Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

In this paper, a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for viscosity solutions of semi-linear stochastic partial differential equations with a Neumann boundary condition is given.

Exact boundary control for the wave equation in a polyhedral time-dependent domain

We establish exact boundary controllability for the wave equation in a polyhedral domain where a part of the boundary moves slowly with constant speed in a small interval of time. The control on the moving part of the boundary is given by the conormal derivative associated with the wave operator while in the fixed part the control is of Neuman type. For initial state H-1 x L-2 we obtain controls in L-2. (C) 1999 Elsevier B.V. Ltd. All rights reserved.

Energy decay for the linear Klein-Gordon equation and boundary control

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A note on the controllability for the wave equation in nonsmooth plane domains

We study exact boundary controllability for a two-dimensional wave equation in a region which is an angular sector of a circle or an angular sector of an annular region. The control, of Neumann type, acts on the curved part of the boundary, while in the straight part we impose homogeneous Dirichlet boundary condition. The initial state has finite energy and the control is square integrable. (c) 2005 Elsevier B.V. All rights reserved.

Factorization of elliptic boundary value problems by invariant embedding and application to overdetermined problems

Dissertação para obtenção do Grau de Doutor em Matemática

Homogenization in a thin domain with an oscillatory boundary

In this paper we analyze the behavior of the Laplace operator with Neumann boundary conditions in a thin domain of the type R(epsilon) = {(x(1), x(2)) is an element of R(2) vertical bar x(1) is an element of (0, 1), 0 < x(2) < epsilon G(x(1), x(1)/epsilon)} where the function G(x, y) is periodic in y of period L. Observe that the upper boundary of the thin domain presents a highly oscillatory behavior and, moreover, the height of the thin domain, the amplitude and period of the oscillations are all of the same order, given by the small parameter epsilon. (C) 2011 Elsevier Masson SAS. All rights reserved.

Partitions spectrales optimales pour les problèmes aux valeurs propres de Dirichlet et de Neumann

Les façons d'aborder l'étude du spectre du laplacien sont multiples. Ce mémoire se concentre sur les partitions spectrales optimales de domaines planaires. Plus précisément, lorsque nous imposons des conditions aux limites de Dirichlet, nous cherchons à trouver la ou les partitions qui réalisent l'infimum (sur l'ensemble des partitions à un certain nombre de composantes) du maximum de la première valeur propre du laplacien sur tous ses sous-domaines. Dans les dernières années, cette question a été activement étudiée par B. Helffer, T. Hoffmann-Ostenhof, S. Terracini et leurs collaborateurs, qui ont obtenu plusieurs résultats analytiques et numériques importants. Dans ce mémoire, nous proposons un problème analogue, mais pour des conditions aux limites de Neumann cette fois. Dans ce contexte, nous nous intéressons aux partitions spectrales maximales plutôt que minimales. Nous cherchons alors à vérifier le maximum sur toutes les $k$-partitions possibles du minimum de la première valeur propre non nulle de chacune des composantes. Cette question s'avère plus difficile que sa semblable dans la mesure où plusieurs propriétés des valeurs propres de Dirichlet, telles que la monotonicité par rapport au domaine, ne tiennent plus. Néanmoins, quelques résultats sont obtenus pour des 2-partitions de domaines symétriques et des partitions spécifiques sont trouvées analytiquement pour des domaines rectangulaires. En outre, des propriétés générales des partitions spectrales optimales et des problèmes ouverts sont abordés.

