We describe a new form of diagonalization for linear two point constant coefficient differential operators with arbitrary linear boundary conditions. Although the diagonalization is in a weaker sense than that usually employed to solve initial boundary value problems (IBVP), we show that it is sufficient to solve IBVP whose spatial parts are described by such operators. We argue that the method described may be viewed as a reimplementation of the Fokas transform method for linear evolution equations on the finite interval. The results are extended to multipoint and interface operators, including operators defined on networks of finite intervals, in which the coefficients of the differential operator may vary between subintervals, and arbitrary interface and boundary conditions may be imposed; differential operators with piecewise constant coefficient are thus included. Both homogeneous and inhomogeneous problems are solved.
We present a linear dispersive partial differential equation which manifests a number of qualitative features of dispersive shocks, typically thought to occur only in nonlinear models. The model captures much of the short time phenomenon but deviates from the full nonlinear model in its long time behavior. Though we limit our present discussion to dispersive shocks occurring in the Korteweg-de Vries equation, our work extends readily to other higher order dispersive models too.
We present and analyse a novel manifestation of the revival phenomenon for linear spatially periodic evolution equations, in the concrete case of three nonlocal equations that arise in water wave theory and are defined by convolution kernels. Revival in these cases is manifested in the form of dispersively quantised cusped solutions at rational times. We give an analytic description of this phenomenon, and present illustrative numerical simulations.
The classical half line Robin problem for the heat equation may be solved via a spatial Fourier transform method. In this work, we study the problem in which the static Robin condition $bq(0,t)+q_x(0,t)=0$ is replaced with a dynamic Robin condition; $b=b(t)$ is allowed to vary in time. We present a solution representation, and justify its validity, via an extension of the Fokas transform method. We show how to reduce the problem to a variable coefficient fractional linear ordinary differential equation for the Dirichlet boundary value. We implement the fractional Frobenius method to solve this equation, and justify that the error in the approximate solution of the original problem converges appropriately. We also demonstrate an argument for existence and unicity of solutions to the original dynamic Robin problem for the heat equation. Finally, we extend these results to linear evolution equations of arbitrary spatial order on the half line, with arbitrary linear dynamic boundary conditions.
We consider the one-dimensional linear free space Schrödinger equation on a bounded interval subject to homogeneous linear boundary conditions. We prove that, in the case of pseudoperiodic boundary conditions, the solution of the initial-boundary value problem exhibits the phenomenon of revival at specific (`rational') times, meaning that it is a linear combination of a certain number of copies of the initial datum. Equivalently, the fundamental solution at these times is a finite linear combination of delta functions. At other (`irrational') times, for suitably rough initial data, e.g., a step or more general piecewise constant function, the solution exhibits a continuous but fractal-like profile. Further, we express the solution for general homogenous linear boundary conditions in terms of numerically computable eigenfunctions. Alternative solution formulas are derived using the Uniform Transform Method (UTM), that can prove useful in more general situations. We then investigate the effects of general linear boundary conditions, including Robin, and find novel `dissipative' revivals in the case of energy decreasing conditions.
We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial interval. We provide conditions on the regularity of both the data and weight for the problem to admit a unique solution, and also provide a solution representation in terms of contour integrals. The solution and well-posedness results rely upon an extension of the Fokas (or unified) transform method to initial-nonlocal value problems for linear equations; the necessary extensions are described in detail. Despite arising naturally from the Fokas transform method, the uniqueness argument appears to be novel even for initial-boundary value problems.
We derive the solution representation for a large class of nonlocal boundary value problems for linear evolution PDEs with constant coefficients in one space variable. The prototypical such PDE is the heat equation, but we also consider the third order case, which is much less studied and has been shown by the authors to have very different structural properties in general. The nonlocal conditions we consider can be reformulated as multipoint conditions, and then an explicit representation for the solution of the problem is obtained by an application of the Fokas Transform method. The analysis is carried out under the assumption that the problem being solved is well posed, i.e. that it admits a unique solution. For the second order case, we also give criteria that guarantee well-posedness.
We present the numerical solution of two-point boundary value problems for a third order linear PDE, representing a linear evolution in one space dimension. The difficulty of this problem is in the numerical imposition of the boundary conditions, and to our knowledge, no such computations exist. Instead of computing the evolution numerically, we evaluate the solution representation formula obtained by the unified transform of Fokas. This representation involves complex line integrals, but in order to evaluate these integrals numerically, it is necessary to deform the integration contours using appropriate deformation mappings. We formulate a strategy to implement effectively this deformation, which allows us to obtain accurate numerical results.
The interface problem for the linear Korteweg-de Vries (KdV) equation in one-dimensional piecewise homogeneous domains is examined by constructing an explicit solution in each domain. The location of the interface is known and a number of compatibility conditions at the boundary are imposed. We provide an explicit characterization of sufficient interface conditions for the construction of a solution using Fokas's Unified Transform Method. The problem and the method considered here extend that of earlier papers to problems with more than two spatial derivatives.
