based on an inductive renormalization group method, and we obtain detailed asymptotics of the solution as t → ∞. © 1999 John Wiley & Sons, Inc.     

Adaptives quadratures and fractional IDEs: Applications in image processing

In this paper we show adaptive time discretizations of a fractional integro–differential equation ∂^α_tu = Δu + f, where A is a linear operator in a complex Banach space X and ∂^α_t stands for the fractional time derivative, for 1 < α < 2. Some numerical illustrations are provided showing practical applications where the computational cost is one of drawbacks, e.g., some problems related to images processing. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stability of semilinear ill-posed problems with a prescribed energy bound

In the present paper we discuss the stability of semilinear problems of the form A^αu + G^α(u) = ? under assumption of an a priori bound for an energy functional E^α(u) ? E, where α is a parameter in a metric space M. Following [11] the problem A^αu + G^α(u) = ?, E^α(u) ? E is called stable in a Hilbert space H at a point α ? M if for any ??H, E, ? > 0 there exists δ > 0 such that for any functions u^α1, u^α2 satisfying A^αju^αj + G^αj(u^αj) = ?^αj, E^αj(u^αj) ? E, j = 1,2 we have ‖u^α1 ? u^α2_H ? ? provided ρ_M(α_j, α) ? δ, ‖?^αj ? ?‖_H ? δ, j = 1,2. In the present paper we obtain stability conditions for the problem A^αu + G^α(u) = ?, E^α(u) ? E.     

On Blow Up Solutions of a Quasilinear Elliptic Equation

Given a bounded regular domain Ω in ℝ^N, we study existence and asymptotic behaviour of the solutions of the equation Δu + |Du|^q = f(u) in Ω, which diverge on ∂Ω. We extend and complete some results contained in [4].     

On the Continuous Dependence of the Exterior Dirichlet Problem on the Boundary

We consider a sequence of exterior domains D_j,j∈ℕ₀, and assume that the boundaries ∂D_j converge to ∂D₀ with respect to the Hausdorff distance. We investigate solutions to the exterior Dirichlet problem for the Laplace equation and for the Helmholtz equation in these domains. Assuming convergence of the boundary data and D_j⊂D₀, j∈ℕ, then, by essentially using the method of Perron, we show that the solutions in the domains D_j converge to the solution in the domain D₀ with respect to the maximum norm. We prove the same result in case that the requirement D_j⊂D₀,j∈ℕ, is replaced by an equicontinuity property of all barrier functions to all boundary points. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd. Math. Meth. Appl. Sci., Vol. 20, 707–716 (1997)     

Reaction diffusion equations with non-linear boundary conditions,blowup and steady states

In this paper we study the following problem: u_t−Δu=−f(u) in Ω×(0, T)≡Q_T, ∂u ∂n=g(u) on ∂Ω×(0, T)≡S_T, u(x, 0)=u₀(x) in Ω , where Ω⊂ℝ^N is a smooth bounded domain, f and g are smooth functions which are positive when the argument is positive, and u₀(x)>0 satisfies some smooth and compatibility conditions to guarantee the classical solution u(x, t) exists. We first obtain some existence and non-existence results for the corresponding elliptic problems. Then, we establish certain conditions for a finite time blow-up and global boundedness of the solutions of the time-dependent problem. Further, we analyse systems with same kind of boundary conditions and find some blow-up results. In the last section, we study the corresponding elliptic problems in one-dimensional domain. Our main method is the comparison principle and the construction of special forms of upper–lower solutions using related equations. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

Polar boundary sets for superdiffusions and removable lateral singularities for nonlinear parabolic PDEs

Suppose L is a second-order elliptic differential operator in ℝ^d and D is a bounded, smooth domain in ℝ^d. Let 1 < α ≤ 2 and let Γ be a closed subset of ∂D. It is known [13] that the following three properties are equivalent: (α) Γ is ∂-polar; that is, Γ is not hit by the range of the corresponding (L, α)-superdiffusion in D; (β) the Poisson capacity of Γ is equal to 0; that is, the integral is equal to 0 or ∞ for every measure ν, where ρ(x) is the distance to the boundary and k(x, y) is the corresponding Poisson kernel; and (γ) Γ is a removable boundary singularity for the equation Lu = u^α in D; that is, if u ≥ 0 and Lu = u^α in D and if u = 0 on ∂D \ Γ, then u = 0. We investigate a similar problem for a parabolic operator in a smooth cylinder 𝒬 = ℝ₊ × D. Let Γ be a compact set on the lateral boundary of 𝒬. We show that the following three properties are equivalent: (a) Γ is 𝒢-polar; that is, Γ is not hit by the graph of the corresponding (L, α)-superdiffusion in 𝒬; (b) the Poisson capacity of Γ is equal to 0; that is, the integral is equal to 0 or ∞ for every measure ν, where k(r, x; t, y) is the corresponding (parabolic) Poisson kernel; and (c) Γ is a removable lateral singularity for the equation u˙ + Lu = u^α in 𝒬; that is, if u ≥ 0 and u˙ + Lu = u^α in 𝒬 and if u = 0 on ∂𝒬 \ Γ and on {∞} × D, then u = 0. © 1998 John Wiley & Sons, Inc.     

