Existence and Nonexistence of Traveling Wave Solutions for a Bistable Reaction-Diffusion Equation in an Infinite Cylinder Whose Diameter is Suddenly Increased

ABSTRACT

We consider a reaction-diffusion equation of bistable type in a square cylinder whose diameter varies with Neumann boundary conditions in dimension 2 and 3. We prove the nonexistence of generalized traveling wave solution of this equation when the diameter is suddenly strongly increased. At the same time, we prove that the solution of the equation with an exponentially decreasing initial condition cannot pass over a certain threshold far enough in the direction of propagation.

The proof is divided in two steps. First, we extend the solution in the cylinder to a solution of the same equation in the half space. Then we overestimate it using Green's functions.     

Stochastic reaction diffusion equations on an infinite interval with reflection

We consider a time evolution of random fields with non-negative values on the real line. Such evolution is described by an infinite dimensional stochastic differential equation of Skorokhod's type, which is a stochastic partial differential equation (SPDE) of parabolic type with reflection. We shall show the existence of the solution, and its uniqueness when the diffusion coefficient is constant.     

Generalizations of Rodrigues type formulas for hypergeometric difference equations on nonuniform lattices

ABSTRACT

By building a second-order adjoint difference equations on nonuniform lattices, the generalized Rodrigues type representation for the second kind solution of a second-order difference equation of hypergeometric type on nonuniform lattices is given. The general solution of the equation in the form of a combination of a standard Rodrigues formula and a ‘generalized’ Rodrigues formula is also established.     

Nonstationary Maxwell equations

ABSTRACT

The paper deals with a mixed problem for nonstationary generalised Maxwell equations. The boundary conditions are of Riemann-Hilbert type. The problem is reduced to a mixed problem for a wave equation where the boundary conditions are of Dirichlet type as they were introduced by D. Spencer in the middle 1950?s. We use the Fourier method to construct an approximate solution to the problem in certain function spaces of Sobolev type.     

Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces

Abstract

In this article, we discuss the successive approximations problem for the solutions of the semilinear stochastic differential equations in Hilbert spaces with cylindrical Wiener processes under some conditions which are weaker than the Lipschitz one. We establish the existence and the uniqueness of the solution and additionally, in our framework we consider a limiting problem for the mild solution. It is shown that the mild solution tends to the solution of the stochastic differential equation of Itô type in finite dimensional space.     

On the regularity near the boundary of viscosity solutions of eikonal equations

Abstract We consider a non-characteristic boundary value problem for equations of eikonal type and we show that, near the boundary, the viscosity solution inherits the regularity of the data. As a consequence, we slightly improve the results in [1] on the structure of the cut-locus of a class of distance functions. Keywords: Viscosity solutions, Eikonal equation, Cut-locus, Analytic regularity     

On the best mean-square approximation of a real nonnegative finite continuous function of two variables by the modulus of a double Fourier integral. II

We continue the investigation of the nonlinear problem of mean-square approximation of a real finite nonnegative continuous function of two variables by the modulus of a double Fourier integral depending on two parameters begun in the first part of this work [J. Math. Sci., 160, No. 3, 343–356 (2009)]. Finding the solutions of this problem is reduced to the solution of a nonlinear two-dimensional integral equation of the Hammerstein type. We construct and justify numerical algorithms for determination of branching lines and branched solutions of this equation. Numerical examples are presented.     

The hydrodynamic limit for a system with interactions prescribed by Ginzburg-Landau type random Hamiltonian

Summary As a microscopic model we consider a system of interacting continuum like spin field overR ^d . Its evolution law is determined by the Ginzburg-Landau type random Hamiltonian and the total spin of the system is preserved by this evolution. We show that the spin field converges, under the hydrodynamic space-time scalling, to a deterministic limit which is a solution of a certain nonlinear diffusion equation. This equation describes the time evolution of the macroscopic field. The hydrodynamic scaling has an effect of the homogenization on the system at the same time.     

Necessary conditions for optimality in relaxed stochastic control problems

In this paper, we are concerned with optimal control problems where the system is driven by a stochastic differential equation of the Ito type. We study the relaxed model for which an optimal solution exists. This is an extension of the initial control problem, where admissible controls are measure valued processes. Using Ekeland's variational principle and some stability properties of the corresponding state equation and adjoint processes, we establish necessary conditions for optimality satisfied by an optimal relaxed control. This is the first version of the stochastic maximum principle that covers relaxed controls.     

