Arithmetic differential equations on $$GL_n$$, II: arithmetic Lie–Cartan theory

Motivated by the search of a concept of linearity in the theory of arithmetic differential equations (Buium in Arithmetic differential equations. Math. surveys and monographs, vol 118. American Mathematical Society, Providence, 2005), we introduce here an arithmetic analogue of Lie algebras, of Chern connections, and of Maurer–Cartan connections. Our arithmetic analogues of Chern connections are certain remarkable lifts of Frobenius on the p-adic completion of \(GL_n\) which are uniquely determined by certain compatibilities with the “outer” involutions defined by symmetric (respectively, antisymmetric) matrices. The Christoffel symbols of our arithmetic Chern connections will involve a matrix analogue of the Legendre symbol. The analogues of Maurer–Cartan connections can then be viewed as families of “linear” flows attached to each of our Chern connections. We will also investigate the compatibility of lifts of Frobenius with the inner automorphisms of \(GL_n\); in particular, we will prove the existence and uniqueness of certain arithmetic analogues of “isospectral flows” on the space of matrices.     

On spectral synthesis in varieties containing the solutions of inhomogeneous linear functional equations

As a continuation of our previous work [2] the aim of the recent paper is to investigate the solutions of special inhomogeneous linear functional equations by using spectral synthesis in translation invariant closed linear subspaces of additive/multiadditive functions containing the restrictions of the solutions to finitely generated fields. The idea is based on the fundamental work of [5]. Using spectral analysis in some related varieties we can prove the existence of special solutions (automorphisms) of the functional equation but spectral synthesis allows us to describe the entire space of solutions on a large class of finitely generated fields. It is spanned by the so-called exponential monomials which can be given in terms of automorphisms of \({\mathbb C}\) and differential operators. We apply the general theory to some inhomogeneous problems motivated by quadrature rules of approximate integration [8], see also [7, 9].     

Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients

We study the existence and the uniqueness of the solution to a class of Fokker–Planck type equations with irregular coefficients, more precisely with coefficients in Sobolev spaces W ^{1, p} . Our arguments are based upon the DiPerna–Lions theory of renormalized solutions to linear transport equations and related equations [5 Di Perna , R. J. , Lions , P. L. ( 1989 ). Ordinary differential equations, transport theory and Sobolev spaces . Invent. Math. 98 ( 3 ): 511 – 547 . [Google Scholar]]. The present work extends the results of our previous article [14 Le Bris , C. , Lions , P. L. ( 2004 ). Renormalized solutions of some transport equations with partially W ^1,1 velocities and applications . Annali di Matematica Pura ed Applicata 183 : 97 – 130 . [Google Scholar]], where only the simpler case of a Fokker–Planck equation with constant diffusion matrix was addressed. The consequences of the present results on the well-posedness of the associated stochastic differential equations are only outlined here. They will be more thoroughly examined in a forthcoming work [15 Le Bris , C. , Lions , P. L. Generalized flows for stochastic differential equations with irregular coefficients. In preparation . [Google Scholar]].     

Remarks on the Global Solutions of 3-D Navier-Stokes System with One Slow Variable

By applying Wiegner's method in [16 Wiegner , M. ( 1987 ). Decay results for weak solutions to the Navier-Stokes equations on ? ⁿ . J. London Math. Soc. 35 : 303 – 313 .[Crossref], [Web of Science ®] , [Google Scholar]], we first prove the large time decay estimate for the global solutions of a 2.5 dimensional Navier-Stokes system, which is a sort of singular perturbed 2-D Navier-Stokes system in three space dimension. As an application of this decay estimate, we give a simplified proof for the global wellposedness result in [6 Chemin , J.-Y. , Gallagher , I. ( 2010 ). Large, global solutions to the Navier-Stokes equations, slowly varying in one direction . Transactions of the American Mathematical Society 362 : 2859 – 2873 .[Crossref], [Web of Science ®] , [Google Scholar]] for 3-D Navier-Stokes system with one slow variable. Let us also mention that compared with the assumptions for the initial data in [6 Chemin , J.-Y. , Gallagher , I. ( 2010 ). Large, global solutions to the Navier-Stokes equations, slowly varying in one direction . Transactions of the American Mathematical Society 362 : 2859 – 2873 .[Crossref], [Web of Science ®] , [Google Scholar]], here the assumptions in Theorem 1.3 are weaker.     

