Global wellposedness for a one-dimensional Chern–Simons–Dirac system in Lp

The global wellposedness in L^p(?) for the Chern–Simons–Dirac equation in the 1+1 space and time dimension is discussed. We consider two types of quadratic nonlinearity: the null case and the non-null case. We show the time global wellposedness for the Chern–Simon–Dirac equation in the framework of L^p(?), where 1≤p≤∞ for the null case. For the scaling critical case, p = 1, mass concentration phenomena of the solutions may occur in considering the time global solvability. We invoke the Delgado–Candy estimate which plays a crucial role in preventing concentration phenomena of the global solution. Our method is related to the original work of Candy (2011), who showed the time global wellposedness for the single Dirac equation with cubic nonlinearity in the critical space L²(?).     

The density evolution of the killed McKean–Vlasov process

ABSTRACT

The density evolution of McKean–Vlasov stochastic differential equations in the presence of an absorbing boundary is analysed where the solution to such equations corresponds to the dynamics of partially killed large populations. By using a fixed point theorem, we show that the density evolution is characterized as the solution of an integro-differential Fokker–Planck equation with Cauchy–Dirichlet data. This problem arises naturally within mean field game theory.     

Global attractor for the damped Benjamin–Bona–Mahony equations on R1

We utilize a new necessary and sufficient condition to verity the asymptotic compactness of an evolution equation defined in an unbounded domain, which involves the Littlewood–Paley projection operators. We then use this condition to prove the existence of an attractor for the damped Benjamin–Bona–Mahony equation in the phase space H ¹(R ¹) by showing the solutions are point dissipative and asymptotically compact. Moreover the attractor is in fact smoother and it belongs to H ^3/2?? for every ?>0.     

Solutions with peaks for a coagulation–fragmentation equation. Part I: stability of the tails

Abstract

The aim of this two-part paper is to investigate the stability properties of a special class of solutions to a coagulation–fragmentation equation. We assume that the coagulation kernel is close to the diagonal kernel, and that the fragmentation kernel is diagonal. We construct a two-parameter family of stationary solutions concentrated in Dirac masses. We carefully study the asymptotic decay of the tails of these solutions, showing that this behavior is stable. In a companion paper, we prove that for initial data which are sufficiently concentrated, the corresponding solutions approach one of these stationary solutions for large times.     

On the Dirac–Klein–Gordon Equations in Three Space Dimensions

ABSTRACT

We establish a local existence result for Dirac–Klein–Gordon equations in three space dimensions, employing a null form estimate and a fixed point argument.     

Long-term dynamics of discrete-time predator–prey models: stability of equilibria,cycles and chaos

ABSTRACT

In [A.S. Ackleh, M.I. Hossain, A. Veprauskas, and A. Zhang, Persistence and stability analysis of discrete-time predator-prey models: A study of population and evolutionary dynamics, J. Differ. Equ. Appl. 25 (2019), pp. 1568–1603.], we established conditions for the persistence and local asymptotic stability of the interior equilibrium for two discrete-time predator–prey models (one without and with evolution to resist toxicants). In the current paper, we provide a more in-depth analysis of these models, including global stability of equilibria, existence of cycles and chaos. Our main focus is to examine how the speed of evolution ν may impact population dynamics. For both models, we establish conditions under which the interior equilibrium is global asymptotically stable using perturbation analysis together with the construction of Lyapunov functions. For small ν, we show that the global dynamics of the evolutionary system are nothing but a continuous perturbation of the non-evolutionary system. However, when the speed of evolution is increased, we perform numerical studies which demonstrate that evolution may introduce rich dynamics including cyclic and chaotic behaviour that are not observed when evolution is absent.     

Weak martingale solutions to the stochastic Landau–Lifshitz–Gilbert equation with multi-dimensional noise via a convergent finite-element scheme

We propose an unconditionally convergent linear finite element scheme for the stochastic Landau–Lifshitz–Gilbert (LLG) equation with multi-dimensional noise. By using the Doss–Sussmann technique, we first transform the stochastic LLG equation into a partial differential equation that depends on the solution of the auxiliary equation for the diffusion part. The resulting equation has solutions absolutely continuous with respect to time. We then propose a convergent $\theta$-linear scheme for the numerical solution of the reformulated equation. As a consequence, we are able to show the existence of weak martingale solutions to the stochastic LLG equation.     

