Analysis and numerical solution of a piezoelectric frictional contact problem

We consider a mathematical model which describes the frictional contact between an electro-elastic–visco-plastic body and a conductive foundation. The contact is modelled with normal compliance and a version of Coulomb’s law of dry friction, in which the stiffness and the friction coefficients depend on the electric potential. We derive a variational formulation of the problem and we prove an existence and uniqueness result. The proof is based on a recent existence and uniqueness result on history-dependent quasivariational inequalities obtained in [15]. Then we introduce a fully discrete scheme for solving the problem and, under certain solution regularity assumptions, we derive an optimal order error estimate. Finally, we present some numerical results in the study of a two-dimensional test problem which describes the process of contact in a microelectromechanical switch.     

Calibration of the default probability model

In this paper, we study the calibration problem for the Merton–Vasicek default probability model [Robert Merton, On the pricing of corporate debt: the risk structure of interest rate, Journal of Finance 29 (1974) 449–470]. We derive conditions that guarantee existence and uniqueness of the solution. Using analytical properties of the model, we propose a fast calibration procedure for the conditional default probability model in the integrated market and credit risk framework. Our solution allows one to avoid numerical integration problems as well as problems related to the numerical solution of the nonlinear equations.     

Free boundary value problem for a viscous two-phase model with mass-dependent viscosity

In this paper, we study a free boundary value problem for two-phase liquid-gas model with mass-dependent viscosity coefficient when both the initial liquid and gas masses connect to vacuum with a discontinuity. This is an extension of the paper [S. Evje, K.H. Karlsen, Global weak solutions for a viscous liquid-gas model with singular pressure law, http://www.irisresearch.no/docsent/emp.nsf/wvAnsatte/SEV]. Just as in [S. Evje, K.H. Karlsen, Global weak solutions for a viscous liquid-gas model with singular pressure law, http://www.irisresearch.no/docsent/emp.nsf/wvAnsatte/SEV], the gas is assumed to be polytropic whereas the liquid is treated as an incompressible fluid. We give the proof of the global existence and uniqueness of weak solutions when β∈(0,1], which have improved the previous result of Evje and Karlsen, and get the asymptotic behavior result, also we obtain the regularity of the solutions by energy method.     

FREE BOUNDARY VALUE PROBLEM OF ONE DIMENSIONAL TWO-PHASE LIQUID-GAS MODEL

n this paper,we study a free boundary value problem for two-phase liquidgas model with mass-depcndent viscosity coefficient when both the initial liquid and gas masses connect to vacuum continuously.Th...     

Existence and uniqueness of global weak solution to a two-phase flow model with vacuum

In this paper, we study a two-phase liquid–gas model with constant viscosity coefficient when both the initial liquid and gas masses connect to vacuum continuously. Just as in Evje and Karlsen (Commun Pure Appl Anal 8:1867–1894, 2009) and Evje et al. (Nonlinear Anal 70:3864–3886, 2009), the gas is assumed to be polytropic whereas the liquid is treated as an incompressible fluid. We use a new technique to get the upper and lower bounds of gas and liquid masses n and m. Then we get the global existence of weak solution by the line method. Also, we obtain the uniqueness of the weak solution.     

Uniqueness via the adjoint problems for systems of conservation laws

We prove a result of uniqueness of the entropy weak solution to the Cauchy problem for a class of nonlinear hyperbolic systems of conservation laws that includes in particular the p-system of isentropic gas dynamics. Our result concerns weak solutions satisfying the, as we call it, Wave Entropy Condition, or WEC for short, introduced in this paper. The main feature of this condition is that it concerns both shock waves and rarefaction waves present in a solution. For the proof of uniqueness, we derive an existence result (respectively a uniqueness result) for the backward (respectively forward) adjoint problem associated with the nonlinear system. Our method also applies to obtain results of existence or uniqueness for some linear hyperbolic systems with discontinuous coefficients. © 1993 John Wiley & Sons, Inc.     

Analysis of lumped models with contact and friction

We consider two mathematical models that describe the vibrations of spring-mass-damper systems with contact and friction. In the first model, both the contact and frictional boundary conditions are described with subdifferentials of nonconvex functions. In the second model, the contact is modeled with a Lipschitz continuous function, and the restitution force is described by a differential equation involving a Volterra integral term. The two models lead to second-order differential inclusions with and without an integral term, in which the unknowns are the positions of the masses. For each model, we prove the existence of a solution by using an abstract result for first-order differential inclusions in finite dimensional spaces. For the second model, in addition, we prove the uniqueness of the solution by using a fixed point argument. Finally, we provide examples of systems with contact and friction conditions for which our results are valid.     

