A convergent two-time method for periodic differential equations

Two timing, an ad hoc method for studying periodic evolution equations, can be given a rigorous justification when the problem is in standard form, u = ?f(t, u). First solve $\text{dw}\text{dσ}\text{= ?(I ? M) f(σ, w)}\text{for}\text{w(σ, v)}$, where M is the mean value operator and v is any initial value. Then w(σ, v) is periodic in σ but does not satisfy the original equation. Now, force a solution u(t), using nonlinear variation of constants, in the form w(σ, v(τ)), where σ = t is the fast time and τ = ?t is the slow time. With the resulting differential equation for v, one reads off from its nonconstant solutions thè approximate transient behavior of u(t) for times of order ?^?1. On the other hand, the equilibrium points (constant solutions) v₀ correspond to steady state (periodic solutions) of the original system. Interesting applications, such as to one-dimensional wave equations with cubic damping, can be given.     

Estimates of solutions of impulsive parabolic equations under Neumann boundary condition

In this paper, we prove the relation v(t)?u(t,x)?w(t), where u(t,x) is the solution of an impulsive parabolic equations under Neumann boundary condition ∂u(t,x)/∂ν=0, and v(t) and w(t) are solutions of two impulsive ordinary equations. We also apply these estimates to investigate the asymptotic behavior of a model in the population dynamics, and it is shown that there exists a unique solution of the model which converges to the periodic solution of an impulsive ordinary equation asymptotically.     

Boundary value problems for the Fitzhugh-Nagumo equations

This paper is concerned with the study of the FitzHugh-Nagumo equations. These equations arise in mathematical biology as a model of the transmission of electrical impulses through a nerve axon; they are a simplified version of the Hodgkin-Huxley equations. The FitzHugh-Nagumo equations consist of a non-linear diffusion equation coupled to an ordinary differential equation. v_t = v_xx + f(v) ? u, u_t = σv ? γu. We study these equations with either Dirichlet or Neumann boundary conditions, proving local and global existence, and uniqueness of the solutions. Furthermore, we obtain L_∞ estimates for the solutions in terms of the L₁ norm of the boundary data, when the boundary data vanish after a finite time and the initial data are zero. These estimates allow us to prove exponential decay of the solutions.     

Remarks on frequency domain methods for Volterra integral equations

The equation u(t) = ? ∫₀^tA(t ? τ) g(u(τ)) dτ + h(t), t ? 0 is studied on a Hilbert space H. A(t) is a family of bounded linear operators and g can be unbounded and nonlinear. Stability and asymptotic stability of solutions are studied. Frequency domain conditions are statements about the Laplace transform of A. An extension of the frequency domain method of Popov for H = R¹ is given. Here it is assumed that g is the gradient of a functional G. The frequency domain conditions are related to monotonicity and convexity conditions on A thus connecting Popov's result with work of Levin and London on equations in R¹. A second result is given in which g is not assumed to be a gradient. This extends a result of Levin in R¹. The ideas are illustrated by an example of a nonlinear partial differential functional equation.     

Obstructions to Existence in Fast-Diffusion Equations

The study of nonlinear diffusion equations produces a number of peculiar phenomena not present in the standard linear theory. Thus, in the sub-field of very fast diffusion it is known that the Cauchy problem can be ill-posed, either because of non-uniqueness, or because of non-existence of solutions with small data. The equations we consider take the general form u_t=(D(u,u_x)u_x)_x or its several-dimension analogue. Fast diffusion means that D→∞ at some values of the arguments, typically as u→0 or u_x→0. Here, we describe two different types of non-existence phenomena. Some fast-diffusion equations with very singular D do not allow for solutions with sign changes, while other equations admit only monotone solutions, no oscillations being allowed. The examples we give for both types of anomaly are closely related. The most typical examples are v_t=(v_x/∣v∣)_x and u_t=u_xx/∣u_x∣. For these equations, we investigate what happens to the Cauchy problem when we take incompatible initial data and perform a standard regularization. It is shown that the limit gives rise to an initial layer where the data become admissible (positive or monotone, respectively), followed by a standard evolution for all t>0, once the obstruction has been removed.     

