This study introduces a pre-orthogonal adaptive Fourier decomposition(POAFD)to obtain approximations and numerical solutions to the fractional Laplacian initial value problem and the extension problem of Caffarelli an...This study introduces a pre-orthogonal adaptive Fourier decomposition(POAFD)to obtain approximations and numerical solutions to the fractional Laplacian initial value problem and the extension problem of Caffarelli and Silvestre(generalized Poisson equation).As a first step,the method expands the initial data function into a sparse series of the fundamental solutions with fast convergence,and,as a second step,makes use of the semigroup or the reproducing kernel property of each of the expanding entries.Experiments show the effectiveness and efficiency of the proposed series solutions.展开更多
The energy norm convergence rate of the finite element solution of the heat equation is reduced by the time-regularity of the exact solution. This paper presents an adaptive finite element treatment of time-dependent ...The energy norm convergence rate of the finite element solution of the heat equation is reduced by the time-regularity of the exact solution. This paper presents an adaptive finite element treatment of time-dependent singularities on the one-dimensional heat equation. The method is based on a Fourier decomposition of the solution and an extraction formula of the coefficients of the singularities coupled with a predictor-corrector algorithm. The method recovers the optimal convergence rate of the finite element method on a quasi-uniform mesh refinement. Numerical results are carried out to show the efficiency of the method.展开更多
In this paper,we establish the integration by parts formula for the solution of fractional noise driven stochastic heat equations using the method of coupling.As an application,we also obtain the shift Harnack inequal...In this paper,we establish the integration by parts formula for the solution of fractional noise driven stochastic heat equations using the method of coupling.As an application,we also obtain the shift Harnack inequalities.展开更多
In this paper, an actuator fault diagnosis scheme based on the backstepping method is proposed for a class of nonlinear heat equations. The fault diagnosis scheme includes fault detection, fault estimation and time to...In this paper, an actuator fault diagnosis scheme based on the backstepping method is proposed for a class of nonlinear heat equations. The fault diagnosis scheme includes fault detection, fault estimation and time to failure (TTF) prediction. Firstly, we achieve fault detection by comparing the detection residual with a predetermined threshold, where the detection residual is defined as the difference between the observer output and the system measurement output. Then, we estimate the fault function through the fault parameter update law and calculate the TTF using only limited measurements. Finally, the numerical simulation is performed on a nonlinear heat equation to verify the effectiveness of the proposed fault diagnosis scheme.展开更多
We investigate the fractional heat equation with fractional translation in both time and position with different fractional orders.As examples,we consider a rod and anα-disk with an initial constant temperature and d...We investigate the fractional heat equation with fractional translation in both time and position with different fractional orders.As examples,we consider a rod and anα-disk with an initial constant temperature and discuss their cooling processes in the examined formalism.展开更多
In this paper,for a bounded C2 domain,we prove the existence and uniqueness of positive classical solutions to the Dirichlet problem for the steady relativistic heat equation with a class of restricted positive C2 bou...In this paper,for a bounded C2 domain,we prove the existence and uniqueness of positive classical solutions to the Dirichlet problem for the steady relativistic heat equation with a class of restricted positive C2 boundary data.We have a non-existence result,which is the justification for taking into account the restricted boundary data.There is a smooth positive boundary datum that precludes the existence of the positive classical solution.展开更多
In this paper,we prove Talagrand’s T2 transportation cost-information inequality for the law of stochastic heat equation driven by Gaussian noise,which is fractional for a time variable with the Hurst index H∈(1/2,1...In this paper,we prove Talagrand’s T2 transportation cost-information inequality for the law of stochastic heat equation driven by Gaussian noise,which is fractional for a time variable with the Hurst index H∈(1/2,1),and is correlated for the spatial variable.The Girsanov theorem for fractional-colored Gaussian noise plays an important role in the proof.展开更多
