Bäcklund transformations for diffusion equations

A class of Bäcklund transformations is deduced for the diffusion equation (S(u))_t = (C(u,u_x))_x by taking advantage of the conservative form of the equation. The transformations are used for obtaining new relations connecting various equations of the type u_t = (u^au_x)_x and u_t = u^au_xx.     

Long-Time Asymptotics for Strong Solutions¶of the Thin Film Equation

In this paper we investigate the large-time behavior of strong solutions to the one-dimensional fourth order degenerate parabolic equation u _t =−(u u _xxx ) _x , modeling the evolution of the interface of a spreading droplet. For nonnegative initial values u ₀(x)∈H ¹(ℝ), both compactly supported or of finite second moment, we prove explicit and universal algebraic decay in the L ¹-norm of the strong solution u(x,t) towards the unique (among source type solutions) strong source type solution of the equation with the same mass. The method we use is based on the study of the time decay of the entropy introduced in [13] for the porous medium equation, and uses analogies between the thin film equation and the porous medium equation. Received: 2 February 2001 / Accepted: 7 October 2001     

Non-linear Stability of Modulated Fronts¶for the Swift–Hohenberg Equation

We consider front solutions of the Swift–Hohenberg equation ∂ _t u= -(1+ ∂ _x ²)² u + ɛ² u -u ³. These are traveling waves which leave in their wake a periodic pattern in the laboratory frame. Using renormalization techniques and a decomposition into Bloch waves, we show the non-linear stability of these solutions. It turns out that this problem is closely related to the question of stability of the trivial solution for the model problem ∂ _t u(x,t) = ∂ _x ² u (x,t)+(1+tanh(x-ct))u(x,t)+u(x,t) ^p with p>3. In particular, we show that the instability of the perturbation ahead of the front is entirely compensated by a diffusive stabilization which sets in once the perturbation has hit the bulk behind the front. Received: 23 February 2001 / Accepted: 27 August 2001     

A simple and direct periodic solution of the Korteweg-de vries equations

The solutionq(x, t) of one of the KdV hierarchy is assumed to be a potential in the Schrödinger equation as usual. We differentiate this equation with respect to the time variable and solve it with the aid of the Green function. The obtained equation relatesw _t (x, t, λ)=φ _t (x + c, x, t, λ) withq _t (x, t). The functionφ(x, x ₀,t, λ) obeys the Schrödinger equation and the boundary conditionsφ(x ₀,x ₀,t, λ)=0,φ _x (x ₀,x ₀;t, λ)=1. The shiftingc is equal to the period. We differentiatew _t (x, t, λ) three times with respect to thex coordinate and obtain the time derivative of the Milne equation. The integration of this equation with respect tox allows to solve simply the inverse problem. The reconstructed periodic potential is given by means of the well known formula for the root functions ofw(x, t, λ). The time behaviour of this function, i.e. the solution of the KdV equation, is obtained when one replacesq _t (x, t) by an expression of the KdV hiearchy in the relation betweenq _t (x, t) andw _t (x, t, λ) and transforms it. We estimated also the limit, whenc → ∞, i.e. the possible relation of the periodic solutions with the soliton ones.     

An approach to radially symmetrical solutions of the sine-Gordon equation

The solution φ(r, t) of the radially symmetric sine-Gordon equation is considered in three and two spatial dimensions for initial curves, analogous to a 2π-kink, in the expanding and in the shrinking phase, for R(t)j? R(0). It is shown that the parameterization φ(r, t) = 4 arcian exp[γ(r?R(0)] + x(r, t), where R(t) describes the exact propagation of the maximum of φ,(r, t), is suitable. Using an appoximate differential equation, recently given for the propagation of the solitary ring wave, a rough analytic approximation for the correction function x(r = R(t), t) is found and tested numerically. A relationship between the fluctuations in x(r = R(t), t) and those in $\text{R}\text{?}\text{(t), t)}\text{and}\text{R(t)}$ explains why the solitary wave is almost stable. From x(r = R(t), t) and the supposition x(1, t) ≈ x(∞, t) ≈ 0 an assymetry in φ_r(r, t) with respect to r = R(t) is predicted. It also exhibits fluctuations corresponding to those in x(r = R(t), t). The condition for validity of this approximation apparently is also a limit for the stability of the solitary ring wave.     