Équation Périodique de Navier–Stokes sans Viscosité dans une Direction

ABSTRACT

We study the periodic Navier–Stokes equation when the vertical viscosity vanishes, in a critical space (invariant by scaling). We shall prove local-in-time existence of the solution. When the tridimensional part of the initial data is small compared with the bidimesional part and with the horizontal viscosity, we shall show global existence of solutions.     

Radiative transport limit of Dirac equations with random electromagnetic field

Abstract

This paper concerns the kinetic limit of the Dirac equation with a random electromagnetic field. We give a detailed mathematical analysis of the radiative transport limit for the phase space energy density of solutions to the Dirac equation. Our derivation is based on a martingale method and a perturbed test function expansion. This requires the electromagnetic field to be a Markovian space-time random field. The main mathematical tool in the derivation of the kinetic limit is the matrix-valued Wigner transform of the vector-valued Dirac solution. The major novelty compared with the scalar (Schrödinger) case is the proof of the weak convergence of cross modes to zero. The propagating modes are shown to converge in an appropriate probabilistic sense to their deterministic limit.     

Harnack's inequality for cooperative weakly coupled elliptic systems

Résumé

On étudie le comportement pour les grands temps des solutions de l'équation de Navier–Stokes dans la bande R ² × (0, 1). Après reformulation du problème à l'aide de variables auto-similaires, on calcule un développement asymptotique en temps de la vorticité jusqu'au second ordre, en supposant que la vorticité initiale est suffisamment petite et décro??t de manire polyno?miale à l'infini. Dans un deuxième temps, sans cette hypothèse de petitesse sur la donnée initiale, on prouve que, de nouveau, le comportement asymptotique des solutions globales est régi par l'équation de Navier–Stokes bidimensionnelle. En particulier, on montre que de telles solutions convergent vers le tourbillon d'Oseen.

Abstract

We study the long-time behavior of solutions of the Navier–Stokes equation in R ² × (0, 1). After introducing self-similar variables, we compute the long-time asymptotics of the vorticity up to second order, assuming that the initial vorticity is sufficiently small and has polynomial decay at infinity. Afterwards, we relax this smallness assumption and we prove again that the long-time behavior of global bounded solutions is governed by the two-dimensional Navier–Stokes equation. In particular, we show that solutions converge towards Oseen vortices.     

Stability properties of the Euler–Korteweg system with nonmonotone pressures

Abstract

We establish a relative energy framework for the Euler–Korteweg system with non-convex energy. This allows us to prove weak-strong uniqueness and to show convergence to a Cahn–Hilliard system in the large friction limit. We also use relative energy to show that solutions of Euler–Korteweg with convex energy converge to solutions of the Euler system in the vanishing capillarity limit, as long as the latter admits sufficiently regular strong solutions.     

On the Majorana condition for nonlinear Dirac systems

For arbitrarily large initial data in an open set defined by an approximate Majorana condition, global existence and scattering results for solutions to the Dirac equation with Soler-type nonlinearity and the Dirac–Klein–Gordon system in critical spaces in spatial dimension three are established.     

The tangential oblique derivative problem for second order quasilinear parabolic operators

Abstract

We present the precise blow-up scenario for the generalized Camassa–Holm equation. We also prove a blow-up result showing that the equation has smooth solutions in which singularities develop in finite time.     

Asymptotic convergence of solutions for Laplace reaction–diffusion equations

We study the initial–boundary value problem for a Laplace reaction–diffusion equation. After constructing local solutions by using the theory of abstract degenerate evolution equations of parabolic type, we show asymptotic convergence of bounded global solutions if they exist under the assumption that the reaction function is analytic in neighborhoods of their $\omega$-limit sets. Reduction of degenerate evolution equation to multivalued evolution equation enables us to use the theory of the infinite-dimensional Łojasiewicz–Simon gradient inequality.     

