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The theory of scalar first-order fully nonlinear partial differential equations has recently enjoyed a strong development. One major step was a proof by M. Crandall and P.-L. Lions of the uniqueness of certain generalized solutions-called 'viscosity solutions'- of problems involving such equations with the scope to accommodate applications to, for example, differential games. Following this event there has been a continuous stream of work concerning the existence, approximation and representation of viscosity solutions of Hamilton-Jacobi equations as well as interaction of the theory of viscosity solutions and areas of application (primarily control theory and differential games), and refined uniqueness results. This survey paper, which corresponds to an invited address by the first author at an international symposium on differential equations held in March 1983 at the University of Alabama-Birmingham, introduces the relevant concepts and describes the major results up to, roughly, July 1983. (Author)

48 pages : 30 cm

In this lecture and the next two lectures, we�ll briefly review partial differential equations (PDEs). As PDEs are much more difficult to solve than ODEs, we shall start with the simplest of PDEs, those of the first order.

In this lecture and the next two lectures, we�ll briefly review partial differential equations (PDEs). As PDEs are much more difficult to solve than ODEs, we shall start with the simplest of PDEs, those of the first order.

In this paper, we give explicit estimates that insure the existence of solutions for first order partial differential operators on compact manifolds, using a viscosity method. In the linear case, an explicit integral formula can be found, using the characteristics curves. The solution is given explicitly on the critical points and the limit cycles of the vector field of the first order term of the operator. In the nonlinear case, a generalization of the Weitzenbock formula provides pointwise estimates that insure the existence of a solution, but the uniqueness question is left open. Nevertheless we prove that uniqueness is stable under a C^{1} perturbation. Finally, we give some examples where the solution fails to exist globally, justifying the need to impose conditions that warrant global existence. The last result reveals that the zero order term in the first order operator is necessary to obtain generically bounded solutions.

This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order stochastic partial differential equations of the form $\pd Ut = DW$, and $\pd Ut-\pd Ux= DW$, where $D$ is a differential operator and $W(t,x)$ is a continuous but non-differentiable function (field). We give a necessary and sufficient condition for stochastic equations to have solutions as functions. The result is then applied to the equation for a yield curve. Proofs are based on probability arguments.

In obtaining solutions to the first-order nonlinear partial differential equations (PDEs) for synthesizing offset dual-shaped reflectors, it is found that previously observed computational problems can be avoided if the integration of the PDEs is started from an inner projected perimeter and integrated outward rather than starting from an outer projected perimeter and integrating inward. This procedure, however, introduces a new parameter, the main reflector inner perimeter radius p(o), when given a subreflector inner angle 0(o). Furthermore, a desired outer projected perimeter (e.g., a circle) is no longer guaranteed. Stability of the integration is maintained if some of the initial parameters are determined first from an approximate solution to the PDEs. A one-, two-, or three-parameter optimization algorithm can then be used to obtain a best set of parameters yielding a close fit to the desired projected outer rim. Good low cross-polarization mapping functions are also obtained. These methods are illustrated by synthesis of a high-gain offset-shaped Cassegrainian antenna and a low-noise offset-shaped Gregorian antenna.

We use the method of synthetic differential geometry to revisit the geometric reasoning employed by Lie, Klein and others in their study of partial differential equations.

We use the method of synthetic differential geometry to revisit the geometric reasoning employed by Lie, Klein and others in their study of partial differential equations.

A detailed study of solutions to the first order partial differential equation H(x,y,z_x,z_y)=0, with special emphasis on the eikonal equation z_x^2+z_y^2=h(x,y), is made near points where the equation becomes singular in the sense that dH=0, in which case the method of characteristics does not apply. The main results are that there is a strong lack of uniqueness of solutions near such points and that solutions can be less regular than both the function H and the initial data of the problem, but that this loss of regularity only occurs along a pair of curves through the singular point. The main tools are symplectic geometry and the Sternberg normal form for Hamiltonian vector fields.

A detailed study of solutions to the first order partial differential equation H(x,y,z_x,z_y)=0, with special emphasis on the eikonal equation z_x^2+z_y^2=h(x,y), is made near points where the equation becomes singular in the sense that dH=0, in which case the method of characteristics does not apply. The main results are that there is a strong lack of uniqueness of solutions near such points and that solutions can be less regular than both the function H and the initial data of the problem, but that this loss of regularity only occurs along a pair of curves through the singular point. The main tools are symplectic geometry and the Sternberg normal form for Hamiltonian vector fields.