一类广义强阻尼Sine-Gordon方程的整体解

同时考虑黏性效应及外阻尼作用研究了一类广义强阻尼Sine-Gordon方程-利用Galerkin方法,首先证明了该方程在初值u(x,0)∈H¹₀(Ω),u_t(x,0)∈L²(Ω)的条件下初边值问题存在整体弱解u(x,t),并证明了整体弱解关于初始条件具有 关键词： Sine-Gordon型方程 强阻尼 Galerkin方法 整体解     

Global existence and blow up of solutions for Cauchy problem of generalized Boussinesq equation

We study the Cauchy problem of generalized Boussinesq equation u_tt−u_xx+(u_xx+f(u))_xx=0, where f(u)=±|u|^p or ±|u|^p−1u, p>1. By introducing a family of potential wells we obtain invariant sets, vacuum isolating and threshold result of global existence and nonexistence of solution.     

Exact solutions for a forced Burgers equation with a linear external force

We investigate the solutions of the Burgers equation , where F(x,t) is an external force and Φ(x,t) represents a forcing term. This equation is first analyzed in the absence of the forcing term by taking F(x,t)=k₁(t)−k₂(t)x into account. For this case, the solution obtained extends the usual one present in the Ornstein-Uhlenbeck process and depending on the choice of k₁(t) and k₂(t) it can present a stationary state or an anomalous spreading. Afterwards, the forcing terms Φ(x,t)=Φ₁(t)+Φ₂(t)x and Φ(x,t)=Φ₃x−Φ₄/x³ are incorporated in the previous analysis and exact solutions are obtained for both cases.     

Statistical limit in a completely integrable system with deterministic initial conditions

The asymptotic behavior of the solutions of the KdV equation in the classical limit with an oscillating nonperiodic initial function u ₀(x) prescribed on the entire x axis is investigated. For such an initial condition, nonlinear oscillations, which become stochastic in the asymptotic limit t→∞, develop in the system. The complete system of conservation laws is formulated in the integral form, and it is demonstrated that this system is equivalent to the spectral density of the discrete levels of the initial problem. The scattering problem is studied for the Schrödinger equation with the initial potential ?u ₀(x), and it is shown that the scattering phase is a uniformly distributed random quantity. A modified method is developed for solving the inverse scattering problem by constructing the maximizer for an N-soliton solution with random initial phases. A one-to-one relation is established between the spectrum of the discrete levels of the initial state of the system and the spectrum established in phase space. It is shown that when the system passes into the stochastic state, all KdV integral conservation laws are satisfied. The first three laws are satisfied exactly, while the remaining laws are satisfied in the WKB approximation, i.e., to within the square of a small dispersion parameter. The concept of a quasisoliton, playing in the stochastic state of the system the role of a standard soliton in the dynamical limit, is introduced. A method is developed for determining the probability density f(u), which is calculated for a specific initial problem. Physically, the problem studied describes a developed one-dimensional turbulent state in dispersion hydrodynamics.     

A stochastic derivation of the Sivashinsky equation for the self-turbulent motion of a free particle

Within the framework of the Kershaw approach and of a hypothesis on spatial stochasticity, the relativistic equations of Lehr and Park, Guerra and Ruggiero, and Vigier for stochastic Nelson mechanics are obtained. In our model there is another set of equations of the hydrodynamical type for the drift velocityv _i(x _j,t) and stochastic velocityu _i(x _j,t) of a particle. Taking into account quadratic terms in l, the universal length, we obtain from these equations the Sivashinsky equations forv _i(x _j,t) in the caseu _i →0. In the limit l →0, these equations acquire the Newtonian form.     

Kinetic Theory and Lax Equations for Shock Clustering and Burgers Turbulence

We study shock statistics in the scalar conservation law ? _t u+? _x f(u)=0, x∈?, t>0, with a convex flux f and spatially random initial data. We show that the Markov property (in x) is preserved for a large class of random initial data (Markov processes with downward jumps and derivatives of Lévy processes with downward jumps). The kinetics of shock clustering is then described completely by an evolution equation for the generator of the Markov process u(x,t), x∈?. We present four distinct derivations for this evolution equation, and show that it takes the form of a Lax pair. The Lax equation admits a spectral parameter as in Manakov (Funct. Anal. Appl. 10:328–329, 1976), and has remarkable exact solutions for Burgers equation (f(u)=u ²/2). This suggests the kinetic equations of shock clustering are completely integrable.     

