Showing papers on "Partial differential equation published in 1992"

Semigroups of Linear Operators and Applications to Partial Differential Equations

Abstract: 1 Generation and Representation.- 1.1 Uniformly Continuous Semigroups of Bounded Linear Operators.- 1.2 Strongly Continuous Semigroups of Bounded Linear Operators.- 1.3 The Hille-Yosida Theorem.- 1.4 The Lumer Phillips Theorem.- 1.5 The Characterization of the Infinitesimal Generators of C0 Semigroups.- 1.6 Groups of Bounded Operators.- 1.7 The Inversion of the Laplace Transform.- 1.8 Two Exponential Formulas.- 1.9 Pseudo Resolvents.- 1.10 The Dual Semigroup.- 2 Spectral Properties and Regularity.- 2.1 Weak Equals Strong.- 2.2 Spectral Mapping Theorems.- 2.3 Semigroups of Compact Operators.- 2.4 Differentiability.- 2.5 Analytic Semigroups.- 2.6 Fractional Powers of Closed Operators.- 3 Perturbations and Approximations.- 3.1 Perturbations by Bounded Linear Operators.- 3.2 Perturbations of Infinitesimal Generators of Analytic Semigroups.- 3.3 Perturbations of Infinitesimal Generators of Contraction Semigroups.- 3.4 The Trotter Approximation Theorem.- 3.5 A General Representation Theorem.- 3.6 Approximation by Discrete Semigroups.- 4 The Abstract Cauchy Problem.- 4.1 The Homogeneous Initial Value Problem.- 4.2 The Inhomogeneous Initial Value Problem.- 4.3 Regularity of Mild Solutions for Analytic Semigroups.- 4.4 Asymptotic Behavior of Solutions.- 4.5 Invariant and Admissible Subspaces.- 5 Evolution Equations.- 5.1 Evolution Systems.- 5.2 Stable Families of Generators.- 5.3 An Evolution System in the Hyperbolic Case.- 5.4 Regular Solutions in the Hyperbolic Case.- 5.5 The Inhomogeneous Equation in the Hyperbolic Case.- 5.6 An Evolution System for the Parabolic Initial Value Problem.- 5.7 The Inhomogeneous Equation in the Parabolic Case.- 5.8 Asymptotic Behavior of Solutions in the Parabolic Case.- 6 Some Nonlinear Evolution Equations.- 6.1 Lipschitz Perturbations of Linear Evolution Equations.- 6.2 Semilinear Equations with Compact Semigroups.- 6.3 Semilinear Equations with Analytic Semigroups.- 6.4 A Quasilinear Equation of Evolution.- 7 Applications to Partial Differential Equations-Linear Equations.- 7.1 Introduction.- 7.2 Parabolic Equations-L2 Theory.- 7.3 Parabolic Equations-Lp Theory.- 7.4 The Wave Equation.- 7.5 A Schrodinger Equation.- 7.6 A Parabolic Evolution Equation.- 8 Applications to Partial Differential Equations-Nonlinear Equations.- 8.1 A Nonlinear Schroinger Equation.- 8.2 A Nonlinear Heat Equation in R1.- 8.3 A Semilinear Evolution Equation in R3.- 8.4 A General Class of Semilinear Initial Value Problems.- 8.5 The Korteweg-de Vries Equation.- Bibliographical Notes and Remarks.

User’s guide to viscosity solutions of second order partial differential equations

Abstract: The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling comparison and uniqueness theorems, existence theorems, and theorems about continuous dependence may now be proved by very efficient and striking arguments. The range of important applications of these results is enormous. This article is a self-contained exposition of the basic theory of viscosity solutions

Darboux transformations and solitons

Abstract: In 1882 Darboux proposed a systematic algebraic approach to the solution of the linear Sturm-Liouville problem. In this book, the authors develop Darboux's idea to solve linear and nonlinear partial differential equations arising in soliton theory: the non-stationary linear Schrodinger equation, Korteweg-de Vries and Kadomtsev-Petviashvili equations, the Davey Stewartson system, Sine-Gordon and nonlinear Schrodinger equations 1+1 and 2+1 Toda lattice equations, and many others. By using the Darboux transformation, the authors construct and examine the asymptotic behaviour of multisoliton solutions interacting with an arbitrary background. In particular, the approach is useful in systems where an analysis based on the inverse scattering transform is more difficult. The approach involves rather elementary tools of analysis and linear algebra so that it will be useful not only for experimentalists and specialists in soliton theory, but also for beginners with a grasp of these subjects.

