Existence of solutions to Hamilton-Jacobi functional differential equations

This paper deals with the Cauchy problem for nonlinear first order partial functional differential equations. The unknown function is the functional variable in the equation and the partial derivatives appear in a classical sense. A theorem on the local existence of a generalized solution is proved. The initial problem is transformed into a system of functional integral equations for an unknown function and for their partial derivatives with respect to spatial variables. The existence of solutions of this system is proved by using a method of successive approximations. A method of bicharacteristics and integral inequalities are applied.     

Infinite Systems of Hyperbolic Functional Differential Equations

We consider initial-value problems for infinite systems of first-order partial functional differential equations. The unknown function is the functional argument in equations and the partial derivations appear in the classical sense. A theorem on the existence of a solution and its continuous dependence upon initial data is proved. The Cauchy problem is transformed into a system of functional integral equations. The existence of a solution of this system is proved by using integral inequalities and the iterative method. Infinite differential systems with deviated argument and differential integral systems can be derived from the general model by specializing given operators.     

广义函数法边界积分方程的建立

从广义函数论出发,本文引入一特殊广义函数δθ_P,通过它以及它的各阶导数建立了任一足够光滑函数的各阶导数的边界积分方程。对于由线性偏微分算子定义的问题,只要存在着相应的基本解,问题的偏微分方程总可转换成边界积分方程。     

The generalized Cauchy problem with data on two surfaces for a quasilinear analytic system

We consider the generalized Cauchy problem with data on two surfaces for a second-order quasilinear analytic system. The distinction of the generalized Cauchy problem from the traditional statement of the Cauchy problem is that the initial conditions for different unknown functions are given on different surfaces: for each unknown function we pose its own initial condition on its own coordinate axis. Earlier, the generalized Cauchy problem was considered in the works of C. Riquier, N. M. Gyunter, S. L. Sobolev, N. A. Lednev, V. M. Teshukov, and S. P. Bautin. In this article we construct a solution to the generalized Cauchy problem in the case when the system of partial differential equations additionally contains the values of the derivatives of the unknown functions (in particular outer derivatives) given on the coordinate axes. The last circumstance is a principal distinction of the problem in the present article from the generalized Cauchy problems studied earlier.     

The dual integral equation method for solving the heat conduction equation for an unbounded plate

The solution of the two-dimensional nonstationary heat conduction equation in axially symmetrical cylindrical coordinates for an unbounded plate is determined in this paper. A solution of the problem is given in the form of functional series, for which every term of a series represents an unknown function of a second kind integral equation. A new type of dual integral equations is used to solve a given boundary-value problem with the help of a Laplace transform and separation of variables.     

Inverse problem for a nonlinear Benney–Luke type integro-differential equations with degenerate kernel

We consider the problem on the unique solvability of the inverse problem for a nonlinear partial Benney–Luke type integro-differential equation of the fourth order with a degenerate kernel. We modify the degenerate kernelmethod which has been designed for Fredholm integral equations of the second kind to apply to the case of the above-mentioned equation. We exploit the Fouriermethod of separation of variables. By means of designations, the Benney–Luke type integro-differential equation is reduced to a system of algebraic equations. Using an additional condition, we obtain the countable system of nonlinear integral equations with respect to the main unknown function. We employ the method of successive approximations together with the contraction mapping principle. Finally, the restore function is defined.     

Infinite Systems of Quasilinear Differential Difference Inequalities and Applications

The article deals with the initial boundary value problem for an infinite system of first order quasilinear functional differential equations. A comparison result concerning infinite systems of differential difference inequalities is proved. A function satisfying such inequalities is estimated by a solution of a suitable Cauchy problem for an ordinary functional differential system. The comparison result is used in an existence theorem and in the investigation of the stability of the numerical method of lines for the original problem. A theorem on the error estimate of the method is given. The infinite system of first order functional differential equations contains, as particular cases, equations with a deviated argument and integral differential equations of the Volterra type.     

Estimate of the Order of Growth of a Class of Entire Functions on the Real Axis

For a class of entire functions we study the problem of estimation of the order of growth of functions on the real axis. This problem is important for the justification of the integral representation of bounded solutions to certain partial differential equations considered in other papers of the authors. In order to obtain an estimate of the order of growth of a function on the real axis, we use the method of differential equations. The method is based, on one hand, on the construction of a system of first-order ordinary differential equations whose solution is a vector function of traces of function and its derivatives on the real axis. On the other hand, under the respective change of variables in the system of equations, we obtain an estimate of the solution to the system of equations for a large positive values of the argument. The obtained estimate is non-trivial and shows the way a complex parameter of a power series affects the order of growth of a function.     

A coupled system of Hadamard type sequential fractional differential equations with coupled strip conditions

We study a nonlocal boundary value problem of Hadamard type coupled sequential fractional differential equations supplemented with coupled strip conditions (nonlocal Riemann-Liouville integral boundary conditions). The nonlinearities in the coupled system of equations depend on the unknown functions as well as their lower order fractional derivatives. We apply Leray-Schauder alternative and Banach’s contraction mapping principle to obtain the existence and uniqueness results for the given problem. An illustrative example is also discussed.     

