Quasi-separation of the biharmonic partial differential equation

In this paper, we consider analytical and numerical solutions to the Dirichlet boundary-value problem for the biharmonic partial differential equation on a disc of finite radius in the plane. The physical interpretation of these solutions is that of the harmonic oscillations of a thin, clamped plate. For the linear, fourth-order, biharmonic partial differential equation in the plane, it is well known that the solution method of separation in polar coordinates is not possible, in general. However, in this paper, for circular domains in the plane, it is shown that a method, here called quasi-separation of variables, does lead to solutions of the partial differential equation. These solutions are products of solutions of two ordinary linear differential equations: a fourth-order radial equation and a second-order angular differential equation. To be expected, without complete separation of the polar variables, there is some restriction on the range of these solutions in comparison with the corresponding separated solutions of the second-order harmonic differential equation in the plane. Notwithstanding these restrictions, the quasi-separation method leads to solutions of the Dirichlet boundary-value problem on a disc with centre at the origin, with boundary conditions determined by the solution and its inward drawn normal taking the value 0 on the edge of the disc. One significant feature for these biharmonic boundary-value problems, in general, follows from the form of the biharmonic differential expression when represented in polar coordinates. In this form, the differential expression has a singularity at the origin, in the radial variable. This singularity translates to a singularity at the origin of the fourth-order radial separated equation; this singularity necessitates the application of a third boundary condition in order to determine a self-adjoint solution to the Dirichlet boundary-value problem. The penultimate section of the paper reports on numerical solutions to the Dirichlet boundary-value problem; these results are also presented graphically. Two specific cases are studied in detail and numerical values of the eigenvalues are compared with the results obtained in earlier studies.

Solvability and asymptotics of the heat equation with mixed variable lateral conditions and applications in the opening of the exocytotic fusion pore in cells

We investigate a mixed problem with variable lateral conditions for the heat equation that arises in modelling exocytosis, i.e. the opening of a cell boundary in specific biological species for the release of certain molecules to the exterior of the cell. The Dirichlet condition is imposed on a surface patch of the boundary and this patch is occupying a larger part of the boundary as time increases modelling where the cell is opening (the fusion pore), and on the remaining part, a zero Neumann condition is imposed (no molecules can cross this boundary). Uniform concentration is assumed at the initial time. We introduce a weak formulation of this problem and show that there is a unique weak solution. Moreover, we give an asymptotic expansion for the behaviour of the solution near the opening point and for small values in time. We also give an integral equation for the numerical construction of the leading term in this expansion.

An alternating boundary integral based method for a Cauchy problem for the Laplace equation in semi-infinite regions

We consider a Cauchy problem for the Laplace equation in a two-dimensional semi-infinite region with a bounded inclusion, i.e. the region is the intersection between a half-plane and the exterior of a bounded closed curve contained in the half-plane. The Cauchy data are given on the unbounded part of the boundary of the region and the aim is to construct the solution on the boundary of the inclusion. In 1989, Kozlov and Maz'ya [10] proposed an alternating iterative method for solving Cauchy problems for general strongly elliptic and formally self-adjoint systems in bounded domains. We extend their approach to our setting and in each iteration step mixed boundary value problems for the Laplace equation in the semi-infinite region are solved. Well-posedness of these mixed problems are investigated and convergence of the alternating procedure is examined. For the numerical implementation an efficient boundary integral equation method is proposed, based on the indirect variant of the boundary integral equation approach. The mixed problems are reduced to integral equations over the (bounded) boundary of the inclusion. Numerical examples are included showing the feasibility of the proposed method.

An integral equation method for a mixed initial boundary value problem for unsteady Stokes system in a doubly-connected domain

We present a novel numerical method for a mixed initial boundary value problem for the unsteady Stokes system in a planar doubly-connected domain. Using a Laguerre transformation the unsteady problem is reduced to a system of boundary value problems for the Stokes resolvent equations. Employing a modied potential approach we obtain a system of boundary integral equations with various singularities and we use a trigonometric quadrature method for their numerical solution. Numerical examples are presented showing that accurate approximations can be obtained with low computational cost.

On an indirect integral equation approach for stationary heat transfer in semi-infinite layered domains in R3 with cavities

Regions containing internal boundaries such as composite materials arise in many applications.We consider a situation of a layered domain in IR3 containing a nite number of bounded cavities. The model is stationary heat transfer given by the Laplace equation with piecewise constant conductivity. The heat ux (a Neumann condition) is imposed on the bottom of the layered region and various boundary conditions are imposed on the cavities. The usual transmission (interface) conditions are satised at the interface layer, that is continuity of the solution and its normal derivative. To eciently calculate the stationary temperature eld in the semi-innite region, we employ a Green's matrix technique and reduce the problem to boundary integral equations (weakly singular) over the bounded surfaces of the cavities. For the numerical solution of these integral equations, we use Wienert's approach [20]. Assuming that each cavity is homeomorphic with the unit sphere, a fully discrete projection method with super-algebraic convergence order is proposed. A proof of an error estimate for the approximation is given as well. Numerical examples are presented that further highlights the eciency and accuracy of the proposed method.

An alternating potential based approach for a Cauchy problem for the Laplace equation in a planar domain with a cut

We consider a Cauchy problem for the Laplace equation in a bounded region containing a cut, where the region is formed by removing a sufficiently smooth arc (the cut) from a bounded simply connected domain D. The aim is to reconstruct the solution on the cut from the values of the solution and its normal derivative on the boundary of the domain D. We propose an alternating iterative method which involves solving direct mixed problems for the Laplace operator in the same region. These mixed problems have either a Dirichlet or a Neumann boundary condition imposed on the cut and are solved by a potential approach. Each of these mixed problems is reduced to a system of integral equations of the first kind with logarithmic and hypersingular kernels and at most a square root singularity in the densities at the endpoints of the cut. The full discretization of the direct problems is realized by a trigonometric quadrature method which has super-algebraic convergence. The numerical examples presented illustrate the feasibility of the proposed method.

