Bifurcation of stable equilibria and nonlinear flux boundary condition with indefinite weight

We study bifurcation and stability of positive equilibria of a parabolic problem under a nonlinear Neumann boundary condition having a parameter and an indefinite weight. The main motivation is the selection migration problem involving two alleles and no gene flux acrossing the boundary, introduced by Fisher and Fleming, and Henry?s approach to the problem.Local and global structures of the set of equilibria are given. While the stability of constant equilibria is analyzed, the exponential stability of the unique bifurcating nonconstant equilibrium solution is established. Diagrams exhibiting the bifurcation and stability structures are also furnished. Moreover the asymptotic behavior of such solutions on the boundary of the domain, as the positive parameter goes to infinity, is also provided.The results are obtained via classical tools like the Implicit Function Theorem, bifurcation from a simple eigenvalue theorem and the exchange of stability principle, in a combination with variational and dynamical arguments.     

Solution of the Dirichlet and Neumann problems for a modified Helmholtz equation in Besov spaces on an annulus

Here we study Dirichlet and Neumann problems for a special Helmholtz equation on an annulus. Our main aim is to measure smoothness of solutions for the boundary datum in Besov spaces. We shall use operator theory to solve this problem. The most important advantage of this technique is that it enables to consider equations in vector-valued settings. It is interesting to note that optimal regularity of this problem will be a special case of our main result.     

Bifurcation for a free boundary problem modeling the growth of multi-layer tumors

In this paper we study bifurcations for a free boundary problem modeling the growth of multi-layer tumors under the action of inhibitors. An important feature of this problem is that the surface tension effect of the free boundary is taken into account. By reducing this problem into an abstract bifurcation equation in a Banach space, overcoming some technical difficulties and finally using the Crandall–Rabinowitz bifurcation theorem, we prove that this problem has infinitely many branches of bifurcation solutions bifurcating from the flat solution.     

Multiplicative asymptotics of solutions of the first boundary value problem on a half-axis for a parabolic equation with a small parameter

In this work we consider the first boundary value problem for a parabolic equation of second order with a small parameter on a half-axis (i.e., we consider the one-dimensional case). We take the zero initial condition. We construct the global (that is, the caustic points are taken into account) asymptotics of a solution for the boundary value problem. The asymptotic solution of this problem has a different structure depending on the sign of the coefficient (the drift coefficient) at the derivative of first order at a boundary point. The constructed asymptotic solutions are justified.     

Dynamics in dumbbell domains I. Continuity of the set of equilibria

We analyze the dynamics of a reaction-diffusion equation with homogeneous Neumann boundary conditions in a dumbbell domain. We provide an appropriate functional setting to treat this problem and, as a first step, we show in this paper the continuity of the set of equilibria and of its linear unstable manifolds.     

Uniqueness of transonic shock solutions in a duct for steady potential flow

We study the uniqueness of solutions with a transonic shock in a duct in a class of transonic shock solutions, which are not necessarily small perturbations of the background solution, for steady potential flow. We prove that, for given uniform supersonic upstream flow in a straight duct, there exists a unique uniform pressure at the exit of the duct such that a transonic shock solution exists in the duct, which is unique modulo translation. For any other given uniform pressure at the exit, there exists no transonic shock solution in the duct. This is equivalent to establishing a uniqueness theorem for a free boundary problem of a partial differential equation of second order in a bounded or unbounded duct. The proof is based on the maximum/comparison principle and a judicious choice of special transonic shock solutions as a comparison solution.     

On a quasilinear parabolic–elliptic chemotaxis system with logistic source

This paper deals with a quasilinear parabolic–elliptic chemotaxis system with logistic source, under homogeneous Neumann boundary conditions in a smooth bounded domain. For the case of positive diffusion function, it is shown that the corresponding initial boundary value problem possesses a unique global classical solution which is uniformly bounded. Moreover, if the diffusion function is zero at some point, or a positive diffusion function and the logistic damping effect is rather mild, we proved that the weak solutions are global existence. Finally, it is asserted that the solutions approach constant equilibria in the large time for a specific case of the logistic source.     

On maps with given Jacobians involving the heat equation

In this paper we present and analyze two new algorithms to construct a smooth diffeomorphism of a domain with prescribed jacobian function. The first one is free from any restriction on the boundary, while the second one produces a diffeomorphism that coincides with the identity map on the boundary of the domain. Both are based on the solution of an initial value problem for the linear heat equation, and the second also uses solutions of the Stokes system of Fluid Mechanics.     

Heteroclinic orbits between rotating waves of semilinear parabolic equations on the circle

We investigate heteroclinic orbits between equilibria and rotating waves for scalar semilinear parabolic reaction-advection-diffusion equations with periodic boundary conditions. Using zero number properties of the solutions and the phase shift equivariance of the equation, we establish a necessary and sufficient condition for the existence of a heteroclinic connection between any pair of hyperbolic equilibria or rotating waves.     

An integral representation approach for valuing American-style installment options with continuous payment plan

In this paper, we present an integral equation approach for the valuation of American-style installment derivatives when the payment plan is assumed to be a continuous function of the asset price and time. The contribution of this study is threefold. First, we show that in the Black-Scholes model the option pricing problem can be formulated as a free boundary problem under very general conditions on payoff structure and payment schedule. Second, by applying a Fourier transform-based solution technique, we derive a system of coupled recursive integral equations for the pair of free boundaries along with an analytic representation of the option price. Third, based on these results, we propose a unified framework which generalizes the existing methods and is capable of dealing with a wide range of monotonic payoff functions and continuous payment plans. Finally, by using the illustrative example of American vanilla installment call options, an explicit pricing formula is obtained for time-varying payment schedules.     

