Rates of convergence to zero for a semilinear parabolic equation with a critical exponent

We study nonnegative solutions to the Cauchy problem for a semilinear parabolic equation with a nonlinearity which is critical in the sense of Joseph and Lundgren. We establish the rate of convergence to zero of solutions that start from initial data which are near the singular steady state. In the critical case, this rate contains a logarithmic term which does not appear in the supercritical case and makes the calculations more delicate.     

A note on parabolic equation with nonlinear dynamical boundary condition

We consider a semilinear parabolic equation subject to a nonlinear dynamical boundary condition that is related to the so-called Wentzell boundary condition. First we prove the existence and uniqueness of global solutions as well as the existence of a global attractor. Then we derive a suitable ?ojasiewicz-Simon type inequality to show the convergence of global solutions to single steady states as time tends to infinity under the assumption that the nonlinear terms f,g are real analytic. Moreover, we provide an estimate for the convergence rate.     

A multidimensional nonlinear sixth-order quantum diffusion equation

This paper is concerned with the analysis of a sixth-order nonlinear parabolic equation whose solutions describe the evolution of the particle density in a quantum fluid. We prove the global-in-time existence of weak nonnegative solutions in two and three space dimensions under periodic boundary conditions. Moreover, we show that these solutions are smooth and classical whenever the particle density is strictly positive, and we prove the long-time convergence to the spatial homogeneous equilibrium at a universal exponential rate. Our analysis strongly uses the Lyapunov property of the entropy functional.     

Uniform convergence of sequences of solutions of two-dimensional linear elliptic equations with unbounded coefficients

This paper deals with the behavior of two-dimensional linear elliptic equations with unbounded (and possibly infinite) coefficients. We prove the uniform convergence of the solutions by truncating the coefficients and using a pointwise estimate of the solutions combined with a two-dimensional capacitary estimate. We give two applications of this result: the continuity of the solutions of two-dimensional linear elliptic equations by a constructive approach, and the density of the continuous functions in the domain of the Γ-limit of equicoercive diffusion energies in dimension two. We also build two counter-examples which show that the previous results cannot be extended to dimension three.     

Rate of convergence for one-dimensional quasilinear parabolic problem and its applications

Based on a comparison principle, we derive an exponential rate of convergence for solutions to the initial–boundary value problem for a class of quasilinear parabolic equations in one space dimension. We then apply the result to some models in population dynamics and image processing.     

Convergence rate of solutions toward stationary solutions to the compressible Navier-Stokes equation in a half line

We study a large time behavior of a solution to the initial boundary value problem for an isentropic and compressible viscous fluid in a one-dimensional half space. The unique existence and the asymptotic stability of a stationary solution are proved by S. Kawashima, S. Nishibata and P. Zhu for an outflow problem where the fluid blows out through the boundary. The main concern of the present paper is to investigate a convergence rate of a solution toward the stationary solution. For the supersonic flow at spatial infinity, we obtain an algebraic or an exponential decay rate. Precisely, if an initial perturbation decays with the algebraic or the exponential rate in the spatial asymptotic point, the solution converges to the corresponding stationary solution with the same rate in time as time tends to infinity. An algebraic convergence rate is also obtained for the transonic flow. These results are proved by the weighted energy method.     

Local and asymptotic analysis of the flow generated by the Cahn–Hilliard–Gurtin equations

We consider the Cahn–Hilliard–Gurtin equation which corresponds, in the isotropic case, to the viscous Cahn–Hilliard equation. The convergence of its solutions toward some steady state is investigated by means of a proper generalization of the Lojasiewicz–Simon Theorem to nongradient-like flows. Furthermore, when the anisotropic coefficients are small, we prove that these steady states can be approximated by the corresponding stationary solutions of the viscous Cahn–Hilliard equation provided that the latter are local minimizers of the Ginzburg–Landau free energy. Received: April 26, 2004; revised: February 24, 2005     

Phase-field systems with nonlinear coupling and dynamic boundary conditions

We consider phase-field systems of Caginalp type on a three-dimensional bounded domain. The order parameter fulfills a dynamic boundary condition, while the (relative) temperature is subject to a homogeneous boundary condition of Dirichlet, Neumann or Robin type. Moreover, the two equations are nonlinearly coupled through a quadratic growth function. Here we extend several results which have been proven by some of the authors for the linear coupling. More precisely, we demonstrate the existence and uniqueness of global solutions. Then we analyze the associated dynamical system and we establish the existence of global as well as exponential attractors. We also discuss the convergence of given solutions to a single equilibrium.     

Convergence of a Brinkman-type penalization for compressible fluid flows

We show convergence of a Brinkman-type penalization of the compressible Navier-Stokes equation. In particular, the existence of weak solutions for the system in domains with boundaries varying in time is established.     

Homogenization and penalization of functional first-order PDE

In this paper we study the asymptotic behavior of viscosity solutions for a functional partial differential equation with a small parameter as the parameter tends to zero. We study simultaneous effects of homogenization and penalization in functional first-order PDE. We establish a convergence theorem in which the limit equation is identified with some first order PDE.     

Dirichlet problems on varying domains

The aim of the paper is to characterise sequences of domains for which solutions to an elliptic equation with Dirichlet boundary conditions converge to a solution of the corresponding problem on a limit domain. Necessary and sufficient conditions are discussed for strong and uniform convergence for the corresponding resolvent operators. Examples are given to illustrate that most results are optimal.     