A detailed study of solutions to the first order partial differential equation H(x,y,z_x,z_y)=0, with special emphasis on the eikonal equation z_x^2+z_y^2=h(x,y), is made near points where the equation becomes singular in the sense that dH=0, in which case the method of characteristics does not apply. The main results are that there is a strong lack of uniqueness of solutions near such points and that solutions can be less regular than both the function H and the initial data of the problem, but that this loss of regularity only occurs along a pair of curves through the singular point. The main tools are symplectic geometry and the Sternberg normal form for Hamiltonian vector fields.

Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a semi-Lagrangian scheme using discontinuous Galerkin (DG) elements.It follows the ideas of the recent works of Crouseilles, Mehrenberger and Vecil (2010), Rossmanith and Seal (2011),for first-order equations, based on exact integration, quadrature rules, and splitting techniques for the treatment of two-dimensionalPDEs. For second-order PDEs the idea of the schemeis a blending between weak Taylor approximations and projection on a DG basis.New and sharp error estimates are obtained for the fully discrete schemes and for variable coefficients.In particular we obtain high-order schemes, unconditionally stable and convergent,in the case of linear first-order PDEs, or linear second-order PDEs with constant coefficients.In the case of non-constant coefficients, we construct, in some particular cases, "almost" unconditionally stable second-order schemes and give precise convergence results.The schemes are tested on several academic examples.

Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a semi-Lagrangian scheme using discontinuous Galerkin (DG) elements.It follows the ideas of the recent works of Crouseilles, Mehrenberger and Vecil (2010), Rossmanith and Seal (2011),for first-order equations, based on exact integration, quadrature rules, and splitting techniques for the treatment of two-dimensionalPDEs. For second-order PDEs the idea of the schemeis a blending between weak Taylor approximations and projection on a DG basis.New and sharp error estimates are obtained for the fully discrete schemes and for variable coefficients.In particular we obtain high-order schemes, unconditionally stable and convergent,in the case of linear first-order PDEs, or linear second-order PDEs with constant coefficients.In the case of non-constant coefficients, we construct, in some particular cases, "almost" unconditionally stable second-order schemes and give precise convergence results.The schemes are tested on several academic examples.

In this lecture and the next two lectures, we�ll briefly review partial differential equations (PDEs). As PDEs are much more difficult to solve than ODEs, we shall start with the simplest of PDEs, those of the first order.

There is a tendency to write the equations of general relativity as a first order symmetric system of time dependent partial differential equations. However, for numerical reasons, it might be advantageous to use a second order formulation like one obtained from the ADM equations. Unfortunately, the type of the ADM equations is not well understood and therefore we shall discuss, in the next section, the concept of wellposedness. We have to distinguish between weakly and strongly hyperbolic systems. Strongly hyperbolic systems are well behaved even if we add lower order terms. In contrast; for every weakly hyperbolic system we can find lower order terms which make the problem totally illposed. Thus, for weakly hyperbolic systems, there is only a restricted class of lower order perturbations which do not destroy the wellposedness. To identify that class can be very difficult, especially for nonlinear perturbations. In Section 3 we will show that the ADM equations, linearized around flat with constant lapse function and shift vector, are only weakly hyperbolic. However, we can use the trace of the metric as a lapse function to make the equations into a strongly second order hyperbolic system. Using simple models we shall, in section 4, demonstrate that approximations of second order equations have better accuracy properties than the corresponding approximations of first order equations. Also, we avoid spurious waves which travel against the characteristic direction. In the last section we discuss some difficulties connected with the preservation of constraints.

We derive a new discretisation method for first order PDEs of arbitrary spatial dimension, which is based upon a meshfree spatial approximation. This spatial approximation is similar to the SPH (smoothed particle hydrodynamics) technique and is a typical kernel-based method. It differs, however, significantly from the SPH method since it employs an Eulerian and not a Lagrangian approach. We prove stability and convergence for the resulting semi-discrete scheme under certain smoothness assumptions on the defining function of the PDE. The approximation order depends on the underlying kernel and the smoothness of the solution. Hence, we also review an easy way of constructing smooth kernels yielding arbitrary convergence orders. Finally, we give a numerical example by testing our method in the case of a one-dimensional Burgers equation.

