Variational Solutions to Nonlinear Diffusion Equations with Singular Diffusivity

We provide existence results for nonlinear diffusion equations with multivalued time-dependent nonlinearities related to convex continuous not coercive potentials. The results in this paper, following a variational principle, state that a generalized solution of the nonlinear equation can be retrieved as a solution of an appropriate minimization problem for a convex functional involving the potential and its conjugate. In the not coercive case, this assertion is conditioned by the validity of a relation between the solution and the nonlinearity. A sufficient condition, under which this relation is true, is given. At the end, we present a discussion on the solution existence for a particular equation describing a self-organized criticality model.     

On the existence of positive solutions and their continuous dependence on functional parameters for some class of elliptic problems

We discuss the existence and the dependence on functional parameters of solutions of the Dirichlet problem for a kind of the generalization of the balance of a membrane equation. Since we shall propose an approach based on variational methods, we treat our equation as the Euler-Lagrange equation for a certain integral functional J. We will not impose either convexity or coercivity of the functional. We develop a duality theory which relates the infimum on a special set X of the energy functional associated with the problem, to the infimum of the dual functional on a corresponding set X^d. The links between minimizers of both functionals give a variational principle and, in consequence, their relation to our boundary value problem. We also present the numerical version of the variational principle. It enables the numerical characterization of approximate solutions and gives a measure of a duality gap between primal and dual functional for approximate solutions of our problem.     

A penalty approximation method for a semilinear parabolic double obstacle problem

In this work, we present a novel power penalty method for the approximation of a global solution to a double obstacle complementarity problem involving a semilinear parabolic differential operator and a bounded feasible solution set. We first rewrite the double obstacle complementarity problem as a double obstacle variational inequality problem. Then, we construct a semilinear parabolic partial differential equation (penalized equation) for approximating the variational inequality problem. We prove that the solution to the penalized equation converges to that of the variational inequality problem and obtain a convergence rate that is corresponding to the power used in the formulation of the penalized equation. Numerical results are presented to demonstrate the theoretical findings.     

A uniqueness theorem for a free boundary problem

In this paper, we prove a uniqueness theorem for a free boundary problem which is given in the form of a variational inequality. This free boundary problem arises as the limit of an equation that serves as a basic model in population biology. Apart from the interest in the problem itself, the techniques used in this paper, which are based on the regularity theory of variational inequalities and of harmonic functions, are of independent interest, and may have other applications.

     

Recovering a space-dependent source term in a time-fractional diffusion wave equation

This work is concerned with identifying a space-dependent source function from noisy final time measured data in a time-fractional diffusion wave equation by a variational regularization approach. We provide a regularity of direct problem as well as the existence and uniqueness of adjoint problem. The uniqueness of the inverse source problem is discussed. Using the Tikhonov regularization method, the inverse source problem is formulated into a variational problem and a conjugate gradient algorithm is proposed to solve it. The efficiency and robust of the proposed method are supported by some numerical experiments.     

Analysis of a new variational model for multiplicative noise removal

In this paper we consider a new variational model for multiplicative noise removal. We prove the existence and uniqueness of the minimizer for the variational problem. Furthermore, we derive the existence and uniqueness of weak solutions for the associated evolution equation. Finally, some numerical experiments are shown to compare the proposed model with the model given by Aubert and Aujol.     

Diffusion in poro‐plastic media

A model is developed for the flow of a slightly compressible fluid through a saturated inelastic porous medium. The initial‐boundary‐value problem is a system that consists of the diffusion equation for the fluid coupled to the momentum equation for the porous solid together with a constitutive law which includes a possibly hysteretic relation of elasto‐visco‐plastic type. The variational form of this problem in Hilbert space is a non‐linear evolution equation for which the existence and uniqueness of a global strong solution is proved by means of monotonicity methods. Various degenerate situations are permitted, such as incompressible fluid, negligible porosity, or a quasi‐static momentum equation. The essential sufficient conditions for the well‐posedness of the system consist of an ellipticity condition on the term for diffusion of fluid and either a viscous or a hardening assumption in the constitutive relation for the porous solid. Copyright © 2004 John Wiley & Sons, Ltd.     