Differential properties of a generalized solution to a hyperbolic system of first-order differential equations

We study some questions of the qualitative theory of differential equations. A Cauchy problem is considered for a hyperbolic system of two first-order differential equations whose right-hand sides contain some discontinuous functions. A generalized solution is defined as a continuous solution to the corresponding system of integral equations. We prove the existence and uniqueness of a generalized solution and study the differential properties of the obtained solution. In particular, its first-order partial derivatives are unbounded near certain parts of the characteristic lines. We observe that this property contradicts the common approach which uses the reduction of a system of two first-order equations to a single second-order equation.     

Integral equations related to the study of an inverse coefficient problem for a system of partial differential equations

We consider an inverse coefficient problem for a linear system of partial differential equations. The values of one solution component on a given curve are used as additional information for determining the unknown coefficient. The proof of the uniqueness of the solution of the inverse problem is based on the analysis of the unique solvability of a homogeneous integral equation of the first kind. The existence of a solution of the inverse problem is proved by reduction to a system of nonlinear integral equations.     

Bogolyubov-type theorem with constraints induced by a control system with hysteresis effect

We consider the problem of minimization of an integral functional with nonconvex with respect to the control integrand. We minimize our functional over the solution set of a control system described by two ordinary differential equations subject to a control constraint given by a multivalued mapping with closed nonconvex values. The coefficients of the equations and the constraint depend on the phase variables. One of the equations contains the subdifferential of the indicator function of a closed convex set depending on the unknown phase variable. The equation containing the subdifferential describes an input–output relation of hysteresis type.     

A numerical study of parabolic problems with nonlinear boundary conditions

In this paper, we consider an initial‐boundary value problem for a parabolic equation with nonlinear boundary conditions. The solution to the problem can be expressed as a convolution integral of a Green's function and two unknown functions. We change the problem to a system of two nonlinear Volterra integral equations of convolution type. By using an explicit procedure on the basis of Sinc‐function properties, the resulting integral equations are replaced by a system of nonlinear algebraic equations, whose solution yields an accurate approximate solution to the parabolic problem. Some examples are considered to illustrate the ability of the proposed method. Copyright © 2012 John Wiley & Sons, Ltd.     

The dynamic programming method in systems with states in the form of distributions

The problem of optimal control of a system with the initial state in the form of a known distribution function specified on a fixed time segment is considered. To solve this problem, an approach is used in which the state of the system is understood as a coordinate distribution at each instant of time. Analogs of the equations in the Hamiltonian formalism for the problem of minimizing the integral functional are derived. The solution to the problem of optimal control in the closed form for a linear system with an integral quadratic functional is presented.     

On a contact problem for a system of parabolic equations in the thermal conductivity of electric machines: II

The non-linear contact problem for the parabolic system of second order in the sense of Pietrovski, which is the generalization of the problem considered in Part I (preceding paper), is formulated. The matrix of fundamental solutions for parabolic systems of second order with coefficients containing unknown functions and their first-order derivatives is constructed and used to reduce the problem to the equivalent system of integral equations which is then reduced to a system of Volterra type of the second kind. The existence of the solution of the system obtained is proved by using the Schauder fixed-point theorem.     

Nonlocal problem with integral conditions for a system of hyperbolic equations in characteristic rectangle

We consider a nonlocal problem with integral conditions for a system of hyperbolic equations in rectangular domain. We investigate the questions of existence of unique classical solution to the problemunder consideration and approaches of its construction. Sufficient conditions of unique solvability to the investigated problem are established in the terms of initial data. The nonlocal problem with integral conditions is reduced to an equivalent problem consisting of the Goursat problem for the system of hyperbolic equations with functional parameters and functional relations. We propose algorithms for finding a solution to the equivalent problem with functional parameters on the characteristics and prove their convergence. We also obtain the conditions of unique solvability to the auxiliary boundary-value problem with an integral condition for the system of ordinary differential equations. As an example, we consider the nonlocal boundary-value problem with integral conditions for a two-dimensional system of hyperbolic equations.     

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.     

On the solvability of a boundary value problem for the Laplace equation on a screen with a boundary condition for a directional derivative

We consider a three-dimensional boundary value problem for the Laplace equation on a thin plane screen with boundary conditions for the “directional derivative”: boundary conditions for the derivative of the unknown function in the directions of vector fields defined on the screen surface are posed on each side of the screen. We study the case in which the direction of these vector fields is close to the direction of the normal to the screen surface. This problem can be reduced to a system of two boundary integral equations with singular and hypersingular integrals treated in the sense of the Hadamard finite value. The resulting integral equations are characterized by the presence of integral-free terms that contain the surface gradient of one of the unknown functions. We prove the unique solvability of this system of integral equations and the existence of a solution of the considered boundary value problem and its uniqueness under certain assumptions.     

System of nonlinear integral equations for the unknown functions in a functional-differential hyperbolic equation

We consider the inverse problem for a functional-differential equation in which the delay function and a function occurring in the source are unknown. The values of the solution and its derivative at x = 0 are given as additional information. We derive a system of nonlinear integral equations for the unknown functions. This system is used to prove a uniqueness theorem for the inverse problem.     

Optimal control problems for wave equations

The problem on minimizing a quadratic functional on trajectories of the wave equation is considered. We assume that the density of external forces is a control function. A control problem for a partial differential equation is reduced to a control problem for a countable system of ordinary differential equations by use of the Fourier method. The controllability problem for this countable system is considered. Conditions of the noncontrollability for some wave equations were obtained.