The Cauchy problem for a linear parabolic partial differential equation

Numerical approximation of the solution of the Cauchy problem for the linear parabolic partial differential equation is considered. The problem: (p(x)u_x)_x ? q(x)u = p(x)u_t, 0 < x < 1,0 < t? T; $\text{u(0, t) = ?}{}_1\text{(t), 0 < t ? T}$; $\text{u(1,t) = ?}{}_2\text{(t), 0 < t ? T}$; p(0) u_x(0, t) = g(t), 0 < t₀ ? t ? T, is ill-posed in the sense of Hadamard. Complex variable and Dirichlet series techniques are used to establish Hölder continuous dependence of the solution upon the data under the additional assumption of a known uniform bound for ¦ u(x, t)¦ when 0 ? x ? 1 and 0 ? t ? T. Numerical results are obtained for the problem where the data ?₁, ?₂ and g are known only approximately.     

Some asymptotic boundary behavior of solutions of non-linear parabolic initial-boundary value problems

For parabolic initial boundary value problems various results such as $\text{lim}{}_{\mathrm{t\; \downarrow \; 0}}\text{{}\text{(}\text{?u}\text{t6x}\text{)(0, t)}\text{(}\text{?u}{}_{\mathrm{\alpha }}\text{?x}\text{)(0, t)}}\text{= 1}$, where u satisfies $\text{?u}\text{?t}\text{= a(u)(}\text{?}{}^2\text{u}\text{?x}{}^2\text{), 0 < x < 1, 0 < t ? T, u(x, 0) = 0, u(0, t) = |}{}_1\text{(t), 0 < t ? T, u(1, t) = |}{}_2\text{(t), 0 < t ? T, u}{}_{\mathrm{\alpha }}\text{satisfies}\text{(}\text{?u}{}_{\mathrm{\alpha }}\text{?t}\text{) = α(}\text{?}{}^2\text{u}{}_{\mathrm{\alpha }}\text{?x}{}^2\text{), 0 < x < 1, 0 < t ? T, u}{}_{\mathrm{\alpha }}\text{(x, 0) = 0, u}{}_{\mathrm{\alpha }}\text{(0, t) = |}{}_1\text{(t), 0 < t ? T, u}{}_{\mathrm{\alpha }}\text{(1, t) = |}{}_2\text{(t), 0 < t ? T,}\text{and}\text{α = a(0)}$, are demonstrated via the maximum principle and potential theoretic estimates.     

On asymptotic solutions of the renewal equation

Consider the renewal equation in the form (¹) $\text{u(t) = g(t) + ∝}{}_{\mathrm{o}}{}^{\mathrm{t}}\text{u(t ? τ) ?(τ) dτ}$, where $\text{?(t)}$ is a probability density on [0, ∞) and lim_{t → ∞}g(t) = g₀. Asymptotic solutions of (¹) are given in the case when f(t) has no expectation, i.e., $\text{∝}{}_0{}^{\mathrm{\infty }}\text{t?(t)dt = ∞}$. These results complement the classical theorem of Feller under the assumption that f(t) possesses finite expectation.     

Asymptotic stability of some quasilinear parabolic equations in divergence form. L∞ results

In this paper we study the behavior of solutions of some quasilinear parabolic equations of the form

$\text{(}\text{?u}\text{?t}\text{) ?}\text{∑}\text{i=1}\text{n}\text{(}\text{d}\text{dx}{}_{\mathrm{i}}\text{) a}{}_{\mathrm{i}}\text{(x, t, u, u}{}_{\mathrm{x}}\text{) + a(x, t, u, u}{}_{\mathrm{x}}\text{)u + f(x, t) = O,}$

as t → ∞. In particular, the solutions of these equations will decay to zero as t → ∞ in the L^∞ norm.     

