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We continue our study of invariant forms of the classical equations of mathematical physics, such as the Maxwell equations or the Lam´e system, on manifold with boundary. To this end we interpret them in terms of the de Rham complex at a certain step. On using the structure of the complex we get an insight to predict a degeneracy deeply encoded in the equations. In the present paper we develop an invariant approach to the classical Navier-Stokes equations.
We discuss canonical representations of the de Rham cohomology on a compact manifold with boundary. They are obtained by minimising the energy integral in a Hilbert space of differential forms that belong along with the exterior derivative to the domain of the adjoint operator. The corresponding Euler-Lagrange equations reduce to an elliptic boundary value problem on the manifold, which is usually referred to as the Neumann problem after Spencer.
We prove that if u is a locally Lipschitz continuous function on an open set chi subset of Rn + 1 satisfying the nonlinear heat equation partial derivative(t)u = Delta(vertical bar u vertical bar(p-1) u), p > 1, weakly away from the zero set u(-1) (0) in chi, then u is a weak solution to this equation in all of chi.
This is a brief survey of a constructive technique of analytic continuation related to an explicit integral formula of Golusin and Krylov (1933). It goes far beyond complex analysis and applies to the Cauchy problem for elliptic partial differential equations as well. As started in the classical papers, the technique is elaborated in generalised Hardy spaces also called Hardy-Smirnov spaces.
We consider the Cauchy problem for the heat equation in a cylinder C (T) = X x (0, T) over a domain X in R (n) , with data on a strip lying on the lateral surface. The strip is of the form S x (0, T), where S is an open subset of the boundary of X. The problem is ill-posed. Under natural restrictions on the configuration of S, we derive an explicit formula for solutions of this problem.
This is a brief survey of a constructive technique of analytic continuation related to an explicit integral formula of Golusin and Krylov (1933). It goes far beyond complex analysis and applies to the Cauchy problem for elliptic partial differential equations as well. As started in the classical papers, the technique is elaborated in generalised Hardy spaces also called Hardy-Smirnov spaces.
In a bounded domain with smooth boundary in R^3 we consider the stationary Maxwell equations
for a function u with values in R^3 subject to a nonhomogeneous condition
(u,v)_x = u_0 on
the boundary, where v is a given vector field and u_0 a function on the boundary. We specify this problem within the framework of the Riemann-Hilbert boundary value problems for the Moisil-Teodorescu system. This latter is proved to satisfy the Shapiro-Lopaniskij condition if an only if the vector v is at no point tangent to the boundary. The Riemann-Hilbert problem for the Moisil-Teodorescu system fails to possess an adjoint boundary value problem with respect to the Green formula, which satisfies the Shapiro-Lopatinskij condition. We develop the construction of Green formula to get a proper concept of adjoint boundary value problem.
We elaborate a boundary Fourier method for studying an analogue of the Hilbert problem for analytic functions within the framework of generalised Cauchy-Riemann equations. The boundary value problem need not satisfy the Shapiro-Lopatinskij condition and so it fails to be Fredholm in Sobolev spaces. We show a solvability condition of the Hilbert problem, which looks like those for ill-posed problems, and construct an explicit formula for approximate solutions.
Let A be a nonlinear differential operator on an open set X subset of R-n and S a closed subset of X. Given a class F of functions in X, the set S is said to be removable for F relative to A if any weak solution of A(u) = 0 in XS of class F satisfies this equation weakly in all of X. For the most extensively studied classes F, we show conditions on S which guarantee that S is removable for F relative to A.
We consider the Navier-Stokes equations in the layer R^n x [0,T] over R^n with finite T > 0. Using the standard fundamental solutions of the Laplace operator and the heat operator, we reduce the Navier-Stokes equations to a nonlinear Fredholm equation of the form (I+K) u = f, where K is a compact continuous operator in anisotropic normed Hölder spaces weighted at the point at infinity with respect to the space variables. Actually, the weight function is included to provide a finite energy estimate for solutions to the Navier-Stokes equations for all t in [0,T]. On using the particular properties of the de Rham complex we conclude that the Fréchet derivative (I+K)' is continuously invertible at each point of the Banach space under consideration and the map I+K is open and injective in the space. In this way the Navier-Stokes equations prove to induce an open one-to-one mapping in the scale of Hölder spaces.
