Group classification of a generalized Black–Scholes–Merton equation

The complete group classification of a generalization of the Black–Scholes–Merton model is carried out by making use of the underlying equivalence and additional equivalence transformations. For each nonlinear case obtained through this classification, invariant solutions are given. To that end, two boundary conditions of financial interest are considered, the terminal and the barrier option conditions.     

Group properties of the extended Green–Naghdi equations

The group analysis method is applied to the extended Green–Naghdi equations. The equations are studied in the Eulerian and Lagrangian coordinates. The complete group classification of the equations is provided. The derived Lie symmetries are used to reduce the equations to ordinary differential equations. For solving the ordinary differential equations the Runge–Kutta methods were applied. Comparisons between solutions of the Green–Naghdi equations and the extended Green–Naghdi equations are given.     

A-stable Runge–Kutta methods for semilinear evolution equations

We consider semilinear evolution equations for which the linear part generates a strongly continuous semigroup and the nonlinear part is sufficiently smooth on a scale of Hilbert spaces. In this setting, we prove the existence of solutions which are temporally smooth in the norm of the lowest rung of the scale for an open set of initial data on the highest rung of the scale. Under the same assumptions, we prove that a class of implicit, A-stable Runge–Kutta semidiscretizations in time of such equations are smooth as maps from open subsets of the highest rung into the lowest rung of the scale. Under the additional assumption that the linear part of the evolution equation is normal or sectorial, we prove full order convergence of the semidiscretization in time for initial data on open sets. Our results apply, in particular, to the semilinear wave equation and to the nonlinear Schrödinger equation.     

A note on stochastic semilinear equations and their associated Fokker–Planck equations

The main purpose of this paper is to prove existence and uniqueness of (probabilistically weak and strong) solutions to stochastic differential equations (SDE) on Hilbert spaces under a new approximation condition on the drift, recently proposed in [6] to solve Fokker–Planck equations (FPE), extended in this paper to a considerably larger class of drifts. As a consequence we prove existence of martingale solutions to the SDE (whose time marginals then solve the corresponding FPE). Applications include stochastic semilinear partial differential equations with white noise and a non-linear drift part which is the sum of a Burgers-type part and a reaction diffusion part. The main novelty is that the latter is no longer assumed to be of at most linear, but of at most polynomial growth. This case so far had not been covered by the existing literature. We also give a direct and more analytic proof for existence of solutions to the corresponding FPE, extending the technique from [6] to our more general framework, which in turn requires to work on a suitable Gelfand triple rather than just the Hilbert state space.     

Nontrivial solutions of elliptic semilinear equations¶at resonance

We find nontrivial solutions for semilinear boundary value problems having resonance both at zero and at infinity. Received: 14 January 1999 / Revised version: 17 May 1999     

Existence and uniqueness of positive solutions of semilinear elliptic equations

This paper is devoted to the study of existence,uniqueness and non-degeneracy of positive solutions of semi-linear elliptic equations.A necessary and sufficient condition for the existence of positive solutions to problems is given.We prove that if the uniqueness and non-degeneracy results are valid for positive solutions of a class of semi-linear elliptic equations,then they are still valid when one perturbs the differential operator a little bit.As consequences,some uniqueness results of positive solutions under the domain perturbation are also obtained.     

Gain of regularity for semilinear Schrödinger equations

We discuss local existence and gain of regularity for semilinear Schr?dinger equations which generally cause loss of derivatives. We prove our results by advanced energy estimates. More precisely, block diagonalization and Doi's transformation, together with symbol smoothing for pseudodifferential operators with nonsmooth coefficients, apply to systems of Schr?dinger-type equations. In particular, the sharp G?rding inequality for pseudodifferential operators whose coefficients are twice continuously differentiable, plays a crucial role in our proof. Received: 14 December 1998     

Existence and non-existence of solutions to elliptic equations related to the Caffarelli–Kohn–Nirenberg inequalities

We investigate elliptic equations related to the Caffarelli–Kohn–Nirenberg inequalities: and such that . For various parameters α, β and various domains Ω, we establish some existence and non-existence results of solutions in rather general, possibly degenerate or singular settings.     

Lazer–Leach type conditions on periodic solutions of semilinear resonant Duffing equations with singularities

In this paper, we study the existence of positive periodic solutions of resonant Duffing equations with singularities. Some Lazer–Leach type conditions are given to ensure the existence of positive periodic solutions of singular resonant Duffing equations.     

Critical exponent of Fujita type for semilinear wave equations in Friedmann–Lemaître–Robertson–Walker spacetime

We consider the nonlinear massless wave equation belonging to some family of the Friedmann–Lemaître–Robertson–Walker (FLRW) spacetime. We prove the global in time small data solutions for supercritical powers in the case of decelerating expansion universe.     

Blow-up behavior for the Klein–Gordon and other perturbed semilinear wave equations

We give blow-up results for the Klein–Gordon equation and other perturbations of the semilinear wave equations with superlinear power nonlinearity, in one space dimension or in higher dimension under radial symmetry outside the origin.     

Asymptotic behavior of positive solutions of semilinear elliptic equations in ℝ n , II

In this paper, we will analyze further to obtain a finer asymptotic behavior of positive solutions of semilinear elliptic equations in R^n by employing the Li＇s method of energy function.     

Numerical analysis of finite dimensional approximations of Kohn–Sham models

In this paper, we study finite dimensional approximations of Kohn–Sham models, which are widely used in electronic structure calculations. We prove the convergence of the finite dimensional approximations and derive the a priori error estimates for ground state energies and solutions. We also provide numerical simulations for several molecular systems that support our theory.     

Fractional Caffarelli–Kohn–Nirenberg inequalities

We establish a full range of Caffarelli–Kohn–Nirenberg inequalities and their variants for fractional Sobolev spaces.