Conditional limit theorems for critical continuous-state branching processes

We study the conditional limit theorems for critical continuous-state branching processes with branching mechanism ψ(λ) = λ1+αL(1/λ), where α∈ [0, 1] and L is slowly varying at ∞. We prove that if α∈(0, 1], there are norming constants Qt→ 0(as t ↑ +∞) such that for every x 0, Px(QtXt∈·| Xt 0)converges weakly to a non-degenerate limit. The converse assertion is also true provided the regularity of ψ at0. We give a conditional limit theorem for the case α = 0. The limit theorems we obtain in this paper allow infinite variance of the branching process.     

Nonlinear parabolic equations with p-growth and unbounded data

The purpose of this paper is to prove the existence of a solution for a nonlinear parabolic equation in the form u_t - div(a(t, x, u, Du)) = H(t, x, u, Du) - div(g(t, x)) in Q_T =]0,T[×Ω, Ω ⊂ R^N, with an initial condition u(0) = u₀, where u₀ is not bounded, |H(t,x, u, ξ)⩽ β|ξ|^p + f(t,x) + βe^λ₁^|u|f, |g|^p/(p-1) ∈ L^r(Q_T) for some r = r{N) ⩾ 1, and - div(a(t,x,u, Du)) is the usual Leray-Lions operator.     

On a nonconvolution Volterra resolvent

Under fairly weak assumptions, the solutions of the system of Volterra equations x(t) = ∝₀^ta(t, s) x(s) ds + f(t), t > 0, can be written in the form x(t) = f(t) + ∝₀^tr(t, s) f(s) ds, t > 0, where r is the resolvent of a, i.e., the solution of the equation r(t, s) = a(t, s) + ∝₀^ta(t, v) r(v, s)dv, 0 < s < t. Conditions on a are given which imply that the resolvent operator f ∝₀^tr(t, s) f(s) ds maps a weighted L¹ space continuously into another weighted L¹ space, and a weighted L^∞ space into another weighted L^∞ space. Our main theorem is used to study the asymptotic behavior of two differential delay equations.     

Locally Lipschitz solutions of a single conservation law in several space variables

We consider the Cauchy problem for a single conservation law in several space variables. Letting u(x, t) denote the solution with initial data u₀, we state necessary and sufficient conditions on u₀ so that u(x, t) is locally Lipschitz continuous in the half space {t > 0}. These conditions allow for the preservation of smoothness of u₀ as well as for the smooth resolution of discontinuities in u₀. One consequence of our result is that u(x, t) cannot be locally Lipschitz unless u₀ has locally bounded variation. Another is that solutions which are bounded and locally Lipschitz continuous in {t > 0} automatically have boundary values u₀ at t = 0 in the sense that u(·, t) → u₀ in L_loc¹. Finally, we give an elementary proof that locally Lipschitz solutions satisfy Kruzkov's uniqueness condition.     

Single point blow-up for a semilinear initial value problem

The initial value problem on [?R, R] is considered: u_t(t, x) = u_xx(t, x) + u(t, x)^γu(t, ±R) = 0u(0, x) = ?(x), where ? ? 0 and γ is a fixed large number. It is known that for some initial values ? the solution u(t, x) exists only up to some finite time T, and that ∥u(t, ·)∥_∞ → ∞ as t → T. For the specific initial value ? = kψ, where ψ ? 0, ψ_xx + ψ^γ = 0, ψ(±R) = 0, k is sufficiently large, it is shown that if x ≠ 0, then lim_{t → T}u(t, x) and lim_{t → T}u_x(t, x) exist and are finite. In other words, blow-up occurs only at the point x = 0.     

Grow-up of critical solutions for a non-local porous medium problem with Ohmic heating source

We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation ${u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2}We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation u_t = (uⁿ)_xx + lf(u)/(ò_-1¹ f(u)dx)²{u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2} with Dirichlet boundary conditions and positive initial data. The function f satisfies: f(s),−f ′ (s) > 0 for s ≥ 0 and s ^n-1 f(s) is integrable at infinity. Due to the conditions on f, there exists a critical value of parameter λ, say λ*, such that for λ > λ* the solution u = u(x, t; λ) blows up globally in finite time, while for λ ≥ λ* the corresponding steady-state problem does not have any solution. For 0 < λ < λ* there exists a unique steady-state solution w = w(x; λ) while u = u(x, t; λ) is global in time and converges to w as t → ∞. Here we show the global grow-up of critical solution u* =  u(x, t; λ*) (u* (x, t) → ∞, as t → ∞ for all x ? (-1,1){x\in(-1,1)}.     

Hitting time of a moving boundary for a diffusion

We obtain asymptotic estimates for the quantity r = log P[T_f[rang]t] as t → ∞ where T_f = inf\s{s : |X(s)|[rang]f(s)\s} and X is a real diffusion in natural scale with generator a(x) d²(·)/dx² and the ‘boundary’ f(s) is an increasing function. We impose regular variation on a and f and the result is expressed as r = ∫^t₀ λ₁ (f(s) ds(1 + o(1)) where λ₁(f) is the smallest eigenvalue for the process killed at ±f.     

