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1.
In the present paper, we consider the following stochastic control problem: to minimize the average expected total cost $$J(x,u) = \mathop {\lim \inf }\limits_{T \to \infty } (1/T)E_x^u \int_0^T {\left[ {\phi (\xi _t ) + |u_t (\xi )|} \right]} dt,$$ 〈subject to $$d\xi _t = u_1 (\xi )dt + dw_t , \xi _0 = x, |u| \leqslant 1,$$ (w t) a Wiener process, with all measurable functions on the past of the state process {ξ s ;st} and bounded by unity, admissible as controls. It is proved that, under very mild conditions on the running cost function φ(·), the optimal law is of the form $$\begin{gathered} u_t^* (\xi ) = - sign\xi _t , |\xi _t | > b, \hfill \\ u_t^* (\xi ) = 0, |\xi _t | > b. \hfill \\ \end{gathered} $$ The cutoff pointb and the performance rate of the optimal lawu* are simultaneously determined in terms of the function φ(·) through a simple system of integrotranscendental equations.  相似文献   

2.
This article is concerned with the decay property in theL 1 norm ast»∞ of the nonnegative solutions of the initial value problem in ? n $\left\{ {\begin{array}{*{20}c} {u_t = \Delta u + \mu |\nabla \upsilon |^q } \\ {\upsilon _t = \Delta \upsilon + \upsilon |\nabla \upsilon |^p } \\ \end{array} } \right.$ for different values of the parametersp, q≥1 and when μ, ν<0. If $pq > \frac{{\inf \left( {p,q} \right)}}{{n + 1}} + \left( {n + 2} \right)/\left( {n + 1} \right)$ then lim t→∞u(t)+v(t)∥1>0 and when $pq< \frac{{\inf \left( {p,q} \right)}}{{n + 1}} + \left( {n + 2} \right)/\left( {n + 1} \right)$ then lim t→∞u(t)+v(t)∥1>0.  相似文献   

3.
The instability property of the standing wave uω(t, x) = eiωtφ(x) for the Klein–Gordon– Hartree equation  相似文献   

4.
This paper is concerned with the Cauchy problem for the nonlinear parabolic equation $${\partial _t}u| = \vartriangle u + F(x,t,u,\nabla u){\text{ in }}{{\text{R}}^N} \times (0,\infty ),{\text{ }}u(x,0) = \varphi (x){\text{ in }}{{\text{R}}^N},$$ , where $$\begin{gathered} N \geqslant 1, \hfill \\ F \in C(R^N \times (0,\infty ) \times R \times R^N ), \hfill \\ \phi \in L^\infty (R^N ) \cap L^1 (R^N ,(1 + |x|^K )dx)forsomeK \geqslant 0 \hfill \\ \end{gathered} $$ . We give a sufficient condition for the solution to behave like a multiple of the Gauss kernel as t → ∞ and obtain the higher order asymptotic expansions of the solution in W 1,q (R N ) with 1 ≤ q ≤ ∞.  相似文献   

5.
The paper gives some solvability conditions of the Dirichlet problem for the second order elliptic equation $$ - div(A(x)\nabla u) + (\bar b(x),\nabla u) - div(\bar c(x)u) + d(x)u = f(x) - divF(x),x \in Q,u|_{\partial Q} = u_0 \in L_2 (\partial Q) $$ in bounded domain Q ? R n (n ≥ 2) with smooth boundary ?QC 1. In particular, it is proved that if the homogeneous problem has only the trivial solution, then for any u 0L 2(?Q) and f, F from the corresponding functional spaces the solution of the non-homogeneous problem exists, from Gushchin’s space $ C_{n - 1} (\bar Q) $ and the following inequality is true: $$ \begin{gathered} \left\| u \right\|_{C_{n - 1} (\bar Q)}^2 + \mathop \smallint \limits_Q r\left| {\nabla u} \right|^2 dx \leqslant \hfill \\ \leqslant C\left( {\left\| {u_0 } \right\|_{L_2 (\partial Q)}^2 + \mathop \smallint \limits_Q r^3 (1 + |\ln r|)^{3/2} f^2 dx + \mathop \smallint \limits_Q r(1 + |\ln r|)^{3/2} |F|^2 dx} \right) \hfill \\ \end{gathered} $$ where r(x) is the distance from a point xQ to the boundary ?Q and the constant C does not depend on u 0, f and F.  相似文献   

