doi: 10.3934/jcd.2018003

Computer-assisted proofs for radially symmetric solutions of PDEs

1. 

Bolyai Institute, University of Szeged, Aradi vértanúk tere 1, Szeged, Hungary, H-6720

2. 

VU Amsterdam, Department of Mathematics, De Boelelaan 1081, 1081 HV Amsterdam, The Netherlands

3. 

Université de Montréal, Département de Mathématiques et de Statistique, Pavillon André-Aisenstadt, 2920 chemin de la Tour, Montreal, QC, H3T 1J4, Canada

4. 

McGill University, Department of Mathematics and Statistics, 805 Sherbrooke Street West, Montreal, QC, H3A 0B9, Canada

5. 

Simon Fraser University, Department of Mathematics, 8888 University Drive, Burnaby, BC, V5A 1S6, Canada

* Corresponding author: Jean-Philippe Lessard

Fund Project: The first, fourth and sixth authors were supported by the Hungarian Scientific Research Fund (NKFIH-OTKA), Grant No. K109782. The second author was supported in part by NWO-Vici grant 639.033.109. The fifth and the seventh authors were supported by NSERC

We obtain radially symmetric solutions of some nonlinear (geometric) partial differential equations via a rigorous computer-assisted method. We introduce all main ideas through examples, accessible to non-experts. The proofs are obtained by solving for the coefficients of the Taylor series of the solutions in a Banach space of geometrically decaying sequences. The tool that allows us to advance from numerical simulations to mathematical proofs is the Banach contraction theorem.

Citation: István Balázs, Jan Bouwe van den Berg, Julien Courtois, János Dudás, Jean-Philippe Lessard, Anett Vörös-Kiss, JF Williams, Xi Yuan Yin. Computer-assisted proofs for radially symmetric solutions of PDEs. Journal of Computational Dynamics, doi: 10.3934/jcd.2018003
References:
[1]

G. Arioli and H. Koch, Computer-assisted methods for the study of stationary solutions in dissipative systems, applied to the Kuramoto-Sivashinski equation, Arch. Ration. Mech. Anal., 197 (2010), 1033-1051. doi: 10.1007/s00205-010-0309-7.

[2]

G. Arioli and H. Koch, Integration of dissipative partial differential equations: A case study, SIAM J. Appl. Dyn. Syst., 9 (2010), 1119-1133. doi: 10.1137/10078298X.

[3]

G. Arioli and H. Koch, Validated numerical solutions for some semilinear elliptic equations on the disk, 2017. Preprint.

[4]

I. Balázs, J.B. van den Berg, J. Courtois, J. Dudás, J.-P. Lessard, A. Vörös-Kiss, J. F. Williams and X. Y. Yin, MATLAB code for "Computer-assisted proofs for radially symmetric solutions of PDEs", 2017, http://www.math.vu.nl/~janbouwe/code/radialpdes/.

[5]

A. N. Baltagiannis and K. E. Papadakis, Periodic solutions in the Sun—Jupiter—Trojan Asteroid—Spacecraft system, Planetary and Space Science, 75 (2013), 148-157.

[6]

J. F. Barros and E. S. G. Leandro, The set of degenerate central configurations in the planar restricted four-body problem, SIAM J. Math. Anal., 43 (2011), 634-661. doi: 10.1137/100789701.

[7]

J. F. Barros and E. S. G. Leandro, Bifurcations and enumeration of classes of relative equilibria in the planar restricted four-body problem, SIAM J. Math. Anal., 46 (2014), 1185-1203. doi: 10.1137/130911342.

[8]

B. BreuerJ. HorákP. J. McKenna and M. Plum, A computer-assisted existence and multiplicity proof for travelling waves in a nonlinearly supported beam, J. Diff. Eq., 224 (2006), 60-97. doi: 10.1016/j.jde.2005.07.016.

[9]

J. Burgos-García and M. Gidea, Hill's approximation in a restricted four-body problem, Celestial Mech. Dynam. Astronom., 122 (2015), 117-141. doi: 10.1007/s10569-015-9612-9.

[10]

CAPD: Computer assisted proofs in dynamics, a package for rigorous numerics, http://capd.ii.uj.edu.pl/.

[11]

A. Castro and E. M. Fischer, Infinitely many rotationally symmetric solutions to a class of semilinear Laplace-Beltrami equations on spheres, Canad. Math. Bull., 58 (2015), 723-729. doi: 10.4153/CMB-2015-056-7.

[12]

L. Cesari, Functional analysis and periodic solutions of nonlinear differential equations, Contributions to Differential Equations, 1 (1963), 149-187.

[13]

L. Cesari, Functional analysis and Galerkin's method, Michigan Math. J., 11 (1964), 385-414. doi: 10.1307/mmj/1028999194.

