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Estimates of weighted Hölder norms of the solutions to a parabolic boundary value problem in an initially degenerate domain

Antonio Fasano, Vsevolod Solonnikov (2002)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

A-priori estimates in weighted Hölder norms are obtained for the solutions of a one- dimensional boundary value problem for the heat equation in a domain degenerating at time t = 0 and with boundary data involving simultaneously the first order time derivative and the spatial gradient.

Euler schemes and half-space approximation for the simulation of diffusion in a domain

Emmanuel Gobet (2001)

ESAIM: Probability and Statistics

This paper is concerned with the problem of simulation of ( X t ) 0 t T , the solution of a stochastic differential equation constrained by some boundary conditions in a smooth domain D : namely, we consider the case where the boundary D is killing, or where it is instantaneously reflecting in an oblique direction. Given N discretization times equally spaced on the interval [ 0 , T ] , we propose new discretization schemes: they are fully implementable and provide a weak error of order N - 1 under some conditions. The construction...

Euler schemes and half-space approximation for the simulation of diffusion in a domain

Emmanuel Gobet (2010)

ESAIM: Probability and Statistics

This paper is concerned with the problem of simulation of (Xt)0≤t≤T, the solution of a stochastic differential equation constrained by some boundary conditions in a smooth domain D: namely, we consider the case where the boundary ∂D is killing, or where it is instantaneously reflecting in an oblique direction. Given N discretization times equally spaced on the interval [0,T], we propose new discretization schemes: they are fully implementable and provide a weak error of order N-1 under some conditions....

Exact controllability to the trajectories of the heat equation with Fourier boundary conditions: the semilinear case

Enrique Fernández-Cara, Manuel González-Burgos, Sergio Guerrero, Jean-Pierre Puel (2006)

ESAIM: Control, Optimisation and Calculus of Variations

This paper is concerned with the global exact controllability of the semilinear heat equation (with nonlinear terms involving the state and the gradient) completed with boundary conditions of the form y n + f ( y ) = 0 . We consider distributed controls, with support in a small set. The null controllability of similar linear systems has been analyzed in a previous first part of this work. In this second part we show that, when the nonlinear terms are locally Lipschitz-continuous and slightly superlinear, one...

Exact null internal controllability for the heat equation on unbounded convex domains

Viorel Barbu (2014)

ESAIM: Control, Optimisation and Calculus of Variations

The liner parabolic equation y t - 1 2 𝔻 y + F · y = 1 0 u ∂y ∂t − 1 2   Δy + F · ∇ y = 1 x1d4aa; 0 u with Neumann boundary condition on a convex open domain x1d4aa; ⊂ ℝd with smooth boundary is exactly null controllable on each finite interval if 𝒪0is an open subset of x1d4aa; which contains a suitable neighbourhood of the recession cone of x1d4aa; . Here,F : ℝd → ℝd is a bounded, C1-continuous function, and F = ∇g, where g is convex and coercive.

Exact Solutions of Nonlocal BVPs for the Multidimensional Heat Equations

Dimovski, Ivan, Tsankov, Yulian (2012)

Mathematica Balkanica New Series

MSC 2010: 44A35, 44A45, 44A40, 35K20, 35K05In this paper a method for obtaining exact solutions of the multidimensional heat equations with nonlocal boundary value conditions in a finite space domain with time-nonlocal initial condition is developed. One half of the space conditions are local, and the other are nonlocal. Extensions of Duhamel principle are obtained. In the case when the initial value condition is a local one i.e. of the form u(x1; :::; xn; 0) = f(x1; :::; xn) the problem reduces...

Existence of classical solutions for parabolic functional differential equations with initial boundary conditions of Robin type

Milena Matusik (2012)

Annales Polonici Mathematici

The paper deals with the initial boundary value problem of Robin type for parabolic functional differential equations. The unknown function is the functional variable in the equation and the partial derivatives appear in the classical sense. A theorem on the existence of a classical solution is proved. Our formulation and results cover differential equations with deviated variables and differential integral problems.

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