Blow-up phenomena for a semilinear heat equation with nonlinear boundary condition, I

We consider the blow-up of the solution to a semilinear heat equation with nonlinear boundary condition. We establish conditions on nonlinearities sufficient to guarantee that u(x, t) exists for all time t > 0 as well as conditions on data forcing the solution u(x, t) to blow up at some finite time t*. Moreover, an upper bound for t* is derived. Under somewhat more restrictive conditions, lower bounds for t* are also derived.     

Blow-up phenomena for a semilinear heat equation with nonlinear boundary condition, I

We consider the blow-up of the solution to a semilinear heat equation with nonlinear boundary condition. We establish conditions on nonlinearities sufficient to guarantee that u(x, t) exists for all time t > 0 as well as conditions on data forcing the solution u(x, t) to blow up at some finite time t*. Moreover, an upper bound for t* is derived. Under somewhat more restrictive conditions, lower bounds for t* are also derived.     

Solvability,controllability, and observability of singular systems

The problems of solvability, controllability, and observability for the singular systemKx(t)=Ax(t)+Bu(t) are studied, whereK is a singular, square matrix andu(t) is a complex vector function sufficiently differentiable. The classical theories of matrix pencils are first related to the solvability of singular systems. Then, the concepts of reachability, controllability, and observability of regular systems are extended to singular systems. Finally, the set of reachable states is described. The proposed matrix conditions for testing the controllability and observability of singular systems are simple and always feasible.     

Generalization of the Jurdjevic-Quinn theorem and stabilization of bilinear control systems with periodic coefficients: I

The Jurdjevic-Quinn theorem on the global asymptotic stabilization of the origin is generalized to nonlinear time-varying affine control systems with periodic coefficients. The proof is based on the Krasovskii theorem on the global asymptotic stability for periodic systems and the introduced notion of “commutator” for two vector fields one of which is time-varying. The obtained sufficient conditions for stabilization are applied to bilinear control systems with periodic coefficients. We construct a control periodic in t in the form of a quadratic form in x that asymptotically stabilizes the zero solution of a bilinear periodic system with a time-invariant drift.     

Estimation of the Density of Hypoelliptic Diffusion Processes with Application to an Extended Itô's Formula

We prove a uniform bound for the density, p _t (x), of the solution at time t(0, 1] of a 1-dimensional stochastic differential equation, under hypoellipticity conditions. A similar bound is obtained for an expression involving the distributional derivative (with respect to x) of p _t (x). These results are applied to extend the Itô formula to the composition of a function (satisfying slight regularity conditions) with a hypoelliptic diffusion process in the spirit of the work of Föllmer et al. ⁽⁵⁾     

Exponential decay bounds for nonlinear heat problems with Robin boundary conditions

We investigate the behavior of the solution of a nonlinear heat problem, when Robin conditions are prescribed on the boundary ∂Ω × (t > 0), Ω a bounded R ² domain. We determine conditions on the geometry and data sufficient to preclude the blow up of the solution and to obtain an exponential decay bound for the solution and its gradient.     

Finite-parameter feedback stabilization of original Burgers' equations and Burgers' equation with nonlocal nonlinearities

We study the problem of global exponential stabilization of original Burgers' equations and the Burgers' equation with nonlocal nonlinearities by controllers depending on finitely many parameters. We investigate both equations by employing controllers based on finitely many Fourier modes and the latter equation by employing finitely many volume elements. To ensure global exponential stabilization, we have provided sufficient conditions on the control parameters for each problem. We also show that solutions of the controlled equations are steering a concrete solution of the non-controlled system as t → ∞ with an exponential decay rate.     

Exponential decay bounds for nonlinear heat problems with Robin boundary conditions

We investigate the behavior of the solution of a nonlinear heat problem, when Robin conditions are prescribed on the boundary ∂Ω × (t > 0), Ω a bounded R ² domain. We determine conditions on the geometry and data sufficient to preclude the blow up of the solution and to obtain an exponential decay bound for the solution and its gradient. Supported by the University of Cagliari.     