[14]

J.-L. FiguerasM. GameiroJ.-P. Lessard and R. de la Llave, A framework for the numerical computation and a posteriori verification of invariant objects of evolution equations, SIAM J. Appl. Dyn. Syst., 16 (2017), 1070-1088. doi: 10.1137/16M1073777.

[15]

A. HungriaJ.-P. Lessard and J. D. Mireles James, Rigorous numerics for analytic solutions of differential equations: the radii polynomial approach, Math. Comp., 85 (2016), 1427-1459. doi: 10.1090/mcom/3046.

[16]

H. KochA. Schenkel and P. Wittwer, Computer-assisted proofs in analysis and programming in logic: A case study, SIAM Rev., 38 (1996), 565-604. doi: 10.1137/S0036144595284180.

[17]

O. E. Lanford, Ⅲ. A computer-assisted proof of the Feigenbaum conjectures, Bull. Amer. Math. Soc. (N.S.), 6 (1982), 427-434. doi: 10.1090/S0273-0979-1982-15008-X.

[18]

E. S. G. Leandro, On the central configurations of the planar restricted four-body problem, J. Diff. Eq., 226 (2006), 323-351. doi: 10.1016/j.jde.2005.10.015.

[19]

P.-L. Lions, On the existence of positive solutions of semilinear elliptic equations, SIAM Rev., 24 (1982), 441-467. doi: 10.1137/1024101.

[20]

S. McCalla and B. Sandstede, Snaking of radial solutions of the multi-dimensional Swift-Hohenberg equation: A numerical study, Phys. D, 239 (2010), 1581-1592. doi: 10.1016/j.physd.2010.04.004.

[21]

R. E. Moore, R. B. Kearfott and M. J. Cloud, Introduction to Interval Analysis, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2009. doi: 10.1137/1.9780898717716.

[22]

M. T. Nakao, Numerical verification methods for solutions of ordinary and partial differential equations, Numer. Funct. Anal. Optim., 22 (2001), 321-356. doi: 10.1081/NFA-100105107.

[23]

S. M. Rump, INTLAB - INTerval LABoratory, In Tibor Csendes, editor, Developments in Reliable Computing, Kluwer Academic Publishers, Dordrecht, 1999, 77-104. http://www.ti3.tu-harburg.de/rump/.

[24]

S. M. Rump, Verification methods: Rigorous results using floating-point arithmetic, Acta Numerica, 19 (2010), 287-449. doi: 10.1017/S096249291000005X.

[25]

A. Scheel, Radially symmetric patterns of reaction-diffusion systems, Mem. Amer. Math. Soc., 165 (2003), ⅷ+86 pp. doi: 10.1090/memo/0786.

[26]

C. Simó, Relative equilibrium solutions in the four-body problem, Celestial Mech., 18 (1978), 165-184. doi: 10.1007/BF01228714.

[27]

J. B. Swift and P. C. Hohenberg, Hydrodynamic fluctuations at the convective instability, Phys. Rev. A, 15 1977.

[28]

W. Tucker, A rigorous ODE solver and Smale's 14th problem, Foundations of Computational Mathematics, 2 (2002), 53-117. doi: 10.1007/s002080010018.

[29]

W. Tucker, Validated Numerics, Princeton University Press, Princeton, NJ, 2011. A short introduction to rigorous computations.

[30]

J. B. van den BergA. DeschênesJ.-P. Lessard and J. D. Mireles James, Stationary coexistence of hexagons and rolls via rigorous computations, SIAM J. Appl. Dyn. Syst., 14 (2015), 942-979. doi: 10.1137/140984506.

[31]

J. B. van den Berg and J.-P. Lessard, Rigorous numerics in dynamics, Notices Amer. Math. Soc., 62 (2015), 1057-1061. doi: 10.1090/noti1276.

[32]

J. B. van den BergJ.-P. Lessard and K. Mischaikow, Global smooth solution curves using rigorous branch following, Math. Comp., 79 (2010), 1565-1584. doi: 10.1090/S0025-5718-10-02325-2.

[33]

M. J. Ward, Spots, traps, and patches: Asymptotic analysis of localized solutions to some linear and nonlinear diffusive systems, Nonlinearity, 31 (2018), R189-R239. doi: 10.1088/1361-6544/aabe4b.

[34]

N. Yamamoto, A numerical verification method for solutions of boundary value problems with local uniqueness by Banach's fixed-point theorem, SIAM J. Numer. Anal., 35 (1998), 2004-2013. doi: 10.1137/S0036142996304498.

[35]

P. Zgliczyński, Rigorous numerics for dissipative partial differential equations. Ⅱ. Periodic orbit for the Kuramoto-Sivashinsky PDE—a computer-assisted proof, Found. Comput. Math., 4 (2004), 157-185. doi: 10.1007/s10208-002-0080-8.

