Singly Periodic Solutions of the Allen-Cahn Equation and the Toda Lattice

The Allen-Cahn equation ? Δu = u ? u ³ in ?² has family of trivial singly periodic solutions that come from the one dimensional periodic solutions of the problem ?u″ =u ? u ³. In this paper we construct a non-trivial family of singly periodic solutions to the Allen-Cahn equation. Our construction relies on the connection between this equation and the infinite Toda lattice. We show that for each one-soliton solution to the infinite Toda lattice we can find a singly periodic solution to the Allen-Cahn equation, such that its level set is close to the scaled one-soliton. The solutions we construct are analogues of the family of Riemann minimal surfaces in ?³.     

C ∞ regularity of solutions of an equation of Levi’s type in R 2 n +1

We study the regularity of the solutions u of a class of P.D.E., whose prototype is the prescribed Levi curvature equation in ℝ^{2 n +1}. It is a second-order quasilinear equation whose characteristic matrix is positive semidefinite and has vanishing determinant at every point and for every function u∈C ². If the Levi curvature never vanishes, we represent the operator ℒ associated with the Levi equation as a sum of squares of non-linear vector fields which are linearly independent at every point. By using a freezing method we first study the regularity properties of the solutions of a linear operator, which has the same structure as ℒ. Then we apply these results to the classical solutions of the equation, and prove their C ^∞ regularity. Received: October 10, 1998; in final form: March 5, 1999?Published online: May 10, 2001     

A two-grid finite element method for the Allen-Cahn equation with the logarithmic potential

In this paper, we present a two-grid finite element method for the Allen-Cahn equation with the logarithmic potential. This method consists of two steps. In the first step, based on a fully implicit finite element method, the Allen-Cahn equation is solved on a coarse grid with mesh size H. In the second step, a linearized system whose nonlinear term is replaced by the value of the first step is solved on a fine grid with mesh size h. We give the energy stabilities of the traditional finite element method and the two-grid finite element method. The optimal convergence order of the two-grid finite element method in H¹ norm is achieved when the mesh sizes satisfy h = O(H²). Numerical examples are given to demonstrate the validity of the proposed scheme. The results show that the two-grid method can save the CPU time while keeping the same convergence rate.     

Stationary layered solutions in {\mathbb{R}}^2 for a class of non autonomous Allen-Cahn equations

We consider a class of non autonomous Allen-Cahn equations where is a multiple-well potential and is a periodic, positive, non-constant function. We look for solutions to (0.1) having uniform limits as corresponding to minima of W. We show, via variational methods, that under a nondegeneracy condition on the set of heteroclinic solutions of the associated ordinary differential equation the equation (0.1) has solutions which depends on both the variables x andy. In contrast, when a is constant such nondegeneracy condition is not satisfied and all such solutions are known to depend only on x. Received April 16, 1999 / Accepted October 1, 1999 / Published online June 28, 2000     

Sufficient conditions for second order L2-convergence of the fractional step theta method

We consider the fractional step theta time stepping procedure for the non-stationary incompressible linear Stokes equations in a cylindrical domain (0, T) × Ω, where Ω is a bounded domain in ℝⁿ. Using energy estimates and assuming a certain degree of regularity for the data, we show second order L²-convergence. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The Incompressible Limit and the Initial Layer of the Compressible Euler Equation in ℝn+

We consider the incompressible limit of the compressible Euler equation in the half-space ℝⁿ₊. It is proved that the solutions of the non-dimensionalized compressible Euler equation converge to the solution of the incompressible Euler equation when the Mach number tends to zero. If the initial data v^∞₀ do not satisfy the condition ‘∇⋅v^∞₀=0’, then the initial layer will appear. © 1997 B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Waiting-Time Behavior in a Nonlinear Diffusion Equation

We study the nonlinear diffusion equation u_t*=(uⁿu_x)_x, which occurs in the study of a number of problems. Using singular-perturbation techniques, we construct approximate solutions of this equation in the limit of small n. These approximate solutions reveal simply the consequences of this variable diffusion coefficient, such as the finite propagation speed of interfaces and waiting-time behavior (when interfaces wait a finite time before beginning to move), and allow us to extend previous results for this equation.     

On uniqueness of invariant measures for finite‐ and infinite‐dimensional diffusions

We prove uniqueness of “invariant measures,” i.e., solutions to the equation L*μ = 0 where L = Δ + B · ∇ on ℝⁿ with B satisfying some mild integrability conditions and μ being a probability measure on ℝⁿ. This solves an open problem posed by S. R. S. Varadhan in 1980. The same conditions are shown to imply that the closure of L on L¹(μ) generates a strongly continuous semigroup having μ as its unique invariant measure. The question whether an extension of L generates a strongly continuous semigroup on L¹(μ) and whether such an extension is unique is addressed separately and answered positively under even weaker local integrability conditions on B. The special case when B is a gradient of a function (i.e., the “symmetric case”) in particular is studied and conditions are identified ensuring that L*μ = 0 implies that L is symmetric on L²(μ) or L*μ = 0 has a unique solution. We also prove infinite‐dimensional analogues of the latter two results and a new elliptic regularity theorem for invariant measures in infinite dimensions. © 1999 John Wiley & Sons, Inc.     

