Comportement des noyaux de la chaleur des opérateurs de Schrödinger et applications à certaines équations paraboliques semi-linéaires

We consider general Schrödinger operators on domains of Riemannian manifolds with possibly exponential volume growth. We prove sharp large time Gaussian upper bounds. These bounds are then used to prove new Lp-Lp estimates for the corresponding semigroups. Applications to semi-linear parabolic equations are given.     

Approximation de compacts fonctionnels par des variétés analytiques

In the theory of approximation there are some problems on approximation of compact sets in functional spaces by analytic families. First, we deal with the case of algebraic varieties, the theorem of Vitushkin, in which we give a new proof based on the method of Warren, with precision of constants. Next, we consider the case of analytic varieties which is as well a negative result: we show that an analytic family with N variables cannot approach the compact Λl,s better than order as N increases. We finish by giving some applications in Sturm-Liouville inverse theory.     

Equations différentielles invariantes sur les groupes et algèbres de Lie réductifs II

Dans un article précédent, nous avons démontré que si D est un opérateur différentiel bi-invariant sur un groupe réductif G vérifiant la condition de Benabdallah-Rouvière, alors on peut résoudre l’équation différentielle Du=v dans l'espace des distributions G-invariantes (par automorphismes intérieurs) d'ordre fini; nous allons montrer ici que, sous la même hypothèse, on peut résoudre cette équation dans l'espace de toutes les distributions G-invariantes. D'autre part, nous donnons un exemple dans qui montre que les équations différentielles invariantes dans les algèbres de Lie réductives ne sont pas toujours résolubles dans l'espace des fonctions indéfiniment différentiables invariantes.     

Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes

In this paper, a new class of backward doubly stochastic differential equations driven by Teugels martingales associated with a Lévy process satisfying some moment condition and an independent Brownian motion is investigated. We obtain the existence and uniqueness of solutions to these equations. A probabilistic interpretation for solutions to a class of stochastic partial differential integral equations is given.     

Almost automorphic solutions for stochastic differential equations driven by Lévy noise

We introduce the concepts of Poisson square-mean almost automorphy and almost automorphy in distribution. Under suitable conditions on the coefficients, we establish the existence of solutions which are almost automorphic in distribution for some semilinear stochastic differential equations with infinite dimensional Lévy noise. We further discuss the global asymptotic stability of these solutions. Finally, to illustrate the theoretical results obtained in this paper, we give several examples.     

Doubly reflected BSDEs driven by a Lévy process

In this paper, we show the existence and uniqueness of the solution for a class of doubly reflected backward stochastic differential equations driven by a Lévy process (DRBSDELs in short) by means of the penalization method as well as the fixed point theorem. In addition, we obtain the comparison theorem for the solutions of DRBSDELs. As an application, we give a probabilistic formula for the viscosity solution of a class of partial differential-integral equations (PDIEs in short) with two obstacles.     

Analytic solutions of the (2 + 1)-dimensional nonlinear evolution equations using the sine-cosine method

In this paper, we establish exact solutions for (2 + 1)-dimensional nonlinear evolution equations. The sine-cosine method is used to construct exact periodic and soliton solutions of (2 + 1)-dimensional nonlinear evolution equations. Many new families of exact traveling wave solutions of the (2 + 1)-dimensional Boussinesq, breaking soliton and BKP equations are successfully obtained. These solutions may be important of significance for the explanation of some practical physical problems. It is shown that the sine-cosine method provides a powerful mathematical tool for solving a great many nonlinear partial differential equations in mathematical physics.     

Complexiton solutions of the Korteweg–de Vries equation with self-consistent sources

Complexiton solutions to the Korteweg–de Vires equation with self-consistent sources are presented. The basic technique adopted is the Darboux transformation. The resulting solutions provide evidence that soliton equations with self-consistent sources can have complexiton solutions, in addition to soliton, positon and negaton solutions. This also implies that soliton equations with self-consistent sources possess some kind of analytical characteristics that linear differential equations possess and brings ideas toward classification of exact explicit solutions of nonlinear integrable differential equations.     

An indirect variable transformation approach and Jacobi elliptic solutions to Korteweg de Vries equation

Based on a variable change and the variable separated ODE method, an indirect variable transformation approach is proposed to search exact solutions to special types of partial differential equations (PDEs). The new method provides a more systematical and convenient handling of the solution process for the nonlinear equations. Its key point is to reduce the given PDEs to variable-coefficient ordinary differential equations, then we look for solutions to the resulting equations by some methods. As an application, exact solutions for the KdV equation are formally derived.     

Generalized solitary waves in a finite‐difference Korteweg‐de Vries equation

Generalized solitary waves with exponentially small nondecaying far field oscillations have been studied in a range of singularly perturbed differential equations, including higher order Korteweg‐de Vries (KdV) equations. Many of these studies used exponential asymptotics to compute the behavior of the oscillations, revealing that they appear in the solution as special curves known as Stokes lines are crossed. Recent studies have identified similar behavior in solutions to difference equations. Motivated by these studies, the seventh‐order KdV and a hierarchy of higher order KdV equations are investigated, identifying conditions which produce generalized solitary wave solutions. These results form a foundation for the study of infinite‐order differential equations, which are used as a model for studying lattice equations. Finally, a lattice KdV equation is generated using finite‐difference discretization, in which a lattice generalized solitary wave solution is found.     