Inhomogeneous Neumann initial–boundary value problem for the nonlinear Schrödinger equation

We consider the inhomogeneous Neumann initial–boundary value problem for the nonlinear Schrödinger equation, formulated on a half-line. We study traditionally important problems of the theory of nonlinear partial differential equations, such as global in time existence of solutions to the initial–boundary value problem and the asymptotic behavior of solutions for large time.     

Well‐posedness of a parabolic free boundary problem driven by diffusion and surface tension

Well‐posedness and regularity results are shown for a class of free boundary problems consisting of diffusion on a free domain where the boundary movement depends on its mean curvature of the boundary and the diffusion on the boundary, and initial conditions are radially symmetric. Short‐time existence and uniqueness of solutions in a suitable Sobolev space are shown using a fixed‐point argument. Higher regularity is a posteriori. Finally, it is shown that solutions exist globally in time and converge to equilibrium if the boundary movement depends on the mean curvature of the boundary and diffusion in a specific way. A mathematical model describing the swelling of a cell due to osmosis is treated as an example. Copyright © 2014 John Wiley & Sons, Ltd.     

Viscosity solutions for elliptic-parabolic problems

We study an elliptic-parabolic problem appearing in the theory of partially saturated flows in the framework of viscosity solutions. This is part of current investigation to understand the theory of viscosity solutions for PDE problems involving free boundaries. We prove that the problem is well posed in the viscosity setting and compare the results with the weak theory. Dirichlet or Neumann boundary conditions are considered.     

Generation of interfaces for Lotka-Volterra competition-diffusion system with large interaction rates

We discuss the generation and motion of interfaces for Lotka-Volterra competition-diffusion system with large interaction. An asymptotic analysis of solutions shows that the two competing species are segregated and an interface appears on the common boundary of their habitats. The motion of the interface is governed by a free boundary problem. In this paper we establish a mathematical theory for the formation of interfaces (at the initial stage) by using an upper and lower solutions method. In addition, combining our results and a known result for the motion of interfaces (after the initial stage), we obtain some information on the generation and motion of interfaces for given almost any smooth initial data.     

Scattering theory for the Schrödinger equation in some external time-dependent magnetic fields

We study the theory of scattering for a Schrödinger equation in an external time-dependent magnetic field in the Coulomb gauge, in space dimension 3. The magnetic vector potential is assumed to satisfy decay properties in time that are typical of solutions of the free wave equation, and even in some cases to be actually a solution of that equation. That problem appears as an intermediate step in the theory of scattering for the Maxwell-Schrödinger (MS) system. We prove in particular the existence of wave operators and their asymptotic completeness in spaces of relatively low regularity. We also prove their existence or at least asymptotic results going in that direction in spaces of higher regularity. The latter results are relevant for the MS system. As a preliminary step, we study the Cauchy problem for the original equation by energy methods, using as far as possible time derivatives instead of space derivatives.     

Asymptotics for a Symmetric Equation in Price Formation

We study the existence and asymptotics for large time of the solutions to a one dimensional evolution equation with non-standard right-hand side. The right-hand side involves the derivative of the solution computed at a given point. Existence is proven through a fixed point argument. When the problem is considered in a bounded interval, it is shown that the solution decays exponentially to the stationary state. This problem is a particular case of a mean-field free boundary model proposed by Lasry and Lions on price formation and dynamic equilibria. Maria P. Gualdani is supported by the NSF Grant DMS-0807636.     

On the existence of positive solutions and their continuous dependence on functional parameters for some class of elliptic problems

We discuss the existence and the dependence on functional parameters of solutions of the Dirichlet problem for a kind of the generalization of the balance of a membrane equation. Since we shall propose an approach based on variational methods, we treat our equation as the Euler-Lagrange equation for a certain integral functional J. We will not impose either convexity or coercivity of the functional. We develop a duality theory which relates the infimum on a special set X of the energy functional associated with the problem, to the infimum of the dual functional on a corresponding set X^d. The links between minimizers of both functionals give a variational principle and, in consequence, their relation to our boundary value problem. We also present the numerical version of the variational principle. It enables the numerical characterization of approximate solutions and gives a measure of a duality gap between primal and dual functional for approximate solutions of our problem.     

Boundary fluxes for nonlocal diffusion

We study a nonlocal diffusion operator in a bounded smooth domain prescribing the flux through the boundary. This problem may be seen as a generalization of the usual Neumann problem for the heat equation. First, we prove existence, uniqueness and a comparison principle. Next, we study the behavior of solutions for some prescribed boundary data including blowing up ones. Finally, we look at a nonlinear flux boundary condition.     

Reaction-diffusion systems coupled at the boundary and the Morse-Smale property

We study an one-dimensional nonlinear reaction-diffusion system coupled on the boundary. Such system comes from modeling problems of temperature distribution on two bars of same length, jointed together, with different diffusion coefficients.We prove the transversality property of unstable and stable manifolds assuming all equilibrium points are hyperbolic. To this end, we write the system as an equation with noncontinuous diffusion coefficient. We then study the nonincreasing property of the number of zeros of a linearized nonautonomous equation as well as the Sturm-Liouville properties of the solutions of a linear elliptic problem.