Forward–backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs

We obtain an existence and uniqueness theorem for fully coupled forward–backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial integro-differential equation (PIDE), and provide the explicit form of the FBSDE solution. Moreover, we embed the associated PIDE into a suitable class of non-local quasilinear parabolic PDEs which allows us to extend the methodology of Ladyzhenskaya et al. (1968) to non-local PDEs of this class. Namely, we obtain the existence and uniqueness of a classical solution to both the Cauchy problem and the initial–boundary value problem for non-local quasilinear parabolic second-order PDEs.     

Optimal control of the bidomain system (I): The monodomain approximation with the Rogers-McCulloch model

For the monodomain approximation of the bidomain equations, a weak solution concept is proposed. We analyze it for the FitzHugh-Nagumo and the Rogers-McCulloch ionic models, obtaining existence and uniqueness theorems. Subsequently, we investigate optimal control problems subject to the monodomain equations. After proving the existence of global minimizers, the system of the first-order necessary optimality conditions is rigorously characterized. For the adjoint system, we prove an existence and regularity theorem as well.     

On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case

We prove a result of existence and uniqueness of solutions to forward–backward stochastic differential equations, with non-degeneracy of the diffusion matrix and boundedness of the coefficients as functions of x as main assumptions.This result is proved in two steps. The first part studies the problem of existence and uniqueness over a small enough time duration, whereas the second one explains, by using the connection with quasi-linear parabolic system of PDEs, how we can deduce, from this local result, the existence and uniqueness of a solution over an arbitrarily prescribed time duration. Improving this method, we obtain a result of existence and uniqueness of classical solutions to non-degenerate quasi-linear parabolic systems of PDEs.This approach relaxes the regularity assumptions required on the coefficients by the Four-Step scheme.     

Linear and quasilinear parabolic equations in Sobolev space

We consider linear parabolic equations of second order in a Sobolev space setting. We obtain existence and uniqueness results for such equations on a closed two-dimensional manifold, with minimal assumptions about the regularity of the coefficients of the elliptic operator. In particular, we derive a priori estimates relating the Sobolev regularity of the coefficients of the elliptic operator to that of the solution. The results obtained are used in conjunction with an iteration argument to yield existence results for quasilinear parabolic equations.     

Discrete and continuous maximum principles for parabolic and elliptic operators

The major qualitative properties of linear parabolic and elliptic operators/PDEs are the different maximum principles (MPs). Another important property is the stabilization property (SP), which connects these two types of operators/PDEs. This means that under some assumptions the solution of the parabolic PDE tends to an equilibrium state when t→∞, which is the solution of the corresponding elliptic PDE. To solve PDEs we need to use some numerical methods, and it is a natural requirement that these qualitative properties are preserved on the discrete level. In this work we investigate this question when a two-level discrete mesh operator is used as the discrete model of the parabolic operator (which is a one-step numerical procedure for solving the parabolic PDE) and a matrix as a discrete elliptic operator (which is a linear algebraic system of equations for solving the elliptic PDE). We clarify the relation between the discrete parabolic maximum principle (DPMP), the discrete elliptic maximum principle (DEMP) and the discrete stabilization property (DSP). The main result is that the DPMP implies the DSP and the DEMP.     

A multiresolution space‐time adaptive scheme for the bidomain model in electrocardiology

The bidomain model of electrical activity of myocardial tissue consists of a possibly degenerate parabolic PDE coupled with an elliptic PDE for the transmembrane and extracellular potentials, respectively. This system of two scalar PDEs is supplemented by a time‐dependent ODE modeling the evolution of the gating variable. In the simpler subcase of the monodomain model, the elliptic PDE reduces to an algebraic equation. Since typical solutions of the bidomain and monodomain models exhibit wavefronts with steep gradients, we propose a finite volume scheme enriched by a fully adaptive multiresolution method, whose basic purpose is to concentrate computational effort on zones of strong variation of the solution. Time adaptivity is achieved by two alternative devices, namely locally varying time stepping and a Runge‐Kutta‐Fehlberg‐type adaptive time integration. A series of numerical examples demonstrates that these methods are efficient and sufficiently accurate to simulate the electrical activity in myocardial tissue with affordable effort. In addition, the optimal choice of the threshold for discarding nonsignificant information in the multiresolution representation of the solution is addressed, and the numerical efficiency and accuracy of the method is measured in terms of CPU time speed‐up, memory compression, and errors in different norms. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