Growth estimates for solutions to initial-boundary value problems in viscoelasticity

For the abstract Volterra integro-differential equation u_tt ? Nu + ∝_?∞^t K(t ? τ) u(τ) dτ = 0 in Hilbert space, with prescribed past history u(τ) = U(τ), ? ∞ < τ < 0, and associated initial data u(0) = f, u_t(0) = g, we establish conditions on K(t), ? ∞ < t < + ∞ which yield various growth estimates for solutions u(t), belonging to a certain uniformly bounded class, as well as lower bounds for the rate of decay of solutions. Our results are interpreted in terms of solutions to a class of initial-boundary value problems in isothermal linear viscoelasticity.     

Field theory and anisotropy of a cubic ferromagnet near the Curie point

It is known that critical fluctuations can change the effective anisotropy of a cubic ferromagnet near the Curie point. If the crystal undergoes a phase transition into the orthorhombic phase and the initial anisotropy is not too strong, then the effective anisotropy acquires the universal value A* = v*/u* at T _c, where u* and v* are the coordinates of the cubic fixed point of the renormalization group equations in the scaling equation of state and expressions for nonlinear susceptibilities. Using the pseudo-?-expansion method, we find the numerical value of the anisotropy parameter A at the critical point. Padé resummation of the six-loop pseudo-?-expansions for u*, v*, and A* leads to the estimate A* = 0.13 ± 0.01, giving evidence that observation of anisotropic critical behavior of cubic ferromagnets in physical and computer experiments is entirely possible.     

Smoothing properties for a coupled system of nonlinear evolution dispersive equations

We study the smoothness properties of solutions to the coupled system of equations of Korteweg—de Vries type. We show that the equations dispersive nature leads to a gain in regularity for the solution. In particular, if the initial data (u₀, v₀ possesses certain regularity and sufficient decay as x → ∞, then the solution (u(t). v(t)) will be smoother than (u0, v0) for 0 < t ≤ T where T is the existence time of the solution.     

General exact solutions for linear and nonlinear waves in a Thirring model

In the present paper, we construct exact solutions to a system of partial differential equations iu_x + v + u | v | ² = 0, iv_t + u + v | u | ² = 0 related to the Thirring model. First, we introduce a transform of variables, which puts the governing equations into a more useful form. Because of symmetries inherent in the governing equations, we are able to successively obtain solutions for the phase of each nonlinear wave in terms of the amplitudes of both waves. The exact solutions can be described as belonging to two classes, namely, those that are essentially linear waves and those which are nonlinear waves. The linear wave solutions correspond to waves propagating with constant amplitude, whereas the nonlinear waves evolve in space and time with variable amplitudes. In the traveling wave case, these nonlinear waves can take the form of solitons, or solitary waves, given appropriate initial conditions. Once the general solution method is outlined, we focus on a number of more specific examples in order to show the variety of physical solutions possible. We find that radiation naturally emerges in the solution method: if we assume one of u or v with zero background, the second wave will naturally include both a solitary wave and radiation terms. The solution method is rather elegant and can be applied to related partial differential systems. Copyright © 2014 John Wiley & Sons, Ltd.     

