Propagation of chaos and fluctuations for a moderate model with smooth initial data

In this paper, we are interested in a stochastic differential equation which is nonlinear in the following sense: both the diffusion and the drift coefficients depend locally on the density of the time marginal of the solution. When the law of the initial data has a smooth density with respect to Lebesgue measure, we prove existence and uniqueness for this equation. Under more restrictive assumptions on the density, we approximate the solution by a system of n moderately interacting diffusion processes and obtain a trajectorial propagation of chaos result. Finally, we study the fluctuations associated with the convergence of the empirical measure of the system to the law of the solution of the nonlinear equation. In this situation, the convergence rate is different from √n.     

Improved intermediate asymptotics for the heat equation

This letter is devoted to results on intermediate asymptotics for the heat equation. We study the convergence towards a stationary solution in self-similar variables. By assuming the equality of some moments of the initial data and of the stationary solution, we get improved convergence rates using entropy/entropy-production methods. We establish the equivalence of the exponential decay of the entropies with new, improved functional inequalities in restricted classes of functions. This letter is the counterpart in a linear framework of a recent work on fast diffusion equations; see Bonforte et al. (2009) [18]. The results extend to the case of a Fokker–Planck equation with a general confining potential.     

On the convergence of a Jacobi-type algorithm for singly linearly-constrained problems subject to simple bounds

In this work we define a block decomposition Jacobi-type method for nonlinear optimization problems with one linear constraint and bound constraints on the variables. We prove convergence of the method to stationary points of the problem under quite general assumptions.     

On a nonlinear renewal equation with diffusion

In this paper, we consider a nonlinear age structured McKendrick–von Foerster population model with diffusion term. Here we prove existence and uniqueness of the solution of the equation. We consider a particular type of nonlinearity in the renewal term and prove Generalized Relative Entropy type inequality. Longtime behavior of the solution has been addressed for both linear and nonlinear versions of the equation. In linear case, we prove that the solution converges to the first eigenfunction with an exponential rate. In nonlinear case, we have considered a particular type of nonlinearity that is present in the mortality term in which we can predict the longtime behavior. Copyright © 2015 John Wiley & Sons, Ltd.     

Discontinuous Galerkin and multiscale variational schemes for a coupled damped nonlinear system of Schrödinger equations

In this article, we study a streamline diffusion‐based discontinuous Galerkin approximation for the numerical solution of a coupled nonlinear system of Schrödinger equations and extend the resulting method to a multiscale variational scheme. We prove stability estimates and derive optimal convergence rates due to the maximal available regularity of the exact solution. In the weak formulation, to make the underlying bilinear form coercive, it was necessary to supply the equation system with an artificial viscosity term with a small coefficient of order proportional to a power of mesh size. We justify the theory by implementing an example of an application of the time‐dependent Schrödinger equation in the coupled ultrafast laser. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Approximation by an iterative method of a low‐Mach model with temperature dependent viscosity

In this work, we prove the existence and the uniqueness of the strong solution of a low‐Mach model, for which the dynamic viscosity of the fluid is a given function of its temperature. The method is based on the convergence study of a sequence towards the solution, for which the rates are also given. The originality of the approach is to consider the system in terms of the temperature and the velocity, leading to a nonlinear temperature equation and the development of some specific tools and results.     

Stability of stationary solutions for the non-isentropic Euler-Maxwell system in the whole space

In this paper we discuss the asymptotic stability of stationary solutions for the non-isentropic Euler-Maxwell system in R³. It is known in the authors’ previous works [17, 18, 19] that the Euler-Maxwell system verifies the decay property of the regularity-loss type. In this paper we first prove the existence and uniqueness of a small stationary solution. Then we show that the non-stationary problemhas a global solution in a neighborhood of the stationary solution under smallness condition on the initial perturbation. Moreover, we show the asymptotic convergence of the solution toward the stationary solution as time tends to infinity. The crucial point of the proof is to derive a priori estimates by using the energy method.     

