Studies in Mathematics and its Applications Series

This monograph is based on research undertaken by the authors during the last ten years. The main part of the work deals with homogenization problems in elasticity as well as some mathematical problems related to composite and perforated elastic materials. This study of processes in strongly non-homogeneous media brings forth a large number of purely mathematical problems which are very important for applications. Although the methods suggested deal with stationary problems, some of them can be extended to non-stationary equations. With the exception of some well-known facts from functional analysis and the theory of partial differential equations, all results in this book are given detailed mathematical proof. It is expected that the results and methods presented in this book will promote further investigation of mathematical models for processes in composite and perforated media, heat-transfer, energy transfer by radiation, processes of diffusion and filtration in porous media, and that they will stimulate research in other problems of mathematical physics and the theory of partial differential equations.

The objective of this book is to analyze within reasonable limits (it is not a treatise) the basic mathematical aspects of the finite element method. The book should also serve as an introduction to current research on this subject. On the one hand, it is also intended to be a working textbook for advanced courses in Numerical Analysis, as typically taught in graduate courses in American and French universities. For example, it is the author’s experience that a one-semester course (on a three-hour per week basis) can be taught from Chapters 1, 2 and 3 (with the exception of Section 3.3), while another one-semester course can be taught from Chapters 4 and 6. On the other hand, it is hoped that this book will prove to be useful for researchers interested in advanced aspects of the numerical analysis of the finite element method. In this respect, Section 3.3, Chapters 5, 7 and 8, and the sections on “Additional Bibliography and Comments should provide many suggestions for conducting seminars.

Asymptotic Analysis for Periodic Structures

This book presents a unified treatment of optimization theory, game theory and a general equilibrium theory in economics in the framework of nonlinear functional analysis. It not only provides powerful and versatile tools for solving specific problems in economics and the social sciences but also serves as a unifying theme in the mathematical theory of these subjects as well as in pure mathematics itself.

Numerical Analysis of Variational Inequalities

Stochastic Control by Functional Analysis Methods

Applications of Variational Inequalities in Stochastic Control

Spectral Transform and Solitons

Introduction to the Theory of Linear Partial Differential Equations

The purpose of this volume is to present the principles of the Augmented Lagrangian Method, together with numerous applications of this method to the numerical solution of boundary-value problems for partial differential equations or inequalities arising in Mathematical Physics, in the Mechanics of Continuous Media and in the Engineering Sciences.

Mathematical Models in Environmental Problems

Numerical simulators for oil reservoirs have been developed over the last twenty years and are now widely used by oil companies. The research, however, has taken place largely within the industry itself, and has remained somewhat inaccessible to the scientific community. This book hopes to remedy the situation by means of its synthesized presentation of the models used in reservoir simulation, in a form understandable to both mathematicians and engineers. The book aims to initiate a rigorous mathematical study of the immiscible flow models, partly by using the novel `global pressure' approach in treating incompressible two-phase problems. A finite element approximation technique based on the global pressure variational model is presented, and new approaches to the modelling of various kinds of multiphase flow through porous media are introduced. Much of the material is highly original, and has not been presented elsewhere. The mathematical and numerical models should be of great interest to applied mathematicians, and to engineers seeking an alternative approach to reservoir modelling.

Much applied and theoretical research in natural sciences leads to boundary-value problems stated in terms of differential equations. When solving these problems with computers, the differential problems are replaced approximately by difference schemes. This book is an introduction to the theory of difference schemes, and was written as a textbook for university mathematics and physics departments and for technical universities. Some sections of the book will be of interest to computations specialists. While stressing a mathematically rigorous treatment of model problems, the book also demonstrates the relation between theory and computer experiments, using difference schemes created for practical computations.

Scattering Theory for dissipative and time-dependent systems has been intensively studied in the last fifteen years. The results in this field, based on various tools and techniques, may be found in many published papers. This monograph presents an approach which can be applied to spaces of both even and odd dimension. The ideas on which the approach is based are connected with the RAGE type theorem, with Enss' decomposition of the phase space and with a time-dependent proof of the existence of the operator W which exploits the decay of the local energy of the perturbed and free systems. Some inverse scattering problems for time-dependent potentials, and moving obstacles with an arbitrary geometry, are also treated in the book.

The objective of this book is to report the results of investigations made by the authors into certain hydrodynamical models with nonlinear systems of partial differential equations. The investigations involve the results concerning Navier-Stokes equations of viscous heat-conductive gas, incompressible nonhomogeneous fluid and filtration of multi-phase mixture in a porous medium. The correctness of the initial boundary-value problems and the qualitative properties of solutions are also considered. The book is written for those who are interested in the theory of nonlinear partial differential equations and their applications in mechanics.

Singular perturbations, one of the central topics in asymptotic analysis, also play a special role in describing physical phenomena such as the propagation of waves in media in the presence of small energy dissipations or dispersions, the appearance of boundary or interior layers in fluid and gas dynamics, as well as in elasticity theory, semi-classical asymptotic approximations in quantum mechanics etc. Elliptic and coercive singular perturbations are of special interest for the asymptotic solution of problems which are characterized by boundary layer phenomena, e.g. the theory of thin buckling plates, elastic rods and beams. This first volume deals with linear singular perturbations (on smooth manifolds without boundary) considered as equicontinuous linear mappings between corresponding families of Sobolev-Slobodetski's type spaces of vectorial order.

