A class of quasilinear parabolic equations with infinite delay and application to a problem of viscoelasticity

A semigroup approach to differential-delay equations is developed which reduces such equations to ordinary differential equations on a Banach space of histories and seems more suitable for certain partial integro-differential equations than the standard theory. The method is applied to prove a local-time existence theorem for equations of the form u_tt = g(u_xt, u_x^t)_x, where $\text{?g}\text{?u}{}_{\mathrm{xt}}\text{> 0}$. On a formal level, it is demonstrated that the stretching of filaments of viscoelastic liquids can be described by an equation of this form.     

Existence and comparison theorems for nonlinear diffusion systems

In this paper we prove existence, uniqueness, and regularity results for systems of nonlinear second order parabolic equations with boundary conditions of the Dirichlet, Neumann, and regular oblique derivative types. Let K(t) consist of all functions (v¹(x), v²(x),…, v^m(x)) from $\text{Ω ? R}{}^{\mathrm{n}}$ into R^m which satisfy ψⁱ(x, t) ? vⁱ(x) ? θⁱ(x, t) for all $\text{x ? Ω}\text{and}\text{1 ? i ? m}$, where ψⁱand θⁱ are extended real-valued functions on $\text{}\text{?}\text{gW × [0, T)}$. We find conditions which will ensure that a solution U(x, t) ≡ (u¹(x, t), u²(x, t),…, u^m(x, t)) which satisfies U(x, 0) ?K(0) will also satisfy U(x, t) ?K(t) for all 0 ? t < T. This result, which has some similarity to the Gronwall Inequality, is then used to prove a global existence theorem.     

Bounds on solutions to the boundary-free incompressible Navier-Stokes initial value problem

The integral formulation of the Navier-Stokes initial value problem for boundary-free, incompressible fluid flow is used to establish Volterra integral inequalities on the physical velocity field u_μ(x, t). Standard comparison theorems for Volterra equations are then applied to obtain weakly singular, nonlinear Volterra equations of the second kind for upper bounds on $\text{¦ u}{}_{\mathrm{\mu }}\text{(}\text{x}\text{, t)¦}$. With local existence and uniqueness guaranteed and smoothness of solutions characterized by results on Volterra equations, solutions for bounds may be obtained by standard analytical and numerical methods. A specific example is considered. Existence and uniqueness of local solutions u_μ(x, t) to the Navier-Stokes problem is then guaranteed within the radius of convergence of bounds on $\text{¦ u}{}_{\mathrm{\mu }}\text{(}\text{x}\text{, t)¦}$, thereby precluding local breakdown phenomena. In addition, bounds on $\text{¦ u}{}_{\mathrm{\mu }}\text{(}\text{x}\text{, t)¦}$ are used to obtain improved duration times for convergence of local iteration solutions for u_μ(x, t). Finally, a new technique for establishing sufficient conditions for global existence, based on successive application of Volterra comparison theorems, is indicated.     

The asymptotic behavior of solutions of a system of reaction-diffusion equations which models the Belousov-Zhabotinskii chemical reaction

We investigate the boundary value problem $\text{?u}\text{?t}\text{=}\text{?}{}^2\text{u}\text{?x}{}^2\text{+ u(1 ? u ? rv)}$, $\text{?v}\text{?t}\text{=}\text{?}{}^2\text{v}\text{?x}{}^2\text{? buv}$, u(?∞, t) = v(∞, t) = 0, u(∞, t) = 1, and v(?∞, t) = γ ?t > 0 where r > 0, b > 0, γ > 0 and x?R. This system has been proposed by Murray as a model for the propagation of wave fronts of chemical activity in the Belousov-Zhabotinskii chemical reaction. Here u and v are proportional to the concentrations of bromous acid and bromide ion, respectively. We determine the global stability of the constant solution (u, v) ≡ (1,0). Furthermore we introduce a moving coordinate and for each fixed x?R we investigate the asymptotic behavior of u(x + ct, t) and v(x + ct, t) as t → ∞ for both large and small values of the wave speed c ? 0.     

Oscillations caused by several retarded and advanced arguments

We consider the equation $\text{u}{}_{\mathrm{t}}\text{+}\text{▽}\text{· [}\text{v}\text{(x)?]=0, x ∈}$R², with $\text{v}$ defined as a divergenceless vector valued function (in the generalized sense) and subject to initial data u₀. We prove the existence of a generalized global solution to this equation under assumptions of bounded variation for $\text{v}$ and u₀, and smoothness for ?.     