Evolution linear equations of the Sobolev type on a graph

We analyze the stability and solvability of the Cauchy problem for the equations λu _jt − u _jtxx = βu _jxx − αu _jxxxx +γu _j + f _j , which appear in filtration theory and are defined on a finite connected directed graph with continuity and flow balance conditions at its vertices.     

Superdiffusions and removable singularities for quasilinear partial differential equations

To every second-order elliptic differential operator L and to every number α ϵ (1, 2] there is a corresponding measure-valued Markov process X called the (L, α)-superdiffusion. Suppose that Γ is a closed set in R^d. It is known that the following three statements are equivalent: (α) the range of X does not hit Γ; (β) if u ≥ 0 and Lu = u^α in R^d\Γ, then u = 0 (in other words, Γ is a removable singularity for all solutions of equation Lu = u^α); (γ) Cap_2,α′(Γ) = 0 where 1/α + 1/α′ = 1 and Cap_γ,q is the so-called Bessel capacity. The equivalence of (β) and (γ) was established by Baras and Pierre in 1984 and the equivalence of (α) and (β) was proved by Dynkin in 1991. In this paper, we consider sets Γ on the boundary ∂D of a bounded domain D and we establish (assuming that ∂D is smooth) the equivalence of the following three properties: (a) the range of X in D does not hit Γ (b) if u ≥ 0 and Lu = u^α in D, and if u → 0 as x → α ϵ ∂D\Γ, then u = 0; (c) Cap^∂_2/α,α′(Γ) = 0 where Cap^∂_γ-qis the Bessel capacity on ∂D. This implies positive answers to two conjectures posed by Dynkin a few years ago. (The conjectures have already been confirmed for α = 2 and L = Δ in a recent paper of Le Gall.) By using a combination of probabilistic and analytic arguments we not only prove the equivalence of (a)-(c) but also give a new, simplified proof of the equivalence of (α)-(γ). The paper consists of an Introduction (Section 1) and two parts, probabilistic (Sections 2 and 3) and analytic (Sections 4 and 5), that can be read independently. An important probabilistic lemma, stated in the Introduction, is proved in the Appendix. © 1996 John Wiley & Sons, Inc.     

Darboux-integrable discrete systems

We extend Laplace’s cascade method to systems of discrete “hyperbolic” equations of the form u_i+1,j+1 = f(u_i+1,j, u_i,j+1 , u_i,j), where u_ij is a member of a sequence of unknown vectors, i, j ∊ ℤ. We introduce the notion of a generalized Laplace invariant and the associated property of the system being “Liouville.” We prove several statements on the well-definedness of the generalized invariant and on its use in the search for solutions and integrals of the system. We give examples of discrete Liouville-type systems. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 156, No. 2, pp. 207–219, August, 2008.     

Three-term recurrence relations with matrix coefficients. The completely indefinite case

In the space {ol _p ² of vector sequences, we consider the symmetric operatorL generated by the expression (lu)j:=Bj ^uj+1+Aj ^uj+ _B ^j−1/* uj−1, whereu−1 = 0,u ₀,u ₁, … ∈ ℂ ^p ,A _j andB _j arep × p matrices with entries from ℂ,A _j ^* =A_j, and the inversesB _j ⁻¹ (j = 0, 1, …) exist. We state a necessary and sufficient condition for the deficiency numbers of the operatorL to be maximal; this corresponds to the completely indefinite case for the expressionl. Tests for incomplete indefiniteness and complete indefiniteness forl in terms of the coefficientsA _j andB _j are derived. Translated fromMatematicheskie Zametki, Vol. 63, No. 5, pp. 709–716, May, 1998. This research was supported by the Russian Foundation for Basic Research under grant No. 96-01-00333.     

