Classical solutions of quasilinear parabolic systems on two dimensional domains

Using results on abstract evolutions equations and recently obtained results on elliptic operators with discontinuous coefficients including mixed boundary conditions we prove that quasilinear parabolic systems admit a local, classical solution in the space of p–integrable functions, for some p greater than 1, over a bounded two dimensional space domain. The treatment of such equations in a space of integrable functions enables us to define the normal component of the current across the boundary of any Lipschitz subset. As applications we have in mind systems of reaction diffusion equations, e.g. van Roosbroeck’s system.     

Periodic parabolic problems with concave and convex nonlinearities

Let be a smooth bounded domain, let a, b be two functions that are possibly discontinuous and unbounded with a ≥ 0 in and b > 0 in a set of positive measure and let 0 < p < 1 < q. We prove that there exists some 0 < Λ < ∞ such that the nonlinear Dirichlet periodic parabolic problem in has a positive solution for all 0 < λ < Λ and that there is no positive solution if λ > Λ. In some cases we also show the existence of a minimal solution for all 0 < λ < Λ and that the solution u _λ can be chosen such that λ → u _λ is differentiable and increasing. We also give some upper and lower estimates for such a Λ. All results remain true for the analogous elliptic problems. Partially supported by CONICET, Secyt-UNC, ANPCYT and Agencia Cordoba Ciencia     

Fast diffusion flow on manifolds of nonpositive curvature

We consider the fast diffusion equation (FDE) u _t = Δu ^m (0 < m < 1) on a nonparabolic Riemannian manifold M. Existence of weak solutions holds. Then we show that the validity of Euclidean–type Sobolev inequalities implies that certain L ^p −L ^q smoothing effects of the type ∥u(t)∥ _q ≤ Ct ^−α ∥u ₀∥^γ _p , the case q = ∞ being included. The converse holds if m is sufficiently close to one. We then consider the case in which the manifold has the addition gap property min σ(−Δ) > 0. In that case solutions vanish in finite time, and we estimate from below and from above the extinction time.      

Exponential estimate for reaction diffusion models

Summary. We consider the superposition of a speeded up symmetric simple exclusion process with a Glauber dynamics, which leads to a reaction diffusion equation. Using a method introduced in [Y] based on the study of the time evolution of the H ₋₁ norm, we prove that the mean density of particles on microscopic boxes of size N ^α , for any 12/13<α<1, converges to the solution of the hydrodynamic equation for times up to exponential order in N, provided the initial state is in the basin of attraction of some stable equilibrium of the reaction–diffusion equation. From this result we obtain a lower bound for the escape time of a domain in the basin of attraction of the stable equilibrium point. Received: 3 March 1995 / In revised form: 2 February 1996     

The blow-up property for a system of heat equations with nonlinear boundary conditions

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A p-version finite element method for nonlinear elliptic variational inequalities in 2D

This article introduces and analyzes a p-version FEM for variational inequalities resulting from obstacle problems for some quasi-linear elliptic partial differential operators. We approximate the solution by controlling the obstacle condition in images of the Gauss–Lobatto points. We show existence and uniqueness for the discrete solution u _p from the p-version for the obstacle problem. We prove the convergence of u _p towards the solution with respect to the energy norm, and assuming some additional regularity for the solution we derive an a priori error estimate. In numerical experiments the p-version turns out to be superior to the h-version concerning the convergence rate and the number of unknowns needed to achieve a certain exactness of the approximation.     

Life span of solutions of a weakly coupled parabolic system

We consider the Cauchy problem for the weakly coupled parabolic system ∂ _t w _λ−Δ w _λ = F(w _λ) in R ^N , where λ > 0, w _λ = (u _λ, v _λ), F(w _λ) = (v _λ ^p , u _λ ^q ) for some p, q ≥ 1, pq > 1, and , for some nonnegative functions φ₁, φ₂ C ₀(R ^N ). If (p, q) is sub-critical or either φ₁ or φ₂ has slow decay at ∞, w _λ blows up for all λ > 0. Under these conditions, we study the blowup of w _λ for λ small.      

