Asymptotic simplification for a reaction-diffusion problem with a nonlinear boundary condition

We study non-negative solutions of the porous medium equationwith a source and a nonlinear flux boundary condition, u_t =(u^m)_xx + u^p in (0, ), x (0, T); – (u^m)_x (0, t) = u^q (0,t) for t (0, T); u (x, 0) = u₀ (x) in (0, ), where m > 1,p, q > 0 are parameters. For every fixed m we prove thatthere are two critical curves in the (p, q-plane: (i) the criticalexistence curve, separating the region where every solutionis global from the region where there exist blowing-up solutions,and (ii) the Fujita curve, separating a region of parametersin which all solutions blow up from a region where both globalin time solutions and blowing-up solutions exist. In the caseof blow up we find the blow-up rates, the blow-up sets and theblow-up profiles, showing that there is a phenomenon of asymptoticsimplification. If 2q < p + m the asymptotics are governedby the source term. On the other hand, if 2q > p + m theevolution close to blow up is ruled by the boundary flux. If2q = p + m both terms are of the same order.     

A new transform method for evolution partial differential equations

We introduce a new transform method for solving initial-boundary-valueproblems for linear evolution partial differential equationswith spatial derivatives of arbitrary order. This method isillustrated by solving several such problems on the half-line{t > 0, 0 < x < }, and on the quarter-plane {t >0, 0 < x_j < , j = 1, 2}. For equations in one space dimensionthis method constructs q(x, t) as an integral in the complexk-plane involving an x-transform of the initial condition anda t-transform of the boundary conditions. For equations in twospace dimensions it constructs q(x₁, x₂, t) as an integral inthe complex (k₁, k₂)-planes involving an (x₁, x₂)-transformof the initial condition, an (x₂, t)-transform of the boundaryconditions at x₁ = 0, and an (x₁, t)-transform of the boundaryconditions at x₂ = 0. This method is simple to implement andyet it yields integral representations which are particularlyconvenient for computing the long time asymptotics of the solution.     

Adaptive numerical schemes for a parabolic problem with blow-up

In this paper we present adaptive procedures for the numericalstudy of positive solutions of the following problem: u_t = u_xx (x, t) (0, 1) x [0, T), u_x(0, t) = 0 t [0, T), u_x(1, t) = u^p(1, t) t [0, T), u(x, 0) = u₀(x) x (0, 1), with p > 1. We describe two methods. The first one refinesthe mesh in the region where the solution becomes bigger ina precise way that allows us to recover the blow-up rate andthe blow-up set of the continuous problem. The second one combinesthe ideas used in the first one with moving mesh methods andmoves the last points when necessary. This scheme also recoversthe blow-up rate and set. Finally, we present numerical experimentsto illustrate the behaviour of both methods.     

Simultaneous determination of the source terms in a linear hyperbolic problem from the final overdetermination: weak solution approach

The problem of determining the pair w:={F(x, t);f(t)} of sourceterms in the hyperbolic equation u_tt = (k(x)u_x)_x + F(x, t) andin the Neumann boundary condition k(0)u_x(0, t) = f(t) from themeasured data µ(x):=u(x, T) and/or (x):=u_t(x, t) at thefinal time t = T is formulated. It is proved that both componentsof the Fréchet gradient of the cost functionals J₁(w)= ||u(x, t;w) – µ(x)||₀² and J₂(w) = ||u_t(x, T;w)– (x)||₀² can be found via the solutions of correspondingadjoint hyperbolic problems. Lipschitz continuity of the gradientis derived. Unicity of the solution and ill-conditionednessof the inverse problem are analysed. The obtained results permitone to construct a monotone iteration process, as well as toprove the existence of a quasi-solution.     

One-Dimensional Heat Conduction with a Class of Automatic Heat-Source Controls

The paper deals with the one-dimensional heat equation withflux boundary conditions and a heat source of the form f(t)K(u(t,x₀)), t>0, where x₀ is a fixed point in the interval (0,1) in which the problem is studied. Thus the heat source isconstant in space for each t and plays the role of an automaticcontroller of the thermal evolution. Existence and uniquenessof solutions are proved under suitable assumptions on the (multivalued)function K and the asymptotic behaviour for t is investigated.     