On the Theory of the Solution of a System of Simultaneous Non-Linear Partial Differential Equations of the First Order. Nanson, E Proceedings of the Royal Society of London (1854-1905). 1874-01-01. 23:510–510

The basic theory of first-order partial differential equations in one dependant variable is developed from a differential geometric point of view in the report.

A primary branch solution (PBS) is defined as a solution with $n$ independent $m-1$ dimensional arbitrary functions for an $n$ order $m$ dimensional partial differential equation (PDE). PBSs of arbitrary first order scalar PDEs can be determined by using Lie symmetry group approach. Especially, one recursion operator and some sets of infinitely many high order symmetries are also explicitly given for arbitrary (1+1)-dimensional first order autonomous PDEs. Because of the intrusion of the arbitrary function, various implicit special exact solutions can be find by fixing the arbitrary functions and selecting different seed solutions.

The paper deals with a formally self-adjoint first order linear differential operator acting on m-columns of complex-valued half-densities over an n-manifold without boundary. We study the distribution of eigenvalues in the elliptic setting and the propagator in the hyperbolic setting, deriving two-term asymptotic formulae for both. We then turn our attention to the special case of a two by two operator in dimension four. We show that the geometric concepts of Lorentzian metric, Pauli matrices, spinor field, connection coefficients for spinor fields, electromagnetic covector potential, Dirac equation and Dirac action arise naturally in the process of our analysis.

The paper deals with a formally self-adjoint first order linear differential operator acting on m-columns of complex-valued half-densities over an n-manifold without boundary. We study the distribution of eigenvalues in the elliptic setting and the propagator in the hyperbolic setting, deriving two-term asymptotic formulae for both. We then turn our attention to the special case of a two by two operator in dimension four. We show that the geometric concepts of Lorentzian metric, Pauli matrices, spinor field, connection coefficients for spinor fields, electromagnetic covector potential, Dirac equation and Dirac action arise naturally in the process of our analysis.

We study first order linear partial differential equations that appear, for example, in the analysis of dimishing urn models with the help of the method of characteristics and formulate sufficient conditions for a central limit theorem.

The first-order system LL* (FOSLL*) approach for general second-order elliptic partial differential equations was proposed and analyzed in [10], in order to retain the full efficiency of the L2 norm first-order system least-squares (FOSLS) ap- proach while exhibiting the generality of the inverse-norm FOSLS approach. The FOSLL* approach in [10] was applied to the div-curl system with added slack vari- ables, and hence it is quite complicated. In this paper, we apply the FOSLL* approach to the div system and establish its well-posedness. For the corresponding finite ele- ment approximation, we obtain a quasi-optimal a priori error bound under the same regularity assumption as the standard Galerkin method, but without the restriction to sufficiently small mesh size. Unlike the FOSLS approach, the FOSLL* approach does not have a free a posteriori error estimator, we then propose an explicit residual error estimator and establish its reliability and efficiency bounds

A detailed study of solutions to the first order partial differential equation H (x,y,z(x), z(y)) = 0, with special emphasis on the eikonal equation z2/x + z2/y = h(x,y), is made near points where the equation becomes singular in the sense that dH = 0, in which case the method of characteristics does not apply. The main results are that there is a strong lack of uniqueness of solutions near such points and the solutions can be less regular than both the function H and the initial data of the problem, but that this loss of regularity only occurs along a pair of curves through the singular point. The main tools are symplectic geometry and the Sternberg normal form for Hamiltonian vector fields.

We prove that a semidiscrete $(2r+1)$-point scheme for quasilinear first order PDE cannot attain an order higher than $2r$. Moreover, if the forward Euler fully discrete scheme obtained from the linearization about any constant state of the semidiscrete scheme is stable, then the upper bound for the order of the scheme is $2r-1$. This bound is attained for a wide range of schemes and equations.

On the Theory of the Solution of a System of Simultaneous Non-Linear Partial Differential Equations of the First Order. Nanson, E Proceedings of the Royal Society of London (1854-1905). 1875-01-01. 24:337–344

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