System Of Linear PDEs Research Articles

Measure-valued affine and polynomial diffusions

We introduce a class of measure-valued processes, which – in analogy to their finite dimensional counterparts – will be called measure-valued polynomial diffusions. We show the so-called moment formula, i.e. a representation of the conditional marginal moments via a system of finite dimensional linear PDEs. Furthermore, we characterize the corresponding infinitesimal generators obtaining a representation analogous to polynomial diffusions on R+m, in cases where their domain is large enough. In general the infinite dimensional setting allows for richer specifications strictly beyond this representation. As a special case, we recover measure-valued affine diffusions, sometimes also called Dawson–Watanabe superprocesses. From a mathematical finance point of view, the polynomial framework is especially attractive since it allows to transfer many famous finite dimensional models and their tractability properties to an infinite dimensional measure-valued setting.

Polynomial decay of a linear system of PDEs via Caputo fractional‐time derivative

An in‐depth study and analysis of the stability of one‐dimensional Linear System of PDEs via Caputo time fractional derivative (LSCFD) was presented. We proved some stability results for the LSCFD in different Hilbert spaces. Indeed, by using Fourier analysis method and the properties of the Mittag–Leffler Function (MLF), some polynomial stability results for LSCFD have been established. Finally, as an application, we used finite difference methods well suited to integer and fractional order derivatives, and performed some numerical experiments to confirm the theoretical results.

Periodic homogenization of a class of weakly coupled systems of linear PDEs

Periodic homogenization of a class of weakly coupled systems of linear PDEs

Syzygies, constant rank, and beyond

We study linear PDE with constant coefficients. The constant rank condition on a system of linear PDEs with constant coefficients is often used in the theory of compensated compactness. While this is a purely linear algebraic condition, the nonlinear algebra concept of primary decomposition is another important tool for studying such system of PDEs. In this paper we investigate the connection between these two concepts. From the nonlinear analysis point of view, we make some progress in the study of weak lower semicontinuity of integral functionals defined on sequences of PDE constrained fields, when the PDEs do not have constant rank.

Isomonodromic deformations along a stratum of the coalescence locus

We consider deformations of a differential system with Poincaré rank 1 at infinity and Fuchsian singularity at zero along a stratum of a coalescence locus. We give necessary and sufficient conditions for the deformation to be strongly isomonodromic, both as an explicit Pfaffian system (integrable deformation) and as a non linear system of PDEs on the residue matrix A at the Fuchsian singularity. This construction is complementary to that of (Cotti et al 2019 Duke Math. J. 168 967–1108). For the specific system here considered, the results generalize those of (Jimbo et al 1981 Physica D 2 306), by giving up the generic conditions, and those of (Bertola and Mo 2005 Int. Math. Res. Pap. 2005 565–635), by giving up the Lidskii generic assumption. The importance of the case here considered originates form its applications in the study of strata of Dubrovin-Frobenius manifolds and F-manifolds.

Finite element approximation of invariant manifolds by the parameterization method

We combine the parameterization method for invariant manifolds with the finite element method for elliptic PDEs, to obtain a new computational framework for high order approximation of invariant manifolds attached to unstable equilibrium solutions of nonlinear parabolic PDEs. The parameterization method provides an infinitesimal invariance equation for the invariant manifold, which we solve via a power series ansatz. A power matching argument leads to a recursive systems of linear elliptic PDEs—the so called homological equations—whose solutions are the power series coefficients of the parameterization. The homological equations are solved recursively to any desired order N using finite element approximation. The end result is an N-th order polynomial approximation of a chart map of the manifold, with coefficients in an appropriate finite element space. We implement the method for a variety of example problems having both polynomial and non-polynomial nonlinearities, on non-convex two dimensional polygonal domains (not necessary simply connected), for equilibrium solutions with Morse indices one and two. We implement a-posteriori error indicators which provide numerical evidence in support of the claim that the manifolds are computed accurately.

Universality in Anisotropic Linear Anelasticity

In linear elasticity, universal displacements for a given symmetry class are those displacements that can be maintained by only applying boundary tractions (no body forces) and for arbitrary elastic constants in the symmetry class. In a previous work, we showed that the larger the symmetry group, the larger the space of universal displacements. Here, we generalize these ideas to the case of anelasticity. In linear anelasticity, the total strain is additively decomposed into elastic strain and anelastic strain, often referred to as an eigenstrain. We show that the universality constraints (equilibrium equations and arbitrariness of the elastic constants) completely specify the universal elastic strains for each of the eight anisotropy symmetry classes. The corresponding universal eigenstrains are the set of solutions to a system of second-order linear PDEs that ensure compatibility of the total strains. We show that for three symmetry classes, namely triclinic, monoclinic, and trigonal, only compatible (impotent) eigenstrains are universal. For the remaining five classes universal eigenstrains (up to the impotent ones) are the set of solutions to a system of linear second-order PDEs with certain arbitrary forcing terms that depend on the symmetry class.

