A uniqueness result for a semilinear parabolic system

We prove that for nonnegative, continuous, bounded and nonzero initial data we have a unique solution of the reaction-diffusion system described by three differential equations with non-Lipschitz nonlinearity. We also find the set of all nonnegative solutions of the system when the initial data is zero and in the last section we briefly discuss a generalization of the theorem to a system of n equations.     

Bifurcation analysis of a non-cooperative differential game with one weak player

We study a bifurcation problem for a system of two differential equations in implicit form. For each value of the parameter θ, the solution yields a pair of Nash equilibrium strategies in feedback form, for a non-cooperative differential game. When θ=0, the second player has no power to influence the dynamics of the system, and his optimal strategy is myopic. The game thus reduces to an optimal control problem for the first player. By studying the bifurcation in the solutions to the corresponding system of Hamilton-Jacobi equations, one can establish existence and multiplicity of solutions to the differential game, as θ becomes strictly positive.     

Almost automorphic solutions for some partial functional differential equations

In this work, we study the existence of almost automorphic solutions for some partial functional differential equations. We prove that the existence of a bounded solution on R⁺ implies the existence of an almost automorphic solution. Our results extend the classical known theorem by Bohr and Neugebauer on the existence of almost periodic solutions for inhomegeneous linear almost periodic differential equations. We give some applications to hyperbolic equations and Lotka-Volterra type equations used to describe the evolution of a single diffusive animal species.     

Global analysis for strong solutions to the equations of a ferrofluid flow model

In this paper we are concerned with the differential system proposed by Shliomis to describe the motion of an incompressible ferrofluid submitted to an external magnetic field. The system consists of the Navier-Stokes equations, the magnetization equations and the magnetostatic equations. No regularizing term is added to the magnetization equations. We prove the local existence of unique strong solution for the Cauchy problem and establish a finite time blow-up criterion of strong solutions. Under the smallness assumption of the initial data and the external magnetic field, we prove the global existence of strong solutions and derive a decay rate of such small solutions in L²-norm.     

The impact of finite precision arithmetic and sensitivity on the numerical solution of partial differential equations

In this paper, we address some fundamental issues concerning “time marching” numerical schemes for computing steady state solutions of boundary value problems for nonlinear partial differential equations. Simple examples are used to illustrate that even theoretically convergent schemes can produce numerical steady state solutions that do not correspond to steady state solutions of the boundary value problem. This phenomenon must be considered in any computational study of nonunique solutions to partial differential equations that govern physical systems such as fluid flows. In particular, numerical calculations have been used to “suggest” that certain Euler equations do not have a unique solution. For Burgers' equation on a finite spatial interval with Neumann boundary conditions the only steady state solutions are constant (in space) functions. Moreover, according to recent theoretical results, for any initial condition the corresponding solution to Burgers' equation must converge to a constant as t → ∞. However, we present a convergent finite difference scheme that produces false nonconstant numerical steady state “solutions.” These erroneous solutions arise out of the necessary finite floating point arithmetic inherent in every digital computer. We suggest the resulting numerical steady state solution may be viewed as a solution to a “nearby” boundary value problem with high sensitivity to changes in the boundary conditions. Finally, we close with some comments on the relevance of this paper to some recent “numerical based proofs” of the existence of nonunique solutions to Euler equations and to aerodynamic design.     

On Analytic Periodic Solutions to Nonlinear Differential Equations With Delay (Advance)

We study a system of the reaction–diffusion type, where diffusion coefficients depend in an arbitrary way on spatial variables and concentrations, while reactions are expressed as homogeneous functions whose coefficients depend in a special way on spatial variables. We prove that the system has a family of exact solutions that are expressed through solutions to a system of ordinary differential equations (ODE) with homogeneous functions in right-hand sides. For a special case of theODE systemwe construct a general solution represented by Jacobi higher transcendental functions. We also prove that these periodic solutions are analytic functions that can be expressed near each point on the period by convergent power series.     

Similarity solutions to nonlinear heat conduction and Burgers/Korteweg–deVries fractional equations

We analyze self-similar solutions to a nonlinear fractional diffusion equation and fractional Burgers/Korteweg–deVries equation in one spatial variable. By using Lie-group scaling transformation, we determined the similarity solutions. After the introduction of the similarity variables, both problems are reduced to ordinary nonlinear fractional differential equations. In two special cases exact solutions to the ordinary fractional differential equation, which is derived from the diffusion equation, are presented. In several other cases the ordinary fractional differential equations are solved numerically, for several values of governing parameters. In formulating the numerical procedure, we use special representation of a fractional derivative that is recently obtained.     

A Comparison Theorem for Stochastic Differential Equations Under the Novikov Condition

We consider a system of stochastic differential equations driven by a standard n-dimensional Brownian motion where the drift function b is bounded and the diffusion coefficient is the identity matrix. We define via a duality relation a vector Z (which depends on b) of square integrable stochastic processes which is shown to coincide with the unique strong solution of the previously mentioned equation. We show that the process Z is well defined independently of the boundedness of b and that it makes sense under the more general Novikov condition, which is known to guarantee only the existence of a weak solution. We then prove that under this mild assumption the process Z solves in the strong sense a related stochastic differential inequality. This fact together with an additional assumption will provide a comparison result similar to well known theorems obtained in the presence of strong solutions. Our framework is also suitable to treat path-dependent stochastic differential equations and an application to the famous Tsirelson equation is presented.     

Traveling waves in excitable media

We consider a two-component reaction-diffusion model that describes the oxygenation of CO molecules on the surface of platinum in the one-dimensional case. The partial differential equations of the model are reduced to a system of ordinary differential equations. We show that the system of partial differential equations with fixed parameter values has a family of autowave solutions running along the spatial axis at various velocities. These solutions are described by some singular attractors and limit cycles of the corresponding period in the system of ordinary differential equations.     

