Generalized Characteristics of First Order PDEs

Generalized Characteristics of First Order PDEs

Author: Arik Melikyan

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 319

ISBN-13: 146121758X

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In some domains of mechanics, physics and control theory boundary value problems arise for nonlinear first order PDEs. A well-known classical result states a sufficiency condition for local existence and uniqueness of twice differentiable solution. This result is based on the method of characteristics (MC). Very often, and as a rule in control theory, the continuous nonsmooth (non-differentiable) functions have to be treated as a solutions to the PDE. At the points of smoothness such solutions satisfy the equation in classical sense. But if a function satisfies this condition only, with no requirements at the points of nonsmoothness, the PDE may have nonunique solutions. The uniqueness takes place if an appropriate matching principle for smooth solution branches defined in neighboring domains is applied or, in other words, the notion of generalized solution is considered. In each field an appropriate matching principle are used. In Optimal Control and Differential Games this principle is the optimality of the cost function. In physics and mechanics certain laws must be fulfilled for correct matching. A purely mathematical approach also can be used, when the generalized solution is introduced to obtain the existence and uniqueness of the solution, without being aimed to describe (to model) some particular physical phenomenon. Some formulations of the generalized solution may meet the modelling of a given phenomenon, the others may not.


Generalized Solutions of First Order PDEs

Generalized Solutions of First Order PDEs

Author: Andrei I. Subbotin

Publisher: Springer Science & Business Media

Published: 2013-06-29

Total Pages: 324

ISBN-13: 1461208475

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Hamilton-Jacobi equations and other types of partial differential equa tions of the first order are dealt with in many branches of mathematics, mechanics, and physics. These equations are usually nonlinear, and func tions vital for the considered problems are not smooth enough to satisfy these equations in the classical sense. An example of such a situation can be provided by the value function of a differential game or an optimal control problem. It is known that at the points of differentiability this function satisfies the corresponding Hamilton-Jacobi-Isaacs-Bellman equation. On the other hand, it is well known that the value function is as a rule not everywhere differentiable and therefore is not a classical global solution. Thus in this case, as in many others where first-order PDE's are used, there arises necessity to introduce a notion of generalized solution and to develop theory and methods for constructing these solutions. In the 50s-70s, problems that involve nonsmooth solutions of first order PDE's were considered by Bakhvalov, Evans, Fleming, Gel'fand, Godunov, Hopf, Kuznetzov, Ladyzhenskaya, Lax, Oleinik, Rozhdestven ski1, Samarskii, Tikhonov, and other mathematicians. Among the inves tigations of this period we should mention the results of S.N. Kruzhkov, which were obtained for Hamilton-Jacobi equation with convex Hamilto nian. A review of the investigations of this period is beyond the limits of the present book. A sufficiently complete bibliography can be found in [58, 126, 128, 141].


Partial Differential Equations

Partial Differential Equations

Author: Walter A. Strauss

Publisher: John Wiley & Sons

Published: 2007-12-21

Total Pages: 467

ISBN-13: 0470054565

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Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, illustrates the incredibly rich variety of phenomena encompassed by it, and imparts a working knowledge of the most important techniques of analysis of the solutions of the equations. In this book mathematical jargon is minimized. Our focus is on the three most classical PDEs: the wave, heat and Laplace equations. Advanced concepts are introduced frequently but with the least possible technicalities. The book is flexibly designed for juniors, seniors or beginning graduate students in science, engineering or mathematics.


Notes on Diffy Qs

Notes on Diffy Qs

Author: Jiri Lebl

Publisher:

Published: 2019-11-13

Total Pages: 468

ISBN-13: 9781706230236

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Version 6.0. An introductory course on differential equations aimed at engineers. The book covers first order ODEs, higher order linear ODEs, systems of ODEs, Fourier series and PDEs, eigenvalue problems, the Laplace transform, and power series methods. It has a detailed appendix on linear algebra. The book was developed and used to teach Math 286/285 at the University of Illinois at Urbana-Champaign, and in the decade since, it has been used in many classrooms, ranging from small community colleges to large public research universities. See https: //www.jirka.org/diffyqs/ for more information, updates, errata, and a list of classroom adoptions.


