Superdiffusions and removable singularities for quasilinear partial differential equations

To every second-order elliptic differential operator L and to every number α ϵ (1, 2] there is a corresponding measure-valued Markov process X called the (L, α)-superdiffusion. Suppose that Γ is a closed set in R^d. It is known that the following three statements are equivalent: (α) the range of X does not hit Γ; (β) if u ≥ 0 and Lu = u^α in R^d\Γ, then u = 0 (in other words, Γ is a removable singularity for all solutions of equation Lu = u^α); (γ) Cap_2,α′(Γ) = 0 where 1/α + 1/α′ = 1 and Cap_γ,q is the so-called Bessel capacity. The equivalence of (β) and (γ) was established by Baras and Pierre in 1984 and the equivalence of (α) and (β) was proved by Dynkin in 1991. In this paper, we consider sets Γ on the boundary ∂D of a bounded domain D and we establish (assuming that ∂D is smooth) the equivalence of the following three properties: (a) the range of X in D does not hit Γ (b) if u ≥ 0 and Lu = u^α in D, and if u → 0 as x → α ϵ ∂D\Γ, then u = 0; (c) Cap^∂_2/α,α′(Γ) = 0 where Cap^∂_γ-qis the Bessel capacity on ∂D. This implies positive answers to two conjectures posed by Dynkin a few years ago. (The conjectures have already been confirmed for α = 2 and L = Δ in a recent paper of Le Gall.) By using a combination of probabilistic and analytic arguments we not only prove the equivalence of (a)-(c) but also give a new, simplified proof of the equivalence of (α)-(γ). The paper consists of an Introduction (Section 1) and two parts, probabilistic (Sections 2 and 3) and analytic (Sections 4 and 5), that can be read independently. An important probabilistic lemma, stated in the Introduction, is proved in the Appendix. © 1996 John Wiley & Sons, Inc.     

Global solutions of the Laplace equation with a nonlinear dynamical boundary condition

We study the boundedness and a priori bounds of global solutions of the problem Δu=0 in Ω×(0, T), (∂u/∂t) + (∂u/∂ν) = h(u) on ∂Ω×(0, T), where Ω is a bounded domain in ℝ^N, ν is the outer normal on ∂Ω and h is a superlinear function. As an application of our results we show the existence of sign-changing stationary solutions. © 1997 B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

On Blow Up Solutions of a Quasilinear Elliptic Equation

Given a bounded regular domain Ω in ℝ^N, we study existence and asymptotic behaviour of the solutions of the equation Δu + |Du|^q = f(u) in Ω, which diverge on ∂Ω. We extend and complete some results contained in [4].     

Solutions ofLu=u α dominated byL-harmonic functions

LetL be a second order elliptic differential operator on a differentiable manifoldM and let 1 <α≤2. We investigate connections bewween classU of all positive solutions of the equationLu=u ^α and classH of all positiveL-harmonic functions (i.e., solutions of the equationsLh=0). Putu∈U ⁰ ifu∈U and ifu≤h for someh∈H. To everyu∈U ⁰ there corresponds the minimalL-harmonic functionh _u which dominatesu andu→h _u is a 1–1 mapping fromU ⁰ onto a subsetH ⁰ ofH. The inverse mapping associates with everyh∈H ⁰ the maximal element ofU dominated byh. Supposeg(x, dy) is Green's kernel,k(x, y) is the Martin kernel and ?M is the Martin boundary associated withL. A subset Γ of ?M is calledR-polar if it is not hit by the rangeR of the (L, α)-superdiffusion. It is calledM-polar if $\int\limits_M {g\left( {c,dx} \right)[\int\limits_\Gamma {k(x,y)v(dy)]^\alpha } } $ is equal to 0 or ∞ for everyc∈M and every measure ρ. Everyh∈H has a unique representation $h(x) = \int\limits_{\partial M} {k\left( {x,y} \right)v\left( {dy} \right)} $ where ρ is a measure concentrated on the minimal partM ^* of ?M. We show that the condition:

1. ρ(Γ)=0 for allR sets Γ is necessary and the condition:
2. ρ(Γ)=0 for allM-polar sets Γ is sufficient forh to belong toH ⁰. IfM is a bounded domain of classC ^{2, λ} in ? ^d , then conditions (a) and (b) are equivalent and therefore each of them characterizesH ⁰. This was conjectured by Dynkin a few years ago and proved in a recent paper of Le Gall forL=Δ, α=2 and domains of classC ⁵.