[36]

P. Zgliczyński and K. Mischaikow, Rigorous numerics for partial differential equations: The Kuramoto-Sivashinsky equation, Found. Comput. Math., 1 (2001), 255-288. doi: 10.1007/s002080010010.

show all references

References:
[1]

G. Arioli and H. Koch, Computer-assisted methods for the study of stationary solutions in dissipative systems, applied to the Kuramoto-Sivashinski equation, Arch. Ration. Mech. Anal., 197 (2010), 1033-1051. doi: 10.1007/s00205-010-0309-7.

[2]

G. Arioli and H. Koch, Integration of dissipative partial differential equations: A case study, SIAM J. Appl. Dyn. Syst., 9 (2010), 1119-1133. doi: 10.1137/10078298X.

[3]

G. Arioli and H. Koch, Validated numerical solutions for some semilinear elliptic equations on the disk, 2017. Preprint.

[4]

I. Balázs, J.B. van den Berg, J. Courtois, J. Dudás, J.-P. Lessard, A. Vörös-Kiss, J. F. Williams and X. Y. Yin, MATLAB code for "Computer-assisted proofs for radially symmetric solutions of PDEs", 2017, http://www.math.vu.nl/~janbouwe/code/radialpdes/.

[5]

A. N. Baltagiannis and K. E. Papadakis, Periodic solutions in the Sun—Jupiter—Trojan Asteroid—Spacecraft system, Planetary and Space Science, 75 (2013), 148-157.

[6]

J. F. Barros and E. S. G. Leandro, The set of degenerate central configurations in the planar restricted four-body problem, SIAM J. Math. Anal., 43 (2011), 634-661. doi: 10.1137/100789701.

[7]

J. F. Barros and E. S. G. Leandro, Bifurcations and enumeration of classes of relative equilibria in the planar restricted four-body problem, SIAM J. Math. Anal., 46 (2014), 1185-1203. doi: 10.1137/130911342.

[8]

B. BreuerJ. HorákP. J. McKenna and M. Plum, A computer-assisted existence and multiplicity proof for travelling waves in a nonlinearly supported beam, J. Diff. Eq., 224 (2006), 60-97. doi: 10.1016/j.jde.2005.07.016.

[9]

J. Burgos-García and M. Gidea, Hill's approximation in a restricted four-body problem, Celestial Mech. Dynam. Astronom., 122 (2015), 117-141. doi: 10.1007/s10569-015-9612-9.

[10]

CAPD: Computer assisted proofs in dynamics, a package for rigorous numerics, http://capd.ii.uj.edu.pl/.

[11]

A. Castro and E. M. Fischer, Infinitely many rotationally symmetric solutions to a class of semilinear Laplace-Beltrami equations on spheres, Canad. Math. Bull., 58 (2015), 723-729. doi: 10.4153/CMB-2015-056-7.

[12]

L. Cesari, Functional analysis and periodic solutions of nonlinear differential equations, Contributions to Differential Equations, 1 (1963), 149-187.

[13]

L. Cesari, Functional analysis and Galerkin's method, Michigan Math. J., 11 (1964), 385-414. doi: 10.1307/mmj/1028999194.

[14]

J.-L. FiguerasM. GameiroJ.-P. Lessard and R. de la Llave, A framework for the numerical computation and a posteriori verification of invariant objects of evolution equations, SIAM J. Appl. Dyn. Syst., 16 (2017), 1070-1088. doi: 10.1137/16M1073777.

[15]

A. HungriaJ.-P. Lessard and J. D. Mireles James, Rigorous numerics for analytic solutions of differential equations: the radii polynomial approach, Math. Comp., 85 (2016), 1427-1459. doi: 10.1090/mcom/3046.

[16]

H. KochA. Schenkel and P. Wittwer, Computer-assisted proofs in analysis and programming in logic: A case study, SIAM Rev., 38 (1996), 565-604. doi: 10.1137/S0036144595284180.

[17]

O. E. Lanford, Ⅲ. A computer-assisted proof of the Feigenbaum conjectures, Bull. Amer. Math. Soc. (N.S.), 6 (1982), 427-434. doi: 10.1090/S0273-0979-1982-15008-X.

[18]

E. S. G. Leandro, On the central configurations of the planar restricted four-body problem, J. Diff. Eq., 226 (2006), 323-351. doi: 10.1016/j.jde.2005.10.015.

[19]

P.-L. Lions, On the existence of positive solutions of semilinear elliptic equations, SIAM Rev., 24 (1982), 441-467. doi: 10.1137/1024101.

[20]

S. McCalla and B. Sandstede, Snaking of radial solutions of the multi-dimensional Swift-Hohenberg equation: A numerical study, Phys. D, 239 (2010), 1581-1592. doi: 10.1016/j.physd.2010.04.004.