Quasi-periodic solutions for perturbed autonomous delay differential equations

This work discusses the persistence of quasi-periodic solutions for delay differential equations. We prove that the perturbed system possesses a quasi-periodic solution under appropriate hypotheses if an unperturbed linear system has quasi-periodic solutions. We extend some well-known results on ordinary differential equations to delay differential equations.     

Homogenization of the acoustic equations for a porous long-memory viscoelastic material filled with a viscous fluid

We consider the system of linear differential and integro-differential equations describing small vibrations in an ?-periodic combined medium consisting of a porous long-memory viscoelastic material and a viscous fluid filling the pores. By using the two-scale convergence method, we construct the system of homogenized equations and prove the convergence of solutions of the original problems to the solution of the homogenized problem as ? ?? 0.     

On the Relationship between Properties of Solutions of Difference Equations and the Corresponding Differential Equations

We establish conditions under which the existence of a periodic solution of a differential equation is preserved if a solution of the corresponding difference equation possesses the same property. We prove the convergence of periodic solutions of a system of difference equations to a periodic solution of a system of differential equations. Analogous problems are considered for bounded solutions. __________ Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 57, No. 7, pp. 989–996, July, 2005.     

Asymptotics of solutions of partial differential equations with higher degenerations and the Laplace equation on a manifold with a cuspidal singularity

We study the asymptotics of solutions of partial differential equations with higher degenerations. Such equations arise, for example, when studying solutions of elliptic equations on manifolds with cuspidal singular points. We construct the asymptotics of a solution of the Laplace equation defined on a manifold with a cuspidal singularity of order k.     

Existence of Weak Solutions to a Class of Fourth Order Partial Differential Equations with Wasserstein Gradient Structure

We prove the global-in-time existence of nonnegative weak solutions to a class of fourth order partial differential equations on a convex bounded domain in arbitrary spatial dimensions. Our proof relies on the formal gradient flow structure of the equation with respect to the L²-Wasserstein distance on the space of probability measures. We construct a weak solution by approximation via the time-discrete minimizing movement scheme; necessary compactness estimates are derived by entropy-dissipation methods. Our theory essentially comprises the thin film and Derrida-Lebowitz-Speer-Spohn equations.     

Landesman-Lazer type conditions for a system of p-Laplacian like operators

We study the existence of periodic solutions for a nonlinear second order system of ordinary differential equations of p-Laplacian type. Assuming suitable Nagumo and Landesman-Lazer type conditions we prove the existence of at least one solution applying topological degree methods. We extend a celebrated result by Nirenberg for resonant systems.     

Analysis of Fractional Differential Equations

We discuss existence, uniqueness, and structural stability of solutions of nonlinear differential equations of fractional order. The differential operators are taken in the Riemann-Liouville sense and the initial conditions are specified according to Caputo's suggestion, thus allowing for interpretation in a physically meaningful way. We investigate in particular the dependence of the solution on the order of the differential equation and on the initial condition, and we relate our results to the selection of appropriate numerical schemes for the solution of fractional differential equations.     

On monotone method for first and second order periodic boundary value problems and periodic solutions of functional differential equations

In this paper, we show that the method of monotone iterative technique is valid to obtain two monotone sequences that converge uniformly to extremal solutions of first and second order periodic boundary value problems and periodic solutions of functional differential equations. We obtain some new results relative to the lower solution α and upper solution β with α?β.     

“Quantization” of an isomonodromic Hamiltonian Garnier system with two degrees of freedom

We construct solutions of analogues of a time-dependent Schrödinger equation corresponding to an isomonodromic polynomial Hamiltonian of a Garnier system with two degrees of freedom. The solutions are determined by solutions of linear differential equations whose compatibility condition is the given Garnier system. With explicit substitutions, these solutions reduce to solutions of the Belavin–Polyakov–Zamolodchikov equations with four times and two spatial variables.     

Positive solutions of quasilinear parabolic systems with nonlinear boundary conditions

The aim of this paper is to investigate the existence, uniqueness, and asymptotic behavior of solutions for a coupled system of quasilinear parabolic equations under nonlinear boundary conditions, including a system of quasilinear parabolic and ordinary differential equations. Also investigated is the existence of positive maximal and minimal solutions of the corresponding quasilinear elliptic system as well as the uniqueness of a positive steady-state solution. The elliptic operators in both systems are allowed to be degenerate in the sense that the density-dependent diffusion coefficients Di(ui) may have the property Di(0)=0 for some or all i. Our approach to the problem is by the method of upper and lower solutions and its associated monotone iterations. It is shown that the time-dependent solution converges to the maximal solution for one class of initial functions and it converges to the minimal solution for another class of initial functions; and if the maximal and minimal solutions coincide then the steady-state solution is unique and the time-dependent solution converges to the unique solution. Applications of these results are given to three model problems, including a porous medium type of problem, a heat-transfer problem, and a two-component competition model in ecology. These applications illustrate some very interesting distinctive behavior of the time-dependent solutions between density-independent and density-dependent diffusions.     

The set of periodic scalar differential equations with cubic nonlinearities

We study the structure induced by the number of periodic solutions on the set of differential equations x^′=f(t,x) where f∈C³(R²) is T-periodic in t, fx³(t,x)<0 for every (t,x)∈R², and f(t,x)→?∞ as x→∞, uniformly on t. We find that the set of differential equations with a singular periodic solution is a codimension-one submanifold, which divides the space into two components: equations with one periodic solution and equations with three periodic solutions. Moreover, the set of differential equations with exactly one periodic singular solution and no other periodic solution is a codimension-two submanifold.