Degenerate nonlinear higher-order elliptic problems in domains with fine-grained boundary

We study the convergence of the solutions of the Dirichlet problem associated to a degenerate nonlinear higher-order elliptic equations in divergence form in variables domains, to a limit solution of the same type problem in a fixed domain, following the methods of the asymptotic expansion developed by Skrypnik [Methods for Analysis of Nonlinear Elliptic Boundary Value Problems, AMS, Providence, RI, 1994] modified to weighted higher-order case.     

Asymptotic behavior and dynamic stability of phase mixtures for the equations of Navier–Stokes with nonmonotonic pressure

We investigate the asymptotic behavior of the solutions of the compressible Navier–Stokes equations with nonmonotonic pressure when the initial data is large and discontinuous. We provide sufficient conditions on the pressure function for different boundary-value problems that guarantee strong convergence of the volume variable as time approaches infinity and show that, typically, fairly arbitrary discontinuous static phase mixtures can be realized as time-asymptotic limits from smooth initial data. It is required in the analysis that we improve known existence theories, which typically have small data or time-dependent bounds.     

On the nonlinear Schrödinger limit of the magnetic Zakharov system

In this paper, we study the limit behavior of a smooth solution for the magnetic type Zakharov system. As the parameters tend to infinity, we prove that solutions of the magnetic Zakharov system converge to the solution of the nonlinear Schrödinger equation. Moreover, the detailed convergence rate is also investigated.     

The pointwise estimates of solutions for a nonlinear convection diffusion reaction equation

This paper studies the time asymptotic behavior of solutions for a nonlinear convection diffusion reaction equation in one dimension.First,the pointwise estimates of solutions are obtained,furthermore,we obtain the optimal L~p,1≤ p ≤ +∞,convergence rate of solutions for small initial data.Then we establish the local existence of solutions,the blow up criterion and the sufficient condition to ensure the nonnegativity of solutions for large initial data.Our approach is based on the detailed analysis of the Green function of the linearized equation and some energy estimates.     

Entropy Dissipation Methods for Degenerate ParabolicProblems and Generalized Sobolev Inequalities

We analyse the large-time asymptotics of quasilinear (possibly) degenerate parabolic systems in three cases: 1) scalar problems with confinement by a uniformly convex potential, 2) unconfined scalar equations and 3) unconfined systems. In particular we are interested in the rate of decay to equilibrium or self-similar solutions. The main analytical tool is based on the analysis of the entropy dissipation. In the scalar case this is done by proving decay of the entropy dissipation rate and bootstrapping back to show convergence of the relative entropy to zero. As by-product, this approach gives generalized Sobolev-inequalities, which interpolate between the Gross logarithmic Sobolev inequality and the classical Sobolev inequality. The time decay of the solutions of the degenerate systems is analyzed by means of a generalisation of the Nash inequality. Porous media, fast diffusion, p-Laplace and energy transport systems are included in the considered class of problems. A generalized Csiszár–Kullback inequality allows for an estimation of the decay to equilibrium in terms of the relative entropy. (Received 11 October 2000; in revised form 13 March 2001)     

Numerical pricing of options using high-order compact finite difference schemes

We consider high-order compact (HOC) schemes for quasilinear parabolic partial differential equations to discretise the Black–Scholes PDE for the numerical pricing of European and American options. We show that for the heat equation with smooth initial conditions, the HOC schemes attain clear fourth-order convergence but fail if non-smooth payoff conditions are used. To restore the fourth-order convergence, we use a grid stretching that concentrates grid nodes at the strike price for European options. For an American option, an efficient procedure is also described to compute the option price, Greeks and the optimal exercise curve. Comparisons with a fourth-order non-compact scheme are also done. However, fourth-order convergence is not experienced with this strategy. To improve the convergence rate for American options, we discuss the use of a front-fixing transformation with the HOC scheme. We also show that the HOC scheme with grid stretching along the asset price dimension gives accurate numerical solutions for European options under stochastic volatility.     

On convergence of solutions to equilibria for quasilinear parabolic problems

We show convergence of solutions to equilibria for quasilinear parabolic evolution equations in situations where the set of equilibria is non-discrete, but forms a finite-dimensional C¹-manifold which is normally hyperbolic. Our results do not depend on the presence of an appropriate Lyapunov functional as in the ?ojasiewicz-Simon approach, but are of local nature.     

Multiplicity results for interfaces of Ginzburg-Landau-Allen-Cahn equations in periodic media

The Ginzburg-Landau-Allen-Cahn equation is a variational model for phase coexistence and for other physical problems. It contains a term given by a kinetic part of elliptic type plus a double-well potential. We assume that the functional depends on the space variables in a periodic way.We show that given a plane with rational normal, there are minimal solutions, satisfying the following properties. These solutions are asymptotic to the pure phases and are separated by an interface. The convergence to the pure phases is exponentially fast. The interface lies at a finite distance M from the chosen plane, where M is a universal constant. Furthermore, these solutions satisfy some monotonicity properties with respect to integer translations (namely, integer translations are always comparable to the function).We then show that all the interfaces of the global periodic minimizers satisfy similar monotonicity and plane-like properties.We also consider the case of possibly irrationally oriented planes. We show that either there is a one parameter family of minimizers whose graphs provide a field of extremals or there are at least two solutions, one which is a minimizer and another one which is not. These solutions also have interfaces bounded by a universal constant, they enjoy monotonicity properties with respect to integer translations and the nonminimal solutions are trapped inside a gap of the lamination induced by the minimizers.