Quadratic Covariation and Itô's Formula for Smooth Nondegenerate Martingales

In this paper we prove the existence of the quadratic covariation [f(X),X], where f is a locally square integrable function and X _t = ^t ₀ u _s dW _s is a smooth nondegenerate Brownian martingale. This result is based on some moment estimates for Riemann sums which are established by means of the techniques of the Malliavin calculus.     

Weak Solutions to Stochastic Wave Equations with Values in Riemannian Manifolds

Let M be a compact Riemannian manifold. We prove existence of a global weak solution of the stochastic wave equation D _t u _t  = D _x u _x  + (X _u  + λ₀(u)u _t  + λ₁(u)u _x )[Wdot] where X is a continuous vector field on M, λ₀ and λ₁ are continuous vector bundles homomorphisms from TM to TM, and W is a spatially homogeneous Wiener process on ? with finite spectral measure. We use recently introduced general method of constructing weak solutions of SPDEs that does not rely on any martingale representation theorem.     

Almost automorphic solutions to integral equations on the line

Given a∈L ¹(ℝ) and A the generator of an L ¹-integrable family of bounded and linear operators defined on a Banach space X, we prove the existence of almost automorphic solution to the semilinear integral equation u(t)=∫ _−∞ ^t a(t−s)[Au(s)+f(s,u(s))]ds for each f:ℝ×X→X almost automorphic in t, uniformly in x∈X, and satisfying diverse Lipschitz type conditions. In the scalar case, we prove that a∈L ¹(ℝ) positive, nonincreasing and log-convex is already sufficient.     

Spreading Properties and Complex Dynamics for Monostable Reaction–Diffusion Equations

This paper is concerned with the study of the large-time behavior of the solutions u of a class of one-dimensional reaction–diffusion equations with monostable reaction terms f, including in particular the classical Fisher-KPP nonlinearities. The nonnegative initial data u ₀(x) are chiefly assumed to be exponentially bounded as x tends to + ∞ and separated away from the unstable steady state 0 as x tends to ? ∞. On the one hand, we give some conditions on u ₀ which guarantee that, for some λ > 0, the quantity c _λ = λ +f′(0)/λ is the asymptotic spreading speed, in the sense that lim  _t→+∞ u(t, ct) = 1 (the stable steady state) if c < c _λ and lim  _t→+∞ u(t, ct) = 0 if c > c _λ. These conditions are fulfilled in particular when u ₀(x) e ^λx is asymptotically periodic as x → + ∞. On the other hand, we also construct examples where the spreading speed is not uniquely determined. Namely, we show the existence of classes of initial conditions u ₀ for which the ω-limit set of u(t, ct + x) as t tends to + ∞ is equal to the whole interval [0, 1] for all x ∈ ? and for all speeds c belonging to a given interval (γ₁, γ₂) with large enough γ₁ < γ₂ ≤ + ∞.     

Divergence of Infinite-Variance Nonradial Solutions to the 3D NLS Equation

We consider solutions u(t) to the 3d NLS equation i? _t u + Δu + |u|² u = 0 such that ‖xu(t)‖ _{L ²}  = ∞ and u(t) is nonradial. Denoting by M[u] and E[u], the mass and energy, respectively, of a solution u, and by Q(x) the ground state solution to ?Q + ΔQ + |Q|² Q = 0, we prove the following: if M[u]E[u] < M[Q]E[Q] and ‖u ₀‖ _{L ²} ‖?u ₀‖ _{L ²}  > ‖Q‖ _{L ²} ‖?Q‖ _{L ²} , then either u(t) blows-up in finite positive time or u(t) exists globally for all positive time and there exists a sequence of times t _n  → + ∞ such that ‖?u(t _n )‖ _{L ²}  → ∞. Similar statements hold for negative time.     

The radial basis functions method for identifying an unknown parameter in a parabolic equation with overspecified data

Parabolic partial differential equations with overspecified data play a crucial role in applied mathematics and engineering, as they appear in various engineering models. In this work, the radial basis functions method is used for finding an unknown parameter p(t) in the inverse linear parabolic partial differential equation u_t = u_xx + p(t)u + φ, in [0,1] × (0,T], where u is unknown while the initial condition and boundary conditions are given. Also an additional condition ∫₀¹k(x)u(x,t)dx = E(t), 0 ≤ t ≤ T, for known functions E(t), k(x), is given as the integral overspecification over the spatial domain. The main approach is using the radial basis functions method. In this technique the exact solution is found without any mesh generation on the domain of the problem. We also discuss on the case that the overspecified condition is in the form ∫₀^s(t) u(x,t)dx = E(t), 0 < t ≤ T, 0 < s(t) < 1, where s and E are known functions. Some illustrative examples are presented to show efficiency of the proposed method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Power Values of Derivations with Annihilator Conditions on Lie Ideals in Prime Rings

Let R be a prime ring of char R ≠ 2, d a nonzero derivation of R, U a noncentral Lie ideal of R, and a ∈ R. If au ^{n ₁} d(u) ^{n ₂} u ^{n ₃} d(u) ^{n ₄} u ^{n ₅} … d(u) ^{n _k?1} u ^{n _k}  = 0 for all u ∈ U, where n ₁, n ₂,…,n _k are fixed non-negative integers not all zero, then a = 0 and if a(u ^s d(u)u ^t ) ⁿ  ∈ Z(R) for all u ∈ U, where s ≥ 0, t ≥ 0, n ≥ 1 are some fixed integers, then either a = 0 or R satisfies S ₄, the standard identity in four variables.     

