Stability of nonplane-parallel three-dimensional jet flows

On the variational iteration method and other iterative techniques for nonlinear differential equations

The mathematical modeling of numerous real-world applications results in hierarchical optimization problems with two decision makers where at least one of them has to solve an optimal control problem of ordinary or partial differential equations. Such models are referred to as bilevel optimal control problems. Here, we first review some different features of bilevel optimal control including important applications, existence results, solution approaches, and optimality conditions. Afterwards, we focus on a specific problem class where parameters appearing in the objective functional of an optimal control problem of partial differential equations have to be reconstructed. After verifying the existence of solutions, necessary optimality conditions are derived by exploiting the optimal value function of the underlying parametric optimal control problem in the context of a relaxation approach.

This work presents a review and analysis of modern asymptotic methods for analysis of singularly perturbed problems with interior and boundary layers. The central part of the work is a review of the work of the author and his colleagues and disciples. It highlights boundary and initial-boundary value problems for nonlinear elliptic and parabolic partial differential equations, as well as periodic parabolic problems, which are widely used in applications and are called reaction–diffusion and reaction–diffusion–advection equations. These problems can be interpreted as models in chemical kinetics, synergetics, astrophysics, biology, and other fields. The solutions of these problems often have both narrow boundary regions of rapid change and inner layers of various types (contrasting structures, moving interior layers: fronts), which leads to the need to develop new asymptotic methods in order to study them both formally and rigorously. A general scheme for a rigorous study of contrast structures in singularly perturbed problems for partial differential equations, based on the use of the asymptotic method of differential inequalities, is presented and illustrated on relevant problems. The main achievements of this line of studies of partial differential equations are reflected, and the key directions of its development are indicated.

The purpose of this study is to develop a numerical method for bifurcation analysis of nonlinear partial differential equations, based on the reduction of partial differential equations to ordinary ones, using the Kolmogorov-Arnold theorem. Methods. This paper describes a method for reducing partial differential equations to ordinary ones using the Kolmogorov-Arnold theorem, as well as methods for the bifurcation analysis of nonlinear boundary value problems for ordinary differential equations. Results. The paper presents a new method for solving and bifurcation analysis of nonlinear boundary value problems for partial differential equations, which allow variational formulation. The method was applied to a nonlinear two-dimensional Bratu problem with Dirichlettype boundary conditions. Conclusion. A new method of bifurcation analysis for nonlinear partial differential equations has been developed. Specifically, a method has been proposed for reducing partial different equations to ordinary equations, which allows the use of the developed apparatus of bifurcation analysis for boundary value problems of ordinary differential equations. This method allows conducting bifurcation analysis for arbitrary nonlinear partial differential equations.

The initial‐boundary value problem for partial differential equations of higher‐order involving the Caputo fractional derivative is studied. Theorems on existence and uniqueness of a solution and its continuous dependence on the initial data and on the right‐hand side of the equation are established.

In this work, we investigate a unique solvability of a direct and inverse source problem for a time-fractional partial differential equation with the Caputo and Bessel operators. Using spectral expansion method, we give explicit forms of solutions to formulated problems in terms of multinomial Mittag-Leffler and first kind Bessel functions.

The initial-boundary value problem for higher-order delay partial differential equations is considered. We study the existence of its solution and also propose a method for finding approximate solutions. We are established a sufficient conditions for the existence and uniqueness of the solution to the problem under consideration. Introducing new unknown functions, we reduce the considered problem to an equivalent problem consisting of a family of problems for delay differential equation with functional parameters and integral relations. An algorithm for finding an approximate solution to the problem under study is proposed and its convergence is proved. Sufficient conditions for the existence of a unique solution to an equivalent problem with parameters are established. The conditions for the unique solvability of the initial-boundary value problem for delay partial differential equations are obtained in terms of the initial data. Unique solvability to the initial-boundary value problem for higher-order delay partial differential equations is interconnected with unique solvability to the family of problems with parameters for delay differential equations.

<abstract><p>We present Ulam-Hyers-Rassias (UHR) stability results for the Darboux problem of partial differential equations (DPPDEs). We employ some fixed point theorem (FPT) as the main tool in the analysis. In this manner, our results are considered as some generalized version of several earlier outcomes.</p></abstract>

The initial-boundary value problem for higher-order partial differential equations is considered. We study the existence of its classical solutions, and also propose a method for finding approximate solutions. Paper establishes sufficient conditions for the existence and uniqueness of the classical solution of the problem under consideration. Introducing a new unknown function, we reduce the considered problem to an equivalent problem consisting of a nonlocal problem for second-order hyperbolic equations with functional parameters and integral relations. An algorithm for finding an approximate solution to the problem under study is proposed and its convergence is proved. Sufficient conditions for the existence of a unique solution to an equivalent problem with parameters are established. The conditions for the unique solvability of the initial-boundary value problem for higher-order partial differential equations are obtained in terms of the initial data. Solvability of the initial-boundary value problem for higher-order partial differential equations is connected with solvability of the nonlocal problem for second-order hyperbolic equations.

