Consistent Dirichlet Boundary Conditions for Numerical Solution of Moving Boundary Problems

We consider the imposition of Dirichlet boundary conditions in the finite element modelling of moving boundary problems in one and two dimensions for which the total mass is prescribed. A modification of the standard linear finite element test space allows the boundary conditions to be imposed strongly whilst simultaneously conserving a discrete mass. The validity of the technique is assessed for a specific moving mesh finite element method, although the approach is more general. Numerical comparisons are carried out for mass-conserving solutions of the porous medium equation with Dirichlet boundary conditions and for a moving boundary problem with a source term and time-varying mass.

On the spectra of certain integro-differential-delay problems with applications in neurodynamics

We investigate the spectrum of certain integro-differential-delay equations (IDDEs) which arise naturally within spatially distributed, nonlocal, pattern formation problems. Our approach is based on the reformulation of the relevant dispersion relations with the use of the Lambert function. As a particular application of this approach, we consider the case of the Amari delay neural field equation which describes the local activity of a population of neurons taking into consideration the finite propagation speed of the electric signal. We show that if the kernel appearing in this equation is symmetric around some point a= 0 or consists of a sum of such terms, then the relevant dispersion relation yields spectra with an infinite number of branches, as opposed to finite sets of eigenvalues considered in previous works. Also, in earlier works the focus has been on the most rightward part of the spectrum and the possibility of an instability driven pattern formation. Here, we numerically survey the structure of the entire spectra and argue that a detailed knowledge of this structure is important within neurodynamical applications. Indeed, the Amari IDDE acts as a filter with the ability to recognise and respond whenever it is excited in such a way so as to resonate with one of its rightward modes, thereby amplifying such inputs and dampening others. Finally, we discuss how these results can be generalised to the case of systems of IDDEs.

Bernoulli free-boundary problems in strip-like domains and a property of permanent waves on water of finite depth

We study weak solutions for a class of free-boundary problems which includes as a special case the classical problem of travelling gravity waves on water of finite depth. We show that such problems are equivalent to problems in fixed domains and study the regularity of their solutions. We also prove that in very general situations the free boundary is necessarily the graph of a function.

Boundary value problems for the N-wave interaction equations

We consider boundary value problems for the N-wave interaction equations in one and two space dimensions, posed for x [greater-or-equal, slanted] 0 and x,y [greater-or-equal, slanted] 0, respectively. Following the recent work of Fokas, we develop an inverse scattering formalism to solve these problems by considering the simultaneous spectral analysis of the two ordinary differential equations in the associated Lax pair. The solution of the boundary value problems is obtained through the solution of a local Riemann–Hilbert problem in the one-dimensional case, and a nonlocal Riemann–Hilbert problem in the two-dimensional case.

Initial boundary value problems for the nonlinear Schrödinger equation

A new spectral method for solving initial boundary value problems for linear and integrable nonlinear partial differential equations in two independent variables is applied to the nonlinear Schrödinger equation and to its linearized version in the domain {x≥l(t), t≥0}. We show that there exist two cases: (a) if l″(t)<0, then the solution of the linear or nonlinear equations can be obtained by solving the respective scalar or matrix Riemann-Hilbert problem, which is defined on a time-dependent contour; (b) if l″(t)>0, then the Riemann-Hilbert problem is replaced by a respective scalar or matrix problem on a time-independent domain. In both cases, the solution is expressed in a spectrally decomposed form.

On a class of nonselfadjoint periodic boundary value problems with discrete real spectrum

In a previous paper (J. of Differential Equations, Vol. 249 (2010), 3081-3098) we examined a family of periodic Sturm-Liouville problems with boundary and interior singularities which are highly non-self-adjoint but have only real eigenvalues. We now establish Schatten class properties of the associated resolvent operator.

Numerical Methods for Stiff Two-Point Boundary Value Problems

We consider the two-point boundary value problem for stiff systems of ordinary differential equations. For systems that can be transformed to essentially diagonally dominant form with appropriate smoothness conditions, a priori estimates are obtained. Problems with turning points can be treated with this theory, and we discuss this in detail. We give robust difference approximations and present error estimates for these schemes. In particular we give a detailed description of how to transform a general system to essentially diagonally dominant form and then stretch the independent variable so that the system will satisfy the correct smoothness conditions. Numerical examples are presented for both linear and nonlinear problems.

Advances in the study of boundary value problems for nonlinear integrable PDEs

In this review I summarise some of the most significant advances of the last decade in the analysis and solution of boundary value problems for integrable partial differential equations in two independent variables. These equations arise widely in mathematical physics, and in order to model realistic applications, it is essential to consider bounded domain and inhomogeneous boundary conditions. I focus specifically on a general and widely applicable approach, usually referred to as the Unified Transform or Fokas Transform, that provides a substantial generalisation of the classical Inverse Scattering Transform. This approach preserves the conceptual efficiency and aesthetic appeal of the more classical transform approaches, but presents a distinctive and important difference. While the Inverse Scattering Transform follows the "separation of variables" philosophy, albeit in a nonlinear setting, the Unified Transform is a based on the idea of synthesis, rather than separation, of variables. I will outline the main ideas in the case of linear evolution equations, and then illustrate their generalisation to certain nonlinear cases of particular significance.

An integral equation method for a boundary value problem arising in unsteady water wave problems

In this paper we consider the 2D Dirichlet boundary value problem for Laplace’s equation in a non-locally perturbed half-plane, with data in the space of bounded and continuous functions. We show uniqueness of solution, using standard Phragmen-Lindelof arguments. The main result is to propose a boundary integral equation formulation, to prove equivalence with the boundary value problem, and to show that the integral equation is well posed by applying a recent partial generalisation of the Fredholm alternative in Arens et al [J. Int. Equ. Appl. 15 (2003) pp. 1-35]. This then leads to an existence proof for the boundary value problem. Keywords. Boundary integral equation method, Water waves, Laplace’s

Boundary value problems for third-order linear PDEs in time-dependent domains

We present the extension of a methodology to solve moving boundary value problems from the second-order case to the case of the third-order linear evolution PDE qt + qxxx = 0. This extension is the crucial step needed to generalize this methodology to PDEs of arbitrary order. The methodology is based on the derivation of inversion formulae for a class of integral transforms that generalize the Fourier transform and on the analysis of the global relation associated with the PDE. The study of this relation and its inversion using the appropriate generalized transform are the main elements of the proof of our results.