The differential quadrature method (DQM) has been applied successfully to solve numerically many problems in the fluid mechanics. But it is only limited to the flow problems in regular regions. At the same time, here ...The differential quadrature method (DQM) has been applied successfully to solve numerically many problems in the fluid mechanics. But it is only limited to the flow problems in regular regions. At the same time, here is no upwind mechanism to deal with the convective property of the fluid flow in traditional DQ method. A local differential quadrature method owning upwind mechanism (ULDQM) was given to solve the coupled problem of incompressible viscous flow and heat transfer in an irregular region. For the problem of flow past a contraction channel whose boundary does not parallel to coordinate direction, the satisfactory numerical solutions were obtained by using ULDQM with a few grid points. The numerical results show that the ULDQM possesses advantages including well convergence, less computational workload and storage as compared with the low-order finite difference method.展开更多
Let u(t,x)be the solution to the one-dimensional nonlinear stochastic heat equation driven by space-time white noise with u(0,x)=1 for all x∈R.In this paper,we prove the law of the iterated logarithm(LIL for short)an...Let u(t,x)be the solution to the one-dimensional nonlinear stochastic heat equation driven by space-time white noise with u(0,x)=1 for all x∈R.In this paper,we prove the law of the iterated logarithm(LIL for short)and the functional LIL for a linear additive functional of the form∫[0,R]u(t,x)dx and the nonlinear additive functionals of the form∫[0,R]g(u(t,x))dx,where g:R→R is nonrandom and Lipschitz continuous,as R→∞for fixed t>0,using the localization argument.展开更多
This article attempts to give a short survey of recent progress on a class of elementary stochastic partial differential equations (for example, stochastic heat equations) driven by Gaussian noise of various covarianc...This article attempts to give a short survey of recent progress on a class of elementary stochastic partial differential equations (for example, stochastic heat equations) driven by Gaussian noise of various covariance structures. The focus is on the existence and uniqueness of the classical (square integrable) solution (mild solution, weak solution). It is also concerned with the Feynman-Kac formula for the solution;Feynman-Kac formula for the moments of the solution;and their applications to the asymptotic moment bounds of the solution. It also briefly touches the exact asymptotics of the moments of the solution.展开更多
The purpose of this paper is to investigate the stability and asymptotic behavior of the time-dependent solutions to a linear parabolic equation with nonlinear boundary condition in relation to their corresponding ste...The purpose of this paper is to investigate the stability and asymptotic behavior of the time-dependent solutions to a linear parabolic equation with nonlinear boundary condition in relation to their corresponding steady state solutions. Then, the above results are extended to a semilinear parabolic equation with nonlinear boundary condition by analyzing the corresponding eigenvalue problem and using the method of upper and lower solutions.展开更多
We consider the semilinear heat equation with globally Lipschitz non-linearity involving gradient terms in a bounded domain of R^n. In this paper, we obtain explicit bounds of the cost of approximate controllability, ...We consider the semilinear heat equation with globally Lipschitz non-linearity involving gradient terms in a bounded domain of R^n. In this paper, we obtain explicit bounds of the cost of approximate controllability, i.e., of the minimal norm of a control needed to control the system approximately. The methods we used combine global Carleman estimates, the variational approach to approximate controllability and Schauder's fixed point theorem.展开更多
This paper deals with the blow-up properties of solutions to semilinear heat equation ut-uxx= up in (0, 1) × (0, T) with the Neumann boundary condition ux(0, t) = 0, u:x1, t) = 1 on [0, T). The necessary and suff...This paper deals with the blow-up properties of solutions to semilinear heat equation ut-uxx= up in (0, 1) × (0, T) with the Neumann boundary condition ux(0, t) = 0, u:x1, t) = 1 on [0, T). The necessary and sufficient conditions under which all solutions to have a finite time blow-up and the exact blow-up rates are established. It is proved that the blow-up will occur only at the boundary x = 1. The asymptotic behavior near the blow-up time is also studied.展开更多