Asymptotic properties of general symmetric hyperbolic systems

Results on partition of energy and on energy decay are derived for solutions of the Cauchy problem $\text{?u}\text{?t}\text{+ ∑}{}_{\mathrm{j\; =\; 1}}{}^{\mathrm{n}}\text{A}{}_{\mathrm{j}}\text{?u}\text{?x}{}_{\mathrm{j}}\text{= 0, u(0, x) = ?(x)}$. Here the A_j's are constant, k × k Hermitian matrices, x = (x₁,…, x_n), t represents time, and u = u(t, x) is a k-vector. It is shown that the energy of Mu approaches a limit $\text{E}{}_{\mathrm{M}}\text{(?)}\text{as}\text{¦ t ¦ → ∞}$, where M is an arbitrary matrix; that there exists a sufficiently large subspace of data ?, which is invariant under the solution group U₀(t) and such that $\text{U}{}_0\text{(t)? = 0}\text{for}\text{¦ x ¦ ? a ¦ t ¦ ? R, a}\text{and}\text{R}$ depending on ? and that the local energy of nonstatic solutions decays as $\text{¦ t ¦ → ∞}$. More refined results on energy decay are also given and the existence of wave operators is established, considering a perturbed equation $\text{E(x)}\text{?u}\text{?t}\text{+ ∑}{}_{\mathrm{j\; =\; 1}}{}^{\mathrm{n}}\text{A}{}_{\mathrm{j}}\text{?u}\text{?x}{}_{\mathrm{j}}\text{= 0,}\text{where}\text{¦ E(x) ? I ¦ = O(¦ x ¦}{}^{\mathrm{?1\; ?\; ?}}\text{)}$ at infinity.     

Attainable sets for linear stochastic control systems

Let x_t^u(w) be the solution process of the n-dimensional stochastic differential equation dx_t^u = [A(t)x_t^u + B(t) u(t)] dt + C(t) dW_t, where A(t), B(t), C(t) are matrix functions, W_t is a n-dimensional Brownian motion and u is an admissable control function. For fixed ? ? 0 and 1 ? δ ? 0, we say that x?Rⁿ is (?, δ) attainable if there exists an admissable control u such that P{x_t^u?S_?(x)} ? δ, where S_?(x) is the closed ?-ball in Rⁿ centered at x. The set of all (?, δ) attainable points is denoted by $\text{A}$(t). In this paper, we derive various properties of $\text{A}$(t) in terms of K(t), the attainable set of the deterministic control system $\text{x}\text{?}\text{= A(t)x + B(t)u}$. As well a stochastic bang-bang principle is established and three examples presented.     

Probabilistic interpretation for system of conservation law arising in adhesion particle dynamics

This Note presents a construction of a solution for the nonlinear stochastic differential equation X_t = X₀ + ∫₀^t $\text{E}$[u₀(X₀)|X_s]ds, t ≥ 0. The random variable X₀ with values in $\text{R}$ and the function u₀ are given. We denote by P_t the probability distribution of X_t and u(x, t) = $\text{E}$[u₀(X₀)|X_t = x]. We prove that (P_t, u(·, t), t ≥ 0) is a weak solution for system of conservation law arising in adhesion particle dynamics.     

Convergence of the Kato approximants for evolution equations involving functional perturbations

The existence of a unique strong solution of the nonlinear abstract functional differential equation $\text{u′(t) + A(t)u(t) = F(t,u}{}_{\mathrm{t}}\text{), u}{}_0\text{= φεC}{}^1\text{(¦?r,0¦,X),tε¦0, T¦}$, (E) is established. X is a Banach space with uniformly convex dual space and, for $\text{t? ¦0, T¦, A(t)}$ is m-accretive and satisfies a time dependence condition suitable for applications to partial differential equations. The function F satisfies a Lipschitz condition. The novelty of the paper is that the solution u(t) of (E) is shown to be the uniform limit (as n → ∞) of the sequence u_n(t), where the functions u_n(t) are continuously differentiate solutions of approximating equations involving the Yosida approximants. Thus, a straightforward approximation scheme is now available for such equations, in parallel with the approach involving the use of nonlinear evolution operator theory.     

Weak solutions for a nonlinear dispersive equation

In this paper we study the existence, uniqueness, and regularity of the solutions for the Cauchy problem for the evolution equation $\text{u}{}_{\mathrm{t}}\text{+ (f (u))}{}_{\mathrm{x}}\text{? u}{}_{\mathrm{xxt}}\text{= g(x, t), (}{}^1\text{)}\text{where}\text{u = u(x, t), x}$ is in (0, 1), 0 ? t ? T, T is an arbitrary positive real number,f(s)?C¹$\text{R}$, and g(x, t)?L^∞(0, T; L²(0, 1)). We prove the existence and uniqueness of the weak solutions for (¹) using the Galerkin method and a compactness argument such as that of J. L. Lions. We obtain regular solutions using eigenfunctions of the one-dimensional Laplace operator as a basis in the Galerkin method.     