Maximal L p regularity for nonautonomous parabolic equations in extrapolation spaces1

This paper deals with a parabolic problem u′ (t)=A (t) u (t)+f (t), u (0)=x, on a Banach space X. We establish maximal L^p regularity, p ∈[1,+∞[, on a suitable extrapolation space of X. As a consequence we obtain weak solutions that have the same regularity of the mild solutions in the autonomous case. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

带非局部源的退化半线性抛物方程的解的爆破性质

This paper deals with the blow-up properties of the positive solutions to the nonlocal degenerate semilinear parabolic equation u _t − (x ^a u _x ) _x =∫ ₀ ^a f(u)dx in (0,a) × (0,T) under homogeneous Dirichlet conditions. The local existence and uniqueness of classical solution are established. Under appropriate hypotheses, the global existence and blow-up in finite time of positve solutions are obtained. It is also proved that the blow-up set is almost the whole domain. This differs from the local case. Furthermore, the blow-up rate is precisely determined for the special case: f(u)=u ^p , p>1.     

Heat kernel expansions on the integers and the Toda lattice hierarchy

We consider the heat equation u _t = Lu where L is a second-order difference operator in a discrete variable n. The fundamental solution has an expansion in terms of the Bessel functions of imaginary argument. The coefficients α _k (n, m) in this expansion are analogs of Hadamard’s coefficients for the (continuous) Schr?dinger operator. We derive an explicit formula for α _k in terms of the wave and the adjoint wave functions of the Toda lattice hierarchy. As a first application of this result, we prove that the values of these coefficients on the diagonals n = m and n = m + 1 define a hierarchy of differential-difference equations which is equivalent to the Toda lattice hierarchy. Using this fact and the correspondence between commutative rings of difference operators and algebraic curves we show that the fundamental solution can be summed up, giving a finite formula involving only two Bessel functions with polynomial coefficients in the time variable t, if and only if the operator L belongs to the family of bispectral operators constructed in [18].      

A non-local regularization of first order Hamilton-Jacobi equations

In this paper, we investigate the regularizing effect of a non-local operator on first-order Hamilton-Jacobi equations. We prove that there exists a unique solution that is C² in space and C¹ in time. In order to do so, we combine viscosity solution techniques and Green's function techniques. Viscosity solution theory provides the existence of a W^1,∞ solution as well as uniqueness and stability results. A Duhamel's integral representation of the equation involving the Green's function permits to prove further regularity. We also state the existence of C^∞ solutions (in space and time) under suitable assumptions on the Hamiltonian. We finally give an error estimate in L^∞ norm between the viscosity solution of the pure Hamilton-Jacobi equation and the solution of the integro-differential equation with a vanishing non-local part.     

Existence of solutions of the very fast diffusion equation in bounded and unbounded domain

We prove the existence of a unique solution of the following Neumann problem , u > 0, in (a, b) × (0, T), u(x, 0) = u ₀(x) ≥ 0 in (a, b), and , where if m < 0, if m = 0, and m≤ 0, , and the case −1 < m ≤ 0, , for some constant p > 1 − m. We also obtain a similar result in higher dimensions. As a corollary we will give a new proof of a result of A. Rodriguez and J.L. Vazquez on the existence of infinitely many finite mass solutions of the above equation in for any −1 < m ≤ 0. We also obtain the exact decay rate of the solution at infinity.     

Irreducibility and Mixed Boundary Conditions

In this paper we consider positive semigroups on L^p(Ω) generated by elliptic operators A subject to mixed Dirichlet-Neumann boundary conditions on non-smooth domains Ω. We show in particular that these semigroups as well as those generated by multiplicative perturbations bA of A are irreducible, provided b ∈ L^∞(Ω) is real and satisfies b ≥ δ for some δ > 0. In memoriam Helmut H. Schaefer     

The divergence of fluctuations for shape in first passage percolation

We consider the first passage percolation model on Z ^d for d ≥ 2. In this model, we assign independently to each edge the value zero with probability p and the value one with probability 1−p. We denote by T(0, ν) the passage time from the origin to ν for ν ∈ R ^d and It is well known that if p < p _c , there exists a compact shape B _d ⊂ R ^d such that for all > 0, t B _d (1 − ) ⊂ B(t) ⊂ tB _d (1 + ) and G(t)(1 − ) ⊂ B(t) ⊂ G(t)(1 + ) eventually w.p.1. We denote the fluctuations of B(t) from tB _d and G(t) by In this paper, we show that for all d ≥ 2 with a high probability, the fluctuations F(B(t), G(t)) and F(B(t), tB _d ) diverge with a rate of at least C log t for some constant C. The proof of this argument depends on the linearity between the number of pivotal edges of all minimizing paths and the paths themselves. This linearity is also independently interesting. Research supported by NSF grant DMS-0405150     

Asymptotic equipartition and long time behavior of solutions of a thin-film equation