Khasminskii-Type Theorems for Stochastic Differential Delay Equations

Abstract

The classical Khasminskii theorem (see [6 Khasminskii , R. Z. 1980 . Stochastic Stability of Differential Equations . Alphen : Sijtjoff and Noordhoff (translation of the Russian edition, Moscow: Nauka 1969) .[Crossref] , [Google Scholar]]) on the nonexplosion solutions of stochastic differential equations (SDEs) is very important since it gives a powerful test for SDEs to have nonexplosion solutions without the linear growth condition. Recently, Mao [13 Mao , X. 2002 . A note on the LaSalle-type theorems for stochastic differential delay equations . J. Math. Anal. Appl. 268 : 125 – 142 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]] established a Khasminskii-type test for stochastic differential delay equations (SDDEs). However, the Mao test can not still be applied to many important SDDEs, e.g., the stochastic delay power logistic model in population dynamics. The main aim of this paper is to establish an even more general Khasminskii-type test for SDDEs that covers a wide class of highly nonlinear SDDEs. As an application, we discuss a stochastic delay Lotka-Volterra model of the food chain to which none of the existing results but our new Khasminskii-type test can be applied.     

On spectral analysis in varieties containing the solutions of inhomogeneous linear functional equations

The aim of the paper is to investigate the solutions of special inhomogeneous linear functional equations using spectral analysis in a translation invariant closed linear subspace of additive/multiadditive functions containing the restrictions of the solutions to finitely generated fields. The application of spectral analysis in some related varieties is a new and important trend in the theory of functional equations; especially they have successful applications in the case of homogeneous linear functional equations. The foundations of the theory can be found in Kiss and Varga (Aequat Math 88(1):151–162, 2014) and Kiss and Laczkovich (Aequat Math 89(2):301–328, 2015). We are going to adopt the main theoretical tools to solve some inhomogeneous problems due to Kocl?ga-Kulpa and Szostok (Ann Math Sylesianae 22:27–40, 2008), see also Kocl?ga-Kulpa and Szostok (Georgian Math J 16:725–736, 2009; Acta Math Hung 130(4):340–348, 2011). They are motivated by quadrature rules of approximate integration.     

Arithmetic Asian Options under Stochastic Delay Models

Abstract

Motivated by the increasing interest in past-dependent asset pricing models, shown in recent years by market practitioners and prominent authors such as Hobson and Rogers (1998 Hobson, D. and Rogers, L. C. G. 1998. Complete models with stochastic volatility. Mathematical Finance, 8(1): 27–48.  [Google Scholar], Complete models with stochastic volatility, Mathematical Finance, 8(1), pp. 27–48), we explore option pricing techniques for arithmetic Asian options under a stochastic delay differential equation approach. We obtain explicit closed-form expressions for a number of lower and upper bounds and compare their accuracy numerically.     

Ax–Schanuel for linear differential equations

We generalise the exponential Ax–Schanuel theorem to arbitrary linear differential equations with constant coefficients. Using the analysis of the exponential differential equation by Kirby (The theory of exponential differential equations, 2006, Sel Math 15(3):445–486, 2009) and Crampin (Reducts of differentially closed fields to fields with a relation for exponentiation, 2006) we give a complete axiomatisation of the first order theories of linear differential equations and show that the generalised Ax–Schanuel inequalities are adequate for them.     

