Generalized Characteristics of First Order PDEs

Generalized Characteristics of First Order PDEs PDF Author: Arik Melikyan
Publisher: Springer Science & Business Media
ISBN: 146121758X
Category : Mathematics
Languages : en
Pages : 319

Get Book Here

Book Description
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 Characteristics of First Order PDEs

Generalized Characteristics of First Order PDEs PDF Author: Arik Melikyan
Publisher: Springer Science & Business Media
ISBN: 146121758X
Category : Mathematics
Languages : en
Pages : 319

Get Book Here

Book Description
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 Characteristics of First Order PDEs

Generalized Characteristics of First Order PDEs PDF Author: Arik A. Melikyan
Publisher:
ISBN: 9783764339845
Category : Control theory
Languages : en
Pages : 310

Get Book Here

Book Description


Partial Differential Equations

Partial Differential Equations PDF Author: Walter A. Strauss
Publisher: John Wiley & Sons
ISBN: 0470054565
Category : Mathematics
Languages : en
Pages : 467

Get Book Here

Book Description
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.

Generalized Characteristics of First Order PDEs

Generalized Characteristics of First Order PDEs PDF Author: Arik Artavazdovich Melikiï ̧ a︡n
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 310

Get Book Here

Book Description
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 PDF Author: Andrei I. Subbotin
Publisher: Springer Science & Business Media
ISBN: 1461208475
Category : Mathematics
Languages : en
Pages : 324

Get Book Here

Book Description
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].

Notes on Diffy Qs

Notes on Diffy Qs PDF Author: Jiri Lebl
Publisher:
ISBN: 9781706230236
Category :
Languages : en
Pages : 468

Get Book Here

Book Description
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.

Theory of Differential Equations

Theory of Differential Equations PDF Author: Andrew Russell Forsyth
Publisher:
ISBN:
Category : Differential equations
Languages : en
Pages : 357

Get Book Here

Book Description


Partial Differential Equations

Partial Differential Equations PDF Author: Michael Shearer
Publisher: Princeton University Press
ISBN: 0691161291
Category : Mathematics
Languages : en
Pages : 286

Get Book Here

Book Description
An accessible yet rigorous introduction to partial differential equations This textbook provides beginning graduate students and advanced undergraduates with an accessible introduction to the rich subject of partial differential equations (PDEs). It presents a rigorous and clear explanation of the more elementary theoretical aspects of PDEs, while also drawing connections to deeper analysis and applications. The book serves as a needed bridge between basic undergraduate texts and more advanced books that require a significant background in functional analysis. Topics include first order equations and the method of characteristics, second order linear equations, wave and heat equations, Laplace and Poisson equations, and separation of variables. The book also covers fundamental solutions, Green's functions and distributions, beginning functional analysis applied to elliptic PDEs, traveling wave solutions of selected parabolic PDEs, and scalar conservation laws and systems of hyperbolic PDEs. Provides an accessible yet rigorous introduction to partial differential equations Draws connections to advanced topics in analysis Covers applications to continuum mechanics An electronic solutions manual is available only to professors An online illustration package is available to professors

Finite Difference Methods for Ordinary and Partial Differential Equations

Finite Difference Methods for Ordinary and Partial Differential Equations PDF Author: Randall J. LeVeque
Publisher: SIAM
ISBN: 9780898717839
Category : Mathematics
Languages : en
Pages : 356

Get Book Here

Book Description
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 PDF Author: Phoolan Prasad
Publisher: New Age International
ISBN: 9780852267226
Category : Differential equations, Partial
Languages : en
Pages : 268

Get Book Here

Book Description
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.