Nonlinear Eigenvalue Problems of Schrödinger Type Admitting Eigenfunctions with Given Spectral Characteristics

The following work is an extension of our recent paper [10]. We still deal with nonlinear eigenvalue problems of the form in a real Hilbert space ℋ︁ with a semi‐bounded self‐adjoint operator A₀, while for every y from a dense subspace X of ℋ︁, B(y ) is a symmetric operator. The left‐hand side is assumed to be related to a certain auxiliary functional ψ, and the associated linear problems are supposed to have non‐empty discrete spectrum (y ∈ X). We reformulate and generalize the topological method presented by the authors in [10] to construct solutions of (∗︁) on a sphere S_R ≔ {y ∈ X | ∥y∥_ℋ︁ = R} whose ψ‐value is the n‐th Ljusternik‐Schnirelman level of ψ| and whose corresponding eigenvalue is the n‐th eigenvalue of the associated linear problem (∗︁∗︁), where R > 0 and n ∈ ℕ are given. In applications, the eigenfunctions thus found share any geometric property enjoyed by an n‐th eigenfunction of a linear problem of the form (∗︁∗︁). We discuss applications to elliptic partial differential equations with radial symmetry.     

Classification of solutions for an integral equation

Let n be a positive integer and let 0 < α < n. Consider the integral equation We prove that every positive regular solution u(x) is radially symmetric and monotone about some point and therefore assumes the form with some constant c = c(n, α) and for some t > 0 and x₀ ? ?ⁿ. This solves an open problem posed by Lieb 12 . The technique we use is the method of moving planes in an integral form, which is quite different from those for differential equations. From the point of view of general methodology, this is another interesting part of the paper. Moreover, we show that the family of well‐known semilinear partial differential equations is equivalent to our integral equation (0.1), and we thus classify all the solutions of the PDEs. © 2005 Wiley Periodicals, Inc.     

Higher order multi‐point boundary value problems

We consider the boundary value problem where n ? 2 and m ? 1 are integers, t_j ∈ [0, 1] for j = 1, …, m, and f and g_i, i = 0, …, n ? 1, are continuous. We obtain sufficient conditions for the existence of a solution of the above problem based on the existence of lower and upper solutions. Explicit conditions are also found for the existence of a solution of the problem. The differential equation has dependence on all lower order derivatives of the unknown function, and the boundary conditions cover many multi‐point boundary conditions studied in the literature. Schauder’s fixed point theorem and appropriate Nagumo conditions are employed in the analysis. Examples are given to illustrate the results. © 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim     

Asymptotics of solutions for sub critical non‐convective type equations

We study the Cauchy problem for non‐linear dissipative evolution equations (1) where ?? is the linear pseudodifferential operator and the non‐linearity is a quadratic pseudodifferential operator (2) û ≡ ?_x→ξ u is the Fourier transformation. We consider non‐convective type non‐linearity, that is we suppose that a(t,0,y) ≠ 0. Let the initial data , are sufficiently small and have a non‐zero total mass , where is the weighted Sobolev space. Then we give the main term of the large time asymptotics of solutions in the sub critical case. Copyright © 2004 John Wiley & Sons, Ltd.     

Finite difference methods for two-point boundary value problems involving high order differential equations

We discuss the construction of finite difference schemes for the two-point nonlinear boundary value problem:y ⁽²ⁿ⁾+f(x,y)=0,y ^(2j)(a)=A _2j ,y ^(2j)(b)=B _2j ,j=0(1)n–1,n2. In the case of linear differential equations, these finite difference schemes lead to (2n+1)-diagonal linear systems. We consider in detail methods of orders two, four and six for two-point boundary value problems involving a fourth order differential equation; convergence of these methods is established and illustrated by numerical examples.     