On Global Attractor for 2D Kirchhoff–Boussinesq Model with Supercritical Nonlinearity

Dynamics for a class of nonlinear 2D Kirchhoff–Boussinesq models is studied. These nonlinear plate models are characterized by the presence of a nonlinear source that alone leads to finite-time blow up of solutions. In order to counteract, restorative forces are introduced, which however are of a supercritical nature. This raises natural questions such as: (i) wellposedness of finite energy (weak) solutions, (ii) their regularity, and (iii) long time behavior of both weak and strong solutions. It is shown that finite energy solutions do exist globally, are unique and satisfy Hadamard wellposedness criterium. In addition, weak solutions corresponding to “strong” initial data (i.e., strong solutions) enjoy, likewise, the full Hadamard wellposedness. The proof is based on logarithmic control of the lack of Sobolev's embedding. In addition to wellposedness, long time behavior is analyzed. Viscous damping added to the model controls long time behaviour of solutions. It is shown that both weak and (resp. strong) solutions admit compact global attractors in the finite energy norm, (resp. strong topology of strong solutions). The proof of long time behavior is based on Ball's method [2 Ball , J. ( 2004 ). Global attractors for semilinear wave equations . Discr. Cont. Dyn. Sys. 10 : 31 – 52 .[Crossref], [Web of Science ®] , [Google Scholar]] and on recent asymptotic quasi-stability inequalities established in [11 Chueshov , I. , Lasiecka , I. ( 2008 ). Long-Time Behavior of Second Order Evolution Equations with Nonlinear Damping . Memoirs of the American Mathematical Society, Vol. 912 . Providence , RI : American Mathematical Society .[Crossref] , [Google Scholar]]. These inequalities enable to prove that strong attractors are finite-dimensional and the corresponding trajectories can exhibit C ^∞ smoothness.     

Uniqueness and symmetry of ground states for higher-order equations

We establish uniqueness and radial symmetry of ground states for higher-order nonlinear Schrödinger and Hartree equations whose higher-order differentials have small coefficients. As an application, we obtain error estimates for higher-order approximations to the pseudo-relativistic ground state. Our proof adapts the strategy of Lenzmann (Anal PDE 2:1–27, 2009) using local uniqueness near the limit of ground states in a variational problem. However, in order to bypass difficulties from lack of symmetrization tools for higher-order differential operators, we employ the contraction mapping argument in our earlier work (Choi et al. 2017. arXiv:1705.09068) to construct radially symmetric real-valued solutions, as well as improving local uniqueness near the limit.     

Approximations for Solutions of Lévy-Type Stochastic Differential Equations

Abstract

The problem of the construction of strong approximations with a given order of convergence for jump-diffusion equations is studied. General approximation schemes are constructed for Lévy-type stochastic differential equation. In particular, the article generalizes the results from [2 Gardoń , A. 2004 . The order of approximations for solutions of Ito-type stochastic differential equations with jumps . Stoch. Anal. Appl. 22 ( 3 ): 679 – 699 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar], 5 Kloeden , P.E. , and Platen , E. 1995 . Numerical Solutions of Stochastic Differential Equations . Springer-Verlag , Berlin . [Google Scholar]]. The Euler and the Milstein schemes are shown for finite and infinite Lévy measure.     

A Theorem for Numerical Verification on Local Uniqueness of Solutions to Fixed-Point Equations

We give a theoretical result with respect to numerical verification of existence and local uniqueness of solutions to fixed-point equations which are supposed to have Fréchet differentiable operators. The theorem is based on Banach's fixed-point theorem and gives sufficient conditions in order that a given set of functions includes a unique solution to the fixed-point equation. The conditions are formulated to apply readily to numerical verification methods.

We already derived such a theorem in [11 N. Yamamoto ( 1998 ). A numerical verification method for solutions of boundary value problems with local uniqueness by Banach's fixed-point theorem . SIAM J. Numer. Anal. 35 : 2004 – 2013 .[Crossref] , [Google Scholar]], which is suitable to Nakao's methods on numerical verification for PDEs. The present theorem has a more general form and one may apply it to many kinds of differential equations and integral equations which can be transformed into fixed-point equations.     

