Parabolic Differential Equations Research Articles

A partial differential equation characterization of anisotropic Hardy spaces

AbstractWe obtain a differential characterization for the anisotropic Hardy space by identifying it with a parabolic Hardy space associated with a general continuous group. This allows to be defined using a parabolic differential equation of Calderón and Torchinsky. We also provide a classification of dilations corresponding to equivalent anisotropic Hardy spaces with respect to linear transformations.

Applications of a space-time FOSLS formulation for parabolic PDEs

Abstract In this work, we show that the space-time first-order system least-squares formulation (Führer, T. & Karkulik, M. (2021) Space–time least-squares finite elements for parabolic equations. Comput. Math. Appl.92, 27–36) for the heat equation and its recent generalization (Gantner, G. & Stevenson, R. (2021) Further results on a space-time FOSLS formulation of parabolic PDEs. ESAIM Math. Model. Numer. Anal.55, 283–299) to arbitrary second-order parabolic partial differential equations can be used to efficiently solve parameter-dependent problems, optimal control problems and problems on time-dependent spatial domains.

Model Predictive Control of Parabolic PDE Systems under Chance Constraints

Model predictive control (MPC) heavily relies on the accuracy of the system model. Nevertheless, process models naturally contain random parameters. To derive a reliable solution, it is necessary to design a stochastic MPC. This work studies the chance constrained MPC of systems described by parabolic partial differential equations (PDEs) with random parameters. Inequality constraints on time- and space-dependent state variables are defined in terms of chance constraints. Using a discretization scheme, the resulting high-dimensional chance constrained optimization problem is solved by our recently developed inner–outer approximation which renders the problem computationally amenable. The proposed MPC scheme automatically generates probability tubes significantly simplifying the derivation of feasible solutions. We demonstrate the viability and versatility of the approach through a case study of tumor hyperthermia cancer treatment control, where the randomness arises from the thermal conductivity coefficient characterizing heat flux in human tissue.

Observer-based consensus of fractional order parabolic PDEs agents on directed networks via boundary communication

This paper investigates the consensus of fractional order multi-agent systems which are modeled by parabolic partial differential equations (PDEs). Both leaderless and leader-following consensus are studied. Observers are designed for every agent based on the outputs of them, furthermore, communications among agents just exist at spatial boundary position instead of at every spatial position. Some consensus criteria are derived based on fractional order Lyapunov method, which are formed as matrix inequalities. Finally, two examples are given to show the effectiveness of the theoretical results.

Space-Time Methods for Time-Dependent Partial Differential Equations

Modern discretization and solution methods for time-dependent PDEs consider the full problem in space and time simultaneously and aim to overcome limitations of classical approaches by first discretizing in space and then solving the resulting ODE, or first discretizing in time and then solving the PDE in space. The development of space-time methods for hyperbolic and parabolic differential equation is an emerging and rapidly growing field in numerical analysis and scientific computing. At the first Workshop on this topic in 2017 a large variety of interesting and challenging concepts, methods, and research directions have been presented; now we exchange the new developments. The focus is on the optimal convergence of discretizations and on efficient error control for space-time methods for hyperbolic and parabolic problems, and on solution methods with optimal complexity. This is complemented by applications in the field of time-dependent stochastic PDEs, non-local material laws in space and time, optimization with time-dependent PDE constraints, and multiscale methods for time-dependent PDEs.

ON DETERMINATION OF THE COEFFICIENT AND KERNEL IN AN INTEGRO -DIFFERENTIAL EQUATION OF PARABOLIC TYPE

The inverse problem of determination of x-dependent coefficient a(x) at u and the kernel k(t) functions in the one-dimensional integro–differential parabolic equation is investigated. The direct problem is the initial-boundary problem for this equation. Firstly, we studied the solvability of the direct problem, by used to the Fourier method and approximation series methods. As additional information for solving inverse problem, the solution of the direct problem by over determining condition is given. The problem is reduced to an equivalent closed system of Volterra-type integral equations with respect to unknown functions. Applying the method of contraction mappings to this system in the continuous class of functions, we prove the main result of the article, which is a local existence and uniqueness theorem of inverse problem solution.

