A numerical comparison of Chebyshev methods for solving fourth order semilinear initial boundary value problems

In solving semilinear initial boundary value problems with prescribed non-periodic boundary conditions using implicit-explicit and implicit time stepping schemes, both the function and derivatives of the function may need to be computed accurately at each time step. To determine the best Chebyshev collocation method to do this, the accuracy of the real space Chebyshev differentiation, spectral space preconditioned Chebyshev tau, real space Chebyshev integration and spectral space Chebyshev integration methods are compared in the L² and W^2,2 norms when solving linear fourth order boundary value problems; and in the L^∞([0,T];L²) and L^∞([0,T];W^2,2) norms when solving initial boundary value problems. We find that the best Chebyshev method to use for high resolution computations of solutions to initial boundary value problems is the spectral space Chebyshev integration method which uses sparse matrix operations and has a computational cost comparable to Fourier spectral discretization.     

A non-local regularization of first order Hamilton-Jacobi equations

In this paper, we investigate the regularizing effect of a non-local operator on first-order Hamilton-Jacobi equations. We prove that there exists a unique solution that is C² in space and C¹ in time. In order to do so, we combine viscosity solution techniques and Green's function techniques. Viscosity solution theory provides the existence of a W^1,∞ solution as well as uniqueness and stability results. A Duhamel's integral representation of the equation involving the Green's function permits to prove further regularity. We also state the existence of C^∞ solutions (in space and time) under suitable assumptions on the Hamiltonian. We finally give an error estimate in L^∞ norm between the viscosity solution of the pure Hamilton-Jacobi equation and the solution of the integro-differential equation with a vanishing non-local part.     

Measures from Dixmier traces and zeta functions

For L^∞-functions on a (closed) compact Riemannian manifold, the noncommutative residue and the Dixmier trace formulation of the noncommutative integral are shown to equate to a multiple of the Lebesgue integral. The identifications are shown to continue to, and be sharp at, L²-functions. For functions strictly in Lp, 1?p<2, symmetrised noncommutative residue and Dixmier trace formulas must be introduced, for which the identification is shown to continue for the noncommutative residue. However, a failure is shown for the Dixmier trace formulation at L¹-functions. It is shown the noncommutative residue remains finite and recovers the Lebesgue integral for any integrable function while the Dixmier trace expression can diverge. The results show that a claim in the monograph [J.M. Gracia-Bondía, J.C. Várilly, H. Figueroa, Elements of Noncommutative Geometry, Birkhäuser Adv. Texts, Birkhäuser, Boston, 2001], that the equality on C^∞-functions between the Lebesgue integral and an operator-theoretic expression involving a Dixmier trace (obtained from Connes' Trace Theorem) can be extended to any integrable function, is false. The results of this paper include a general presentation for finitely generated von Neumann algebras of commuting bounded operators, including a bounded Borel or L^∞ functional calculus version of C^∞ results in IV.2.δ of [A. Connes, Noncommutative Geometry, Academic Press, New York, 1994].     

Sufficient second-order optimality conditions for convex control constraints

In this article sufficient optimality conditions are established for optimal control problems with pointwise convex control constraints. Here, the control is a function with values in Rn. The constraint is of the form u(x)∈U(x), where U is a set-valued mapping that is assumed to be measurable with convex and closed images. The second-order condition requires coercivity of the Lagrange function on a suitable subspace, which excludes strongly active constraints, together with first-order necessary conditions. It ensures local optimality of a reference function in an L^∞-neighborhood. The analysis is done for a model problem namely the optimal distributed control of the instationary Navier-Stokes equations.     

Behaviors of solutions for a singular diffusion equation

This paper is devoted to some behaviors of solutions of the initial-boundary problem for a singular diffusion equation, namely, localization and large time behavior. After given some special explicit solutions it is proved that solutions of the problem possess the localization property. Next, L² decay estimate as t→∞ is proved by a rather standard energy method. Finally, by comparison with a special solution the expected L^∞ decay estimate is derived.     