Selfdual Variational Principles for Periodic Solutions of Hamiltonian and Other Dynamical Systems

Selfdual variational principles are introduced in order to construct solutions for Hamiltonian and other dynamical systems which satisfy a variety of linear and nonlinear boundary conditions including many of the standard ones. These principles lead to new variational proofs of the existence of parabolic flows with prescribed initial conditions, as well as periodic, anti-periodic and skew-periodic orbits of Hamiltonian systems. They are based on the theory of anti-selfdual Lagrangians developed recently in Ghoussoub (2007a Ghoussoub , N. ( 2007a ). Anti-selfdual Lagrangians: Variational resolutions of non self-adjoint equations and dissipative evolutions . AIHP-Analyse Non Linéaire 24 : 171 – 205 . [Google Scholar] b Ghoussoub , N. ( 2007b ). Anti-selfdual Hamiltonians: Variational resolution for Navier-Stokes equations and other nonlinear evolutions . Comm. Pure & Applied Math. 60 ( 5 ): 619 – 653 .[Crossref], [Web of Science ®] , [Google Scholar] c Ghoussoub , N. ( 2007c ). Selfdual partial differential systems and their variational principals . Submitted for publication . [Google Scholar]).     

Large time behavior and Lyapunov functionals for a nonlocal differential equation

A new approach is used to describe the large time behavior of the nonlocal differential equation initially studied in T.-N. Nguyen (On the \({\omega}\)-limit set of a nonlocal differential equation: application of rearrangement theory. Differ. Integr. Equ. arXiv:1601.06491, 2016). Our approach is based upon the existence of infinitely many Lyapunov functionals and allows us to extend the analysis performed in T.-N. Nguyen (On the \({\omega}\)-limit set of a nonlocal differential equation: application of rearrangement theory. Differ. Integr. Equ. arXiv:1601.06491, 2016).     

The Thin Film Equation with Non-Zero Contact Angle: A Singular Perturbation Approach

In this paper we consider the thin film equation with prescribed non-zero contact angle condition for a large class of mobility coefficients, in dimension 1. We prove the global in time existence of weak solutions by using a diffuse approximation of the free boundary condition. This approach, which can be physically motivated by the introduction of singular disjoining/conjoining pressure forces had been suggested in particular by Bertsch et al. in [11 Bertsch , M. , Giacomelli , L. , Karali , G. ( 2005 ). Thin-film equations with “partial wetting” energy: Existence of weak solutions . Phys. D 209 : 17 – 27 .[Crossref], [Web of Science ®] , [Google Scholar]].     

Global Existence and Uniform Boundedness of Smooth Solutions to a Cross-Diffusion System with Equal Diffusion Rates

We consider the Shigesada-Kawasaki-Teramoto cross-diffusion model for two competing species. If both species have the same random diffusion coefficients and the space dimension is less than or equal to three, we establish the global existence and uniform boundedness of smooth solutions to the model in convex domains. This extends some previous works of Kim [12 Kim, J.U. (1984). Smooth solutions to a quasilinear system of diffusion equations for a certain population model. Nonlinear Anal. 8:1121–1144.[Crossref], [Web of Science ®] , [Google Scholar]] and Shim [21 Shim, S.-A. (2002). Uniform boundedness and convergence of solutions to cross-diffusion systems. J. Diff. Eqs. 185:281–305.[Crossref], [Web of Science ®] , [Google Scholar]] in one dimensional space.     

Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients

Abstract

We study the limit of the solutions of systems of semi-linear partial differential equations (PDEs) of second order of parabolic type, with rapidly oscillating periodic coefficients, a singular drift, and singular coefficients of the zero and second order terms. Our basic tool is the approach given by Pardoux [14 Pardoux , E. 1999 . Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: a probabilistic approach . J. Funct. Anal. 167 : 498 – 520 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]]. In particular, we use the weak convergence of an associated backward stochastic differential equation (BSDE).     