Let (M,g, e^-fdv) be a smooth metric measure space. In this paper, we con- sider two nonlinear weighted p-heat equations. Firstly, we derive a Li-Yau type gradient estimates for the positive solutions to the followi...Let (M,g, e^-fdv) be a smooth metric measure space. In this paper, we con- sider two nonlinear weighted p-heat equations. Firstly, we derive a Li-Yau type gradient estimates for the positive solutions to the following nonlinear weighted p-heat equationand f is a smooth function on M under the assumptionthat the m-dimensional nonnegative Bakry-Emery Ricci curvature. Secondly, we show an entropy monotonicity formula with nonnegative m-dimensional Bakry-Emery Ricci curva- ture which is a generalization to the results of Kotschwar and Ni [9], Li [7].展开更多
我们学习变量的功能的分离到非线性的热方程:u <SUB > t </SUB>=((x) D (u) u <SUB > x </SUB><SUP > n </SUP>)<SUB > x </SUB>+ B (x) Q (u) , <SUB > x </SUB>&#...我们学习变量的功能的分离到非线性的热方程:u <SUB > t </SUB>=((x) D (u) u <SUB > x </SUB><SUP > n </SUP>)<SUB > x </SUB>+ B (x) Q (u) , <SUB > x </SUB>≠
0。如此的方程从非牛顿的液体产生。它变量的功能的分离被使用组生叶方法学习。承认功能的可分离的答案的方程的一个分类被执行。作为后果,产生方程的一些答案被获得。展开更多
In this paper, we evaluate the integrals that are solutions of the heat and Stokes’ equations obtained by Fokas’ transform method by deriving exact formulas. Our method is more accurate and efficient than the contou...In this paper, we evaluate the integrals that are solutions of the heat and Stokes’ equations obtained by Fokas’ transform method by deriving exact formulas. Our method is more accurate and efficient than the contour deformation and parametrization used by Fokas to compute these integrals. In fact, for the heat equation, our solution is exact up to the imaginary error function and for the Stokes equation, our solution is exact up to the incomplete Airy function. In addition, our solutions extend to the lateral boundary without convergence issues, allow for asymptotic expansions, and are much faster than those obtained by other methods.展开更多
We consider optimal control problems for the flow of gas in a pipe network. The equations of motions are taken to be represented by a semi-linear model derived from the fully nonlinear isothermal Euler gas equations. ...We consider optimal control problems for the flow of gas in a pipe network. The equations of motions are taken to be represented by a semi-linear model derived from the fully nonlinear isothermal Euler gas equations. We formulate an optimal control problem on a given network and introduce a time discretization thereof. We then study the well-posedness of the corresponding time-discrete optimal control problem. In order to further reduce the complexity, we consider an instantaneous control strategy. The main part of the paper is concerned with a non-overlapping domain decomposition of the semi-linear elliptic optimal control problem on the graph into local problems on a small part of the network, ultimately on a single edge.展开更多
It is known that Fourier’s heat equation, which is parabolic, implies an infinite velocity propagation, or, in other words, that the mechanism of heat conduction is established instantaneously under all conditions. T...It is known that Fourier’s heat equation, which is parabolic, implies an infinite velocity propagation, or, in other words, that the mechanism of heat conduction is established instantaneously under all conditions. This is unacceptable on physical grounds in spite of the fact that Fourier’s law agrees well with experiment. However, discrepancies are likely to occur when extremely short distances or extremely short time intervals are considered, as they must in some modern problems of aero-thermodynamics. Cattaneo and independently Vernotte proved that such process can be described by Heaviside’s telegraph equation. This paper shows that this fact can be derived using calculus of variations, by application of the Euler-Lagrange equation. So, we proved that the equation of heat conduction with finite velocity propagation of the thermal disturbance can be obtained as a solution to one variational problem.展开更多
The paper proposes an approximate solution to the classical (parabolic) multidimensional 2D and 3D heat conduction equation for a 5 × 5 cm aluminium plate and a 5 × 5 × 5 cm aluminum cube. An approximat...The paper proposes an approximate solution to the classical (parabolic) multidimensional 2D and 3D heat conduction equation for a 5 × 5 cm aluminium plate and a 5 × 5 × 5 cm aluminum cube. An approximate solution of the generalized (hyperbolic) 2D and 3D equation for the considered plate and cube is also proposed. Approximate solutions were obtained by applying calculus of variations and Euler-Lagrange equations. In order to verify the correctness of the proposed approximate solutions, they were compared with the exact solutions of parabolic and hyperbolic equations. The paper also presents the research on the influence of time parameters τ as well as the relaxation times τ ∗ to the variation of the profile of the temperature field for the considered aluminum plate and cube.展开更多
