Blow-up of solutions to critical semilinear wave equations with variable coefficients

We verify the critical case $p=p_0(n)$ of Strauss' conjecture [30] concerning the blow-up of solutions to semilinear wave equations with variable coefficients in ${\mathbf{R}}^n$, where $n\ge 2$. The perturbations of Laplace operator are assumed to be smooth and decay exponentially fast at infinity. We also obtain a sharp lifespan upper bound for solutions with compactly supported data when $p=p_0(n)$. The unified approach to blow-up problems in all dimensions combines several classical ideas in order to generalize and simplify the method of Zhou [43] and Zhou & Han [45]: exponential “eigenfunctions” of the Laplacian [37] are used to construct the test function ${?}_q$ for linear wave equation with variable coefficients and John's method of iterations [13] is augmented with the “slicing method” of Agemi, Kurokawa and Takamura [1] for lower bounds in the critical case.     

Long-time solutions of scalar nonlinear hyperbolic reaction equations incorporating relaxation I. The reaction function is a bistable cubic polynomial

We consider an initial-value problem based on a class of scalar nonlinear hyperbolic reaction–diffusion equations of the general form

$u_{\tau \tau }+u_{\tau }=u_{xx}+\epsilon (F(u)+F{(u)}_{\tau }),$

in which x and τ represent dimensionless distance and time respectively and $\epsilon >0$ is a parameter related to the relaxation time. Furthermore the reaction function, $F(u)$, is given by the bistable cubic polynomial,

$F(u)=u(1?u)(u?\mu ),$

in which $0<\mu <1/2$ is a parameter. The initial data is given by a simple step function with $u(x,0)=1$ for $x\le 0$ and $u(x,0)=0$ for $x>0$. It is established, via the method of matched asymptotic expansions, that the large-time structure of the solution to the initial-value problem involves the evolution of a propagating wave front which is either of reaction–diffusion or of reaction–relaxation type. The one exception to this occurs when $\mu =\frac{1}{2}$ in which case the large time attractor for the solution of the initial-value problem is a stationary state solution of kink type centred at the origin.     

Entropy solutions for stochastic porous media equations

We provide an entropy formulation for porous medium-type equations with a stochastic, non-linear, spatially inhomogeneous forcing. Well-posedness and $L_1$-contraction is obtained in the class of entropy solutions. Our scope allows for porous medium operators $\mathrm{\Delta }(|u{|}^{m?1}u)$ for all $m\in (1,\infty )$, and Hölder continuous diffusion nonlinearity with exponent 1/2.     

Singular solutions of elliptic equations on a perturbed cone

In this work we obtain positive singular solutions of

$\{\begin{array}{ccc}?\mathrm{\Delta }u(y)\hfill & \hfill =\hfill & u{(y)}^p\text{ in }y\in {\mathrm{\Omega }}_t,\hfill \\ u\hfill & \hfill =\hfill & 0\text{ on }y\in ?{\mathrm{\Omega }}_t,\hfill \end{array}$

where ${\mathrm{\Omega }}_t$ is a sufficiently small $C^{2,\alpha }$ perturbation of the cone $\mathrm{\Omega }:=\{x\in {\mathbb{R}}^N:x=r\theta ,r>0,\theta \in S\}$ where $S?S^{N?1}$ has a smooth nonempty boundary and where $p>1$ satisfies suitable conditions. By singular solution we mean the solution is singular at the ‘vertex of the perturbed cone’. We also consider some other perturbations of the equation on the unperturbed cone Ω and here we use a different class of function spaces.     