Forward-backward SDEs with discontinuous coefficients

In this paper, we are interested in the well-posedness of a class of fully coupled forward-backward SDE (FBSDE) in which the forward drift coefficient is allowed to be discontinuous with respect to the backward component of the solution. Such an FBSDE is motivated by a practical issue in regime-switching term structure interest rate models, and the discontinuity makes it beyond any existing framework of FBSDEs. In a Markovian setting with non-degenerate forward diffusion, we show that a decoupling function can still be constructed and that it is a Sobolev solution to the corresponding quasilinear PDE. As a consequence we can then argue that the FBSDE admits a weak solution in the sense of [1 Antonelli, F., Ma, J. (2003). Weak solutions of forward-backward SDE’s. Stochastic Analysis and Applications 21(3):493–514.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar], 2 Ma, J., Zhang, J., Zheng, Z. (2008). Weak solutions for backward stochastic differential equations, A martingale approach. The Annals of Probability 36(6):2092–2125.[Crossref], [Web of Science ®] , [Google Scholar]]. In the one-dimensional case, we further prove that the weak solution of the FBSDE is actually strong, and it is pathwisely unique. Our approach does not use the well-known Yamada–Watanabe Theorem, but instead follows the idea of Krylov for SDEs with measurable coefficients.     

Uniqueness Criteria for the Adjoint Equation in State-Constrained Elliptic Optimal Control

The article considers linear elliptic equations with regular Borel measures as inhomogeneity. Such equations frequently appear in state-constrained optimal control problems. By a counter example of Serrin [18 J. Serrin ( 1964 ). Pathological solutions of elliptic differential equations . Ann. Scuola Norm. Sup. Pisa Cl. Sci. 18 : 385 – 388 . [Google Scholar]], it is known that, in the presence of non-smooth data, a standard weak formulation does not ensure uniqueness for such equations. Therefore several notions of solution have been developed that guarantee uniqueness. In this note, we compare different definitions of solutions, namely the ones of Stampacchia [19 G. Stampacchia ( 1965 ). Le probléme de Dirichlet pour les équations elliptiques du second ordre à coéffcients discontinus . Ann. Inst. Fourier 15 : 189 – 258 .[Crossref] , [Google Scholar]] and Boccardo-Galouët [4 L. Boccardo and T. Gallouët ( 1989 ). Nonlinear elliptic and parabolic equations involving measure data . J. Func. Anal. 87 : 149 – 169 .[Crossref], [Web of Science ®] , [Google Scholar]] and the two notions of solutions of [2 J.-J. Alibert and J.-P. Raymond ( 1997 ). Boundary control of semilinear elliptic equations with discontinuous leading coefficients and unbounded controls . Numer. Func. Anal. Optim. 18 : 235 – 250 .[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar], 7 E. Casas (1993). Boundary control of semilinear elliptic equations with pointwise state constraints. SIAM J. Control Optim. 31:993–1006.[Crossref], [Web of Science ®] , [Google Scholar]], and show that they are equivalent. As side results, we reformulate the solution in the sense of [19 G. Stampacchia ( 1965 ). Le probléme de Dirichlet pour les équations elliptiques du second ordre à coéffcients discontinus . Ann. Inst. Fourier 15 : 189 – 258 .[Crossref] , [Google Scholar]], and prove the existence of solutions in the sense of [2 J.-J. Alibert and J.-P. Raymond ( 1997 ). Boundary control of semilinear elliptic equations with discontinuous leading coefficients and unbounded controls . Numer. Func. Anal. Optim. 18 : 235 – 250 .[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar], 4 L. Boccardo and T. Gallouët ( 1989 ). Nonlinear elliptic and parabolic equations involving measure data . J. Func. Anal. 87 : 149 – 169 .[Crossref], [Web of Science ®] , [Google Scholar], 7 E. Casas (1993). Boundary control of semilinear elliptic equations with pointwise state constraints. SIAM J. Control Optim. 31:993–1006.[Crossref], [Web of Science ®] , [Google Scholar]] in case of mixed boundary conditions.