Existence and non-existence of global solutions for a semilinear heat equation

The existence and non-existence of global solutions and theL ^p blow-up of non-global solutions to the initial value problemu′(t)=Δu(t)+u(t) ^γ onR ⁿ are studied. We consider onlyγ>1. In the casen(γ − 1)/2=1, we present a simple proof that there are no non-trivial global non-negative solutions. Ifn(γ−1)/2≦1, we show under mild technical restrictions that non-negativeL ^p solutions always blow-up inL ^p norm in finite time. In the casen(γ−1)/2>1, we give new sufficient conditions on the initial data which guarantee the existence of global solutions. Research partially supported by NSF grant MCS79-03636.     

Super-Brownian motion with reflecting historical paths

We consider super-Brownian motion whose historical paths reflect from each other, unlike those of the usual historical super-Brownian motion. We prove tightness for the family of distributions corresponding to a sequence of discrete approximations but we leave the problem of uniqueness of the limit open. We prove a few results about path behavior for processes under any limit distribution. In particular, we show that for any γ > 0, a “typical” increment of a reflecting historical path over a small time interval Δt is not greater than (Δt)^3/4−γ. Received: 16 March 2000 / Revised version: 26 February 2001 / Published online: 9 October 2001     

Two-dimensional incompressible viscous flow around a small obstacle

In this work we study the asymptotic behavior of viscous incompressible 2D flow in the exterior of a small material obstacle. We fix the initial vorticity ω₀ and the circulation γ of the initial flow around the obstacle. We prove that, if γ is sufficiently small, the limit flow satisfies the full-plane Navier–Stokes system, with initial vorticity ω₀ + γδ, where δ is the standard Dirac measure. The result should be contrasted with the corresponding inviscid result obtained by the authors in Iftimie et al. (Comm. Part. Differ. Eqn. 28, 349–379 (2003)), where the effect of the small obstacle appears in the coefficients of the PDE and not only in the initial data. The main ingredients of the proof are L ^p − L ^q estimates for the Stokes operator in an exterior domain, a priori estimates inspired on Kato’s fixed point method, energy estimates, renormalization and interpolation.     

Asymptotic closeness to limiting shapes for expanding embedded plane curves

We show that for embedded or convex plane curves expansion, the difference u(x,t)-r(t) in support functions between the expanding curves γ_t and some expanding circles C_t (with radius r(t)) has its asymptotic shape as t→∞. Moreover the isoperimetric difference L²-4πA is decreasing and it converges to a constant if the expansion speed is asymptotically a constant and the initial curve is not a circle. For convex initial curves, if the expansion speed is asymptotically infinite, then L²-4πA decreases to and there exists an asymptotic center of expansion for γ_t. Mathematics Subject Classification (2000) 35K15, 35K55     

Scattering at Zero Energy for Attractive Homogeneous Potentials

We compute up to a compact term the zero-energy scattering matrix for a class of potentials asymptotically behaving as −γ|x|^−μ with 0 < μ < 2 and γ > 0. It turns out to be the propagator for the wave equation on the sphere at time . The research of J.D. is supported in part by the grant N N201 270135. Part of the research was done during a visit of both authors to the Erwin Schr?dinger Institute. Submitted: November 28, 2008. Accepted: March 2, 2009.     

Long-time existence for signed solutions of the heat equation with a noise term

Summary.   Let ? be the circle [0,J] with the ends identified. We prove long-time existence for the following equation.

Large time behavior of solutions to a class of doubly nonlinear parabolic equations

We study the large time asymptotic behavior of solutions of the doubly degenerate parabolic equation u _t = div(u ^m−1|Du| ^p−2 Du) − u ^q with an initial condition u(x, 0) = u ₀(x). Here the exponents m, p and q satisfy m + p ⩾ 3, p > 1 and q > m + p − 2. The paper was supported by NSF of China (10571144), NSF for youth of Fujian province in China (2005J037) and NSF of Jimei University in China.     

Limit correlation functions at zero for fixed trace random matrix ensembles

The limit as N → ∞ of the eigenvalue correlation function is studied in a neighborhood of zero for N × N Hermitian matrices chosen at random from the Hilbert-Schmidt sphere of an appropriate radius. Dyson’s famous sin π(t₁ − t₂)/π(t₁ − t₂)-kernel asymptotic is extended to this class of matrix ensembles. Bibliography: 9 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 341, 2007, pp. 68–80.     