On the behaviour of blow-up interfaces for an inhomogeneous filtration equation

We study the asymptotic behaviour of blow-up interfaces of thesolutions to the one-dimensional nonlinear filtration equationin inhomogeneous media where m>1 isa constant and (x) = |x|^– (for |x| 1, with > 2) isa bounded, positive, smooth, and symmetric function. The initialdata are assumed to be smooth, bounded, compactly supported,symmetric, and monotone. It is known that due to the fast decayof the density (x) as |x| the support of the solution increasesunboundedly in a finite time T. We prove that as tT^– theinterface behaves like O((T – t)^–b), where the exponentb > 0 (which depends on m and only) is given by a uniqueself-similar solution of the second kind satisfying the equation|x|^– u_t = (u^m)_xx. The corresponding rescaled profilesalso converge. We establish the stability of the self-similarsolution of the second kind for the exponential density (x)=e^–|x|for |x| 1. We give a formal asymptotic analysis of the blow-upbehaviour for the non-self-similar density (x) = e^–|x|2.Several exact self-similar solutions and their correspondingasymptotics are constructed.     

A Necessary and Sufficient Condition for a Linear Differential System to be Strongly Monotone

In order to present the results of this note, we begin withsome definitions. Consider a differential system [formula] where IR is an open interval, and f(t, x), (t, x)IxRⁿ, is acontinuous vector function with continuous first derivativesf_r/x_s, r, s=1, 2, ..., n. Let D_xf(t, x), (t, x)IxRⁿ, denote the Jacobi matrix of f(t,x), with respect to the variables x₁, ..., x_n. Let x(t, t₀,x₀), tI(t₀, x₀) denote the maximal solution of the system (1)through the point (t₀, x₀)IxRⁿ. For two vectors x, yRⁿ, we use the notations x>y and x>>yaccording to the following definitions: [formula] An nxn matrix A=(a_rs) is called reducible if n2 and there existsa partition [formula] (p1, q1, p+q=n) such that [formula] The matrix A is called irreducible if n=1, or if n2 and A isnot reducible. The system (1) is called strongly monotone if for any t₀I, x₁,x₂Rⁿ [formula] holds for all t>t₀ as long as both solutions x(t, t₀, x_i),i=1, 2, are defined. The system is called cooperative if forall (t, x)IxRⁿ the off-diagonal elements of the nxn matrix D_xf(t,x) are nonnegative. 1991 Mathematics Subject Classification34A30, 34C99.     

Asymptotic behavior of positive solutions of some quasilinear elliptic problems

We discuss the asymptotic behavior of positive solutions ofthe quasilinear elliptic problem –_pu = a u^p–1–b(x)u^q, u| = 0, as q p – 1 + 0 and as q , via a scale argument.Here _p is the p-Laplacian with 1 < p and q > p –1. If p = 2, such problems arise in population dynamics. Ourmain results generalize the results for p = 2, but some technicaldifficulties arising from the nonlinear degenerate operator–_p are successfully overcome. As a by-product, we cansolve a free boundary problem for a nonlinear p-Laplacian equation.     

Sandwiching C0-Semigroups

Let T = {T(t)}_t0 be a C₀-semigroup on a Banach space X. Thefollowing results are proved. (i) If X is separable, there exist separable Hilbert spacesX₀ and X₁, continuous dense embeddings j₀:X₀ X and j₁:X X₁,and C₀-semigroups T₀ and T₁ on X₀ and X₁ respectively, suchthat j₀ T₀(t) = T(t) j₀ and T₁(t) j₁ = j₁ T(t) for all t 0. (ii) If T is -reflexive, there exist reflexive Banach spacesX₀ and X₁ , continuous dense embeddings j:D(A²) X₀, j₀:X₀ X, j₁:X X₁, and C₀-semigroups T₀ and T₁ on X₀ and X₁ respectively,such that T₀(t) j = j T(t), j₀ T₀(t) = T(t) j₀ and T(t) j₁ = j₁ T(t) for all t 0, and such that (A₀) = (A) = (A₁),where A_k is the generator of T_k, k = 0, Ø, 1.     

Spectral Multipliers for Hardy Spaces Associated with Schrodinger Operators with Polynomial Potentials

Let T_t be the semigroup of linear operators generated by a Schrödingeroperator – A = – V, where V is a non-negative polynomial,and let be the spectral resolution of A. We say that f is an element of if the maximal function Mf(x) = sup_t>0|T_tf(x)| belongs toL_p. We prove a criterion of Mihlin type on functions F whichimplies boundedness of the operators on , 0 < p 1. 1991 MathematicsSubject Classification 42B30, 35J10.     