In this paper,a compact difference scheme is established for the heat equations with multi-point boundary value conditions.The truncation error of the difference scheme is O(τ2+h^4),where t and h are the temporal ste...In this paper,a compact difference scheme is established for the heat equations with multi-point boundary value conditions.The truncation error of the difference scheme is O(τ2+h^4),where t and h are the temporal step size and the spatial step size.A prior estimate of the difference solution in a weighted norm is obtained.The unique solvability,stability and convergence of the difference scheme are proved by the energy method.The theoretical statements for the solution of the difference scheme are supported by numerical examples.展开更多
基金supported by the Science and Technology Development Fund of Macao SAR(FDCT0128/2022/A,0020/2023/RIB1,0111/2023/AFJ,005/2022/ALC)the Shandong Natural Science Foundation of China(ZR2020MA004)+2 种基金the National Natural Science Foundation of China(12071272)the MYRG 2018-00168-FSTZhejiang Provincial Natural Science Foundation of China(LQ23A010014).
文摘This study introduces a pre-orthogonal adaptive Fourier decomposition(POAFD)to obtain approximations and numerical solutions to the fractional Laplacian initial value problem and the extension problem of Caffarelli and Silvestre(generalized Poisson equation).As a first step,the method expands the initial data function into a sparse series of the fundamental solutions with fast convergence,and,as a second step,makes use of the semigroup or the reproducing kernel property of each of the expanding entries.Experiments show the effectiveness and efficiency of the proposed series solutions.
文摘The energy norm convergence rate of the finite element solution of the heat equation is reduced by the time-regularity of the exact solution. This paper presents an adaptive finite element treatment of time-dependent singularities on the one-dimensional heat equation. The method is based on a Fourier decomposition of the solution and an extraction formula of the coefficients of the singularities coupled with a predictor-corrector algorithm. The method recovers the optimal convergence rate of the finite element method on a quasi-uniform mesh refinement. Numerical results are carried out to show the efficiency of the method.
基金supported by the Natural Science Foundation of China(11901005,12071003)the Natural Science Foundation of Anhui Province(2008085QA20)。
文摘In this paper,we establish the integration by parts formula for the solution of fractional noise driven stochastic heat equations using the method of coupling.As an application,we also obtain the shift Harnack inequalities.
文摘In this paper, an actuator fault diagnosis scheme based on the backstepping method is proposed for a class of nonlinear heat equations. The fault diagnosis scheme includes fault detection, fault estimation and time to failure (TTF) prediction. Firstly, we achieve fault detection by comparing the detection residual with a predetermined threshold, where the detection residual is defined as the difference between the observer output and the system measurement output. Then, we estimate the fault function through the fault parameter update law and calculate the TTF using only limited measurements. Finally, the numerical simulation is performed on a nonlinear heat equation to verify the effectiveness of the proposed fault diagnosis scheme.
基金supported by the Internal Project of Excellent Research of the Faculty of Science of Hradec KrálovéUniversity(Grant No.2022/2218)。
文摘We investigate the fractional heat equation with fractional translation in both time and position with different fractional orders.As examples,we consider a rod and anα-disk with an initial constant temperature and discuss their cooling processes in the examined formalism.
基金supported by the National NaturalScience Foundation of China(11971069 and 12126307)。
文摘In this paper,for a bounded C2 domain,we prove the existence and uniqueness of positive classical solutions to the Dirichlet problem for the steady relativistic heat equation with a class of restricted positive C2 boundary data.We have a non-existence result,which is the justification for taking into account the restricted boundary data.There is a smooth positive boundary datum that precludes the existence of the positive classical solution.
