Traveling-wave solution to a nonlinear equation in semiconductors with strong spatial dispersion

The third-order nonlinear differential equation (u _xx ? u) _t + u _xxx + uu _x = 0 is analyzed and compared with the Korteweg-de Vries equation u _t + u _xxx ? 6uu _x = 0. Some integrals of motion for this equation are presented. The conditions are established under which a traveling wave is a solution to this equation.     

Asymptotics of the Gurevich-Pitaevskii universal special solution of the Korteweg-de Vries equation as |<Emphasis Type="Italic">x</Emphasis>| → ∞

A complete asymptotic expansion as x → ±∞ of the Gurevich-Pitaevskii universal special solution of the Korteweg-de Vries equation u _t + u _xxx + u _ux = 0 is constructed and justified. The expansion is infinitely differentiable with respect to the variables t and x and, together with the asymptotic expansions of all its derivatives with respect to independent variables, is uniform on any compact interval of variation of the time t.     

Weighted identities for solutions of generalized Korteweg-de Vries equations

Consider the Korteweg-de Vries equation u _t + u _xxx + uu _x = 0 and its generalization u _t + u _xxx + f(u)x = 0. For the solutions of these equations, weighted identities (differential and integral) are obtained. These identities make it possible to establish the blow-up (in finite time) of the solutions of certain boundary-value problems.     

Cauchy problem for the Korteweg-de Vries equation in the case of a nonsmooth unbounded initial function

In the strip П = (?1, 0) × ?, we establish the existence of solutions of the Cauchy problem for the Korteweg-de Vries equation u _t + u _xxx + uu _x = 0 with initial condition either 1) u(?1, x) = ?xθ(x), or 2) u(?1, x) = ?xθ(?x), where θ is the Heaviside function. The solutions constructed in this paper are infinitely smooth for t ∈ (?1, 0) and rapidly decreasing as x → +∞. For the case of the first initial condition, we also establish uniqueness in a certain class. Similar special solutions of the KdV equation arise in the study of the asymptotic behavior with respect to small dispersion of the solutions of certain model problems in a neighborhood of lines of weak discontinuity.     

On the classification of conditionally integrable evolution systems in (1 + 1) dimensions

We generalize earlier results of Fokas and Liu and find all locally analytic (1 + 1)-dimensional evolution equations of order n that admit an N-shock-type solution with N ≤ n + 1. For this, we develop a refinement of the technique from our earlier work, where we completely characterized all (1+1)-dimensional evolution systems u _t = F (x, t, u, ?u/?x,..., ?ⁿ u/? x ⁿ) that are conditionally invariant under a given generalized (Lie-Bäcklund) vector field Q(x, t, u, ?u/?x,..., ?^k u/?x ^k)?/?u under the assumption that the system of ODEs Q = 0 is totally nondegenerate. Every such conditionally invariant evolution system admits a reduction to a system of ODEs in t, thus being a nonlinear counterpart to quasi-exactly solvable models in quantum mechanics.     

Optimal discounted linear control of the wiener process

The following stochastic control problem is considered: to minimize the discounted expected total cost $$J(x;u) = E\int_0^\infty {\exp ( - at)[\phi } (x_l ) + |u_l (x)|]dt,$$ subject todx _t =u _t (x)dt+dw _t ,x ₀=x, |u _t |≤1, (w _t ) a Wiener process, α>0. All bounded by unity, measurable, and nonanticipative functionalsu _t (x) of the state processx _t are admissible as controls. It is proved that the optimal law is of the form $$\begin{gathered} u_t^* (x) = - 1,x_t > b, \hfill \\ u_t^* (x) = 0,|x_t | \leqslant b, \hfill \\ u_t^* (x) = 1,x_t< - b, \hfill \\ \end{gathered}$$ for some switching pointb > 0, characterized in terms of the function ø(·) through a transcendental equation.     

On bounds for solutions to nonlinear wave equations in Hilbert space with applications to nonlinear elastodynamics

For the nonlinear wave equationu _tt -Nu +G(t,u, u _t ) = ? in Hilbert space, with associated homogeneous initial data, we show how ana priori bound of the form ∫ ₀ ^T ∥G(τ,u, u _τ)∥² dτ ≤ κ ∫ ₀ ^T ∥?(τ)∥² dτ leads to upper and lower bounds for ∥u∥ in terms of ∥?∥. An application to nonlinear elastodynamics is presented.     