The analysis of differential equations in domains and on manifolds with singularities belongs to the main streams of recent developments in applied and pure mathematics. The applications and concrete models from engineering and physics are often classical but the modern structure calculus was only possible since the achievements of pseudo-differential operators. This led to deep connections with index theory, topology and mathematical physics. The present book is devoted to elliptic partial differential equations in the framework of pseudo-differential operators. The first chapter contains the Mellin pseudo-differential calculus on R+ and the functional analysis of weighted Sobolev spaces with discrete and continuous asymptotics. Chapter 2 is devoted to the analogous theory on manifolds with conical singularities, Chapter 3 to manifolds with edges. Employed are pseudo-differential operators along edges with cone-operator-valued symbols.

Problems, ideas and notions from the theory of finite-dimensional dynamical systems have penetrated deeply into the theory of infinite-dimensional systems and partial differential equations. From the standpoint of the theory of the dynamical systems, many scientists have investigated the evolutionary equations of mathematical physics. Such equations include the Navier-Stokes system, magneto-hydrodynamics equations, reaction-diffusion equations, and damped semilinear wave equations. Due to the recent efforts of many mathematicians, it has been established that the attractor of the Navier-Stokes system, which attracts (in an appropriate functional space) as t - ∞ all trajectories of this system, is a compact finite-dimensional (in the sense of Hausdorff) set. Upper and lower bounds (in terms of the Reynolds number) for the dimension of the attractor were found. These results for the Navier-Stokes system have stimulated investigations of attractors of other equations of mathematical physics. For certain problems, in particular for reaction-diffusion systems and nonlinear damped wave equations, mathematicians have established the existence of the attractors and their basic properties; furthermore, they proved that, as t - +∞, an infinite-dimensional dynamics described by these equations and systems uniformly approaches a finite-dimensional dynamics on the attractor U, which, in the case being considered, is the union of smooth manifolds. This book is devoted to these and several other topics related to the behaviour as t - ∞ of solutions for evolutionary equations.

In accordance with the developments in computation, theoretical studies on numerical schemes are now fruitful and highly needed. In 1991 an article on the finite element method applied to evolutionary problems was published. Following the method, basically this book studies various schemes from operator theoretical points of view. Many parts are devoted to the finite element method, but other schemes and problems (charge simulation method, domain decomposition method, nonlinear problems, and so forth) are also discussed, motivated by the observation that practically useful schemes have fine mathematical structures and the converses are also true.

This book contains the written versions of lectures delivered since 1997 in the well-known weekly seminar on Applied Mathematics at the Collège de France in Paris, directed by Jacques-Louis Lions. It is the 14th and last of the series, due to the recent and untimely death of Professor Lions. The texts in this volume deal mostly with various aspects of the theory of nonlinear partial differential equations. They present both theoretical and applied results in many fields of growing importance such as Calculus of variations and optimal control, optimization, system theory and control, operations research, fluids and continuum mechanics, nonlinear dynamics, meteorology and climate, homogenization and material science, numerical analysis and scientific computations The book is of interest to everyone from postgraduate, who wishes to follow the most recent progress in these fields.

Since their introduction in the 1980's, wavelets have become a powerful tool in mathematical analysis, with applications such as image compression, statistical estimation and numerical simulation of partial differential equations. One of their main attractive features is the ability to accurately represent fairly general functions with a small number of adaptively chosen wavelet coefficients, as well as to characterize the smoothness of such functions from the numerical behaviour of these coefficients. The theoretical pillar that underlies such properties involves approximation theory and function spaces, and plays a pivotal role in the analysis of wavelet-based numerical methods. This book offers a self-contained treatment of wavelets, which includes this theoretical pillar and it applications to the numerical treatment of partial differential equations. Its key features are: 1. Self-contained introduction to wavelet bases and related numerical algorithms, from the simplest examples to the most numerically useful general constructions. 2. Full treatment of the theoretical foundations that are crucial for the analysis of wavelets and other related multiscale methods : function spaces, linear and nonlinear approximation, interpolation theory. 3. Applications of these concepts to the numerical treatment of partial differential equations : multilevel preconditioning, sparse approximations of differential and integral operators, adaptive discretization strategies.

Recent decades have seen a very rapid success in developing numerical methods based on explicit control over approximation errors. It may be said that nowadays a new direction is forming in numerical analysis, the main goal of which is to develop methods ofreliable computations. In general, a reliable numerical method must solve two basic problems: (a) generate a sequence of approximations that converges to a solution and (b) verify the accuracy of these approximations. A computer code for such a method must consist of two respective blocks: solver and checker. In this book, we are chiefly concerned with the problem (b) and try to present the main approaches developed for a posteriori error estimation in various problems. The authors try to retain a rigorous mathematical style, however, proofs are constructive whenever possible and additional mathematical knowledge is presented when necessary. The book contains a number of new mathematical results and lists a posteriori error estimation methods that have been developed in the very recent time. · computable bounds of approximation errors · checking algorithms · iteration processes · finite element methods · elliptic type problems · nonlinear variational problems · variational inequalities

Part I of this volume surveys the developments in the analysis of nonlinear phenomena in Japan during the past decade, while Part II consists of up-to-date original papers concerning qualitative theories and their applications. Dealt with here are nonlinear problems related to general analysis, fluid dynamics, mathematical biology and computer sciences, and their underlying mathematical structures, e.g. nonlinear waves and propagations, bifurcation phenomena, chaotic phenomena, and fractals. The volume is dedicated to Professor Masaya Yamaguti in celebration of his 60th birthday.