Evolution of weak noise and regular waves on dissipative shock fronts described by the Burgers model

The interaction of weak noise and regular signals with a shock wave having a finite width is studied in the framework of the Burgers equation model. The temporal realization of the random process located behind the front approaches it at supersonic speed. In the process of moving to the front, the intensity of noise decreases and the correlation time increases. In the central region of the shock front, noise reveals non-trivial behaviour. For large acoustic Reynolds numbers the average intensity can increase and reach a maximum value at a definite distance. The behaviour of statistical characteristics is studied using linearized Burgers equation with variable coefficients reducible to an autonomous equation. This model allows one to take into account not only the finite width of the front, but the attenuation and diverse character of initial profiles and spectra as well. Analytical solutions of this equation are derived. Interaction of regular signals of complex shape with the front is studied by numerical methods. Some illustrative examples of ongoing processes are given. Among possible applications, the controlling the spectra of signals, in particular, noise suppression by irradiating it with shocks or sawtooth waves can be mentioned.     

Comparisons between model equations for long waves

Summary Considered here are model equations for weakly nonlinear and dispersive long waves, which feature general forms of dispersion and pure power nonlinearity. Two variants of such equations are introduced, one of Korteweg-de Vries type and one of regularized long-wave type. It is proven that solutions of the pure initial-value problem for these two types of model equations are the same, to within the order of accuracy attributable to either, on the long time scale during which nonlinear and dispersive effects may accumulate to make an order-one relative difference to the wave profiles.This research was supported in part by the National Science Foundation. A considerable portion of the project was completed while the first author was resident at the Institute for Mathematics and Its Applications, University of Minnesota.     

On the uniform decay for the Korteweg–de Vries equation with weak damping

The aim of this work is to consider the Korteweg–de Vries equation in a finite interval with a very weak localized dissipation namely the H^?1‐norm. Our main result says that the total energy decays locally uniform at an exponential rate. Our analysis improves earlier works on the subject (Q. Appl. Math. 2002; LX (1):111–129; ESAIM Control Optim. Calculus Variations 2005; 11 (3):473–486) and gives a satisfactory answer to a problem suggested in (Q. Appl. Math. 2002; LX (1):111–129). Copyright © 2007 John Wiley & Sons, Ltd.     

SOME SUBGROUPS OF THE EXTENDED HECKE GROUPS (λ_q)

The authors consider the extended Hecke groups H(λq) generated by T(z) = -1 / z, S(z) = -1/(z + λq,) and R(z) = 1 / z with A, = 2 cos(π/q) for q≥3 an integer. In this paper, the even subgroup He(λq), the second commutator subgroup H (λq) and the principal congruence subgroups Hp(λq) of the extended Hecke groups H(λq) are studied. Also, relations between them are given.     

An efficient sampling method for stochastic inverse problems

A general framework is developed to treat inverse problems with parameters that are random fields. It involves a sampling method that exploits the sensitivity derivatives of the control variable with respect to the random parameters. As the sensitivity derivatives are computed only at the mean values of the relevant parameters, the related extra cost of the present method is a fraction of the total cost of the Monte Carlo method. The effectiveness of the method is demonstrated on an example problem governed by the Burgers equation with random viscosity. It is specifically shown that this method is two orders of magnitude more efficient compared to the conventional Monte Carlo method. In other words, for a given number of samples, the present method yields two orders of magnitude higher accuracy than its conventional counterpart.     

On Nash Equilibria for Noncooperative Games Governed by the Burgers Equation

Existence of a Nash equilibrium in a noncooperative game governed by the one-dimensional Burgers equation, proposed in the case of pointwise controls in Ref. 1, is proved under data qualifications that guarantee the diffusion term in the Burgers’ equation to be dominant enough with respect to the uniform convexity of the payoffs. This work was partly supported by Grants 201/03/0934 (GA čR) and MSM 0021620839 (MšMT čR). Inspiring discussions with Angel M. Ramos are acknowledged.     

Semideterministic Global Optimization Method: Application to a Control Problem of the Burgers Equation

This paper has two objectives. We introduce a new global optimization algorithm reformulating optimization problems in terms of boundary-value problems. Then, we apply this algorithm to a pointwise control problem of the viscous Burgers equation, where the control weight coefficient is progressively decreased. The results are compared with those obtained with a genetic algorithm and an LM-BFGS algorithm in order to check the efficiency of our method and the necessity of using global optimization techniques.     

Self-similar planar curves related to modified Korteweg-de Vries equation

We exhibit a time reversible geometric flow of planar curves which can develop singularities in finite time within the uniform topology. The example is based on the construction of selfsimilar solutions of modified Korteweg-de Vries equation of a given (small) mean.     

COMPUTATION OF HOPF BRANCHES BIFURCATING FROM A HOPF/PITCHFORK POINT FOR PROBLEMS WITH Z_2-SYMMETRY

1.IntroductionThispaperisdevotedtothecalculatiollofT,ranchesofHopfpointswhichemallatefromacertaillsingularPointofatwopar:lmeterII()nlinearsystemwhereXisarealHillersspac(},Aabifllrcationparallleter,oranadditionalcontrolparameter,alldgisasnlootllmapping.\Nreassllllle(HI)gisA--synlnletric:thereexistsalillearoperators:X-Xsatisfying(I:identicaloperatorillX)Itiswellknottrnthat(1.2)irldllcestilesplittillgl)Th.firstauthorhasbeedsupportedbyar(>searchgralltoftileV'Olkswagen-StiftungWesaythatxiss…     

One-dimensional stochastic Burgers equation driven by Lévy processes

In this paper, we proved the global existence and uniqueness of the strong, weak and mild solutions for one-dimensional Burgers equation perturbed by a Poisson form process, a Poisson form and Q-Wiener process with the Dirichlet bounded condition. We also proved the existence of the invariant measure of these models.