Local‐in‐Time Existence and Uniqueness of Solutions to the Prandtl Equations by Energy Methods

We prove local existence and uniqueness for the two‐dimensional Prandtl system in weighted Sobolev spaces under Oleinik's monotonicity assumption. In particular we do not use the Crocco transform or any change of variables. Our proof is based on a new nonlinear energy estimate for the Prandtl system. This new energy estimate is based on a cancellation property that is valid under the monotonicity assumption. To construct the solution, we use a regularization of the system that preserves this nonlinear structure. This new nonlinear structure may give some insight into the convergence properties from the Navier‐Stokes system to the Euler system when the viscosity goes to 0. © 2015 Wiley Periodicals, Inc.     

Convergence of solutions of von Karman evolution equations to equilibria

We consider von Karman evolution equations with nonlinear interior dissipation and with clamped boundary conditions. Under some conditions we prove that every energy solution converges to a stationary solution and establish a rate of convergence. Earlier this result was known in the case when the set of equilibria was finite and hyperbolic. In our argument we use the fact that the von Karman nonlinearity is analytic on an appropriate space and apply the Lojasiewicz–Simon method in the form suggested by A. Haraux and M. Jendoubi.     

Numerical analysis and iteration acceleration of a fully implicit scheme for nonlinear diffusion problem with second‐order time evolution

Fully implicit schemes with second‐order time evolutions have been applied to simulate nonlinear diffusion problems precisely for a long time, but there is seldom theoretical study for either their convergence properties or efficient iterations. Here, a second‐order time evolution fully implicit scheme for two‐dimensional nonlinear divergence diffusion problem is analyzed. The unique existence of its solution is given. Two new methods are provided to prove its convergence, including entire inductive hypothesis reasoning and a two‐step reasoning process. Rigorous analysis shows the scheme is stable; its solution has second‐order convergence in both space and time to the exact solution of the problem. The convergence is applied to analyze a Newton iteration accelerating the computation and show its quadratic convergent speed and second‐order accuracy. The reasoning techniques also adapt to first‐order time accuracy schemes, and can be extended to analyze a wide class of nonlinear schemes for nonlinear problems. Numerical tests highlight the theoretical results and demonstrate the high performance of the algorithms. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 121–140, 2016     

Homogenization of a stochastic nonlinear reaction–diffusion equation with a large reaction term: The almost periodic framework

Homogenization of a stochastic nonlinear reaction–diffusion equation with a large nonlinear term is considered. Under a general Besicovitch almost periodicity assumption on the coefficients of the equation we prove that the sequence of solutions of the said problem converges in probability towards the solution of a rather different type of equation, namely, the stochastic nonlinear convection–diffusion equation which we explicitly derive in terms of appropriate functionals. We study some particular cases such as the periodic framework, and many others. This is achieved under a suitable generalized concept of $\Sigma$-convergence for stochastic processes.     

Large‐time behavior of a two‐scale semilinear reaction–diffusion system for concrete sulfatation

We study the large‐time behavior of (weak) solutions to a two‐scale reaction–diffusion system coupled with a nonlinear ordinary differential equations modeling the partly dissipative corrosion of concrete (or cement)‐based materials with sulfates. We prove that as t → ∞ , the solution to the original two‐scale system converges to the corresponding two‐scale stationary system. To obtain the main result, we make use essentially of the theory of evolution equations governed by subdifferential operators of time‐dependent convex functions developed combined with a series of two‐scale energy‐like time‐independent estimates. Copyright © 2014 John Wiley & Sons, Ltd.     

Convergence and error bound analysis for the space‐time CESE method

In this work, we study the convergence behavior of a recently developed space‐time conservation element and solution element method for solving conservation laws. In particular, we apply the method to a one‐dimensional time‐dependent convection‐diffusion equation possibly with high Peclet number. We prove that the scheme converges and we obtain an error bound. This method performs well even for strong convection dominance over diffusion with good long‐time accuracy. Numerical simulations are performed to verify the results. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 64–78, 2001     

Convergence of the Grünwald–Letnikov scheme for time-fractional diffusion

Using bivariate generating functions, we prove convergence of the Grünwald–Letnikov difference scheme for the fractional diffusion equation (in one space dimension) with and without central linear drift in the Fourier–Laplace domain as the space and time steps tend to zero in a well-scaled way. This implies convergence in distribution (weak convergence) of the discrete solution towards the probability of sojourn of a diffusing particle. The difference schemes allow also interpretation as discrete random walks. For fractional diffusion with central linear drift we show that in the Fourier–Laplace domain the limiting ordinary differential equation coincides with that for the solution of the corresponding diffusion equation.     