Dynamical Localization of Quantum Walks in Random Environments

We study shock statistics in the scalar conservation law ∂ _t u+∂ _x f(u)=0, x∈ℝ, t>0, with a convex flux f and spatially random initial data. We show that the Markov property (in x) is preserved for a large class of random initial data (Markov processes with downward jumps and derivatives of Lévy processes with downward jumps). The kinetics of shock clustering is then described completely by an evolution equation for the generator of the Markov process u(x,t), x∈ℝ. We present four distinct derivations for this evolution equation, and show that it takes the form of a Lax pair. The Lax equation admits a spectral parameter as in Manakov (Funct. Anal. Appl. 10:328–329, 1976), and has remarkable exact solutions for Burgers equation (f(u)=u ²/2). This suggests the kinetic equations of shock clustering are completely integrable.     

Stationary solitons of the fifth order KdV-type. Equations and their stabilization

Exact stationary soliton solutions of the fifth order KdV type equation, u_t + αu^pu_x + βu_3x + γu_5x = 0, are obtained for any p (> 0) in case αβ > 0, Dβ > 0, βγ < 0 (where D is the soliton velocity), and it is shown that these solutions are unstable with respect to small perturbations in case p ≥ 5. Various properties of these solutions are discussed. In particular, it is shown that for any p these solitons are lower and narrower than the corresponding γ = 0 solitons. Finally, for p = 2 we obtain an exact stationary soliton solution even when D, α, β, γ are all > 0 and discuss its various properties.     

Central Limit Theorem¶for Stochastic Hamilton–Jacobi Equations

We study the asymptotic behavior of , where u solves the Hamilton–Jacobi equation u _t +H(x,u _x ) ≡ 0 with H a stationary ergodic process in the x-variable. It was shown in Rezakhanlou–Tarver [RT] that u ^ɛ converges to a deterministic function provided H(x,p) is convex in p and the convex conjugate of H in the p-variable satisfies certain growth conditions. In this article we establish a central limit theorem for the convergence by showing that for a class of examples, u ^ɛ(x,t) can be (stochastically) represented as , where Z(x,t) is a suitable random field. In particular we establish a central limit theorem when the dimension is one and , where ω is a random function that enjoys some mild regularity. Received: 15 February 1999 / Accepted: 14 December 1999     

The derivative nonlinear Schrödinger equation on the half-line

We analyze the derivative nonlinear Schrödinger equation on the half-line using the Fokas method. Assuming that the solution q(x,t) exists, we show that it can be represented in terms of the solution of a matrix Riemann-Hilbert problem formulated in the plane of the complex spectral parameter ζ. The jump matrix has explicit x,t dependence and is given in terms of the spectral functions a(ζ), b(ζ) (obtained from the initial data q₀(x)=q(x,0)) as well as A(ζ), B(ζ) (obtained from the boundary values g₀(t)=q(0,t) and g₁(t)=q_x(0,t)). The spectral functions are not independent, but related by a compatibility condition, the so-called global relation. Given initial and boundary values {q₀(x),g₀(t),g₁(t)} such that there exist spectral functions satisfying the global relation, we show that the function q(x,t) defined by the above Riemann-Hilbert problem exists globally and solves the derivative nonlinear Schrödinger equation with the prescribed initial and boundary values.     

An invariant measure for the equationu tt −u xx +u 3=0

Numerical studies of the initial boundary-value problem of the semilinear wave equationu _tt –u _xx +u ³=0 subject to periodic boundary conditionsu(t, 0)=u(t, 2),u _t (t, 0)=u _t (t, 2) and initial conditionsu(0,x)=u ₀(x),u _t(0,x)=v ₀(x), whereu ₀(x) andv ₀(x) satisfy the same periodic conditions, suggest that solutions ultimately return to a neighborhood of the initial stateu ₀(x),v ₀(x) after undergoing a possibly chaotic evolution. In this paper an appropriate abstract space is considered. In this space a finite measure is constructed. This measure is invariant under the flow generated by the Hamiltonian system which corresponds to the original equation. This enables one to verify the above returning property.     