基金supported by the Shanghai Sailing Program (21YF1415300)the Natural Science Foundation of China (12101392)supported by the Natural Science Foundation of China (11871382,11771161).
文摘In this paper,we prove Talagrand’s T2 transportation cost-information inequality for the law of stochastic heat equation driven by Gaussian noise,which is fractional for a time variable with the Hurst index H∈(1/2,1),and is correlated for the spatial variable.The Girsanov theorem for fractional-colored Gaussian noise plays an important role in the proof.
文摘The differential quadrature method (DQM) has been applied successfully to solve numerically many problems in the fluid mechanics. But it is only limited to the flow problems in regular regions. At the same time, here is no upwind mechanism to deal with the convective property of the fluid flow in traditional DQ method. A local differential quadrature method owning upwind mechanism (ULDQM) was given to solve the coupled problem of incompressible viscous flow and heat transfer in an irregular region. For the problem of flow past a contraction channel whose boundary does not parallel to coordinate direction, the satisfactory numerical solutions were obtained by using ULDQM with a few grid points. The numerical results show that the ULDQM possesses advantages including well convergence, less computational workload and storage as compared with the low-order finite difference method.
基金supported by the National Natural Science Foundation of China(11771178 and 12171198)the Science and Technology Development Program of Jilin Province(20210101467JC)+1 种基金the Science and Technology Program of Jilin Educational Department during the“13th Five-Year”Plan Period(JJKH20200951KJ)the Fundamental Research Funds for the Central Universities。
文摘Let u(t,x)be the solution to the one-dimensional nonlinear stochastic heat equation driven by space-time white noise with u(0,x)=1 for all x∈R.In this paper,we prove the law of the iterated logarithm(LIL for short)and the functional LIL for a linear additive functional of the form∫[0,R]u(t,x)dx and the nonlinear additive functionals of the form∫[0,R]g(u(t,x))dx,where g:R→R is nonrandom and Lipschitz continuous,as R→∞for fixed t>0,using the localization argument.
基金supported by an NSERC granta startup fund of University of Alberta
文摘This article attempts to give a short survey of recent progress on a class of elementary stochastic partial differential equations (for example, stochastic heat equations) driven by Gaussian noise of various covariance structures. The focus is on the existence and uniqueness of the classical (square integrable) solution (mild solution, weak solution). It is also concerned with the Feynman-Kac formula for the solution;Feynman-Kac formula for the moments of the solution;and their applications to the asymptotic moment bounds of the solution. It also briefly touches the exact asymptotics of the moments of the solution.
基金The project is supported by National Natural Science Foundation of China (10071026)
文摘The purpose of this paper is to investigate the stability and asymptotic behavior of the time-dependent solutions to a linear parabolic equation with nonlinear boundary condition in relation to their corresponding steady state solutions. Then, the above results are extended to a semilinear parabolic equation with nonlinear boundary condition by analyzing the corresponding eigenvalue problem and using the method of upper and lower solutions.
基金supported by the Natural Science Foundation of China (No.10371136,10771222)
文摘We consider the semilinear heat equation with globally Lipschitz non-linearity involving gradient terms in a bounded domain of R^n. In this paper, we obtain explicit bounds of the cost of approximate controllability, i.e., of the minimal norm of a control needed to control the system approximately. The methods we used combine global Carleman estimates, the variational approach to approximate controllability and Schauder's fixed point theorem.
文摘This paper deals with the blow-up properties of solutions to semilinear heat equation ut-uxx= up in (0, 1) × (0, T) with the Neumann boundary condition ux(0, t) = 0, u:x1, t) = 1 on [0, T). The necessary and sufficient conditions under which all solutions to have a finite time blow-up and the exact blow-up rates are established. It is proved that the blow-up will occur only at the boundary x = 1. The asymptotic behavior near the blow-up time is also studied.