Recovering boundary data in planar heat conduction using boundary integral equation method

We consider a Cauchy problem for the heat equation, where the temperature field is to be reconstructed from the temperature and heat flux given on a part of the boundary of the solution domain. We employ a Landweber type method proposed in [2], where a sequence of mixed well-posed problems are solved at each iteration step to obtain a stable approximation to the original Cauchy problem. We develop an efficient boundary integral equation method for the numerical solution of these mixed problems, based on the method of Rothe. Numerical examples are presented both with exact and noisy data, showing the efficiency and stability of the proposed procedure and approximations.

Parabolic optical pulses under the action of the third-order dispersion

Recent developments in nonlinear optics reveal an interesting class of pulses with a parabolic intensity profile in the energy-containing core and a linear frequency chirp that can propagate in a fiber with normal group-velocity dispersion. Parabolic pulses propagate in a stable selfsimilar manner, holding certain relations (scaling) between pulse power, width, and chirp parameter. In the additional presence of linear amplification, they enjoy the remarkable property of representing a common asymptotic state (or attractor) for arbitrary initial conditions. Analytically, self-similar (SS) parabolic pulses can be found as asymptotic, approximate solutions of the nonlinear Schr¨odinger equation (NLSE) with gain in the semi-classical (largeamplitude/small-dispersion) limit. By analogy with the well-known stable dynamics of solitary waves - solitons, these SS parabolic pulses have come to be known as similaritons. In practical fiber systems, inherent third-order dispersion (TOD) in the fiber always introduces a certain degree of asymmetry in the structure of the propagating pulse, eventually leading to pulse break-up. To date, there is no analytic theory of parabolic pulses under the action of TOD. Here, we develop aWKB perturbation analysis that describes the effect of weak TOD on the parabolic pulse solution of the NLSE in a fiber gain medium. The induced perturbation in phase and amplitude can be found to any order. The theoretical model predicts with sufficient accuracy the pulse structural changes induced by TOD, which are observed through direct numerical NLSE simulations.

Lattice approach to the dynamics of phase-coded soliton trains

We address the collective dynamics of a soliton train propagating in a medium described by the nonlinear Schrödinger equation. Our approach uses the reduction of train dynamics to the discrete complex Toda chain (CTC) model for the evolution of parameters for each train constituent: such a simplification allows one to carry out an approximate analysis of the dynamics of positions and phases of individual interacting pulses. Here, we employ the CTC model to the problem which has relevance to the field of fibre optics communications where each binary digit of transmitted information is encoded via the phase difference between the two adjacent solitons. Our goal is to elucidate different scenarios of the train distortions and the subsequent information garbling caused solely by the intersoliton interactions. First, we examine how the structure of a given phase pattern affects the initial stage of the train dynamics and explain the general mechanisms for the appearance of unstable collective soliton modes. Then we further discuss the nonlinear regime concentrating on the dependence of the Lax scattering matrix on the input phase distribution; this allows one to classify typical features of the train evolution and determine the distance where the soliton escapes from its slot. In both cases, we demonstrate deep mathematical analogies with the classical theory of crystal lattice dynamics.

Breakup of a multisoliton state of the linearly damped nonlinear Schrödinger equation

We address the breakup (splitting) of multisoliton solutions of the nonlinear Schrödinger equation (NLSE), occurring due to linear loss. Two different approaches are used for the study of the splitting process. The first one is based on the direct numerical solution of the linearly damped NLSE and the subsequent analysis of the eigenvalue drift for the associated Zakharov-Shabat spectral problem. The second one involves the multisoliton adiabatic perturbation theory applied for studying the evolution of the solution parameters, with the linear loss taken as a small perturbation. We demonstrate that in the case of strong nonadiabatic loss the evolution of the Zakharov-Shabat eigenvalues can be quite nontrivial. We also demonstrate that the multisoliton breakup can be correctly described within the framework of the adiabatic perturbation theory and can take place even due to small linear loss. Eventually we elucidate the occurrence of the splitting and its dependence on the phase mismatch between the solitons forming a two-soliton bound state. © 2007 The American Physical Society.

Nonlinear integral equation methods for the reconstruction of an acoustically sound-soft obstacle

The problem considered is that of determining the shape of a planar acoustically sound-soft obstacle from knowledge of the far-field pattern for one time-harmonic incident field. Two methods, which are based on the solution of a pair of integral equations representing the incoming wave and the far-field pattern, respectively, are proposed and investigated for finding the unknown boundary. Numerical resultsare included which show that the methods give accurate numerical approximations in relatively few iterations.

An iterative method for a Cauchy problem for the heat equation

An iterative method for reconstruction of the solution to a parabolic initial boundary value problem of second order from Cauchy data is presented. The data are given on a part of the boundary. At each iteration step, a series of well-posed mixed boundary value problems are solved for the parabolic operator and its adjoint. The convergence proof of this method in a weighted L2-space is included.

Fokker-Planck equation approach to the description of soliton statistics in optical fiber transmission systems

We derive rigorously the Fokker-Planck equation that governs the statistics of soliton parameters in optical transmission lines in the presence of additive amplifier spontaneous emission. We demonstrate that these statistics are generally non-Gaussian. We present exact marginal probability-density functions for soliton parameters for some cases. A WKB approach is applied to describe the tails of the probability-density functions. © 2005 Optical Society of America.