Homogenization and two-scale convergence

Abstract: Following an idea of G. Nguetseng, the author defines a notion of “two-scale” convergence, which is aimed at a better description of sequences of oscillating functions. Bounded sequences in $L^2 (\Omega )$ are proven to be relatively compact with respect to this new type of convergence. A corrector-type theorem (i.e., which permits, in some cases, replacing a sequence by its “two-scale” limit, up to a strongly convergent remainder in $L^2 (\Omega )$) is also established. These results are especially useful for the homogenization of partial differential equations with periodically oscillating coefficients. In particular, a new method for proving the convergence of homogenization processes is proposed, which is an alternative to the so-called energy method of Tartar. The power and simplicity of the two-scale convergence method is demonstrated on several examples, including the homogenization of both linear and nonlinear second-order elliptic equations.

An Introduction to Multigrid Methods

Abstract: These notes were written for an introductory course on the application of multigrid methods to elliptic and hyperbolic partial differential equations for engineers, physicists and applied mathematicians. The use of more advanced mathematical tools, such as functional analysis, is avoided. The course is intended to be accessible to a wide audience of users of computational methods. We restrict ourselves to finite volume and finite difference discretization. The basic principles are given. Smoothing methods and Fourier smoothing analysis are reviewed. The fundamental multigrid algorithm is studied. The smoothing and coarse grid approximation properties are discussed. Multigrid schedules and structured programming of multigrid algorithms are treated. Robustness and efficiency are considered.

Numerical Methods for Engineers and Scientists

Abstract: Part I Basic tools of numerical analysis: systems of linear algebraic equations eigenproblems solution of nonlinear equations polynomial approximation and interpolation numerical differention and difference formulas numerical integration. Part II Ordinary differential equations: solution of one-dimensional initial-value problems solution of one-dimensional boundary-value problems. Part III Partial differential equations: elliptic partial differential equations - the Laplace equation finite difference methods for propagation problems parabolic partial differential equations - the convection equation coordinate transformations and grid generation parabolic partial differential equations - the convection-diffusion equation hyperbolic partial differential equations - the wave equation. Appendix: the Taylor series.

On explosions of solutions to a system of partial differential equations modelling chemotaxis

Abstract: A system of partial differential equations modelling chemotactic aggregation is analysed (Keller-Segel model). Conditions on the system of paramaters are given implying global existence of smooth solutions. In two space dimensions and radially symmetric situations, explosion of the bacteria concentration in finite time is shown for a class of initial values

Linear and nonlinear stability of the Blasius boundary layer

Abstract: Two new techniques for the study of the linear and nonlinear instability in growing boundary layers are presented. The first technique employs partial differential equations of parabolic type exploiting the slow change of the mean flow, disturbance velocity profiles, wavelengths, and growth rates in the streamwise direction. The second technique solves the Navier-Stokes equation for spatially evolving disturbances using buffer zones adjacent to the inflow and outflow boundaries. Results of both techniques are in excellent agreement. The linear and nonlinear development of Tollmien-Schlichting (TS) waves in the Blasius boundary layer is investigated with both techniques and with a local procedure based on a system of ordinary differential equations. The results are compared with previous work and the effects of non-parallelism and nonlinearity are clarified. The effect of nonparallelism is confirmed to be weak and, consequently, not responsible for the discrepancies between measurements and theoretical results for parallel flow.

On the equations of the large-scale ocean

Abstract: As a preliminary step towards understanding the dynamics of the ocean and the impact of the ocean on the global climate system and weather prediction, the authors study the mathematical formulations and attractors of three systems of equations of the ocean, i.e. the primitive equations (the PEs), the primitive equations with vertical viscosity (the PEV2s), and the Boussinesq equations (the BEs), of the ocean. These equations are fundamental equations of the ocean. The BEs are obtained from the general equations of a compressible fluid under the Boussinesq approximation, i.e. the density differences are neglected in the system except in the buoyancy term and in the equation of state. The PEs are derived from the BEs under the hydrostatic approximation for the vertical momentum equation. The PEV2s are the PEs with the viscosity for the vertical velocity retained. This retention is partially based on the important role played by the viscosity in studying the long time behaviour of the ocean, and the Earth's climate.