On a McKean‐Vlasov Stochastic Integro‐differential Evolution Equation of Sobolev‐Type

Abstract

We establish the global existence and uniqueness of mild solutions for a class of first‐order abstract stochastic Sobolev‐type integro‐differential equations in a real separable Hilbert space in which we allow the nonlinearities at a given time t to depend not only on the state of the solution at time, t, but also on the corresponding probability distribution at time t. Results concerning the continuous dependence of solutions on the initial data and almost sure exponential stability, as well as an extension of the existence result to the case in which the classical initial condition is replaced by a so‐called nonlocal initial condition, are also discussed. Finally, an example is provided to illustrate the applicability of the general theory.     

On analytic solutions of operator differential equations

We find conditions on a closed operator A in a Banach space that are necessary and sufficient for the existence of solutions of a differential equation y′(t) = Ay(t), t ∈[0,∞),in the classes of entire vector functions with given order of growth and type. We present criteria for the denseness of classes of this sort in the set of all solutions. These criteria enable one to prove the existence of a solution of the Cauchy problem for the equation under consideration in the class of analytic vector functions and to justify the convergence of the approximate method of power series. In the special case where A is a differential operator, the problem of applicability of this method was first formulated by Weierstrass. Conditions under which this method is applicable were found by Kovalevskaya.     

Directed t-Packings and Directed t-Steiner Systems

The aim of this paper is an investigation of directed t-packings and in particular of directed t-Steiner systems. A new upper bound on the number of points k for directed t-Steiner systems T(t,k,k) is obtained. We disprove a conjecture of Levenshtein on T(t,k,k) for t 3 by showing that a T(4,6,6) exists. Furthermore, it is proved that the symmetric group S ₆ can be partitioned into 30 disjoint T(4,6,6)s. Extensive computer search shows that the tight upper bound on K for t =4,5 is 6 and for t=6 is 7. The non-existence of further small directed t-Steiner systems is established, and large directed t-packings for t,4,5,6 are constructed.     

Total FETI for contact problems with additional nonlinearities

The paper is concerned with application of a new variant of the Finite Element Tearing and Interconnecting (FETI) method, referred to as the Total FETI (TFETI), to the solution to contact problems with additional nonlinearities. While the standard FETI methods assume that the prescribed Dirichlet conditions are inherited by subdomains, TFETI enforces both the compatibility between subdomains and the prescribed displacements by the Lagrange multipliers. If applied to the contact problems, this approach not only transforms the general nonpenetration constraints to the bound constraints, but it also generates an enriched natural coarse grid defined by the a priori known kernels of the stiffness matrices of the subdomains exhibiting rigid body modes. We combine our in a sense optimal algorithms for the solution to bound and equality constrained problems with geometric and material nonlinearities. The section on numerical experiments presents results of solution to bolt and nut contact problem with additional geometric and material nonlinear effects. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The Generalized Riemann Problem for First Order Quasilinear Hyperbolic Systems of Conservation Laws II

In this paper, we are concerned with the existence and uniqueness of the local solution to the generalized Riemann problem for first order quasi-linear hyperbolic systems of conservation laws in the presence of the shock wave with large amplitude and the centered wave. Apart from some exceptions, we prove the problem admits a unique piecewise smooth solution u=u(t,x), and this solution has a structure similar to the similarity solution u=u(x/t) of the corresponding Riemann problem in the neighborhood of the origin, provided that the coefficients of the system and the initial conditions are sufficiently smooth. The application of our results in rich system is also given.     

Runge-Kutta Methods for the Numerical Solution of Stiff Semilinear Systems

This paper studies the stability and convergence properties of general Runge-Kutta methods when they are applied to stiff semilinear systems y(t) = J(t)y(t) + g(t, y(t)) with the stiffness contained in the variable coefficient linear part.We consider two assumptions on the relative variation of the matrix J(t) and show that for each of them there is a family of implicit Runge-Kutta methods that is suitable for the numerical integration of the corresponding stiff semilinear systems, i.e. the methods of the family are stable, convergent and the stage equations possess a unique solution. The conditions on the coefficients of a method to belong to these families turn out to be essentially weaker than the usual algebraic stability condition which appears in connection with the B-stability and convergence for stiff nonlinear systems. Thus there are important RK methods which are not algebraically stable but, according to our theory, they are suitable for the numerical integration of semilinear problems.This paper also extends previous results of Burrage, Hundsdorfer and Verwer on the optimal convergence of implicit Runge-Kutta methods for stiff semilinear systems with a constant coefficients linear part.     