On the existence of shock fronts for a Burgers equation with a singular source term

In this paper we consider the Cauchy problem for the equation ∂u/∂t + u ∂u/∂x + u/x = 0 for x > 0, t ⩾ 0, with u(x, 0) = u⁰₋(x) for x < x₀, u(x, 0) = u⁰₊(x) for x > x₀, u⁰₋(x₀) > u⁰₊(x₀). Following the ideas of Majda, 1984 and Lax, 1973, we construct, for smooth u⁰₋ and u⁰₊, a global shock front weak solution u(x, t) = u₋(x, t) for x < ϕ(t), u(x, t) = u₊(x, t) for x > ϕ(t), where u₋ and u₊ are the strong solutions corresponding (respectively) to u⁰₋ and u⁰₊ and the curve t → ϕ(t) is defined by dϕ/dt (t) = 1/2[u₋(ϕ(t), t) + u₊(ϕ(t), t)], t ⩾ 0 and ϕ(0) = x₀. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

Nonlinear dissipative wave equations with space-time dependent potential

We study the long time behavior of solutions for damped wave equations with absorption. These equations are generally accepted as models of wave propagation in heterogeneous media with space-time dependent friction a(t,x)u_t and nonlinear absorption |u|^p−1u (Ikawa (2000) [17]). We consider 1<p<(n+2)/(n−2) and separable a(t,x)=λ(x)η(t) with λ(x)∼(1+|x|)^−α and η(t)∼(1+t)^−β satisfying conditions (A1) or (A2) which are given. The main results are precise decay estimates for the energy, L² and L^p+1 norms of solutions. We also observe the following behavior: if α∈[0,1), β∈(−1,1) and 0<α+β<1, there are three different regions for the decay of solutions depending on p; if α∈(−∞,0) and β∈(−1,1), there are only two different regions for the decay of the solutions depending on p.     

The zero dispersion limit of the korteweg-de vries equation for initial potentials with non-trivial reflection coefficient

The inverse scattering method is used to determine the distribution limit as ? → 0 of the solution u(x, t, ?) of the initial value problem. U_t ? 6uu_x + ?²u_xxx = 0, u(x, 0) = v(x), where v(x) is a positive bump which decays sufficiently fast as x x→±α. The case v(x) ? 0 has been solved by Peter D. Lax and C. David Levermore [8], [9], [10]. The computation of the distribution limit of u(x, t, ?) as ? → 0 is reduced to a quadratic maximization problem, which is then solved.     

Numerical solutions with a priori error bounds for coupled self-adjoint time dependent partial differential systems

This paper is concerned with the construction of accurate continuous numerical solutions for partial self-adjoint differential systems of the type (P(t) u_t)_t = Q(t)u_xx, u(0, t) = u(d, t) = 0, u(x, 0) = f(x), u_t(x, 0) = g(x), 0 ≤ x ≤ d, t >- 0, where P(t), Q(t) are positive definite oR^r×r-valued functions such that P′(t) and Q′(t) are simultaneously semidefinite (positive or negative) for all t ≥ 0. First, an exact theoretical series solution of the problem is obtained using a separation of variables technique. After appropriate truncation strategy and the numerical solution of certain matrix differential initial value problems the following question is addressed. Given T > 0 and an admissible error ϵ > 0 how to construct a continuous numerical solution whose error with respect to the exact series solution is smaller than ϵ, uniformly in D(T) = {(x, t); 0 ≤ x ≤ d, 0 ≤ t ≤ T}. Uniqueness of solutions is also studied.     

On the low regularity of the modified Korteweg-de Vries equation with a dissipative term

We consider a dissipative version of the modified Korteweg-de Vries equation ut+uxxx−uxx+x(u³)=0. We prove global well-posedness results on the associated Cauchy problem in the Sobolev spaces Hs(R) for s>−1/4 while for s<−1/2 we prove some ill-posedness issues.     

A remark on Schrödinger operators

We study the almost everythere convergence to the initial dataf(x)=u(x, 0) of the solutionu(x, t) of the two-dimensional linear Schrödinger equation Δu=i? _t u. The main result is thatu(x, t) →f(x) almost everywhere fort → 0 iff ∈H ^p (R²), wherep may be chosen <1/2. To get this result (improving on Vega’s work, see [6]), we devise a strategy to capture certain cancellations, which we believe has other applications in related problems.     

On solutions to the Degasperis-Procesi equation

In this paper we consider a new integrable equation (the Degasperis-Procesi equation) derived recently by Degasperis and Procesi (1999) [3]. Analogous to the Camassa-Holm equation, this new equation admits blow-up phenomenon and infinite propagation speed. First, we give a proof for the blow-up criterion established by Zhou (2004) in [12]. Then, infinite propagation speed for the Degasperis-Procesi equation is proved in the following sense: the corresponding solution u(x,t) with compactly supported initial datum u₀(x) does not have compact x-support any longer in its lifespan. Moreover, we show that for any fixed time t>0 in its lifespan, the corresponding solution u(x,t) behaves as: u(x,t)=L(t)e−x for x?1, and u(x,t)=l(t)ex for x?−1, with a strictly increasing function L(t)>0 and a strictly decreasing function l(t)<0 respectively.     

