Global existence and asymptotic behavior of classical solutions of quasilinear hyperbolic systems with linearly degenerate characteristic fields

In this paper, we study the global existence and the asymptotic behavior of classical solution of the Cauchy problem for quasilinear hyperbolic system with constant multiple and linearly degenerate characteristic fields. We prove that the global C¹ solution exists uniquely if the BV norm of the initial data is sufficiently small. Based on the existence result on the global classical solution, we show that, when the time t tends to the infinity, the solution approaches a combination of C¹ traveling wave solutions. Finally, we give an application to the equation for time-like extremal surfaces in the Minkowski space-time R1+n.     

A note on the asymptotic behavior of global classical solutions of diagonalizable quasilinear hyperbolic systems

This paper is concerned with the asymptotic behavior of global classical solutions of diagonalizable quasilinear hyperbolic systems with linearly degenerate characteristic fields. On the basis of the existence result for the global classical solution, we prove that when t tends to the infinity, the solution approaches a combination of C¹ traveling wave solutions, provided that the C¹ norm and the BV norm of the initial data are bounded but possibly large. In contrast to former results obtained by Liu and Zhou [J. Liu, Y. Zhou, Asymptotic behaviour of global classical solutions of diagonalizable quasilinear hyperbolic systems, Math. Methods Appl. Sci. 30 (2007) 479-500], ours do not require their assumption that the system is rich in the sense of Serre. Applications include that to the one-dimensional Born-Infeld system arising in string theory and high energy physics.     

Global existence of BV solutions and relaxation limit for a model of multiphase reactive flow

We consider a strictly hyperbolic system of balance laws in one space variable, that represents a simple model for a fluid flow in the presence of phase transitions. The state variables are specific volume, velocity and mass-density fraction λ of the vapor in the fluid. A reactive source term drives the dynamics of the phase mixtures; such a term depends on a relaxation parameter and involves an equilibrium pressure, allowing for metastable states.First we prove the global existence of weak solutions to the Cauchy problem, where the initial datum for λ is close either to 0 or 1 (the pure phases) and has small total variation, while the initial variations of pressure and velocity are not necessarily small. Then we consider the relaxation limit and prove that the weak solutions of the full system converge to those of the reduced system.     

Long time behavior of classical solutions to the generalized Goursat problem of quasilinear hyperbolic systems

We investigate the existence of a global classical solution to the generalized Goursat problem. Under some degenerate assumptions of boundary conditions, we prove that the solution approaches a combination of Lipschitz continuous and a piecewise C¹ traveling wave solution.     

Random modulation of solitons for the stochastic Korteweg–de Vries equation

We study the asymptotic behavior of the solution of a Korteweg–de Vries equation with an additive noise whose amplitude ε   tends to zero. The noise is white in time and correlated in space and the initial state of the solution is a soliton solution of the unperturbed Korteweg–de Vries equation. We prove that up to times of the order of 1/ε²$1/{\epsilon }^2$, the solution decomposes into the sum of a randomly modulated soliton, and a small remainder, and we derive the equations for the modulation parameters. We prove in addition that the first order part of the remainder converges, as ε tends to zero, to a Gaussian process, which satisfies an additively perturbed linear equation.     

On the stochastic Benjamin-Ono equation

We discuss the Cauchy problem for the stochastic Benjamin-Ono equation in the function class Hs(R), s>3/2. When there is a zero-order dissipation, we also establish the existence of an invariant measure with support in H²(R). Many authors have discussed the Cauchy problem for the deterministic Benjamin-Ono equation. But our results are new for the stochastic Benjamin-Ono equation. Our goal is to extend known results for the deterministic equation to the stochastic equation.     