We describe a natural construction of deformation quantization on a compact symplectic manifold with boundary. On the algebra of quantum observables a trace functional is defined which as usual annihilates the commutators. This gives rise to an index as the trace of the unity element. We formulate the index theorem as a conjecture and examine it by the classical harmonic oscillator.
The aim of this paper is to bring together two areas which are of great importance for the study of overdetermined boundary value problems. The first area is homological algebra which is the main tool in constructing the formal theory of overdetermined problems. And the second area is the global calculus of pseudodifferential operators which allows one to develop explicit analysis.
We elaborate a boundary Fourier method for studying an analogue of the Hilbert problem for analytic functions within the framework of generalised Cauchy-Riemann equations. The boundary value problem need not satisfy the Shapiro-Lopatinskij condition and so it fails to be Fredholm in Sobolev spaces. We show a solvability condition of the Hilbert problem, which looks like those for ill-posed
problems, and construct an explicit formula for approximate solutions.
When trying to extend the Hodge theory for elliptic complexes on compact closed manifolds to the case of compact manifolds with boundary one is led to a boundary value problem for
the Laplacian of the complex which is usually referred to as Neumann problem. We study the Neumann problem for a larger class of sequences of differential operators on
a compact manifold with boundary. These are sequences of small curvature, i.e., bearing the property that the composition of any two neighbouring operators has order less than two.
Let A be a nonlinear differential operator on an open set X in R^n and S a closed subset of X. Given a class F of functions in X, the set S is said to be removable for F relative to A if any weak solution of A (u) = 0 in the complement of S of class F satisfies this equation weakly in all of X. For the most extensively studied classes F we show conditions on S which guarantee that S is removable for F relative to A.
We describe a natural construction of deformation quantisation on a compact symplectic manifold with boundary. On the algebra of quantum observables a trace functional is defined which as usual annihilates the commutators. This gives rise to an index as the trace of the unity element. We formulate the index theorem as a conjecture and examine it by the classical harmonic oscillator.
We define weak boundary values of solutions to those nonlinear differential equations which appear as Euler-Lagrange equations of variational problems. As a result we initiate the theory of Lagrangian boundary value problems in spaces of appropriate smoothness. We also analyse if the concept of mapping degree of current importance applies to the study of Lagrangian problems.
We consider a Cauchy problem for the heat equation in a cylinder X x (0,T) over a domain X in the n-dimensional space with data on a strip lying on the lateral surface. The strip is of the form
S x (0,T), where S is an open subset of the boundary of X. The problem is ill-posed. Under natural restrictions on the configuration of S we derive an explicit formula for solutions of this problem.
We continue our study of invariant forms of the classical equations of mathematical physics,
such as the Maxwell equations or the Lamé system, on manifold with boundary. To this end we interpret them in terms of the de Rham complex at a certain step. On using the structure of the complex we get an insight to predict a degeneracy deeply encoded
in the equations. In the present paper we develop an invariant approach to the classical Navier-Stokes equations.
In this paper we study the convergence of continuous Newton method for solving nonlinear equations with holomorphic mappings in complex Banach spaces. Our contribution is based on a recent progress in the geometric theory of spirallike functions. We prove convergence theorems and illustrate them by numerical simulations.
Asymptotic Solutions of the Dirichlet Problem for the Heat Equation at a Characteristic Point
(2015)
The Dirichlet problem for the heat equation in a bounded domain aS, a"e (n+1) is characteristic because there are boundary points at which the boundary touches a characteristic hyperplane t = c, where c is a constant. For the first time, necessary and sufficient conditions on the boundary guaranteeing that the solution is continuous up to the characteristic point were established by Petrovskii (1934) under the assumption that the Dirichlet data are continuous. The appearance of Petrovskii's paper was stimulated by the existing interest to the investigation of general boundary-value problems for parabolic equations in bounded domains. We contribute to the study of this problem by finding a formal solution of the Dirichlet problem for the heat equation in a neighborhood of a cuspidal characteristic boundary point and analyzing its asymptotic behavior.