SH-Wave Propagation in Quasianisotropic Socks: Problem of Partial Differential Equation with Rapidly Oscillating Coefficients was published in Inverse and Improperly Posed Problems in Differential Equations on page 181.

Integral Equations for Nonlinear Problems in Partial Differential Equations

The usual solution methods of discretised partial differential equations are based exclusively on matrix-vector multiplications as basis operation. On the one hand, this is supported by the use of sparse matrices (cf. §1.3.2.5); on the other hand, one tries to apply fast iterative methods (e.g., the multigrid method [124], [119, §12]) whose basic steps are matrix-vector multiplications. Krylov methods are based on the same concept. However, there are interesting problems which require the solution of a linear or nonlinear matrix equation1 and cannot be solved via the matrix-vector multiplication. Examples are the linear Lyapunov and Sylvester equations as well as the quadratic Riccati equation, which arise, e.g., in optimal control problems for partial differential equations and in model reduction methods. However, there are interesting problems which require the solution of a linear or nonlinear matrix equation and cannot be solved via the matrix-vector multiplication. Examples are the linear Lyapunov and Sylvester equations as well as the quadratic Riccati equation, which arise, e.g., in optimal control problems for partial differential equations and in model reduction methods. The $$\mathcal{H}$$ -matrix arithmetic allows the solution of these matrix equations efficiently. Here, the use of hierarchical matrix operations and matrix-valued functions is only one part of the solution method. Another essential fact is that the solution $$ X \in \mathbb{R}^{I \times I}(n==\!\!\!\!\!/ \!\!\!\!/I)$$ can be replaced by an $$\mathcal{H}$$ -matrix $$X_{\mathcal{H}}$$ . If one considers the equation $$f(X)\;=\;0$$ as a system of n 2 equation for the n 2 components of X, even an optimal solution method has complexity $$\mathcal{O}(n^2)$$ , since this is linear complexity in a number of unknowns (cf. Remark 1.1). Using traditional techniques, the solution of large-scale matrix equations is not feasible. Only an $$\mathcal{H}$$ -matrix $$X_{\mathcal{H}}$$ with $$\mathcal{O}(n\; \mathrm{log}^*n)$$ data instead of n 2 admits a solution with a cost almost linear with respect to n. Section 15.1 introduces Lyapunov and Sylvester equations and discusses their solution. In Section 15.2 we consider quadratic Riccati equation. An interesting approach uses the matrix version of the sign function from §14.1.1. General nonlinear matrix equations may be solved iteratively by Newton’s method or related methods (cf. Section 15.3). As an example, computing the square root of a positive definite matrix is described in §15.3.1. The influence of the truncation error introduced by H-matrix arithmetic is investigated in Section 15.3.

A wavelet multiscale-homotopy method for the parameter identification problem of partial differential equations

Coefficient inverse problems related to identifying the right-hand side of an equation with use of additional information is of interest among inverse problems for partial differential equations. When considering non-stationary problems, tasks of recovering the dependence of the right-hand side on time and spatial variables can be treated as independent. These tasks relate to a class of linear inverse problems, which sufficiently simplifies their study. This work is devoted to finding the dependence of right-hand side of multidimensional parabolic equation on spatial variables using additional observations of the solution at the final point of time – the final overdetermination. More general problems are associated with some integral observation of the solution in time – the integral overdetermination. The first method of numerical solution of inverse problems is based on iterative solution of boundary value problem for time derivative with non-local acceleration. The second method is based on the known approach with iterative refinement of desired dependence of the right-hand side on spatial variables. Capabilities of proposed methods are illustrated by numerical examples for a two-dimensional problem of identifying the right-hand side of a parabolic equation. The standard finite-element approximation in space is used, whilst the time discretization is based on fully implicit two-level schemes.

The problem of variable separation in the linear stability equations, which govern the disturbance behaviour in viscous incompressible fluid flows, is discussed. The so-called direct approach, in which a form of the 'ansatz' for a solution with separated variables as well as a form of reduced ODEs are postulated from the beginning, is applied. The results of application of the method are the new coordinate systems and the most general forms of basic flows, which permit the postulated form of separation of variables. Then the basic flows are specified by the requirement that they themselves satisfy the Navier–Stokes equations. Calculations are made for the (1+3)-dimensional disturbance equations written in Cartesian and cylindrical coordinates. The fluid dynamics interpretation and stability properties of some classes of the exact solutions of the Navier–Stokes equations, defined as flows for which the stability analysis can be reduced via separation of variables to the eigenvalue problems of ordinary differential equations, are discussed. The eigenvalue problems are solved numerically with the help of the spectral collocation method based on Chebyshev polynomials. For some classes of perturbations, the eigenvalue problems can be solved analytically. Those unique examples of exact (explicit) solution of the nonparallel unsteady flow stability problems provide a very useful test for numerical methods of solution of eigenvalue problems, and for methods used in the hydrodynamic stability theory, in general.