Incomplete Self‐Similar Blow‐Up in a Semilinear Fourth‐Order Reaction‐Diffusion Equation

Blow‐up behavior for the fourth‐order semilinear reaction‐diffusion equation (1) is studied. For the classic semilinear heat equation from combustion theory (2) various blow‐up patterns were investigated since 1970s, while the case of higher‐order diffusion was studied much less. Blow‐up self‐similar solutions of (1) of the form are constructed. These are shown to admit global similarity extensions for t > T : The continuity at t = T is preserved in the sense that This is in a striking difference with blow‐up for (2) , which is known to be always complete in the sense that the minimal (proper) extension beyond blow‐up is u(x, t) ≡+∞ for t > T . Difficult fourth‐order dynamical systems for extension pairs {f(y), F(y)} are studied by a combination of various analytic, formal, and numerical methods. Other nonsimilarity patterns for (1) with nongeneric complete blow‐up are also discussed.     

On stable implicit difference scheme for hyperbolic–parabolic equations in a Hilbert space

The first‐order of accuracy difference scheme for approximately solving the multipoint nonlocal boundary value problem for the differential equation in a Hilbert space H, with self‐adjoint positive definite operator A is presented. The stability estimates for the solution of this difference scheme are established. In applications, the stability estimates for the solution of difference schemes of the mixed type boundary value problems for hyperbolic–parabolic equations are obtained. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

On the dynamical law of the Ginzburg‐Landau vortices on the plane

We study the Ginzburg‐Landau equation on the plane with initial data being the product of n well‐separated +1 vortices and spatially decaying perturbations. If the separation distances are O(ϵ⁻¹), ϵ ≪ l, we prove that the n vortices do not move on the time scale $O(\varepsilon^{‐2}\lambda_{\varepsilon}), \lambda_{\varepsilon} = o(\log {1\over \varepsilon})$; instead, they move on the time scale according to the law ẋ_j = − ∇_xj W, W = − Σ_l≠j log|x_l −x_j|, x_j = (ξ_j, η_j) ∈ ℝ², the location of the j^th vortex. The main ingredients of our proof consist of estimating the large space behavior of solutions, a monotonicity inequality for the energy density of solutions, and energy comparisons. Combining these, we overcome the infinite energy difficulty of the planar vortices to establish the dynamical law. © John & Wiley Sons, Inc.     

Method for Solving the Multidimensional n‐Wave Resonant Equations and Geometry of Generalized Darboux‐Manakov‐Zakharov Systems

The intrinsic geometric properties of generalized Darboux‐Manakov‐Zakharov systems of semilinear partial differential equations (1) for a real‐valued function u(x₁, …, x_n) are studied with particular reference to the linear systems in this equation class. System (1) is overdetermined and will not generally be involutive in the sense of Cartan: its coefficients will be constrained by complicated nonlinear integrability conditions. We derive tools for explicitly constructing involutive systems of the form (1) , essentially solving the integrability conditions. Specializing to the linear case provides us with a novel way of viewing and solving the multidimensional n‐wave resonant interaction system and its modified version. For each integer n≥ 3 and nonnegative integer k, our procedure constructs solutions of the n‐wave resonant interaction system depending on at least k arbitrary functions each of one variable. The construction of these solutions relies only on differentiation, linear algebra, and the solution of ordinary differential equations.     

Generalized Hankel operators on the Fock space

In this paper we study generalized Hankel operators ofthe form : ?²(|z |²) → L²(|z |²). Here, (f):= (Id–P_l )( ^kf) and Pl is the projection onto A_l ²(?, |z |²):= cl(span{ ^m zⁿ | m, n ∈ N, m ≤ l }). The investigations in this article extend the ones in [11] and [6], where the special cases l = 0 and l = 1 are considered, respectively. The main result is that the operators are not bounded for l < k – 1. The proof relies on a combinatoric argument and a generalization to general conjugate holomorphic L² symbols, generalizing arguments from [6], seems possible and is planned for future work (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A note on a third‐order multi‐point boundary value problem at resonance