Singular solutions of elliptic equations involving nonlinear gradient terms on perturbations of the ball

In this article we obtain positive singular solutions of

(1)$?\mathrm{\Delta }u=|\mathrm{?}u{|}^p\text{ in }\mathrm{\Omega },u=0\text{ on }?\mathrm{\Omega },$

where Ω is a small $C^2$ perturbation of the unit ball in ${\mathbb{R}}^N$. For $\frac{N}{N?1}<p<2$ we prove that if Ω is a sufficiently small $C^2$ perturbation of the unit ball there exists a singular positive weak solution u of (1). In the case of $p>2$ we prove a similar result but now the positive weak solution u is contained in $C^{0,\frac{p?2}{p?1}}(\stackrel{￣}{\mathrm{\Omega }})$ and yet is not in $C^{0,\frac{p?2}{p?1}+\epsilon }(\stackrel{￣}{\mathrm{\Omega }})$ for any $\epsilon >0$.     

On optimal investment with processes of long or negative memory

We consider the problem of utility maximization for investors with power utility functions. Building on the earlier work Larsen et al. (2016), we prove that the value of the problem is a Fréchet-differentiable function of the drift of the price process, provided that this drift lies in a suitable Banach space.We then study optimal investment problems with non-Markovian driving processes. In such models there is no hope to get a formula for the achievable maximal utility. Applying results of the first part of the paper we provide first order expansions for certain problems involving fractional Brownian motion either in the drift or in the volatility. We also point out how asymptotic results can be derived for models with strong mean reversion.     

Pisot substitution sequences,one dimensional cut-and-project sets and bounded remainder sets with fractal boundary

This paper uses a connection between bounded remainder sets in ${\mathbb{R}}^d$ and cut-and-project sets in $\mathbb{R}$ together with the fact that each one-dimensional Pisot substitution sequence is bounded distance equivalent to some lattice in order to construct several bounded remainder sets with fractal boundary. Moreover it is shown that there are cut-and-project sets being not bounded distance equivalent to each other even if they are locally indistinguishable, more precisely: even if they are contained in the same hull.     

On the orbital Hausdorff dependence of differential equations with non-instantaneous impulses

In this article, we investigate the orbital Hausdorff continuous dependence of the solutions to integer order and fractional nonlinear non-instantaneous differential equations. The concept of orbital Hausdorff continuous dependence is used to characterize the relations of solutions corresponding to the impulsive points and junction points in the sense of the Hausdorff distance. Then, we establish sufficient conditions to guarantee this specific continuous dependence on their respective trajectories. Finally, two examples are given to illustrate our theoretical results.     

Deterministic particle approximation for nonlocal transport equations with nonlinear mobility

We construct a deterministic, Lagrangian many-particle approximation to a class of nonlocal transport PDEs with nonlinear mobility arising in many contexts in biology and social sciences. The approximating particle system is a nonlocal version of the follow-the-leader scheme. We rigorously prove that a suitable discrete piece-wise density reconstructed from the particle scheme converges strongly in $L_{loc}^1$ towards the unique entropy solution to the target PDE as the number of particles tends to infinity. The proof is based on uniform BV estimates on the approximating sequence and on the verification of an approximated version of the entropy condition for large number of particles. As part of the proof, we also prove uniqueness of entropy solutions. We further provide a specific example of non-uniqueness of weak solutions and discuss the interplay of the entropy condition with the steady states. Finally, we produce numerical simulations supporting the need of a concept of entropy solution in order to get a well-posed semigroup in the continuum limit, and showing the behaviour of solutions for large times.     

Decay estimates for evolution equations with classical and fractional time-derivatives

Using energy methods, we prove some power-law and exponential decay estimates for classical and nonlocal evolutionary equations. The results obtained are framed into a general setting, which comprise, among the others, equations involving both standard and Caputo time-derivative, complex valued magnetic operators, fractional porous media equations and nonlocal Kirchhoff operators.Both local and fractional space diffusion are taken into account, possibly in a nonlinear setting. The different quantitative behaviours, which distinguish polynomial decays from exponential ones, depend heavily on the structure of the time-derivative involved in the equation.     

Three sphere inequality for second order elliptic equations with coefficients with jump discontinuity

This is a short note to complete the paper appeared in Francini et al. (2016) [4], where a rough version of the classical well known Hadamard three-circle theorem for solution of an elliptic PDE in divergence form has been proved. Precisely, instead of circles, the authors obtain a similar inequality in a more complicated geometry. In this paper we clean the geometry and obtain a generalized version of the three-circle inequality for elliptic equation with coefficients with discontinuity of jump type.     

