Well-posed two-point initial-boundary value problems with arbitrary boundary conditions

We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the boundary conditions that specify well-posed problems using Fokas' transform method. We also give a sufficient condition guaranteeing that the solution can be represented using a series. The relevant condition, the analyticity at infinity of certain meromorphic functions within particular sectors, is significantly more concrete and easier to test than the previous criterion, based on the existence of admissible functions.

Boundary value problems for the elliptic sine-Gordon equation in a semi-strip

We study boundary value problems posed in a semistrip for the elliptic sine-Gordon equation, which is the paradigm of an elliptic integrable PDE in two variables. We use the method introduced by one of the authors, which provides a substantial generalization of the inverse scattering transform and can be used for the analysis of boundary as opposed to initial-value problems. We first express the solution in terms of a 2 by 2 matrix Riemann-Hilbert problem whose \jump matrix" depends on both the Dirichlet and the Neumann boundary values. For a well posed problem one of these boundary values is an unknown function. This unknown function is characterised in terms of the so-called global relation, but in general this characterisation is nonlinear. We then concentrate on the case that the prescribed boundary conditions are zero along the unbounded sides of a semistrip and constant along the bounded side. This corresponds to a case of the so-called linearisable boundary conditions, however a major difficulty for this problem is the existence of non-integrable singularities of the function q_y at the two corners of the semistrip; these singularities are generated by the discontinuities of the boundary condition at these corners. Motivated by the recent solution of the analogous problem for the modified Helmholtz equation, we introduce an appropriate regularisation which overcomes this difficulty. Furthermore, by mapping the basic Riemann-Hilbert problem to an equivalent modified Riemann-Hilbert problem, we show that the solution can be expressed in terms of a 2 by 2 matrix Riemann-Hilbert problem whose jump matrix depends explicitly on the width of the semistrip L, on the constant value d of the solution along the bounded side, and on the residues at the given poles of a certain spectral function denoted by h. The determination of the function h remains open.

Sparse polynomial approximation in positive order Sobolev spaces with bounded mixed derivatives and applications to elliptic problems with random loading

In the present paper we study the approximation of functions with bounded mixed derivatives by sparse tensor product polynomials in positive order tensor product Sobolev spaces. We introduce a new sparse polynomial approximation operator which exhibits optimal convergence properties in L2 and tensorized View the MathML source simultaneously on a standard k-dimensional cube. In the special case k=2 the suggested approximation operator is also optimal in L2 and tensorized H1 (without essential boundary conditions). This allows to construct an optimal sparse p-version FEM with sparse piecewise continuous polynomial splines, reducing the number of unknowns from O(p2), needed for the full tensor product computation, to View the MathML source, required for the suggested sparse technique, preserving the same optimal convergence rate in terms of p. We apply this result to an elliptic differential equation and an elliptic integral equation with random loading and compute the covariances of the solutions with View the MathML source unknowns. Several numerical examples support the theoretical estimates.

Semilinear parabolic problems in thin domains with a highly oscillatory boundary

In this paper, we study the behavior of the solutions of nonlinear parabolic problems posed in a domain that degenerates into a line segment (thin domain) which has an oscillating boundary. We combine methods from linear homogenization theory for reticulated structures and from the theory on nonlinear dynamics of dissipative systems to obtain the limit problem for the elliptic and parabolic problems and analyze the convergence properties of the solutions and attractors of the evolutionary equations. (C) 2011 Elsevier Ltd. All rights reserved.

A discontinuous-Galerkin-based immersed boundary method

A numerical method to approximate partial differential equations on meshes that do not conform to the domain boundaries is introduced. The proposed method is conceptually simple and free of user-defined parameters. Starting with a conforming finite element mesh, the key ingredient is to switch those elements intersected by the Dirichlet boundary to a discontinuous-Galerkin approximation and impose the Dirichlet boundary conditions strongly. By virtue of relaxing the continuity constraint at those elements. boundary locking is avoided and optimal-order convergence is achieved. This is shown through numerical experiments in reaction-diffusion problems. Copyright (c) 2008 John Wiley & Sons, Ltd.

Cascades of Hopf bifurcations from boundary delay

We consider a 1-dimensional reaction-diffusion equation with nonlinear boundary conditions of logistic type with delay. We deal with non-negative solutions and analyze the stability behavior of its unique positive equilibrium solution, which is given by the constant function u equivalent to 1. We show that if the delay is small, this equilibrium solution is asymptotically stable, similar as in the case without delay. We also show that, as the delay goes to infinity, this equilibrium becomes unstable and undergoes a cascade of Hopf bifurcations. The structure of this cascade will depend on the parameters appearing in the equation. This equation shows some dynamical behavior that differs from the case where the nonlinearity with delay is in the interior of the domain. (C) 2009 Elsevier Inc. All rights reserved.