Estimates for interval probabilities of the sums of random variables with locally subexponential distributions

Let {_i} _i=1 be a sequence of independent identically distributed nonnegative random variables, S _n = ξ₁ + ? +ξ_n. Let Δ = (0, T] and x + Δ = (x, x + T]. We study the ratios of the probabilities P(S _n ε x + Δ)/P(ξ ₁ ε x + Δ) for all n and x. The estimates uniform in x for these ratios are known for the so-called Δ-subexponential distributions. Here we improve these estimates for two subclasses of Δ-subexponential distributions; one of them is a generalization of the well-known class LC to the case of the interval (0, T] with an arbitrary T ≤ ∞. Also, a characterization of the class LC is given.     

Estimates and regularization for solutions of some ill-posed problems of elliptic and parabolic type

In this paper, we examine, in a systematic fashion, some ill-posed problems arising in the theory of heat conduction. In abstract terms, letH be a Hilbert space andA: D (A)?H→H be an unbounded normal operator, we consider the boundary value problemü(t)=Au(t), 0<t<∞,u(0)=u ₀∈D(A), \(\mathop {\lim }\limits_{t \to 0} \left\| {u\left( t \right)} \right\| = 0\) . The problem of recoveringu ₀ whenu(T) is known for someT>0 is not well-posed. Suppose we are given approximationsx ₁,x ₂,…,x _N tou(T ₁),…,u(T _N) with 0<T, <…<T _N and positive weightsP _i,i=1,…,n, \(\sum\limits_{i = 1}^N {P_i = 1} \) such that \(Q_2 \left( {u_0 } \right) = \sum\limits_{i = 1}^N {P_i } \left\| {u\left( {T_i } \right) - x_i } \right\|^2 \leqslant \varepsilon ^2 \) . If ‖u _t(0)‖≤E for some a priori constantE, we construct a regularized solution ν(t) such that \(Q\left( {\nu \left( 0 \right)} \right) \leqslant \varepsilon ^2 \) while \(\left\| {u\left( 0 \right) - \nu \left( 0 \right)} \right\| = 0\left( {ln \left( {E/\varepsilon } \right)} \right)^{ - 1} \) and \(\left\| {u\left( t \right) - \nu \left( t \right)} \right\| = 0\left( {\varepsilon ^{\beta \left( t \right)} } \right)\) where 0<β(t)<1 and the constant in the order symbol depends uponE. The function β(t) is larger thant/m whent _k andk is the largest integer such that \((\sum\limits_{k = 1}^N {P_i (T_i )} )< (\sum\limits_{k = 1}^N {P_i (T_i )} = m\) , which β(t)=t/m on [T _k, m] and β(t)=1 on [m, ∞). Similar results are obtained if the measurement is made in the maximum norm, i.e.,Q _∞(u ₀)=max{‖u(T _i)?x _i‖, 1≤i≤N}.     

The complete integrability analysis of the inverse Korteweg-de Vries equation

For the nonlinear dynamical system, associated with the inverse Korteweg-de Vries equation u_t=v, v_t=p, p_t=u_x + uv, one establishes complete integrability in the Liouville sense; in particular, one finds a Hamiltonian representation form, an infinite hierarchy of involutive conservation laws, a consistent implectic pair of Noetherian ooerators in a Lax type representation.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 9, pp. 1239–1248, September, 1991.     

Determination of the Unknown Cauchy Data in a Linear Parabolic Problem from the Measured Data at the Final Time

The problem of determining the initial value u(x, 0) = μ ₀(x) in the parabolic equation u _t = (k(x)u _x (x, t)) _x + F(x, t) from the final overdetermination μ _T (x) = u(x, T) is formulated. It is proved that the Fréchet derivative of the cost functional ${{J(\mu_0) = \|\mu_T(x) - u(x, T)\|_0^2}}$ can be formulated via the solution of the adjoint parabolic problem. Lipschitz continuity of the gradient is proved. The existence of a quasisolution of the considered inverse problem is proved. A monotone iteration scheme is obtained based on the gradient method.     

Shock waves in one-dimensional models with cubic nonlinearity

Shock waves are described qualitatively for a class of one-dimensional models with cubic nonlinearity (of the type of the modified Korteweg-de Vries equation):u _t–6u ²u_x+u _xxx=vu _xx. Both the integrable and the nonintegrable case are considered. The behavior of a shock wave in the limitt is considered.St. Petersburg Branch of the V. A. Steklov Mathematics Institute, Russian Academy of Sciences. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 97, No. 2, pp. 191–212, November, 1993.     