A phase transition for a stochastic PDE related to the contact process

Summary We consider the one-dimensional heat equation, with a semilinear term and with a nonlinear white noise term. R. Durrett conjectured that this equation arises as a weak limit of the contact process with longrange interactions. We show that our equation possesses a phase transition. To be more precise, we assume that the initial function is nonnegative with bounded total mass. If a certain parameter in the equation is small enough, then the solution dies out to 0 in finite time, with probability 1. If this parameter is large enough, then the solution has a positive probability of never dying out to 0. This result answers a question of Durett.Supported by an NSA grant, and by the Army's Mathematical Sciences Institute at Cornell     

Nonlinear stability of strong rarefaction waves for the generalized KdV-Burgers-Kuramoto equation with large initial perturbation

In was shown in Ruan et al. (2008) [3] that rarefaction waves for the generalized KdV-Burgers-Kuramoto equation are nonlinearly stable provided that both the strength of the rarefaction waves and the initial perturbation are sufficiently small. The main purpose of this work is concerned with nonlinear stability of strong rarefaction waves for the generalized KdV-Burgers-Kuramoto equation with large initial perturbation. In our results, we do not require the strength of the rarefaction waves to be small and when the smooth nonlinear flux function satisfies certain growth condition at infinity, the initial perturbation can be chosen arbitrarily in , while for a general smooth nonlinear flux function, we need to ask for the L²-norm of the initial perturbation to be small but the L²-norm of the first derivative of the initial perturbation can be large and, consequently, the -norm of the initial perturbation can also be large.     

Mean-square convergence of stochastic multi-step methods with variable step-size

We study mean-square consistency, stability in the mean-square sense and mean-square convergence of drift-implicit linear multi-step methods with variable step-size for the approximation of the solution of Itô stochastic differential equations. We obtain conditions that depend on the step-size ratios and that ensure mean-square convergence for the special case of adaptive two-step-Maruyama schemes. Further, in the case of small noise we develop a local error analysis with respect to the h$h$–ε$\epsilon$ approach and we construct some stochastic linear multi-step methods with variable step-size that have order 2 behaviour if the noise is small enough.     

Regularity of the sample paths of a class of second-order spde's

We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the spatial Laplacian are allowed. The driving noise is white in time and spatially homogeneous. Continuing with the work initiated in Dalang and Mueller (Electron. J. Probab. 8 (2003) 1), we prove that the solutions belong to a fractional L²-Sobolev space. We also prove Hölder continuity in time and therefore, we obtain joint Hölder continuity in the time and space variables. Our conclusions rely on a precise analysis of the properties of the stochastic integral used in the rigourous formulation of the spde, as introduced by Dalang and Mueller. For spatial covariances given by Riesz kernels, we show that our results are optimal.     

Global existence for Maxwell-Bloch systems

Maxwell-Bloch equations describe the propagation of an electromagnetic wave through a quantum medium. For any number of quantum levels, in space dimension 3, we show the global existence of weak (L²) solutions to the initial-value problem. In the case of smoother electromagnetic fields (with curl in L²), the solution is unique. For smooth data (H^s, s?2), the solutions remain smooth for all times.     

Momentum estimates and ergodicity for the 3D stochastic cubic Ginzburg-Landau equation with degenerate noise

In this paper, we consider the ergodicity of invariant measures for the stochastic Ginzburg-Landau equation with degenerate random forcing. First, we show the existence and pathwise uniqueness of strong solutions with H¹-initial data, and then the existence of an invariant measure for the Feller semigroup by the Krylov-Bogoliubov method. Then in the case of degenerate additive noise, using the notion of asymptotically strong Feller property, we prove the uniqueness of invariant measures for the transition semigroup.     

On Cauchy—Dirichlet Problem for Parabolic Quasilinear SPDEs

We study the Cauchy–Dirichlet problem for a second-order quasilinear parabolic stochastic differential equation (SPDE) in a domain with a zero order noise term driven by a cylindrical Brownian motion. Considering its solution as a function with values in a probability space and using the methods of deterministic partial differential equations, we establish the existence and uniqueness of a strong solution in Hölder classes with weights.     