Two-dimensional Fuchsian systems and the Chebyshev property

Let (x(t),y(t))^? be a solution of a Fuchsian system of order two with three singular points. The vector space of functions of the form P(t)x(t)+Q(t)y(t), where P,Q are real polynomials, has a natural filtration of vector spaces, according to the asymptotic behavior of the functions at infinity. We describe a two-parameter class of Fuchsian systems, for which the corresponding vector spaces obey the Chebyshev property (the maximal number of isolated zeros of each function is less than the dimension of the vector space). Up to now, only a few particular systems were known to possess such a non-oscillation property. It is remarkable that most of these systems are of the type studied in the present paper. We apply our results in estimating the number of limit cycles that appear after small polynomial perturbations of several quadratic or cubic Hamiltonian systems in the plane.     

Reid Roundabout Theorem for Symplectic Dynamic Systems on Time Scales

The principal aim of this paper is to state and prove the so-called Reid roundabout theorem for the symplectic dynamic system (S) z ^Δ = \cal S _t z on an arbitrary time scale \Bbb T , so that the well known case of differential linear Hamiltonian systems ( \Bbb T = \Bbb R ) and the recently developed case of discrete symplectic systems ( \Bbb T = \Bbb Z ) are unified. We list conditions which are equivalent to the positivity of the quadratic functional associated with (S), e.g. disconjugacy (in terms of no focal points of a conjoined basis) of (S), no generalized zeros for vector solutions of (S), and the existence of a solution to the corresponding Riccati matrix equation. A certain normality assumption is employed. The result requires treatment of the quadratic functionals both with general and separated boundary conditions. Accepted 28 August 2000. Online publication 26 February 2001.     

A splitting preconditioner for saddle point problems

For large sparse systems of linear equations iterative techniques are attractive. In this paper, we study a splitting method for an important class of symmetric and indefinite system. Theoretical analyses show that this method converges to the unique solution of the system of linear equations for all t>0 (t is the parameter). Moreover, all the eigenvalues of the iteration matrix are real and nonnegative and the spectral radius of the iteration matrix is decreasing with respect to the parameter t. Besides, a preconditioning strategy based on the splitting of the symmetric and indefinite coefficient matrices is proposed. The eigensolution of the preconditioned matrix is described and an upper bound of the degree of the minimal polynomials for the preconditioned matrix is obtained. Numerical experiments of a model Stokes problem and a least‐squares problem with linear constraints presented to illustrate the effectiveness of the method. Copyright © 2011 John Wiley & Sons, Ltd.     

On the number of singular points of weak solutions to the Navier‐Stokes equations

We consider a suitable weak solution to the three‐dimensional Navier‐Stokes equations in the space‐time cylinder Ω × ]0, T[. Let Σ be the set of singular points for this solution and Σ (t) ≡ {(x, t) ∈ Σ}. For a given open subset ω ? Ω and for a given moment of time t ∈]0, T[, we obtain an upper bound for the number of points of the set Σ(t) ? ω. © 2001 John Wiley & Sons, Inc.     

Investigation of a nonlinear heat equation with a quadratic source

We consider a particular case of the nonlinear heat equation on a straight line. A family of exact solutions of the form p(t) + q(t) cos (x/ ) is constructed, where p(t) and q(t) satisfy some dynamical system. A detailed analysis of the system is given. The existence of blowup solutions as well as solutions that decay to a nonzero background is proved for the Cauchy problem for the given equation. Part of the solutions from this family are close in a certain sense to the analytical solution of the nonlinear equation with power nonlinearities evolving in the S-regime. Profiles of various solutions are constructed and localization is investigated numerically. __________ Translated from Prikladnaya Matematika i Informatika, No. 24, pp. 5–23, 2006.