Computational methods of solving the boundary value problems for the loaded differential and Fredholm integro‐differential equations

The article presents a new general solution to a loaded differential equation and describes its properties. Solving a linear boundary value problem for loaded differential equation is reduced to the solving a system of linear algebraic equations with respect to the arbitrary vectors of general solution introduced. The system's coefficients and right sides are computed by solving the Cauchy problems for ordinary differential equations. Algorithms of constructing a new general solution and solving a linear boundary value problem for loaded differential equation are offered. Linear boundary value problem for the Fredholm integro‐differential equation is approximated by the linear boundary value problem for loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are given. The paper proposes numerical and approximate methods of solving a linear boundary value problem for the Fredholm integro‐differential equation and examines their convergence, stability, and accuracy.     

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.     

Fitting differential equation models to observed economic data—I. quasilinearization

This paper discusses the fitting of differential equation models to economic data. In particular, it treats the problem of describing the growth of capital in terms of a differential equation containing several parameters. The parameters are to be estimated on the basis of data. This estimation problem is formulated as a nonlinear boundary value problem. The rapidly convergent successive approximation method of quasilinearization is described and applied. Representative results of numerical experiments are presented, showing the effectiveness of the approach. Suggestions for additional studies are made.     

A method of solving a nonlinear boundary value problem with a parameter for a loaded differential equation

A nonlinear loaded differential equation with a parameter on a finite interval is studied. The interval is partitioned by the load points, at which the values of the solution to the equation are set as additional parameters. A nonlinear boundary value problem for the considered equation is reduced to a nonlinear multipoint boundary value problem for the system of nonlinear ordinary differential equations with parameters. For fixed parameters, we obtain the Cauchy problems for ordinary differential equations on the subintervals. Substituting the values of the solutions to these problems into the boundary condition and continuity conditions at the partition points, we compose a system of nonlinear algebraic equations in parameters. A method of solving the boundary value problem with a parameter is proposed. The method is based on finding the solution to the system of nonlinear algebraic equations composed.     

分数阶微分方程边值问题解的存在性

应用Gteen函数将分数阶微分方程边值问题可转化为等价的积分方程．近来此方法被应用于讨论非线性分数阶微分方程边值问题解的存在性．讨论非线性分数阶微分方程边值问题,应用Green函数,将其转化为等价的积分方程,并设非线性项满足Caratheodory条件,利用非紧性测度的性质和M6nch’s不动点定理证明解的存在性．     

The method of lines for Poisson's equation with nonlinear or free boundary conditions

Summary The method of lines is used to solve Poisson's equation on an irregular domain with nonlinear or free boundary conditions. The partial differential equation is approximated by a system of second order ordinary differential equations subject to multi-point boundary conditions. The system is solved with an SOR iteration which employs invariant imbedding for each one dimensional problem. An application of the method to a boundary control problem and to a free surface problem arising in electrochemical machining is described. Finally, some theoretical convergence results are presented for a model problem with radiative boundary conditions on fixed boundaries.This work was supported by the U.S. Army Research Office under Grant DA-AG29-76-G-0261     

Inverse Problem for a Fourth-Order Differential Operator with Nonseparated Boundary Conditions

Uniqueness theorems are proved for two inverse problems for a fourth-order differential operator with nonseparated boundary conditions. The first of the problems, which has technical applications, is the problem of identification of a differential equation and two boundary conditions, and the second problem is the problem of identification of a differential equation and four boundary conditions. One of two data sets is used as the spectral data of the problem. The first data set is the spectrum of the problem itself (or three of its eigenvalues) and the spectral data of a system of three problems, and the second data set is the spectrum of the problem itself (or three of its eigenvalues) and the spectra of ten boundary value problems.     

Moving boundary problem for the detachment in multispecies biofilms

The work presents the qualitative analysis of the free boundary value problem related to the detachment process in multispecies biofilms. In the framework of continuum approach to one-dimensional mathematical modelling of multispecies biofilm growth, we consider the system of nonlinear hyperbolic partial differential equations governing the microbial species growth, the differential equation for the biomass velocity, the differential equation that governs the free boundary evolution and also accounts for detachment, and the elliptic system for substrate dynamics. The characteristics are used to convert the original moving boundary equation into a suitable differential equation useful to solve the mathematical problem. We also provide another form of the same equation that could be used in numerical applications. Several properties of the solutions to the free boundary problem are shown, such as positiveness of the functions that describe the microbial concentrations and estimates on the characteristic functions. Uniqueness and existence of solutions are proved by introducing a suitable system of Volterra integral equations and using the fixed point theorem.