6.
In the first part, we investigate the singular BVP \(\tfrac{d} {{dt}}^c D^\alpha u + (a/t)^c D^\alpha u = \mathcal{H}u\) , u(0) = A, u(1) = B, c D α u(t)| t=0 = 0, where \(\mathcal{H}\) is a continuous operator, α ∈ (0, 1) and a < 0. Here, c D denotes the Caputo fractional derivative. The existence result is proved by the Leray-Schauder nonlinear alternative. The second part establishes the relations between solutions of the sequence of problems \(\tfrac{d} {{dt}}^c D^{\alpha _n } u + (a/t)^c D^{\alpha _n } u = f(t,u,^c D^{\beta _n } u)\) , u(0) = A, u(1) = B, \(\left. {^c D^{\alpha _n } u(t)} \right|_{t = 0} = 0\) where a < 0, 0 < β n α n < 1, lim n→∞ β n = 1, and solutions of u″+(a/t)u′ = f(t, u, u′) satisfying the boundary conditions u(0) = A, u(1) = B, u′(0) = 0.  相似文献   

7.
The direct method is applied to the two dimensional Burgers equation with a variable coefficient (u t + uu x ? u xx ) x + s(t)u yy = 0 is transformed into the Riccati equation $H' - \tfrac{1} {2}H^2 + \left( {\tfrac{\rho } {2} - 1} \right)H = 0$ via the ansatz $u\left( {x,y,t} \right) = \tfrac{1} {{\sqrt t }}H(\rho ) + \tfrac{y} {{2\sqrt t }}\rho \left( {x,y,t} \right) = \tfrac{x} {{\sqrt t }} - y$ , provided that s(t) = t ?3/2. Further, a generalized Cole-Hopf transformations $u\left( {x,y,t} \right) = \tfrac{y} {{2\sqrt t }} - \tfrac{2} {{\sqrt t }}\tfrac{{U_\rho (\rho ,r)}} {{U(\rho ,r)}}$ , $\rho \left( {x,y,t} \right) = \tfrac{x} {{\sqrt t }} - y$ , r(t) = log t is derived to linearize (u t + uu x ? u xx ) x + t ?3/2 u yy to the parabolic equation $U_r = U_{\rho \rho } + \left( {\tfrac{\rho } {2} - 1} \right)U_\rho$ .  相似文献   

8.
The following stochastic control problem is considered: to minimize the discounted expected total cost $$J(x;u) = E\int_0^\infty {\exp ( - at)[\phi } (x_l ) + |u_l (x)|]dt,$$ subject todx t =u t (x)dt+dw t ,x 0=x, |u t |≤1, (w t ) a Wiener process, α>0. All bounded by unity, measurable, and nonanticipative functionalsu t (x) of the state processx t are admissible as controls. It is proved that the optimal law is of the form $$\begin{gathered} u_t^* (x) = - 1,x_t > b, \hfill \\ u_t^* (x) = 0,|x_t | \leqslant b, \hfill \\ u_t^* (x) = 1,x_t< - b, \hfill \\ \end{gathered}$$ for some switching pointb > 0, characterized in terms of the function ø(·) through a transcendental equation.  相似文献   

9.
In this paper,we discuss the problem for the nonlinear Schr(?)dinger equation(?)where Ω is the exterior domain of a compact set in B~n,a_j(u)=O(|u|),b_j(u)=O(|u|)(1≤j≤n),c(u)=O(|u|~2)near u=0.If n≥5,some Sobolev norm of u_0(x)is sufficiently small,under suitableassumptions on smoothnessand and compatibility and the shape of Ω,we get that the problem has aunique global solution u(t,x),with the decay estimate‖u(t,·)‖_(L(?)(Ω))=O(t~(-n/4)),‖u(t,·)‖_(L~4(Ω))=O(t~(-n/4)),t→+∞.  相似文献   