A spatial stochastic epidemic model: law of large numbers and central limit theorem

We consider an individual-based SIR stochastic epidemic model in continuous space. The evolution of the epidemic involves the rates of infection and recovering of individuals. We assume that individuals move randomly on the two-dimensional torus according to independent Brownian motions. We define the sequences of empirical measures, which describe the evolution of the positions of the susceptible, infected and removed individuals. We prove the convergence in probability, as the size of the population tends to infinity, of those sequences of measures towards the solution of a system of parabolic PDEs. We show that appropriately centrered renormalized sequences of fluctuations around the above limit converge in law, as the size of the population tends to infinity, towards a Gaussian distribution valued process, solution of a system of linear PDEs with highly singular Gaussian driving processes. In the case where the individuals do not move we also define and study the law of large numbers and central limit theorem for the same sequence.

MHV graviton scattering amplitudes and current algebra on the celestial sphere

The Cachazo-Strominger subleading soft graviton theorem for a positive helicity soft graviton is equivalent to the Ward identities for overline{mathrm{SL}left(2,mathrm{mathbb{C}}right)} currents. This naturally gives rise to a overline{mathrm{SL}left(2,mathrm{mathbb{C}}right)} current algebra living on the celestial sphere. The generators of the overline{mathrm{SL}left(2,mathrm{mathbb{C}}right)} current algebra and the supertranslations, coming from a positive helicity leading soft graviton, form a closed algebra. We find that the OPE of two graviton primaries in the Celestial CFT, extracted from MHV amplitudes, is completely determined in terms of this algebra. To be more precise, 1) The subleading terms in the OPE are determined in terms of the leading OPE coefficient if we demand that both sides of the OPE transform in the same way under this local symmetry algebra. 2) Positive helicity gravitons have null states under this local algebra whose decoupling leads to differential equations for MHV amplitudes. An n point MHV amplitude satisfies two systems of (n − 2) linear first order PDEs corresponding to (n − 2) positive helicity gravitons. We have checked, using Hodges’ formula, that one system of differential equations is satisfied by any MHV amplitude, whereas the other system has been checked up to six graviton MHV amplitude. 3) One can determine the leading OPE coefficients from these differential equations.This points to the existence of an autonomous sector of the Celestial CFT which holographically computes the MHV graviton scattering amplitudes and is completely defined by this local symmetry algebra. The MHV-sector of the Celestial CFT is like a minimal model of 2-D CFT.

Continuous dependence of linear differential systems on polynomial modules

Linear differential systems, in Willems’ behavioral system theory, are defined to be the solution sets to systems of linear constant coefficient PDEs, and they are naturally parameterized in a bijective way by means of polynomial modules. In this article, introducing appropriate topologies, this parametrization is made continuous in both directions. Moreover, the space of linear differential systems with a given complexity polynomial is embedded into a Grassmannian.

Reproducing solutions to PDEs by scaling functions

A generalization of the multivariate Strang–Fix conditions to no scale-invariant (only shift-invariant) polynomial spaces multiplied by exponents is introduced. A method to construct nonstationary compactly supported interpolating scaling functions that the scaling functions reproduce polynomials multiplied by exponents is presented. The polynomials (multiplied by exponents) are solutions to systems of linear constant coefficient PDEs, where the symbols of the differential operators that define PDEs can be no scale-invariant and can contain constant terms. Analytically calculated graphs of the scaling functions, including nonstationary, are presented. A concept of the so-called [Formula: see text]-separate MRAs is considered; and it is shown that, in the case of isotropic dilation matrices, the [Formula: see text]-separate scaling functions appear naturally.

A generalization of the octonion Fourier transform to 3-D octonion-valued signals: properties and possible applications to 3-D LTI partial differential systems

The paper is devoted to the development of the octonion Fourier transform (OFT) theory initiated in 2011 in articles by Hahn and Snopek. It is also a continuation and generalization of earlier work by Błaszczyk and Snopek, where they proved few essential properties of the OFT of real-valued functions, e.g. symmetry properties. The results of this article focus on proving that the OFT is well-defined for octonion-valued functions and almost all well-known properties of classical (complex) Fourier transform (e.g. argument scaling, modulation and shift theorems) have their direct equivalents in octonion setup. Those theorems, illustrated with some examples, lead to the generalization of another result presented in earlier work, i.e. Parseval and Plancherel Theorems, important from the signal and system processing point of view. Moreover, results presented in this paper associate the OFT with 3-D LTI systems of linear PDEs with constant coefficients. Properties of the OFT in context of signal-domain operations such as derivation and convolution of mathbb {R}-valued functions will be stated. There are known results for the QFT, but they use the notion of other hypercomplex algebra, i.e. double-complex numbers. Considerations presented here require defining other higher-order hypercomplex structure, i.e. quadruple-complex numbers. This hypercomplex generalization of the Fourier transformation provides an excellent tool for the analysis of 3-D LTI systems.

