Quasi-linear Parabolic Partial Differential Equations Research Articles

A space-time pseudospectral method for solving multi-dimensional quasi-linear parabolic partial differential (Burgers') equations

The viscous Burgers' equation is a kind of quasi-linear important partial differential equation appeared in many fields. The nonlinear term contained in this equation results in difficulty in finding its high-precision numerical solution. In this paper, a space-time pseudospectral method for solving multi-dimensional Burgers' equations is proposed based on the Lagrange polynomials. The method is employed in time and space both at Chebyshev- Gauss- Lobbato(CGL) points. The spectral coefficients are found in such a way that the residual becomes minimum. The given problem is reduced to a system of nonlinear algebraic equations, which is solved by Newton-Raphson's method. Error bounds on discrete L2-norm and Sobolev norm (Hp) are presented. The computational experiments are carried out to corroborate the theoretical results and to compare the present method with existing methods in the literature. Moreover, some model examples of multi-dimensional Burgers' equations are tested and a detailed comparison of the proposed method with various other methods is also given. When using the proposed method, some interesting phenomenon appears with the coefficient of kinematic viscous.

A continuum model for morphology formation from interacting ternary mixtures: Simulation study of the formation and growth of patterns

Our interest lies in exploring the ability of a coupled nonlocal system of two quasilinear parabolic partial differential equations to produce phase separation patterns. The obtained patterns are referred here as morphologies. Our target system is derived in the literature as the rigorous hydrodynamic limit of a suitably scaled interacting particle system of Blume–Capel-type driven by Kawasaki dynamics. The system describes in a rather implicit way the interaction within a ternary mixture that is the macroscopic counterpart of a mix of two populations of interacting solutes in the presence of a solvent. Our discussion is based on the qualitative behavior of numerical simulations of finite volume approximations of smooth solutions to our system and their quantitative postprocessing in terms of two indicators (correlation and structure factor calculations). Our results show many similar qualitative features (e.g. general shape and approximate coarsening rates) which have been observed in previous works on the stochastic Blume–Capel model with three interacting species. The properties of the obtained morphologies (shape, connectivity, and so on) can play a key role in, e.g., the design of the active layer for efficient organic solar cells.

Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations

This paper is concerned with the Sobolev type weak solutions of one class of second order quasilinear parabolic partial differential equations (PDEs, for short). First of all, similar to Feng, Wang and Zhao [9] and Wu and Yu [29], we use a family of coupled forward-backward stochastic differential equations (FBSDEs, for short) which satisfy the monotonous assumption to represent the classical solutions of the quasilinear PDEs. Then, based on the classical solutions of a family of PDEs approximating the weak solutions of the quasilinear PDEs, we prove the existence of the weak solutions. Moreover, the principle of norm equivalence is employed to link FBSDEs and PDEs to obtain the uniqueness of the weak solutions. In summary, we provide a probabilistic interpretation for the weak solutions of quasilinear PDEs, which enriches the theory of nonlinear PDEs.

Penalty approximation method for a double obstacle quasilinear parabolic variational inequality problem

<p style='text-indent:20px;'>In this paper, we first establish a surjectivity result for the sum of a maximal monotone mapping and a generalized pseudomontone mapping by using the generalized Yosida approximation technique. Then, we study a double obstacle quasilinear parabolic variational inequality problem <inline-formula><tex-math id="M1">\begin{document}$ {{\rm{(VIP)}}} $\end{document}</tex-math></inline-formula> by using the surjectivity result and penalty approximation method. In order to deal with the double obstacle constraints, we construct a quasilinear parabolic partial differential penalty equation, then we obtain the solvability of the quasilinear parabolic partial differential penalty equation. Moreover, we show that the set of the solutions to the penalty equation is bounded and every weak cluster point of this set is a solution of the problem <inline-formula><tex-math id="M2">\begin{document}$ {{\rm{(VIP)}}} $\end{document}</tex-math></inline-formula>. At last, as an application, we obtain numerical solutions of two double obstacle parabolic variational inequality problems by using the power penalty approximation method. Through the figures in the examples, we can intuitively see the different numerical solutions of the problems at different times.</p>

FBSDE based neural network algorithms for high-dimensional quasilinear parabolic PDEs

In this paper, we propose forward and backward stochastic differential equations (FBSDEs) based deep neural network (DNN) learning algorithms for the solution of high dimensional quasi-linear parabolic partial differential equations (PDEs), which is related to the FBSDEs from the Pardoux-Peng theory. The algorithms rely on a learning process by minimizing the path-wise difference between two discrete stochastic processes, which are defined by the time discretization of the FBSDEs and the DNN representation of the PDE solution, respectively. The proposed algorithms are shown to generate DNN solution for a 100-dimensional Black–Scholes–Barenblatt equation, which is accurate in a finite region in the solution space, and has a convergence rate close to that of the Euler–Maruyama scheme used for discretizing the FBSDEs.

