Global convergence of a kinetic model of chemotaxis to a perturbed Keller–Segel model

We consider a class of kinetic models of chemotaxis with two positive non-dimensional parameters coupled to a parabolic equation of the chemo-attractant. If both parameters are set equal zero, we have the classical Keller–Segel model for chemotaxis. We prove global existence of solutions of this two-parameters kinetic model and prove convergence of this model to models of chemotaxis with global existence when one of these two parameters is set equal zero. In one case, we find as a limit model a kinetic model of chemotaxis while in the other case we find a perturbed Keller–Segel model with global existence of solutions.     

Optimal resource allocation program in a two-sector economic model with a Cobb-Douglas production function

We consider the resource allocation problem for a two-sector economic model with a two-factor Cobb-Douglas production function on a finite time horizon with a terminal functional. The problem is reduced to some canonical form by a scaling of the phase variables and time. We prove the optimality of the extremal solution constructed on the basis of the maximum principle. The solution of the boundary value problem of the maximum principle is constructed in closed form for three cases of location of the initial plant state.     

On the thermodynamic limit for Hartree–Fock type models

We continue here our study [10–13] of the thermodynamic limit for various models of Quantum Chemistry, this time focusing on the Hartree–Fock type models. For the reduced Hartree–Fock models, we prove the existence of the thermodynamic limit for the energy per unit volume. We also define a periodic problem associated to the Hartree–Fock model, and prove that it is well-posed.     

Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty

We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such problems as stochastic differential games of forward–backward stochastic differential equations. We prove general stochastic maximum principles for such games, both in the zero-sum case (finding conditions for saddle points) and for the nonzero sum games (finding conditions for Nash equilibria). We then apply these results to study robust optimal portfolio-consumption problems with penalty. We establish a connection between market viability under model uncertainty and equivalent martingale measures. In the case with entropic penalty, we prove a general reduction theorem, stating that a optimal portfolio-consumption problem under model uncertainty can be reduced to a classical portfolio-consumption problem under model certainty, with a change in the utility function, and we relate this to risk sensitive control. In particular, this result shows that model uncertainty increases the Arrow–Pratt risk aversion index.     

On a nonideal Bose gas model

We consider a polynomial generalization of the Huang-Davies model in the nonideal Bose gas theory. We prove that the Gaussian dominance condition is fulfilled for all values of the chemical potential. We show that the lower bound for the critical temperature in the Huang-Davies model obtained by the infrared bound method coincides with the exact value of this quantity in the Davies theory. Using the large deviation principle, we prove a possibility of a generalized Bose condensation in the polynomial model. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 120, No. 1, pp. 130–143, July, 1999.     

Nonuniqueness of a Gibbs measure for a model on the Cayley tree

We propose a model on the Cayley tree and prove that a uncountable set of Ĝ-periodic Gibbs measures exists for this model, in contrast to models studied previously.     

Normal form of a quantum Hamiltonian with one and a half degrees of freedom near a hyperbolic fixed point

According to classical result of Moser [1] a real-analytic Hamiltonian with one and a half degrees of freedom near a hyperbolic fixed point can be reduced to the normal form by a real-analytic symplectic change of variables. In this paper the result is extended to the case of the non-commutative algebra of quantum observables.We use an algebraic approach in quantum mechanics presented in [2] and develop it to the non-autonomous case. We introduce the notion of quantum non-autonomous canonical transformations and prove that they form a group and preserve the structure of the Heisenberg equation. We give the concept of a non-commutative normal form and prove that a time-periodic quantum observable with one degree of freedom near a hyperbolic fixed point can be reduced to a normal form by a canonical transformation. Unlike traditional results, where only formal theory of normal forms is constructed, we prove a convergence of the normalizing procedure.      