A reliable treatment of residual power series method for time-fractional Black–Scholes European option pricing equations

Approximate analytical solution of a fractional Black–Scholes pricing model is much relevant due to its practical importance to financial markets. In this article, a powerful approximate iterative mathematical scheme based on residual power series (RPS) algorithm is presented to achieve the numerical results of the nonlinear time fractional Black–Scholes (BS) equations based on European options. The Caputo-type fractional derivatives are considered in the present article. The residual power series method (RPSM) developed by Arqub (2013) is the novel technique for finding the analytical Taylor series solutions of systems of linear and nonlinear ODEs and PDEs. The residual power series technique supplies the approximate analytical solutions of the problem in truncated series form using residual error concept along with given initial conditions. The numerical procedures reveal that only a few iterations are sufficient for better approximations of the solutions, which clearly exhibits the reliability and effectiveness of this iterative scheme. This article shows that the adopted scheme is quite systematic as well as computationally attractive regarding solution procedure. In addition, effects of fractional order of time derivatives on the solutions for various particular cases are also depicted through graphs.

Existence of solution to some mixed problems for linear differential-algebraic systems of partial differential equations

We consider a linear differential-algebraic system of PDEs with special matrix coefficients. Two cases are investigated. In the first one, the system has a small index, and the matrix at unknown vector-function, while the system written in the canonical form, is arbitrary. In the second case, the system has an arbitrary index, while a matrix at the small term is triangular. In both the cases, using the methods of characteristics and successive approximations, we prove the existence of a unique classical solution of mixed problems for the considered differential-algebraic systems of PDEs.

Method for solving hyperbolic systems with initial data on non-characteristic manifolds with applications to the shallow water wave equations

We are concerned with hyperbolic systems of order-one linear PDEs originated on non-characteristic manifolds. We put forward a simple but effective method of transforming such initial conditions to standard initial conditions (i.e. when the solution is specified at an initial moment of time). We then show how our method applies in fluid mechanics. More specifically, we present a complete solution to the problem of long waves run-up in inclined bays of arbitrary shape with nonzero initial velocity.

Multiple Killing horizons

Killing horizons which can be such for two or more linearly independent Killing vectors are studied. We provide a rigorous definition and then show that the set of Killing vectors sharing a Killing horizon is a Lie algebra of dimension at most the dimension of the spacetime. We prove that one cannot attach different surface gravities to such multiple Killing horizons, as they have an essentially unique nonzero surface gravity (or none). always contains an Abelian (sub)algebra—whose elements all have vanishing surface gravity—of dimension equal to or one less than dim . There arise only two inequivalent possibilities, depending on whether or not the nonzero surface gravity exists. We show the connection with near-horizon geometries, and also present a linear system of PDEs, the master equation, for the proportionality function on the horizon between two Killing vectors of a multiple Killing horizon, with its integrability conditions. We provide explicit examples of all possible types of multiple Killing horizons, as well as a full classification of them in maximally symmetric spacetimes.

Existence of chaotic oscillations in second-order linear hyperbolic PDEs with implicit boundary conditions

This paper establishes rigorously mathematical theorems that guarantee the existence of chaotic oscillations in the systems of second-order linear hyperbolic PDEs. It separately considers the systems with nonlinear explicit boundary conditions (EBCs) and nonlinear implicit boundary conditions (IBCs) as well as those with such IBCs subjected to small perturbations, where IBCs include EBCs as special cases but the latter cannot in general be expressed by the former. Numerical examples are demonstrated to illustrate the effectiveness of theoretical results.

On the reduction of high order linear PDEs to first order

Different first order representations of high order linear PDEs, depending on which notion of the degree of a polynomial is chosen, are possible. Two notions of degree, namely, the total degree and multi-degree, are standard and the most natural. In our recent article, a straightforward way was provided to convert a system of high order constant coefficient linear PDEs into a system of first order PDEs based on the notion of total degree. In the present article, an analogous development is carried out in the multi-degree setting.

Converting high order linear PDEs to first order

A straightforward way requiring no calculations is offered to convert a system of high order constant coefficient linear PDEs into a system of first order PDEs.

Control of 2×2 linear hyperbolic systems: Backstepping-based trajectory generation and PI-based tracking

We consider the problems of trajectory generation and tracking for general 2×2 systems of first-order linear hyperbolic PDEs with anti-collocated boundary input and output. We solve the trajectory generation problem via backstepping. The reference input, which generates the desired output, incorporates integral operators acting on advanced and delayed versions of the reference output with kernels which were derived by Vazquez, Krstic, and Coron for the backstepping stabilization of 2×2 linear hyperbolic systems. We apply our approach to a wave PDE with indefinite in-domain and boundary damping. For tracking the desired trajectory we employ a PI control law on the tracking error of the output. We prove exponential stability of the closed-loop system, under the proposed PI control law, when the parameters of the plant and the controller satisfy certain conditions, by constructing a novel “non-diagonal” Lyapunov functional. We demonstrate that the proposed PI control law compensates in the output the effect of in-domain and boundary disturbances. We illustrate our results with numerical examples.