Analytical solutions to Fisher’s equation with time-variable coefficients

This paper provides analytical solutions to the generalized Fisher equation with a class of time varying diffusion coefficients. To accomplish this we use the Painlevé property for partial differential equations as defined by Weiss in 1983 in “The Painlevé property for partial-differential equations”. This was first done for the variable coefficient Fisher’s equation by Ö?ün and Kart in 2007; we build on this work, finding additional solutions with a weaker restriction on the trial solution. We also use the same technique to find solutions to Fisher’s equation with time-dependent coefficients for both diffusion and nonlinear terms. Lastly we compute specific solutions to illustrate their behaviors.     

Integrable symplectic maps associated with discrete Korteweg‐de Vries‐type equations

In this paper, we present novel integrable symplectic maps, associated with ordinary difference equations, and show how they determine, in a remarkably diverse manner, the integrability, including Lax pairs and the explicit solutions, for integrable partial difference equations which are the discrete counterparts of integrable partial differential equations of Korteweg‐de Vries‐type (KdV‐type). As a consequence it is demonstrated that several distinct Hamiltonian systems lead to one and the same difference equation by means of the Liouville integrability framework. Thus, these integrable symplectic maps may provide an efficient tool for characterizing, and determining the integrability of, partial difference equations.     

Quelques aspects sur la géométrie des surfaces algébriques réelles

Let f be a real polynomial of degree n?3 in two variables. It is known that its hessian is a real polynomial in two variables of degree at most 2n−4. In 1876, A. Harnack prove that the number of connected components of an algebraic plane curve of degree m embedded in is at most (m−1)(m−2)/2+1. So, by A. Harnack, the number of compact connected components of the parabolic curve of the graph of f is at most (2n−5)(n−3)+1. Until now, we do not know if this bound is optimal for n?4.In this note we give a class of real polynomials of degree n?3 in two variables such that the parabolic curve of the graph of each polynomial being to this class has exactly (n−1)(n−2)/2 connected components and exactly n(n−2) special parabolic points. Moreover, all these parabolic curves are smooth and compact.It is known that for each smooth algebraic surface of degree n?3 embedded in , the maximal number of connected components of its parabolic curve is 2n(n−2)(5n−12)+2. Until now, we do not know if this bound is optimal. In this note we give a family of smooth algebraic surfaces of degree n?3 embedded in . The parabolic curve of each surface being to this family is smooth and it has at least n(n−1)/(n−2)2 connected components and at least n²(n−2) special parabolic points.     

Sur le principe de superposition et l'équation de Riccati

In this Note we study the conditions under which a system of ordinary differential equations admits a nonlinear superposition of the solutions, and also the linearization of such systems. A particular study is established for the Riccati equation. To cite this article: S. Rezzag et al., C. R. Acad. Sci. Paris, Ser. I 340 (2005).     

Large deviations for stochastic PDE with Lévy noise

We prove a large deviation principle result for solutions of abstract stochastic evolution equations perturbed by small Lévy noise. We use general large deviations theorems of Varadhan and Bryc coupled with the techniques of Feng and Kurtz (2006) [15], viscosity solutions of integro-partial differential equations in Hilbert spaces, and deterministic optimal control methods. The Laplace limit is identified as a viscosity solution of a Hamilton-Jacobi-Bellman equation of an associated control problem. We also establish exponential moment estimates for solutions of stochastic evolution equations driven by Lévy noise. General results are applied to stochastic hyperbolic equations perturbed by subordinated Wiener process.     

Étude de certaines équations elliptiques à argument dévié

The elliptic equations with deviated arguments appear in some models of population such as in biology, etc. as indicated in the books [4] and [5] and the works of Levin [3], Skellam [6]. In this paper, we establish some results of existence and uniqueness for some non-local equations called elliptic equations with deviated argument. Firstly, we handle linear and nonlinear cases. Therefore, we hope to complete some results obtained by Chipot and Mardare [2].     

Étude de l'algèbre de Lie double des arbres enracinés décorés

The double Lie algebra LD of rooted trees decorated by a set D is introduced, generalising the construction of Connes and Kreimer. It is shown that it is a simple Lie algebra. Its derivations and its automorphisms are described, as well as some central extensions. Finally, the category of lowest weight modules is introduced and studied.     

Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes

In this paper, a new class of generalized backward doubly stochastic differential equations (GBDSDEs in short) driven by Teugels martingales associated with Lévy process and the integral with respect to an adapted continuous increasing process is investigated. We obtain the existence and uniqueness of solutions to these equations. A probabilistic interpretation for solutions to a class of stochastic partial differential integral equations (PDIEs in short) with a nonlinear Neumann boundary condition is given.     

Du modèle BGK de l'équation de Boltzmann aux équations d'Euler des fluides incompressibles

Dissipative solutions [12] of the Euler equations of incompressible fluids are obtained as the hydrodynamic limit of a properly scaled BGK equation. This stability result comes from refined entropy and entropy dissipation bounds. It uses in a crucial way the local conservation laws which are known to hold for weak solutions of this simplified model of the Boltzmann equation.