We investigate the large-time behavior of classical solutions to the thin-film type equation ut=−x(uuxxx). It was shown in previous work of Carrillo and Toscani that for non-negative initial data u₀ that belongs to H¹(R) and also has a finite mass and second moment, the strong solutions relax in the L¹(R) norm at an explicit rate to the unique self-similar source type solution with the same mass. The equation itself is gradient flow for an energy functional that controls the H¹(R) norm, and so it is natural to expect that one should also have convergence in this norm. Carrillo and Toscani raised this question, but their methods, using a different Lyapunov functions that arises in the theory of the porous medium equation, do not directly address this since their Lyapunov functional does not involve derivatives of u. Here we show that the solutions do indeed converge in the H¹(R) norm at an explicit, but slow, rate. The key to establishing this convergence is an asymptotic equipartition of the excess energy. Roughly speaking, the energy functional whose dissipation drives the evolution through gradient flow consists of two parts: one involving derivatives of u, and one that does not. We show that these must decay at related rates—due to the asymptotic equipartition—and then use the results of Carrillo and Toscani to control the rate for the part that does not depend on derivatives. From this, one gets a rate on the dissipation for all of the excess energy.     

Full regularity for a class of degenerated parabolic systems in two spatial variables

The authors consider quasilinear parabolic systems

Gibbsianness of fermion random point fields

We consider fermion (or determinantal) random point fields on Euclidean space ℝ^d. Given a bounded, translation invariant, and positive definite integral operator J on L²(ℝ^d), we introduce a determinantal interaction for a system of particles moving on ℝ^d as follows: the n points located at x₁,· · ·,x_n ∈ ℝ^d have the potential energy given by where j(x−y) is the integral kernel function of the operator J. We show that the Gibbsian specification for this interaction is well-defined. When J is of finite range in addition, and for d≥2 if the intensity is small enough, we show that the fermion random point field corresponding to the operator J(I+J)⁻¹ is a Gibbs measure admitted to the specification.     

Strong Solvability of a Unilateral Boundary Value Problem for Nonlinear Parabolic Operators

Strong solvability in Sobolev spaces is proved for a unilateral boundary value problem for nonlinear parabolic operators. The operator is assumed to be of Carathéodory type and to satisfy a suitable ellipticity condition; only measurability with respect to the independent variable X is required. The main tools of the proof are an estimate for the second derivatives of functions which satisfy the unilateral boundary conditions and the monotonicity of the operator − u _t with respect to Δu for the same functions.     

Finite and infinite systems of interacting diffusions

Summary We study the problem of relating the long time behavior of finite and infinite systems of locally interacting components. We consider in detail a class of lincarly interacting diffusionsx(t)={x _i (t),i ∈ ℤ ^d } in the regime where there is a one-parameter family of nontrivial invariant measures. For these systems there are naturally defined corresponding finite systems, , with . Our main result gives a comparison between the laws ofx(t _N ) andx ^N (t _N ) for timest _N →∞ asN→∞. The comparison involves certain mixtures of the invariant measures for the infinite system. Partly supported by the U.S. Army Research Office through the Mathematical Sciences Institute of Cornell University, by the National Science Foundation, and by the National Security Agency Research supported in part by the DFG Partly supported by S.R.63540155 of Japan Ministry of Education     

Asymptotic behavior of viscosity solutions for a degenerate parabolic equation associated with the infinity-Laplacian

The asymptotic behavior of viscosity solutions to the Cauchy–Dirichlet problem for the degenerate parabolic equation u _t  = Δ_∞ u in Ω × (0,∞), where Δ_∞ stands for the so-called infinity-Laplacian, is studied in three cases: (i) and the initial data has a compact support; (ii) Ω is bounded and the boundary condition is zero; (iii) Ω is bounded and the boundary condition is non-zero. Our method of proof is based on the comparison principle and barrier function arguments. Explicit representations of separable type and self-similar type of solutions are also established. Moreover, in case (iii), we propose another type of barrier function deeply related to a solution of . Goro Akagi was supported by the Shibaura Institute of Technology grant for Project Research (no. 2006-211459, 2007-211455), and the grant-in-aid for young scientists (B) (no. 19740073), Ministry of Education, Culture, Sports, Science and Technology. Petri Juutinen was supported by the Academy of Finland project 108374. Ryuji Kajikiya was supported by the grant-in-aid for scientific research (C) (no. 16540179), Ministry of Education, Culture, Sports, Science and Technology.