Reduced energy functionals for a three-dimensional fast rotating Bose Einstein condensates

We prove that in the fast rotating regime, the three-dimensional Gross–Pitaevskii energy describing the state of a Bose Einstein condensate can be reduced to a two-dimensional problem and that the vortex lines are almost straight. Additionally, we prove that the minimum of this two-dimensional problem can be sought in a reduced space corresponding to the first eigenspace of an elliptic operator. This space is called the Lowest Landau level and is of infinite dimension     

Inverse spectral reconstruction problem for the convolution operator perturbed by a one-dimensional operator

We consider a one-dimensional perturbation of the convolution operator. We study the inverse reconstruction problem for the convolution component using the characteristic numbers under the assumption that the perturbation summand is known a priori. The problem is reduced to the solution of the so-called basic nonlinear integral equation with singularity. We prove the global solvability of this nonlinear equation. On the basis of these results, we prove a uniqueness theorem and obtain necessary and sufficient conditions for the solvability of the inverse problem.     

Global existence of BV solutions and relaxation limit for a model of multiphase reactive flow

We consider a strictly hyperbolic system of balance laws in one space variable, that represents a simple model for a fluid flow in the presence of phase transitions. The state variables are specific volume, velocity and mass-density fraction λ of the vapor in the fluid. A reactive source term drives the dynamics of the phase mixtures; such a term depends on a relaxation parameter and involves an equilibrium pressure, allowing for metastable states.First we prove the global existence of weak solutions to the Cauchy problem, where the initial datum for λ is close either to 0 or 1 (the pure phases) and has small total variation, while the initial variations of pressure and velocity are not necessarily small. Then we consider the relaxation limit and prove that the weak solutions of the full system converge to those of the reduced system.     

Optimal resource distribution program in a two-sector economic model with a Cobb-Douglas production function with distinct amortization factors

We consider a resource distribution problem on a finite time interval with a terminal functional for a two-sector economic model with a two-factor Cobb-Douglas production function with distinct amortization factors. The problem can be reduced to a canonical form by scaling the state variables and time. We prove the optimality of an extremal solution constructed with the use of the maximum principle. For the case in which the initial state of the plant lies above the singular ray, the solution of the boundary value problem of the maximum principle is presented in closed form.     

The stability radius of a semi-Fredholm operator

We prove an asymptotic formula for the stability radius of a semi-Fredholm operator on a Banach space in terms of the reduced minimum modulus. In particular, this gives a new proof of the Fredholm case studied by Förster and Kaashoek [4].     

Solvability of a dynamic contact problem between a piezoelectric body and a conductive foundation

We consider a mathematical model which describes the dynamic process of contact between a piezoelectric body and an electrically conductive foundation. We model the material’s behavior with a nonlinear electro-viscoelastic constitutive law; the contact is frictionless and is described with the normal compliance condition and a regularized electrical conductivity condition. We derive a variational formulation for the problem and then, under a smallness assumption on the data, we prove the existence of a unique weak solution to the model. We also investigate the behavior of the solution with respect the electric data on the contact surface and prove a continuous dependence result. Then, we introduce a fully discrete scheme, based on the finite element method to approximate the spatial variable and the backward Euler scheme to discretize the time derivatives. We treat the contact by using a penalized approach and a version of Newton’s method. We implement this scheme in a numerical code and, in order to verify its accuracy, we present numerical simulations in the study of two-dimensional test problems. These simulations provide a numerical validation of our continuous dependence result and illustrate the effects of the conductivity of the foundation, as well.     

Global analysis of an epidemic model with a constant removal rate

In this paper we consider an epidemic model, which is a reduced SIRS model with a constant removal rate of the infective individuals, for its qualitative properties which were not revealed in [W. Wang, S. Ruan, Bifurcations in an epidemic model with constant removal rate of the refectives, J. Math. Anal. Appl. 291 (2004) 775–793]. We first prove the uniqueness of closed orbits if they exist for this epidemic model. Then we discuss the qualitative properties of equilibria at infinity for global tendencies. Therefore, global dynamical behaviors of this system are obtained in the end.     