Wave equations with time-dependent spatial operators of higher order

We study the initial-boundary value problem for ?_t²u(t,x)+A(t)u(t,x)+B(t)?_tu(t,x)=f(t,x) on [0,T]×Ω(Ω??ⁿ) with a homogeneous Dirichlet boundary condition; here A(t) denotes a family of uniformly strongly elliptic operators of order 2m, B(t) denotes a family of spatial differential operators of order less than or equal to m, and u is a scalar function. We prove the existence of a unique strong solution u. Furthermore, an energy estimate for u is given.     

Spectral Criteria of Abstract Sequences; Application to Difference Equations

We suppose that M is a closed subspace of l ^∞(J, X), the space of all bounded sequences {x(n)} _n?J ? X, where J ? {Z⁺,Z} and X is a complex Banach space. We define the M-spectrum σ_M (u) of a sequence u ? l ^∞(J,X). Certain conditions will be supposed on both M and σ_M (u) to insure the existence of u ? M. We prove that if u is ergodic, such that σ_M (u,) is at most countable and, for every λ ? σ_M (u), the sequence e^?iλnu(n) is ergodic, then u ? M. We apply this result to the operator difference equationu(n + 1) = Au(n) + ψ(n), n ? J,and to the infinite order difference equation Σ ^r _k=1 a_k (u(n + k) ? u(n)) + Σ _{s ? Z}?(n ? s)u(s) = h(n), n?J, where ψ?l ^∞(Z,X) such that ψ| _J ? M, A is the generator of a C ₀-semigroup of linear bounded operators {T(t)} _t>0 on X, h ? M, ? ? l ¹(Z) and a_k ?C. Certain conditions will be imposed to guarantee the existence of solutions in the class M.     

Inverse Problems for Time-Dependent Singular Heat Conductivities: Multi-Dimensional Case

We consider an inverse boundary value problem for the heat equation ? _t u = div (γ? _x u) in (0, T) × Ω, u = f on (0, T) × ?Ω, u| _t=0 = u ₀, in a bounded domain Ω ? ? ⁿ , n ≥ 2, where the heat conductivity γ(t, x) is piecewise constant and the surface of discontinuity depends on time: γ(t, x) = k ² (x ∈ D(t)), γ(t, x) = 1 (x ∈ Ω?D(t)). Fix a direction e* ∈ 𝕊 ^n?1 arbitrarily. Assuming that ?D(t) is strictly convex for 0 ≤ t ≤ T, we show that k and sup {e*·x; x ∈ D(t)} (0 ≤ t ≤ T), in particular D(t) itself, are determined from the Dirichlet-to-Neumann map : f → ?_ν u(t, x)|_{(0, T)×?Ω}. The knowledge of the initial data u ₀ is not used in the proof. If we know min_0≤t≤T (sup _x∈D(t) x·e*), we have the same conclusion from the local Dirichlet-to-Neumann map. Numerical examples of stationary and moving circles inside the unit disk are shown. The results have applications to nondestructive testing. Consider a physical body consisting of homogeneous material with constant heat conductivity except for a moving inclusion with different conductivity. Then the location and shape of the inclusion can be monitored from temperature and heat flux measurements performed at the boundary of the body. Such a situation appears for example in blast furnaces used in ironmaking.     

On Osgood theorem in Banach spaces

Let X be a real Banach space, ω : [0, +∞) → ? be an increasing continuous function such that ω(0) = 0 and ω(t + s) ≤ ω(t) + ω(s) for all t, s ∈ [0, +∞). According to the infinite dimensional analog of the Osgood theorem if ∫¹₀ (ω(t))^?1 dt = ∞, then for any (t₀, x₀) ∈ ?×X and any continuous map f : ?×X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all t ∈ ?, x, y ∈ X, the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has a unique solution in a neighborhood of t₀. We prove that if X has a complemented subspace with an unconditional Schauder basis and ∫¹₀ (ω(t))^?1 dt < ∞ then there exists a continuous map f : ? × X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all (t, x, y) ∈ ? × X × X and the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has no solutions in any interval of the real line.     