Analysis and control of a scalar conservation law modeling a highly re-entrant manufacturing system

In this paper, we study a scalar conservation law that models a highly re-entrant manufacturing system as encountered in semi-conductor production. As a generalization of Coron et al. (2010) [14], the velocity function possesses both the local and nonlocal character. We prove the existence and uniqueness of the weak solution to the Cauchy problem with initial and boundary data in L^∞. We also obtain the stability (continuous dependence) of both the solution and the out-flux with respect to the initial and boundary data. Finally, we prove the existence of an optimal control that minimizes, in the Lp-sense with 1?p?∞, the difference between the actual out-flux and a forecast demand over a fixed time period.     

Nevanlinna-Pick meromorphic interpolation: The degenerate case and minimal norm solutions

The Nevanlinna-Pick interpolation problem is studied in the class Sκ of meromorphic functions f with κ poles inside the unit disk D and with ‖f_‖L^∞(T)?1. In the indeterminate case, the parametrization of all solutions is given in terms of a family of linear fractional transformations with disjoint ranges. A necessary and sufficient condition for the problem being determinate is given in terms of the Pick matrix of the problem. The result is then applied to obtain necessary and sufficient conditions for the existence of a meromorphic function with a given pole multiplicity which satisfies Nevanlinna-Pick interpolation conditions and has the minimal possible L^∞-norm on the unit circle T.     

Global solvability for first order real linear partial differential operators

F. Treves, in [17], using a notion of convexity of sets with respect to operators due to B. Malgrange and a theorem of C. Harvey, characterized globally solvable linear partial differential operators on C^∞(X), for an open subset X of Rn.Let P=L+c be a linear partial differential operator with real coefficients on a C^∞ manifold X, where L is a vector field and c is a function. If L has no critical points, J. Duistermaat and L. Hörmander, in [2], proved five equivalent conditions for global solvability of P on C^∞(X).Based on Harvey-Treves's result we prove sufficient conditions for the global solvability of P on C^∞(X), in the spirit of geometrical Duistermaat-Hörmander's characterizations, when L is zero at precisely one point. For this case, additional non-resonance type conditions on the value of c at the equilibrium point are necessary.     

Semiconcavity results for constrained optimal control problems in a half-space

In this paper we give semiconcavity results for the value function of some constrained optimal control problems with infinite horizon in a half-space. In particular, we assume that the control space is the l¹-ball or the l^∞-ball in Rn.     

Scalar multidimensional conservation laws IBVP in noncylindrical Lipschitz domains

We study the initial-boundary-value problems for multidimensional scalar conservation laws in noncylindrical domains with Lipschitz boundary. We show the existence-uniqueness of this problem for initial-boundary data in L^∞ and the flux-function in the class C¹. In fact, first considering smooth boundary, we obtain the L¹-contraction property, discuss the existence problem and prove it by the Young measures theory. In the end we show how to pass the existence-uniqueness results on to some domains with Lipschitz boundary.     

(L ∞ + Bolza) control problems as dynamic differential games

We consider a (L ^∞ + Bolza) control problem, namely a problem where the payoff is the sum of a L ^∞ functional and a classical Bolza functional (the latter being an integral plus an end-point functional). Owing to the ${{\langle}L^1,L^\infty{\rangle}}$ duality, the (L ^∞+Bolza) control problem is rephrased in terms of a static differential game, where a new variable k plays the role of maximizer (we regard 1?k as the available fuel for the maximizer). The relevant fact is that this static game is equivalent to the corresponding dynamic differential game, which allows the (upper) value function to verify a boundary value problem. This boundary value problem involves a Hamilton–Jacobi equation whose Hamiltonian is continuous. The fueled value function ${{\mathcal W}(t,x,k)}$ —whose restriction to k = 0 coincides with the value function of the reference (L ^∞ + Bolza) problem—is continuous and solves the established boundary value problem. Furthermore, ${{\mathcal W}}$ is the unique viscosity solution in the class of (not necessarily continuous) bounded solutions.     