Integrability,existence of global solutions,and wave breaking criteria for a generalization of the Camassa–Holm equation

Recent generalizations of the Camassa–Holm equation are studied from the point of view of existence of global solutions, criteria for wave breaking phenomena and integrability. We provide conditions, based on lower bounds for the first spatial derivative of local solutions, for global well-posedness in Sobolev spaces for the family under consideration. Moreover, we prove that wave breaking phenomena occurs under certain mild hypothesis. Based on the machinery developed by Dubrovin [Commun. Math. Phys. 267, 117–139 (2006)] regarding bi-Hamiltonian deformations, we introduce the notion of quasi-integrability and prove that there exists a unique bi-Hamiltonian structure for the equation only when it is reduced to the Dullin–Gotwald–Holm equation. Our results suggest that a recent shallow water model incorporating Coriollis effects is integrable only in specific situations. Finally, to finish the scheme of geometric integrability of the family of equations initiated in a previous work, we prove that the Dullin–Gotwald–Holm equation describes pseudo-spherical surfaces.     

Numerical analysis of a model for phase separation of a multicomponent alloy

We consider a fully discrete implicit finite-element approximationof a model for the phase separation of a multi-component alloy.We prove existence, uniqueness and stability of the numericalsolution for a sufficiently small time step. We prove convergenceto the solution of the associated continuous problem. We performa linear stability analysis of the equation and describe somenumerical experiments.     

Well-posedness and asymptotic behavior a multidimensional model of morphogen transport

Morphogen transport is a biological process, occurring in the tissue of living organisms, which is a determining step in cell differentiation. We present rigorous analysis of a simple model of this process, which is a system coupling parabolic PDE with ODE. We prove existence and uniqueness of solutions for both stationary and evolution problems. Moreover, we show that the solution converges exponentially to the equilibrium in C ^1,?? ×?C ^0,?? topology. We prove all results for arbitrary dimension of the domain. Our results improve significantly previously known results for the same model in the case of one-dimensional domain.     

Analytical and numerical investigations of a batch crystallization model

This article is concerned with the analytical and numerical investigations of a one-dimensional population balance model for batch crystallization processes. We start with a one-dimensional batch crystallization model and prove the local existence and uniqueness of the solution of this model. For this purpose Laplace transformation is used as a basic tool. A semi-discrete high resolution finite volume scheme is proposed for the numerical solution of the current model. The issues of positivity (monotonicity), consistency, stability and convergence of the proposed scheme for the current model are analyzed and proved. Finally, we give a numerical test problem. The numerical results of the proposed high resolution scheme are compared with the solution of the reduced four-moments model and the first-order upwind scheme.     

Hydrodynamical limit for a nongradient system: The generalized symmetric exclusion process

We consider a symmetric simple exclusion process where at most two particles per site are permitted. This model turns out to be nongradient. We prove that the particles' densities, under a diffusive rescaling of space and time, converge to the solution of a diffusion equation. We give a variational characterization of the diffusion coefficent. We also prove, for the generator of the process in finite volume, a lower bound on the spectral gap uniform in the volume. © 1994 John Wiley & Sons, Inc.     

The Oberbeck-Boussinesq problem modified by a thermo-absorption term

We consider the Oberbeck-Boussinesq problem with an extra coupling, establishing a suitable relation between the velocity and the temperature. Our model involves a system of equations given by the transient Navier-Stokes equations modified by introducing the thermo-absorption term. The model involves also the transient temperature equation with nonlinear diffusion. For the obtained problem, we prove the existence of weak solutions for any N?2 and its uniqueness if N=2. Then, considering a low range of temperature, but upper than the phase changing one, we study several properties related with vanishing in time of the velocity component of the weak solutions. First, assuming the buoyancy forces field extinct after a finite time, we prove the velocity component will extinct in a later finite time, provided the thermo-absorption term is sublinear. In this case, considering a suitable buoyancy forces field which vanishes at some instant of time, we prove the velocity component extinct at the same instant. We prove also that for non-zero buoyancy forces, but decaying at a power time rate, the velocity component decay at analogous power time rates, provided the thermo-absorption term is superlinear. At last, we prove that for a general non-zero bounded buoyancy force, the velocity component exponentially decay in time whether the thermo-absorption term is sub or superlinear.