Free Boundary Formulation for BVPs on a Semi-Infinite Interval and Non-Iterative Transformation Methods

This paper is concerned with two examples on the application of the free boundary formulation to BVPs on a semi-infinite interval. In both cases we are able to provide the exact solution of both the BVP and its free boundary formulation. Therefore, these problems can be used as benchmarks for the numerical methods applied to BVPs on a semi-infinite interval and to free BVPs. Moreover, we emphasize how for two classes of free BVPs, we can define non-iterative initial value methods, whereas BVPs are usually solved iteratively. These non-iterative methods can be deduced within Lie's group invariance theory. Then, we show how to apply the non-iterative methods to the two introduced free boundary formulations in order to obtain meaningful numerical results. Finally, we indicate several problems from the literature where our non-iterative transformation methods can be applied.Comment: 30 pages, 7 figures, 4 table

Dynamics with Infinitely Many Derivatives: The Initial Value Problem

Differential equations of infinite order are an increasingly important class of equations in theoretical physics. Such equations are ubiquitous in string field theory and have recently attracted considerable interest also from cosmologists. Though these equations have been studied in the classical mathematical literature, it appears that the physics community is largely unaware of the relevant formalism. Of particular importance is the fate of the initial value problem. Under what circumstances do infinite order differential equations possess a well-defined initial value problem and how many initial data are required? In this paper we study the initial value problem for infinite order differential equations in the mathematical framework of the formal operator calculus, with analytic initial data. This formalism allows us to handle simultaneously a wide array of different nonlocal equations within a single framework and also admits a transparent physical interpretation. We show that differential equations of infinite order do not generically admit infinitely many initial data. Rather, each pole of the propagator contributes two initial data to the final solution. Though it is possible to find differential equations of infinite order which admit well-defined initial value problem with only two initial data, neither the dynamical equations of p-adic string theory nor string field theory seem to belong to this class. However, both theories can be rendered ghost-free by suitable definition of the action of the formal pseudo-differential operator. This prescription restricts the theory to frequencies within some contour in the complex plane and hence may be thought of as a sort of ultra-violet cut-off.Comment: 40 pages, no figures. Added comments concerning fractional operators and the implications of restricting the contour of integration. Typos correcte

Spectral methods in fluid dynamics

Fundamental aspects of spectral methods are introduced. Recent developments in spectral methods are reviewed with an emphasis on collocation techniques. Their applications to both compressible and incompressible flows, to viscous as well as inviscid flows, and also to chemically reacting flows are surveyed. The key role that these methods play in the simulation of stability, transition, and turbulence is brought out. A perspective is provided on some of the obstacles that prohibit a wider use of these methods, and how these obstacles are being overcome

Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems

The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.Comment: Preprint of Book Chapte