A fully nonlinear Feynman–Kac formula with derivatives of arbitrary orders

We present an algorithm for the numerical solution of nonlinear parabolic partial differential equations. This algorithm extends the classical Feynman–Kac formula to fully nonlinear partial differential equations, by using random trees that carry information on nonlinearities on their branches. It applies to functional, non-polynomial nonlinearities that are not treated by standard branching arguments, and deals with derivative terms of arbitrary orders. A Monte Carlo numerical implementation is provided.

A Note on Stability of Parabolic Difference Equations on Torus

The present article investigates nonlocal boundary value problems for parabolic equations of reverse type on torus. The first order of accuracy difference scheme for the numerical solution of nonlocal boundary value problems for parabolic equations on circle and torus are presented. For the solutions of the difference scheme, the stability estimates and coercivity estimates in various Hölder norms are established. Furthermore, theoretical results are supported by numerical experiments.

Error Analysis for a Parabolic PDE Model Problem on a Coupled Moving Domain in a Fully Eulerian Framework

We introduce an unfitted finite element method with Lagrange-multipliers to study an Eulerian time stepping scheme for moving domain problems applied to a model problem where the domain motion is implicit to the problem. We consider a parabolic partial differential equation (PDE) in the bulk domain, and the domain motion is described by an ordinary differential equation (ODE), coupled to the bulk partial differential equation through the transfer of forces at the moving interface. The discretisation is based on an unfitted finite element discretisation on a time-independent mesh. The method-of-lines time discretisation is enabled by an implicit extension of the bulk solution through additional stabilisation, as introduced by Lehrenfeld & Olshanskii (ESAIM: M2AN, 53:585-614, 2019). The analysis of the coupled problem relies on the Lagrange-multiplier formulation, the fact that the Lagrange-multiplier solution is equal to the normal stress at the interface and that the motion of the interface is given through rigid body motion. This paper covers the complete stability analysis of the method and an error estimate in the energy norm, under an assumption on the discrete interface velocity. This includes the dynamic error in the domain motion resulting from the discretised ODE and the forces from the discretised PDE. To the best of our knowledge this is the first error analysis of this type of coupled moving domain problem in a fully Eulerian framework. Numerical examples illustrate the theoretical results.

Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems

We prove the local well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter t on top of the temporal and spatial variables (s,y) and thus the problem could be considered as a flow of equations. The nonlocality comes from the dependence on the unknown function and its first- and second-order derivatives evaluated at not only the local point (t,s,y) but also at the diagonal line of the time domain (s,s,y). Such equations arise from time-inconsistent problems in game theory or behavioral economics, where the observations and preferences are (reference-)time-dependent. We first study the linearized version of the nonlocal PDEs with an innovative construction of appropriate norms and Banach spaces and contraction mappings over which. With fixed-point arguments, we obtain the solvability of nonlocal linear PDEs and establish a Schauder-type prior estimate for the solutions. Then, by the linearization method, we establish the well-posedness under the fully nonlinear case. Moreover, we reveal that the solution of a nonlocal fully nonlinear parabolic PDE is an adapted solution to a flow of second-order forward-backward stochastic differential equations.

Global Existence and Fixed-Time Synchronization of a Hyperchaotic Financial System Governed by Semi-Linear Parabolic Partial Differential Equations Equipped with the Homogeneous Neumann Boundary Condition

