American lookback option with fixed strike price—2-D parabolic variational inequality

In this paper we study a 2-dimensional parabolic variational inequality with financial background. We define a suitable weak formula and obtain existence and uniqueness of the problem. Moreover we analyze the behaviors of the free boundary surface.     

Singularities of the quad curl problem

We consider the quad curl problem in smooth and non smooth domains of the space. We first give an augmented variational formulation equivalent to the one from [25] if the datum is divergence free. We describe the singularities of the variational space which correspond to the ones of the Maxwell system with perfectly conducting boundary conditions. The edge and corner singularities of the solution of the corresponding boundary value problem with smooth data are also characterized. We finally obtain some regularity results of the variational solution.     

Estimates for eigenvalues of quasilinear elliptic systems

In this paper we introduce the generalized eigenvalues of a quasilinear elliptic system of resonant type. We prove the existence of infinitely many continuous eigencurves, which are obtained by variational methods. For the one-dimensional problem, we obtain an hyperbolic type function defining a region which contains all the generalized eigenvalues (variational or not), and the proof is based on a suitable generalization of Lyapunov's inequality for systems of ordinary differential equations. We also obtain a family of curves bounding by above the kth variational eigencurve.     

Front propagation in infinite cylinders. II. The sharp reaction zone limit

This paper applies the variational approach developed in part I of this work [22] to a singular limit of reaction–diffusion–advection equations which arise in combustion modeling. We first establish existence, uniqueness, monotonicity, asymptotic decay, and the associated free boundary problem for special traveling wave solutions which are minimizers of the considered variational problem in the singular limit. We then show that the speed of the minimizers of the approximating problems converges to the speed of the minimizer of the singular limit. Also, after an appropriate translation the minimizers of the approximating problems converge strongly on compacts to the minimizer of the singular limit. In addition, we obtain matching upper and lower bounds for the speed of the minimizers in the singular limit in terms of a certain area-type functional for small curvatures of the free boundary. The conclusions of the analysis are illustrated by a number of numerical examples.     

A parabolic variational inequality related to the perpetual American executive stock options

A parabolic variational inequality is investigated which comes from the study of the optimal exercise strategy for the perpetual American executive stock options in financial markets. It is a degenerate parabolic variational inequality and its obstacle condition depends on the derivative of the solution with respect to the time variable. The method of discrete time approximation is used and the existence and regularity of the solution are established.     

The Cahn–Hilliard equation with time-dependent constraint

We propose an abstract variational inequality formulation of the Cahn–Hilliard equation with a time-dependent constraint. We introduce notions of strong and weak solutions, and prove that a strong solution, if it exists, is a weak solution, and that the existence of a unique weak solution holds under an appropriate time-dependence condition on the constraint. We also show that the weak solution is a strong solution under appropriate assumptions on the data. Our abstract results can be applied to various concrete problems.     

The Neumann problem for the Hénon equation,trace inequalities and Steklov eigenvalues

We consider the Neumann problem for the Hénon equation. We obtain existence results and we analyze the symmetry properties of the ground state solutions. We prove that some symmetry and variational properties can be expressed in terms of eigenvalues of a Steklov problem. Applications are also given to extremals of certain trace inequalities.     

A variational problem with impurity set

A novel variational problem is investigated which comes from the study of the Ginzburg-Landau model of superconductivity with impurity inclusion. The feature of this variational problem is that it depends on the impurity set. Some properties of the variational problem are established and an application is given to the Ginzburg-Landau model of superconductivity with impurity inclusion.     

Multiple solutions for a class of elliptic equations with jumping nonlinearities

We consider a semilinear elliptic Dirichlet problem with jumping nonlinearity and, using variational methods, we show that the number of solutions tends to infinity as the number of jumped eigenvalues tends to infinity. In order to prove this fact, for every positive integer k we prove that, when a parameter is large enough, there exists a solution which presents k interior peaks. We also describe the asymptotic behaviour and the profile of this solution as the parameter tends to infinity.     

Multiple positive solutions of superlinear elliptic problems with sign-changing weight

We study the existence of multiple positive solutions for a superlinear elliptic PDE with a sign-changing weight. Our approach is variational and relies on classical critical point theory on smooth manifolds. A special care is paid to the localization of minimax critical points.     

A quasistatic contact problem for viscoelastic materials with friction and damage

We consider a mathematical model which describes the frictional contact between a deformable body and a foundation. The process is quasistatic, the material is assumed to be viscoelastic with long memory and the frictional contact is modelled with subdifferential boundary conditions. The mechanical damage of the material is described by the damage function, which is modelled by a nonlinear partial differential equation. We derive the variational formulation of the problem, which is a coupled system of a hemivariational inequality and a parabolic equation. Then we prove the existence of a unique weak solution to the model. The proof is based on arguments of abstract stationary inclusion and a fixed point theorem.     