We find necessary conditions for a second order ordinary differential equation to be equivalent to the Painleve III equation under a general point transformation. Their sufficiency is established by reduction to known results for the equations of the form y ' = f (x, y). We consider separately the generic case and the case of reducibility to an autonomous equation. The results are illustrated by the primary resonance equation.
The subject of this paper is solutions of an autoresonance equation. We look for a connection between the parameters of the solution bounded as t -> -infinity, and the parameters of two two-parameter families of solutions as t -> infinity. One family consists of the solutions which are not captured into resonance, and another of those increasing solutions which are captured into resonance. In this way we describe the transition through the separatrix for equations with slowly varying parameters and get an estimate for parameters before the resonance of those solutions which may be captured into autoresonance. (C) 2014 AIP Publishing LLC.
We investigate nonlinear problems which appear as Euler-Lagrange equations for a variational problem. They include in particular variational boundary value problems for nonlinear elliptic equations studied by F. Browder in the 1960s. We establish a solvability criterion of such problems and elaborate an efficient orthogonal projection method for constructing approximate solutions.
The paper is devoted to asymptotic analysis of the Dirichlet problem for a second order partial differential equation containing a small parameter multiplying the highest order derivatives. It corresponds to a small perturbation of a dynamical system having a stationary solution in the domain. We focus on the case where the trajectories of the system go into the domain and the stationary solution is a proper node.
We develop a new approach to the analysis of pseudodifferential operators with small parameter 'epsilon' in (0,1] on a compact smooth manifold X. The standard approach assumes action of operators in Sobolev spaces whose norms depend on 'epsilon'. Instead we consider the cylinder [0,1] x X over X and study pseudodifferential operators on the cylinder which act, by the very nature, on functions depending on 'epsilon' as well. The action in 'epsilon' reduces to multiplication by functions of this variable and does not include any differentiation. As but one result we mention asymptotic of solutions to singular perturbation problems for small values of 'epsilon'.
On completeness of root functions of Sturm-Liouville problems with discontinuous boundary operators
(2013)
We consider a Sturm-Liouville boundary value problem in a bounded domain D of R-n. By this is meant that the differential equation is given by a second order elliptic operator of divergent form in D and the boundary conditions are of Robin type on partial derivative D. The first order term of the boundary operator is the oblique derivative whose coefficients bear discontinuities of the first kind. Applying the method of weak perturbation of compact selfadjoint operators and the method of rays of minimal growth, we prove the completeness of root functions related to the boundary value problem in Lebesgue and Sobolev spaces of various types. (C) 2013 Elsevier Inc. All rights reserved.
We consider a (generally, non-coercive) mixed boundary value problem in a bounded domain for a second order elliptic differential operator A. The differential operator is assumed to be of divergent form and the boundary operator B is of Robin type. The boundary is assumed to be a Lipschitz surface. Besides, we distinguish a closed subset of the boundary and control the growth of solutions near this set. We prove that the pair (A,B) induces a Fredholm operator L in suitable weighted spaces of Sobolev type, the weight function being a power of the distance to the singular set. Moreover, we prove the completeness of root functions related to L.
We consider systems of Euler-Lagrange equations with two degrees of freedom and with Lagrangian being quadratic in velocities. For this class of equations the generic case of the equivalence problem is solved with respect to point transformations. Using Lie's infinitesimal method we construct a basis of differential invariants and invariant differentiation operators for such systems. We describe certain types of Lagrangian systems in terms of their invariants. The results are illustrated by several examples.
We study a boundary value problem for an overdetermined elliptic system of nonlinear first order differential equations with linear boundary operators. Such a problem is solvable for a small set of data, and so we pass to its variational formulation which consists in minimising the discrepancy. The Euler-Lagrange equations for the variational problem are far-reaching analogues of the classical Laplace equation. Within the framework of Euler-Lagrange equations we specify an operator on the boundary whose zero set consists precisely of those boundary data for which the initial problem is solvable. The construction of such operator has much in common with that of the familiar Dirichlet to Neumann operator. In the case of linear problems we establish complete results.