Riesz transforms for a non-symmetric Ornstein-Uhlenbeck semigroup

Let (ℋ _t ) _t≥0 be the Ornstein-Uhlenbeck semigroup on ℝ ^d with covariance matrix I and drift matrix −λ(I+R), where λ>0 and R is a skew-adjoint matrix and denote by γ _∞ the invariant measure for (ℋ _t ) _t≥0. Semigroups of this form are the basic building blocks of Ornstein-Uhlenbeck semigroups which are normal on L ²(γ _∞). We investigate the weak type 1 estimate of the Riesz transforms for (ℋ _t ) _t≥0. We prove that if the matrix R generates a one-parameter group of periodic rotations then the first order Riesz transforms are of weak type 1 with respect to the invariant measure γ _∞. We also prove that the Riesz transforms of any order associated to a general Ornstein-Uhlenbeck semigroup are bounded on L ^p (γ _∞) if 1<p<∞. The authors have received support by the Italian MIUR-PRIN 2005 project “Harmonic Analysis” and by the EU IHP 2002-2006 project “HARP”.     

Boundary value problems for a spectrally loaded heat operator with load line approaching the time axis at zero or infinity

We continue the study of boundary value problems for spectrally loaded heat equations in unbounded domains for the case in which the order of the derivative in the loaded term coincides with that of the differential part of the equation and the motion of the load point with respect to the space variable is given by the law -x(t) = t ^ω , −∞ < ω < 1/2.     

On the B?dewadt–Rosenblat flow

Fluid motion induced by the torsional oscillations (of angular velocity bΩcosω T) of an infinite disk in contact with an incompressible viscous rotating (with angular velocity aΩ) fluid of semi-infinite extent is analysed when the amplitude parameter α( =  b/a) varies from zero to infinity. Composite solutions valid over the whole of the flow regime and specific expressions for the shearing stress components at the disk and for the axial flow in the far region are obtained for low and high frequencies of torsional oscillations. Using the method of matched asymptotic expansions, we find that the region of the mean flow increases with α and reaches a maximum before settling down to the Rosenblat profile. Series expressions (for α < 1) are deduced for physical quantities of interest when the fluid in the far field and the disk are rotating with different angular velocities (in the same or in the opposite sense), which agree well with the known numerical results.     

An approximation of a nonlinear integral equation driven by a function of boundedp-variation

The uniform distance between the solution of a nonlinear equation driven by a functionh with boundedp-variation and its Milstein-type approximation is estimated by δ _n v γ _p (n) v γ _p ² (n), where δ _n =max(t _k −t _k−1 ) is the maximum step size of the approximation on the interval [0,T], γ _p (n)=max υ _p ^1/p (h;[t _k-1,t _k ]), 1 <p < 2, and υ _p (h;[t _k-1,t _k ]) is thep-variation of the functionh on [t _k-1,t _k]. In particular, ifh is a Lipschitz function of order α, then the uniform distance has the bound δ _n ^α for δ_n <1. Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius; Vilnius Technical University, Saulétekio 11, 2054 Vilnius, Lithuania. Published in Lietuvos Matematikos Rinkinys, Vol. 39, No. 3, pp. 317–330, July–September, 1999.     

Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence

We establish an estimate for the rate of convergence of a solution of an ordinary stochastic differential equation of order p ≥ 2 with a small parameter in the coefficient of the leading derivative to a solution of a stochastic equation of order p − 1 in the metric ρ(X, Y) = (sup_0≤t≤T M|X(t) − Y(t)|²)^1/2 __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 12, pp. 1587–1601, December, 2006.     

Some Explicit Distributions Related to the First Exit Time from a Bounded Interval for Certain Functionals of Brownian Motion

Let (B _t ) _{t≥ 0} be standard Brownian motion starting at y and set X _t = for , with V(y) = y ^γ if y≥ 0, V(y) = −K(−y)^γ if y≤ 0, where γ and K are some given positive constants. Set . In this paper, we provide some formulas for the probability distribution of the random variable as well as for the probability (or b)}. The formulas corresponding to the particular cases x = a or b are explicitly expressed by means of hypergeometric functions.      

