Solutions with moving singularities for a semilinear parabolic equation

We consider the Cauchy problem for a semilinear heat equation with power nonlinearity. It is known that the equation has a singular steady state in some parameter range. Our concern is a solution with a moving singularity that is obtained by perturbing the singular steady state. By formal expansion, it turns out that the remainder term must satisfy a certain parabolic equation with inverse-square potential. From the well-posedness of this equation, we see that there appears a critical exponent. Paying attention to this exponent, for a prescribed motion of the singular point and suitable initial data, we establish the time-local existence, uniqueness and comparison principle for such singular solutions. We also consider solutions with multiple singularities.     

Multi-peak solutions for some singular perturbation problems

We consider the problem where is a smooth domain in , not necessarily bounded, is a small parameter and f is a superlinear, subcritical nonlinearity. It is known that this equation possesses a solution that concentrates, as approaches zero, at a maximum of the function , the distance to the boundary. We obtain multi-peak solutions of the equation given above when the domain presents a distance function to its boundary d with multiple local maxima. We find solutions exhibiting concentration at any prescribed finite set of local maxima, possibly degenerate, of d. The proof relies on variational arguments, where a penalization-type method is used together with sharp estimates of the critical values of the appropriate functional. Our main theorem extends earlier results, including the single peak case. We allow a degenerate distance function and a more general nonlinearity. Received September 3, 1998 / Accepted February 29, 1999     

Mathematical modelling of a first order sigma-delta modulator

In this paper an exact model for a basic, first order sigma-delta modulator is derived by means of a difference equation with discontinuous nonlinearity. An explicit solution is given in terms of the greatest integer function under certain boundedness and initial conditions of the input signal. Assumptions are made under which the explicit formula remains a solution of the difference equation although the suppositions of the main theorem are violated.     

About stability of a difference analogue of a nonlinear integro-differential equation of convolution type

A nonlinear integro-differential equation of convolution type with order of nonlinearity more than one and a stable trivial solution is considered. The integral in this equation has an exponential kernel and polynomial integrand. The difference analogue of the equation considered is constructed in the form of a difference equation with continuous time and it is shown that this difference analogue preserves the properties of stability of his original.     

Elliptic equations with BMO nonlinearity in Reifenberg domains

Given p∈[2,+∞), we obtain the global W1,p estimate for the weak solution of a boundary-value problem for an elliptic equation with BMO nonlinearity in a Reifenberg domain, assuming that the nonlinearity has sufficiently small BMO seminorm and that the boundary of the domain is sufficiently flat.     

Large time behavior of free boundary for a degenerate parabolic equation with absorption

This work studies the large time behavior of free boundary and continuous dependence on nonlinearity for the Cauchy problem of a degenerate parabolic partial differential equation with absorption. Our objective is to give an explicit expression of speed of propagation of the solution and to show that the solution depends on the nonlinearity of the equation continuously.     

Asymptotics of a Class of Singularly Perturbed Weak Nonlinear Boundary Value Problem with a Multiple Root of the Degenerate Equation

A singularly perturbed boundary value problem with weak nonlinearity in the case when the degenerate equation has a multiple root is studied. The asymptotic approximation of the solution is constructed by the modified boundary layer function method. Based on the comparison principle, there exist multizonal boundary layers in the neighborhood of the endpoints. The existence of a solution is proved by using the method of asymptotic differential inequalities.     

The finite speed of propagation of solutions of the Neumann problem of a degenerate parabolic equation

In this paper the finite speed of propagation of solutions and the continuous dependence on the nonlinearity of a degenerate parabolic partial differential equation are discussed. Our objective is to derive an explicit expression for the speed of propagation and the large time behavior of the solution and to show that the solution continuously depends on the nonlinearity of the equation.     

Qualitative difference between solutions for a model of the Boltzmann equation in the linear and nonlinear cases

We consider the Boltzmann equation in the framework of a nonlinear model for problems of the gas flow in a half-space (the Kramers problem). We prove the existence of a positive bounded solution and find the limit of this solution at infinity. We show that taking the nonlinear dependence of the collision integral on the distribution function into account leads to an asymptotically new solution of the initial equation. To illustrate the result, we present examples of functions describing the nonlinearity of the collision integral.     

A sharper decay rate for a viscoelastic wave equation with power nonlinearity

We consider a viscoelastic wave equation with power nonlinearity. First, we construct a local solution by the Faedo-Galerkin approximation scheme and contraction mapping theorem. Next, we continue the local solution to the global one by a priori estimates obtained from a decreasing energy. Finally, we discuss the decay rate of the global solution by assuming that the kernel function is convex.     

Solitary waves and a stability analysis of an equation of short and long dispersive waves

A universal model for the interaction of long nonlinear waves and packets of short waves with long linear carrier waves is given by a system in which an equation of Korteweg–de Vries (KdV) type is coupled to an equation of nonlinear Schrödinger (NLS) type. The system has solutions of steady form in which one component is like a solitary-wave solution of the KdV equation and the other component is like a ground-state solution of the NLS equation. We study the stability of solitary-wave solutions to an equation of short and long waves by using variational methods based on the use of energy–momentum functionals and the techniques of convexity type. We use the concentration compactness method to prove the existence of solitary waves. We prove that the stability of solitary waves is determined by the convexity or concavity of a function of the wave speed.     