We develop the method of Fischer-Riesz equations for general boundary value problems elliptic in the sense of Douglis-Nirenberg. To this end we reduce them to a boundary problem for a (possibly overdetermined) first order system whose classical symbol has a left inverse. For such a problem there is a uniquely determined boundary value problem which is adjoint to the given one with respect to the Green formula. On using a well elaborated theory of approximation by solutions of the adjoint problem, we find the Cauchy data of solutions of our problem.
We show that it is possible to approximate the zeta-function of a curve over a finite field by meromorphic functions which satisfy the same functional equation and moreover satisfy (respectively do not satisfy) an analog of the Riemann hypothesis. In the other direction, it is possible to approximate holomorphic functions by simple manipulations of such a zeta-function. No number theory is required to understand the theorems and their proofs, for it is known that the zeta-functions of curves over finite fields are very explicit meromorphic functions. We study the approximation properties of these meromorphic functions.
We study the Dirichlet problem in a bounded plane domain for the heat equation with small parameter multiplying the derivative in t. The behaviour of solution at characteristic points of the boundary is of special interest. The behaviour is well understood if a characteristic line is tangent to the boundary with contact degree at least 2. We allow the boundary to not only have contact of degree less than 2 with a characteristic line but also a cuspidal singularity at a characteristic point. We construct an asymptotic solution of the problem near the characteristic point to describe how the boundary layer degenerates.
The Riemann hypothesis is equivalent to the fact the the reciprocal function 1/zeta (s) extends from the interval (1/2,1) to an analytic function in the quarter-strip 1/2 < Re s < 1 and Im s > 0. Function theory allows one to rewrite the condition of analytic continuability in an elegant form amenable to numerical experiments.
We consider the Dirichlet, Neumann and Zaremba problems for harmonic functions in a bounded plane domain with nonsmooth boundary. The boundary curve belongs to one of the following three classes: sectorial curves, logarithmic spirals and spirals of power type. To study the problem we apply a familiar method of Vekua-Muskhelishvili which consists in using a conformal mapping of the unit disk onto the domain to pull back the problem to a boundary problem for harmonic functions in the disk. This latter is reduced in turn to a Toeplitz operator equation on the unit circle with symbol bearing discontinuities of second kind. We develop a constructive invertibility theory for Toeplitz operators and thus derive solvability conditions as well as explicit formulas for solutions.
For a sequence of Hilbert spaces and continuous linear operators the curvature is defined to be the composition of any two consecutive operators. This is modeled on the de Rham resolution of a connection on a module over an algebra. Of particular interest are those sequences for which the curvature is "small" at each step, e.g., belongs to a fixed operator ideal. In this context we elaborate the theory of Fredholm sequences and show how to introduce the Lefschetz number.
Asymptotic solutions of the Dirichlet problem for the heat equation at a characteristic point
(2012)
The Dirichlet problem for the heat equation in a bounded domain is characteristic, for there are boundary points at which the boundary touches a characteristic hyperplane t = c, c being a constant. It was I.G. Petrovskii (1934) who first found necessary and sufficient conditions on the boundary which guarantee that the solution is continuous up to the characteristic point, provided that the Dirichlet data are continuous. This paper initiated standing interest in studying general boundary value problems for parabolic equations in bounded domains. We contribute to the study by constructing a formal solution of the Dirichlet problem for the heat equation in a neighbourhood of a characteristic boundary point and showing its asymptotic character.
On completeness of root functions of Sturm-Liouville problems with discontinuous boundary operators
(2012)
We consider a Sturm-Liouville boundary value problem in a bounded domain D of R^n. By this is meant that the differential equation is given by a second order elliptic operator of divergent form in D and the boundary conditions are of Robin type on bD. The first order term of the boundary operator is the oblique derivative whose coefficients bear discontinuities of the first kind. Applying the method of weak perturbation of compact self-adjoint operators and the method of rays of minimal growth, we prove the completeness of root functions related to the boundary value problem in Lebesgue and Sobolev spaces of various types.
Equations of Maxwell type
(2011)
For an elliptic complex of first order differential operators on a smooth manifold X, we define a system of two equations which can be thought of as abstract Maxwell equations. The formal theory of this system proves to be very similar to that of classical Maxwell's equations. The paper focuses on boundary value problems for the abstract Maxwell equations, especially on the Cauchy problem.
