Structure of Binary Darboux-Type Transformations for Hermitian Adjoint Differential Operators

For Hermitian adjoint differential operators, we consider the structure of Darboux–Bäcklund-type transformations in the class of parametrically dependent Hilbert spaces. By using the proposed new method, we obtain the corresponding integro-differential symbols of the operators of transformations in explicit form and consider the problem of their application to the construction of two-dimensional Lax-integrable nonlinear evolution equations and their Darboux–Bäcklund-type transformations.     

Homogenization of the oscillating Dirichlet boundary condition in general domains

We prove the homogenization of the Dirichlet problem for fully nonlinear uniformly elliptic operators with periodic oscillation in the operator and in the boundary condition for a general class of smooth bounded domains. This extends the previous results of Barles and Mironescu (2012) [4] in half spaces. We show that homogenization holds despite a possible lack of continuity in the homogenized boundary data. The proof is based on a comparison principle with partial Dirichlet boundary data which is of independent interest.     

Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain

Abstract

We consider stochastic optimal control problems in Banach spaces, related to nonlinear controlled equations with dissipative non linearities: on the nonlinear term we do not impose any growth condition. The problems are treated via the backward stochastic differential equations approach, that allows also to solve in mild sense Hamilton Jacobi Bellman equations in Banach spaces. We apply the results to controlled stochastic heat equation, in space dimension 1, with control and noise acting on a subdomain.     

Abstract Volterra operators

We propose a new general definition of Volterra operators. Several types of evolutionary operators, including Volterra ones in the sense of A.N. Tikhonov, satisfy this definition. For equations with generalized Volterra operators we introduce the notions of local, global, and maximally extended solutions. For solutions to nonlinear equations we formulate the existence, uniqueness, and extendability conditions. The theorems proved in this paper imply both known and new results on the solvability of concrete equations. We adduce an example of the application of obtained results to the study of the Cauchy problem for functional differential equations.     

Analysis of Fractional Differential Equations

We discuss existence, uniqueness, and structural stability of solutions of nonlinear differential equations of fractional order. The differential operators are taken in the Riemann-Liouville sense and the initial conditions are specified according to Caputo's suggestion, thus allowing for interpretation in a physically meaningful way. We investigate in particular the dependence of the solution on the order of the differential equation and on the initial condition, and we relate our results to the selection of appropriate numerical schemes for the solution of fractional differential equations.     

When nonautonomous equations are equivalent to autonomopus ones

We consider nonlinear systems of first order partial differential equations admitting at least two one-parameter Lie groups of transformations with commuting infinitesimal operators. Under suitable conditions it is possible to introduce a variable transformation based on canonical variables which reduces the model in point to autonomous form. Remarkably, the transformed system may admit constant solutions to which there correspond non-constant solutions of the original model. The results are specialized to the case of first order quasilinear systems admitting either dilatation or spiral groups of transformations and a systematic procedure to characterize special exact solutions is given. At the end of the paper the equations of axi-symmetric gas dynamics are considered.     

The problem of lacunas and analysis on root systems

A lacuna of a linear hyperbolic differential operator is a domain inside its propagation cone where a proper fundamental solution vanishes identically. Huygens' principle for the classical wave equation is the simplest important example of such a phenomenon. The study of lacunas for hyperbolic equations of arbitrary order was initiated by I. G. Petrovsky (1945). Extending and clarifying his results, Atiyah, Bott and Gårding (1970-73) developed a profound and complete theory for hyperbolic operators with constant coefficients. In contrast, much less is known about lacunas for operators with variable coefficients. In the present paper we study this problem for one remarkable class of partial differential operators with singular coefficients. These operators stem from the theory of special functions in several variables related to finite root systems (Coxeter groups). The underlying algebraic structure makes it possible to extend many results of the Atiyah-Bott-Gårding theory. We give a generalization of the classical Herglotz-Petrovsky-Leray formulas expressing the fundamental solution in terms of Abelian integrals over properly constructed cycles in complex projective space. Such a representation allows us to employ the Petrovsky topological condition for testing regular (strong) lacunas for the operators under consideration. Some illustrative examples are constructed. A relation between the theory of lacunas and the problem of classification of commutative rings of partial differential operators is discussed.

