New boundary problem for the equations with partial derivatives

Introduction  

Numerical research of problem

The basic hypothesis

About proofs  

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Introduction

After graduating at MSU I considered, that the linear theory of the equations with partial derivatives is already developed. New it is necessary to search in not linearities.

What my surprise when I have come across a new boundary problem in a blast furnace! Let's consider process of interaction of two chemical substances which concentration we shall designate u( t ) and w( t ). Let's write the equations chemical kinetics

        dt u = F( u, w )

        dt w = G( u, w )

about analytical expression for F and G till now chemists argue.

Now we shall consider a chemical reactor of counterflow type - a component u goes with a speed v1, and component w goes towards with a speed v2 (in a blast furnace charge goes from top to down, and gas from below upwards.) We shall receive hyperbolic system of the equations for u( t, x ) and w( t, x )

        ( ∂t - v1 * ∂x ) u  = F( u, w )

        ( ∂t + v2 * ∂x ) w = G( u, w )

Very few people from chemists (blast-furnace operators) doubts, that if to maintain constant concentration on an input - output (at x = 0 and x = L), then will be established a stationary mode 

        - v1 * dx U  = F( U, W )

        + v2 * dx W = G( U, W )

for U( x ) and W( x ).

But we of mathematics. The stability of this mode is our interest. Traditional linearization u = U + p, w = W + q will give us

        ( ∂t - v1 * ∂x ) = ∂U F( U, W ) * p + ∂W F( U, W ) * q

        ( ∂t + v2 * ∂x ) q = ∂U G( U, W ) * p + ∂W G( U, W ) * q

and boundary problem q( t, 0 ) = 0, p( t, L ) = 0.

And this problem was not considered!

Numerical research of problem 

I shall copy the equations in a little less terrible kind

        ( ∂t - v1 * ∂x ) p  = A( x ) * p + B( x ) * q

        ( ∂t + v2 * ∂x ) q = C( x ) * p + D( x ) * q

 

Is here and degenerated case: B( x ) = 0, C( x ) = 0 - The system breaks up to two independent equations of 1-st order. The solution since some moment - identical zero.

I investigated a problem on a computer for various v1, v2, A( x ), B( x ), C( x ), D( x ). Everywhere I observed an output of the solution on function of type 

 

    exp( μ * t ) * [ R( x ) * Cos( ν * t ) + S( x ) * Sin( ν * t ) ]

 

- it is simply real part of exp[ ( μ + i * ν ) t ] * [ R( x ) - i * S( x ) ].

Let's consider some examples. System

        ( ∂t - ∂x ) p  = - q

        ( ∂t + ∂x ) q = p

It can be turned in one equation of 2-nd order

        ( ∂tt - ∂xx ) = - p 

 

And the boundary problem for it is put rather strange ( ∂t - ∂x ) p( t, 0 ) =0, p( t, L ) = 0.

Probably, this is the reason, that classics have bypassed this problem with the attention.   

 

Typical example of evolution of the solution (an axis t - from below upwards): 

        red lines - p( t, x ) = 0, 

        blue lines - q( t, x ) = 0

 

         Spectr_4.jpg (60493 bytes)

 

Believing 

 

        p = exp( μ * t ) * [ Rp( x ) * Cos( ν * t ) + Sp( x ) * Sin( ν * t ) ]

        q = exp( μ * t ) * [ Rq( x ) * Cos( ν * t ) + Sq( x ) * Sin( ν * t ) ]

 

let's receive system of the ordinary differential equations of 4-th order with four boundary conditions

 

       

Why linear systems with constant factors are good? - there is a formula for the solution. We shall designate a vector as Y( x ), a matrix as M, matrix of final transformation as K. Let's receive 

        Y( L ) = exp( M * L ) * Y( 0 ) = K * Y( 0 )

What should be a matrix K, to provide boundary conditions? - With a zero minor in the left top corner!

And a spectral problem: to find such μ and ν, that this minor was zero (by numerical search "as it is possible closer to zero"). And results of numerical search

        Spectr_1.jpg (117604 bytes)

Three eigen values are visible. I shall note, that there is no only real eigen value. In a vicinity of 1-st eigen value a matrix K ( μ ~ -0.49,  ν ~ 1.69 ) turns out about such

 -0.0025 0.0023 0.0027 -0.9946
-0.0023 -0.0025 0.9946 0.0027
0.0027 -0.9946 -3.3617 -0.9814
0.9946 0.0027 0.9814 -3.3617

And other system

        ( ∂t - ∂x ) p  = q

        ( ∂t + ∂x ) q = p

results in a spectrum, where 1-st eigen value is real ( μ ~ +0.32,  ν ~ 0.0 )

        Spectr_2.jpg (113989 bytes)

The basic hypothesis 

Very similar on a discrete spectrum. The hypothesis is natural:

There is an infinite discrete spectrum and system of eigen functions is complete.  

 

There is a natural question: how the coordinated set of Rp( x ) and Rq( x ) is possible to approach two any functions p( 0, x ) and q( 0, x ) ? - The matter is that here to one eigen value there correspond linearly independent two sets of functions: that mentioned above, and

 

        p = exp( μ * t ) * [ -Sp( x ) * Cos( ν * t ) + Rp( x ) * Sin( ν * t ) ]

        q = exp( μ * t ) * [ -Sq( x ) * Cos( ν * t ) + Rq( x ) * Sin( ν * t ) ]

 

- these are simply imaginary parts of exp[ ( μ + i * ν ) t ] * [ R( x ) - i * S( x ) ].

 

So, there is also a second coordinated set  Sp( x ) è Sq( x ).

About proofs

Prof. A.A.Shkalikov has proved completeness of system of eigen functions for the similar equations, but the proof is not published yet.

ZIP-files

Evolution.bmp(3 Kb)

EigenValues_1.bmp(45 Kb)

EigenValues_2.bmp (40 Kb)

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