Global energy conservative solutions to a system of variational wave equations

This paper is concerned with a system of variational wave equations which is the Euler–Lagrange equations of a variational principle arising in the theory of nematic liquid crystals and a few other physical contexts. The global existence of an energy-conservative weak solution to its Cauchy problem for initial data of finite energy is established by using the method of energy-dependent coordinates and the Young measure theory.     

Variational iteration method for solving cubic nonlinear Schrödinger equation

The variational iteration method is applied to solve the cubic nonlinear Schrödinger (CNLS) equation in one and two space variables. In both cases, we will reduce the CNLS equation to a coupled system of nonlinear equations. Numerical experiments are made to verify the efficiency of the method. Comparison with the theoretical solution shows that the variational iteration method is of high accuracy.     

Solutions to the seepage face model for dual porosity flows with hysteresis

This paper is concerned with theoretical analysis of the initial-boundary value problem for the dual porosity model of Darcian flows with the Preisach hysteresis operator. Due to the presence of the so-called unilateral boundary condition, the problem comes as an evolution variational inequality. We apply the penalty method to prove the global-in-time existence of the variational solution by constructing approximate solutions satisfying suitable energy type estimates.     

The variational inequality approach to the

Considering the one-phase Stefan problem, we present an account of some recent mathematical results within the framework of variational inequalities. We discuss several situations corresponding to different boundary conditions and different geometries, like the exterior problem, the continuous casting model, and the degenerate case of the quasi-steady model. We develop a few continuous-dependence results explaining their relevance to the stability properties of the solution and of the free boundary, including the asymptotic behaviour for large time, the stability for homogenization, and the perturbation of the Dirichlet boundary conditions.     

Quasistatic crack growth in finite elasticity with non-interpenetration

We present a variational model to study the quasistatic growth of brittle cracks in hyperelastic materials, in the framework of finite elasticity, taking into account the non-interpenetration condition.     

Nonlinear self-adjointness of a 2D generalized second order evolution equation

We study the nonlinear self-adjointness of a general class of quasilinear 2D second order evolution equations which do not possess variational structure. For this purpose, we use the method of Ibragimov, devised and developed recently. This approach enables one to establish the conservation laws for any differential equation. We first obtain conditions determining the self-adjoint sub-class in the general case. Then, we establish the conservation laws for important particular cases: the Ricci Flow equation, the modified Ricci Flow equation and the nonlinear heat equation.     

WELL-POSEDNESS AND GLOBAL ATTRACTORS FOR LIQUID CRYSTALS ON RIEMANNIAN MANIFOLDS

ABSTRACT

We study the coupled Navier-Stokes Ginzburg-Landau model of nematic liquid crystals introduced by F.H. Lin, which is a simplified version ofthe Ericksen-Leslie system. We generalize the model to compact n-dimensional Riemannian manifolds, deriving the system from a variational principle, and provide a very simple proof of local well-posedness for this coupled system using a contraction mapping argument. We then prove that this system is globally well-posed and has compact global attractors when the dimension of the manifold M is two. A small data result in n dimensions follows easily. Finally, we introduce the Lagrangian averaged liquid crystal equations, which arise from averaging the Navier-Stokes fluid motion over small spatial scales in the variational principle. We show that this averaged system is globally well-posed and has compact global attractors even when M is three-dimensional.     

On the existence of positive solutions and their continuous dependence on functional parameters for some class of elliptic problems

We discuss the existence and the dependence on functional parameters of solutions of the Dirichlet problem for a kind of the generalization of the balance of a membrane equation. Since we shall propose an approach based on variational methods, we treat our equation as the Euler-Lagrange equation for a certain integral functional J. We will not impose either convexity or coercivity of the functional. We develop a duality theory which relates the infimum on a special set X of the energy functional associated with the problem, to the infimum of the dual functional on a corresponding set X^d. The links between minimizers of both functionals give a variational principle and, in consequence, their relation to our boundary value problem. We also present the numerical version of the variational principle. It enables the numerical characterization of approximate solutions and gives a measure of a duality gap between primal and dual functional for approximate solutions of our problem.     

Comparing variational methods for the hinged Kirchhoff plate with corners

The hinged Kirchhoff plate model contains a fourth order elliptic differential equation complemented with a zeroeth and a second order boundary condition. On domains with boundaries having corners the strong setting is not well‐defined. We here allow boundaries consisting of piecewise C^{2, 1}‐curves connecting at corners. For such domains different variational settings will be discussed and compared. As was observed in the so‐called Saponzhyan–Babushka paradox, domains with reentrant corners need special care. In that case, a variational setting that corresponds to a second order system needs an augmented solution space in order to find a solution in the appropriate Sobolev‐type space.