Generalized Solutions of Nonlinear Parabolic Equations and Diffusion Processes

We reduce the construction of a weak solution of the Cauchy problem for a quasilinear parabolic equation to the construction of a solution to a stochastic problem. Namely, we construct a diffusion process that allows us to obtain a probabilistic representation of a weak (in distributional sense) solution to the Cauchy problem for a nonlinear PDE.      

Entropy solutions for linearly degenerate hyperbolic systems of rich type

Consider a linearly degenerate hyperbolic system of rich type. Assuming that each eigenvalue of the system has a constant multiplicity, we construct a representation formula of entropy solutions in L^∞ to the Cauchy problem. This formula depends on the solution of an autonomous system of ordinary differential equations taking x as parameter. We prove that for smooth initial data, the Cauchy problem for such an autonomous system admits a unique global solution. By using this formula together with classical compactness arguments, we give a very simple proof on the global existence of entropy solutions. Moreover, in a particular case of the system, we obtain an another explicit expression and the uniqueness of the entropy solution. Applications include the one-dimensional Born–Infeld system and linear Lagrangian systems.     

Stochastic processes in Q p associated with systems of nonlinear PIDEs

We construct a Markov process and its multiplicative operator functional associated with a system of nonlinear partial integral-differential equations (PIDE). As a result we derive a probabilistic representation of the solution to the Cauchy problem for a system of nonlinear PIDEs in Q _p . The text was submitted by the authors in English.     

On asymptotics of solutions of parabolic equations with nonlocal high-order terms

In the paper, we study the Cauchy problem for second-order differential-difference parabolic equations containing translation operators acting to the high-order derivatives with respect to spatial variables. We construct the integral representation of the solution and investigate its long-term behavior. We prove theorems on asymptotic closeness of the constructed solution and the Cauchy problem solutions for classical parabolic equations; in particular, conditions of the stabilization of the solution are obtained. __________ Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 25, pp. 143–183, 2005.     

A Modified Regularization Method

We consider the Cauchy problem for the systems of the first-order ordinary differential equations with a small parameter E of degree q at the derivative. We study the possibility of solving this problem by means of the regularization method of the Lomov theory of singular perturbations. We show that, for q>1, an application of the procedure by Lomov leads only to the trivial solution to the problem in the class of resonance-free solutions. We suggest and describe a modification of the procedure which enables us to construct a nontrivial solution to the problem in the space of resonance-free solutions.     

Probabilistic models of the dynamics of the growth of cells under contact inhibition

We construct a probabilistic representation for the generalized solution of the Cauchy problem for the system of strongly coupled nonlinear parabolic equations describing the growth of cells under contact inhibition.     

Deviation Estimates for Random Walks and Stochastic Methods for Solving the Schrödinger Equation

The stochastic representation of solutions of the Cauchy problem for the Schrödinger equation is used in order to construct unitary matrix approximations of the resolving operator. We show that the probability distribution of deviations of random walks allows one to estimate the increase rate of derivatives and the support of solutions.     

Vibrations of a fractal elastic string

We construct the solution of the fractional space-time equations that describe the vibrations of a quasi-one-dimensional fractal elastic string. We give the solution of the Cauchy problem for fractional differential equations with initial conditions. We carry out a numerical analysis and construct the graphic variation of the displacement function of a fractal elastic string. Three figures. Bibliography: 7 titles. Translated fromTeoreticheskaya i Prikladnaya Mekhanika, No. 26, 1996, pp. 142–147     

Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form

We consider the Cauchy problem for a semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the equation and mild conditions on the obstacle, the problem has a unique solution and we provide its stochastic representation in terms of reflected backward stochastic differential equations. We also prove regularity properties and approximation results for solutions of the problem.     

Conservation laws with a random source

We study the scalar conservation law with a noisy nonlinear source, namely,u _l + f(u)_x = h(u, x, t) + g(u)W(t), whereW(t) is the white noise in the time variable, and we analyse the Cauchy problem for this equation where the initial data are assumed to be deterministic. A method is proposed to construct approximate weak solutions, and we then show that this yields a convergent sequence. This sequence converges to a (pathwise) solution of the Cauchy problem. The equation can be considered as a model of deterministic driven phase transitions with a random perturbation in a system of two constituents. Finally we show some numerical results motivated by two-phase flow in porous media. This research has been supported by VISTA (a research cooperation between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap, Statoil) and NAVF (the Norwegian Research Council for Science and the Humanities).     

An extension of Glimm's method to inhomogeneous strictly hyperbolic systems of conservation laws by “weaker than weak” solutions of the Riemann problem

We construct a generalized solution of the Riemann problem for strictly hyperbolic systems of conservation laws with source terms, and we use this to show that Glimm's method can be used directly to establish the existence of solutions of the Cauchy problem. The source terms are taken to be of the form a^′G, and this enables us to extend the method introduced by Lax to construct general solutions of the Riemann problem. Our generalized solution of the Riemann problem is “weaker than weak” in the sense that it is weaker than a distributional solution. Thus, we prove that a weak solution of the Cauchy problem is the limit of a sequence of Glimm scheme approximate solutions that are based on “weaker than weak” solutions of the Riemann problem. By establishing the convergence of Glimm's method, it follows that all of the results on time asymptotics and uniqueness for Glimm's method (in the presence of a linearly degenerate field) now apply, unchanged, to inhomogeneous systems.     