The Dirichlet-to-Neumann map for the elliptic sine Gordon

We analyse the Dirichlet problem for the elliptic sine Gordon equation in the upper half plane. We express the solution $q(x,y)$ in terms of a Riemann-Hilbert problem whose jump matrix is uniquely defined by a certain function $b(\la)$, $\la\in\R$, explicitly expressed in terms of the given Dirichlet data $g_0(x)=q(x,0)$ and the unknown Neumann boundary value $g_1(x)=q_y(x,0)$, where $g_0(x)$ and $g_1(x)$ are related via the global relation $\{b(\la)=0$, $\la\geq 0\}$. Furthermore, we show that the latter relation can be used to characterise the Dirichlet to Neumann map, i.e. to express $g_1(x)$ in terms of $g_0(x)$. It appears that this provides the first case that such a map is explicitly characterised for a nonlinear integrable {\em elliptic} PDE, as opposed to an {\em evolution} PDE.

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 space-time boundary element methods for the heat equation

The goal of this work is the efficient solution of the heat equation with Dirichlet or Neumann boundary conditions using the Boundary Elements Method (BEM). Efficiently solving the heat equation is useful, as it is a simple model problem for other types of parabolic problems. In complicated spatial domains as often found in engineering, BEM can be beneficial since only the boundary of the domain has to be discretised. This makes BEM easier than domain methods such as finite elements and finite differences, conventionally combined with time-stepping schemes to solve this problem. The contribution of this work is to further decrease the complexity of solving the heat equation, leading both to speed gains (in CPU time) as well as requiring smaller amounts of memory to solve the same problem. To do this we will combine the complexity gains of boundary reduction by integral equation formulations with a discretisation using wavelet bases. This reduces the total work to O(h

Continuity of the dynamics in a localized large diffusion problem with nonlinear boundary conditions

This paper is concerned with singular perturbations in parabolic problems subjected to nonlinear Neumann boundary conditions. We consider the case for which the diffusion coefficient blows up in a subregion Omega(0) which is interior to the physical domain Omega subset of R(n). We prove, under natural assumptions, that the associated attractors behave continuously as the diffusion coefficient blows up locally uniformly in Omega(0) and converges uniformly to a continuous and positive function in Omega(1) = (Omega) over bar\Omega(0). (C) 2009 Elsevier Inc. All rights reserved.

On exact boundary controllability for linearly coupled wave equations

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Error estimates for a neumann problem in highly oscillating thin domains

In this work we analyze the convergence of solutions of the Poisson equation with Neumann boundary conditions in a two-dimensional thin domain with highly oscillatory behavior. We consider the case where the height of the domain, amplitude and period of the oscillations are all of the same order, and given by a small parameter e > 0. Using an appropriate corrector approach, we show strong convergence and give error estimates when we replace the original solutions by the first-order expansion through the Multiple-Scale Method.

Analysis of optimal control problems for the incompressible MHD equations and implementation in a finite element multiphysics code

This thesis deals with the study of optimal control problems for the incompressible Magnetohydrodynamics (MHD) equations. Particular attention to these problems arises from several applications in science and engineering, such as fission nuclear reactors with liquid metal coolant and aluminum casting in metallurgy. In such applications it is of great interest to achieve the control on the fluid state variables through the action of the magnetic Lorentz force. In this thesis we investigate a class of boundary optimal control problems, in which the flow is controlled through the boundary conditions of the magnetic field. Due to their complexity, these problems present various challenges in the definition of an adequate solution approach, both from a theoretical and from a computational point of view. In this thesis we propose a new boundary control approach, based on lifting functions of the boundary conditions, which yields both theoretical and numerical advantages. With the introduction of lifting functions, boundary control problems can be formulated as extended distributed problems. We consider a systematic mathematical formulation of these problems in terms of the minimization of a cost functional constrained by the MHD equations. The existence of a solution to the flow equations and to the optimal control problem are shown. The Lagrange multiplier technique is used to derive an optimality system from which candidate solutions for the control problem can be obtained. In order to achieve the numerical solution of this system, a finite element approximation is considered for the discretization together with an appropriate gradient-type algorithm. A finite element object-oriented library has been developed to obtain a parallel and multigrid computational implementation of the optimality system based on a multiphysics approach. Numerical results of two- and three-dimensional computations show that a possible minimum for the control problem can be computed in a robust and accurate manner.