Nonlinear Elliptic Equations with Right Hand Side Measures

Abstract: (1992). Nonlinear Elliptic Equations with Right Hand Side Measures. Communications in Partial Differential Equations: Vol. 17, No. 3-4, pp. 189-258.

Fourier analysis and its applications

Abstract: This book presents the theory and applications of Fourier series and integrals, eigenfunction expansions, and related topics, on a level suitable for advanced undergraduates. It includes material on Bessel functions, orthogonal polynomials, and Laplace transforms, and it concludes with chapters on generalized functions and Green's functions for ordinary and partial differential equations. The book deals almost exclusively with aspects of these subjects that are useful in physics and engineering, and includes a wide variety of applications. On the theoretical side, it uses ideas from modern analysis to develop the concepts and reasoning behind the techniques without getting bogged down in the technicalities of rigorous proofs.

Wide-angle beam propagation using Pade approximant operators.

Abstract: A new beam-propagation method is presented whereby the exact scalar Helmholtz propagation operator is replaced by any one of a sequence of higher-order (n, n) Pade approximant operators. The resulting differential equation may then be discretized to obtain (in two dimensions) a matrix equation of bandwidth 2n + 1 that is solvable by using Standard implicit solution techniques. The final algorithm allows (for n = 2) accurate propagation at angles of greater than 55 deg from the propagation axis as well as propagation through materials with widely differing indices of refraction.

Nontrivial Solution of Semilinear Elliptic Equations with Critical Exponent in R

Abstract: (1992). Nontrivial Solution of Semilinear Elliptic Equations with Critical Exponent in R. Communications in Partial Differential Equations: Vol. 17, No. 3-4, pp. 407-435.

Partial Differential Equations: An Introduction

Abstract: Chapter 1: Where PDEs Come From 1.1 What is a Partial Differential Equation? 1.2 First-Order Linear Equations 1.3 Flows, Vibrations, and Diffusions 1.4 Initial and Boundary Conditions 1.5 Well-Posed Problems 1.6 Types of Second-Order Equations Chapter 2: Waves and Diffusions 2.1 The Wave Equation 2.2 Causality and Energy 2.3 The Diffusion Equation 2.4 Diffusion on the Whole Line 2.5 Comparison of Waves and Diffusions Chapter 3: Reflections and Sources 3.1 Diffusion on the Half-Line 3.2 Reflections of Waves 3.3 Diffusion with a Source 3.4 Waves with a Source 3.5 Diffusion Revisited Chapter 4: Boundary Problems 4.1 Separation of Variables, The Dirichlet Condition 4.2 The Neumann Condition 4.3 The Robin Condition Chapter 5: Fourier Series 5.1 The Coefficients 5.2 Even, Odd, Periodic, and Complex Functions 5.3 Orthogonality and the General Fourier Series 5.4 Completeness 5.5 Completeness and the Gibbs Phenomenon 5.6 Inhomogeneous Boundary Conditions Chapter 6: Harmonic Functions 6.1 Laplace's Equation 6.2 Rectangles and Cubes 6.3 Poisson's Formula 6.4 Circles, Wedges, and Annuli Chapter 7: Green's Identities and Green's Functions 7.1 Green's First Identity 7.2 Green's Second Identity 7.3 Green's Functions 7.4 Half-Space and Sphere Chapter 8: Computation of Solutions 8.1 Opportunities and Dangers 8.2 Approximations of Diffusions 8.3 Approximations of Waves 8.4 Approximations of Laplace's Equation 8.5 Finite Element Method Chapter 9: Waves in Space 9.1 Energy and Causality 9.2 The Wave Equation in Space-Time 9.3 Rays, Singularities, and Sources 9.4 The Diffusion and Schrodinger Equations 9.5 The Hydrogen Atom Chapter 10: Boundaries in the Plane and in Space 10.1 Fourier's Method, Revisited 10.2 Vibrations of a Drumhead 10.3 Solid Vibrations in a Ball 10.4 Nodes 10.5 Bessel Functions 10.6 Legendre Functions 10.7 Angular Momentum in Quantum Mechanics Chapter 11: General Eigenvalue Problems 11.1 The Eigenvalues Are Minima of the Potential Energy 11.2 Computation of Eigenvalues 11.3 Completeness 11.4 Symmetric Differential Operators 11.5 Completeness and Separation of Variables 11.6 Asymptotics of the Eigenvalues Chapter 12: Distributions and Transforms 12.1 Distributions 12.2 Green's Functions, Revisited 12.3 Fourier Transforms 12.4 Source Functions 12.5 Laplace Transform Techniques Chapter 13: PDE Problems for Physics 13.1 Electromagnetism 13.2 Fluids and Acoustics 13.3 Scattering 13.4 Continuous Spectrum 13.5 Equations of Elementary Particles Chapter 14: Nonlinear PDEs 14.1 Shock Waves 14.2 Solitions 14.3 Calculus of Variations 14.4 Bifurcation Theory 14.5 Water Waves Appendix A.1 Continuous and Differentiable Functions A.2 Infinite Sets of Functions A.3 Differentiation and Integration A.4 Differential Equations A.5 The Gamma Function References Answers and Hints to Selected Exercises Index

