Diffusion processes on an interval under linear moment conditions

We discuss a class of linear and nonlinear diffusion-type partial differential equations on a bounded interval and discuss the possibility of replacing the boundary conditions by certain linear conditions on the moments of order 0 (the total mass) and of another arbitrarily chosen order n. Each choice of n induces the addition of a certain potential in the equation, the case of zero potential arising exactly in the special case of n=1 corresponding to a condition on the barycenter. In the linear case we exploit smoothing properties and perturbation theory of analytic semigroups to obtain well-posedness for the classical heat equation (with said conditions on the moments). Long time behavior is studied for both the linear heat equation with potential and certain nonlinear equations of porous medium or fast diffusion type. In particular, we prove polynomial decay in the porous medium range and exponential decay in the fast diffusion range, respectively.     

Radial equivalence and study of self-similarity for two very fast diffusion equations

In this paper we continue the study of the radial equivalence between the porous medium equation and the evolution p-Laplacian equation, begun in a previous work. We treat the cases m<0 and p<1. We perform an exhaustive study of self-similar solutions for both equations, based on a phase-plane analysis and the correspondences we discover. We also obtain special correspondence relations and self-maps for the limit case m=−1, p=0, which is particularly important in applications in image processing. We also find self-similar solutions for the very fast p-Laplacian equation that have finite mass and, in particular, some of them that conserve mass, while this phenomenon is not true for the very fast diffusion equation.     

Moderate deviations and hypothesis testing for signal detection problem

We use moderate deviations to study the signal detection problem for a diffusion model.We establish a moderate deviation principle for the log-likelihood function of the diffusion model.Then applying the moderate deviation estimates to hypothesis testing for signal detection problem we give a decision region such that its error probability of the second kind tends to zero with faster speed than the error probability of the first kind when the error probability of the first kind is approximated by e-αr(T),where α>0,r(T)=o(T) and r(T) →∞ as the observation time T goes to infinity.     

Projectors on the generalized eigenspaces for functional differential equations using integrated semigroups

The aim of this article is to derive explicit formulas for the projectors on the generalized eigenspaces associated to some eigenvalues for linear functional differential equations (FDE) by using integrated semigroup theory. The idea is to formulate the FDE as a non-densely defined Cauchy problem and obtain an explicit formula for the integrated solutions of the non-densely defined Cauchy problem, from which we then derive explicit formulas for the projectors on the generalized eigenspaces associated to some eigenvalues. The results are useful in studying bifurcations in some semi-linear problems.     

The wave equation on asymptotically de Sitter-like spaces

In this paper we obtain the asymptotic behavior of solutions of the Klein-Gordon equation on Lorentzian manifolds (X^○,g) which are de Sitter-like at infinity. Such manifolds are Lorentzian analogues of the so-called Riemannian conformally compact (or asymptotically hyperbolic) spaces. Under global assumptions on the (null)bicharacteristic flow, namely that the boundary of the compactification X is a union of two disjoint manifolds, Y_±, and each bicharacteristic converges to one of these two manifolds as the parameter along the bicharacteristic goes to +∞, and to the other manifold as the parameter goes to −∞, we also define the scattering operator, and show that it is a Fourier integral operator associated to the bicharacteristic flow from Y₊ to Y₋.     

Remark on asymptotic behaviors of solutions to a quasi-linear elliptic Dirichlet problem with large diffusion

We study asymptotic behaviors of nontrivial solutions to the Dirichlet problem of a quasi-linear elliptic equation and obtain a lower bound for growth of L^∞-norm of the solutions, which implies the L^∞-norm of the solutions goes to infinity as the diffusion coefficient goes to infinity.     

Prevention of blow-up by fast diffusion in chemotaxis

In this paper, we study a strongly coupled parabolic system with cross diffusion term which models chemotaxis. The diffusion coefficient goes to infinity when cell density tends to an allowable maximum value. Such ‘fast diffusion’ leads to global existence of solutions in bounded domains for any given initial data irrespective of the spatial dimension, which is usually the goal of many modifications to the classical Keller–Segel model. The key estimates that make this possible have been obtained by a technique that uses ideas from Moser's iterations.     