The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations

We consider the Dirichlet problem for a quasilinear degenerate parabolic stochastic partial differential equation with multiplicative noise and nonhomogeneous Dirichlet boundary condition. We introduce the definition of kinetic solution for this problem and prove existence and uniqueness of solutions. For the uniqueness of kinetic solutions we prove a new version of the doubling of variables method and use it to deduce a comparison principle between solutions. The proof requires a delicate analysis of the boundary values of the solutions for which we develop some techniques that enable the usage of the existence of normal weak traces for divergence measure fields in this stochastic setting. The existence of solutions, as usual, is obtained through a two-level approximation scheme consisting of nondegenerate regularizations of the equations which we show to be consistent with our definition of solutions. In particular, the regularity conditions that give meaning to the boundary values of the solutions are shown to be inherited by limits of nondegenerate parabolic approximations provided by the vanishing viscosity method.

Optimal Control of Quasilinear Parabolic PDEs with State-Constraints

Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 2 December 2020Accepted: 01 October 2021Published online: 31 January 2022Keywordssecond-order sufficient optimality conditions, two-norm discrepancy, optimal control, quasilinear parabolic partial differential equation, pointwise state-constraintsAMS Subject Headings49K20, 35K59, 49K27Publication DataISSN (print): 0363-0129ISSN (online): 1095-7138Publisher: Society for Industrial and Applied MathematicsCODEN: sjcodc

On the Small Time Asymptotics of Quasilinear Parabolic Stochastic Partial Differential Equations

In this paper, we establish small time large deviation principles for the quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone.

The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation

In this paper, we study the stability of quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone. The exponential mean square stability and pathwise exponential stability of the solutions are established. Moreover, under certain hypothesis on the stochastic perturbations, pathwise exponential stability can be derived, without utilizing the mean square stability.

A space-time certified reduced basis method for quasilinear parabolic partial differential equations

In this paper, we propose a certified reduced basis (RB) method for quasilinear parabolic problems with strongly monotone spatial differential operator. We provide a residual-based a posteriori error estimate for a space-time formulation and the corresponding efficiently computable bound for the certification of the method. We introduce a Petrov-Galerkin finite element discretization of the continuous space-time problem and use it as our reference in a posteriori error control. The Petrov-Galerkin discretization is further approximated by the Crank-Nicolson time-marching problem. It allows to use a POD-Greedy approach to construct the reduced-basis spaces of small dimensions and to apply the Empirical Interpolation Method (EIM) to guarantee the efficient offline-online computational procedure. In our approach, we compute the reduced basis solution in a time-marching framework while the RB approximation error in a space-time norm is controlled by our computable bound. Therefore, we combine a POD-Greedy approximation with a space-time Galerkin method.

Solving high-dimensional forward-backward doubly SDEs and their related SPDEs through deep learning

Forward-backward doubly stochastic differential equations (FBDSDEs) are related to a type of quasi-linear parabolic stochastic partial differential equations (SPDEs). We propose a deep learning-based numerical algorithm for solving such equations. Using deep neural networks as approximations of the controls, we can deal with high-dimensional cases. Numerical experiments are carried out to demonstrate the accuracy and efficiency of the proposed numerical algorithm.