The Cauchy problem for a linear parabolic partial differential equation

Numerical approximation of the solution of the Cauchy problem for the linear parabolic partial differential equation is considered. The problem: (p(x)u_x)_x ? q(x)u = p(x)u_t, 0 < x < 1,0 < t? T; $\text{u(0, t) = ?}{}_1\text{(t), 0 < t ? T}$; $\text{u(1,t) = ?}{}_2\text{(t), 0 < t ? T}$; p(0) u_x(0, t) = g(t), 0 < t₀ ? t ? T, is ill-posed in the sense of Hadamard. Complex variable and Dirichlet series techniques are used to establish Hölder continuous dependence of the solution upon the data under the additional assumption of a known uniform bound for ¦ u(x, t)¦ when 0 ? x ? 1 and 0 ? t ? T. Numerical results are obtained for the problem where the data ?₁, ?₂ and g are known only approximately.     

Some existence and regularity results for abstract non-autonomous parabolic equations

We study existence, uniqueness and regularity of the strict, classical and strong solutions $\text{u? C(¦0, T ¦,E)}$ of the non-autonomous evolution equation $\text{u′(t) ? A(t)u(t)=?(t)}$, with the initial datum u(0) = x, in a Banach space E, under the classical Kato-Tanabe assumptions. The domains of the operators A(t) are not needed to be dense in E. We prove necessary and sufficient conditions for existence and Hölder regularity of the solution and its derivative.     

Periodic solutions of a quasilinear parabolic differential equation

This paper treats the quasilinear, parabolic boundary value problem $\text{u}{}_{\mathrm{xx}}\text{? u}{}_{\mathrm{t}}\text{= ??(x, t, u)}$u(0, t) = ?₁(t); u(l, t) = ?₂(t) on an infinite strip $\text{{(x, t) ¦ 0 < x < l, ?∞ < t < ∞}}$ with the functions $\text{?(x, t, u), ?}{}_1\text{(t), ?}{}_2\text{(t)}$ being periodic in t. The major theorem of the paper gives sufficient conditions on $\text{?(x, t, u)}$ for this problem to have a periodic solution u(x, t) which may be constructed by successive approximations with an integral operator. Some corollaries to this theorem offer more explicit conditions on $\text{?(x, t, u)}$ and indicate a method for determining the initial estimate at which the iteration may begin.     

Boundary layer methods for certain nonlinear singularly perturbed optimal control problems

We shall examine the control problem consisting of the system $\text{dx}\text{dt}\text{= f}{}_1\text{(x, z, u, t, ?)}$$\text{?(}\text{dz}\text{dt}\text{) = f}{}_2\text{(x, z, u, t, ?)}$ on the interval 0 ? t ? 1 with the initial values x(0, ?) and z(0, ?) prescribed, where the cost functional J(?) = π(x(1, ?), z(1, ?), ?) + ∝₀¹V(x(t, ?), z(t, ?), u(t, ?), t, ?) dt is to be minimized. We shall restrict attention to the special problem where the f_i's are linear in z and u, V is quadratic in z and independent of z when ? = 0, π and V are positive semidefinite functions of x and z, and V is a positive definite function of u. Under appropriate conditions, we shall obtain an asymptotic solution of the problem valid as the small parameter ? tends to zero. The techniques of constructing such asymptotic expansions will be stressed.     

Singular perturbation problems for linear parabolic differential operators of arbitrary order

We consider the first initial-boundary value problem for $\text{(}\text{?u}\text{?t}\text{) + ?L}{}_1\text{u + L}{}_0\text{u = f(L}{}_0$ and L₁ are linear elliptic partial differential operators) and investigate the properties of u(x, t, ?) as ? ↓ 0 in the maximum norm. Special attention is paid to approximations obtained by the boundary layer method. We use a priori estimates.     

Threshold phenomena for a reaction-diffusion system

We consider the pure initial value problem for the system of equations $\text{ν}{}_{\mathrm{t}}\text{= ν}{}_{\mathrm{xx}}\text{+ ?(ν) ? w, w}{}_{\mathrm{t}}\text{= ε(ν ? γw), ε, γ ? 0}$, the initial data being (ν(x, 0), w(x, 0)) = (?(x), 0). Here $\text{?(v) = ?v + H(v ? a)}$, where H is the Heaviside step function and $\text{a ? (0,}\text{1}\text{2}\text{)}$. This system is of the FitzHugh-Nagumo type and has several applications including nerve conduction and distributed chemical/ biochemical systems. It is demonstrated that this system exhibits a threshold phenomenon. This is done by considering the curve s(t) defined by s(t) = sup{x: v(x, t) = a}. The initial datum, ?(x), is said to be superthreshold if lim_{t→∞ s(t) = ∞}. It is proven that the initial datum is superthreshold if ?(x) > a on a sufficiently long interval, ?(x) is sufficiently smooth, and ?(x) decays sufficiently fast to zero as $\text{¦x¦ → ∞}$.     

