Boundary displacement control at one end of a string in the presence of a nonlocal boundary condition of one of four types,and its optimization

In the present paper, we exhaustively solve the problem of boundary control by the displacement u(0, t) = µ(t) at the end x = 0 of the string in the presence of a model nonlocal boundary condition of one of four types relating the values of the displacement u(x, t) or its derivative u _x (x, t) at the boundary point x = l of the string to their values at some interior point \(\mathop x\limits^ \circ\).     

A boundary Schwarz lemma on the classical domain of type <Emphasis Type="Italic">I</Emphasis>

Let R _I (m, n) be the classical domain of type I in ? ^m×n with 1 ≤ m ≤ n. We obtain the optimal estimates of the eigenvalues of the Fréchet derivative Df(\(\mathop Z\limits^ \circ \)) at a smooth boundary fixed point \(\mathop Z\limits^ \circ \)of R _I (m, n) for a holomorphic self-mapping f of R _I (m, n). We provide a necessary and sufficient condition such that the boundary points of R _I (m, n) are smooth, and give some properties of the smooth boundary points of R _I (m, n). Our results extend the classical Schwarz lemma at the boundary of the unit disk Δ to R _I (m, n), which may be applied to get some optimal estimates in several complex variables.     

General compactly supported solution of an integral equation of the convolution type

We find the general form of solutions of the integral equation ∫k(t ? s)u₁(s) ds = u₂(t) of the convolution type for the pair of unknown functions u₁ and u₂ in the class of compactly supported continuously differentiable functions under the condition that the kernel k(t) has the Fourier transform \(\widetilde {{P_2}}\), where \(\widetilde {{P_1}}\) and \(\widetilde {{P_2}}\) are polynomials in the exponential e^iτx, τ > 0, with coefficients polynomial in x. If the functions \({P_l}\left( x \right) = \widetilde {{P_l}}\left( {{e^{i\tau x}}} \right)\), l = 1, 2, have no common zeros, then the general solution in Fourier transforms has the form U_l(x) = P_l(x)R(x), l = 1, 2, where R(x) is the Fourier transform of an arbitrary compactly supported continuously differentiable function r(t).     

Optimization of the control by elastic boundary forces at two ends of a string in an arbitrarily large time interval

We further develop the method, devised earlier by the authors, which permits finding closed-form expressions for the optimal controls by elastic boundary forces applied at two ends, x = 0 and x = l, of a string. In a sufficiently large time T, the controls should take the string vibration process, described by a generalized solution u(x, t) of the wave equation

$$u_{tt} (x,t) - u_{tt} (x,t) = 0,$$

from an arbitrary initial state

$$\{ u(x,0) = \varphi (x), u_t (x,0) = \psi (x)$$

to an arbitrary terminal state

$$\{ u(x,T) = \hat \varphi (x), u_t (x,T) = \hat \psi (x).$$

     

Parisian ruin over a finite-time horizon

For a risk process R_u(t) = u + ct- X(t), t≥0, where u≥0 is the initial capital, c 0 is the premium rate and X(t), t≥0 is an aggregate claim process, we investigate the probability of the Parisian ruin P_S(u, T_u) = P{inf (t∈[0,S]_(s∈[t,t+T_u])) sup R_u(s) 0}, S, T_u 0.For X being a general Gaussian process we derive approximations of P_S(u, T_u) as u →∞. As a by-product, we obtain the tail asymptotic behaviour of the infimum of a standard Brownian motion with drift over a finite-time interval.     

On the nonexistence of solutions of some anisotropic elliptic and backward parabolic inequalities

We study the nonexistence of weak solutions of higher-order elliptic and parabolic inequalities of the following types: \(\sum {_{i = 1}^N\sum\nolimits_{{e_i} \leqslant {\alpha _i} \leqslant {m_i}} {D_{{x_i}}^{{\alpha _i}}\left( {{A_{{\alpha _i}}}\left( {x,u} \right)} \right)} \geqslant f\left( {x,u} \right),} x \in {\mathbb{R}^N}\), and \({u_t} + \sum {_{i = 1}^N\sum\nolimits_{{k_i} \leqslant {\beta _i} \leqslant {n_i}} {D_{{x_i}}^{{\beta _i}}\left( {{B_{{\beta _i}}}\left( {x,t,u} \right)} \right)} > g\left( {x,t,u} \right),\left( {x,t} \right)} \in {\mathbb{R}^N} \times {\mathbb{R}_ + }\), where l _i , m _i , k _i , n _i ∈ N satisfy the condition l _i , k _i > 1 for all i = 1,..., N, and A _αi (x, u), B _βi (x, t, u), f(x, u), and g(x, t, u) are some given Carathéodory functions. Under appropriate conditions on the functions A _αi , B _βi , f, and g, we prove theorems on the nonexistence of solutions of these inequalities.     