Damped-Driven KdV and Effective Equations for Long-Time Behaviour of its Solutions

For the damped-driven KdV equation $ \dot{u}-{\nu}u_{xx} + u_{xxx} - 6uu_{x} = \sqrt{\nu}\,\eta(t, x), x \in S^1, \int udx \equiv \int \eta dx \equiv 0, $ with 0 < ν ≤ 1 and smooth in x white in t random force η, we study the limiting long-time behaviour of the KdV integrals of motions (I ₁, I ₂, . . . ), evaluated along a solution u ^ν (t, x), as ν → 0. We prove that for ${0 \leq \tau := {\nu}t \lesssim 1}For the damped-driven KdV equation

[(u)\dot]-nuxx + uxxx - 6uux = ?{n} h(t, x), x ? S1, òudx o òhdx o 0, \dot{u}-{\nu}u_{xx} + u_{xxx} - 6uu_{x} = \sqrt{\nu}\,\eta(t, x), x \in S^1, \int udx \equiv \int \eta dx \equiv 0,      15. A generalized Cole-Hopf transformation for a two-dimensional burgers equation with a variable coefficient      B. Mayil Vaganan  M. Senthilkumaran  T. Shanmuga Priya 《印度理论与应用数学杂志》2012,43(6):591-600 The direct method is applied to the two dimensional Burgers equation with a variable coefficient (u t + uu x ? u xx ) x + s(t)u yy = 0 is transformed into the Riccati equation $H' - \tfrac{1} {2}H^2 + \left( {\tfrac{\rho } {2} - 1} \right)H = 0$ via the ansatz $u\left( {x,y,t} \right) = \tfrac{1} {{\sqrt t }}H(\rho ) + \tfrac{y} {{2\sqrt t }}\rho \left( {x,y,t} \right) = \tfrac{x} {{\sqrt t }} - y$ , provided that s(t) = t ?3/2. Further, a generalized Cole-Hopf transformations $u\left( {x,y,t} \right) = \tfrac{y} {{2\sqrt t }} - \tfrac{2} {{\sqrt t }}\tfrac{{U_\rho (\rho ,r)}} {{U(\rho ,r)}}$ , $\rho \left( {x,y,t} \right) = \tfrac{x} {{\sqrt t }} - y$ , r(t) = log t is derived to linearize (u t + uu x ? u xx ) x + t ?3/2 u yy to the parabolic equation $U_r = U_{\rho \rho } + \left( {\tfrac{\rho } {2} - 1} \right)U_\rho$ .      16. Examples of the absence of a traveling wave for the generalized Korteweg-de Vries-Burgers equation      A. V. Kazeykina 《Moscow University Computational Mathematics and Cybernetics》2011,35(1):14-21 An example of convex function f(u) for which the generalized Korteweg-de Vries-Burgers equation u t + (f(u)) x + au xxx − bu xx = 0 has no solutions in the form of a traveling wave with specified limits at infinity is constructed. This example demonstrates the difficulties in analyzing asymptotic behavior of the Cauchy problem for the Korteweg-de Vries-Burgers equation that is not inherent in the type of equation for the conservation law, the Burgers-type equation, and its finite difference analog.      17. Computability of Solutions of the Korteweg‐de Vries Equation      William Gay  Bing‐Yu Zhang  Ning Zhong 《Mathematical Logic Quarterly》2001,47(1):93-110 In this paper we study computability of the solutions of the Korteweg‐de Vries (KdV) equation ut + uux + uxxx = 0. This is one of the open problems posted by Pour‐El and Richards [25]. Based on Bourgain's new approach to the initial value problem for the KdV equation in the periodic case, we show that the periodic solution u (x, t) of the KdV equation is computable if the initial data is computable.      18. Instability of Standing Wave for the Klein–Gordon–Hartree Equation      Xiao Guang LI  ;Jian ZHANG  ;Yong Hong WU 《数学学报(英文版)》2014,30(5):861-871 The instability property of the standing wave uω(t, x) = eiωtφ(x) for the Klein–Gordon– Hartree equation      19. Optimal discounted control for a continuous time inventory model      K. Helmes 《Journal of Optimization Theory and Applications》1984,44(1):75-94 This paper is concerned with the following linear stochastic control problem: Minimize the discounted total cost $$J(x; u) = E{_x} \left[ {\int_0^\infty {\exp [ - \alpha t]\{ \phi (x{_t} ) + |u{_t} |\} } dt} \right]$$ over all measurable and nonanticipative control processes (u t ), subject todx t =u t dt+dw t ,x(0)=x, |u t |≤1. This problem is analyzed using a discretization technique. The results obtained extend those derived in Ref. 1 and some of those derived in Ref. 2.      20. Boundary noncrossings of additive Wiener fields∗      Enkelejd Hashorva  Yuliya Mishura 《Lithuanian Mathematical Journal》2014,54(3):277-289 Let {W i (t), t ∈ ?+}, i = 1, 2, be two Wiener processes, and let W 3 = {W 3(t), t ∈ ? + 2 } be a two-parameter Brownian sheet, all three processes being mutually independent. We derive upper and lower bounds for the boundary noncrossing probability P f = P{W 1(t 1) + W 2(t 2) + W 3(t) + f(t) ≤ u(t), t ∈ ? + 2 }, where f, u : ? + 2 → ? are two general measurable functions. We further show that, for large trend functions γf > 0, asymptotically, as γ → ∞, P γf is equivalent to \( {P}_{\gamma}\underset{\bar{\mkern6mu}}{{}_f} \) , where \( \underset{\bar{\mkern6mu}}{f} \) is the projection of f onto some closed convex set of the reproducing kernel Hilbert space of the field W(t) = W 1(t 1) + W 2(t 2) + W 3(t). It turns out that our approach is also applicable for the additive Brownian pillow.

