Asymptotics for a Symmetric Equation in Price Formation

We study the existence and asymptotics for large time of the solutions to a one dimensional evolution equation with non-standard right-hand side. The right-hand side involves the derivative of the solution computed at a given point. Existence is proven through a fixed point argument. When the problem is considered in a bounded interval, it is shown that the solution decays exponentially to the stationary state. This problem is a particular case of a mean-field free boundary model proposed by Lasry and Lions on price formation and dynamic equilibria. Maria P. Gualdani is supported by the NSF Grant DMS-0807636.     

Asymptotics of the solution to a stationary piecewise-smooth reaction-diffusion equation with a multiple root of the degenerate equation

A piecewise-smooth second-order singularly perturbed differential equation whose right-hand side is a nonlinear function with a discontinuity on some curve is investigated. This is a new class of problems in the case where the degenerate equation has a multiple root on the left-hand side of the curve which separates the domain and an isolated root on the right-hand side of that curve. The asymptotics of a solution with an internal layer near a point on the discontinuous curve and the transition point is constructed. The method to construct the internal layer function is proposed. The behavior of the solution in the internal layer consisting of four zones essentially differs from the case of isolated roots. For sufficiently small parameter values, the existence of a smooth solution with an internal layer from the multiple root of the degenerate equation to the isolated root in the neighborhood of a point on the discontinuous curve is proved. The method can be shown to be effective in the given example.     

Asymptotics of solutions of the linear conjugation problem at the corner points of the curve

We consider the classical linear conjugation problem for analytic functions on a piecewise smooth curve in the entire scale of weighted Hölder spaces. We derive a closed-form power-logarithmic asymptotics of the solution of this problem at the corner points of the curve under the assumption that the right-hand side of the problem admits a similar asymptotics.     

Periodic solutions for second order differential inclusions with the scalar p-Laplacian

We study periodic problems driven by the scalar p-Laplacian with a multivalued right-hand side nonlinearity. We prove two existence theorems. In the first, we assume nonuniform nonresonance conditions between two successive eigenvalues of the negative p-Laplacian with periodic boundary conditions. In the second, we employ certain Landesman-Lazer type conditions. Our approach is based on degree theory.     

Solutions of two-dimensional Schrödinger-type equations in a magnetic field

We use the method of dressing by a linear operator of general form to construct new solutions of Schrödinger-type two-dimensional equations in a magnetic field. In the case of a nonunit metric, we integrate the class of solutions that admit a variable separation before dressing. In particular, we show that the ratio of the coefficients of the differential operators in the unit metric case satisfies the Hopf equation. We establish a relation between the solutions of the two-dimensional eikonal equation with the unit right-hand side and solutions of the Hopf equation.     

Computation of the asymptotics of solutions for equations with polynomial degeneration of the coefficients

We study linear differential equations with holomorphic coefficients. We establish the reducibility of such equations to equations with degeneration in the principal symbol. For the case of cuspidal degeneration, we show that the solutions of such equations are resurgent whenever so are their right-hand sides. We also refine earlier-obtained asymptotics of solutions for some equations of this type.     

Asymptotic Solution of the Helmholtz Equation in a Three-Dimensional Layer of Variable Thickness with a Localized Right-Hand Side

Computational Mathematics and Mathematical Physics - The asymptotics of the solution to the Helmholtz equation in a three-dimensional layer of variable thickness with a localized right-hand side in...     

Interpolating solutions of the Poisson equation in the disk based on Radon projections

We consider an algebraic method for reconstruction of a function satisfying the Poisson equation with a polynomial right-hand side in the unit disk. The given data, besides the right-hand side, is assumed to be in the form of a finite number of values of Radon projections of the unknown function. We first homogenize the problem by finding a polynomial which satisfies the given Poisson equation. This leads to an interpolation problem for a harmonic function, which we solve in the space of harmonic polynomials using a previously established method. For the special case where the Radon projections are taken along chords that form a regular convex polygon, we extend the error estimates from the harmonic case to this Poisson problem. Finally we give some numerical examples.     

Two-dimensional homogeneous cubic systems: Classification and normal forms–III

This article is the third in a series of works devoted to two-dimensional homogeneous cubic systems. It considers the case where the homogeneous polynomial vector on the right-hand side of the system has a quadratic common factor with real zeros. The set of such systems is divided into classes of linear equivalence, in each of which a simplest system being a third-order normal form is distinguished on the basis of appropriately introduced structural and normalization principles. In fact, this normal form is determined by the coefficient matrix of the right-hand side, which is called a canonical form (CF). Each CF is characterized by an arrangement of nonzero elements, their specific normalization, and a canonical set of admissible values of the unnormalized elements, which ensures that the given CF belongs to a certain equivalence class. In addition, for each CF, (a) conditions on the coefficients of the initial system are obtained, (b) nonsingular linear substitutions reducing the right-hand side of a system satisfying these conditions to a given CF are specified, and (c) the values of the unnormalized elements of the CF thus obtained are given.     

The problem of generalized Green matrices

Azbelev's W-method is used for the construction of the theory of the generalized Green matrices. In this way one finds a class of matrices which preserve the form of the solution of the boundary value problem with a well-defined right-hand side in the case when this problem is uniquely solvable.     