Concrete model theory for a class of operators with unitary part

Let m and v_t, 0 ? t ? 2π be measures on T = [0, 2π] with m smooth. Consider the direct integral $\text{H}$ = ⊕L²(v^t) dm(t) and the operator $\text{(L?)(t, λ) = e}{}^{\mathrm{?i\lambda }}\text{?(t, λ) ? 2e}{}^{\mathrm{?i\lambda }}\text{∫}{}_{\mathrm{t}}{}^{\mathrm{2\pi }}\text{∫}{}_{\mathrm{T}}\text{?(s, x) e(s, t) dv}{}_{\mathrm{s}}\text{(x) dm(s)}$ on $\text{H}$, where e(s, t) = exp ∫_s^t ∫_Tdv_λ(θ) dm(λ). Let μ_t be the measure defined by $\text{∫}{}_{\mathrm{T}}\text{?(x) dμ}{}_{\mathrm{t}}\text{(x) = ∫}{}_0{}^{\mathrm{t}}\text{∫}{}_{\mathrm{T}}\text{?(x) dv}{}_{\mathrm{s}}\text{dm(s)}$ for all continuous ?, and let ?_t(z) = exp[?∫ (e^iθ + z)(e^iθ ? z)^?1dμ_t(gq)]. Call {v_t} regular iff for all $\text{t, ¦?}{}_{\mathrm{t}}\text{(e}{}^{\mathrm{i\theta }}\text{)¦ = ¦?}{}_{\mathrm{2\pi }}\text{(e}{}^{\mathrm{i\theta }}\text{)¦}$ for 1 a.e.     

Analyticity of solutions of nonlinear evolution equations

Analyticity in t of solutions u(t) of nonlinear evolution equations of the form $\text{u′ + A(t, u)u = ?(t, u), t > 0, u(0) = u}{}_0$, is established under suitable conditions on $\text{A(t, u), ?(t, u),}\text{and}\text{u}{}_0$. An application is given to quasilinear parabolic equations.     

Numerical solution of a nonlinear integro-differential equation

Galerkin's method with appropriate discretization in time is considered for approximating the solution of the nonlinear integro-differential equation $\text{u}{}_{\mathrm{t}}\text{(x, t) = ∝}{}_0{}^{\mathrm{t}}\text{a(t ? τ)}\text{?}\text{?x}\text{σ(u}{}_{\mathrm{x}}\text{(x, τ)) dτ + f(x, t)}$, 0 < x < 1, 0 < t < T.An error estimate in a suitable norm will be derived for the difference u ? u^h between the exact solution u and the approximant u^h. It turns out that the rate of convergence of u^h to u as h → 0 is optimal. This result was confirmed by the numerical experiments.     

Asymptotic properties of general symmetric hyperbolic systems

Results on partition of energy and on energy decay are derived for solutions of the Cauchy problem $\text{?u}\text{?t}\text{+ ∑}{}_{\mathrm{j\; =\; 1}}{}^{\mathrm{n}}\text{A}{}_{\mathrm{j}}\text{?u}\text{?x}{}_{\mathrm{j}}\text{= 0, u(0, x) = ?(x)}$. Here the A_j's are constant, k × k Hermitian matrices, x = (x₁,…, x_n), t represents time, and u = u(t, x) is a k-vector. It is shown that the energy of Mu approaches a limit $\text{E}{}_{\mathrm{M}}\text{(?)}\text{as}\text{¦ t ¦ → ∞}$, where M is an arbitrary matrix; that there exists a sufficiently large subspace of data ?, which is invariant under the solution group U₀(t) and such that $\text{U}{}_0\text{(t)? = 0}\text{for}\text{¦ x ¦ ? a ¦ t ¦ ? R, a}\text{and}\text{R}$ depending on ? and that the local energy of nonstatic solutions decays as $\text{¦ t ¦ → ∞}$. More refined results on energy decay are also given and the existence of wave operators is established, considering a perturbed equation $\text{E(x)}\text{?u}\text{?t}\text{+ ∑}{}_{\mathrm{j\; =\; 1}}{}^{\mathrm{n}}\text{A}{}_{\mathrm{j}}\text{?u}\text{?x}{}_{\mathrm{j}}\text{= 0,}\text{where}\text{¦ E(x) ? I ¦ = O(¦ x ¦}{}^{\mathrm{?1\; ?\; ?}}\text{)}$ at infinity.     

A comparison of different compactness notions in fuzzy topological spaces

Starting from a defining differential equation $\text{(}\text{?}\text{?t}\text{) W(λ, t, u) = (}\text{λ(u ? t)}\text{p(t)}\text{) W(λ, t, u)}$ of the kernel of an exponential operator $\text{S}{}_{\mathrm{\lambda }}\text{(?, t) = ∫}{}_{\mathrm{?\infty }}{}^{\mathrm{\infty }}\text{W(λ, t, u)?(u) du}$ with normalization ∫_?∞^∞W(λ, t, u) du = 1, we determine S_λ for various p(t) including; for example, p(t) a quadratic polynomial, all the known exponential operators are recovered and some new ones are constructed. It is shown that all the exponential operators are approximation operators. Further approximation properties of these operators are discussed. For example, functions satisfying $\text{∥ S}{}_{\mathrm{\lambda }}\text{(?, t) ? ?(t)∥ = O(λ}{}^{\mathrm{?\alpha }}\text{)}$ are characterized. Several results of C. P. May are also improved.     