BOUNDARY ELEMENT ANALYSIS FOR A CLASS OF MULTI-DIMENSIONAL LINEAR PARABOLIC EQUATIONS

In this paper,by me as of beundary element method,we try to deal with the initial -boundary value problem for a class of linear parunolic equations,which is a linear heat conduction equation. We tresent a boundary integral equation for the solution to the problem and its variational formalation The well-posedness of the variational formulation is proved. And the error estimates for the approsutate solutions are provided. The results of this paper are more general than those of[1]     

Existence of Solutions to Time-Dependent Nonlinear Diffusion Equations via Convex Optimization

This paper aims at providing new existence results for time-dependent nonlinear diffusion equations by following a variational principle. More specifically, the nonlinear equation is reduced to a convex optimization problem via the Lagrange–Fenchel duality relations. We prove that, in the case when the potential related to the diffusivity function is continuous and has a polynomial growth with respect to the solution, the optimization problem is equivalent with the original diffusion equation. In the situation when the potential is singular, the minimization problem has a solution which can be viewed as a generalized solution to the diffusion equation. In this case, it is proved, however, that the null minimizer in the optimization problem in which the state boundedness is considered in addition is the weak solution to the original diffusion problem. This technique allows one to prove the existence in the cases when standard methods do not apply. The physical interpretation of the second case is intimately related to a flow in which two phases separated by a free boundary evolve in time, and has an immediate application to fluid filtration in porous media.     

A Probabilistic Representation for the Solution of One Problem of Mathematical Physics

We consider a multidimensional Wiener process with a semipermeable membrane located on a given hyperplane. The paths of this process are the solutions of a stochastic differential equation, which can be regarded as a generalization of the well-known Skorokhod equation for a diffusion process in a bounded domain with boundary conditions on the boundary. We randomly change the time in this process by using an additive functional of the local-time type. As a result, we obtain a probabilistic representation for solutions of one problem of mathematical physics.     

局部资料下变分同化方法的稳定性研究

对于简化的一维扩散方程,在局部观测资料下,研究变分同化方法的稳定性.在变分同化中结合正则化方法,选择合适的正则化参数和稳定泛函,对预报模式进行修正,通过对预报精度进行先验估计,证明了该方法对于一维扩散方程的解的稳定性.修正补充相关计算结果,最后举出一个反例说明稳定性泛函的选取对于改进的变分同化方法实施的重要性.     

Curves of steepest descent are entropy solutions for a class of degenerate convection–diffusion equations

We consider a nonlinear degenerate convection–diffusion equation with inhomogeneous convection and prove that its entropy solutions in the sense of Kru?kov are obtained as the—a posteriori unique—limit points of the JKO variational approximation scheme for an associated gradient flow in the $L^2$ -Wasserstein space. The equation lacks the necessary convexity properties which would allow to deduce well-posedness of the initial value problem by the abstract theory of metric gradient flows. Instead, we prove the entropy inequality directly by variational methods and conclude uniqueness by doubling of the variables.     

Fitted Galerkin spectral method to solve delay partial differential equations

In this paper, we consider a class of parabolic partial differential equations with a time delay. The first model equation is the mixed problems for scalar generalized diffusion equation with a delay, whereas the second model equation is a delayed reaction‐diffusion equation. Both of these models have inherent complex nature because of which their analytical solutions are hardly obtainable, and therefore, one has to seek numerical treatments for their approximate solutions. To this end, we develop a fitted Galerkin spectral method for solving this problem. We derive optimal error estimates based on weak formulations for the fully discrete problems. Some numerical experiments are also provided at the end. Copyright © 2015 John Wiley & Sons, Ltd.     

Boundary conditions at a thin membrane for normal diffusion,classical subdiffusion,and slow subdiffusion processes

We consider three different diffusion processes in a system with a thin membrane: normal diffusion, classical subdiffusion, and slow subdiffusion. We conduct the considerations following the rule: If a diffusion equation is derived from a certain theoretical model, boundary conditions at a thin membrane should also be derived from this model with additional assumptions taking into account selective properties of the membrane. To derive diffusion equations and boundary conditions at a thin membrane, we use a particle random walk model in one-dimensional membrane system in which space and time variables are discrete. Then we move from discrete to continuous variables. We show that the boundary conditions depend on both selective properties of the membrane and a type of diffusion in the system.     