Quadrature methods for multivariate highly oscillatory integrals using derivatives

While there exist effective methods for univariate highly oscillatory quadrature, this is not the case in a multivariate setting. In this paper we embark on a project, extending univariate theory to more variables. Inter alia, we demonstrate that, in the absence of critical points and subject to a nonresonance condition, an integral over a simplex can be expanded asymptotically using only function values and derivatives at the vertices, a direct counterpart of the univariate case. This provides a convenient avenue towards the generalization of asymptotic and Filon-type methods, as formerly introduced by the authors in a single dimension, to simplices and, more generally, to polytopes. The nonresonance condition is bound to be violated once the boundary of the domain of integration is smooth: in effect, its violation is equivalent to the presence of stationary points in a single dimension. We further explore this issue and propose a technique that often can be used in this situation. Yet, much remains to be done to understand more comprehensively the influence of resonance on the asymptotics of highly oscillatory integrals.

     

The behavior of solutions of the nonlinear biharmonic equation in an unbounded domain

Periodic (in one variable) solutions in the half-plane of the two-dimensional nonlinear biharmonic equation with exponential nonlinearity on the right-hand side are considered. The power-law and logarithmic asymptotics of the solutions at infinity are obtained.     

On averaging of differential inclusions in the case where the average of the right-hand side does not exist

We consider the problem of application of the averaging method to the asymptotic approximation of solutions of differential inclusions of standard form in the case where the average of the right-hand side does not exist.     

On stability and continuity of bounded solutions of degenerate complex Monge-Ampère equations over compact Kähler manifolds

We obtain a stability estimate for the degenerate complex Monge-Ampère operator which generalizes a result of Ko?odziej (2003) [12]. In particular, we obtain the optimal stability exponent and also treat the case when the right-hand side is a general Borel measure satisfying certain regularity conditions. Moreover, our result holds for functions plurisubharmonic with respect to a big form, thus generalizing the Kähler form setting in Ko?odziej (2003) [12]. Independently, we also provide more detail for the proof in Zhang (2006) [18] on continuity of the solution with respect to a special big form when the right-hand side is Lp-measure with p>1.     

On the Selberg trace formula for strictly hyperbolic groups

We show that, for the case of strictly hyperbolic groups, the right-hand side of the Selberg trace formula admits a representation in the form of a series in the eigenvalues of the Laplacian. The behavior of the Minakshisundaram function as t → 0 and t → ∞ is studied. Countably many conditions satisfied by the spectrum of the Laplacian are obtained in explicit form.     

On a method for solving a convolution-type equation with the use of difference equations

The solution of a convolution-type equation for two unknown compactly supported functions for the case in which the kernel of the integral operator has Fourier transform in the form of the ratio of two polynomials of exponentials and the right-hand side satisfies additional conditions like the evenness-oddness, absence of zeros, etc. is reduced to the solution of a system of difference equations. We suggest a solution method for that system.     

Large Toeplitz Systems with Quasi-polynomial Right-hand Sides

We consider the asymptotics of the solutions of large linear systems with Toeplitz matrices generated by a complex valued symbol which is infinitely differentiable, has no zeros on the unit circle, and whose winding number about the origin is zero. The emphasis is on quasi-polynomials as right-hand sides, in which case we show that the central fragment of the solution is asymptotically also a quasi-polynomial. Moreover, we establish asymptotic formulas that give specific components of the solution independently of the other components. We are greatly indebted to the referees for suggesting substantial simplifications in our original proofs and the constructive advice which helped to improve the exposition.     

Splitting problem for WKB asymptotics in a nonresonant case and the reduction method for linear systems

As applied to the problem of asymptotic integration of linear systems of ordinary differential equations, we propose a reduction of order method that allows one to effectively construct solutions indistinguishable in the growth/decrease rate at infinity. In the case of a third-order equation, we use the developed approach to answer Bellman’s problem on splitting WKB asymptotics of subdominant solutions that decrease at the same rate. For a family of Wigner–von Neumann type potentials, the method allows one to formulate a selection rule for nonresonance values of the parameters (for which the corresponding second-order equation has a Jost solution).     

Justification of the Fourier method for an inhomogeneous hyperbolic equation with random right-hand side

We consider an inhomogeneous hyperbolic equation with homogeneous initial and boundary conditions and a random right-hand side. In the case where the right-hand side of the equation is a centered sample-continuous Gaussian field, we establish conditions for the existence of a solution of the first boundary-value problem of mathematical physics in the form of a series uniformly convergent in probability.Translated from Ukrainskyi Matematychnyi Zhurnal, Vol. 56, No. 5, pp. 616–624, May, 2004.     

On determining the source function in heat and mass transfer problems under integral overdetermination conditions

We examine an inverse problem of determining the right-hand side (the source function) in a parabolic equation from integral overdetermination data. By a solution to a parabolic equation we mean a weak solution, and the right-hand side in this equation can be a distribution of a certain class. Under some conditions on the data of the problem, we demonstrate that this inverse problem is well posed and, in particular, some stability estimates hold.