An interior estimate for a nonlinear parabolic equation

In this paper the derivatives of the solution of an initial boundary value problem for a nonlinear uniformly parabolic equation in the interior with the total variation of the boundary data and the L^∞-norm of the initial condition are estimated.     

Optimal control problems on manifolds: a dynamic programming approach

Dynamic programming identifies the value function of continuous time optimal control with a solution to the Hamilton-Jacobi equation, appropriately defined. This relationship in turn leads to sufficient conditions of global optimality, which have been widely used to confirm the optimality of putative minimisers. In continuous time optimal control, the dynamic programming methodology has been used for problems with state space a vector space. However there are many problems of interest in which it is necessary to regard the state space as a manifold. This paper extends dynamic programming to cover problems in which the state space is a general finite-dimensional C^∞ manifold. It shows that, also in a manifold setting, we can characterise the value function of a free time optimal control problem as a unique lower semicontinuous, lower bounded, generalised solution of the Hamilton-Jacobi equation. The application of these results is illustrated by the investigation of minimum time controllers for a rigid pendulum.     

Extremal problems related to maximal dyadic-like operators

We obtain sharp estimates for the localized distribution function of the dyadic maximal function Md?, when ? belongs to Lp,∞. Using this we obtain sharp estimates for the quasi-norm of Md? in Lp,∞ given the localized L¹-norm and certain weak Lp-conditions.     

On the interplay between interior point approximation and parametric sensitivities in optimal control

Infinite-dimensional parameter-dependent optimization problems of the form ‘minJ(u;p) subject to g(u)?0’ are studied, where u is sought in an L_∞ function space, J is a quadratic objective functional, and g represents pointwise linear constraints. This setting covers in particular control constrained optimal control problems. Sensitivities with respect to the parameter p of both, optimal solutions of the original problem, and of its approximation by the classical primal-dual interior point approach are considered. The convergence of the latter to the former is shown as the homotopy parameter μ goes to zero, and error bounds in various Lq norms are derived. Several numerical examples illustrate the results.     

Stability of Riemann solutions with large oscillation for the relativistic Euler equations

We are concerned with entropy solutions of the 2×2 relativistic Euler equations for perfect fluids in special relativity. We establish the uniqueness of Riemann solutions in the class of entropy solutions in L^∞∩BV_loc with arbitrarily large oscillation. Our proof for solutions with large oscillation is based on a detailed analysis of global behavior of shock curves in the phase space and on special features of centered rarefaction waves in the physical plane for this system. The uniqueness result does not require specific reference to any particular method for constructing the entropy solutions. Then the uniqueness of Riemann solutions yields their inviscid large-time stability under arbitrarily largeL¹∩L^∞∩BV_loc perturbation of the Riemann initial data, as long as the corresponding solutions are in L^∞ and have local bounded total variation that allows the linear growth in time. We also extend our approach to deal with the uniqueness and stability of Riemann solutions containing vacuum in the class of entropy solutions in L^∞ with arbitrarily large oscillation.     

Higher order Ostrowski type inequalities over Euclidean domains

The classical Ostrowski inequality for functions on intervals estimates the value of the function minus its average in terms of the maximum of its first derivative. This result is extended to functions on general domains using the L^∞ norm of its nth partial derivatives. For radial functions on balls the inequality is sharp.     

Une approche séquentielle de l'hypothèse de Riemann généralisée

A generalisation of the Beurling and Nyman criterion implies that the Riemann hypothesis for a function F in the Selberg class is equivalent to the statement that χ, the characteristic function of (0,1) belongs to the adherence in L²(0,+∞) of a subspace BF. In this article, the author generalises a result of Báez-Duarte to the Selberg class and gives a construction of some sequence of BF converging to χ in L²(0,+∞) under Riemann hypothesis for F.