Chaotic nonlinear dynamical systems, in which the generated time series exhibit high entropy values, have been extensively used and play essential roles in tracking accurately the complex fluctuations of the real-world financial markets. We are concerned with a system of semi-linear parabolic partial differential equations supplemented by the homogeneous Neumann boundary condition, which governs a financial system comprising the labor force, the stock, the money, and the production sub-blocks distributed in a certain line segment or planar region. The system derived by removing the terms involved with partial derivatives with respect to space variables from our concerned system was demonstrated to be hyperchaotic. We firstly prove, via Galerkin's method and establishing a priori inequalities, that the initial-boundary value problem for the concerned partial differential equations is globally well posed in Hadamard's sense. Secondly, we design controls for the response system to our concerned financial system, prove under some additional conditions that our concerned system and its controlled response system achieve drive-response fixed-time synchronization, and provide an estimate on the settling time. Several modified energy functionals (i.e., Lyapunov functionals) are constructed to demonstrate the global well-posedness and the fixed-time synchronizability. Finally, we perform several numerical simulations to validate our synchronization theoretical results.

On Some Finite Difference Schemes for the Solutions of Parabolic Partial Differential Equations

This paper presents the comparison of three different and unique finite difference schemes used for finding the solutions of parabolic partial differential equations (PPDE). Knowing fully that the efficiency of a numerical schemes depends solely on their stability therefore, the schemes were compared based on their stability using von Newmann method. The implicit scheme and Dufort-Frankel schemes using von Newmann stability method are unconditionally stable, while the explicit scheme is conditionally stable. The schemes were also applied to solve a one dimensional parabolic partial differential equations (heat equation) numerically and their results compared for best in efficiency. The numerical experiments as seen in the tables presented and also the percentage errors, which proves that the implicit scheme is good compare to the other two schemes. Also, the implementation of the implicit scheme is faster than that of the explicit and Dufort-Frankel schemes. The results obtained in work also compliment and agrees with the results in literature.

Nash Equilibria Strategies and Equivalent Single-Objective Optimization Problems. The Case of Linear Partial Differential Equations

In this paper we study the existence and uniqueness of Nash equilibria (solution to competition-wise problems, with several controls trying to reach possibly different goals) associated to linear partial differential equations and show that, in some cases, they are also the solution of suitable single-objective optimization problems (i.e. cooperative-wise problems, where all the controls cooperate to reach a common goal). We use cost functions associated with a particular linear parabolic partial differential equation and distributed controls, but the results are also valid for more general linear differential equations (including elliptic and hyperbolic cases) and controls (e.g. boundary controls, initial value controls,...).

Numerical solutions to low and high-dimensional Allen–Cahn equations using stochastic differential equations and neural networks

In this paper, we focus on solving semilinear parabolic differential equations in low and high-dimensional spaces by using backward stochastic differential equations and deep neural networks (the BSDE solver introduced by Han et al. in 2017). A 5D test problem was created to test the accuracy of the algorithm and to understand the key parameters in the neural network. In addition, we focus on Allen–Cahn equations in 1D, 3D, and 60D with different potential functions, including higher-order polynomial potential functions. To the best of our knowledge, this is the first time that Allen–Cahn equations were investigated in low and high dimensional spaces using the same algorithm. In addition, double well potential functions and higher order potential functions are also investigated using the same algorithm. Some patterns are observed through simulations with regard to the relations between the solutions and the order of potential functions and spatial dimensions.

Error estimation for the time to a threshold value in evolutionary partial differential equations

We develop an a posteriori error analysis for a numerical estimate of the time at which a functional of the solution to a partial differential equation (PDE) first achieves a threshold value on a given time interval. This quantity of interest (QoI) differs from classical QoIs which are modeled as bounded linear (or nonlinear) functionals of the solution. Taylor’s theorem and an adjoint-based a posteriori analysis is used to derive computable and accurate error estimates in the case of semi-linear parabolic and hyperbolic PDEs. The accuracy of the error estimates is demonstrated through numerical solutions of the one-dimensional heat equation and linearized shallow water equations (SWE), representing parabolic and hyperbolic cases, respectively.