Convergence of an implicit Voronoi finite volume method for reaction–diffusion problems

We investigate the convergence of an implicit Voronoi finite volume method for reaction–diffusion problems including nonlinear diffusion in two space dimensions. The model allows to handle heterogeneous materials and uses the chemical activities of the involved species as primary variables. The numerical scheme works with boundary conforming Delaunay meshes and preserves positivity and the dissipative property of the continuous system. Starting from a result on the global stability of the scheme (uniform, mesh‐independent global upper, and lower bounds), we prove strong convergence of the chemical activities and their gradients to a weak solution of the continuous problem. To illustrate the preservation of qualitative properties by the numerical scheme, we present a long‐term simulation of the Michaelis–Menten–Henri system. Especially, we investigate the decay properties of the relative free energy over several magnitudes of time, and obtain experimental orders of convergence for this quantity. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 141–174, 2016     

On monotone Abel-Volterra integral equations on the half line

Summary In this paper we reanalyze the trapezoidal method for the solution of nonlinear Abel-Volterra integral equations on the half line. We prove the convergence of the method in the uniform norm, provided the nonlinearity is Lipschitz-continuous and strictly monotone.Research supported in part by the United States Army under contracts DAAG29-83-K-0109 and DAAG 29-85-G-0009     

Global existence and large time behavior of solutions for the bipolar quantum hydrodynamic models in the quarter plane

In this paper, we discuss a bipolar transient quantum hydrodynamic model for charge density, current density, and electric field in the quarter plane. This model takes the form of a classical Euler–Poisson system with the additional dispersion terms caused by the quantum (Bohn) potential. We show global existence of smooth solutions for the initial boundary value problem when the initial data are near the nonlinear diffusive waves, which are different from the steady state. We also show the asymptotical behavior of the global smooth solution towards the nonlinear diffusive waves and obtain the algebraic decay rates. These results are proved by elaborate energy methods. Finally, using the Fourier analysis, we obtain the optimal convergence rates of the solutions towards the nonlinear diffusion waves. As far as we known, this is the first result about the initial boundary value problem of the one‐dimensional bipolar quantum hydrodynamic model in the quarter plane. Copyright © 2013 John Wiley & Sons, Ltd.     

Convergence of semi-discrete approximations of Benney equations

In the first part of this Note we study the numerical approximation of Benney equations in the long wave-short wave resonance case. We prove the convergence of a finite-difference semi-discrete scheme in the energy space. In the second part of the Note we consider the semi-discretization of a quasilinear version of Benney equations. We prove the convergence of a finite-difference semi-discrete Lax–Friedrichs type scheme towards a weak entropy solution of the Cauchy problem. To cite this article: P. Amorim, M. Figueira, C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

一个肿瘤生长自由边界问题解的渐近性态

该文研究根据Byrne和Chaplain的思想建立的一个描述抑制物作用下无坏死核肿瘤生长的数学模型, 这个模型是一个非线性反应扩散方程组的自由边界问题. 作者运用反应扩散方程理论中的上下解方法结合自由边界问题的迭代技巧, 研究了解的渐近性态, 在营养物消耗函数f、抑制物消耗函数g和肿瘤细胞繁衍函数S的一些一般条件下,证明当常数c₁,c₂(肿瘤细胞分裂速率和营养物、抑制物扩散速率的比值)都非常小时,在一定的初边值条件下肿瘤趋于消失,在另外一些初边值条件下肿瘤半径趋于一个常数,进而时变解将趋于一个稳态解.     

Mean‐Field Evolution of Fermionic Mixed States

In this paper we study the dynamics of fermionic mixed states in the mean‐field regime. We consider initial states that are close to quasi‐free states and prove that, under suitable assumptions on the initial data and on the many‐body interaction, the quantum evolution of such initial data is well approximated by a suitable quasi‐free state. In particular, we prove that the evolution of the reduced one‐particle density matrix converges, as the number of particles goes to infinity, to the solution of the time‐dependent Hartree‐Fock equation. Our result holds for all times and gives effective estimates on the rate of convergence of the many‐body dynamics towards the Hartree‐Fock evolution.© 2015 Wiley Periodicals, Inc.