[21]

R. E. Moore, R. B. Kearfott and M. J. Cloud, Introduction to Interval Analysis, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2009. doi: 10.1137/1.9780898717716.

[22]

M. T. Nakao, Numerical verification methods for solutions of ordinary and partial differential equations, Numer. Funct. Anal. Optim., 22 (2001), 321-356. doi: 10.1081/NFA-100105107.

[23]

S. M. Rump, INTLAB - INTerval LABoratory, In Tibor Csendes, editor, Developments in Reliable Computing, Kluwer Academic Publishers, Dordrecht, 1999, 77-104. http://www.ti3.tu-harburg.de/rump/.

[24]

S. M. Rump, Verification methods: Rigorous results using floating-point arithmetic, Acta Numerica, 19 (2010), 287-449. doi: 10.1017/S096249291000005X.

[25]

A. Scheel, Radially symmetric patterns of reaction-diffusion systems, Mem. Amer. Math. Soc., 165 (2003), ⅷ+86 pp. doi: 10.1090/memo/0786.

[26]

C. Simó, Relative equilibrium solutions in the four-body problem, Celestial Mech., 18 (1978), 165-184. doi: 10.1007/BF01228714.

[27]

J. B. Swift and P. C. Hohenberg, Hydrodynamic fluctuations at the convective instability, Phys. Rev. A, 15 1977.

[28]

W. Tucker, A rigorous ODE solver and Smale's 14th problem, Foundations of Computational Mathematics, 2 (2002), 53-117. doi: 10.1007/s002080010018.

[29]

W. Tucker, Validated Numerics, Princeton University Press, Princeton, NJ, 2011. A short introduction to rigorous computations.

[30]

J. B. van den BergA. DeschênesJ.-P. Lessard and J. D. Mireles James, Stationary coexistence of hexagons and rolls via rigorous computations, SIAM J. Appl. Dyn. Syst., 14 (2015), 942-979. doi: 10.1137/140984506.

[31]

J. B. van den Berg and J.-P. Lessard, Rigorous numerics in dynamics, Notices Amer. Math. Soc., 62 (2015), 1057-1061. doi: 10.1090/noti1276.

[32]

J. B. van den BergJ.-P. Lessard and K. Mischaikow, Global smooth solution curves using rigorous branch following, Math. Comp., 79 (2010), 1565-1584. doi: 10.1090/S0025-5718-10-02325-2.

[33]

M. J. Ward, Spots, traps, and patches: Asymptotic analysis of localized solutions to some linear and nonlinear diffusive systems, Nonlinearity, 31 (2018), R189-R239. doi: 10.1088/1361-6544/aabe4b.

[34]

N. Yamamoto, A numerical verification method for solutions of boundary value problems with local uniqueness by Banach's fixed-point theorem, SIAM J. Numer. Anal., 35 (1998), 2004-2013. doi: 10.1137/S0036142996304498.

[35]

P. Zgliczyński, Rigorous numerics for dissipative partial differential equations. Ⅱ. Periodic orbit for the Kuramoto-Sivashinsky PDE—a computer-assisted proof, Found. Comput. Math., 4 (2004), 157-185. doi: 10.1007/s10208-002-0080-8.

[36]

P. Zgliczyński and K. Mischaikow, Rigorous numerics for partial differential equations: The Kuramoto-Sivashinsky equation, Found. Comput. Math., 1 (2001), 255-288. doi: 10.1007/s002080010010.

Figure 1.  (Left) Ten relative equilibria of (CR4BP) with equal masses. (Right) Eight relative equilibria of (CR4BP) with masses $m_1 = 0.9987451087$, $m_2 = 0.0010170039$ and $m_3 = 0.0002378873$. In both plots, some level sets of the effective potential $\Omega$ are depicted.
Figure 2.  (Left) The first solution of (9) on the unit sphere $S^2 \subset \mathbb{R}^3$. (Right) The corresponding (numerical) solution of the BVP (11). Since $r_{\min}<10^{-8}$, the true solution lies with the line-width by Theorem 2.1.
Figure 3.  The second solution of (9) on the unit sphere $S^2 \subset \mathbb{R}^3$. (Right) The corresponding (numerical) solution of the BVP (11).
Figure 4.  (Left) The third solution of (9) on the unit sphere $S^2 \subset \mathbb{R}^3$. (Right) The corresponding (numerical) solution of the BVP (11).
Figure 5.  Six solutions of (22) for $\lambda \in \{118.2,120,250,350,450,500\}$.
Figure 6.  (Left) A stationary solution of the Swift-Hohenberg equation (20) on the unit ball in $\mathbb{R}^3$ at $\lambda = 500$. (Right) The corresponding graph of $u(s) = u(\sqrt{x^2+y^2+z^2})$.
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