Blowup with vorticity control for a 2D model of the Boussinesq equations

We propose a system of equations with nonlocal flux in two space dimensions which is closely modeled after the 2D Boussinesq equations in a hyperbolic flow scenario. Our equations involve a vorticity stretching term and a non-local Biot-Savart law and provide insight into the underlying intrinsic mechanisms of singularity formation. We prove stable, controlled finite time blowup involving upper and lower bounds on the vorticity up to the time of blowup for a wide class of initial data.     

One-dimensional reflected rough differential equations

We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. The whole difficulty of the problem (at least as far as uniqueness is concerned) lies in the non-continuity of the Skorohod map with respect to the topologies under consideration in the rough case. Our argument to overcome this obstacle is inspired by some ideas we introduced in a previous work dealing with rough kinetic PDEs arXiv:1604.00437.     

Blow-up of sign-changing solutions to quasilinear parabolic equations

We study the blow-up of sign-changing solutions to the Cauchy problem for quasilinear parabolic equations of arbitrary order. Our approach is based on H. Levine’s remarkable idea of constructing a concavity inequality for a negative power of a standard positive definite functional. Combining this with the nonlinear capacity method, which is based on the choice of optimal test functions, we find conditions for the blow-up of solutions to the problems under consideration.     

Dichotomies for generalized ordinary differential equations and applications

In this work we establish the theory of dichotomies for generalized ordinary differential equations, introducing the concepts of dichotomies for these equations, investigating their properties and proposing new results. We establish conditions for the existence of exponential dichotomies and bounded solutions. Using the correspondences between generalized ordinary differential equations and other equations, we translate our results to measure differential equations and impulsive differential equations. The fact that we work in the framework of generalized ordinary differential equations allows us to manage functions with many discontinuities and of unbounded variation.     

A type of time-symmetric forward–backward stochastic differential equations

In this Note, we study a type of time-symmetric forward–backward stochastic differential equations. Under some monotonicity assumptions, we establish the existence and uniqueness theorem by means of a method of continuation. We also give an application. To cite this article: S. Peng, Y. Shi, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Long-time behavior of almost periodically forced parabolic equations on the circle

We study the long-time behavior of the skew-product semiflow generated by scalar reaction-diffusion equation on the circle with almost periodic forcing:

$u_t=u_{xx}+f(t,u,u_x),t>0,x\in S^1=\mathbb{R}/2\pi \mathbb{Z},$

where $f(t,u,u_x)$ is uniformly almost-periodic in t. Almost periodic environmental forcing exhibits the external effects which are roughly but not exactly periodic.Contrary to the time-periodic cases (for which any ω-limit set Ω can be embedded into a periodically forced circle flow), we show that, for almost-periodic forcing, the problem that whether Ω can be embedded into an almost-periodically forced circle flow is strongly related to the dimension of the center space $V^c(\mathrm{\Omega })$ associated with Ω. On the one hand, if $\dim V^c(\mathrm{\Omega })\le 1$ then Ω is either spatially-inhomogeneous or spatially-homogeneous; and moreover, any spatially-inhomogeneous Ω can be embedded into an almost periodically-forced circle flow. On the other hand, when $\dim V^c(\mathrm{\Omega })>1$, it is shown that the above embedding property cannot hold anymore. These reveal that for such system there are essential differences between time periodic forcing and non-periodic forcing.     

Global renormalized solutions and Navier–Stokes limit of the Boltzmann equation with incoming boundary condition for long range interaction

For the long range interaction, we prove the global existence of renormalized solutions to the Boltzmann equation with incoming boundary condition. Furthermore, as Knudsen number ? goes to zero, the limit to the incompressible Navier–Stokes limit with homogeneous Dirichlet boundary condition is justified when the boundary data of the scaled Boltzmann equation is close to the Maxwellian with order $O({?}^3)$ in the sense of boundary relative entropy.