Existence and uniqueness of unbounded entropy solutions of the Cauchy problem for first-order quasilinear conservation laws

We indicate conditions for the well-posedness of the Cauchy problem for a scalar quasilinear conservation law in the class of locally bounded functions. We construct examples showing that if these conditions are violated, then the Cauchy problem may fail to have a generalized entropy solution.     

The Cauchy problem for the system of thermoelasticity equations in space

We consider the problem of analytic continuation of the solution of the system of thermoelasticity equations in a bounded three-dimensional domain on the basis of known values of the solution and the corresponding stress on a part of the boundary, i.e., the Cauchy problem. We construct an approximate solution of the problem based on the method of Carleman's function.Translated fromMatematicheskie Zametki, Vol. 64, No. 2, pp. 212–217, August, 1998.In conclusion, the authors wish to thank Professor M. M. Lavrent'ev and Professor Sh. Ya. Yarmukhamedov for setting the problem and for discussions in the course of the solution.     

A new regularization method for a Cauchy problem of the time fractional diffusion equation

In this paper, we consider a Cauchy problem of the time fractional diffusion equation (TFDE). Such problem is obtained from the classical diffusion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α (0 < α ≤ 1). We show that the Cauchy problem of TFDE is severely ill-posed and further apply a new regularization method to solve it based on the solution given by the Fourier method. Convergence estimates in the interior and on the boundary of solution domain are obtained respectively under different a-priori bound assumptions for the exact solution and suitable choices of regularization parameters. Finally, numerical examples are given to show that the proposed numerical method is effective.     

A constructive theory for shock-free,isentropic flow

We construct by finite differences solutions of the Cauchy problem for the nonlinear wave equation in one space dimension. We make certain monotonicity assumptions about the initial data, and we show that the resulting solution is Lipschitz continuous for positive times. In addition, we prove the uniqueness of the solution in a certain class, and we characterize its large-time behavior in terms of the equilibrium state for a corresponding Riemann problem. Finally, we show how our results can be extended to more general 2 × 2 systems of hyperbolic conservation laws which are genuinely nonlinear.     

A Cauchy kernel for slice regular functions

In this article, we show how to construct a regular, non-commutative Cauchy kernel for slice regular quaternionic functions. We prove an (algebraic) representation formula for such functions, which leads to a new Cauchy formula. We find the expression of the derivatives of a regular function in terms of the powers of the Cauchy kernel, and we present several other consequent results.     

The Cauchy Problem on a Characteristic Cone for the Einstein Equations in Arbitrary Dimensions

We derive explicit formulae for a set of constraints for the Einstein equations on a null hypersurface, in arbitrary space–time dimensions n + 1 ≥ 3. We solve these constraints and show that they provide necessary and sufficient conditions so that a spacetime solution of the Cauchy problem on a characteristic cone for the hyperbolic system of the reduced Einstein equations in wave-map gauge also satisfies the full Einstein equations. We prove a geometric uniqueness theorem for this Cauchy problem in the vacuum case.     

Probabilistic representation and uniqueness results for measure-valued solutions of transport equations

The Cauchy problem for a multidimensional linear non-homogeneous transport equation in divergence form is investigated. An explicit and an implicit representation formulas for the unique solution of this transport equation in the case of a regular vector field v are proved. Then, together with a regularizing argument, these formulas are used to obtain a very general probabilistic representation for measure-valued solutions in the case when the initial datum is a measure and the involved vector field is no more regular, but satisfies suitable summability assumptions w.r.t. the solution. Finally, uniqueness results for solutions of the initial-value problem are derived from the uniqueness of the characteristic curves associated to v through the theory of the probabilistic representation previously developed.     

The Cauchy Problem for an Axially Symmetric Equation and the Schwarz Potential Conjecture for the Torus

We present our results in this paper in two parts. In the first part, we consider the Cauchy problem for the axially symmetric equation with entire Cauchy data given on an initial plane (see Eq. (2.1)). We solve the Cauchy problem and obtain its solutions in two cases, depending on whether k is a positive even integer or k is a positive odd integer. For k odd, we demonstrate that the solution has more singularities due to the propagation of the singularities of the coefficients. In the second part, the Cauchy problem for the same equation is considered, but instead, its entire Cauchy data are given on an initial sphere (see Eq. (3.1)). Whenever k is a positive even integer, we obtain the global existence of the solution and determine all possible singularities. Whenever k is a positive odd integer, we discuss both local and global solutions. As a consequence of our results in this paper, we show that the Schwarz Potential Conjecture (see the Introduction) for the even dimensional torus is true.     

The Gellerstedt problem for a parabolic-hyperbolic equation of the second kind

In this paper we consider the Gellerstedt problem for a parabolic-hyperbolic equation of the second kind. We prove the unique solvability of this problem by means of a new representation for a solution to the modified Cauchy problem in a generalized class R.