On the K？hler-Ricci Flow on Projective Manifolds of General Type

Abstract This note concerns the global existence and convergence of the solution for K?hler-Ricci flow equation when the canonical class, K_X, is numerically effective and big. We clarify some known results regarding this flow on projective manifolds of general type and also show some new observations and refined results. (Dedicated to the memory of Shiing-Shen Chern) * Partially supported by NSF grants and a Simons fund.     

A discrete and q asymptotic iteration method

ABSTRACT

We introduce a finite difference and q-difference analogues of the Asymptotic Iteration Method of Ciftci, Hall, and Saad. We give necessary, and sufficient condition for the existence of a polynomial solution to a general linear second-order difference or q-difference equation subject to a ‘terminating condition’, which is precisely defined. When a difference or q-difference equation has a polynomial solution, we show how to find the second solution.     

A Maximum Principle for Stochastic Control with Partial Information

Abstract

We study the problem of optimal control of a jump diffusion, that is, a process which is the solution of a stochastic differential equation driven by Lévy processes. It is required that the control process is adapted to a given subfiltration of the filtration generated by the underlying Lévy processes. We prove two maximum principles (one sufficient and one necessary) for this type of partial information control. The results are applied to a partial information mean-variance portfolio selection problem in finance.     

A Cameron-Martin type formula for general Gaussian processes--a filtering approach

A Cameron-Martin type formula is derived for the Laplace transform of some integrals of the square of a general continuous Gaussian process. The formula involves in particular the variance of the filtering error in some auxiliary optimal filtering problem which is used in the proof. This variance is expressed in terms of the solution of a Riccati-Volterra type integral equation containing the covariance function of the process. In various specific cases this equation is solved and then the formula becomes completely explicit.     

The obstacle problem for a fractional Monge–Ampère equation

Abstract

We study the obstacle problem for a nonlocal, degenerate elliptic Monge–Ampère equation. We show existence and regularity of a unique classical solution to the problem and regularity of the free boundary.     

A General Stochastic Maximum Principle for SDEs of Mean-field Type

We study the optimal control for stochastic differential equations (SDEs) of mean-field type, in which the coefficients depend on the state of the solution process as well as of its expected value. Moreover, the cost functional is also of mean-field type. This makes the control problem time inconsistent in the sense that the Bellman optimality principle does not hold. For a general action space a Peng’s-type stochastic maximum principle (Peng, S.: SIAM J. Control Optim. 2(4), 966–979, 1990) is derived, specifying the necessary conditions for optimality. This maximum principle differs from the classical one in the sense that here the first order adjoint equation turns out to be a linear mean-field backward SDE, while the second order adjoint equation remains the same as in Peng’s stochastic maximum principle.     

On the System of Hamilton–Jacobi and Transport Equations Arising in Geometrical Optics

Abstract

In the present article, we study the system of eikonal and transport equations arising in geometrical optics. The mathematical analysis is performed by using the suitable notion of solution, i.e., the viscosity solution for the Hamilton–Jacobi equation and the measure solution for the transport equation defined via the generalized Filippov characteristics. We study the stability as well as the geometry of the solution to the system.     

Backward stochastic differential equations with Azéma's martingale

The aim of this paper is to study backward stochastic differential equations (BSDE) driven by Azéma's martingale and the associated deterministic functional equations. More precisely, we introduce BSDE's vs. Azéma's martingale in a general frame, then we prove that the existence of a solution to a Markovian BSDE implies the existence of a solution to a deterministic functional equation of a new type. Uniqueness for the functional equation is proved in a particular case. Then we discuss BSDE's vs. an asymmetric martingale: half Brownian motion/half Azéma's martingale, which leads to an asymmetric deterministic functional equation.     

Asymptotic Speed of Wave Propagation for A Discrete Reaction-Diffusion Equation

We deal with asymptotic speed of wave propagation for a discrete reactlon-diffusion equation. We find the minimal wave speed c★ from the characteristic equation and show that c★ is just the asymptotic speed of wave propagation. The isotropic property and the existence of solution of the initial value problem for the given equation are also discussed.     

Periodic solutions of functional-differential equations of point type

We study periodic solutions of a functional-differential equation of point type. We state conditions for the existence and uniqueness of an ω-periodic solution of the original nonlinear functional-differential equation of point type. An iterative process for constructing such a solution is described, and its convergence rate is estimated.