基金supported by the Fundamental Research Fund for the Central Universities
文摘Let (M,g, e^-fdv) be a smooth metric measure space. In this paper, we con- sider two nonlinear weighted p-heat equations. Firstly, we derive a Li-Yau type gradient estimates for the positive solutions to the following nonlinear weighted p-heat equationand f is a smooth function on M under the assumptionthat the m-dimensional nonnegative Bakry-Emery Ricci curvature. Secondly, we show an entropy monotonicity formula with nonnegative m-dimensional Bakry-Emery Ricci curva- ture which is a generalization to the results of Kotschwar and Ni [9], Li [7].
基金National Natural Science Foundation of China under Grant No.10671156the Program for New Century Excellent Talents in Universities under Grant No.NCET-04-0968
文摘我们学习变量的功能的分离到非线性的热方程:u <SUB > t </SUB>=((x) D (u) u <SUB > x </SUB><SUP > n </SUP>)<SUB > x </SUB>+ B (x) Q (u) , <SUB > x </SUB>≠
0。如此的方程从非牛顿的液体产生。它变量的功能的分离被使用组生叶方法学习。承认功能的可分离的答案的方程的一个分类被执行。作为后果,产生方程的一些答案被获得。
文摘In this paper, we evaluate the integrals that are solutions of the heat and Stokes’ equations obtained by Fokas’ transform method by deriving exact formulas. Our method is more accurate and efficient than the contour deformation and parametrization used by Fokas to compute these integrals. In fact, for the heat equation, our solution is exact up to the imaginary error function and for the Stokes equation, our solution is exact up to the incomplete Airy function. In addition, our solutions extend to the lateral boundary without convergence issues, allow for asymptotic expansions, and are much faster than those obtained by other methods.
文摘We consider optimal control problems for the flow of gas in a pipe network. The equations of motions are taken to be represented by a semi-linear model derived from the fully nonlinear isothermal Euler gas equations. We formulate an optimal control problem on a given network and introduce a time discretization thereof. We then study the well-posedness of the corresponding time-discrete optimal control problem. In order to further reduce the complexity, we consider an instantaneous control strategy. The main part of the paper is concerned with a non-overlapping domain decomposition of the semi-linear elliptic optimal control problem on the graph into local problems on a small part of the network, ultimately on a single edge.
文摘It is known that Fourier’s heat equation, which is parabolic, implies an infinite velocity propagation, or, in other words, that the mechanism of heat conduction is established instantaneously under all conditions. This is unacceptable on physical grounds in spite of the fact that Fourier’s law agrees well with experiment. However, discrepancies are likely to occur when extremely short distances or extremely short time intervals are considered, as they must in some modern problems of aero-thermodynamics. Cattaneo and independently Vernotte proved that such process can be described by Heaviside’s telegraph equation. This paper shows that this fact can be derived using calculus of variations, by application of the Euler-Lagrange equation. So, we proved that the equation of heat conduction with finite velocity propagation of the thermal disturbance can be obtained as a solution to one variational problem.
文摘The paper proposes an approximate solution to the classical (parabolic) multidimensional 2D and 3D heat conduction equation for a 5 × 5 cm aluminium plate and a 5 × 5 × 5 cm aluminum cube. An approximate solution of the generalized (hyperbolic) 2D and 3D equation for the considered plate and cube is also proposed. Approximate solutions were obtained by applying calculus of variations and Euler-Lagrange equations. In order to verify the correctness of the proposed approximate solutions, they were compared with the exact solutions of parabolic and hyperbolic equations. The paper also presents the research on the influence of time parameters τ as well as the relaxation times τ ∗ to the variation of the profile of the temperature field for the considered aluminum plate and cube.
基金The research is supported by the National Natural Science Foundation of China(No.11671081)the Fundamental Research Funds for the Central Universities(No.242017K41044).
文摘In this paper,a compact difference scheme is established for the heat equations with multi-point boundary value conditions.The truncation error of the difference scheme is O(τ2+h^4),where t and h are the temporal step size and the spatial step size.A prior estimate of the difference solution in a weighted norm is obtained.The unique solvability,stability and convergence of the difference scheme are proved by the energy method.The theoretical statements for the solution of the difference scheme are supported by numerical examples.