     

单边算子有界性和KdV型色散方程的适定性研究

数学和物理中许多重要问题均可归结为算子在某些函数空间中的有界性质.奇异积分算子有界性质的研究是调和分析理论的核心课题之一,由此发展起来的各种方法和技巧已广泛应用于偏微分方程的研究.借助奇异积分算子在Lebesgue空间或Morrey型空间中建立的时空估计和半群理论,可以得到非线性色散方程在低阶Sobolev空间中Cauchy问题的适定性.本文首次定义一类单边振荡奇异积分算子并研究该类算子的经典加权有界性质.受经典交换子刻画理论的启发,本文首次引入Morrey空间的交换子刻画理论.利用不同于常规极大函数的方法得到两类象征函数在Morrey空间中的交换子刻画.以上结果为偏微分方程的研究提供了新的工具.最后,结合能量方法和数论知识,本文解决几类KdV型色散方程的适定性问题.     

Mixed methods on quadrilaterals and hexahedra

We describe a new family of discrete spaces suitable for use with mixed methods on certain quadrilateral and hexahedral meshes. The new spaces are natural in the sense of differential geometry, so all the usual mixed method theory, including the hybrid formulation, carries over to these new elements with proofs unchanged. Because transforming general quadrilaterals into squares introduces nonlinearity and because mixed methods involve the divergence operator, the new spaces are more complicated than either the corresponding Raviart-Thomas spaces for rectangles or corresponding finite element spaces for quadrilaterals. The new spaces are also limited to meshes obtained from a rectangular mesh through the application of a single global bilinear transformation. Despite this limitation, the new elements may be useful in certain topologically regular problems, where initially rectangular grids are deformed to match features of the physical region. They also illustrate the difficulties introduced into the theory of mixed methods by nonlinear transformations.     

Matrices of operators and regularized cosine functions

This paper is concerned with matrices of abstract differential operators which are parabolic in the sense of Shilov or correct in the sense of Petrovskij. We show that they generate regularized cosine functions with suitable regularizing operators under sharper conditions. The results then are applied to matrices of partial differential operators on many function spaces. Finally, the wellposedness of the associated second-order systems is discussed.     

Differential invariants of a class of Lagrangian systems with two degrees of freedom

We consider systems of Euler–Lagrange equations with two degrees of freedom and with Lagrangian being quadratic in velocities. For this class of equations the generic case of the equivalence problem is solved with respect to point transformations. Using Lie?s infinitesimal method we construct a basis of differential invariants and invariant differentiation operators for such systems. We describe certain types of Lagrangian systems in terms of their invariants. The results are illustrated by several examples.     

Well-posed integro-differential equations in a new pair of weight-free Sobolev spaces

We are dealing with general boundary-value problem for linear integro-differential equations on a segment of the real axis. In the case under consideration the order of internal differential operators is higher than the order of exterior one. We prove that the problem is wellposed in the Hadamard sense in a new pair of weight-free Sobolev spaces.     

A property of the defining equations for the Lie algebra in the group classification problem for wave equations

We solve the group classification problem for nonlinear hyperbolic systems of differential equations. The admissible continuous group of transformations has the Lie algebra of dimension less than 5. This main statement follows from the principal property of the defining equations of the admissible Lie algebra: the commutator of two solutions is a solution. Using equivalence transformations we classify nonlinear systems in accordance with the well-known Lie algebra structures of dimension 3 and 4.     