     

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     

含有积分、反周期和带P-Laplacian算子的分数阶微分方程边值问题解的存在性

利用格林函数的性质和Banach压缩映射原理讨论了含P-Laplacian算子反周期边值问题的解.首先,求出与该边值问题相关的格林函数并给出了格林函数的性质;然后将边值问题转化为与其等价的积分方程,利用格林函数的性质及Banach压缩映射原理得到边值问题解的唯一性;最后给出实例验证结果的合理性.     

A Class of Quadratic Integral-Differential Equations

A nonlinear integro-ordinary differential equation built up by a linear ordinary differential operator of n th order with constant coefficients and a quadratic integral term is dealt with. The integral term represents the so-called autocorrelation of the unknown function. Applying the Fourier cosine transformation, the integral-differential equation is reduced to a quadratic boundary value problem for the complex Fourier transform of the solution in the upper half-plane. This problem in turn is reduced to a linear boundary value problem which can be solved in closed form. There are infinitely many solutions of the integral-differential equation depending on the prescribed zeros of a function related to the complex Fourier transform.     

The asymptotics of the eigenvalues of a fourth order differential operator with summable coefficients

A fourth order differential operator with summable coefficients and some boundary conditions is considered. Asymptotics of solutions to a fourth order differential equation is studied. The equation for eigenvalues is also studied and an asymptotics of the eigenvalues of the considered boundary value problem is obtained.     

Irregular Boundary Value Problems with Discontinuous Coefficients and the Eigenvalue Parameter

In this study, a Birkhoff-irregular boundary value problem for linear ordinary differential equations of the second order with discontinuous coefficients and the spectral parameter has been considered. Therefore, at the discontinuous point, two additional boundary conditions (called transmission conditions) have been added to the boundary conditions. The eigenvalue parameter is of the second degree in the differential equation and of the first degree in a boundary condition. The equation contains an abstract linear operator which is (usually) unbounded in the space Lq(−1, 1). Isomorphism and coerciveness with defects 1 and 2 are proved for this problem. The case of the biharmonic equation is also studied.     

What Is a Quantum Stochastic Differential Equation from the Point of View of Functional Analysis?

We prove that a quantum stochastic differential equation is the interaction representation of the Cauchy problem for the Schrödinger equation with Hamiltonian given by a certain operator restricted by a boundary condition. If the deficiency index of the boundary-value problem is trivial, then the corresponding quantum stochastic differential equation has a unique unitary solution. Therefore, by the deficiency index of a quantum stochastic differential equation we mean the deficiency index of the related symmetric boundary-value problem.In this paper, conditions sufficient for the essential self-adjointness of the symmetric boundary-value problem are obtained. These conditions are closely related to nonexplosion conditions for the pair of master Markov equations that we canonically assign to the quantum stochastic differential equation.     

Boundary Value Problems with a Turning Point

A boundary value problem involving a second order differential equation on an interval containing a single turning point is considered. Asymptotic approximations to solutions of the differential equation are obtained by the comparison equation method. An essential feature of the work is that domains of validity are restricted so that all approximations are “complete” in the sense of Olver. Asymptotic solutions of the boundary value problem are studied in the special cases where resonance is possible.     

Singularities of elliptic mixed boundary problems. Application to boundary stabilization of hyperbolic systems

For elliptic partial differential equations, mixed boundary conditions generate singularities in the solution, mainly when the boundary of the domain is connected. We here consider two classical cases: the Laplace equation and the Lamé system. The knowledge of singularities allows us to construct adapted Rellich relations. These are useful in the problem of boundary stabilization of the wave equation and the elastodynamic system, respectively, when using the multiplier method.     

Successively iterative method for fractional differential equations with integral boundary conditions

In this paper, we study the boundary value problem of a fractional differential equation with nonlocal integral boundary conditions. Two successively iterative sequences are constructed, the conditions for the existence of the nontrivial sign-changing solutions to the differential equation are established.     

Controllability of vibrations of a system of objects with distributed and lumped parameters

The problem of vibration damping in a system described by the set of a wave equation and a second-order ordinary differential equation is considered. The state functions of the system are related through the boundary conditions for the wave equation.     

Two-point boundary value problems containing a finite number of random variables

This paper concerns linear and nonlinear n^th order boundary value problems that contain a finite number of random variables in the boundary conditions or in the differential equation. The results extend methods previously known for corresponding initial value problems. Numerically implementable procedures are given for the determination of the joint density of the solution at an arbitrary point. The possible use of Liouvilleapos;s equation to reduce a random boundary value problem to a random initial value problem is also indicated.