Analysis of lumped models with contact and friction

We consider two mathematical models that describe the vibrations of spring-mass-damper systems with contact and friction. In the first model, both the contact and frictional boundary conditions are described with subdifferentials of nonconvex functions. In the second model, the contact is modeled with a Lipschitz continuous function, and the restitution force is described by a differential equation involving a Volterra integral term. The two models lead to second-order differential inclusions with and without an integral term, in which the unknowns are the positions of the masses. For each model, we prove the existence of a solution by using an abstract result for first-order differential inclusions in finite dimensional spaces. For the second model, in addition, we prove the uniqueness of the solution by using a fixed point argument. Finally, we provide examples of systems with contact and friction conditions for which our results are valid.     

Stochastic variational inequalities with jumps

This work is devoted to the study of a stochastic variational inequality with a Wiener–Poisson driving term. Existence and uniqueness are proven for Lipschitz coefficients and under general conditions for the unbounded term. One of the main tools used in order to obtain the existence result is a penalization method involving Moreau–Yosida regularization.     

Existence and uniqueness results for impulsive functional differential equations with scalar multiple delay and infinite delay

In this paper, we discuss local and global existence and uniqueness results for first order impulsive functional differential equations with multiple delay. We shall rely on a nonlinear alternative of Leray–Schauder. For the global existence and uniqueness we apply a recent nonlinear alternative of Leray–Schauder type in Fréchet spaces, due to M. Frigon and A. Granas [Résultats de type Leray–Schauder pour des contractions sur des espaces de Fréchet, Ann. Sci. Math. Québec 22 (2) (1998) 161–168]. The goal of this paper is to extend the problems considered by A. Ouahab [Local and global existence and uniqueness results for impulsive differential equations with multiple delay, J. Math. Anal. Appl. 323 (2006) 456–472].     

A mathematical formulation of the random phase approximation for crystals

This works extends the recent study on the dielectric permittivity of crystals within the Hartree model [E. Cancès, M. Lewin, Arch. Ration. Mech. Anal. 197 (1) (2010) 139–177] to the time-dependent setting. In particular, we prove the existence and uniqueness of the nonlinear Hartree dynamics (also called the random phase approximation in the physics literature), in a suitable functional space allowing to describe a local defect embedded in a perfect crystal. We also give a rigorous mathematical definition of the microscopic frequency-dependent polarization matrix, and derive the macroscopic Maxwell–Gauss equation for insulating and semiconducting crystals, from a first order approximation of the nonlinear Hartree model, by means of homogenization arguments.     

Global existence of classical solution for a viscous liquid-gas two-phase model with mass-dependent viscosity and vacuum

In this work, we obtain the global existence and uniqueness of classical solutions to a viscous liquid-gas two-phase model with mass-dependent viscosity and vacuum in one dimension, where the initial vacuum is allowed. We get the upper and lower bounds of gas and liquid masses n and m by the continuity methods which we use to study the compressible Navier-Stokes equations.     

GLOBAL EXISTENCE OF CLASSICAL SOLUTION FOR A VISCOUS LIQUID-GAS TWO-PHASE MODEL WITH MASS-DEPENDENT VISCOSITY AND VACUUM

In this work, we obtain the global existence and uniqueness of classical solu-tions to a viscous liquid-gas two-phase model with mass-dependent viscosity and vacuum in one dimension, where the initial vacuum is allowed. We get the upper and lower bounds of gas and liquid masses n and m by the continuity methods which we use to study the compressible Navier-Stokes equations.     

Global weak solutions for a viscous liquid–gas model with transition to single-phase gas flow and vacuum

This work deals with a viscous two-phase liquid–gas model relevant to the flow in wells and pipelines. The liquid is treated as an incompressible fluid whereas the gas is assumed to be polytropic. The model is rewritten in terms of Lagrangian coordinates and is studied in a free boundary setting where the liquid and gas masses are of compact support initially, and continuous at the boundary. Consequently, the initial masses involve a transition to single-phase gas flow and vacuum at the boundary. An appropriate balance between pressure and viscous forces is identified which allows obtaining pointwise upper and lower estimates of masses. These estimates rely on the assumption of a certain relation between the rate of degeneracy of the viscosity coefficient and the rate that determines how fast the initial masses are vanishing at the boundary. By combining these estimates with basic energy type of estimates, higher order regularity estimates are obtained. The existence of global weak solutions is then proved by showing compactness for a class of semi-discrete approximations.     