On Ratio Inequalities for Heat Content

Let U be a domain, convex in x and symmetric about the y-axis,which is contained in a centered and oriented rectangle S. Itis proved that H_t(U⁺)/H_t(U)H_t(S⁺)/H_t(S) where H_t stands forheat content, that is, the remaining heat in the domain at timet if it initially has uniform temperature 1, with Dirichletboundary conditions, where A⁺=A{(x,y):x>0}. It is also shownthat the analog of this inequality holds for some other Schrödingeroperators.     

Uniqueness of solutions to weak parabolic equations for measures

We study uniqueness of solutions of parabolic equations formeasures µ(dt dx) = µ_t(dx)dt of the type L*µ = 0, satisfying µ_t as t 0, where each µ_tis a probability measure on ^d, L = _t + a^ij(t, x)_xixj + bⁱ(t,x)_xj is a differential operator on (0, T) x ^d and is a giveninitial measure. One main result is that uniqueness holds underuniform ellipticity and Lipschitz conditions on a^ij but forbⁱ merely local integrability and coercivity conditions aresufficient.     

On the Error Term for the Fourth Moment of the Riemann Zeta-Function

Let E₂(T) denote the error term in the asymptotic formula for^T₀|(+it)|⁴dt. It is proved that there exist constants A>0,B>1 such that for TT₀>0 every interval [T, BT] containspoints T₁, T₂ for which and that ^T₀|E₂(t)|^adt>>T^1+(a/2) for any fixed a1. Theseresults complement earlier results of Motohashi and Ivi that^T₀E₂(t)dt<<T^3/2 and that ^T₀E²₂(t)dt<<T²log^CT forsome C>0. Omega-results analogous to the above ones are obtainedalso for the error term in the asymptotic formula for the Laplacetransform of |(+it)|⁴.     

The Analogue of Buchi's Problem for Rational Functions

Büchi's problem asked whether there exists an integer Msuch that the surface defined by a system of equations of theform has no integer pointsother than those that satisfy ±x_n = ± x₀ + n (the± signs are independent). If answered positively, itwould imply that there is no algorithm which decides, givenan arbitrary system Q = (q1,...,q_r) of integral quadratic formsand an arbitrary r-tuple B = (b₁,...,b_r) of integers, whetherQ represents B (see T. Pheidas and X. Vidaux, Fund. Math. 185(2005) 171–194). Thus it would imply the following strengtheningof the negative answer to Hilbert's tenth problem: the positive-existentialtheory of the rational integers in the language of additionand a predicate for the property ‘x is a square’would be undecidable. Despite some progress, including a conditionalpositive answer (depending on conjectures of Lang), Büchi'sproblem remains open. In this paper we prove the following: (A) an analogue of Büchi's problem in rings of polynomialsof characteristic either 0 or p 17 and for fields of rationalfunctions of characteristic 0; and (B) an analogue of Büchi's problem in fields of rationalfunctions of characteristic p 19, but only for sequences thatsatisfy a certain additional hypothesis. As a consequence we prove the following result in logic. Let F be a field of characteristic either 0 or at least 17 andlet t be a variable. Let L_t be the first order language whichcontains symbols for 0 and 1, a symbol for addition, a symbolfor the property ‘x is a square’ and symbols formultiplication by each element of the image of [t] in F[t].Let R be a subring of F(t), containing the natural image of[t] in F(t). Assume that one of the following is true: (i) R F[t]; (ii) the characteristic of F is either 0 or p 19. Then multiplication is positive-existentially definable overthe ring R, in the language L_t. Hence the positive-existentialtheory of R in L_t is decidable if and only if the positive-existentialring-theory of R in the language of rings, augmented by a constant-symbolfor t, is decidable.     