Reconstruction of the parameter in parabolic partial differential equations using Haar wavelet method

Purpose In the past few years, Haar wavelet-based numerical methods have been applied successfully to solve linear and nonlinear partial differential equations. This study aims to propose a wavelet collocation method based on Haar wavelets to identify a parameter in parabolic partial differential equations (PDEs). As Haar wavelet is defined in a very simple way, implementation of the Haar wavelet method becomes easier than the other numerical methods such as finite element method and spectral method. The computational time taken by this method is very less because Haar matrices and Haar integral matrices are stored once and used for each iteration. In the case of Haar wavelet method, Dirichlet boundary conditions are incorporated automatically. Apart from this property, Haar wavelets are compactly supported orthonormal functions. These properties lead to a huge reduction in the computational cost of the method. Design/methodology/approach The aim of this paper is to reconstruct the source control parameter arises in quasilinear parabolic partial differential equation using Haar wavelet-based numerical method. Haar wavelets possess various properties, for example, compact support, orthonormality and closed form expression. The main difficulty with the Haar wavelet is its discontinuity. Therefore, this paper cannot directly use the Haar wavelet to solve partial differential equations. To handle this difficulty, this paper represents the highest-order derivative in terms of Haar wavelet series and using successive integration this study obtains the required term appearing in the problem. Taylor series expansion is used to obtain the second-order partial derivatives at collocation points. Findings An efficient and accurate numerical method based on Haar wavelet has been proposed for parameter identification in quasilinear parabolic partial differential equations. Numerical results are obtained from the proposed method and compared with the existing results obtained from various finite difference methods including Saulyev method. It is shown that the proposed method is superior than the conventional finite difference methods including Saulyev method in terms of accuracy and CPU time. Convergence analysis is presented to show the accuracy of the proposed method. An efficient algorithm is proposed to find the wavelet coefficients at target time. Originality/value The outcome of the paper would have a valuable role in the scientific community for several reasons. In the current scenario, the parabolic inverse problem has emerged as very important problem because of its application in many diverse fields such as tomography, chemical diffusion, thermoelectricity and control theory. In this paper, higher-order derivative is represented in terms of Haar wavelet series. In other words, we represent the solution in multiscale framework. This would enable us to understand the solution at various resolution levels. In the case of Haar wavelet, this paper can achieve a very good accuracy at very less resolution levels, which ultimately leads to huge reduction in the computational cost.

A family of quasi-variable meshes high-resolution compact operator scheme for Burger's-Huxley, and Burger's-Fisher equation

We describe a quasi-variable meshes implicit compact finite-difference discretization having an accuracy of order four in the spatial direction and second-order in the temporal direction for obtaining numerical solution values of generalized Burger’s-Huxley and Burger’s-Fisher equations. The new difference scheme is derived for a general one-dimension quasi-linear parabolic partial differential equation on a quasi-variable meshes network to the extent that the magnitude of local truncation error of the high-order compact scheme remains unchanged in case of uniform meshes network. Practically, quasi-variable meshes high-order compact schemes yield more precise solution compared with uniform meshes high-order schemes of the same magnitude. A detailed exposition of the new scheme has been introduced and discussed the Fourier analysis based stability theory. The computational results with generalized Burger’s-Huxley equation and Burger’s-Fisher equation are obtained using quasi-variable meshes high-order compact scheme and compared with a numerical solution using uniform meshes high-order schemes to demonstrate capability and accuracy.

Convergence of the SQP method for quasilinear parabolic optimal control problems

Based on the theoretical framework recently proposed by Bonifacius and Neitzel (Math Control Relat Fields 8(1):1–34, 2018. https://doi.org/10.3934/mcrf.2018001) we discuss the sequential quadratic programming (SQP) method for the numerical solution of an optimal control problem governed by a quasilinear parabolic partial differential equation. Following well-known techniques, convergence of the method in appropriate function spaces is proven under some common technical restrictions. Particular attention is payed to how the second order sufficient conditions for the optimal control problem and the resulting L^2-local quadratic growth condition influence the notion of “locality” in the SQP method. Further, a new regularity result for the adjoint state, which is required during the convergence analysis, is proven. Numerical examples illustrate the theoretical results.