Boundary layer methods for certain nonlinear singularly perturbed optimal control problems

We shall examine the control problem consisting of the system $\text{dx}\text{dt}\text{= f}{}_1\text{(x, z, u, t, ?)}$$\text{?(}\text{dz}\text{dt}\text{) = f}{}_2\text{(x, z, u, t, ?)}$ on the interval 0 ? t ? 1 with the initial values x(0, ?) and z(0, ?) prescribed, where the cost functional J(?) = π(x(1, ?), z(1, ?), ?) + ∝₀¹V(x(t, ?), z(t, ?), u(t, ?), t, ?) dt is to be minimized. We shall restrict attention to the special problem where the f_i's are linear in z and u, V is quadratic in z and independent of z when ? = 0, π and V are positive semidefinite functions of x and z, and V is a positive definite function of u. Under appropriate conditions, we shall obtain an asymptotic solution of the problem valid as the small parameter ? tends to zero. The techniques of constructing such asymptotic expansions will be stressed.     

An abstract nonlinear Volterra integrodifferential equation

We study the nonlinear Volterra equation $\text{u′(t) + Bu(t) + ∫}{}_0{}^{\mathrm{t}}\text{a(t ? s) Au(s) ds ? F(t) (0 < t < ∞) (′ =}\text{d}\text{dt}\text{), u(0) = u}{}_0$, (¹) as well as the corresponding problem with infinite delay $\text{u′(t) + Bu(t) + ∫}{}_{\mathrm{?\infty }}{}^{\mathrm{t}}\text{a(t ? s) Au(s) ds ? ?(t) (0 < t < ∞), u(t) = h(t) (?∞ < t ? 0)}$. (⁷) Under various assumptions on the nonlinear operators A, B and on the given functions a, F, f, h existence theorems are obtained for (¹) and (⁷, followed by results concerning boundedness and asymptotic behaviour of solutions on (0 ? < ∞); two applications of the theory to problems of nonlinear heat flow with “infinite memory” are also discussed.     

The sum of aΩ(n) over integers n ≤ x with all prime factors between a and y

For a > 0 let $\text{ψ}{}_{\mathrm{a}}\text{(x, y) =}\text{Σ}\text{a}{}^{\mathrm{\Omega (n)}}$, the sum taken over all n, 1 ≤ n ≤ x such that if p is prime and p|n then a < p ≤ y. It is shown for u < about ($\text{log log}\text{x}\text{log log log}\text{x}$) that $\text{ψ}{}_{\mathrm{a}}\text{(x, x}{}^{\mathrm{<mtext>1</mtext><mtext>u</mtext>}}\text{) ? x(}\text{log}\text{x)}{}^{\mathrm{a?1}}\text{p}{}_{\mathrm{a}}\text{(u)}$, where p_a(u) solves a delay differential equation much like that for the Dickman function p(u), and the asymptotic behavior of p_a(u) is worked out.     

Uniqueness and continuous dependence results for solutions of singular differential equations

Solutions of Cauchy problems for the singular equations $\text{u}{}_{\mathrm{tt}}\text{+ (}\text{Ψ(t)}\text{t}\text{) u}{}_{\mathrm{t}}\text{= Mu}$ (in a Hilbert space setting) and $\text{u}{}_{\mathrm{t}}\text{+ Δu +}\text{∑}\text{m}\text{i=1}\text{((}\text{k}{}_{\mathrm{i}}\text{x}{}_{\mathrm{i}}\text{)(}\text{?}{}_{\mathrm{i}}\text{?}{}_{\mathrm{i}}\text{)) + g(t)u=0}\text{in}\text{ω × |0,T)}$, ω={(x₁,…,x_M)ε$\text{R}$^m: 0 < x_i < c_i for each i=1,…,m} are shown to be unique and to depend Hölder continuously on the initial data in suitably chosen measures for 0?t < T < ∞. Logarithmic convexity arguments are used to derive the inequalities from which such results can be deduced.     

On the null-controllability of nonlinear delay systems with restrained controls

Sufficient conditions are developed for the null-controllability of the nonlinear delay process (1) $\text{x}\text{?}\text{(t) = L(t, x}{}_{\mathrm{t}}\text{) + B(t) u(t) + f(t, x}{}_{\mathrm{t}}\text{, u(t))}$ when the values of the control functions u lie in an m-dimensional unit cube C^m of E^m. Conditions are placed on f which guarantee that if the uncontrolled system $\text{x}\text{?}\text{(t) = L(t, x}{}_{\mathrm{t}}\text{)}$ is uniformly asymptotically stable and if the linear control system x(t) = L(t, x_t) + B(t) u(t) is proper, then (1) is null-controllable.     