Equations de navier-stokes 3-D avec force de coriolis et viscosité verticale évanescente

We consider the 3-D Navier-Stokes equations with Coriolis force of order 1/z and vanishing vertical viscosity of order ɛ. For suitable initial data, we prove some global or long-time existence results. Moreover, we obtain convergence as ɛ goes to 0 to the 2-D Navier-Stokes equations. We deal with periodic boundary conditions and non-homogeneous strain: in this case, we compute and justify the corrector.     

Construction and Analysis of Lattice Boltzmann Methods Applied to a 1D Convection-Diffusion Equation

To solve the 1D (linear) convection-diffusion equation, we construct and we analyze two LBM schemes built on the D1Q2 lattice. We obtain these LBM schemes by showing that the 1D convection-diffusion equation is the fluid limit of a discrete velocity kinetic system. Then, we show in the periodic case that these LBM schemes are equivalent to a finite difference type scheme named LFCCDF scheme. This allows us, firstly, to prove the convergence in L ^∞ of these schemes, and to obtain discrete maximum principles for any time step in the case of the 1D diffusion equation with different boundary conditions. Secondly, this allows us to obtain most of these results for the Du Fort-Frankel scheme for a particular choice of the first iterate. We also underline that these LBM schemes can be applied to the (linear) advection equation and we obtain a stability result in L ^∞ under a classical CFL condition. Moreover, by proposing a probabilistic interpretation of these LBM schemes, we also obtain Monte-Carlo algorithms which approach the 1D (linear) diffusion equation. At last, we present numerical applications justifying these results.     

On a random scaled porous media equation

It is shown that a random scaled porous media equation arising from a stochastic porous media equation with linear multiplicative noise through a random transformation is well-posed in L^∞. In the fast diffusion case we show existence in Lp.     

On the curve diffusion flow of closed plane curves

In this paper, we consider the steepest descent H ^?1-gradient flow of the length functional for immersed plane curves, known as the curve diffusion flow. It is known that under this flow there exist both initially immersed curves that develop at least one singularity in finite time and initially embedded curves that self-intersect in finite time. We prove that under the flow closed curves with initial data close to a round circle in the sense of normalised L ² oscillation of curvature exist for all time and converge exponentially fast to a round circle. This implies that for a sufficiently large ‘waiting time’, the evolving curves are strictly convex. We provide an optimal estimate for this waiting time, which gives a quantified feeling for the magnitude to which the maximum principle fails. We are also able to control the maximum of the multiplicity of the curve along the evolution. A corollary of this estimate is that initially embedded curves satisfying the hypotheses of the global existence theorem remain embedded. Finally, as an application we obtain a rigidity statement for closed planar curves with winding number one.     

Gradient estimates for ut=ΔF(u) on manifolds and some Liouville-type theorems

In this paper, we first prove a localized Hamilton-type gradient estimate for the positive solutions of Porous Media type equations:$u_t=\mathrm{\Delta }F(u),$ with $F^{\prime }(u)>0$, on a complete Riemannian manifold with Ricci curvature bounded from below. In the second part, we study Fast Diffusion Equation (FDE) and Porous Media Equation (PME):$u_t=\mathrm{\Delta }\left(u^p\right),p>0,$ and obtain localized Hamilton-type gradient estimates for FDE and PME in a larger range of p than that for Aronson–Bénilan estimate, Harnack inequalities and Cauchy problems in the literature. Applying the localized gradient estimates for FDE and PME, we prove some Liouville-type theorems for positive global solutions of FDE and PME on noncompact complete manifolds with nonnegative Ricci curvature, generalizing Yau?s celebrated Liouville theorem for positive harmonic functions.     

Convergence of a queueing system in heavy traffic with general patience-time distributions

We analyze a sequence of single-server queueing systems with impatient customers in heavy traffic. Our state process is the offered waiting time, and the customer arrival process has a state dependent intensity. Service times and customer patient-times are independent; i.i.d. with general distributions subject to mild constraints. We establish the heavy traffic approximation for the scaled offered waiting time process and obtain a diffusion process as the heavy traffic limit. The drift coefficient of this limiting diffusion is influenced by the sequence of patience-time distributions in a non-linear fashion. We also establish an asymptotic relationship between the scaled version of offered waiting time and queue-length. As a consequence, we obtain the heavy traffic limit of the scaled queue-length. We introduce an infinite-horizon discounted cost functional whose running cost depends on the offered waiting time and server idle time processes. Under mild assumptions, we show that the expected value of this cost functional for the n-th system converges to that of the limiting diffusion process as n tends to infinity.     