A Free Boundary Problem for an Elliptic–Parabolic System: Application to a Model of Tumor Growth

Abstract

In this article, we study a free boundary problem for a system of two partial differential equations, one parabolic and other elliptic. The system models the growth of a tumor with arbitrary initial shape. We establish the existence and uniqueness of a solution for some time interval. In the special case where we only have the elliptic equation, the problem coincides with the Hele–Shaw problem.     

A parabolic–hyperbolic system modeling the tumor growth with angiogenesis

In this paper, we study the parabolic–hyperbolic system about the growth of a tumor. The model is a coupled system of PDEs with Robin boundary, which involves nutrient density, extracellular matrix and matrix degrading enzyme. By transforming the free boundary into a fixed boundary and using strict mathematical analysis, we can prove the existence and uniqueness of the radially symmetric stationary solution. By the fixed point theorem, we obtain the existence and uniqueness of the radially symmetric solution globally in time.     

Optimal control of the bidomain system (II): uniqueness and regularity theorems for weak solutions

Motivated by the study of related optimal control problems, weak and strong solution concepts for the bidomain system together with two-variable ionic models are analyzed. A key ingredient for the analysis is the bidomain bilinear form. Global existence of weak and strong solutions as well as stability and uniqueness theorems is proven.     

Global L theory and regularity for the 3D nonlinear Wigner-Poisson-Fokker-Planck system

A global existence, uniqueness and regularity theorem is proved for the simplest Markovian Wigner-Poisson-Fokker-Planck model incorporating friction and dissipation mechanisms. The proof relies on Green function and energy estimates under mild formulation, making essential use of the Husimi function and the elliptic regularization of the Fokker-Planck operator.     

Global existence for a 1D parabolic–elliptic model for chemical aggression in permeable materials

We prove the global existence and uniqueness of smooth solutions to a nonlinear system of parabolic–elliptic equations, which describes the chemical aggression of a permeable material, like calcium carbonate rocks, in the presence of acid atmosphere. This model applies when convective flows are not negligible, due to the high permeability of the material. The global (in time) result is proven by using a weak continuation principle for the local solutions.     

An efficient approach for the numerical solution of the Monge-Ampère equation

In this paper, we present a new method to compute the numerical solution of the elliptic Monge-Ampère equation. This method is based on solving a parabolic Monge-Ampère equation for the steady state solution. We study the problem of global existence, uniqueness, and convergence of the solution of the fully nonlinear parabolic PDE to the unique solution of the elliptic Monge-Ampère equation. Some numerical experiments are presented to show the convergence and the regularity of the numerical solution.     

Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises

We study a strongly elliptic partial differential operator with time-varying coeffcient in a parabolic diagonalizable stochastic equation driven by fractional noises. Based on the existence and uniqueness of the solution, we then obtain a kernel estimator of time-varying coeffcient and the convergence rates. An example is given to illustrate the theorem.     