Free convective boundary-layer flow in a heat-generating porous medium: similarity solutions

The free convection boundary-layer flow on a vertical surfacein a porous medium with local heat generation proportional to(T – T)^p, where T is the local temperature and T is theambient temperature, is considered when there are power-lawvariations in either the wall temperature or the wall heat fluxwhich enables the equations to be reduced to similarity form.When the wall temperature is prescribed, solutions are foundfor p 2 and p p_c (p_c = 10.673) with a saddle-node bifurcationat p = p_c and two solution branches for p > p_c. When thewall heat flux is prescribed, solutions are found only for p< 2. The special case p = 2 is considered and the limitingforms as p 2 and p are obtained and compared with the solutionsobtained from solving the similarity equations numerically     

The determination of a coefficient in a parabolic equation from input sources

The authors consider the question of recovering the coefficientq from the equation u_t – u_xx + q(x)u = f_j(x) with homogeneousinitial and boundary conditions. The nonhomogeneous source terms form a basis for L²(0,1).It is proved that a unique determination is possible from datameasurements consisting of either the flux at one end of thebar or the net flux leaving the bar, taken at a single fixedtime for each input source. An algorithm that allows efficientnumerical reconstruction of q(x) from finite data is given.     

Finiteness of integrals of functions of Levy processes

We prove necessary and sufficient conditions for the almostsure convergence of the integrals

and thus of ,where M_t = sup{|X_s|: s t} is the two-sided maximum processcorresponding to a Lévy process (X_t)_{t 0}, a(·)is a non-decreasing function on [0, ) with a(0) = 0, g(·)is a positive non-increasing function on (0, ), possibly withg(0 + ) = , and f(·) is a positive non-decreasing functionon [0, ) with f(0) = 0. The conditions are expressed in termsof the canonical measure, (·), of the process X_t. Thespecial case when a(x) = 0, f(x) = x and g(·) is equivalentto the tail of (at zero or infinity) leads to an interestingcomparison of M_t with the largest jump of X_t in (0, t]. Some results concerning the convergence at zero and infinityof integrals like t g(a(t) + |X_t|) dt, t g(S_t) dt,and t g(R_t) dt, where S_t is the supremum process and R_t= S_t – X_t is the process reflected in its supremum, arealso given. We also consider the convergence of integrals suchas , etc.     

BENFORD'S LAW FOR THE 3x + 1 FUNCTION

Benford's law (to base B) for an infinite sequence {x_k : k 1} of positive quantities x_k is the assertion that {log_B x_k: k 1} is uniformly distributed (mod 1). The 3x + 1 functionT(n) is given by T(n) = (3n + 1)/2 if n is odd, and T(n) = n/2if n is even. This paper studies the initial iterates x_k = T^(k)(x₀)for 1 k N of the 3x + 1 function, where N is fixed. It showsthat for most initial values x₀, such sequences approximatelysatisfy Benford's law, in the sense that the discrepancy ofthe finite sequence {log_B x_k : 1 k N} is small.     

Long-Time Behavior of Solutions of the Fast Diffusion Equations with Critical Absorption Terms

This paper is devoted to the long-time behavior of solutionsto the Cauchy problem of the porous medium equation u_t = (u^m)– u^p in Rⁿ x (0,) with (1 – 2/n)₊ < m < 1and the critical exponent p = m + 2/n. For the strictly positiveinitial data u(x,0) = O(1 + |x|)^–k with n + mn(2 –n + nm)/(2[2 – m + mn(1 – m)]) k < 2/(1 –m), we prove that the solution of the above Cauchy problem convergesto a fundamental solution of u_t = (u^m) with an additional logarithmicanomalous decay exponent in time as t .     

Optimal Stopping in the L log L-Inequality of Hardy and Littlewood

Let B = (B_t)_t0 be standard Brownian motion started at zero.We prove for all c > 1and all stopping times for B satisfying E(^r) < for somer > 1/2. This inequality is sharp, and equality is attainedat the stopping time whereu_* = 1 + 1/e^c(c – 1) and = (c – 1)/c for c >1, with X_t = |B_t| and S_t = max_0rt|B_r|. Likewise, we prove for all c > 1 and all stopping times for B satisfying E(^r < for some r > 1/2. This inequalityis sharp, and equality is attained at the stopping time where v_* = c/e(c – 1) and =(c – 1)/c for c > 1. These results contain and refinethe results on the L log L-inequality of Gilat [6] which areobtained by analytic methods. The method of proof used hereis probabilistic and is based upon solving the optimal stoppingproblem with the payoff whereF(x) equals either xlog⁺ x or x log x. This optimal stoppingproblem has some new interesting features, but in essence issolved by applying the principle of smooth fit and the maximalityprinciple. The results extend to the case when B starts at anygiven point (as well as to all non-negative submartingales).1991 Mathematics Subject Classification 60G40, 60J65, 60E15.