Based on the coincidence degree theory of Mawhin, we prove some existence results for the following third‐order multi‐point boundary value problem at resonance where f: [0, 1] × R³ → R is a continuous function, 0 < ξ₁ < ??? < ξ_m < 1, α_i ∈ R, i = 1, …, m, m ≥ 1 and 0 < η₁ < η₂ < ??? < η_n < 1, β_j ∈ R, j = 1, 2, …, n, n ≥ 2. In this paper, the dimension of the linear space Ker L (linear operator L is defined by Lx = x′^′′) is equal to 2. Since all the existence results for third‐order differential equations obtained in previous papers are for the case dim Ker L = 1, our work is new.     

Non-local Dirichlet forms generated by pseudodifferential operators on compact abelian groups

Let G_i, 1 ≤ i ≤ n, be compact abelian groups and let Γ_i , 1 ≤ i ≤ n, be countable dual groups. We consider G = G₁ ⊕ G₂ ⊕ … ⊕ G_n and Γ = Γ₁ ⊕ Γ₂ ⊕ … ⊕ Γ_n . For 1 ≤ j ≤ n, let a_j be a negative definite function on Γ_j and a (γ) = . For φ ∈ S (G), the set of all generalized trigonometrical polynomials on G, we define , where (γ) = a_j (γ_j) (γ), 1 ≤ j ≤ n. Then is a Dirichlet form with the domain on L² (G). (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Supercritical biharmonic elliptic problems in domains with small holes

Let D be a bounded and smooth domain in R^N, N ≥ 5, P ∈ D. We consider the following biharmonic elliptic problemin Ω = D \B_δ (P), with p supercritical, namely . We find a sequence of resonant exponents such that if is given, with p ≠ p_j for all j, then for all δ > 0 sufficiently small, this problem is solvable (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

The higher-order Picone identity and comparison of half-linear differential equations of even order

An identity of the Picone type for higher-order half-linear ordinary differential operators of the form and where p_j and P_j, j=0,…,n, are continuous functions defined on [a,b] and , is derived and then the Sturmian comparison theory for the corresponding 2nth-order equations l_α[x]=0 and L_α[y]=0 based on this identity is developed.     

Variation of parameters and solutions of composite products of linear differential equations

Given a basis of solutions to k ordinary linear differential equations ?j[y]=0(j=1,2,…,k), we show how Green's functions can be used to construct a basis of solutions to the homogeneous differential equation ?[y]=0, where ? is the composite product ?=?₁?₂…?k. The construction of these solutions is elementary and classical. In particular, we consider the special case when . Remarkably, in this case, if {y₁,y₂,…,yn} is a basis of ?₁[y]=0, then our method produces a basis of for any k∈N. We illustrate our results with several classical differential equations and their special function solutions.     

Determinants of Regular Singular Sturm - Liouville Operators

We consider a regular singular Sturm-Liouville operator on the line segment (0,1]. We impose certain boundary conditions such that we obtain a semi-bounded self-adjoint operator. It is known (cf. Theorem 1.1 below) that the ζ-function of this operator has a meromorphic continuation to the whole complex plane with 0 being a regular point. Then, according to [RS] the ζ - regularized determinant of L is defined by In this paper we are going to express this determinant in terms of the solutions of the homogeneous differential equation L_y = 0 generalizing earlier work of S. Levit and U. Smilansky [LS], T. Dreyfus and H. Dym [DD], and D. Burghelea, L. Friedlander and T. Kappeler [BFK1, BFK2). More precisely we prove the formula Here ? ψ is a certain fundamental system of solutions for the homogeneous equation L_y = 0, W(? ψ), denotes their Wronski determinant, and v₀, v₁ are numbers related to the characteristic roots of the regular singular points 0, 1.     

