Application of wavelet transforms to the solution of boundary value problems for linear parabolic equations

A method based on wavelet transforms is proposed for finding weak solutions to initial-boundary value problems for linear parabolic equations with discontinuous coefficients and inexact data. In the framework of multiresolution analysis, the general scheme for finite-dimensional approximation in the regularization method is combined with the discrepancy principle. An error estimate is obtained for the stable approximate solution obtained by solving a set of linear algebraic equations for the wavelet coefficients of the desired solution.     

The uniform asymptotic stability of certain neutral differential-difference equations

In this paper we give a necessary and sufficient condition for a general class of neutral differential-difference equations to be exponentially stable. This condition is expressed in terms of certain bilinear functionals which are the equivalent of quadratic Liapunov functions for finite-dimensional systems.     

Gradient projection method for stable approximation of quasisolutions to irregular nonlinear operator equations

An iterative process of the gradient projection type is constructed and examined as a tool for approximating quasisolutions to irregular nonlinear operator equations in a Hilbert space. One step of this process combines a gradient descent step in a finite-dimensional affine subspace and the Fejrér operator with respect to the convex closed set to which the quasisolution belongs. It is proved that the approximations generated by the proposed method stabilize in a small neighborhood of the desired quasisolution, and the diameter of this neighborhood is estimated.     

Suboptimality Estimates for the Semi-Discretized LQR Problem for Parabolic PDEs

The linear quadratic regulator problem (LQR) for parabolic partial differential equations (PDEs) has been understood to be an infinite-dimensional Hilbert space equivalent of the finite-dimensional LQR problem known from mathematical systems theory. The matrix equations from the finite-dimensional case become operator equations in the infinite-dimensional Hilbert space setting. A rigorous convergence theory for the approximation of the infinite-dimensional problem by Galerkin schemes in the space variable has been developed over the past decades. Numerical methods based on this approximation have been proven capable of solving the case of linear parabolic PDEs. Embedding these solvers in a model predictive control (MPC) scheme, also nonlinear systems can be handled. Convergence rates for the approximation in the linear case are well understood in terms of the PDE's solution trajectories, as well as the solution operators of the underlying matrix/operator equations. However, in practice engineers are often interested in suboptimality results in terms of the optimal cost, i.e., evaluation of the quadratic cost functional. In this contribution, we are closing this gap in the theory. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The Galerkin scheme for Lavrentiev’sm-times iterated method to solve linear accretive Volterra integral equations of the first kind

In this paper, for the numerical solution of linear accretive Volterra integral equations of the first kind in Hilbert spaces we consider the Galerkin scheme for Lavrentiev’sm-times iterated method, i.e., for each parameter choice for Lavrentiev’sm-times iterated method the arisingm stabilized equations are discretized by the Galerkin scheme. An associated discrepancy principle as parameter choice strategy for this finite-dimensional version of Lavrentiev’sm-times iterated method is proposed, and corresponding convergence results are provided.     

Domain-imbedding alternating direction method for linear elliptic equations on irregular regions using collocation

A new method is presented for solving elliptic partial differential equations over two-dimensional irregular regions. The scheme imbeds the irregular region in a rectangle, and then uses an alternating direction iteration to solve the resulting system of linear equations. Collocation with cubic Hermite splines is used for discretization. The method is shown to be equivalent to a multiboundary alternating direction method. A theory of convergence for a simplified case is given, details of implementation are discussed, and two numerical illustrations are presented. © 1993 John Wiley & Sons, Inc.     

Error estimates for schemes of the projection-difference method for abstract quasilinear hyperbolic equations

We study the convergence of the three-layer scheme of the projection-difference method for abstract quasilinear hyperbolic equations in Hilbert space. We establish asymptotic energy error estimates for an arbitrary choice of finite-dimensional subspaces in which the approximation problems are solved.     

A fast finite difference method for biharmonic equations on irregular domains and its application to an incompressible Stokes flow

Biharmonic equations have many applications, especially in fluid and solid mechanics, but is difficult to solve due to the fourth order derivatives in the differential equation. In this paper a fast second order accurate algorithm based on a finite difference discretization and a Cartesian grid is developed for two dimensional biharmonic equations on irregular domains with essential boundary conditions. The irregular domain is embedded into a rectangular region and the biharmonic equation is decoupled to two Poisson equations. An auxiliary unknown quantity Δu along the boundary is introduced so that fast Poisson solvers on irregular domains can be used. Non-trivial numerical examples show the efficiency of the proposed method. The number of iterations of the method is independent of the mesh size. Another key to the method is a new interpolation scheme to evaluate the residual of the Schur complement system. The new biharmonic solver has been applied to solve the incompressible Stokes flow on an irregular domain.      