Nonlocally related systems, linearization and nonlocal symmetries for the nonlinear wave equation

The nonlinear wave equation utt=(c²x(u)ux) arises in various physical applications. Ames et al. [W.F. Ames, R.J. Lohner, E. Adams, Group properties of utt=x[f(u)ux], Int. J. Nonlin. Mech. 16 (1981) 439-447] did the complete group classification for its admitted point symmetries with respect to the wave speed function c(u) and as a consequence constructed explicit invariant solutions for some specific cases. By considering conservation laws for arbitrary c(u), we find a tree of nonlocally related systems and subsystems which include related linear systems through hodograph transformations. We use existing work on such related linear systems to extend the known symmetry classification in [W.F. Ames, R.J. Lohner, E. Adams, Group properties of utt=x[f(u)ux], Int. J. Nonlin. Mech. 16 (1981) 439-447] to include nonlocal symmetries. Moreover, we find sets of c(u) for which such nonlinear wave equations admit further nonlocal symmetries and hence significantly further extend the group classification of the nonlinear wave equation.     

On bounds for solutions to nonlinear wave equations in Hilbert space with applications to nonlinear elastodynamics

For the nonlinear wave equationu _tt -Nu +G(t,u, u _t ) = ? in Hilbert space, with associated homogeneous initial data, we show how ana priori bound of the form ∫ ₀ ^T ∥G(τ,u, u _τ)∥² dτ ≤ κ ∫ ₀ ^T ∥?(τ)∥² dτ leads to upper and lower bounds for ∥u∥ in terms of ∥?∥. An application to nonlinear elastodynamics is presented.     

Separation of variables of a generalized porous medium equation with nonlinear source

This paper considers a general form of the porous medium equation with nonlinear source term: u_t=(D(u)u_xⁿ)_x+F(u), n≠1. The functional separation of variables of this equation is studied by using the generalized conditional symmetry approach. We obtain a complete list of canonical forms for such equations which admit the functional separable solutions. As a consequence, some exact solutions to the resulting equations are constructed, and their behavior are also investigated.     

On the continuation and boundedness of solutions of a nonlinear differential equation

Sufficient conditions are given so that all solutions of the nonlinear differential equation u″ + φ(t, u, u′)u′ + p(t) gf(u) g(u′) = h(t, u, u′) are continuable to the right of an initial t-value t₀ ? 0. These conditions are then extended so that all solutions u of the equation in question together with their derivative u′ are bounded for t ? t₀ .     

Instability of steady states for nonlinear wave and heat equations

We consider time-independent solutions of hyperbolic equations such as _∂ttu−Δu=f(x,u) where f is convex in u. We prove that linear instability with a positive eigenfunction implies nonlinear instability. In some cases the instability occurs as a blow up in finite time. We prove the same result for parabolic equations such as t_∂u−Δu=f(x,u). Then we treat several examples under very sharp conditions, including equations with potential terms and equations with supercritical nonlinearities.     

Factorization of the reaction-diffusion equation,the wave equation,and other equations

We investigate equations of the form D _t u = Δu + ξ? _u for an unknown function u(t, x), t ∈ ?, x ∈ X, where D _t u = a ₀(u, t) + Σ _k=1 ^r a _k (t, u)? _t ^k u, Δ is the Laplace-Beltrami operator on a Riemannian manifold X, and ξ is a smooth vector field on X. More exactly, we study morphisms from this equation within the category PDE of partial differential equations, which was introduced by the author earlier. We restrict ourselves to morphisms of a special form—the so-called geometric morphisms, which are given by maps of X to other smooth manifolds (of the same or smaller dimension). It is shown that a map f: X → Y defines a morphism from the equation D _t u = Δu + ξ? _u if and only if, for some vector field Ξ and a metric on Y, the equality (Δ + ξ?)f*v = f*(Δ + Ξ?)v holds for any smooth function v: Y → ?. In this case, the quotient equation is D _t v = Δv + Ξ?v for an unknown function v(t, y), y ∈ Y. It is also shown that, if a map f: X → Y is a locally trivial bundle, then f defines a morphism from the equation D _t u = Δu if and only if fibers of f are parallel and, for any path γ on Y, the expansion factor of a fiber translated along the horizontal lift γ to X depends on γ only.     