Asymptotic behavior of the solutions of certain parabolic equations

Some laws in physics describe the change of a flux and are represented by parabolic equations of the form (*) \documentclass{article}\pagestyle{empty}\begin{document}$$\frac{{\partial u}}{{\partial t}}=\frac{\partial}{{\partial x_j }}(\eta \frac{{\partial u}}{{ax_j}}-vju),$$\end{document} j≤m, where η and v_j are functions of both space and time. We show under quite general assumptions that the solutions of equation (*) with homogeneous Dirichlet boundary conditions and initial condition u(x, 0) = u_o(x) satisfy The decay rate d > 0 only depends on bounds for η, v and G § R^m the spatial domain, while the constant c depends additionally on which norm is considered. For the solutions of equation (*) with homogeneous Neumann boundary conditions and initial condition u₀(x) ≥ 0 we derive bounds d₁u₁ ≤ u(x, t) ≤ d₂u₂, Where d_i, i = 1, 2, depend on bounds for η, v and G, and the u_i are bounds on the initial condition u₀.     

Analytic aspects of the Toda system: I. A Moser‐Trudinger inequality

In this paper, we analyze solutions of the open Toda system and establish an optimal Moser‐Trudinger type inequality for this system. Let Σ be a closed surface with area 1 and K = (a_ij)_{N × N} the Cartan matrix for SU(N + 1), i.e., We show that has a lower bound in (H¹(Σ))^N if and only if This inequality is optimal. As a direct consequence, if M_j < for 4π for j = 1, 2, …, N, Φ_M has a minimizer u that satisfies © 2001 John Wiley & Sons, Inc.     

Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs

For a d‐dimensional diffusion of the form dX_t = μ(X_t)dt + σ(X_t)dW_t and continuous functions f and g, we study the existence and uniqueness of adapted processes Y, Z, Γ, and A solving the second‐order backward stochastic differential equation (2BSDE) If the associated PDE has a sufficiently regular solution, then it follows directly from Itô's formula that the processes solve the 2BSDE, where ?? is the Dynkin operator of X without the drift term. The main result of the paper shows that if f is Lipschitz in Y as well as decreasing in Γ and the PDE satisfies a comparison principle as in the theory of viscosity solutions, then the existence of a solution (Y, Z,Γ, A) to the 2BSDE implies that the associated PDE has a unique continuous viscosity solution v and the process Y is of the form Y_t = v(t, X_t), t ∈ [0, T]. In particular, the 2BSDE has at most one solution. This provides a stochastic representation for solutions of fully nonlinear parabolic PDEs. As a consequence, the numerical treatment of such PDEs can now be approached by Monte Carlo methods. © 2006 Wiley Periodicals, Inc.     

Eigenfunctions and Very Singular Similarity Solutions of Odd‐Order Nonlinear Dispersion PDEs: Toward a “Nonlinear Airy Function” and Others

Asymptotic properties of nonlinear dispersion equations (1) with fixed exponents n > 0 and p > n+ 1 , and their (2k+ 1) th‐order analogies are studied. The global in time similarity solutions, which lead to “nonlinear eigenfunctions” of the rescaled ordinary differential equations (ODEs), are constructed. The basic mathematical tools include a “homotopy‐deformation” approach, where the limit in the first equation in ( 1 ) turns out to be fruitful. At n= 0 the problem is reduced to the linear dispersion one: whose oscillatory fundamental solution via Airy’s classic function has been known since the nineteenth century. The corresponding Hermitian linear non‐self‐adjoint spectral theory giving a complete countable family of eigenfunctions was developed earlier in [ 1 ]. Various other nonlinear operator and numerical methods for ( 1 ) are also applied. As a key alternative, the “super‐nonlinear” limit , with the limit partial differential equation (PDE) admitting three almost “algebraically explicit” nonlinear eigenfunctions, is performed. For the second equation in ( 1 ), very singular similarity solutions (VSSs) are constructed. In particular, a “nonlinear bifurcation” phenomenon at critical values {p=p_l(n)}_l≥0 of the absorption exponents is discussed.