10.
In this paper, we will prove the existence of infinitely many solutions for the following elliptic problem with critical Sobolev growth and a Hardy potential: $$-\Delta u-\frac{\mu}{|x|^2}u = |u|^{2^{\ast}-2}u+a u\quad {\rm in}\;\Omega,\quad u=0 \quad {\rm on}\; \partial\Omega,\qquad (*)$$ under the assumptions that N ≥ 7, ${\mu\in \left[0,\frac{(N-2)^2}4-4\right)}$ and a > 0, where ${2^{\ast}=\frac{2N}{N-2}}$ , and Ω is an open bounded domain in ${\mathbb{R}^N}$ which contains the origin. To achieve this goal, we consider the following perturbed problem of (*), which is of subcritical growth, $$-\Delta u-\frac{\mu}{|x|^2}u = |u|^{2^{\ast}-2-\varepsilon_n}u+au \quad {\rm in}\,\Omega, \quad u=0 \quad {\rm on}\;\partial\Omega,\qquad(\ast\ast)_n$$ where ${\varepsilon_{n} > 0}$ is small and ${\varepsilon_n \to 0}$ as n → + ∞. By the critical point theory for the even functionals, for each fixed ${\varepsilon_{n} > 0}$ small, (**) n has a sequence of solutions ${u_{k,\varepsilon_{n}} \in H^{1}_{0}(\Omega)}$ . We obtain the existence of infinitely many solutions for (*) by showing that as n → ∞, ${u_{k,\varepsilon_{n}}}$ converges strongly in ${H^{1}_{0}(\Omega)}$ to u k , which must be a solution of (*). Such a convergence is obtained by applying a local Pohozaev identity to exclude the possibility of the concentration of ${\{u_{k,\varepsilon_n}\}}$ .  相似文献   

11.
We consider the Cauchy problem for the nonlinear Schrödinger equations $ \begin{array}{l} iu_t + \triangle u \pm |u|^{p-1}u =0, \qquad x \in \mathbb{R}^d, \quad t \in \mathbb{R} \\ u(x,0)= u_0(x), \qquad x \in \mathbb{R}^d \end{array} $ for 1 < p < 1 + 4/d and prove that there is a ${\rho (p ,d) \in (1,2)}We consider the Cauchy problem for the nonlinear Schr?dinger equations
l iut + \triangle u ±|u|p-1u = 0,        x ? \mathbbRd,     t ? \mathbbR u(x,0) = u0(x),        x ? \mathbbRd \begin{array}{l} iu_t + \triangle u \pm |u|^{p-1}u =0, \qquad x \in \mathbb{R}^d, \quad t \in \mathbb{R} \\ u(x,0)= u_0(x), \qquad x \in \mathbb{R}^d \end{array}  相似文献   

12.
We consider in this paper the existence and the asymptotic behavior of positive ground state solutions of the boundary value problem $${-}\Delta u = a_{1}(x)u^{\alpha_{1}} + a_{2}(x) u^{\alpha_{2}}\,\, {\rm in}\,\, \mathbb{R}^{n}, \lim_{|x| \rightarrow \infty} u(x) = 0$$ , where α 1, α 2 < 1 and a 1, a 2 are nonnegative functions in ${C^{\gamma}_{loc}} (\mathbb{R}^{n})$ , ${0 < \gamma < 1}$ , satisfying some appropriate assumptions related to Karamata regular variation theory.  相似文献   