Dynamics and exact solutions of non-evolutionary partial differential equations

The article presents a new method for constructing exact solutions of non-evolutionary partial differential equations with two independent variables. The method is applied to the linear classical equations of mathematical physics: the Helmholtz equation and the variable type equation. The constructed method goes back to the theory of finite-dimensional dynamics proposed for evolutionary differential equations by B. Kruglikov, O. Lychagina and V. Lychagin. This theory is a natural development of the theory of dynamical systems. Dynamics make it possible to find families that depends on a finite number of parameters among all solutions of PDEs. The proposed method is used to construct exact particular solutions of linear differential equations (Helmholtz equations and equations of variable type).     

Versal unfoldings for linear retarded functional differential equations

We consider parametrized families of linear retarded functional differential equations (RFDEs) projected onto finite-dimensional invariant manifolds, and address the question of versality of the resulting parametrized family of linear ordinary differential equations. A sufficient criterion for versality is given in terms of readily computable quantities. In the case where the unfolding is not versal, we show how to construct a perturbation of the original linear RFDE (in terms of delay differential operators) whose finite-dimensional projection generates a versal unfolding. We illustrate the theory with several examples, and comment on the applicability of these results to bifurcation analyses of nonlinear RFDEs.     

Parametric integro-interpolational method of solution of singular integral equations

Use of a parametric intego-interpolational method is proposed for the study of singular integral equations with a singular kernel of Cauchy type; the method involves replacing the regular part of a quadratic formula with subsequent inversion of a singular integral. Justification is given for the computational scheme employed as well as for an estimate of the rate of convergence of the approximate solution, obtained with its aid, to the exact solution.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 11, pp. 1614–1617, November, 1992.     

Decomposition of a hierarchy of nonlinear evolution equations

The generalized Hamiltonian structures for a hierarchy of nonlinear evolution equations are established with the aid of the trace identity. Using the nonlinearization approach, the hierarchy of nonlinear evolution equations is decomposed into a class of new finite-dimensional Hamiltonian systems. The generating function of integrals and their generator are presented, based on which the finite-dimensional Hamiltonian systems are proved to be completely integrable in the Liouville sense. As an application, solutions for the hierarchy of nonlinear evolution equations are reduced to solving the compatible Hamiltonian systems of ordinary differential equations.     

Large deviation principle for stochastic evolution equations

Summary The large deviation principle obtained by Freidlin and Wentzell for measures associated with finite-dimensional diffusions is extended to measures given by stochastic evolution equations with non-additive random perturbations. The proof of the main result is adopted from the Priouret paper concerning finite-dimensional diffusions. Exponential tail estimates for infinite-dimensional stochastic convolutions are used as main tools.     

Splitting schemes for the ocean dynamics equations

A splitting scheme in physical processes is proposed for a system of large-scale ocean dynamics equations. The convergence to an exact solution is proved for this scheme.     

A posteriori error estimates of spectral method for optimal control problems governed by parabolic equations

In this paper,we investigate the Legendre Galerkin spectral approximation of quadratic optimal control problems governed by parabolic equations.A spectral approximation scheme for the parabolic optimal control problem is presented.We obtain a posteriori error estimates of the approximated solutions for both the state and the control.     

On a complete discretization scheme for an ill-posed Cauchy problem in a Banach space

A complete discretization scheme for an ill-posed Cauchy problem for abstract firstorder linear differential equations with sectorial operators in a Banach space is validated. The scheme combines a time semidiscretization of the equations and a finite-dimensional approximation of the spaces and operators. Regularization properties of the scheme are established. Error estimates are obtained in the case of approximate initial data under various a priori assumptions concerning the solution.     

An iterative scheme for solving nonlinear equations with monotone operators

An iterative scheme for solving ill-posed nonlinear operator equations with monotone operators is introduced and studied in this paper. A discrete version of the Dynamical Systems Method (DSM) algorithm for stable solution of ill-posed operator equations with monotone operators is proposed and its convergence is proved. A discrepancy principle is proposed and justified. A priori and a posteriori stopping rules for the iterative scheme are formulated and justified. AMS subject classification (2000)  47J05, 47J06, 47J35, 65R30     

On the numerical solution of Fredholm integral equations on unbounded intervals

The authors propose some numerical methods to solve Fredholm integral equations of the second kind on unbounded intervals. The proposed procedure includes projection methods and their discretized versions. Special attention is turned to the conditioning of the linear system corresponding to the finite-dimensional equation.     

On approximations of the Euler-Peano scheme for multivalued stochastic differential equations

It is known that a unique strong solution exists for multivalued stochastic differential equations under the Lipschitz continuity and linear growth conditions. In this paper we apply the Euler-Peano scheme to show that existence of weak solution and pathwise uniqueness still hold when the coefficients are random and satisfy one-sided locally Lipschitz continuous and an integral condition (i.e. Krylov's conditions put forward in On Kolmogorov's equations for finite-dimensional diffusions, Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions (Cetraro, 1998), Lecture Notes in Math., 1715, Springer, Berlin, 1999, pp. 1–63). When the coefficients are nonrandom and possibly discontinuous but only satisfy some integral conditions, the sequence of solutions of the Euler-Peano scheme converges weakly, and the limit is a weak solution of the corresponding MSDE. As a particular case, we obtain a global semi-flow for stochastic differential equations reflected in closed, convex domains.