Boundary and internal conditions for adjoint fluid-flow problems

The ever-increasing robustness and reliability of flow-simulation methods have consolidated CFD as a major tool in virtually all branches of fluid mechanics. Traditionally, those methods have played a crucial role in the analysis of flow physics. In more recent years, though, the subject has broadened considerably, with the development of optimization and inverse design applications. Since then, the search for efficient ways to evaluate flow-sensitivity gradients has received the attention of numerous researchers. In this scenario, the adjoint method has emerged as, quite possibly, the most powerful tool for the job, which heightens the need for a clear understanding of its conceptual basis. Yet, some of its underlying aspects are still subject to debate in the literature, despite all the research that has been carried out on the method. Such is the case with the adjoint boundary and internal conditions, in particular. The present work aims to shed more light on that topic, with emphasis on the need for an internal shock condition. By following the path of previous authors, the quasi-1D Euler problem is used as a vehicle to explore those concepts. The results clearly indicate that the behavior of the adjoint solution through a shock wave ultimately depends upon the nature of the objective functional.

Reaction-diffusion systems coupled at the boundary and the Morse-Smale property

We study an one-dimensional nonlinear reaction-diffusion system coupled on the boundary. Such system comes from modeling problems of temperature distribution on two bars of same length, jointed together, with different diffusion coefficients. We prove the transversality property of unstable and stable manifolds assuming all equilibrium points are hyperbolic. To this end, we write the system as an equation with noncontinuous diffusion coefficient. We then study the nonincreasing property of the number of zeros of a linearized nonautonomous equation as well as the Sturm-Liouville properties of the solutions of a linear elliptic problem. (C) 2008 Elsevier Inc. All rights reserved.

Dynamic stationary response of reinforced plates by the boundary element method

A direct version of the boundary element method (BEM) is developed to model the stationary dynamic response of reinforced plate structures, such as reinforced panels in buildings, automobiles, and airplanes. The dynamic stationary fundamental solutions of thin plates and plane stress state are used to transform the governing partial differential equations into boundary integral equations (BIEs). Two sets of uncoupled BIEs are formulated, respectively, for the in-plane state ( membrane) and for the out-of-plane state ( bending). These uncoupled systems are joined to formamacro-element, in which membrane and bending effects are present. The association of these macro-elements is able to simulate thin-walled structures, including reinforced plate structures. In the present formulation, the BIE is discretized by continuous and/or discontinuous linear elements. Four displacement integral equations are written for every boundary node. Modal data, that is, natural frequencies and the corresponding mode shapes of reinforced plates, are obtained from information contained in the frequency response functions (FRFs). A specific example is presented to illustrate the versatility of the proposed methodology. Different configurations of the reinforcements are used to simulate simply supported and clamped boundary conditions for the plate structures. The procedure is validated by comparison with results determined by the finite element method (FEM).

Lobatto deferred correction for stiff two-point boundary value problems

An iterated deferred correction algorithm based on Lobatto Runge-Kutta formulae is developed for the efficient numerical solution of nonlinear stiff two-point boundary value problems. An analysis of the stability properties of general deferred correction schemes which are based on implicit Runge-Kutta methods is given and results which are analogous to those obtained for initial value problems are derived. A revised definition of symmetry is presented and this ensures that each deferred correction produces an optimal increase in order. Finally, some numerical results are given to demonstrate the superior performance of Lobatto formulae compared with mono-implicit formulae on stiff two-point boundary value problems. (C) 1998 Elsevier B.V. Ltd. All rights reserved.

Implicit differential equations with impasse singularities and singular perturbation problems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Semilinear parabolic problems in thin domains with a highly oscillatory boundary

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Iterated deferred correction for linear two-point boundary value problems

An analysis of iterated deferred correction based on various classes of implicit Runge-Kutta formulae is given. Out of different possibilities considered, it is shown that those based purely on Lobatto formulae have the best stability. The enhanced stability of Lobatto schemes is very important for the efficient integration of excessively stiff boundary value problems and this is demonstrated by means of some numerical results.

Necessary conditions of optimality for state constrained infinite horizon differential inclusions

This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems. © 2011 IEEE.

Error Upper Bounds for a Computational Method for Nonlinear Boundary and Initial-Value Problems

This work develops a computational approach for boundary and initial-value problems by using operational matrices, in order to run an evolutive process in a Hilbert space. Besides, upper bounds for errors in the solutions and in their derivatives can be estimated providing accuracy measures.