Analytical solutions for the multi-term time–space fractional advection–diffusion equations with mixed boundary conditions

In this paper, we consider the analytical solutions of multi-term time–space fractional advection–diffusion equations with mixed boundary conditions on a finite domain. The technique of spectral representation of the fractional Laplacian operator is used to convert the multi-term time–space fractional advection–diffusion equations into multi-term time fractional ordinary differential equations. By applying Luchko’s theorem to the resulting fractional ordinary differential equations, the desired analytical solutions are obtained. Our results are applied to derive the analytical solutions of some special cases to demonstrate their practical applications.     

Hybrid kernel estimates of space–time earthquake occurrence rates using the epidemic-type aftershock sequence model

The following steps are suggested for smoothing the occurrence patterns in a clustered space–time process, in particular the data from an earthquake catalogue. First, the original data is fitted by a temporal version of the ETAS model, and the occurrence times are transformed by using the cumulative form of the fitted ETAS model. Then the transformed data (transformed times and original locations) is smoothed by a space–time kernel with bandwidth obtained by optimizing a naive likelihood cross-validation. Finally, the estimated intensity for the original data is obtained by back-transforming the estimated intensity for the transformed data. This technique is used to estimate the intensity for earthquake occurrence data for associated with complex sequences of events off the East Coast of Tohoku district, northern Japan. The intensity so obtained is compared to the conditional intensity estimated from a full space–time ETAS model for the same data.     

Stefan problems for reflected SPDEs driven by space–time white noise

We prove the existence and uniqueness of solutions to a one-dimensional Stefan Problem for reflected SPDEs which are driven by space–time white noise. The solutions are shown to exist until almost surely positive blow-up times. Such equations can model the evolution of phases driven by competition at an interface, with the dynamics of the shared boundary depending on the derivatives of two competing profiles at this point. The novel features here are the presence of space–time white noise; the reflection measures, which maintain positivity for the competing profiles; and a sufficient condition to make sense of the Stefan condition at the boundary. We illustrate the behaviour of the solution numerically to show that this sufficient condition is close to necessary.     

Hamilton–Jacobi–Bellman equations on time scales

In this paper, we consider a class of optimal control problems on time scales without state constraints, target conditions or the fixed terminal time. We first present and show a time scale version of the Bellman optimality principle. On this basis, using a chain rule of multivariables on time scales, we will derive Hamilton–Jacobi–Bellman equations on a time scale for these kind of optimal control problems. Finally, the quantum time scale is considered as an example to illustrate our results.     

Asymptotic solutions for large time of Hamilton–Jacobi equations in Euclidean n space

We study the large time behavior of solutions of the Cauchy problem for the Hamilton–Jacobi equation ut+H(x,Du)=0$u_t+H(x,Du)=0$ in Rn×(0,∞)${\mathbf{R}}^n\times (0,\infty )$, where H(x,p)$H(x,p)$ is continuous on Rn×Rn${\mathbf{R}}^n\times {\mathbf{R}}^n$ and convex in p  . We establish a general convergence result for viscosity solutions u(x,t)$u(x,t)$ of the Cauchy problem as t→∞$t\to \infty$.     

Renormalization scenario for the quantum Yang–Mills theory in four-dimensional space–time

We consider the renormalization of the Yang–Mills theory in four-dimensional space–time using the background-field formalism.     

New approach to calculating the spectrum of a quantum space–time

We study the dynamics of a massive pointlike particle coupled to gravity in four space–time dimensions. It has the same degrees of freedom as an ordinary particle: its coordinates with respect to a chosen origin (observer) and the canonically conjugate momenta. The effect of gravity is that such a particle is a black hole: its momentum becomes spacelike at a distances to the origin less than the Schwarzschild radius. This happens because the phase space of the particle has a nontrivial structure: the momentum space has curvature, and this curvature depends on the position in the coordinate space. The momentum space curvature in turn leads to the coordinate operator in quantum theory having a nontrivial spectrum. This spectrum is independent of the particle mass and determines the accessible points of space–time.     

Cauchy problems with modified conditions for the Euler–Poisson–Darboux equations in the hyperbolic space

In this note, we give the solutions of the Cauchy problems for the Euler–Poisson–Darboux equations (EPD) with modified conditions in the hyperbolic space with application to the wave equation.     