Boundary Element Methods

Abstract: The boundary element method (BEM) has become a major numerical tool in scientific and engineering problem solving, with particular applications in the solution of partial differential equations in engineering. This book has been written as a self-contained reference, combining both the mathematical rigor necessary for a full understanding of BEM, and extensive examples of applications and illustrations.

On the regularity theory of fully nonlinear parabolic equations: II

Abstract: Recently M. Crandall and P. L. Lions [3] developed a very successful method for proving the existence of solutions of nonlinear second-order partial differential equations. Their method, called the theory of viscosity solutions, also applies to fully nonlinear equations (in which even the second order derivatives can enter in nonlinear fashion). Solutions produced by the viscosity method are guaranteed to be continuous, but not necessarily smooth. Here we announce smoothness results for viscosity solutions. Our methods extend those of [1]. We obtain Krylov-Safonov (i.e. C estimates [8]), C 1 ' " , Schauder (C) and W estimates for viscosity solutions of uniformly parabolic equations in general form. The results can be viewed as a priori estimates on the classical C solutions. Our method produces, in particular, regularity results for a broad new array of nonlinear heat equations, including the Bellman equation [6]:

Analysis on Morrey Spaces and Applications to Navier-Stokes and Other Evolution Equations

Abstract: (1992). Analysis on Morrey Spaces and Applications to Navier-Stokes and Other Evolution Equations. Communications in Partial Differential Equations: Vol. 17, No. 9-10, pp. 1407-1456.

Finite Element Analysis of Composite Laminates

Abstract: The partial differential equations governing composite laminates (see Section 2.4) of arbitrary geometries and boundary conditions cannot be solved in closed form. Analytical solutions of plate theories are available (see Reddy [1–5]) mostly for rectangular plates with all edges simply supported (i.e., the Navier solutions) or with two opposite edges simply supported and the remaining edges having arbitrary boundary conditions (i.e., the Levy solutions). The Rayleigh-Ritz and Galerkin methods can also be used to determine approximate analytical solutions, but they too are limited to simple geometries because of the difficulty in constructing the approximation functions for complicated geometries. The use of numerical methods facilitates the solution of these equations for problems of practical importance. Among the numerical methods available for the solution of differential equations defined over arbitrary domains, the finite element method is the most effective method. A brief introduction to the finite element method is presented in Section 3.2.

Periodic homogenisation of certain fully nonlinear partial differential equations

Abstract: We demonstrate how a fairly simple “perturbed test function” method establishes periodic homogenisation for certain Hamilton-Jacobi and fully nonlinear elliptic partial differential equations. The idea, following Lions, Papanicolaou and Varadhan, is to introduce (possibly nonsmooth) correctors, and to modify appropriately the theory of viscosity solutions, so as to eliminate then the effects of high-frequency oscillations in the coefficients.

