一类广义扩散模型解的存在性

通过考虑具二阶导数项的Ｌａｎｄａｕ－Ｇｉｎｚｂｕｒｇ自由能量泛函,本文导出了一类广义扩散模型,进而采用经典的能量估计方法和对所引入的能量泛函进行精细的分析,获得了所论模型解的存在性和唯一性。     

Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics

We consider a mixed Brownian–fractional-Brownian model of a financial market. The class of self-financing strategies is restricted to Markov-type smooth functions. It is proved that such strategies satisfy a parabolic equation that can be reduced to heat equation. Then it is proved that the mixed model is arbitrage-free. Finally, the capital of the model is presented as the limit of a sequence of semimartingales.     

Homogenization of Richardsʼ equation of van Genuchten–Mualem model

This paper is devoted to the homogenization of Richards? equation of van Genuchten–Mualem model, which is a nonlinear degenerate parabolic differential equation. It is usually used to model the motion of saturated–unsaturated water flow in porous media. We firstly apply the Kirchhoff transformation to the equation and obtain a simpler equivalent equation with a linear oscillated diffusion term. Then under the real assumption for van Genuchten–Mualem model, we obtain the homogenized equation based on the two-scale convergence theory. Some results on the first order corrector are also presented.     

Numerical approximations to a singularly perturbed convection-diffusion problem with a discontinuous initial condition

A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the homogenous parabolic differential equation associated with the problem. The difference between this analytical function and the solution of the parabolic problem is approximated numerically, using an upwind finite difference operator combined with an appropriate layer-adapted mesh. The numerical method is shown to be parameter-uniform. Numerical results are presented to illustrate the theoretical error bounds established in the paper.

     

An inverse problem for an immobilized enzyme model

A method for estimating unknown kinetic parameters in a mathematical model for catalysis by an immobilized enzyme is studied. The model consists of a semilinear parabolic partial differential equation modeling the reaction‐diffusion process coupled with an ordinary differential equation for the rate transport. The well posedness of the model is proven; a PDE‐constrained optimization approach is applied to the stated inverse problem; and finally, some numerical simulations are presented.     

Analysis of finite element approximations of a phase field model for two-phase fluids

This paper studies a phase field model for the mixture of two immiscible and incompressible fluids. The model is described by a nonlinear parabolic system consisting of the nonstationary Stokes equations coupled with the Allen-Cahn equation through an extra phase induced stress term in the Stokes equations and a fluid induced transport term in the Allen-Cahn equation. Both semi-discrete and fully discrete finite element methods are developed for approximating the parabolic system. It is shown that the proposed numerical methods satisfy a discrete energy law which mimics the basic energy law for the phase field model. Error estimates are derived for the semi-discrete method, and the convergence to the phase field model and to its sharp interface limiting model are established for the fully discrete finite element method by making use of the discrete energy law. Numerical experiments are also presented to validate the theory and to show the effectiveness of the combined phase field and finite element approach.

     

Nonlinear Integroparabolic Equations on Unbounded Domains: Existence of Classical Solutions with Special Properties

Classical solvability is established for a certain nonlinear integrodifferential parabolic equation, on unbounded domains in several dimensions. The model equation of the Fokker-Planck type represents a regularized version of an equation recently derived by J. A. Acebrón and R. Spigler for the physical problem of describing the time evolution of large populations of nonlinearly globally coupled random oscillators. Precise estimates are obtained for the decay of convolutions with fundamental solutions of linear parabolic equations on unbounded domains in R ⁿ . Existence of a classical solution with special properties is established.     

Mathematical model of fuel layer degradation when the laser target is heated by thermal radiation in the reactor working chamber

We propose a mathematical model of the changes occurring in the geometrical properties of the deuterium–tritium layer on the laser target in the process of its insertion into the reactor working chamber. The model is a parabolic equation of general form in spherical coordinates with nonlinear boundary conditions on a moving boundary. We show that under physically justified assumptions this problem may be regarded as a Stefan problem for a singularly perturbed parabolic equation. The first terms of the solution series are written out. Numerical calculations of the fuel layer degradation time are presented for a real target.     

Economic difference scheme for a parabolic equation with a mixed spatial derivative

A modification of a well-known locally one-dimensional method for a parabolic equation is proposed. The method remains economic even if the equation involves a mixed derivative with respect to spatial variables. A model case study of the method is presented. Numerical results are given that demonstrate the efficiency of the method.     

Ibragimov-type invariants for a system of two linear parabolic equations

We obtain new semi-invariants for a system of two linear parabolic type partial differential equations (PDEs) in two independent variables under equivalence transformations of the dependent variables only. This is achieved for a class of systems of two linear parabolic type PDEs that correspond to a scalar complex linear (1 + 1) parabolic equation. The complex transformations of the dependent variables which map the complex scalar linear parabolic PDE to itself provide us with real transformations that map the corresponding system of linear parabolic type PDEs to itself with different coefficients in general. The semi-invariants deduced for this class of systems of two linear parabolic type equations correspond to the complex Ibragimov invariants of the complex scalar linear parabolic equation. We also look at particular cases of the system of parabolic type equations when they are uncoupled or coupled in a special manner. Moreover, we address the inverse problem of when systems of linear parabolic type equations arise from analytic continuation of a scalar linear parabolic PDE. Examples are given to illustrate the method implemented.     

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.     