Radial solutions for a prescribed mean curvature equation with exponential nonlinearity

We establish an existence result for radial solutions for a prescribed mean curvature equation with exponential nonlinearity. Our methods are based on degree theory combined with a time map analysis. We also obtain two nonexistence results for positive solutions for more general f; one of them is not limited to radial solutions.     

Explosive solution of the nonlinear equation of a parabolic type

In this paper the unbounded increasing solution of the scalar nonlinear partial equation of the parabolic type for finite time is investigated. The sufficient condition for nonlinearity is established. Under this condition every solution of the investigated problem is exploded by the absence of restriction to smallness on the initial function. The existence of the solution is proved by smallness of the initial function.     

Portfolio Optimization with Stochastic Volatilities and Constraints: An Application in High Dimension

In this paper we are interested in an investment problem with stochastic volatilities and portfolio constraints on amounts. We model the risky assets by jump diffusion processes and we consider an exponential utility function. The objective is to maximize the expected utility from the investor terminal wealth. The value function is known to be a viscosity solution of an integro-differential Hamilton-Jacobi-Bellman (HJB in short) equation which could not be solved when the risky assets number exceeds three. Thanks to an exponential transformation, we reduce the nonlinearity of the HJB equation to a semilinear equation. We prove the existence of a smooth solution to the latter equation and we state a verification theorem which relates this solution to the value function. We present an example that shows the importance of this reduction for numerical study of the optimal portfolio. We then compute the optimal strategy of investment by solving the associated optimization problem.     

On a nonlinear renewal equation with diffusion

In this paper, we consider a nonlinear age structured McKendrick–von Foerster population model with diffusion term. Here we prove existence and uniqueness of the solution of the equation. We consider a particular type of nonlinearity in the renewal term and prove Generalized Relative Entropy type inequality. Longtime behavior of the solution has been addressed for both linear and nonlinear versions of the equation. In linear case, we prove that the solution converges to the first eigenfunction with an exponential rate. In nonlinear case, we have considered a particular type of nonlinearity that is present in the mortality term in which we can predict the longtime behavior. Copyright © 2015 John Wiley & Sons, Ltd.     

On local existence and blowup of solutions for a time‐space fractional diffusion equation with exponential nonlinearity

In this paper, we are concerned with local existence and blowup of a unique solution to a time‐space fractional evolution equation with a time nonlocal nonlinearity of exponential growth. At first, we prove the existence and uniqueness of the local solution by the Banach contraction mapping principle. Then, the blowup result of the solution in finite time is established by the test function method with a judicious choice of the test function.     

The expanding behavior of positive set H u (t) of a degenerate parabolic equation

This work studies the expanding behavior of the positive set of solutions and the continuous dependence on the nonlinearity for a degenerate parabolic partial differential equation u_t=Df(u){u_{t}=\Delta\phi(u)} . Our objective is to give an explicit expression of speed of propagation of the solution and to show that the solution continuously depends on the nonlinearity of the equation.     

Asymptotics of a second-order differential equation with a small parameter in the case when the reduced equation has two solutions

The boundary value problem for a second-order nonlinear ordinary differential equation with a small parameter multiplying the highest derivative is examined. It is assumed that the reduced equation has two solutions with intersecting graphs. Near the intersection point, the asymptotic behavior of the solution to the original problem is fairly complex. A uniform asymptotic approximation to the solution that is accurate up to any prescribed power of the small parameter is constructed and justified.     

Properties of Complex Oscillation of Solutions of a Class of Higher Order Linear Differential Equations

Let A(z) be an entire function with μ(A) 1/2 such that the equation f~((k))+A(z)f = 0, where k ≥ 2, has a solution f with λ(f) μ(A), and suppose that A_1 = A+h,where h■0 is an entire function with ρ(h) μ(A). Then g~((k))+ A_1(z)g = 0 does not have a solution g with λ(g) ∞.     

New soliton and periodic solutions of (1 + 2)-dimensional nonlinear Schrödinger equation with dual-power law nonlinearity

With the aid of symbolic computation, the new generalized algebraic method is extended to the (1 + 2)-dimensional nonlinear Schrödinger equation (NLSE) with dual-power law nonlinearity for constructing a series of new exact solutions. Because of the dual-power law nonlinearity, the equation cannot be directly dealt with by the method and require some kinds of techniques. By means of two proper transformations, we reduce the NLSE to an ordinary differential equation that is easy to solve and find a rich variety of new exact solutions for the equation, which include soliton solutions, combined soliton solutions, triangular periodic solutions and rational function solutions. Numerical simulations are given for a solitary wave solution to illustrate the time evolution of the solitary creation. Finally, conditional stability of the solution in Lyapunov’s sense is discussed.