Girsanov functionals and optimal bang-bang laws for final value stochastic control

Girsanov's theorem is a generalization of the Cameron-Martin formula for the derivative of a measure induced by a translation in Wiener space. It states that for ? a nonanticipative Brownian functional with ∫|?|² ds < ∞ a.s. and $\text{d}\text{P}\text{?}\text{=exp[ζ(?)] d}\text{P}$ with $\text{E}\text{?}\text{{1}=1}$, where $\text{ζ(?) = ∫?}\text{d}\text{w-}\text{1}\text{2}\text{∫|?|}{}^2\text{d}\text{s}$, the translated functions $\text{(Tw)(t) = w}{}_{\mathrm{t}}\text{-}\text{∫}\text{0}\text{t}\text{?}\text{d}\text{s}$ are a Wiener process under P?. The Girsanov functionals exp [ζ(?)] have been used in stochastic control theory to define measures corresponding to solutions of stochastic DEs with only measurable control laws entering the right-hand sides. The present aim is to show that these same concepts have direct practical application to final value problems with bounded control. This is done here by an example, the noisy integrator: Make E{x²₁}∣small, subject to dx_t = u_t dt + dw_t, |u|? 1, x_t observed. For each control law there is a definite cost v(1?t, x) of starting at x, t and using that law till t = 1, expressible as an integral with respect to (a suitable) P?. By restricting attention to a dense set of smooth laws, using Itô's lemma, Kac's theorem, and the maximum principle for parabolic equations, it is possible to calculate sgn v_x for a critical class of control laws, then to compare control laws, “solve” the Bellman-Hamilton-Jacobi equation, and thus justify selection of the obvious bang-bang law as optimal.     

Entrainment of frequency in evolution equations

The existence of periodic solutions near resonance is discussed using elementary methods for the evolution equation ·u = Au + ?f(t, u) when the linear problem is totally degenerate (e^2πA = I) and the period of f is entrained with ? (T = 2π(1 + ?μ)). The approach is to solve the periodicity equation u(T,p,?) = p for an element p(?) in D, the domain of A, as a perturbation from an approximate solution p₀. p₀ is a solution of the nonlinear boundary value problem 2πμAp + ∝₀^2πe^?Asf(s, e^Asp) ds = 0 obtained from the periodicity equation by dividing by ?, applying the entrainment assumption, and letting ? → 0. Once p₀ is known, the conventional inverse function theorem is applied in a slightly unconventional manner. Two particular cases where results are obtained are u_t = u_x + ?{g(u) ? h(t, x)} with g strongly monotone and

$\text{d}\text{dt}\text{v}\text{w}\text{=}\text{0}\text{d}\text{dx}\text{d}\text{dx}\text{0}\text{v}\text{w}\text{+ ?}\text{v}{}^3\text{h(t,x)}$

, where in both cases D is a certain class of 2π-periodic functions of x.     

On the null-controllability of nonlinear delay systems with restrained controls

Sufficient conditions are developed for the null-controllability of the nonlinear delay process (1) $\text{x}\text{?}\text{(t) = L(t, x}{}_{\mathrm{t}}\text{) + B(t) u(t) + f(t, x}{}_{\mathrm{t}}\text{, u(t))}$ when the values of the control functions u lie in an m-dimensional unit cube C^m of E^m. Conditions are placed on f which guarantee that if the uncontrolled system $\text{x}\text{?}\text{(t) = L(t, x}{}_{\mathrm{t}}\text{)}$ is uniformly asymptotically stable and if the linear control system x(t) = L(t, x_t) + B(t) u(t) is proper, then (1) is null-controllable.     

Uniqueness and continuous dependence results for solutions of singular differential equations

Solutions of Cauchy problems for the singular equations $\text{u}{}_{\mathrm{tt}}\text{+ (}\text{Ψ(t)}\text{t}\text{) u}{}_{\mathrm{t}}\text{= Mu}$ (in a Hilbert space setting) and $\text{u}{}_{\mathrm{t}}\text{+ Δu +}\text{∑}\text{m}\text{i=1}\text{((}\text{k}{}_{\mathrm{i}}\text{x}{}_{\mathrm{i}}\text{)(}\text{?}{}_{\mathrm{i}}\text{?}{}_{\mathrm{i}}\text{)) + g(t)u=0}\text{in}\text{ω × |0,T)}$, ω={(x₁,…,x_M)ε$\text{R}$^m: 0 < x_i < c_i for each i=1,…,m} are shown to be unique and to depend Hölder continuously on the initial data in suitably chosen measures for 0?t < T < ∞. Logarithmic convexity arguments are used to derive the inequalities from which such results can be deduced.