We prove that a general class of nonlinear, non-autonomous ODEs in Fréchet spaces are close to ODEs in a specific normal form, where closeness means that solutions of the normal form ODE satisfy the original ODE up to a residual that vanishes up to any desired order. In this normal form, the centre, stable and unstable coordinates of the ODE are clearly separated, which allows us to define invariant manifolds of such equations in a robust way. In particular, our method empowers us to study approximate centre manifolds, given by solutions of ODEs that are central up to a desired, possibly nonzero precision. The main motivation is the case where the Fréchet space in question is a suitable function space, and the maps involved in an ODE in this space are defined in terms of derivatives of the functions, so that the infinite-dimensional ODE is a finite-dimensional PDE. We show that our methods apply to a relevant class of nonlinear, non-autonomous PDEs in this way.
In this paper we prove the existence and uniqueness of the solution of a non-stationary problem that modelizes the behaviour of the concentrations and the temperature of gases going through a cylindrical passage of an automotive catalytic converter. This problem couples parabolic partial differential equations in a domain with one parabolic partial differential equation and some ordinary differential equations on a part of its boundary.
In this paper, we consider input-output properties of linear systems consisting of PDEs on a finite domain coupled with ODEs through the boundary conditions of the PDE. This framework can be used to represent e.g. a lumped mass fixed to a beam or a system with delay. This work generalizes the sufficiency proof of the KYP Lemma for ODEs to coupled ODE-PDE systems using a recently developed concept of fundamental state and the associated boundary-condition-free representation. The conditions of the generalized KYP are tested using the PQRS positive matrix parameterization of operators resulting …
This paper is about the stabilization of a cascade system composed by an infinite-dimensional system, that we suppose to be exponentially stable, and an ordinary differential equation (ODE), that we suppose to be marginally stable. The system is controlled through the infinite-dimensional system. Such a structure is particularly useful when applying the internal model approach on infinite-dimensional systems. Our strategy relies on the forwarding method, which uses a Lyapunov functional and a Sylvester equation to build a feedback-law. Under some classical assumptions in the output regulation …
We investigate the small-time local controllability of systems in the vicinity of an equilibrium. Given a small time, an initial data and a final data close from the equilibrium, is it possible to find a control (a source term) that guides the solution from the initial state to the wished final state at the given time? The natural method is to start by studying the controllability of the linearized system near the equilibrium. When this system is not controllable, it is necessary to continue the expansion with the quadratic order.In this note, we highlight the links between different recent re…
Asymptotic properties of solutions of odd-order nonlinear dispersion equations are studied. The global in time similarity solutions, which lead to eigenfunctions of the rescaled ODEs, are constructed.
This paper introduces a new class of numerical methods for the time integration of evolution equations set as Cauchy problems of ODEs or PDEs. The systematic design of these methods mixes the Runge-Kutta collocation formalism with collocation techniques, in such a way that the methods are linearly implicit and have high order. The fact that these methods are implicit allows to avoid CFL conditions when the large systems to integrate come from the space discretization of evolution PDEs. Moreover, these methods are expected to be efficient since they only require to solve one linear system of eq…
In this paper linear stochastic transport and continuity equations with drift in critical $L^{p}$ spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity equation, starting from smooth initial conditions. Specifically, we first prove a result of Sobolev regularity of solutions, which is false for the corresponding deterministic equation. The technique needed to reach the critical case is new and based on parabolic equations satisfied by moments of first derivatives of the solution, opposite to previous works …
We extend in this paper the definition of Caputo derivatives of order in $(0,1)$ to a certain class of locally integrable functions using a convolution group. Our strategy is to define a fractional calculus for a certain class of distributions using the convolution group. When acting on causal functions, this fractional calculus agrees with the traditional Riemann-Liouville definition for $t>0$ but includes some singularities at $t=0$ so that the group property holds. Then, making use of this fractional calculus, we introduce the generalized definition of Caputo derivatives. The new definition…
We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases like $\exp(-cN/\log(N))$ for $N$ quadrature points. The method is parallisable, avoids having to resolve singularities of the solution as $t\downarrow 0$, and avoids the large memory consumption that can be a challenge for time-stepping methods applied to time-fractional PDEs. The ODEs resulting from quadrature are solved using adaptive sparse spectral methods…
In this paper we propose a notion of viscosity solutions for path dependent semi-linear parabolic PDEs. This can also be viewed as viscosity solutions of non-Markovian backward SDEs, and thus extends the well-known nonlinear Feynman-Kac formula to non-Markovian case. We shall prove the existence, uniqueness, stability and comparison principle for the viscosity solutions. The key ingredient of our approach is a functional Itô calculus recently introduced by Dupire [Functional Itô calculus (2009) Preprint].
In this paper we investigate compatible overdetermined systems of PDEs on the plane with one common characteristic. Lie's theorem states that its integration is equivalent to a system of ODEs, and we relate this to the geometry of rank 2 distributions. We find a criterion for integration in quadratures and in closed form, as in the method of Darboux, and discuss nonlinear Laplace transformations and symmetric PDE models.
We study nonlinear pantograph-type reaction-diffusion PDEs, which, in addition to the unknown $u=u(x,t)$, also contain the same functions with dilated or contracted arguments of the form $w=u(px,t)$, $w=u(x,qt)$, and $w=u(px,qt)$, where $p$ and $q$ are the free scaling parameters (for equations with proportional delay we have $0<p<1$, $0<q<1$). A brief review of publications on pantograph-type ODEs and PDEs and their applications is given. Exact solutions and reductions of various types of such nonlinear partial functional differential equations are described for the first time. We present exa…
By coupling a Hamiltonian mechanical system with a linear Hamiltonian field theory one obtains an infinite-dimensional Hamiltonian system with regularizing nonlinearity, where the underlying phase space is given by the product of a finite-dimensional symplectic manifold with an infinite-dimensional linear symplectic Hilbert space. After our compactness results we continue our program for defining a Floer homology theory for this class of infinite-dimensional Hamiltonian systems. Based on the presence of small divisors we introduce a new notion of nondegeneracy for time-periodic solutions which…
