Variational Solutions to Nonlinear Diffusion Equations with Singular Diffusivity

We provide existence results for nonlinear diffusion equations with multivalued time-dependent nonlinearities related to convex continuous not coercive potentials. The results in this paper, following a variational principle, state that a generalized solution of the nonlinear equation can be retrieved as a solution of an appropriate minimization problem for a convex functional involving the potential and its conjugate. In the not coercive case, this assertion is conditioned by the validity of a relation between the solution and the nonlinearity. A sufficient condition, under which this relation is true, is given. At the end, we present a discussion on the solution existence for a particular equation describing a self-organized criticality model.     

On the dependence of the critical exponent of the nonlinear heat equation on the initial function

We establish the dependence of the critical exponent of the nonlinear heat equation on the initial function and derive an estimate for the blow-up time of the solution of this problem depending on the nonlinearity exponent and the initial function.     

Some solvability problems for the Boltzmann equation in the framework of the Shakhov model

We consider the nonlinear Boltzmann equation in the framework of the Shakhov model for the classical problem of gas flow in a plane layer. The problem reduces to a system of nonlinear integral equations. The nonlinearity of the studied system can be partially simplified by passing to a new argument depending on the solution of the problem itself. We prove the existence theorem for a unique solution of the linear system and the existence theorem for a positive solution of the nonlinear Urysohn equation. We determine the temperature jumps on the lower and upper walls in the linear and nonlinear cases, and it turns out that the difference between them is rather small.     

Existence of Solutions to Time-Dependent Nonlinear Diffusion Equations via Convex Optimization

This paper aims at providing new existence results for time-dependent nonlinear diffusion equations by following a variational principle. More specifically, the nonlinear equation is reduced to a convex optimization problem via the Lagrange–Fenchel duality relations. We prove that, in the case when the potential related to the diffusivity function is continuous and has a polynomial growth with respect to the solution, the optimization problem is equivalent with the original diffusion equation. In the situation when the potential is singular, the minimization problem has a solution which can be viewed as a generalized solution to the diffusion equation. In this case, it is proved, however, that the null minimizer in the optimization problem in which the state boundedness is considered in addition is the weak solution to the original diffusion problem. This technique allows one to prove the existence in the cases when standard methods do not apply. The physical interpretation of the second case is intimately related to a flow in which two phases separated by a free boundary evolve in time, and has an immediate application to fluid filtration in porous media.     

A new minimization protocol for solving nonlinear Poisson–Boltzmann mortar finite element equation

The nonlinear Poisson–Boltzmann equation (PBE) is a widely-used implicit solvent model in biomolecular simulations. This paper formulates a new PBE nonlinear algebraic system from a mortar finite element approximation, and proposes a new minimization protocol to solve it efficiently. In particular, the PBE mortar nonlinear algebraic system is proved to have a unique solution, and is equivalent to a unconstrained minimization problem. It is then solved as the unconstrained minimization problem by the subspace trust region Newton method. Numerical results show that the new minimization protocol is more efficient than the traditional merit least squares approach in solving the nonlinear system. At least 80 percent of the total CPU time was saved for a PBE model problem. AMS subject classification (2000)  65N30, 65H10, 65K10, 92-08     

Long-time behavior for a nonlinear fourth-order parabolic equation

We study the asymptotic behavior of solutions of the initial- boundary value problem, with periodic boundary conditions, for a fourth-order nonlinear degenerate diffusion equation with a logarithmic nonlinearity. For strictly positive and suitably small initial data we show that a positive solution exponentially approaches its mean as time tends to infinity. These results are derived by analyzing the equation verified by the logarithm of the solution.

     

Parametric resonance of ground states in the nonlinear Schrödinger equation

We study the global existence and long-time behavior of solutions of the initial-value problem for the cubic nonlinear Schrödinger equation with an attractive localized potential and a time-dependent nonlinearity coefficient. For small initial data, we show under some nondegeneracy assumptions that the solution approaches the profile of the ground state and decays in time like t^-1/4. The decay is due to resonant coupling between the ground state and the radiation field induced by the time-dependent nonlinearity coefficient.     

