Nonlinear wavelet methods for high-dimensional backward heat equation

The backward heat equation is a typical ill-posed problem. In this paper, we shall apply a dual least squares method connecting Shannon wavelet to the following equation ut (x, y, t) = u xx (x, y, t) + uyy (x, y, t), x ∈ R, y ∈ R, 0 ≤ t 1, u(x, y, 1) = (x, y), x ∈ R, y ∈ R. Motivated by Regińska's work, we shall give two nonlinear approximate methods to regularize the approximate solutions for high-dimensional backward heat equation, and prove that our methods are convergent.     

Probabilistic representations of solutions to the heat equation

In this paper we provide a new (probabilistic) proof of a classical result in partial differential equations, viz. if ϕ is a tempered distribution, then the solution of the heat equation for the Laplacian, with initial condition ϕ, is given by the convolution of ϕ with the heat kernel (Gaussian density). Our results also extend the probabilistic representation of solutions of the heat equation to initial conditions that are arbitrary tempered distributions.     

Differential Harnack estimates for backward heat equations with potentials under the Ricci flow

In this paper, we derive a general evolution formula for possible Harnack quantities. As a consequence, we prove several differential Harnack inequalities for positive solutions of backward heat-type equations with potentials (including the conjugate heat equation) under the Ricci flow. We shall also derive Perelman's Harnack inequality for the fundamental solution of the conjugate heat equation under the Ricci flow.     

Non-relativistic global limits of entropy solutions to the isentropic relativistic Euler equations

We consider in this paper the relativistic Euler equations in isentropic fluids with the equation of state p = κ²ρ, where κ, the sound speed, is a constant less than the speed of light c. We discuss the convergence of the entropy solutions as c→∞. The analysis is based on the geometric properties of nonlinear wave curves and the Glimm’s method.     

A note on global optimization via the heat diffusion equation

We consider the interesting smoothing method of global optimization recently proposed in Lau and Kwong (J Glob Optim 34:369–398, 2006) . In this method smoothed functions are solutions of an initial-value problem for a heat diffusion equation with external heat source. As shown in Lau and Kwong (J Glob Optim 34:369–398, 2006), the source helps to control global minima of the smoothed functions—they are not shifted during the smoothing. In this note we point out that for certain (families of) objective functions the proposed method unfortunately does not affect the functions, in the sense, that the smoothed functions coincide with the respective objective function. The key point here is that the Laplacian might be too weak in order to smooth out critical points.     

On the entropy conditions for some flux limited diffusion equations

In this paper we give a characterization of the notion of entropy solutions of some flux limited diffusion equations for which we can prove that the solution is a function of bounded variation in space and time. This includes the case of the so-called relativistic heat equation and some generalizations. For them we prove that the jump set consists of fronts that propagate at the speed given by Rankine-Hugoniot condition and we give on it a geometric characterization of the entropy conditions. Since entropy solutions are functions of bounded variation in space once the initial condition is, to complete the program we study the time regularity of solutions of the relativistic heat equation under some conditions on the initial datum. An analogous result holds for some other related equations without additional assumptions on the initial condition.     

Existence of fractional differential chains and factorizations based on transformations

In this work, we deal with the existence of the fractional integrable equations involving two generalized symmetries compatible with nonlinear systems. The method used is based on the Bä cklund transformation or B‐transformation. Furthermore, we shall factorize the fractional heat operator in order to yield the fractional Riccati equation. This is done by utilizing matrix transform Miura type and matrix operators, that is, matrices whose entries are differential operators of fractional order. The fractional differential operator is taken in the sense of Riemann–Liouville calculus. Copyright © 2014 John Wiley & Sons, Ltd.     

A non-increasing Lindley-type equation

In this paper we study the Lindley-type equation W=max {0,B−A−W}. Its main characteristic is that it is a non-increasing monotone function in its main argument W. Our main goal is to derive a closed-form expression of the steady-state distribution of W. In general this is not possible, so we shall state a sufficient condition that allows us to do so. We also examine stability issues, derive the tail behaviour of W, and briefly discuss how one can iteratively solve this equation by using a contraction mapping. This research has been carried out when the author was affiliated with EURANDOM, The Netherlands.     

Well-Posedness and Regularity for a Parabolic-Hyperbolic Penrose-Fife Phase Field System

This work is concerned with the study of an initial boundary value problem for a non-conserved phase field system arising from the Penrose-Fife approach to the kinetics of phase transitions. The system couples a nonlinear parabolic equation for the absolute temperature with a nonlinear hyperbolic equation for the phase variable χ, which is characterized by the presence of an inertial term multiplied by a small positive coefficient μ. This feature is the main consequence of supposing that the response of χ to the generalized force (which is the functional derivative of a free energy potential and arises as a consequence of the tendency of the free energy to decay towards a minimum) is subject to delay. We first obtain well-posedness for the resulting initial-boundary value problem in which the heat flux law contains a special function of the absolute temperature ϑ, i.e. α(ϑ) ∼ ϑ − 1/ϑ. Then we prove convergence of any family of weak solutions of the parabolic-hyperbolic model to a weak solution of the standard Penrose-Fife model as μ ↘ 0. However, the main novelty of this paper consists in proving some regularity results on solutions of the parabolic-hyperbolic system (including also estimates of Moser type) that could be useful for the study of the longterm dynamics.     