A space decomposition method for parabolic equations

A convergence proof is given for an abstract parabolic equation using general space decomposition techniques. The space decomposition technique may be a domain decomposition method, a multilevel method, or a multigrid method. It is shown that if the Euler or Crank–Nicolson scheme is used for the parabolic equation, then by suitably choosing the space decomposition, only O(| log τ |) steps of iteration at each time level are needed, where τ is the time-step size. Applications to overlapping domain decomposition and to a two-level method are given for a second-order parabolic equation. The analysis shows that only a one-element overlap is needed. Discussions about iterative and noniterative methods for parabolic equations are presented. A method that combines the two approaches and utilizes some of the good properties of the two approaches is tested numerically. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 27–46, 1998     

A Second-Order Semi-Implicit Method for the Inertial Landau-Lifshitz-Gilbert Equation

Electron spins in magnetic materials have preferred orientations collectively and generate the macroscopic magnetization. Its dynamics spans over a wide range of timescales from femtosecond to picosecond, and then to nanosecond. The Landau-Lifshitz-Gilbert (LLG) equation has been widely used in micromagnetics simulations over decades. Recent theoretical and experimental advances have shown that the inertia of magnetization emerges at sub-picosecond timescales and contributes significantly to the ultrafast magnetization dynamics, which cannot be captured intrinsically by the LLG equation. Therefore, as a generalization, the inertial LLG (iLLG) equation is proposed to model the ultrafast magnetization dynamics. Mathematically, the LLG equation is a nonlinear system of parabolic type with (possible) degeneracy. However, the iLLG equation is a nonlinear system of mixed hyperbolic-parabolic type with degeneracy, and exhibits more complicated structures. It behaves as a hyperbolic system at sub-picosecond timescales, while behaves as a parabolic system at larger timescales spanning from picosecond to nanosecond. Such hybrid behaviors impose additional difficulties on designing efficient numerical methods for the iLLG equation. In this work, we propose a second-order semi-implicit scheme to solve the iLLG equation. The second-order temporal derivative of magnetization is approximated by the standard centered difference scheme, and the first-order temporal derivative is approximated by the midpoint scheme involving three time steps. The nonlinear terms are treated semi-implicitly using one-sided interpolation with second-order accuracy. At each time step, the unconditionallyunique solvability of the unsymmetric linear system is proved with detailed discussions on the condition number. Numerically, the second-order accuracy of the proposed method in both time and space is verified. At sub-picosecond timescales, the inertial effect of ferromagnetics is observed in micromagnetics simulations, in consistency with the hyperbolic property of the iLLG model; at nanosecond timescales, the results of the iLLG model are in nice agreements with those of the LLG model, in consistency with the parabolic feature of the iLLG model.     

A splitting positive definite mixed element method for miscible displacement of compressible flow in porous media

A miscible displacement of one compressible fluid by another in a porous medium is governed by a nonlinear parabolic system. A new mixed finite element method, in which the mixed element system is symmetric positive definite and the flux equation is separated from pressure equation, is introduced to solve the pressure equation of parabolic type, and a standard Galerkin method is used to treat the convection‐diffusion equation of concentration of one of the fluids. The convergence of the approximate solution with an optimal accuracy in L²‐norm is proved. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 229–249, 2001     

Periodic solutions to history-dependent differential hemivariational inequalities with applications

In this article, we investigate a hybrid model combined by a parabolic differential equation and a parabolic hemivariational inequality (so-called differential hemivariational inequality of parabolic–parabolic type) in general infinite dimensional spaces which includes the history-dependent operator. The solvability of initial value problems as well as the periodic problems of the hemivariational inequality and the differential hemivariational inequality have been proved. In application, we study a contact problem with normal compliance driven by a history-dependent dynamical system.     

Direct numerical method for an inverse problem of a parabolic partial differential equation

A coefficient inverse problem of the one-dimensional parabolic equation is solved by a high-order compact finite difference method in this paper. The problem of recovering a time-dependent coefficient in a parabolic partial differential equation has attracted considerable attention recently. While many theoretical results regarding the existence and uniqueness of the solution are obtained, the development of efficient and accurate numerical methods is still far from satisfactory. In this paper a fourth-order efficient numerical method is proposed to calculate the function u(x,t) and the unknown coefficient a(t) in a parabolic partial differential equation. Several numerical examples are presented to demonstrate the efficiency and accuracy of the numerical method.     

Bremmer series that correct parabolic approximations

A Bremmer type series solution of the three dimensional reduced wave equation is obtained. The series is obtained by iterating generalizations of the Bellman-Kalaba integral equations. The lowest order term is the solution of the parabolic approximation to the reduced wave equation. The series thus provides systematic corrections to the parabolic approximation. New derivations of the parabolic approximation are also provided. These are based on the idea of splitting a solution to the reduced wave equation into “upward” and “downward” components.     

Viscosity solutions to a Cauchy problem of a phase-field model for solid-solid phase transitions

We investigate a partial differential equation which models solid-solid phase transitions. This model is for martensitic phase transitions driven by configurational force and its counterpart is for interface motion by mean curvature. Mathematically, this equation is a second-order nonlinear degenerate parabolic equation. And in multidimensional case, its principal part cannot be written into divergence form . We prove the existence and uniqueness of viscosity solution to a Cauchy problem for this model.     

ASYMPTOTIC BEHAVIOR FOR GENERALIZED GINZBURG-LANDAU POPULATION EQUATION WITH STOCHASTIC PERTURBATION

In this paper, we are devoted to the asymptotic behavior for a nonlinear parabolic type equation of higher order with additive white noise. We focus on the Ginzburg-Landau population equation perturbed with additive noise. Firstly, we show that the stochastic Ginzburg-Landau equation with additive noise can be recast as a random dynamical system. And then, it is proved that under some growth conditions on the nonlinear term, this stochastic equation has a compact random attractor, which has a finite Hausdorff dimension.