NATURAL BOUNDARY ELEMENT METHOD FOR THREE DIMENSIONAL EXTERIOR HARMONIC PROBLEM WITH AN INNER PROLATE SPHEROID BOUNDARY

In this paper, we study natural boundary reduction for Laplace equation with Dirichletor Neumann boundary condition in a three-dimensional unbounded domain, which is theoutside domain of a prolate spheroid. We express the Poisson integral formula and naturalintegral operator in a series form explicitly. Thus the original problem is reduced to aboundary integral equation on a prolate spheroid. The variational formula for the reducedproblem and its well-posedness are discussed. Boundary element approximation for thevariational problem and its error estimates, which have relation to the mesh size andthe terms after the series is truncated, are also presented. Two numerical examples arepresented to demonstrate the effectiveness and error estimates of this method.     

Adhesive contact problem for viscoplastic materials

We examine a mathematical model that describes a quasistatic adhesive contact between a viscoplastic body and deformable foundation. The material’s behaviour is described by the rate-type constitutive law which involves functions with a non-polynomial growth. The contact is modelled by the normal compliance condition with limited penetration and adhesion, a subdifferential friction condition also depending on adhesion, and the evolution of bonding field is governed by an ordinary differential equation. We present the variational formulation of this problem which is a system of an almost history-dependent variational–hemivariational inequality for the displacement field and an ordinary differential equation for the bonding field. The results on existence and uniqueness of solution to an abstract almost history-dependent inclusion and variational–hemivariational inequality in the reflexive Orlicz–Sobolev space are proved and applied to the adhesive contact problem.     

Optimal control in coefficients for weak variational problems in Hilbert space

In this paper we give sufficient conditions for the existence of solutions of a problem of parametric optimization. We use continuity with respect to a functional parameter of weak solutions of a variational problem in a Hilbert space.We consider a problem of optimization with the control in coefficients of linear parabolic equation as an example. Using results of Spagnolo we characterize the closure of the reachable set. Finally, we construct an example of an optimization problem with the control in coefficients of a parabolic equation which does not have an optimal solution.     

Cavity Volume and Free Energy in Many-Body Systems

Most models for the spread of an invasive species into a new environment are based on Fisher’s reaction–diffusion equation. They assume that habitat quality is independent of the presence or absence of the invading population. Ecosystem engineers are species that modify their environment to make it (more) suitable for them. A potentially more appropriate modeling approach for such an invasive species is to adapt the well-known Stefan problem of melting ice. Ahead of the front, the habitat is unsuitable for the species (the ice); behind the front, the habitat is suitable (the open water). The engineering action of the population moves the boundary ahead (the melting). This approach leads to a free boundary problem. In this paper, we study the well-posedness of a novel free boundary model for the spread of ecosystem engineers that was recently derived from an individual random walk model. The Stefan condition for the moving boundary is replaced by a biologically derived two-sided condition that models the movement behavior of individuals at the boundary as well as the process by which the population moves the boundary to expand their territory. Our proofs consist of several new and novel ideas that can be used in broader contexts. We assign a convex functional to this problem so that the evolution system governed by this convex potential is exactly the system of evolution equations describing the above model. We then apply variational and fixed-point methods to deal with this free boundary problem.

     

Application of He's variational iteration method for solving the Cauchy reaction–diffusion problem

In this paper, the solution of Cauchy reaction–diffusion problem is presented by means of variational iteration method. Reaction–diffusion equations have special importance in engineering and sciences and constitute a good model for many systems in various fields. Application of variational iteration technique to this problem shows the rapid convergence of the sequence constructed by this method to the exact solution. Moreover, this technique does not require any discretization, linearization or small perturbations and therefore it reduces significantly the numerical computations.     

Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators

A stochastic variational inequality is proposed to model a white noise excited elasto-plastic oscillator. The solution of this inequality is essentially a continuous diffusion process for which a governing diffusion equation is obtained to study the evolution in time of its probability distribution. The diffusion equation is degenerate, but using the fact that the degeneracy occurs on a bounded region we are able to show the existence of a unique solution satisfying the desired properties. We prove the ergodic properties of the process and characterize the invariant measure. Our approach relies on extending Khasminskii’s method (Stochastic Stability of Differential Equations, Sijthoff and Noordhoff, 1980), which in the present context leads to the study of degenerate Dirichlet problems with nonlocal boundary conditions. This research was partially supported by a grant from CEA, Commissariat à l’énergie atomique and by the National Science Foundation under grant DMS-0705247.