Blow-up profile to solutions of NLS with oscillating nonlinearities

This paper is concerned with the blow-up solutions of nonlinear Schrödinger equation (NLS) with oscillating nonlinearities. The limiting profiles of the blow-up solutions u(t, x) with initial data \({\|u_0\|_{L^2}=\|Q\|_{L^2}}\) are obtained. It reads that \({|u(t,x)|^2\rightarrow \|Q\|_{L^2}^2\delta_{x=y_1}}\) (Dirac function), as \({t \rightarrow T}\) , and that u(t, x) converges strongly to Q(x) in the energy space \({\Sigma=\{u\in H^1; \int |x|^2|u|^2dx<\infty\}}\) up to scaling and phase parameters and also translation in the nonradial case.     

An asymptotic formula for the mean value of the V. I. Arnold function

An asymptotic formula for the mean value of the V. I. Arnold function A(n) = \(\tfrac{{\sigma (n)}}{{\tau (n)}}\) is obtained, here σ(n) = \(\mathop \Sigma \limits_{d|n} \) d is the sum of all divisors of the number n, τ (n) = \(\mathop \Sigma \limits_{d|n} \) 1 is their quantity.     

Continuous time random walks and the Cauchy problem for the heat equation

We deal with anomalous diffusions induced by continuous time random walks - CTRW in ?ⁿ. A particle moves in ?ⁿ in such a way that the probability density function u(·, t) of finding it in region Ω of ?ⁿ is given by ∫_Ωu(x, t)dx. The dynamics of the diffusion is provided by a space time probability density J(x, t) compactly supported in {t ≥ 0}. For t large enough, u satisfies the equation

$$u\left( {x,t} \right) = \left[ {\left( {J - \delta } \right)*u} \right]\left( {x,t} \right)$$

, where δ is the Dirac delta in space-time. We give a sense to a Cauchy type problem for a given initial density distribution f. We use Banach fixed point method to solve it and prove that under parabolic rescaling of J, the equation tends weakly to the heat equation and that for particular kernels J, the solutions tend to the corresponding temperatures when the scaling parameter approaches 0.

     

Averaging of systems of differential inclusions with slow and fast variables

We consider the system of differential inclusions

$$\dot x \in \mu F(t, x, y, \mu ), x(0) = x_0 , \dot y \in G(t, x, y, \mu ), y(0) = y_0 $$

, where F,G: D → Kυ (\(R^{m_1 } \)), Kυ (\(R^{m_2 } \)) are mappings into the sets of nonempty convex compact sets in the Euclidean spaces \(R^{m_1 } \) and \(R^{m_2 } \), respectively, D = R ₊ × \(R^{m_1 } \) × \(R^{m_2 } \) × [0, a], a > 0, and µ is a small parameter. The functions F and G and the right-hand side of the averaged problem \(\dot u\) ∈ µF ₀(u), u(0) = x ₀, F ₀(u) ∈ Kυ (\(R^{m_1 } \)), satisfy the one-sided Lipschitz condition with respect to the corresponding phase variables. Under these and some other conditions, we prove that, for each ? > 0, there exists a µ > 0 such that, for an arbitrary µ ∈ (0, µ₀] and any solution x _µ(·), y _µ(·) of the original problem, there exists a solution u _µ(·) of the averaged problem such that ∥x _µ(t) ? y _µ(t) ∥ ≤ ? for t ∈ [0, 1/µ]. Furthermore, for each solution u _µ(·)of the averaged problem, there exists a solution x _µ(·), y _µ(·) of the original problem with the same estimate.

     

Asymptotic behavior of the solution of a nonlinear integro-differential diffusion equation

We study the asymptotic behavior as t → ∞ of the solution of the initial-boundary value problem for the nonlinear integro-differential equation

$$\frac{{\partial U}}{{\partial t}} = \frac{\partial }{{\partial x}}\left[ {a\left( {\mathop \smallint \limits_0^t \left( {\frac{{\partial U}}{{\partial x}}} \right)^2 d\tau } \right)\frac{{\partial U}}{{\partial x}}} \right],$$

where a(S) = (1 + S) ^p , 0 < p ≤ 1. We consider problems with homogeneous boundary conditions as well as with a nonhomogeneous boundary condition on part of the boundary. The orders of convergence are established.