Asymptotic behaviors of the solution to an initial-boundary value problem for scalar viscous conservation laws

This paper is concerned with the asymptotic behaviors of the solutions to the initial-boundary value problem for scalar viscous conservations laws u_t + f(u)_x = u_xx on [0, 1], with the boundary condition u(0, t) = u₋(t) → u₋, u(1, t) = u₊(t) → u₊, as t → +∞ and the initial data u(x,0) = u₀(x) satisfying u₀(0) = u₋(0), u₀(1) = u₊(1), where u± are given constants, u₋ ≠ u₊ and f is a given function satisfying f″(u) > 0 for u under consideration. By means of an elementary energy estimates method, both the global existence and the asymptotic behavior are obtained. When u₋ 〈 u₊, which corresponds to rarefaction waves in inviscid conservation laws, no smallness conditions are needed. While for u₋ > u₊, which corresponds to shock waves in inviscid conservation laws, it is established for weak shock waves, that is, |u₋−u₊| is small. Moreover, when u_±(t) ≡ u_±, t ≥ 0, exponential decay rates are both obtained.     

Probabilities of high extremes for a Gaussian stationary process in a random environment

Let ξ(t) be a zero-mean stationary Gaussian process with the covariance function r(t) of Pickands type, i.e., r(t) = 1 ? |t| ^α + o(|t| ^α ), t → 0, 0 < α ≤ 2, and η(t), ζ(t) be periodic random processes. The exact asymptotic behavior of the probabilities P(max _t∈[0,T] η(t)ξ(t) > u), P(max _t∈[0,T] (ξ(t) + η(t)) > u) and P(max _t∈[0,T] (η(t)ξ(t) + ζ(t)) > u) is obtained for u → ∞ for any T > 0 and independent ξ(t), η(t), ζ(t).     

Stable viscosity matrices for systems of conservation laws

A natural class of appropriate viscosity matrices for strictly hyperbolic systems of conservation laws in one space dimension, u₁ + f(u)_x = 0, u?R^m, is studied. These matrices are admissible in the sense that small-amplitude shock wave solutions of the hyperbolic system are shown to be limits of smooth traveling wave solutions of the parabolic system u_t + f(u)_x = v(Du_x)_x as ifv → 0 if D is in this class. The class is determined by a linearized stability requirement: The Cauchy problem for the equation u₁ + f′(u₀) u_x = vDu_xx should be well posed in L² uniformly in v as v → 0. Previous examples of inadmissible viscosity matrices are accounted for through violation of the stability criterion.     

An Application of a Mountain Pass Theorem

We are concerned with the following Dirichlet problem: −Δu(x) = f(x, u), x∈Ω, u∈H ¹ ₀(Ω), (P) where f(x, t) ∈C (×ℝ), f(x, t)/t is nondecreasing in t∈ℝ and tends to an L ^∞-function q(x) uniformly in x∈Ω as t→ + ∞ (i.e., f(x, t) is asymptotically linear in t at infinity). In this case, an Ambrosetti-Rabinowitz-type condition, that is, for some θ > 2, M > 0, 0 > θF(x, s) ≤f(x, s)s, for all |s|≥M and x∈Ω, (AR) is no longer true, where F(x, s) = ∫ ^s ₀ f(x, t)dt. As is well known, (AR) is an important technical condition in applying Mountain Pass Theorem. In this paper, without assuming (AR) we prove, by using a variant version of Mountain Pass Theorem, that problem (P) has a positive solution under suitable conditions on f(x, t) and q(x). Our methods also work for the case where f(x, t) is superlinear in t at infinity, i.e., q(x) ≡ +∞. Received June 24, 1998, Accepted January 14, 2000.     

Semi-stable Markov processes in rn

A Markov process in Rⁿ{x_t} with transition function P_t is called semi-stable of order α>0 if for every a>0, P_t(x, E) = P_at(a^ax, a^aE). Let ?_t(ω)=∫^t₀|x_s(ω)|^-1/α ds, T(t) be its inverse and {y_t}={x_T(t)}.Theorem 1: {Y_t} is a multiplicative invariant process; i.e., it has transition function q_t satisfying q_t(x,E)=q_t(ax,aE) for all a > 0.Theorem 2: If {x_t} is Feller, right continuous and uniformly stochastic continuous on a neighborhood of the origin, then {y_t} is Feller.     

A tracing of the fractional temperature field

This paper is devoted to a study of L~q-tracing of the fractional temperature field u(t, x)—the weak solution of the fractional heat equation(?_t +(-?_x)~α)u(t, x) = g(t, x) in L~p(R_+~(1+n)) subject to the initial temperature u(0, x) = f(x) in L~p(R~n).