Stability Theory of General Contractions for Delay Equations

We study the persistence of the asymptotic stability of delay equations both under linear and nonlinear perturbations. Namely, we consider nonautonomous linear delay equations v′ = L(t)v _t with a nonuniform exponential contraction. Our main objective is to establish the persistence of the nonuniform exponential stability of the zero solution both under nonautonomous linear perturbations, i.e., for the equation v′ = (L(t) + M(t))v _t , thus discussing the so-called robustness problem, and under a large class of nonlinear perturbations, namely for the equation v′ = L(t)v _t + f(t, v _t ). In addition, we consider general contractions e ^−λρ(t) determined by an increasing function ρ that includes the usual exponential behavior with ρ(t) = t as a very special case. We also obtain corresponding results in the case of discrete time.     

On the behavior of solutions of a semilinear parabolic or elliptic equation satisfying a nonlinear boundary condition in a cylindrical domain

One considers a semilinear parabolic equation u _t = Lu − a(x)f(u) or an elliptic equation u _tt + Lu − a(x)f(u) = 0 in a semi-infinite cylinder Ω × ℝ₊ with the nonlinear boundary condition , where L is a uniformly elliptic divergent operator in a bounded domain Ω ∈ ℝⁿ; a(x) and b(x) are nonnegative measurable functions in Ω. One studies the asymptotic behavior of solutions of such boundary-value problems for t → ∞. __________ Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 26, pp. 368–389, 2007.     

The exit problem for small random perturbations of dynamical systems with a hyperbolic fixed point

We consider the Markov diffusion process ξ^∈(t), transforming when ɛ=0 into the solution of an ordinary differential equation with a turning point ℴ of the hyperbolic type. The asymptotic behevior as ɛ→0 of the exit time, of its expectation of the probability distribution of exit points for the process ξ^∈(t) is studied. These indicate also the asymptotic behavior of solutions of the corresponding singularly perturbed elliptic boundary value problems.     

Comparison theorems for the third order trinomial differential equations with delay argument

In this paper we study asymptotic properties of the third order trinomial delay differential equation (*) y‴(t) − p(t)y′(t) + g(t)y(τ(t)) = 0 by transforming this equation to the binomial canonical equation. The results obtained essentially improve known results in the literature. On the other hand, the set of comparison principles obtained permits to extend immediately asymptotic criteria from ordinary to delay equations. Research was supported by S.G.A. No.1/003/09.     

Slow and fast decay of solutions to some second order evolution equations

IfA=A ^*≥0 on the real Hilbert spaceH=L ² (Ω, dμ) withKerA=A ⁻¹ ({0})∈0, (I+A)⁻¹ compact andf(u)=c|u| ^p−1 u withc>0,p>1, the solutions ofu”+u’+Au+f(u)=0 tend to 0 in norm at least liket ^−1/(p−1) ast→∞. Here it is shown that the set of initial data of those solutions tending to 0 exponentially fast has near 0 the structure of a manifold with codimension dim(Ker A). If, in addition,A=−Δ with Neumann homogeneous boundary conditions, we show that the following alternative holds true: eitheru(t) tends to 0 exponentially fast, or ‖u(t)‖≥γt ^−1/(p−1) with γ>0 fort≥1.     

On an asymptotically autonomous system with Tikhonov type regularizing term

We study the asymptotic behaviour of the trajectories of the second order equation ${\ddot{x}(t)+\gamma \dot{x}(t)+\nabla\phi(x(t))+\varepsilon(t)x(t)=g(t)}We study the asymptotic behaviour of the trajectories of the second order equation [(x)\ddot](t)+g[(x)\dot](t)+?f(x(t))+e(t)x(t)=g(t){\ddot{x}(t)+\gamma \dot{x}(t)+\nabla\phi(x(t))+\varepsilon(t)x(t)=g(t)} , where γ > 0, g ? L¹([0,+￥[;H){g \in L^1([0,+\infty[;H)}, Φ is a C ² convex function and e{\varepsilon} is a positive nonincreasing function.