Inverse Scattering for the Nonlinear Schrödinger Equation with the Yukawa Potential

We study the inverse scattering problem for the three dimensional nonlinear Schrödinger equation with the Yukawa potential. The nonlinearity of the equation is nonlocal. We reconstruct the potential and the nonlinearity by the knowledge of the scattering states. Our result is applicable to reconstructing the nonlinearity of the semi-relativistic Hartree equation.     

Quadratic optimal control of stable well-posed linear systems

We consider the infinite horizon quadratic cost minimization problem for a stable time-invariant well-posed linear system in the sense of Salamon and Weiss, and show that it can be reduced to a spectral factorization problem in the control space. More precisely, we show that the optimal solution of the quadratic cost minimization problem is of static state feedback type if and only if a certain spectral factorization problem has a solution. If both the system and the spectral factor are regular, then the feedback operator can be expressed in terms of the Riccati operator, and the Riccati operator is a positive self-adjoint solution of an algebraic Riccati equation. This Riccati equation is similar to the usual algebraic Riccati equation, but one of its coefficients varies depending on the subspace in which the equation is posed. Similar results are true for unstable systems, as we have proved elsewhere.

     

On the Solvability of a Mixed Problem for an One-dimensional Semilinear Wave Equation with a Nonlinear Boundary Condition

In this paper, for an one-dimensional semilinear wave equation we study a mixed problem with a nonlinear boundary condition. The questions of uniqueness and existence of global and blow-up solutions of this problem are investigated, depending on the nonlinearity nature appearing both in the equation and in the boundary condition.     

Periodic problem for an evolution equation with a quadratic and a cubic nonlinearity

We study conditions for the existence of a solution of a periodic problem for a model nonlinear equation in the spatially multidimensional case and consider various types of large time asymptotics (exponential and oscillating) for such solutions. The generalized Kolmogorov-Petrovskii-Piskunov equation, the nonlinear Schrödinger equation, and some other partial differential equations are special cases of this equation. We analyze the solution smoothing phenomenon under certain conditions on the linear part of the equation and study the case of nonsmall initial data for a nonlinearity of special form. The leading asymptotic term is presented, and the remainder in the asymptotics of the solution is estimated in a spatially uniform metric.     

Blowup of the solution to a nonlinear system of Sobolev-type equations

An initial-boundary value problem is considered for a fifth-order nonlinear equation describing the dynamics of a Kelvin-Voigt fluid with allowance for strong spatial dispersion in the presence of sources with a cubic nonlinearity. A local existence theorem is proved. The method of energy inequalities is used to find sufficient conditions for the solution to blowup in a finite time.     

An inverse problem of identifying the time-dependent potential in a fourth-order pseudo-parabolic equation from additional condition

The aim of this work is to identify numerically, for the first time, the time-dependent potential coefficient in a fourth-order pseudo-parabolic equation with nonlocal initial data, nonlocal boundary conditions, and the boundary data as overdetermination condition. This problem emerges significantly in the modeling of various phenomena in physics and engineering. From literature we already know that this inverse problem has a unique solution. However, the problem is still ill-posed by being unstable to noise in the input data. For the numerical realization, we apply the quintic B-spline (QB-spline) collocation method for discretizing the pseudo-parabolic problem and the Tikhonov regularization for finding a stable and accurate solution. The resulting nonlinear minimization problem is solved using the MATLAB subroutine lsqnonlin. Moreover, the von Neumann stability analysis is also discussed.     

Blow-up of solutions of some nonlinear wave equations

We analyze the problem of blow-up of global solutions of a semilinear wave equation with a potential and with a possible degeneration at infinity for nonnegative initial data with compact support. By using the nonlinear capacity method, we prove the theorem on the nonexistence of such a solution for a subcritical and the critical nonlinearity exponent.     