A generalized Cole-Hopf transformation for a two-dimensional burgers equation with a variable coefficient

The direct method is applied to the two dimensional Burgers equation with a variable coefficient (u _t + uu _x ? u _xx ) _x + s(t)u _yy = 0 is transformed into the Riccati equation $H' - \tfrac{1} {2}H^2 + \left( {\tfrac{\rho } {2} - 1} \right)H = 0$ via the ansatz $u\left( {x,y,t} \right) = \tfrac{1} {{\sqrt t }}H(\rho ) + \tfrac{y} {{2\sqrt t }}\rho \left( {x,y,t} \right) = \tfrac{x} {{\sqrt t }} - y$ , provided that s(t) = t ^?3/2. Further, a generalized Cole-Hopf transformations $u\left( {x,y,t} \right) = \tfrac{y} {{2\sqrt t }} - \tfrac{2} {{\sqrt t }}\tfrac{{U_\rho (\rho ,r)}} {{U(\rho ,r)}}$ , $\rho \left( {x,y,t} \right) = \tfrac{x} {{\sqrt t }} - y$ , r(t) = log t is derived to linearize (u _t + uu _x ? u _xx ) _x + t ^?3/2 u _yy to the parabolic equation $U_r = U_{\rho \rho } + \left( {\tfrac{\rho } {2} - 1} \right)U_\rho$ .     

Examples of the absence of a traveling wave for the generalized Korteweg-de Vries-Burgers equation

An example of convex function f(u) for which the generalized Korteweg-de Vries-Burgers equation u _t + (f(u)) _x + au _xxx − bu _xx = 0 has no solutions in the form of a traveling wave with specified limits at infinity is constructed. This example demonstrates the difficulties in analyzing asymptotic behavior of the Cauchy problem for the Korteweg-de Vries-Burgers equation that is not inherent in the type of equation for the conservation law, the Burgers-type equation, and its finite difference analog.     

Computability of Solutions of the Korteweg‐de Vries Equation

In this paper we study computability of the solutions of the Korteweg‐de Vries (KdV) equation u_t + uu_x + u_xxx = 0. This is one of the open problems posted by Pour‐El and Richards [25]. Based on Bourgain's new approach to the initial value problem for the KdV equation in the periodic case, we show that the periodic solution u (x, t) of the KdV equation is computable if the initial data is computable.     

Instability of Standing Wave for the Klein–Gordon–Hartree Equation

The instability property of the standing wave uω(t, x) = eiωtφ(x) for the Klein–Gordon– Hartree equation     

Optimal discounted control for a continuous time inventory model

This paper is concerned with the following linear stochastic control problem: Minimize the discounted total cost $$J(x; u) = E{_x} \left[ {\int_0^\infty {\exp [ - \alpha t]\{ \phi (x{_t} ) + |u{_t} |\} } dt} \right]$$ over all measurable and nonanticipative control processes (u _t ), subject todx _t =u _t dt+dw _t ,x(0)=x, |u _t |≤1. This problem is analyzed using a discretization technique. The results obtained extend those derived in Ref. 1 and some of those derived in Ref. 2.     

Boundary noncrossings of additive Wiener fields∗

Let {W _i (t), t ∈ ?₊}, i = 1, 2, be two Wiener processes, and let W ₃ = {W ₃(t), t ∈ ? ₊ ² } be a two-parameter Brownian sheet, all three processes being mutually independent. We derive upper and lower bounds for the boundary noncrossing probability P _f = P{W ₁(t ₁) + W ₂(t ₂) + W ₃(t) + f(t) ≤ u(t), t ∈ ? ₊ ² }, where f, u : ? ₊ ² → ? are two general measurable functions. We further show that, for large trend functions γf > 0, asymptotically, as γ → ∞, P _γf is equivalent to \( {P}_{\gamma}\underset{\bar{\mkern6mu}}{{}_f} \) , where \( \underset{\bar{\mkern6mu}}{f} \) is the projection of f onto some closed convex set of the reproducing kernel Hilbert space of the field W(t) = W ₁(t ₁) + W ₂(t ₂) + W ₃(t). It turns out that our approach is also applicable for the additive Brownian pillow.