Homogenization for a Parabolic Partial Differential Equation with Two-scaled Advection

Advection-diffusion equations are frequently encountered in many fields and have become a very active research area. However, in most cases, these equations concern different time and space scales, which make it impossible to derive explicit solutions to these equations. To overcome this difficulty, the theory of homogenization aims to approximate the original differential equation with rapidly oscillating coefficients by an effective homogenized equation with constant or slowly varying coefficients. The homogenized equation is often quite suitable for theoretical analysis or numerical methods. This paper investigates the homogenization principle of an advection-diffusion partial differential equation. The novelty of the parabolic partial differential equation we consider is that the advection term in the equation is two-scaled, which is rarely considered by others for the homogenization of advection-diffusion equation. Under certain proper assumptions on the coefficient functions of the original advection-diffusion partial differential equation, which ensure the variable elimination, we derive the homogenized equation, which is also an advection-diffusion equation, by the technique of multi-scale expansion. It is shown that the coefficient functions of the original two-scaled equation have different influence on the coefficient functions of the homogenized equation.

Exact solutions to the Navier–Stokes equations for describing inhomogeneous isobaric vertical vortex fluid flows in regions with permeable boundaries

A family of exact solutions to the Navier–Stokes equations is constructed to describe nonuniform two-dimensional fluid motions. The superposition of the main unidirectional flow with the secondary flow is considered. The secondary flow is determined by suction or injection through permeable boundaries. This class of exact solutions is obtained by multiplicative and additive separation of variables. The flow of a viscous incompressible fluid is described by a polynomial of the horizontal (longitudinal) coordinate. The polynomial coefficients are functions of the vertical (transverse) coordinate and time. They are determined by a chain of homogeneous and inhomogeneous parabolic partial differential equations with a convective term. In the case of a steady flow, it is described by a system of ordinary differential equations with constant coefficients. An algorithm for integrating a system of ordinary differential equations for studying the steady motion of a viscous fluid is presented. In this case, all the functions defining the velocity are quasipolynomials since the system of ordinary differential equations has an Euler-form exact solution.

Approximate analytical solutions for multispecies convection-dispersion transport equation with variable parameters

Multispecies pollutant migration often occurs in polluted groundwater systems. Most of the multispecies problems that have been dealt in the literature assume constant transport parameters, primarily because analytical solutions for varying parameters become a challenge. The present study analytically solves a two-species convection-dispersion transport equation, considering spatially varying dispersion coefficient and seepage velocity, which corresponds to the steady migration in a steady flow domain. Indeed, the methodology can be adopted for other cases, such as the transient migration in a steady flow domain and transient migration in an unsteady flow domain, without any difficulty. Three kinds of homotopy-based methods, namely the homotopy perturbation method (HPM), homotopy analysis method (HAM), and optimal homotopy asymptotic method (OHAM), are used to derive approximate analytical solutions in the form of truncated series. In homotopy analysis method, the convergence-control parameter ℏ plays a key role in the convergence of the series solution. It is observed that for a specific case of this parameter, namely ℏ=−1, the HAM-based solution recovers the HPM-based solution. For the verification of homotopy-based solutions, we utilize the MATLAB routine pdepe, which efficiently solves a class of parabolic PDEs (single/system). An excellent agreement is found between the derived analytical solutions and the numerical solutions for all three methods. Further, a quantitative assessment is carried out for the derived solutions. Also, convergence theorems are proposed for the series solutions obtained using HAM and OHAM.

Editorial: Tensor numerical methods and their application in scientific computing and data science

Editorial: Tensor numerical methods and their application in scientific computing and data science

An Inverse Problem for the Porous Medium Equation with Partial Data and a Possibly Singular Absorption Term

In this paper we prove uniqueness in the inverse boundary value problem for the three coefficient functions in the porous medium equation with an absorption term with , , with the space dimension 2 or higher. This is a degenerate parabolic type quasilinear PDE which has been used as a model for phenomena in fields such as gas flow (through a porous medium), plasma physics, and population dynamics. In the case when a priori, we prove unique identifiability with data supported in an arbitrarily small part of the boundary. Even for the global problem we improve on previous work by obtaining uniqueness with a finite (rather than infinite) time of observation and also by introducing the additional absorption term .