The so-called unified method expresses the solution of an initial-boundary value problem for an evolution PDE in the finite interval in terms of an integral in the complex Fourier (spectral) plane. Simple initial-boundary value problems, which will be referred to as problems of type I, can be solved via a classical transform pair. For example, the Dirichlet problem of the heat equation can be solved in terms of the transform pair associated with the Fourier sine series. Such transform pairs can be constructed via the spectral analysis of the associated spatial operator. For more complicated initial-boundary value problems, which will be referred to as problems of type II, there does not exist a classical transform pair and the solution cannot be expressed in terms of an infinite series. Here we pose and answer two related questions: first, does there exist a (non-classical) transform pair capable of solving a type II problem, and second, can this transform pair be constructed via spectral analysis? The answer to both of these questions is positive and this motivates the introduction of a novel class of spectral entities. We call these spectral entities augmented eigenfunctions, to distinguish them from the generalised eigenfunctions introduced in the sixties by Gel'fand and his co-authors.
The solution of an initial-boundary value problem for a linear evolution partial differential equation posed on the half-line can be represented in terms of an integral in the complex (spectral) plane. This representation is obtained by the unified transform introduced by Fokas in the 90's. On the other hand, it is known that many initial-boundary value problems can be solved via a classical transform pair, constructed via the spectral analysis of the associated spatial operator. For example, the Dirichlet problem for the heat equation can be solved by applying the Fourier sine transform pair. However, for many other initial-boundary value problems there is no suitable transform pair in the classical literature. Here we pose and answer two related questions: Given any well-posed initial-boundary value problem, does there exist a (non-classical) transform pair suitable for solving that problem? If so, can this transform pair be constructed via the spectral analysis of a differential operator? The answer to both of these questions is positive and given in terms of augmented eigenfunctions, a novel class of spectral functionals introduced by one of the authors. These are eigenfunctions of a suitable differential operator in a certain generalised sense, they provide an effective spectral representation of the operator, and are associated with a transform pair suitable to solve the given initial-boundary value problem.
The problem of heat conduction on networks of multiply connected rods is solved by providing an explicit solution of the one-dimensional heat equation in each domain. The size and connectivity of the rods is known, but neither temperature nor heat flux are prescribed at the interface. Instead, the physical assumptions of continuity at the interfaces are the only conditions imposed. This work generalizes that of Deconinck et al (Proc. R. Soc. A 470 22) for heat conduction on a series of one-dimensional rods connected end-to-end to the case of general configurations.
We give a characterisation of the spectral properties of certain linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and complemented with boundary conditions that may make the operator non-selfadjoint.
In particular, we associate the spectral properties of such an operator S with the form of the integral representation of the solution of a corresponding boundary value problem for the PDE qt(x,t)±iSq=0. Namely, we are able to establish an explicit correspondence between the properties of the family of eigenfunctions of the operator, and in particular whether this family is a basis, and the existence and properties of the unique solution of the associated boundary value problem. When such a unique solution exists, we will use its representation as a complex contour integral that is obtained using a transform method recently proposed by Fokas, and studied extensively by one of the authors. The analyticity properties of the integrand in this representation are crucial for studying the spectral theory of the associated operator.
We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the boundary conditions that specify well-posed problems using Fokas' transform method. We also give a sufficient condition guaranteeing that the solution can be represented using a series.
The relevant condition, the analyticity at infinity of certain meromorphic functions within particular sectors, is significantly more concrete and easier to test than the previous criterion, based on the existence of admissible functions.
Peer reviewed book chapter
It is known that the unified transform method may be used to solve any well-posed initial-boundary value problem for a linear constant-coefficient evolution equation on the finite interval or the half-line. In contrast, classical methods such as Fourier series and transform techniques may only be used to solve certain problems. The solution representation obtained by such a classical method is known to be an expansion in the eigenfunctions or generalised eigenfunctions of the self-adjoint ordinary differential operator associated with the spatial part of the initial-boundary value problem. In this work, we emphasise that the unified transform method may be viewed as the natural extension of Fourier transform techniques for non-self-adjoint operators. Moreover, we investigate the spectral meaning of the transform pair used in the new method; we discuss the recent definition of a new class of spectral functionals and show how it permits the diagonalisation of certain non-self-adjoint spatial differential operators.
Recently, there has been some interest in a collection of phenomena, discovered and rediscovered several times since 1836, and known variously as the Talbot effect, fractalization, (quantum) revivals, and dispersive quantization. As the prevalence of allied effects continues to surprise, it is likely too early to attempt a clear mathematical definition, but it seems that they occur in dispersive systems and are most obviously present with sufficiently rough data. In lieu of a definition, this article aims to describe the phenomena and draw attention to some of the recent results. The latter are characterized broadly to emphasize connections, with references to the original articles for precise statements.
A new, unified transform method for boundary value problems on linear and integrable nonlinear partial differential equations was recently introduced by Fokas. We consider initial-boundary value problems for linear, constant-coefficient evolution equations of arbitrary order on a finite domain. We use Fokas' method to fully characterise well-posed problems. For odd order problems with non-Robin boundary conditions we identify sufficient conditions that may be checked using a simple combinatorial argument without the need for any analysis. We derive similar conditions for the existence of a series representation for the solution to a well-posed problem.
We also discuss the spectral theory of the associated linear two-point ordinary differential operator. We give new conditions for the eigenfunctions to form a complete system, characterised in terms of initial-boundary value problems.
Published (mathematics education)
Peer reviewed conference proceedings
Feedback on assessed work is invaluable to student learning, but there is a limit to the amount of feedback an instructor may provide. Peer feedback increases the volume of feedback possible, but potentially reduces the quality of the feedback. This research proposes a model of collaborative peer feedback designed to increase quality of peer feedback, and describes its implementation in an undergraduate mathematics module. The implementation includes the development of bespoke software to automate administrative tasks.