A Generalized dynamic programming principle and hamilton-jacobi-bellman equation

Abstract: We interpret the following fully nonlinear second-order partial differential equation as the value function of a certain optimal controlled diffusion problem, where is a second order elliptic partial differential operator parametrized by the control variable αϵA: with Here σ,b, and c are functions defined on with values respectively in and is a real function defined on . A particular case of this equation is when . In this case, the equation is the well-known Hamilton-Jacobi-Bellman equation. The problem is formulated as follows: The state equation of the control problem is a classical one. The cost function is described by an adapted solution of a certain backward stochastic differential equation. The paper discusses Bellman's dynamic programming principle for this problem The value function is proved to be a viscosity solution of the above possibly degenerate fully nonlinear equation

Multiplication of distributions

Abstract: If Ω denotes an open subset of Rn (n = 1, 2,…), we define an algebra g (Ω) which contains the space D′(Ω) of all distributions on Ω and such that C∞(Ω) is a subalgebra of G (Ω). The elements of G (Ω) may be considered as “generalized functions” on Ω and they admit partial derivatives at any order that generalize exactly the derivation of distributions. The multiplication in G(Ω) gives therefore a natural meaning to any product of distributions, and we explain how these results agree with remarks of Schwartz on difficulties concerning a multiplication of distributions. More generally if q = 1, 2,…, and ƒ∈OM(R2q)—a classical Schwartz notation—for any G1,…,Gq∈G(σ), we define naturally an element ƒG1,…,Gq∈G(σ). These results are applied to some differential equations and extended to the vector valued case, which allows the multiplication of vector valued distributions of physics.

Link between solitary waves and projective Riccati equations

Abstract: Many solitary wave solutions of nonlinear partial differential equations can be written as a polynomial in two elementary functions which satisfy a projective (hence linearizable) Riccati system. From that property, the authors deduce a method for building these solutions by determining only a finite number of coefficients. This method is much shorter and obtains more solutions than the one which consists of summing a perturbation series built from exponential solutions of the linearized equation. They handle several examples. For the Henon-Heiles Hamiltonian system, they obtain several exact solutions; one of them defines a new solitary wave solution for a coupled system of Boussinesq and nonlinear Schrodinger equations. For a third order dispersive equation with two monomial nonlinearities, they isolate all cases where the general solution is single valued.

Analysis of a one-dimensional model for the immersed boundary method

Abstract: Numerical methods are studied for the one-dimensional heat equation with a singular forcing term, $u_t = u_{xx} + c(t)\delta (x - \alpha (t)).$ The delta function $\delta (x)$ is replaced by a discrete approximation $d_h (x)$ and the resulting equation is solved by a Crank–Nicolson method on a uniform grid. The accuracy of this method is analyzed for various choices of $d_h $. The case where $c(t)$ is specified and also the case where c is determined implicitly by a constraint on the solution at the point a are studied. These problems serve as a model for the immersed boundary method of Peskin for incompressible flow problems in irregular regions. Some insight is gained into the accuracy that can be achieved and the importance of choosing appropriate discrete delta functions.

On locking and robustness in the finite element method

Abstract: A numerical scheme for the approximation of a parameter-dependent problem is said to exhibit locking if the accuracy of the approximations deteriorates as the parameter tends to a limiting value. A robust numerical scheme for the problem is one that is essentially uniformly convergent for all values of the parameter. Precise mathematical definitions for these terms are developed, their quantitative characterization is given, and some general theorems involving locking and robustness are proven. A model problem involving heat transfer is analyzed in detail using this mathematical framework, and various related computational results are described. Applications to some different problems involving locking are presented.

Existence and nonexistence of solitary wave solutions to higher-order model evolution equations

Abstract: The problem of existence of solitary wave solutions to some higher-order model evolution equations arising from water wave theory is discussed. A simple direct method for finding monotone solitary wave solutions is introduced, and by exhibiting explicit necessary and sufficient conditions, it is illustrated that a model admit exact ${\text{sech}}^2 $ solitary wave solutions. Moreover, it is proven that the only fifth-order perturbations of the Korteweg–deVries equation that admit solitary wave solutions reducing to the usual one-soliton solutions in the limit are those admitting families of explicit ${\text{sech}}^2 $ solutions.