     

A Riemann-Hilbert Approach to the Chen-Lee-Liu Equation on the Half Line

In this paper, the Fokas unified method is used to analyze the initial-boundary value for the Chen- Lee-Liu equation

$i{\partial _t}u + {\partial_{xx}u - i |u{|^2}{\partial _x}u = 0}$

on the half line (?∞, 0] with decaying initial value. Assuming that the solution u(x, t) exists, we show that it can be represented in terms of the solution of a matrix Riemann-Hilbert problem formulated in the plane of the complex spectral parameter λ. The jump matrix has explicit (x, t) dependence and is given in terms of the spectral functions {a(λ), b(λ)} and {A(λ), B(λ)}, which are obtained from the initial data u₀(x) = u(x, 0) and the boundary data g₀(t) = u(0, t), g₁(t) = u_x(0, t), respectively. The spectral functions are not independent, but satisfy a so-called global relation.

     

Stabilization of a Class of Uncertain Systems

We consider the problem to synthesize a stabilizing control u synthesis for systems \(\frac{{dx}}{{dt}} = Ax + Bu\) where A ∈ ?^n×n and B ∈ ?^n×m, while the elements α_i,j(·) of the matrix A are uniformly bounded nonanticipatory functionals of arbitrary nature. If the system is continuous, then the elements of the matrix B are continuous and uniformly bounded functionals as well. If the system is pulse-modulated, then the elements of the matrix B are differentiable uniformly bounded functions of time. It is assumed that k isolated uniformly bounded elements \({\alpha _{{i_l},{j_l}}}\left( \cdot \right)\) satisfying the condition \(\mathop {\inf }\limits_{\left( \cdot \right)} \left| {{\alpha _{{i_l},{j_l}}}\left( \cdot \right)} \right|{\alpha _ - } > 0,\quad l \in \overline {1,k}\) are located above the main diagonal of the matrix A(·), where G _k is the set of all isolated elements of the system, J₁ is the set of indices of rows of matrix A(·) containing isolated elements, and J₂ is the set of indices of its rows free of isolated elements. It is assumed that other elements located above the main diagonal are sufficiently small provided that their row indices belong to J₁, i.e., \(\mathop {\sup }\limits_{\left( \cdot \right)} \left| {{\alpha _{i,j}}\left( \cdot \right)} \right| < \delta ,\quad {\alpha _{i,j}} \notin {G_k},\quad i \in {J_1},\quad j > i\). All other elements located above the main diagonal are uniformly bounded. The relation u = S(·)x is satisfied in the continuous case, while the relation u = ξ(t) is satisfied in the pulse-modulated case; here the components of the vector ξ are outputs of synchronous pulse elements. Constructing a special quadratic Lyapunov function, one can determine a matrix S(·) such that the closed system becomes globally exponentially stable in the continuous case. In the pulse-modulated case, input pulses are synthesized such that the system becomes globally asymptotically stable.     

Solvability of Mixed Problems for the Klein–Gordon–Fock Equation in the Class <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> for <Emphasis Type="Italic">p</Emphasis> ≥ 1

We prove that the mixed problem for the Klein–Gordon–Fock equation u _tt (x, t) ? u _xx (x, t) + au(x, t) = 0, where a ≥ 0, in the rectangle Q _T = [0 ≤ x ≤ l] × [0 ≤ t ≤ T] with zero initial conditions and with the boundary conditions u(0, t) = μ(t) ∈ L _p [0, T ], u(l, t) = 0, has a unique generalized solution u(x, t) in the class L _p (Q _T ) for p ≥ 1. We construct the solution in explicit analytic form.     

Asymptotic expansion of the solution of the initial value problem for a singularly perturbed ordinary differential equation

We consider the Cauchy problem for the nonlinear differential equation

$$\varepsilon \frac{{du}}{{dx}} = f(x,u),u(0,\varepsilon ) = R_0 ,$$

where ? > 0 is a small parameter, f(x, u) ∈ C ^∞ ([0, d] × ?), R ₀ > 0, and the following conditions are satisfied: f(x, u) = x ? u ^p + O(x ² + |xu| + |u|^p+1) as x, u → 0, where p ∈ ? \ {1} f(x, 0) > 0 for x > 0; f _u ²(x, u) < 0 for (x, u) ∈ [0, d] × (0, + ∞); Σ ₀ ^+∞ f _u ²(x, u) du = ?∞. We construct three asymptotic expansions (external, internal, and intermediate) and prove that the matched asymptotic expansion approximates the solution uniformly on the entire interval [0, d].