We consider a resonantly perturbed system of coupled nonlinear oscillators with small dissipation and outer periodic perturbation. We show that for the large time t similar to s(-2) one component of the system is described for the most part by the inhomogeneous Mathieu equation while the other component represents pulsation of large amplitude. A Hamiltonian system is obtained which describes for the most part the behavior of the envelope in a special case. The analytic results agree with numerical simulations.
We prove a theorem on separation of boundary null points for generators of continuous semigroups of holomorphic self-mappings of the unit disk in the complex plane. Our construction demonstrates rather strikingly the particular role of the binary operation au broken vertical bar given by 1/ f au broken vertical bar g = 1/f + 1/g on generators.
We define the Dirichlet to Neumann operator for an elliptic complex of first order differential operators on a compact Riemannian manifold with boundary. Under reasonable conditions the Betti numbers of the complex prove to be completely determined by the Dirichlet to Neumann operator on the boundary.
We discuss the Cauchy problem for the so-called Chaplygin system which often appears in gas, aero- and hydrodynamics. This system can be thought of as a nonlinear analogue of the Cauchy-Riemann system in the plane. We pose Cauchy data on a part of the boundary and apply variational approach to construct a solution to this ill-posed problem. The problem actually gives insight to fundamental questions related to instable problems for nonlinear equations.
We study the autoresonant solution of Duffing's equation in the presence of dissipation. This solution is proved to be an attracting set. We evaluate the maximal amplitude of the autoresonant solution and the time of transition from autoresonant growth of the amplitude to the mode of fast oscillations. Analytical results are illustrated by numerical simulations.
We consider a solution of the nonlinear Klein-Gordon equation perturbed by a parametric driver. The frequency of parametric perturbation varies slowly and passes through a resonant value, which leads to a solution change. We obtain a new connection formula for the asymptotic solution before and after the resonance.
We discuss the relaxation of a class of nonlinear elliptic Cauchy problems with data on a piece S of the boundary surface by means of a variational approach known in the optimal control literature as "equation error method". By the Cauchy problem is meant any boundary value problem for an unknown function y in a domain X with the property that the data on S, if combined with the differential equations in X, allow one to determine all derivatives of y on S by means of functional equations. In the case of real analytic data of the Cauchy problem, the existence of a local solution near S is guaranteed by the Cauchy-Kovalevskaya theorem. We also admit overdetermined elliptic systems, in which case the set of those Cauchy data on S for which the Cauchy problem is solvable is very "thin". For this reason we discuss a variational setting of the Cauchy problem which always possesses a generalised solution.
Formal poincare lemma
(2007)
Formal Poincaré lemma
(2007)
We show how the multiple application of the formal Cauchy-Kovalevskaya theorem leads to the main result of the formal theory of overdetermined systems of partial differential equations. Namely, any sufficiently regular system Au = f with smooth coefficients on an open set U ⊂ Rn admits a solution in smooth sections of a bundle of formal power series, provided that f satisfies a compatibility condition in U.
We develop an approach to the problem of optimal recovery of continuous linear functionals in Banach spaces through information on a finite number of given functionals. The results obtained are applied to the problem of the best analytic continuation from a finite set in the complex space Cn, n ≥ 1, for classes of entire functions of exponential type which belong to the space Lp, 1 < p < 1, on the real subspace of Cn. These latter are known as Wiener classes.
We study the Cauchy problem for the oscillation equation of the couple-stress theory of elasticity in a bounded domain in R3. Both the displacement and stress are given on a part S of the boundary of the domain. This problem is densely solvable while data of compact support in the interior of S fail to belong to the range of the problem. Hence the problem is ill-posed which makes the standard calculi of Fourier integral operators inapplicable. If S is real analytic the Cauchy-Kovalevskaya theorem applies to guarantee the existence of a local solution. We invoke the special structure of the oscillation equation to derive explicit conditions of global solvability and an approximation solution.