Stability of nonautonomous differential equations in Hilbert spaces

We introduce a large class of nonautonomous linear differential equations v^′=A(t)v in Hilbert spaces, for which the asymptotic stability of the zero solution, with all Lyapunov exponents of the linear equation negative, persists in v^′=A(t)v+f(t,v) under sufficiently small perturbations f. This class of equations, which we call Lyapunov regular, is introduced here inspired in the classical regularity theory of Lyapunov developed for finite-dimensional spaces, that is nowadays apparently overlooked in the theory of differential equations. Our study is based on a detailed analysis of the Lyapunov exponents. Essentially, the equation v^′=A(t)v is Lyapunov regular if for every k the limit of Γ(t)^1/t as t→∞ exists, where Γ(t) is any k-volume defined by solutions v₁(t),…,v_k(t). We note that the class of Lyapunov regular linear equations is much larger than the class of uniformly asymptotically stable equations.     

Stability of the Absolutely Continuous Spectrum of Random Schrödinger Operators on Tree Graphs

According to the Smolukowski-Kramers approximation, we show that the solution of the semi-linear stochastic damped wave equations μ u _tt (t,x)=Δu(t,x)?u _t (t,x)+b(x,u(t,x))+Q (t),u(0)=u ₀, u _t (0)=v ₀, endowed with Dirichlet boundary conditions, converges as μ goes to zero to the solution of the semi-linear stochastic heat equation u _t (t,x)=Δ u(t,x)+b(x,u(t,x))+Q (t),u(0)=u ₀, endowed with Dirichlet boundary conditions. Moreover we consider relations between asymptotics for the heat and for the wave equation. More precisely we show that in the gradient case the invariant measure of the heat equation coincides with the stationary distributions of the wave equation, for any μ>0.     

Large Deviations Principle for a Large Class of?One-Dimensional Markov Processes

We study the large deviations principle for one-dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process X _t in ? that is continuous with probability one, under some minimal regularity conditions, is governed by a generalized elliptic operator D _v D _u , where v and u are two strictly increasing functions, v is right-continuous and u is continuous. In this paper, we study large deviations principle for Markov processes whose infinitesimal generator is ??D _v D _u where 0<???1. This result generalizes the classical large deviations results for a large class of one-dimensional ??classical?? stochastic processes. Moreover, we consider reaction-diffusion equations governed by a generalized operator D _v D _u . We apply our results to the problem of wavefront propagation for these type of reaction-diffusion equations.     

Weakly nonlinear Schrödinger equation with random initial data

It is common practice to approximate a weakly nonlinear wave equation through a kinetic transport equation, thus raising the issue of controlling the validity of the kinetic limit for a suitable choice of the random initial data. While for the general case a proof of the kinetic limit remains open, we report on first progress. As wave equation we consider the nonlinear Schrödinger equation discretized on a hypercubic lattice. Since this is a Hamiltonian system, a natural choice of random initial data is distributing them according to the corresponding Gibbs measure with a chemical potential chosen so that the Gibbs field has exponential mixing. The solution ψ _t (x) of the nonlinear Schrödinger equation yields then a stochastic process stationary in x∈? ^d and t∈?. If λ denotes the strength of the nonlinearity, we prove that the space-time covariance of ψ _t (x) has a limit as λ→0 for t=λ ^?2 τ, with τ fixed and |τ| sufficiently small. The limit agrees with the prediction from kinetic theory.     

Almost automorphic solutions to nonautonomous semilinear evolution equations in Banach spaces

This paper is concerned with almost automorphy of the solutions to a nonautonomous semilinear evolution equation u^′(t)=A(t)u(t)+f(t,u(t)) in a Banach space with a Stepanov-like almost automorphic nonlinear term. We establish a composition theorem for Stepanov-like almost automorphic functions. Furthermore, we obtain some existence and uniqueness theorems for almost automorphic solutions to the nonautonomous evolution equation, by means of the evolution family and the exponential dichotomy. Some results in this paper are new even if A(t) is time independent.