General Wentzell Boundary Conditions and Analytic Semigroups on W 1, p (0, 1)

We are concerned with the analyticity of the (C ₀) semigroups generated by the realizations of the Laplacian Δu:=u″ in the spaces C[0, 1] and W ^{1, p} (0, 1) with the general Wentzell boundary conditions Δu(j)+β ^ju″(j)+γ _ju(j)=0 for j=0,1. Here 1<p<∞ and β _j , γ _j are arbitrary complex numbers for j=0,1.     

Existence of travelling wave solutions for the heat equation in infinite cylinders with a nonlinear boundary condition

The existence of travelling wave solutions for the heat equation ∂_t u –Δu = 0 in an infinite cylinder subject to the nonlinear Neumann boundary condition (∂u /∂n) = f (u) is investigated. We show existence of nontrivial solutions for a large class of nonlinearities f. Additionally, the asymptotic behavior at ∞ is studied and regularity properties are established. We use a variational approach in exponentially weighted Sobolev spaces. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

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.     

On a Free Boundary Problem

This paper considers a discontinuous semilinear elliptic problem: \[ -\Delta u=g(u)H(u-\mu )\quad \text{in }\Omega,\qquad u=h\quad \text{on }% \partial \Omega, \] −Δu=g(u)H(u−μ) in Ω, u=h on ∂Ω, where H is the Heaviside function, μ a real parameter and Ω the unit ball in ℝ². We deal with the existence of solutions under suitable conditions on g, h, and μ. It is shown that the free boundary, i.e. the set where u=μ, is sufficiently smooth.     

Uniqueness and Flat Core of Positive Solutions for Quasilinear Elliptic Eigenvalue Problems in General Smooth Domains

The structure of positive solutions to the quasilinear elliptic problems –div(|Du|^p–2Du = λf(u) in Ω, u = 0 on ∂Ω, p > 1, Ω ⊂ R^Na bounded smooth domain, is precisely studied when λ is sufficiently large, for a class of logistic‐type nonlinearities f(u) satisfying that f(0) = f(a) = 0, a > 0, f(u) > 0 for u ∈ (0,a), , while u = a is a zero point of f with order ω. It is shown that if ω ≥ p – 1, the problem has a unique positive solution u_λ with sup _Ω u_λ < a, which develops a boundary layer near ∂Ω. It is shown that if 0 < ω < p – 1, the problem also has a unique positive solution u _λ, but the flat core {x ∈ Ω : u_λ(x) = a} ≠ ∅︁ exists. Moreover, the asymptotic behaviour of the flat core is studied as λ → ∞.     

Weak*- convergence of Monge-Ampère measures

We study the convergence of sequences of Monge-Ampère measures (dd ^c u _j ) ⁿ where (u _j ) is a given sequence of plurisubharmonic functions. Our main theorem is about approximation by multipole pluricomplex Green functions. Partially supported by the Swedish Research Council contract no 621-2002-5308     

A highly accurate numerical solution of a biharmonic equation

The coefficients for a nine–point high–order accuracy discretization scheme for a biharmonic equation ∇ ⁴u = f(x, y) (∇² is the two–dimensional Laplacian operator) are derived. The biharmonic problem is defined on a rectangular domain with two types of boundary conditions: (1) u and ∂²u/∂n² or (2) u and ∂u/part;n (where ∂/part;n is the normal to the boundary derivative) are specified at the boundary. For both considered cases, the truncation error for the suggested scheme is of the sixth-order O(h⁶) on a square mesh (h_x = h_y = h) and of the fourth-order O(h⁴_xh²_xh²_y h⁴_y) on an unequally spaced mesh. The biharmonic equation describes the deflection of loaded plates. The advantage of the suggested scheme is demonstrated for solving problems of the deflection of rectangular plates for cases of different boundary conditions: (1) a simply supported plate and (2) a plate with built-in edges. In order to demonstrate the high–order accuracy of the method, the numerical results are compared with exact solutions. © John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 375–391, 1997     

Best constants in Korn-Poincaré's inequalities on a slab

We establish the best constants in the Poincaré-type and the trace-type inequalities for the quadratic form $ \lambda ||\,{\rm div}\,{\rm u}\,||_{L^2 }^2 \, + \,2\,\mu \,||\,\,(\nabla {\rm u}\, + \,\nabla {\rm u}^{\rm T})/2\,||_{L^2 }^2 $ which is fundamental in elasticity theory, on the space of H¹ vector fields u on a slab vanishing on one or both of its sides. We similarly calculate those constants for the case of H¹ divergence-free vector fields. Our method, which is fairly general, has another practical application to the quadratic form ∑_j,k(a^jk?_ku, ?_ju)_L² with coefficients a ^jk = a^kj ε C in H¹ scalar functions u on a slab.