Properties of positive solutions to an elliptic equation with negative exponent

In this paper, we study some quantitative properties of positive solutions to a singular elliptic equation with negative power on the bounded smooth domain or in the whole Euclidean space. Our model arises in the study of the steady states of thin films and other applied physics as well as differential geometry. We can get some useful local gradient estimate and L¹ lower bound for positive solutions of the elliptic equation. A uniform positive lower bound for convex positive solutions is also obtained. We show that in lower dimensions, there is no stable positive solutions in the whole space. In the whole space of dimension two, we can show that there is no positive smooth solution with finite Morse index. Symmetry properties of related integral equations are also given.     

and Norms Error Estimates in Finite Element Method for Linear Parabolic Interface Problems

We derive new a priori error estimates for linear parabolic equations with discontinuous coefficients. Due to low global regularity of the solutions the error analysis of the standard finite element method for parabolic problems is difficult to adopt for parabolic interface problems. A finite element procedure is, therefore, proposed and analyzed in this paper. We are able to show that the standard energy technique of finite element method for non-interface parabolic problems can be extended to parabolic interface problems if we allow interface triangles to be curved triangles. Optimal pointwise-in-time error estimates in the L ²(Ω) and H ¹(Ω) norms are shown to hold for the semidiscrete scheme. A fully discrete scheme based on backward Euler method is analyzed and pointwise-in-time error estimates are derived. The interfaces are assumed to be arbitrary shape but smooth for our purpose.     

Partial regularity of finite Morse index solutions to the Lane-Emden equation

We prove regularity and partial regularity results for finite Morse index solutions u∈H¹(Ω)∩Lp(Ω) to the Lane-Emden equation −Δu=|u|^p−1u in Ω.     

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].      

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].     

Finite Time Blow-up for a Non-linear Parabolic Equation with a Gradient Term and Applications

We give new finite time blow-up results for the non-linear parabolic equations u_t−Δu = u^p and u_t−Δu+μ∣∇u∣^q = u^p. We first establish an a priori bound in L^p+1 for the positive non-decreasing global solutions. As a consequence, we prove in particular that for the second equation on ℝ^N, with q = 2p/(p+1) and small μ>0, blow-up can occur for any N≥1, p>1, (N−2)p<N+2 and without energy restriction on the initial data. Incidentally, we present a simple model in population dynamics involving this equation.     

Prescribed scalar curvature on then-sphere

This paper considers the prescribed scalar curvature problem onS ⁿ forn>-3. We consider the limits of solutions of the regularization obtained by decreasing the critical exponent. We characterize those subcritical solutions which blow up at the least possible energy level, determining the points at which they can concentrate, and their Morse indices. We then show that forn=3 this is the only blow up which can occur for solutions. We use this in combination with the Morse inequalities for the subcritical problem to obtain a general existence theorem for the prescribed scalar curvature problem onS ³.This article was processed by the author using the style filepljourlm from Springer-Verlag.     

On the existence and Morse index of solutions to the Allen-Cahn equation in two dimensions

In this paper we study transition layers in the solutions to the Allen-Cahn equation in two dimensions. We show that for any straight line segment intersecting the boundary of the domain orthogonally there exists a solution to the Allen-Cahn equation, whose transition layer is located near this segment. In addition we analyze stability of such solutions and show that it is completely determined by a geometric eigenvalue problem associated to the transition layer. We prove the existence of both stable and unstable solutions. In the case of the stable solutions we recover a result of Kohn and Sternberg [13]. As for the unstable solutions we show that their Morse index is either 1 or 2. Mathematics Subject Classification (2000) 35J60, 35Q72, 35J20, 35P15, 35P20, 35B25, 35B35, 35B40, 35B41     

On second grade fluids with vanishing viscosity

We consider in ℝⁿ (n = 2, 3) the equation of a second grade fluid with vanishing viscosity, also known as Camassa-Holm equation. We prove local existence and uniqueness of solutions for smooth initial data. We also give a blow-up condition which implies that the solution is global for n = 2. Finally, we prove the convergence of the solutions of second grade fluid equation to the solution of the Camassa-Holm equation as the viscosity tends to zero.     

Morse index of layered solutions to the heterogeneous Allen-Cahn equation

Let u? be a single layered radially symmetric unstable solution of the Allen-Cahn equation −?²Δu=u(u−a(|x|))(1−u) over the unit ball with Neumann boundary conditions. We estimate the small eigenvalues of the linearized eigenvalue problem at u? when ? is small. As a consequence, we prove that the Morse index of u? is asymptotically given by [μ^∗+o(1)]?−(N−1)/2 with μ^∗ a certain positive constant expressed in terms of parameters determined by the Allen-Cahn equation. Our estimates on the small eigenvalues have many other applications. For example, they may be used in the search of other non-radially symmetric solutions, which will be considered in forthcoming papers.     

Defect correction and Galerkin's method for second-order boundary value problems

The defect correction technique, based on the Galerkin finite element method, is analyzed as a procedure to obtain highly accurate numerical solutions to second-order elliptic boundary value problems. The basic solutions, defined over a rectangular region Ω, are computed using continuous piecewise bilinear polynomials on rectangles. These solutions are O(h²) accurate globally in the second-order discrete Sobolev norm. Corrections to these basic solutions are obtained using higher-order piecewise polynomials (Lagrange polynomials or splines) to form defects. An O(h²) improvement is gained on the first correction. The lack of regularity of the discrete problems (beyond the second-order Sobolev norm) makes it impossible to retain this order of improvement, but for problems satisfying certain periodicity conditions, straightforward arbitrary accuracy is obtained, since these problems possess high-order regularity. © 1992 John Wiley & Sons, Inc.