We consider quasicomplexes of Boutet de Monvel operators in Sobolev spaces on a smooth compact manifold with boundary. To each quasicomplex we associate two complexes of symbols. One complex is defined on the cotangent bundle of the manifold and the other on that of the boundary. The quasicomplex is elliptic if these symbol complexes are exact away from the zero sections. We prove that elliptic quasicomplexes are Fredholm. As a consequence of this result we deduce that a compatibility complex for an overdetermined elliptic boundary problem operator is also Fredholm. Moreover, we introduce the Euler characteristic for elliptic quasicomplexes of Boutet de Monvel operators.
By quasicomplexes are usually meant perturbations of complexes small in some sense. Of interest are not only perturbations within the category of complexes but also those going beyond this category. A sequence perturbed in this way is no longer a complex, and so it bears no cohomology. We show how to introduce Euler characteristic for small perturbations of Fredholm complexes. The paper is to appear in Funct. Anal. and its Appl., 2006.
Let X be a smooth n-dimensional manifold and D be an open connected set in X with smooth boundary OD. Perturbing the Cauchy problem for an elliptic system Au = f in D with data on a closed set Gamma subset of partial derivativeD, we obtain a family of mixed problems depending on a small parameter epsilon > 0. Although the mixed problems are subjected to a noncoercive boundary condition on partial derivativeDF in general, each of them is uniquely solvable in an appropriate Hilbert space D-T and the corresponding family {u(epsilon)} of solutions approximates the solution of the Cauchy problem in D-T whenever the solution exists. We also prove that the existence of a solution to the Cauchy problem in D-T is equivalent to the boundedness of the family {u(epsilon)}. We thus derive a solvability condition for the Cauchy problem and an effective method of constructing the solution. Examples for Dirac operators in the Euclidean space R-n are treated. In this case, we obtain a family of mixed boundary problems for the Helmholtz equation
The inhomogeneous partial derivative-equation is an inexhaustible source of locally unsolvable equations, subelliptic estimates and other phenomena in partial differential equations. Loosely speaking, for the analysis on complex manifolds with boundary nonelliptic problems are typical rather than elliptic ones. Using explicit integral representations we assign a Fredholm complex to the Dolbeault complex over an arbitrary bounded domain in C-n. (C) 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim
In order to characterise the C*-algebra generated by the singular Bochner-Martinelli integral over a smooth closed hypersurfaces in Cn, we compute its principal symbol. We show then that the Szegö projection belongs to the strong closure of the algebra generated by the singular Bochner-Martinelli integral.
We consider a boundary value problem for an elliptic differential operator of order 2m in a domain D ⊂ n. The boundary of D is smooth outside a finite number of conical points, and the Lopatinskii condition is fulfilled on the smooth part of δD. The corresponding spaces are weighted Sobolev spaces H(up s,Υ)(D), and this allows one to define ellipticity of weight Υ for the problem. The resolvent of the problem is assumed to possess rays of minimal growth. The main result says that if there are rays of minimal growth with angles between neighbouring rays not exceeding π(Υ + 2m)/n, then the root functions of the problem are complete in L²(D). In the case of second order elliptic equations the results remain true for all domains with Lipschitz boundary.
For elliptic systems of differential equations on a manifold with boundary, we prove the Fredholm property of a class of boundary problems which do not satisfy the Shapiro-Lopatinskii property. We name these boundary problems generalised elliptic, for they preserve the main properties of elliptic boundary problems. Moreover, they reduce to systems of pseudodifferential operators on the boundary which are generalised elliptic in the sense of Saks (1997).
An expansion for a class of functions is called stable if the partial sums are bounded uniformly in the class. Stable expansions are of key importance in numerical analysis where functions are given up to certain error. We show that expansions in homogeneous functions are always stable on a small ball around the origin, and evaluate the radius of the largest ball with this property.
We describe a new algebra of boundary value problems which contains Lopatinskii elliptic as well as Toeplitz type conditions. These latter are necessary, if an analogue of the Atiyah-Bott obstruction does not vanish. Every elliptic operator is proved to admit up to a stabilisation elliptic conditions of such a kind. Corresponding boundary value problems are then Fredholm in adequate scales of spaces. The crucial novelty consists of the new type of weighted Sobolev spaces which serve as domains of pseudodifferential operators and which fit well to the nature of operators.