A Note on the Singular Limit of the Exact Controllability of Dissipative Wave Equations

Abstract In this note we analyze the exact controllability of singularly perturbed damped wave equations under more general geometric control condition than that of [1]. We show that the null controllability of the heat equation can be obtained as a singular limit of the exact controllability of such sorts of wave equations. The work of Yuping Tang was carried out when she visited the “School of Mathematics, Sichuan University”. The work of Xu Zhang was partially supported by NSF of China under Grant 19901024     

Asymptotic stability of the relativistic Maxwellian

Global classical solutions near the relativistic Maxwellian are constructed for the relativistic Boltzmann equation in both a periodic box and the whole space. For both cases, we are able to get the non‐negativity of the global solution under less restriction than in (Publ. Res. Inst. Math. Sci. 1993; 29 :301–347) on the scattering kernel. Copyright © 2006 John Wiley & Sons, Ltd.     

Controllability of the Heat Equation with a Control Acting on a Measurable Set

The paper deals with the controllability of a heat equation.It is well-known that the heat equation yt y = uχE in(0,T)×Ω with homogeneous Dirichlet boundary conditions is null controllable for any T > 0 and any open nonempty subset E of Ω.In this note,the author studies the case that E is an arbitrary measurable set with positive measure.     

Representation of green’s function for the heat equation on a compact lie group

We obtain an explicit formula which presents the solution of the heat equation on a compact Lie group as the limit of finite-to-one convolutions of Green’s function for the heat equation in Euclidean space. Translated fromMatematicheskie Zametki, Vol. 67, No. 3, pp. 397–413, March, 2000.     

A modified Landweber iteration for general sideways parabolic equations

In this paper,we introduce a modified Landweber iteration to solve the sideways parabolic equation,which is an inverse heat conduction problem(IHCP) in the quarter plane and is severely ill-posed.We shall show that our method is of optimal order under both a priori and a posteriori stopping rule.Furthermore,if we use the discrepancy principle we can avoid the selection of the a priori bound.Numerical examples show that the computation effect is satisfactory.     

Periodic solutions of the 1D Vlasov–Maxwell system with boundary conditions

We study the 1D Vlasov–Maxwell system with time‐periodic boundary conditions in its classical and relativistic form. We are mainly concerned with existence of periodic weak solutions. We shall begin with the definitions of weak and mild solutions in the periodic case. The main mathematical difficulty in dealing with the Vlasov–Maxwell system consist of establishing L^∞ estimates for the charge and current densities. In order to obtain this kind of estimates, we impose non‐vanishing conditions for the incoming velocities, which assure a finite lifetime of all particles in the computational domain ]0,L[. The definition of the mild solution requires Lipschitz regularity for the electro‐magnetic field. It would be enough to have a generalized flow but the result of DiPerna Lions (Invent. Math. 1989; 98 : 511–547) does not hold for our problems because of boundary conditions. Thus, in the first time, the Vlasov equation has to be regularized. This procedure leads to the study of a sequence of approximate solutions. In the same time, an absorption term is introduced in the Vlasov equation, which guarantees the uniqueness of the mild solution of the regularized problem. In order to preserve the periodicity of the solution, a time‐averaging vanishing condition of the incoming current is imposed: \def\d{{\rm d}}\def\incdist#1#2{\int_{0}^{T}\d t\int_{v_{x}#10}\int_{v_{y}}v_xg_{#2}(t,v_x,v_y)\,\d v}$$\incdist{>}{0}+\incdist{<}{L}=0$$\nopagenumbers\end (1) where g₀, g_L are incoming distributors (2) (3) The existence proof uses the Schauder fixed point theorem and also the velocity averaging lemma of DiPerna and Lions (Comm. Pure Appl. Math. 1989; XVII : 729–757). In the last section we treat the relativistic case. Copyright © 2000 John Wiley & Sons, Ltd.     

Integrability of det△↓u and Evolutionary Wente＇s Problem Associated to Heat Operator

In this note, the authors resolve an evolutionary Wente's problem associated to heat equation, where the special integrability of det▽u for u ∈ H1(R2,R2) is used.     

Heat equation with memory in anisotropic and non-homogeneous media

A modified Fourier’s law in an anisotropic and non-homogeneous media results in a heat equation with memory, for which the memory kernel is matrix-valued and spatially dependent. Different conditions on the memory kernel lead to the equation being either a parabolic type or a hyperbolic type. Well-posedness of such a heat equation is established under some general and reasonable conditions. It is shown that the propagation speed for heat pulses could be either infinite or finite, depending on the different types of the memory kernels. Our analysis indicates that, in the framework of linear theory, heat equation with hyperbolic kernel is a more realistic model for the heat conduction, which might be of some interest in physics.     

Quarkonial decomposition suitable for functional‐differential equations of delay type

In this paper we apply quarkonial decomposition to the ordinary differential equation of delay type f ′(x) = f (x – 1), x ≥ 1. We shall derive an explicit formula in terms of the quarkonial decomposition. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Large deviation principle for the fourth-order stochastic heat equations with fractional noises

In this paper, we shall study a fourth-order stochastic heat equation driven by a fractional noise, which is fractional in time and white in space. We will discuss the existence and uniqueness of the solution to the equation. Furthermore, the regularity of the solution will be obtained. On the other hand, the large deviation principle for the equation with a small perturbation will be established through developing a classical method.