     

Inverse problem with nonlocal observation of finding the coefficient multiplying <Emphasis Type="Italic">u</Emphasis> <Subscript> <Emphasis Type="Italic">t</Emphasis> </Subscript> in the parabolic equation

We study the inverse problem of the reconstruction of the coefficient ?(x, t) = ?⁰(x, t) + r(x) multiplying u_t in a nonstationary parabolic equation. Here ?⁰(x, t) ≥ ?⁰ > 0 is a given function, and r(x) ≥ 0 is an unknown function of the class L_∞(Ω). In addition to the initial and boundary conditions (the data of the direct problem), we pose the problem of nonlocal observation in the form ∫₀^Tu(x, t) dμ(t) = χ(x) with a known measure dμ(t) and a function χ(x). We separately consider the case dμ(t) = ω(t)dt of integral observation with a smooth function ω(t). We obtain sufficient conditions for the existence and uniqueness of the solution of the inverse problem, which have the form of ready-to-verify inequalities. We suggest an iterative procedure for finding the solution and prove its convergence. Examples of particular inverse problems for which the assumptions of our theorems hold are presented.     

Approximate solution of a parabolic equation with the use of a rational approximation to the operator exponential

For the abstract parabolic equation \(\dot x = Bx + bv\left( t \right)\) with an unbounded self-adjoint operator B, where b is a vector and v(t) is a scalar function, we suggest a solution method based on the evaluation of some rational function of the operator B. We obtain a priori estimates of the approximation error for the output function y(t) = <x(t), l>, where l is a given vector. The results of a numerical experiment for the inhomogeneous heat equation are presented.     

Oscillation criteria for quasi-linear functional dynamic equations on time scales

This paper is concerned with oscillation of the second-order quasilinear functional dynamic equation

$$(r(t)(x^\Delta (t))^\gamma )^\Delta + p(t)x^\beta (\tau (t)) = 0,$$

on a time scale \(\mathbb{T}\) where γ and β are quotient of odd positive integers, r, p, and τ are positive rd-continuous functions defined on \(\mathbb{T},\tau :\mathbb{T} \to \mathbb{T}\) and \(\mathop {\lim }\limits_{t \to \infty } \tau (t) = \infty \). We establish some new sufficient conditions which ensure that every solution oscillates or converges to zero. Our results improve the oscillation results in the literature when γ = β, and τ(t) ≤ t and when τ(t) > t the results are essentially new. Some examples are considered to illustrate the main results.

     

Heat Kernels of Non-symmetric Jump Processes: Beyond the Stable Case

Let J be the Lévy density of a symmetric Lévy process in \(\mathbb {R}^{d}\) with its Lévy exponent satisfying a weak lower scaling condition at infinity. Consider the non-symmetric and non-local operator

$$\mathcal{L}^{\kappa}f(x):= \lim_{{\varepsilon} \downarrow 0} {\int}_{\{z \in \mathbb{R}^{d}: |z|>{\varepsilon}\}} (f(x+z)-f(x))\kappa(x,z)J(z)\, dz\, , $$

where κ(x, z) is a Borel function on \(\mathbb {R}^{d}\times \mathbb {R}^{d}\) satisfying 0 < κ ₀ ≤ κ(x, z) ≤ κ ₁, κ(x, z) = κ(x,?z) and |κ(x, z) ? κ(y, z)|≤ κ ₂|x ? y| ^β for some β ∈ (0, 1]. We construct the heat kernel p ^κ (t, x, y) of \(\mathcal {L}^{\kappa }\), establish its upper bound as well as its fractional derivative and gradient estimates. Under an additional weak upper scaling condition at infinity, we also establish a lower bound for the heat kernel p ^κ .

     

Partial Gaussian Bounds for Degenerate Differential Operators

Let S be the semigroup on \(L_2({{\bf R}}^d)\) generated by a degenerate elliptic operator, formally equal to \(- \sum \partial_k \, c_{kl} \, \partial_l\), where the coefficients c _kl are real bounded measurable and the matrix C(x)?=?(c _kl (x)) is symmetric and positive semi-definite for all x?∈?R ^d . Let Ω???R ^d be a bounded Lipschitz domain and μ?>?0. Suppose that C(x)?≥?μ I for all x?∈?Ω. We show that the operator P _Ω S _t P _Ω has a kernel satisfying Gaussian bounds and Gaussian Hölder bounds, where P _Ω is the projection of \(L_2({{\bf R}}^d)\) onto L ₂(Ω). Similar results are for the operators u ? χ S _t (χ u), where \(\chi \in C_{\rm b}^\infty({{\bf R}}^d)\) and C(x)?≥?μI for all \(x \in {\mathop{\rm supp}} \chi\).