Controlling linear functional differential equation

Necessary conditions for the optimal control of a linear system of neutral type functional differential equations are obtained. We show that a success in reducing the initial problem to the problem of solvability of a certain boundary value problem is, in principle, a question of one's ability to construct adjoint operators to the operators appearing in the initial control problem.     

Controllability for Semilinear Functional and Neutral Functional Evolution Equations with Infinite Delay in Fréchet Spaces

The controllability of mild solutions defined on the semi-infinite positive real interval for two classes of first order semilinear functional and neutral functional differential evolution equations with infinite delay is studied in this paper. Our results are obtained using a recent nonlinear alternative due to Avramescu for sum of compact and contraction operators in Fréchet spaces, combined with the semigroup theory.     

Semi-classical limit of the bottom of spectrum of a Schrödinger operator on a path space over a compact Riemannian manifold

We determine the limit of the bottom of spectrum of Schrödinger operators with variable coefficients on Wiener spaces and path spaces over finite-dimensional compact Riemannian manifolds in the semi-classical limit. These are extensions of the results in [S. Aida, Semiclassical limit of the lowest eigenvalue of a Schrödinger operator on a Wiener space, J. Funct. Anal. 203 (2) (2003) 401-424]. The problem on path spaces over Riemannian manifolds is considered as a problem on Wiener spaces by using Ito's map. However the coefficient operator is not a bounded linear operator and the dependence on the path is not continuous in the uniform convergence topology if the Riemannian curvature tensor on the underling manifold is not equal to 0. The difficulties are solved by using unitary transformations of the Schrödinger operators by approximate ground state functions and estimates in the rough path analysis.     

A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator

The solution of eigenvalue problems for partial differential operators by using boundary integral equation methods usually involves some Newton potentials which may be resolved by using a multiple reciprocity approach. Here we propose an alternative approach which is in some sense equivalent to the above. Instead of a linear eigenvalue problem for the partial differential operator we consider a nonlinear eigenvalue problem for an associated boundary integral operator. This nonlinear eigenvalue problem can be solved by using some appropriate iterative scheme, here we will consider a Newton scheme. We will discuss the convergence and the boundary element discretization of this algorithm, and give some numerical results.     

Analysis of united boundary‐domain integro‐differential and integral equations for a mixed BVP with variable coefficient

The mixed (Dirichlet–Neumann) boundary‐value problem for the ‘Laplace’ linear differential equation with variable coefficient is reduced to boundary‐domain integro‐differential or integral equations (BDIDEs or BDIEs) based on a specially constructed parametrix. The BDIDEs/BDIEs contain integral operators defined on the domain under consideration as well as potential‐type operators defined on open sub‐manifolds of the boundary and acting on the trace and/or co‐normal derivative of the unknown solution or on an auxiliary function. Some of the considered BDIDEs are to be supplemented by the original boundary conditions, thus constituting boundary‐domain integro‐differential problems (BDIDPs). Solvability, solution uniqueness, and equivalence of the BDIEs/BDIDEs/BDIDPs to the original BVP, as well as invertibility of the associated operators are investigated in appropriate Sobolev spaces. Copyright © 2005 John Wiley & Sons, Ltd.     

The analyticity of abstract parabolic and correct systems

LetA be the matrix associated with an abstract parabolic system in the sense of Shilov or correct system in the sense of Petrovskii. We show that if the spectrum of its symbol is contained in a sector including some negative real axis, thenA generates an analytic regularized semigroup. The corresponding result related to numerical range conditions is also showed. Moreover, these results are applied to matrices of partial differential operators on many function spaces.     

A New Fourier Truncated Regularization Method for Semilinear Backward Parabolic Problems

We study the backward problem for non-linear (semilinear) parabolic partial differential equations in Hilbert spaces. The problem is severely ill-posed in the sense of Hadamard. Under a weak a priori assumption on the exact solution, we propose a new Fourier truncated regularization method for stabilising the ill-posed problem. In comparison with previous studies on solving the nonlinear backward problem, our method shows a significant improvement.