Localization on the Boundary of Blow-up for Reaction–Diffusion Equations with Nonlinear Boundary Conditions

Abstract

In this work we analyze the existence of solutions that blow-up in finite time for a reaction–diffusion equation u _t  ? Δu = f(x, u) in a smooth domain Ω with nonlinear boundary conditions ?u/?n = g(x, u). We show that, if locally around some point of the boundary, we have f(x, u) = ?βu ^p , β ≥ 0, and g(x, u) = u ^q then, blow-up in finite time occurs if 2q > p + 1 or if 2q = p + 1 and β < q. Moreover, if we denote by T _b the blow-up time, we show that a proper continuation of the blowing up solutions are pinned to the value infinity for some time interval [T, τ] with T _b  ≤ T < τ. On the other hand, for the case f(x, u) = ?βu ^p , for all x and u, with β > 0 and p > 1, we show that blow-up occurs only on the boundary.     

Scaling Limits for Some P.D.E. Systems with Random Initial Conditions

Let X = {X(x, t), x ? R ⁿ , t ? R ₊} be the R ²-valued spatial-temporal random field X = (u, v) arising from a certain two-equation system of parabolic linear partial differential equations with a given random initial condition X ₀ = (u ₀, v ₀). We discuss the scaling limit of X under suitable conditions on X ₀. Since the component fields u, v are dependent, even when the initial data u ₀, v ₀ are independent, the scaling limit is not readily reduced to the known single equation case. The correlated structure of random vector (u(x, t), v(x′, t′)) and the Hermite expansion associated with (u ₀, v ₀) play the essential roles in our study. The work shows, in particular, the non-Gaussian scenario proposed by Anh and Leonenko [2 Anh , V.V. , and Leonenko , N.N. 1999 . Non-Gaussian scenarios for the heat equation with singular initial data . Stochastic Process. Appl. 84 : 91 – 114 .[Crossref], [Web of Science ®] , [Google Scholar]] for the single heat equation can be discussed for the two-equation system, in a significant way.     

An abstract semilinear hyperbolic Volterra integrodifferential equation

We consider semilinear integrodifferential equations of the form u′(t) + A(t) u(t) = ∝₀^tg(t, s, u(s)) ds + f(t), u(0) = u₀. For each t ? 0, the operator A(t) is assumed to be the negative generator of a strongly continuous semigroup in a Banach space X. The domain D(A(t)) of A(t) is allowed to vary with t. Thus our models are Volterra integrodifferential equations of “hyperbolic type.” These types of equations arise naturally in the study of viscoelasticity. Our main results are the proofs of existence, uniqueness, continuation and continuous dependence of the solutions.     

Envelope viscosity solutions of first- and second-order PDEs with u-dependence

General envelope methods are introduced which may be used to embed equations with u-dependence into equations without solution dependence. Furthermore, these methods present a rigorous way to consider so-called nodal solutions. That is, if w(t,x,z) is the viscosity solution of some pde, the nodal solution of an associated pde is a function u(t,x) so that w(t,x,u(t,x)) = 0. Examples are given to first- and second-order pdes arising in optimal control, differential games, minimal time problems, scalar conservation laws, geometric-type equations, and forward backward stochastic control.     

Positive solutions for systems of nonlinear eigenvalue problems for functional differential equations

Values of?λ?are determined for which there exist positive solutions of the system of functional differential equations, u″?+?λa(t)f(v _t )?=?0,v″?+?λb(t)g(u _t )?=?0, for 0?t?u(s)?=?v(s)?=?φ(s), ?r?≤?s?≤?0, and the boundary conditions u(0)?=?v(0)?=?φ(0)?=?u(1)?=?v(1)?=?0. A Guo–Krasnosel'skii fixed point theorem is applied.     

Existence and asymptotic behavior of a functional differential equation in Banach space

Existence and asymptotic behavior of solutions are given for the equation u′(t) = ?A(t)u(t) + F(t,u_t) (t ? 0) and u₀ = ? ? C([?r,0]; X)  C. The space X is a Banach space; the family $\text{{A(t) ¦ 0 ? t ? T}}$ of unbounded linear operators defined on D(A) ? X → X generates a linear evolution system and F: C → X is continuous with respect to a fractional power of A(t₀) for some t₀ ? [0, T].     

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.     

Central limit theorem for stochastically continuous processes. Convergence to stable limit

LetX={X(t), t[0, 1]} be a stochastically continuous cadlag process. Assume that thek dimensional finite joint distributions ofX are in the domain of normal attraction of strictlyp-stable, 0<p<2, measure onR ^k for all 1k<. For functionsf, g such that _p (|X(x–X(u)|) >g(u–s) and _p (|X(s–X(t|)|X(t)–X(u|)>f(u–s), 0 s t u 1, conditions are found which imply that the distributions –(n ^–1/p (X ₁+···+X _n )),n1, converge weakly inD[0, 1] to the distribution of ap-stable process. HereX ₁,X ₂, ... are independent copies ofX and _p (Z)=sup _t<0 t ^pP{|Z|<t} denotes the weakpth moment of a random variable Z.