A note on equilibria for two-tier supply chains with a single manufacturer and multiple retailers

A well-studied problem in the supply chain management literature considers a two-tier supply chain for a homogeneous product with a single manufacturer, multiple retailers and a general inverse demand function. The problem has been analyzed in the literature without a formal mathematical treatment of the existence/uniqueness of equilibria. Furthermore, the existence/uniqueness results derived for related models are not extendable to our model. The objective of this paper is to derive sufficient conditions for the existence/uniqueness of Stackelberg–Nash–Cournot equilibria for the two-tier problem.     

Global classical solutions for a free-boundary problem modeling combustion of solid propellants

We study a free-boundary problem for the heat equation in one space dimension, describing the burning of a semi-infinite adiabatic solid propellant subjected to external thermal radiation (typically, a laser). The model includes the presence on the moving solid-gas interface (the free boundary) of heat release, due both to propellant degradation and conductive heat feedback from the gas phase reactions. The pyrolysis law and the flame submodel, relating burning rate to the boundary temperature and the heat feedback, respectively, satisfy general and physically significant conditions. We prove existence and uniqueness of a classical solution, local in time, for continuous initial thermal profiles. In addition, if the initial datum is exponentially bounded at infinity, we derive the main result of existence in the large and some uniform bounds for the solution.     

Existence and uniqueness for a nonlinear parabolic/Hamilton–Jacobi coupled system describing the dynamics of dislocation densities

We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a 1D system of a parabolic equation and a first order Hamilton–Jacobi equation that are coupled together. We examine an associated Dirichlet boundary value problem. We prove the existence and uniqueness of a viscosity solution among those assuming a lower-bound on their gradient for all time including the initial time. Moreover, we show the existence of a viscosity solution when we have no such restriction on the initial data. We also state a result of existence and uniqueness of entropy solution for the initial value problem of the system obtained by spatial derivation. The uniqueness of this entropy solution holds in the class of bounded-from-below solutions. In order to prove our results on the bounded domain, we use an “extension and restriction” method, and we exploit a relation between scalar conservation laws and Hamilton–Jacobi equations, mainly to get our gradient estimates.     

Zero-Hopf bifurcation for an infection-age structured epidemic model with a nonlinear incidence rate

An infection-age structured epidemic model with a nonlinear incidence rate is investigated.We formulate the model as an abstract non-densely defined Cauchy problem and derive the condition which guarantees the existence and uniqueness for positive age-dependent equilibrium of the model.By analyzing the associated characteristic transcendental equation and applying the normal form theory presented recently for non-densely defined semilinear equations,we show that the SIR(susceptible-infected-recovered)epidemic model undergoes Zero-Hopf bifurcation at the positive equilibrium which is the main result of this paper.     

Forward–backward SDEs with random terminal time and applications to pricing special European-type options for a large investor

In this paper, we first discuss the solvability of coupled forward–backward stochastic differential equations (FBSDEs, for short) with random terminal time. We prove the existence and uniqueness of adapted solution to such FBSDEs under some natural assumptions. The method of proof adopted is to construct a contraction mapping related to the solutions of a sequence of backward SDEs. Our monotonicity-type assumptions are different from those in Hu and Peng (1995) [4], Peng and Shi (2000) [11], and so on. As a corollary of our main result, the solvability of FBSDEs with a finite time horizon is discussed. Finally, the existence and uniqueness theorem of the solution to FBSDEs with a finite time horizon is applied to price special European-type options for a large investor.     

A frictional contact problem with normal damped response for elastic-visco-plastic materials

We study an evolution problem which describes the dynamic contact of an elastic-visco-plastic body with a foundation. We model the contact with normal damped response and a local friction law. A damage of the material caused by elastic deformation is taken into account, its evolution is described by an inclusion of parabolic type. We derive variational formulation for the model which is in the form of a system involving the displacement field, the stress field and the damage field. We prove the existence and uniqueness result of the weak solution. The proof is based on arguments of evolution equations with monotone operators, a classical existence and uniqueness result on parabolic inequalities and fixed point.