On bounded solutions of a nonlinear Schrödinger equation on the half-line

We consider the problem on nonzero solutions of the Schrödinger equation on the half-line with potential that implicitly depends on the wave function via a nonlinear ordinary differential equation of the second order under zero boundary conditions for the wave function and the condition that the potential is zero at the beginning of the interval and its derivative is zero at infinity. The problem is reduced to the analysis and investigation of solutions of the Cauchy problem for a system of two nonlinear second-order ordinary differential equations with initial conditions depending on two parameters. We show that if the solution of the Cauchy problem for some parameter values can be extended to the entire half-line, then there exists a nonzero solution of the original problem with finitely many zeros.     

Blowup in a mass-conserving convection-diffusion equation with superquadratic nonlinearity

A nonlinear convection-diffusion equation with boundary conditions that conserve the spatial integral of the solution is considered. Previous results on finite-time blowup of solutions and on decay of solutions to the corresponding Cauchy problem were based on the assumption that the nonlinearity obeyed a power law. In this paper, it is shown that assumptions on the growth rate of the nonlinearity, which take the form of weak superquadraticity and strong superlinearity criteria, are sufficient to imply that a large class of nonnegative solutions blow up in finite time.

     

Nonlinear Wave Equations on the Two-Dimensional Sphere

We study a nonlinear wave equation on the two-dimensional sphere with a blowing-up nonlinearity. The existence and uniqueness of a local regular solution are established. Also, the behavior of the solutions is examined. We show that a large class of solutions to the initial value problem quench in finite time.     

Minimal Blow-Up Solutions to the Mass-Critical Inhomogeneous NLS Equation

We consider the mass-critical focusing nonlinear Schrödinger equation in the presence of an external potential, when the nonlinearity is inhomogeneous. We show that if the inhomogeneous factor in front of the nonlinearity is sufficiently flat at a critical point, then there exists a solution which blows up in finite time with the maximal (unstable) rate at this point. In the case where the critical point is a maximum, this solution has minimal mass among the blow-up solutions. As a corollary, we also obtain unstable blow-up solutions of the mass-critical Schrödinger equation on some surfaces. The proof is based on properties of the linearized operator around the ground state, and on a full use of the invariances of the equation with an homogeneous nonlinearity and no potential, via time-dependent modulations.     

Optimal control in nonlinear infinite-dimensional systems with nondifferentiability of two types

We consider the optimal control problem for systems described by nonlinear equations of elliptic type. If the nonlinear term in the equation is smooth and the nonlinearity increases at a comparatively low rate of growth, then necessary conditions for optimality can be obtained by well-known methods. For small values of the nonlinearity exponent in the smooth case, we propose to approximate the state operator by a certain differentiable operator. We show that the solution of the approximate problem obtained by standard methods ensures that the optimality criterion for the initial problem is close to its minimal value. For sufficiently large values of the nonlinearity exponent, the dependence of the state function on the control is nondifferentiable even under smoothness conditions for the operator. But this dependence becomes differentiable in a certain extended sense, which is sufficient for obtaining necessary conditions for optimality. Finally, if there is no smoothness and no restrictions are imposed on the nonlinearity exponent of the equation, then a smooth approximation of the state operator is possible. Next, we obtain necessary conditions for optimality of the approximate problem using the notion of extended differentiability of the solution of the equation approximated with respect to the control, and then we show that the optimal control of the approximated extremum problem minimizes the original functional with arbitrary accuracy.     

A successive SDP-NSDP approach to a robust optimization problem in finance

The robustification of trading strategies is of particular interest in financial market applications. In this paper we robustify a portfolio strategy recently introduced in the literature against model errors in the sense of a worst case design. As it turns out, the resulting optimization problem can be solved by a sequence of linear and nonlinear semidefinite programs (SDP/NSDP), where the nonlinearity is introduced by the parameters of a parabolic differential equation. The nonlinear semidefinite program naturally arises in the computation of the worst case constraint violation which is equivalent to an eigenvalue minimization problem. Further we prove convergence for the iterates generated by the sequential SDP-NSDP approach.