Variational Solutions of the Pricing PIDEs for European Options in Lévy Models

Abstract

One of the fundamental problems in financial mathematics is to develop efficient algorithms for pricing options in advanced models such as those driven by Lévy processes. Essentially there are three approaches in use. These are Monte Carlo, Fourier transform and partial integro-differential equation (PIDE)-based methods. We focus our attention here on the latter. There is a large arsenal of numerical methods for efficiently solving parabolic equations that arise in this context. Especially Galerkin and Galerkin-inspired methods have an impressive potential. In order to apply these methods, what is required is a formulation of the equation in the weak sense.

The contribution of this paper is therefore to analyse weak solutions of the Kolmogorov backward equations which are related to prices of European options in (time-inhomogeneous) Lévy models and to establish a precise link between the prices and the weak solutions of these equations. The resulting relation is a Feynman–Kac representation of the solution as a conditional expectation. Our special concern is to provide a framework that is able to cover both, the common types of European options and a wide range of advanced models in which these derivatives are priced.

An application to financial models requires in particular to admit pure jump processes such as generalized hyperbolic processes as well as unbounded domains of the equation. In order to deal at the same time with the typical pay-offs that can arise, the weak formulation of the equation is based on exponentially weighted Sobolev–Slobodeckii spaces. We provide a number of examples of models that are covered by this general framework. Examples of options for which such an analysis is required are calls, puts, digital and power options as well as basket options.     

The Wong–Zakai approximations of invariant manifolds and foliations for stochastic evolution equations

In this paper, we study the Wong–Zakai approximations given by a stationary process via the Wiener shift and their associated dynamics of a class of stochastic evolution equations with a multiplicative white noise. We prove that the solutions of Wong–Zakai approximations almost surely converge to the solutions of the Stratonovich stochastic evolution equation. We also show that the invariant manifolds and stable foliations of the Wong–Zakai approximations converge to the invariant manifolds and stable foliations of the Stratonovich stochastic evolution equation, respectively.     

Numerical Methods for Non-Linear Black–Scholes Equations

Abstract

In recent years non-linear Black–Scholes models have been used to build transaction costs, market liquidity or volatility uncertainty into the classical Black–Scholes concept. In this article we discuss the applicability of implicit numerical schemes for the valuation of contingent claims in these models. It is possible to derive sufficient conditions, which are required to ensure the convergence of the backward differentiation formula (BDF) and Crank–Nicolson scheme (CN) scheme to the unique viscosity solution. These stability conditions can be checked a priori and convergent schemes can be constructed for a large class of non-linear models and payoff profiles. However, if these conditions are not satisfied we show that the schemes are not convergent or produce spurious solutions. We study the practical implications of the derived stability criterions on relevant numerical examples.     

Young‐measure solutions to a generalized Benjamin–Bona–Mahony equation

We consider the evolution of microstructure under the dynamics of the generalized Benjamin–Bona–Mahony equation (1) with u: ?² → ?. If we model the initial microstructure by a sequence of spatially faster and faster oscillating classical initial data vⁿ, we obtain a sequence of spatially highly oscillatory classical solutions uⁿ. By considering the Young measures (YMs) ν and µ generated by the sequences vⁿ and uⁿ, respectively, as n → ∞, we derive a macroscopic evolution equation for the YM solution µ, and show exemplarily how such a measure‐valued equation can be exploited in order to obtain classical evolution equations for effective (macroscopic) quantities of the microstructure for suitable initial data vⁿ and non‐linearities f. Copyright © 2005 John Wiley & Sons, Ltd.     

The biaxial Fueter theorem

This paper deals with a special type of solutions for the Dirac operator on ? ^m , which can be obtained through a biaxial generalisation of the classical Fueter Theorem. This is a result which allows to generate zonal solutions for the Dirac equation starting from arbitrary holomorphic functions in the complex plane. Invoking operator identities for Jacobi polynomials, it is shown how this procedure can be extended to more general splittings than the one usually considered in the literature.