Approximate solution to the time–space fractional cubic nonlinear Schrodinger equation

By introducing the fractional derivatives in the sense of Caputo, we use the adomian decomposition method to construct the approximate solutions for the cubic nonlinear fractional Schordinger equation with time and space fractional derivatives. The exact solution of the cubic nonlinear Schrodinger equation is given as a special case of our approximate solution. This method is efficient and powerful in solving wide classes of nonlinear evolution fractional order equation.     

Local well-posedness for the space–time Monopole equation in Lorenz gauge

It is known from Czubak (Anal PDE 3(2):151–174, 2010) that the space–time Monopole equation is locally well-posed in the Coulomb gauge for small initial data in H^s(\mathbbR²){H^s(\mathbb{R}^2)} for ${s>\frac{1}{4}}${s>\frac{1}{4}}. Here we prove local well-posedness for arbitrary initial data in H^s(\mathbbR²){H^s(\mathbb{R}^2)} with ${s>\frac{1}{4}}${s>\frac{1}{4}} in the Lorenz gauge.     

Transmission conditions on interfaces for Hamilton–Jacobi–Bellman equations

We establish a comparison principle for a Hamilton–Jacobi–Bellman equation, more appropriately a system, related to an infinite horizon problem in presence of an interface. Namely a low dimensional subset of the state variable space where discontinuities in controlled dynamics and costs take place. Since corresponding Hamiltonians, at least for the subsolution part, do not enjoy any semicontinuity property, the comparison argument is rather based on a separation principle of the controlled dynamics across the interface. For this, we essentially use the notion of ε-partition and minimal ε-partition for intervals of definition of an integral trajectory.     

Levels and sublevels of algebras obtained by the Cayley–Dickson process

In this paper, we generalize the concepts of level and sublevel of a composition algebra to algebras obtained by the Cayley–Dickson process and we will show that, in the case of level for algebras obtained by the Cayley–Dickson process, the situation is the same as for the integral domains, proving that for any positive integer n, there is an algebra A obtained by the Cayley–Dickson process with the norm form anisotropic over a suitable field, which has the level ${n \in \mathbb{N}-\{0\}}$ .     

A new space–time discretization for the Swift–Hohenberg equation that strictly respects the Lyapunov functional

The Swift–Hohenberg equation is a central nonlinear model in modern physics. Originally derived to describe the onset and evolution of roll patterns in Rayleigh–Bénard convection, it has also been applied to study a variety of complex fluids and biological materials, including neural tissues. The Swift–Hohenberg equation may be derived from a Lyapunov functional using a variational argument. Here, we introduce a new fully-discrete algorithm for the Swift–Hohenberg equation which inherits the nonlinear stability property of the continuum equation irrespectively of the time step. We present several numerical examples that support our theoretical results and illustrate the efficiency, accuracy and stability of our new algorithm. We also compare our method to other existing schemes, showing that is feasible alternative to the available methods.     

On the Boussinesq–Burgers equations driven by dynamic boundary conditions

We study the qualitative behavior of the Boussinesq–Burgers equations on a finite interval subject to the Dirichlet type dynamic boundary conditions. Assuming $H^1\times H^2$ initial data which are compatible with boundary conditions and utilizing energy methods, we show that under appropriate conditions on the dynamic boundary data, there exist unique global-in-time solutions to the initial-boundary value problem, and the solutions converge to the boundary data as time goes to infinity, regardless of the magnitude of the initial data.     

Volterra-type Ornstein–Uhlenbeck processes in space and time

We propose a novel class of temporo-spatial Ornstein–Uhlenbeck processes as solutions to Lévy-driven Volterra equations with additive noise and multiplicative drift. After formulating conditions for the existence and uniqueness of solutions, we derive an explicit solution formula and discuss distributional properties such as stationarity, second-order structure and short versus long memory. Furthermore, we analyze in detail the path properties of the solution process. In particular, we introduce different notions of càdlàg paths in space and time and establish conditions for the existence of versions with these regularity properties. The theoretical results are accompanied by illustrative examples.     

Intermittency for stochastic partial differential equations driven by strongly inhomogeneous space–time white noises

In this paper, the main topic is to investigate the intermittent property of the one-dimensional stochastic heat equation driven by an inhomogeneous Brownian sheet, which is a noise deduced from the study of the catalytic super-Brownian motion. Under some proper conditions on the catalytic measure of the inhomogeneous Brownian sheet, we show that the solution is weakly full intermittent based on the estimates of moments of the solution. In particular, it is proved that the second moment of the solution grows at the exponential rate. The novelty is that the catalytic measure relative to the inhomogeneous noise is not required to be absolutely continuous with respect to the Lebesgue measure on $\mathbb{R}$.