Model-Free Backward and Forward Nonlinear PDEs for Implied Volatility

The authors derive backward and forward nonlinear partial differential equations that govern the implied volatility of a contingent claim whenever the latter is well defined. This would include at least any contingent claim written on a positive stock price whose payoff at a possibly random time is convex. The authors also discuss suitable initial and boundary conditions for those partial differential equations. Finally, we demonstrate how to solve them numerically by using an iterative finite-difference approach. TOPICS:Volatility measures, options Key Findings • In this article, we derive backward and forward quasilinear parabolic partial differential equations (PDEs) that govern the implied volatility of a contingent claim whenever the latter is well defined. Alternatively, we have derived a forward nonlinear hyperbolic PDE of the first order, which also governs evolution of the implied volatility in (K, T, Z) space. We discuss suitable initial and boundary conditions for those PDEs. • We develop an iterative numerical method to solve the PDEs by using a finite-difference approach. The method is of second order of approximation in both space and time, is unconditionally stable, and preserves positivity of the solution. • Using this method, we compute the PDE implied volatility and find that our intuition behind the main idea of the article is correct. In other words, performance of the finite-difference solver exceeds that of the traditional approach by factor of 40. However, this result is subject to some details, which are highlighted in the article.

Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula

This paper is concerned with the relationship between backward stochastic Volterra integral equations (BSVIEs, for short) and a kind of non-local quasilinear (and possibly degenerate) parabolic equations. As a natural extension of BSVIEs, the extended BSVIEs (EBSVIEs, for short) are introduced and investigated. Under some mild conditions, the well-posedness of EBSVIEs is established and some regularity results of the adapted solution to EBSVIEs are obtained via Malliavin calculus. Then it is shown that a given function expressed in terms of the adapted solution to EBSVIEs uniquely solves a certain system of non-local parabolic equations, which generalizes the famous nonlinear Feynman–Kac formula in Pardoux–Peng [Backward stochastic differential equations and quasilinear parabolic partial differential equations, in Stochastic Partial Differential Equations and Their Applications (Springer, 1992), pp. 200–217].

Pathwise mild solutions for quasilinear stochastic partial differential equations

Stochastic partial differential equations (SPDEs) have become a key modeling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we contribute to this aspect and prove the existence of mild solutions for a broad class of quasilinear Cauchy problems, including - among others - cross-diffusion systems as a key application. Our solutions are local-in-time and are derived via a fixed point argument in suitable function spaces. The key idea is to combine in a suitable way the classical theory of deterministic quasilinear parabolic partial differential equations (PDEs) with recent theory of evolution semigroups. We also show, how to apply our theory to the Shigesada-Kawasaki-Teramoto (SKT) model. Furthermore, we provide examples of blow-up and ill-posed operators, which can occur after finite-time showing that solutions can only be local-in-time for general quasilinear SPDEs, while they might be global-in-time for special subclasses of problems.

The Regularity of the Solutions to the Cauchy Problem for the Quasilinear Second-Order Parabolic Partial Differential Equations

This article is dedicated to expanding our comprehension of the regularity of the solutions to the Cauchy problem for the quasilinear second-order parabolic partial differential equations under fair general conditions on the nonlinear perturbations. In this paper have been obtained that the sequence of the weak solutions uz ∈ V1,02, z = 1,2,..... to the Cauchy problems for the Equations (15) under the initial conditions uz (0,x) = φ0z converges to the weak solution to the Cauchy problem for the Equation (1) under the initial condition u(0, x) = u0 in V1,02.

Static Collocated Piecewise Fuzzy Control Design of Quasi-Linear Parabolic PDE Systems Subject to Periodic Boundary Conditions

This paper presents a Lyapunov and partial differential equation (PDE)-based methodology to solve static collocated piecewise fuzzy control design of quasi-linear parabolic PDE systems subject to periodic boundary conditions. Two types of piecewise control, i.e., globally piecewise control and locally piecewise control are considered, respectively. A Takagi–Sugeno (T–S) fuzzy PDE model that is constructed via local sector nonlinearity method is first employed to accurately describe spatiotemporal dynamics of quasi-linear PDEs. Based on the T–S fuzzy PDE model, a static collocated piecewise fuzzy feedback controller is constructed to guarantee the locally exponential stability of the resulting closed-loop system. Sufficient conditions for the existence of such fuzzy controller are developed by applying vector-valued Poincare–Wirtinger inequality and its variants and a linear matrix inequality (LMI) relaxation technique. These sufficient conditions are presented in terms of standard LMIs. Finally, the performance of the suggested fuzzy controller is illustrated by numerical simulation results of a nonlinear PDE system described by quasi-linear FitzHugh–Nagumo equation with periodic boundary conditions.

Large Deviations for Quasilinear Parabolic Stochastic Partial Differential Equations

In this paper, we establish the Freidlin-Wentzell’s large deviations for quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone. The proof is based on the weak convergence approach.