Weak solutions for a nonlinear dispersive equation

In this paper we study the existence, uniqueness, and regularity of the solutions for the Cauchy problem for the evolution equation $\text{u}{}_{\mathrm{t}}\text{+ (f (u))}{}_{\mathrm{x}}\text{? u}{}_{\mathrm{xxt}}\text{= g(x, t), (}{}^1\text{)}\text{where}\text{u = u(x, t), x}$ is in (0, 1), 0 ? t ? T, T is an arbitrary positive real number,f(s)?C¹$\text{R}$, and g(x, t)?L^∞(0, T; L²(0, 1)). We prove the existence and uniqueness of the weak solutions for (¹) using the Galerkin method and a compactness argument such as that of J. L. Lions. We obtain regular solutions using eigenfunctions of the one-dimensional Laplace operator as a basis in the Galerkin method.     

Singular perturbation problems for linear parabolic differential operators of arbitrary order

We consider the first initial-boundary value problem for $\text{(}\text{?u}\text{?t}\text{) + ?L}{}_1\text{u + L}{}_0\text{u = f(L}{}_0$ and L₁ are linear elliptic partial differential operators) and investigate the properties of u(x, t, ?) as ? ↓ 0 in the maximum norm. Special attention is paid to approximations obtained by the boundary layer method. We use a priori estimates.     

Finite differences versus finite elements for solving nonlinear integro-differential equations

Consider the nonlinear integro-differential equation $\text{u}{}_{\mathrm{t}}\text{(x, t) = ∝}{}_0{}^{\mathrm{t}}\text{a(t?τ)}\text{?}\text{?x}\text{σ(u}{}_{\mathrm{x}}\text{(x, τ)) dτ + f(x, t)}$, 0 < x <, 0 < t < T, with appropriate initial and boundary conditions. This problem serves as a model for one-dimensional heat flow in materials with memory. The numerical solution via finite elements was discussed in B. Neta [J. Math. Anal. Appl.89 (1982), 598–611]. In this paper we compare the results obtained there with finite difference approximation from the point of view of accuracy and computer storage. It turns out that the finite difference method yields comparable results for the same mesh spacing using less computer storage.     

On Lp estimates for the wave equation

New and more elementary proofs are given of two results due to W. Littman: (1) Let $\text{n ? 2, p ?}\text{2n}\text{(n ? 1)}$. The estimate $\text{∫∫ (¦▽u¦}{}^{\mathrm{p}}\text{+ ¦u}{}_{\mathrm{t}}\text{¦}{}^{\mathrm{p}}\text{) dx dt ? C ∫∫ ¦□u¦}{}^{\mathrm{p}}\text{dx dt}$ cannot hold for all u?C₀^∞(Q), Q a cube in $\text{R}{}^{\mathrm{<mi\; mathvariant="italic"\; is="true">n</mi>}}\text{× R}$, some constant C. (2) Let n ? 2, p ≠ 2. The estimate $\text{∫ (¦▽(t)¦}{}^{\mathrm{p}}\text{+ ¦u}{}_{\mathrm{t}}\text{(t)¦}{}^{\mathrm{p}}\text{) dx ? C(t) ∫ (¦▽u(0)¦}{}^{\mathrm{p}}\text{+ ¦u}{}_{\mathrm{t}}\text{(0)¦}{}^{\mathrm{p}}\text{) dx}$ cannot hold for all C^∞ solutions of the wave equation □u = 0 in $\text{R}{}^{\mathrm{n}}\text{x R}$; all t ?$\text{R}$; some function C: $\text{R}$ → $\text{R}$.     

Spherically symmetric solutions of a reaction-diffusion equation

Two theorems are proved for the spherically symmetric solutions of the “bistable” reaction-diffusion equation $\text{u}{}_{\mathrm{t}}\text{= Δ}{}_{\mathrm{x}}\text{u + ?(u)}$, where ? is cubic-like and x ∈ Rⁿ. The first theorem says that, for a suitable class of initial data, there are only two types of asymptotic behavior, u(x, t) tends to an equilibrium solution as t → + ∞ or u(x, t) → 1 uniformly on compact sets. The second theorem says that in the latter case, if the solution is followed out along any ray, it approaches, in shape, the one-dimensional travelling wave.