Finite Difference Methods for Ordinary and Partial Differential Equations

Finite Difference Methods for Ordinary and Partial Differential Equations

Author: Randall J. LeVeque

Publisher: SIAM

Published: 2007-01-01

Total Pages: 356

ISBN-13: 9780898717839

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This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.


Partial Differential Equations

Partial Differential Equations

Author: Phoolan Prasad

Publisher: New Age International

Published: 1985

Total Pages: 268

ISBN-13: 9780852267226

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This book provides a basic introductory course in partial differential equations, in which theory and applications are interrelated and developed side by side. Emphasis is on proofs, which are not only mathematically rigorous, but also constructive, where the structure and properties of the solution are investigated in detail. The authors feel that it is no longer necessary to follow the tradition of introducing the subject by deriving various partial differential equations of continuum mechanics and theoretical physics. Therefore, the subject has been introduced by mathematical analysis of the simplest, yet one of the most useful (from the point of view of applications), class of partial differential equations, namely the equations of first order, for which existence, uniqueness and stability of the solution of the relevant problem (Cauchy problem) is easy to discuss. Throughout the book, attempt has been made to introduce the important ideas from relatively simple cases, some times by referring to physical processes, and then extending them to more general systems.


The Characteristic Method and Its Generalizations for First-Order Nonlinear Partial Differential Equations

The Characteristic Method and Its Generalizations for First-Order Nonlinear Partial Differential Equations

Author: Tran Duc Van

Publisher: CRC Press

Published: 1999-06-25

Total Pages: 256

ISBN-13: 9781584880165

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Despite decades of research and progress in the theory of generalized solutions to first-order nonlinear partial differential equations, a gap between the local and the global theories remains: The Cauchy characteristic method yields the local theory of classical solutions. Historically, the global theory has principally depended on the vanishing viscosity method. The authors of this volume help bridge the gap between the local and global theories by using the characteristic method as a basis for setting a theoretical framework for the study of global generalized solutions. That is, they extend the smooth solutions obtained by the characteristic method. The authors offer material previously unpublished in book form, including treatments of the life span of classical solutions, the construction of singularities of generalized solutions, new existence and uniqueness theorems on minimax solutions, differential inequalities of Haar type and their application to the uniqueness of global, semi-classical solutions, and Hopf-type explicit formulas for global solutions. These subjects yield interesting relations between purely mathematical theory and the applications of first-order nonlinear PDEs. The Characteristic Method and Its Generalizations for First-Order Nonlinear Partial Differential Equations represents a comprehensive exposition of the authors' works over the last decade. The book is self-contained and assumes only basic measure theory, topology, and ordinary differential equations as prerequisites. With its innovative approach, new results, and many applications, it will prove valuable to mathematicians, physicists, and engineers and especially interesting to researchers in nonlinear PDEs, differential inequalities, multivalued analysis, differential games, and related topics in applied analysis.


Handbook of First-Order Partial Differential Equations

Handbook of First-Order Partial Differential Equations

Author: Andrei D. Polyanin

Publisher: CRC Press

Published: 2001-11-15

Total Pages: 522

ISBN-13: 9780415272674

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This book contains about 3000 first-order partial differential equations with solutions. New exact solutions to linear and nonlinear equations are included. The text pays special attention to equations of the general form, showing their dependence upon arbitrary functions. At the beginning of each section, basic solution methods for the corresponding types of differential equations are outlined and specific examples are considered. It presents equations and their applications, including differential geometry, nonlinear mechanics, gas dynamics, heat and mass transfer, wave theory and much more. This handbook is an essential reference source for researchers, engineers and students of applied mathematics, mechanics, control theory and the engineering sciences.


Linear and Nonlinear Waves

Linear and Nonlinear Waves

Author: G. B. Whitham

Publisher: John Wiley & Sons

Published: 2011-10-18

Total Pages: 660

ISBN-13: 1118031202

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Now in an accessible paperback edition, this classic work is just as relevant as when it first appeared in 1974, due to the increased use of nonlinear waves. It covers the behavior of waves in two parts, with the first part addressing hyperbolic waves and the second addressing dispersive waves. The mathematical principles are presented along with examples of specific cases in communications and specific physical fields, including flood waves in rivers, waves in glaciers, traffic flow, sonic booms, blast waves, and ocean waves from storms.