Homogenization of transport equations: A simple PDE approach to the Kubo formula

We are interested in the behavior with respect to the small parameter ?>0 of solutions ρ? of the conservative transport(-diffusion) equation t_∂ρ?+∇x(ρ?u?)=ηΔxρ?, with η?0, driven by a large random velocity field: |u?|=O(1/?). Assuming that the velocity does not have long-time memory we justify the convergence of the expectation Eρ? to the solution of a diffusion equation. This question has been widely investigated; here we present a simple proof which only relies on PDE tools.     

White noise driven SPDEs with reflection

Summary We study reflected solutions of a nonlinear heat equation on the spatial interval [0, 1] with Dirichlet boundary conditions, driven by space-time white noise. The nonlinearity appears both in the drift and in the diffusion coefficient. Roughly speaking, at any point (t, x) where the solutionu(t, x) is strictly positive it obeys the equation, and at a point (t, x) whereu(t, x) is zero we add a force in order to prevent it from becoming negative. This can be viewed as an extension both of one-dimensional SDEs reflected at 0, and of deterministic variational inequalities. Existence of a minimal solution is proved. The construction uses a penalization argument, a new existence theorem for SPDEs whose coefficients depend on the past of the solution, and a comparison theorem for solutions of white-noise driven SPDEs.Partially supported by DRET under contract 901636/A000/DRET/DS/SR     

Mechanism of singularity formation for quasilinear hyperbolic systems with linearly degenerate characteristic fields

For the Cauchy problem of 1-D first order quasilinear hyperbolic linearly degenerate systems, a new mechanism of singularity formation is given to show that all the W1,p(1<p?+∞) norms of the C¹ solution should blow up simultaneously. It gives a way to verify the property of ODE singularity by directly using the energy method in the framework of C¹ solution.     

The stochastic wave equation with fractional noise: A random field approach

We consider the linear stochastic wave equation with spatially homogeneous Gaussian noise, which is fractional in time with index H>1/2$H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation of the condition obtained in Dalang (1999) [10], where the noise is white in time. Under this condition, we show that the solution is L²(Ω)$L^2\left(\Omega \right)$-continuous. Similar results are obtained for the heat equation. Unlike in the white noise case, the necessary and sufficient condition for the existence of the solution in the case of the heat equation is different (and more general) than the one obtained for the wave equation.     

Convergence to strong nonlinear diffusion waves for solutions to p-system with damping on quadrant

In this paper, we consider the so-called p-system with linear damping on quadrant. We show that for a certain class of given large initial data (v₀(x),u₀(x)), the corresponding initial-boundary value problem admits a unique global smooth solution (v(x,t),u(x,t)) and such a solution tends time-asymptotically, at the Lp (2?p?∞) optimal decay rates, to the corresponding nonlinear diffusion wave which satisfies (1.9) provided the corresponding prescribed initial error function (V₀(x),U₀(x)) lies in (H³(R⁺)∩L¹(R⁺))×(H²(R⁺)∩L¹(R⁺)).     

An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay

The subject of this paper is the analytic approximation method for solving stochastic differential equations with time-dependent delay. Approximate equations are defined on equidistant partitions of the time interval, and their coefficients are Taylor approximations of the coefficients of the initial equation. It will be shown, without making any restrictive assumption for the delay function, that the approximate solutions converge in L^p-norm and with probability 1 to the solution of the initial equation. Also, the rate of the L^p convergence increases when the degrees in the Taylor approximations increase, analogously to what is found in real analysis. At the end, a procedure will be presented which allows the application of this method, with the assumption of continuity of the delay function.     

Stochastic conservation laws: Weak-in-time formulation and strong entropy condition

This article is an attempt to complement some recent developments on conservation laws with stochastic forcing. In a pioneering development, Feng and Nualart [8] have developed the entropy solution theory for such problems and the presence of stochastic forcing necessitates introduction of strong entropy condition. However, the authors' formulation of entropy inequalities are weak-in-space but strong-in-time. In the absence of a priori path continuity for the solutions, we take a critical outlook towards this formulation and offer an entropy formulation which is weak-in-time and weak-in-space.