13.
This paper deals with decay properties for the solutions of a large class of ordinary differential systems, with time dependent restoring potential, which include the system $$\left({\left|{u\prime}\right|^{\mu - 2} u\prime}\right)\prime+\beta_1 t^{\theta_{\text{1}}}\left|{u\prime}\right|^{\mu-2}u\prime+\beta_2 t^{\theta_{\text{2}}}\left|{u\prime}\right|^{m-2}u\prime+ct^v\left|u\right|^{p-2}u=0,$$ t ε [T, ∞), u : [T, ∞) → $\mathbb{R}^N$ , 1 < µ < m, ν ≥ 0, c0, β10, β2 ≥ 0, -1 ≤ θ1 < µ+ν-1, θ2 < m + ν - 1, and the nonlinear system $$Lu+T\left( t \right)u\prime+V\left( {t,u\prime } \right)+t^\nu Su=e\left(t\right),$$ where L and S are positive definite matrices, T is a skew-symmetric matrix continuous function, V is a quasilinear replacement of a linear resistive term R(t)u′ and e is continuous. We prove various types of decay properties to zero for the solutions in the first case and exponential decay for the difference of two solutions, under suitable assumptions, in the second one.  相似文献   

14.
In a bounded domain of the n -dimensional (n?2) space one considers a class of degenerate quasilinear elliptic equations, whose model is the equation $$\sum\limits_{i = 1}^n {\frac{{\partial F}}{{\partial x_i }}} (a^{\ell _i } (u)\left| {u_{x_i } } \right|^{m_i - 2} u_{x_i } ) = f(x),$$ where x =(x1,..., xr), li?0, mi>1, the function f is summable with some power, the nonnegative continuous function a(u) vanishes at a finite number of points and satisfies \(\frac{{lim}}{{\left| u \right| \to \infty }}a(u) > 0\) . One proves the existence of bounded generalized solutions with a finite integral $$\int\limits_\Omega {\sum\limits_{i = 1}^n {a^{\ell _i } (u)\left| {u_{x_i } } \right|^{m_i } dx} }$$ of the Dirichlet problem with zero boundary conditions.  相似文献   

15.
In this paper, we are concerned with the multibump solutions for the following quasilinear Schrödinger system in ${\mathbb{R}^N}$ : $$\left\{\begin{array}{ll}-\Delta{u} + \lambda{a(x)u} - \frac{1}{2}(\Delta|u|^2)u = \frac{2\alpha}{\alpha + \beta}|u|^{\alpha-2}|\upsilon|^\beta u, \\-\Delta{\upsilon} + \lambda{b(x)\upsilon} - \frac{1}{2}(\Delta|\upsilon|^2)\upsilon = \frac{2\beta}{\alpha + \beta}|u|^\alpha|\upsilon|^{\beta-2} \upsilon, \\u(x) \rightarrow 0, \upsilon(x) \rightarrow 0 \quad as|x| \rightarrow \infty,\end{array}\right.$$ where λ > 0 is a parameter, α, β > 2 satisfying αβ < 2 · 2*, here ${2^{*} = \frac{2N}{N-2}}$ is the critical Sobolev exponent for ${N \geq 3}$ and a(x), b(x) are nonnegative potentials. Using variational methods, we prove that if the zero sets of a(x) and b(x) have several common isolated connected components ${\Omega_{1}, . . . ,\Omega_{k}}$ such that the interior of ${\Omega_{i} (i = 1, 2, . . . , k)}$ is not empty and ${\partial\Omega_{i} (i = 1, 2, . . . , k)}$ is smooth, then for λ sufficiently large, the system admits, for any nonempty subset ${J \subset \{1, 2, . . . , k\}}$ , a solution which is trapped in a neighborhood of ${\cup_{j\epsilon{J}} \Omega_{j}}$ .  相似文献   

16.
In a bounded simple connected region G ? ?3 we consider the equation $$L\left[ u \right]: = k\left( z \right)\left( {u_{xx} + u_{yy} } \right) + u_{zz} + d\left( {x,y,z} \right)u = f\left( {x,y,z} \right)$$ where k(z)? 0 whenever z ? 0.G is surrounded forz≥0 by a smooth surface Γ0 with S:=Γ0 ? {(x,y,z)|=0} and forz<0 by the characteristic \(\Gamma _2 :---(x^2 + y^2 )^{{\textstyle{1 \over 2}}} + \int\limits_z^0 {(---k(t))^{{\textstyle{1 \over 2}}} dt = 0} \) and a smooth surface Γ1 which intersect the planez=0 inS and where the outer normal n=(nx, ny, nz) fulfills \(k(z)(n_x^2 + n_y^2 ) + n_z^2 |_{\Gamma _1 } > 0\) . Under conditions on Γ1 and the coefficientsk(z), d(x,y,z) we prove the existence of weak solutions for the boundary value problemL[u]=f inG with \(u|_{\Gamma _0 \cup \Gamma _1 } = 0\) . The uniqueness of the classical solution for this problem was proved in [1].  相似文献   

