A note on the necessary conditions for the algebraic Riccati equation

We derive some useful and easily computable necessary conditionsfor the existence of a positive semi-definite solution to thealgebraic Ricatti equation (ARE). A motivating example is givento highlight the usefulness of the conditions for controllerand observer designs for nonlinear systems. Further, an upperbound on the trace of the solution to the ARE is also derived.     

Continuation of travelling‐wave solutions of the Navier–Stokes equations

An efficient way of obtaining travelling waves in a periodic fluid system is described and tested. We search for steady states in a reference frame travelling at the wave phase velocity using a first‐order pseudospectral semi‐implicit time scheme adapted to carry out the Newton's iterations. The method is compared to a standard Newton–Raphson solver and is shown to be highly efficient in performing this task, even when high‐resolution grids are used. This method is well suited to three‐dimensional calculations in cylindrical or spherical geometries. Copyright © 2006 John Wiley & Sons, Ltd.     

POSITIVE SOLUTIONS FOR NONHOMOGENEOUS ELLIPTIC EQUATIONSWITH CRITICAL GROWTH ON R~(2)

1IntroductionIntillspaper,weare(follccrlledwitlltileexistellccofPositly(tsollltiollsoftilefollowillgnonhonlogelleousellipticProblclll:whereg(x)EL'(R'),g(:v)Z0alldg(x)t0,f(x,t)=h(x,t).hi=withb>0,h(x,t)EC(R=xR,R)alldtilefollowing(CI)-(C3)11old:(CI)sliphillM0.linljfl- x,h(T,t)(t--if-=011llif'orllllyforxeR2.hill}t:l-:,t)(axle(~ltJ')= lx,11lliforllllyl'Ora:6RZ.ltl~la(C3)ThereexistM>0,aE(0,1]sucllthatFOllowing[1,5],wesaythatf(x,t)=h(x,f…     

The Modeling of Velocity Enhancement in Polymer Flooding

In single-phase polymer flooding experiments it has repeatedly been observed that the average velocity of the polymer molecules is higher than the average velocity of the water molecules. This effect is incorporated in many conventional Enhanced Oil Recovery (EOR) simulators by the introduction of a constant velocity enhancement factor. In this paper we show that, in absence of dispersion, a constant enhancement factor in the mathematical model for two-phase polymer flow (Buckley--Leverett displacement) leads to ill-posedness of the model equations. We propose a saturation dependent enhancement factor, derived from a model based on percolation concepts, for which this problem does not occur.     

Identification of nonlinear elliptic equations

An optimization theoretic approach and algorithm for the estimation of state-dependent coefficients in nonlinear elliptic equation is presented. It is based on a splitting method combined with convex analysis techniques. Convergence of the algorithm is established and numerical examples are included.The research of K. Kunisch was supported in part by a grant from the Bundesministerium für Wissenschaft und Forschung, Austria.     

Some non-local problems for the parabolic-hyperbolic type equation with non-characteristic line of changing type

In this work two non-local problems for the parabolic-hyperbolic type equation with non-characteristic line of changing type are considered. Unique solvability of these problems is proven. The uniqueness of the solution is proven by the method of energy integrals and the existence is proven by the method of integral equations.     

Monotonicity criteria for difference schemes designed for hyperbolic equations

Previously formulated monotonicity criteria for explicit two-level difference schemes designed for hyperbolic equations (S.K. Godunov’s, A. Harten’s (TVD schemes), characteristic criteria) are extended to multileveled, including implicit, stencils. The characteristic monotonicity criterion is used to develop a universal algorithm for constructing high-order accurate nonlinear monotone schemes (for an arbitrary form of the desired solution) based on their analysis in the space of grid functions. Several new fourth-to-third-order accurate monotone difference schemes on a compact three-level stencil and nonexpanding (three-point) stencils are proposed for an extended system, which ensures their monotonicity for both the desired function and its derivatives. The difference schemes are tested using the characteristic monotonicity criterion and are extended to systems of hyperbolic equations.     

Continuous dependence on the geometry and on the initial time for a class of parabolic problems I

In this paper, we investigate the continuous dependence on the geometry and the initial time for solutions u( x , t) of a class of nonlinear parabolic initial‐boundary value problems. Copyright © 2007 John Wiley & Sons, Ltd.     

A complete boundary integral formulation for compressible Navier–Stokes equations

A complete boundary integral formulation for compressible Navier–Stokes equations with time discretization by operator splitting is developed using the fundamental solutions of the Helmholtz operator equation with different order. The numerical results for wall pressure and wall skin friction of two‐dimensional compressible laminar viscous flow around airfoils are in good agreement with field numerical methods. Copyright © 2004 John Wiley & Sons, Ltd.