A Smooth Regularization of the Projection Formula for Constrained Parabolic Optimal Control Problems

We present a smooth, that is, differentiable regularization of the projection formula that occurs in constrained parabolic optimal control problems. We summarize the optimality conditions in function spaces for unconstrained and control-constrained problems subject to a class of parabolic partial differential equations. The optimality conditions are then given by coupled systems of parabolic PDEs. For constrained problems, a non-smooth projection operator occurs in the optimality conditions. For this projection operator, we present in detail a regularization method based on smoothed sign, minimum and maximum functions. For all three cases, that is, (1) the unconstrained problem, (2) the constrained problem including the projection, and (3) the regularized projection, we verify that the optimality conditions can be equivalently expressed by an elliptic boundary value problem in the space-time domain. For this problem and all three cases we discuss existence and uniqueness issues. Motivated by this elliptic problem, we use a simultaneous space-time discretization for numerical tests. Here, we show how a standard finite element software environment allows to solve the problem and, thus, to verify the applicability of this approach without much implementation effort. We present numerical results for an example problem.     

Optimal space–time adaptive wavelet methods for degenerate parabolic PDEs

We analyze parabolic PDEs with certain type of weakly singular or degenerate time-dependent coefficients and prove existence and uniqueness of weak solutions in an appropriate sense. A localization of the PDEs to a bounded spatial domain is justified. For the numerical solution a space?Ctime wavelet discretization is employed. An optimality result for the iterative solution of the arising systems can be obtained. Finally, applications to fractional Brownian motion models in option pricing are presented.     

Norm behaviour of solutions to a parabolic–elliptic system modelling chemotaxis in a domain of ℝ3

In this paper, we study a parabolic–elliptic system defined on a bounded domain of ?³, which comes from a chemotactic model. We first prove the existence and uniqueness of local in time solution to this problem in the Sobolev spaces framework, then we study the norm behaviour of solution, which may help us to determine the blow‐up norm of the maximal solution. Copyright © 2004 John Wiley & Sons, Ltd.     

A mathematical analysis of an age-space-structured autosomal diploid population dynamics model with random mating and females' pregnancy

We discuss a deterministic model of the age-structured autosomal polylocal multiallelic diploid population dynamics that takes into account random mating of sexes, females' pregnancy, and its dispersal in the whole space. This model generalizes the previous one by taking into account the spatial dispersal whose mechanism is described by the general linear elliptic differential operator of the second order. The population consists of male, single (nonfertilized) female, and fertilized female subclasses. Using the fundamental solution method for the uniformly parabolic second-order differential operator with bounded Hölder continuous coefficients, we prove the existence and uniqueness theorem for the classic solution of the Cauchy problem for this model. In the case where dispersal moduli of fertilized females do not depend on the age of mated males, we analyze the population growth and decay. Mutation is not consisdered in this paper.     

The Geometric Measure Theoretical Characterization of Viscosity Solutions to Parabolic Monge-Ampere Type Equation

By an involved approach a geometric measure theory is established for parabolic Monge-Ampère operator acting on convex-monotone functions, the theory bears complete analogy with Aleksandrov's classical ones for elliptic Monge-Ampère operator acting on convex functions. The identity of solutions in weak and viscosity sense to parabolic Monge-Ampère equation is proved. A general result on existence and uniqueness of weak solution to BVP for this equation is also obtained.     

On well-posedness of semilinear parabolic and elliptic problems in the hyperbolic space

We investigate existence and uniqueness of solutions to semilinear parabolic and elliptic equations in bounded domains of the n-dimensional hyperbolic space (n?3). Lp→Lq estimates for the semigroup generated by the Laplace-Beltrami operator are obtained and then used to prove existence and uniqueness results for parabolic problems. Moreover, under proper assumptions on the nonlinear function, we establish uniqueness of positive classical solutions and nonuniqueness of singular solutions of the elliptic problem; furthermore, for the corresponding semilinear parabolic problem, nonuniqueness of weak solutions is stated.     

Boundary-value problem for degenerate parabolic equation of high order with varying time direction

In the present paper we investigate a boundary-value problem for a forward-backward parabolic equation in a rectangular domain and prove the existence of unique regular solution to this problem. The proof of the uniqueness of the solution is based on the spectral method, and in the proof of existence of solution we use the method of separation of variables. In the introduction we give a survey of related works.