17.
Let \({A=\{x\in \mathbb{R}^{2m}: 0 < a < |x| < b\}}\) be an annulus. We consider the following singularly perturbed elliptic problem on A $$\left\{\begin{array}{lll}-\varepsilon ^2{\Delta u} + |x|^{\eta}u =|x|^{\eta}u^p, \quad {\rm in} A,\\ u > 0, \quad \quad \quad \quad \quad \quad \quad {\rm in} A, \\ u=0, \quad \quad \quad \quad \quad \quad \quad {\rm on}\partial A,\end{array}\right. $$ where \({1 < p < \frac{m+3}{m-1}}\) . We shall prove the existence of a positive solution \({u_\epsilon }\) which concentrates on two different orthogonal spheres of dimension (m?1) as \({\varepsilon \to 0}\) . We achieve this by studying a reduced problem on an annular domain in \({\mathbb{R}^{m+1}}\) and analysing the profile of a two point concentrating solution in this domain.  相似文献   

18.
In this paper, we consider the nonlocal problem of the form ut-Δu = (λe-u)/(∫Ωe-udx)2,x ∈Ω, t0 and the associated nonlocal stationary problem -Δv = (λe-v)/(∫Ωe-vdx)2, x ∈Ω,where λ is a positive parameter. For Ω to be an annulus, we prove that the nonlocal stationary problemhas a unique solution if and only if λ 2| Ω| 2 , and for λ = 2|Ω|2, the solution of the nonlocal parabolic problem grows up globally to infinity as t →∞.  相似文献   

19.
We consider integral functionals in which the density has growth p i with respect to ${\frac{\partial u}{\partial x_i}}$ , like in $$\int\limits_{\Omega}\left( \left| \frac{\partial u}{\partial x_1}(x) \right|^{p_1} + \left|\frac{\partial u}{\partial x_2}(x)\right|^{p_2} + \cdots + \left|\frac{\partial u}{\partial x_n}(x) \right|^{p_n} \right) dx.$$ We show that higher integrability of the boundary datum forces minimizer to be more integrable.  相似文献   

20.
This paper deals with the initial value problem of type $$\begin{array}{ll} \qquad \frac{\partial u}{\partial t} = \mathcal{L} u := \sum \limits^3_{i=0} A^{(i)} (t, x) \frac{\partial u}{\partial x_{i}} + B(t, x)u + C(t, x)\\ u (0, x) = u_{0}(x)\end{array}$$ in the space of generalized regular functions in the sense of Quaternionic Analysis satisfying the differential equation $$\mathcal{D}_{\lambda}u := \mathcal{D} u + \lambda u = 0,$$ where ${t \in [0, T]}$ is the time variable, x runs in a bounded and simply connected domain in ${\mathbb{R}^{4}, \lambda}$ is a real number, and ${\mathcal{D}}$ is the Cauchy-Fueter operator. We prove necessary and sufficient conditions on the coefficients of the operator ${\mathcal{L}}$ under which ${\mathcal{L}}$ is associated with the operator ${\mathcal{D}_{\lambda}}$ , i.e. ${\mathcal{L}}$ transforms the set of all solutions of the differential equation ${\mathcal{D}_{\lambda}u = 0}$ into solutions of the same equation for fixedly chosen t. This criterion makes it possible to construct operators ${\mathcal{L}}$ for which the initial value problem is uniquely soluble for an arbitrary initial generalized regular function u 0 by the method of associated spaces constructed by W. Tutschke (Teubner Leipzig and Springer Verlag, 1989) and the solution is also generalized regular for each t.  相似文献   

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