A general formula for decay rates of nonlinear dissipative systems

This work is concerned with stabilization of hyperbolic systems by a nonlinear feedback which can be localized on part of the boundary or locally distributed. We present here a general formula which gives the energy decay rates in terms of the behavior of the nonlinear feedback close to the origin. This formula allows us to unify for instance the cases where the feedback has a polynomial growth at the origin, with the cases where it goes exponentially fast to zero at the origin. We give also two other significant examples of nonpolynomial growth at the origin. We also show that we either obtain or improve significantly the decay rates of Lasiecka and Tataru (Differential Integral Equations 8 (1993) 507–533) and Martinez (Rev. Mat. Comput. 12 (1999) 251–283). To cite this article: F. Alabau-Boussouira, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

The Legendre-Burgers equation: When artificial dissipation fails

Artificial viscosity is a common device for stabilizing flows with shocks and fronts. The computational diffusion smears the frontal zone over a small distance μ where μ is chosen so that the discretization has a couple of grid points in the front, and thus is able to resolve the shock. Spectral element methods use a Legendre spectral viscosity whose effect is to damp the coefficient of P_n(x) by some amount that depends only on the degree n of the Legendre polynomial. Legendre viscosity is better than ordinary diffusion because it does not require spurious boundary conditions, does not increase the temporal stiffness of the differential equations, and can be applied locally on an element-by-element basis. Unfortunately, Legendre diffusion is equivalent to a diffusion with a spatially-varying coefficient that goes to zero at the boundaries. Using the simplest example, one in which the second derivative of Burgers equation is replaced by the Legendre operator to give the “Legendre-Burgers” equation, u_t + uu_x = ν[(1 − x²)u_x]_x, we show that the width of the computational front can similarly tend to zero at the endpoints, causing a numerical catastrophe.     

Langevin type limiting processes for adaptive MCMC

Adaptive Markov Chain Monte Carlo (AMCMC) is a class of MCMC algorithms where the proposal distribution changes at every iteration of the chain. In this case it is important to verify that such a Markov Chain indeed has a stationary distribution. In this paper we discuss a diffusion approximation to a discrete time AMCMC. This diffusion approximation is different when compared to the diffusion approximation as in Gelman et al. [5] where the state space increases in dimension to ∞. In our approach the time parameter is sped up in such a way that the limiting process (as the mesh size goes to 0) approaches to a non-trivial diffusion process.     

Systems of p-Laplacian differential inclusions with large diffusion

In this paper we consider coupled systems of p-Laplacian differential inclusions and we prove, under suitable conditions, that a homogenization process occurs when diffusion parameters become arbitrarily large. In fact we obtain that the attractors are continuous at infinity on L²(Ω)×L²(Ω) topology, with respect to the diffusion coefficients, and the limit set is the attractor of an ordinary differential problem.     

Dimension-Independent Estimates for Heat Operators and Harmonic Functions

We establish dimension-independent estimates related to heat operators e ^tL on manifolds. We first develop a very general contractivity result for Markov kernels which can be applied to diffusion semigroups. Second, we develop estimates on the norm behavior of harmonic and non-negative subharmonic functions. We apply these results to two examples of interest: when L is the Laplace–Beltrami operator on a Riemannian manifold with Ricci curvature bounded from below, and when L is an invariant subelliptic operator of Hörmander type on a Lie group. In the former example, we also obtain pointwise bounds on harmonic and subharmonic functions, while in the latter example, we obtain pointwise bounds on harmonic functions when a generalized curvature-dimension inequality is satisfied.     

On the fast reduction of a quasiseparable matrix to Hessenberg and tridiagonal forms

In this paper we design a fast new algorithm for reducing an N × N quasiseparable matrix to upper Hessenberg form via a sequence of N − 2 unitary transformations. The new reduction is especially useful when it is followed by the QR algorithm to obtain a complete set of eigenvalues of the original matrix. In particular, it is shown that in a number of cases some recently devised fast adaptations of the QR method for quasiseparable matrices can benefit from using the proposed reduction as a preprocessing step, yielding lower cost and a simplification of implementation.     

具时滞的神经网络模型的非平凡周期解的全局存在性

本文考虑具时滞的n维神经网络模型.利用FDE的全局Hopf分支存在定理和Bendixson周期解不存在定理,给出该模型存在非平凡周期解的条件.