A Sharp Condition for Scattering of the Radial 3D Cubic Nonlinear Schrödinger Equation

We consider the problem of identifying sharp criteria under which radial H ¹ (finite energy) solutions to the focusing 3d cubic nonlinear Schrödinger equation (NLS) i? _t u + Δu + |u|² u = 0 scatter, i.e., approach the solution to a linear Schrödinger equation as t → ±∞. The criteria is expressed in terms of the scale-invariant quantities ${\|u_0\|_{L^2}\|\nabla u_0\|_{L^2}}We consider the problem of identifying sharp criteria under which radial H ¹ (finite energy) solutions to the focusing 3d cubic nonlinear Schr?dinger equation (NLS) i∂ _t u + Δu + |u|² u = 0 scatter, i.e., approach the solution to a linear Schr?dinger equation as t → ±∞. The criteria is expressed in terms of the scale-invariant quantities and M[u]E[u], where u ₀ denotes the initial data, and M[u] and E[u] denote the (conserved in time) mass and energy of the corresponding solution u(t). The focusing NLS possesses a soliton solution e ^it Q(x), where Q is the ground-state solution to a nonlinear elliptic equation, and we prove that if M[u]E[u] < M[Q]E[Q] and , then the solution u(t) is globally well-posed and scatters. This condition is sharp in the sense that the soliton solution e ^it Q(x), for which equality in these conditions is obtained, is global but does not scatter. We further show that if M[u]E[u] < M[Q]E[Q] and , then the solution blows-up in finite time. The technique employed is parallel to that employed by Kenig-Merle [17] in their study of the energy-critical NLS.     

The solution of the global relation for the derivative nonlinear Schrödinger equation on the half-line

We consider initial-boundary value problems for the derivative nonlinear Schrödinger (DNLS) equation on the half-line x>0. In a previous work, we showed that the solution q(x,t) can be expressed in terms of the solution of a Riemann-Hilbert problem with jump condition specified by the initial and boundary values of q(x,t). However, for a well-posed problem, only part of the boundary values can be prescribed; the remaining boundary data cannot be independently specified, but are determined by the so-called global relation. In general, an effective solution of the problem therefore requires solving the global relation. Here, we present the solution of the global relation in terms of the solution of a system of nonlinear integral equations. This also provides a construction of the Dirichlet-to-Neumann map for the DNLS equation on the half-line.     

Scaling Limits of Wick Ordered KPZ Equation

Consider the KPZ equation [(u)\dot](t,x)=Du(t,x)+|?u(t,x)|²+W(t,x)\dot u(t,x)=\Delta u(t,x)+|\nabla u(t,x)|^2+W(t,x), x]Â^d, where W(t,x) is a space-time white noise. This paper investigates the question of whether, for some exponents h and z, k^{mh}u(k^z t, kx) converges in some sense as k?￥k\to\infty, and if so, what are the values of these exponents. The non-linear term in the KPZ equation is interpreted as a Wick product and the equation is solved in a suitable space of stochastic distributions. The main tools for establishing the scaling properties of the solution are those of white noise analysis, in particular, the Wiener chaos expansion. A notion of convergence in law in the sense of Wiener chaos is formulated and convergence in this sense of k^{mh}u(k^z t, kx) as kMX is established for various values of h and z depending on the dimension d.     

Products of distributions and collision of a δ-wave with a δ′-wave in a turbulent model

We study the possibility of collision of a δ-wave with a stationary δ′-wave in a model ruled by equation f (t)u _t+[u²?β(x?γ(t))u]_x = 0, where f, β and γ are given real functions and u = u(x, t) is the state variable. We adopt a solution concept which is a consistent extension of the classical solution concept. This concept is defined in the setting of a distributional product, which is not constructed by approximation processes. By a convenient choice of f, β and γ, we are able to distinguish three distinct dynamics for that collision, to which correspond phenomena of solitonic behaviour, scattering, and merging. Also, as a particular case, taking f = 2 and β = 0 we prove that the referred collision is impossible to arise in the setting of the inviscid Burgers equation. To show how this framework can be applied to other physical models, we included several results already obtained.