     

On a Free Boundary Problem

This paper considers a discontinuous semilinear elliptic problem: \[ -\Delta u=g(u)H(u-\mu )\quad \text{in }\Omega,\qquad u=h\quad \text{on }% \partial \Omega, \] −Δu=g(u)H(u−μ) in Ω, u=h on ∂Ω, where H is the Heaviside function, μ a real parameter and Ω the unit ball in ℝ². We deal with the existence of solutions under suitable conditions on g, h, and μ. It is shown that the free boundary, i.e. the set where u=μ, is sufficiently smooth.     

Existence and Uniqueness of Strong Solutions for a Class of Quasi‐Linear Hyperbolic Equations with Order Degeneration

Let k(y) > 0, 𝓁(y) > 0 for y > 0, k(0) = 𝓁(0) = 0 and lim_{y → 0}k(y)/𝓁(y) exists; then the equation L(u) ≔ k(y)u_xx – ∂_y(𝓁(y)u_y) + a(x, y)u_x = f(x, y, u) is strictly hyperbolic for y > 0 and its order degenerates on the line y = 0. Consider the boundary value problem Lu = f(x, y, u) in G, u|_AC = 0, where G is a simply connected domain in ℝ² with piecewise smooth boundary ∂G = AB∪AC∪BC; AB = {(x, 0) : 0 ≤ x ≤ 1}, AC : x = F(y) = ∫^y₀(k(t)/𝓁(t))^1/2dt and BC : x = 1 – F(y) are characteristic curves. Existence of generalized solution is obtained by a finite element method, provided f(x, y, u) satisfies Carathéodory condition and |f(x, y, u)| ≤ Q(x, y) + b|u| with Q ∈ L²(G), b = const > 0. It is shown also that each generalized solution is a strong solution, and that fact is used to prove uniqueness under the additional assumption |f(x, y, u₁) – f(x, y, u₂| ≤ C|u₁ – u₂|, where C = const > 0.     

A support property for infinite-dimensional interacting diffusion processes

The Dirichlet form associated with the intrinsic gradient on Poisson space is known to be quasi-regular on the complete metric space Γ = {ℤ₊-valued Radon measures on ℝ^d}. We show that under mild conditions, the set Γ\Γ is ɛ-exceptional, where Γ is the space of locally finite configurations in ℝ^d, that is, measures γ ε Γ satisfying sup_xε, γ({x}) ≤ 1. Thus, the associated diffusion lives on the smaller space Γ. This result also holds for Gibbs measures with superstable interactions.     

Fine topology and fine trace on the boundary associated with a class of semilinear differential equations

We investigate the set of all positive solutions of a semilinear equation Lu = ψ(u) where L is a second-order elliptic differential operator in a domain E of ℝ^d or, more generally, in a Riemannian manifold and ψ belongs to a wide class of convex functions that contains ψ(u) = u^α for all α > 1. We define boundary singularities of a solution u in terms of points of rapid growth of the right derivative ψ⁺ (u), we introduce a fine topology and a fine trace of u on the Martin boundary, and we construct the minimal solution for every possible value of this trace. © 1998 John Wiley & Sons, Inc.     

Adaptives quadratures and fractional IDEs: Applications in image processing

In this paper we show adaptive time discretizations of a fractional integro–differential equation ∂^α_tu = Δu + f, where A is a linear operator in a complex Banach space X and ∂^α_t stands for the fractional time derivative, for 1 < α < 2. Some numerical illustrations are provided showing practical applications where the computational cost is one of drawbacks, e.g., some problems related to images processing. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Intersections and Translative Integral Formulas for Boundaries of Convex Bodies

Let K, L ⊂ ℝⁿ be two convex bodies with non–empty interiors and with boundaries ∂K, ∂L, and let χ denote the Euler characteristic as defined in singular homology theory. We prove two translative integral formulas involving boundaries of convex bodies. It is shown that the integrals of the functions t ↦ χ(∂K ∩ (∂L + t)) and t ↦ χ(∂K ∩ (L + t)), t ∈ ℝⁿ, with respect to an n–dimensional Haar measure of ℝⁿ can be expressed in terms of certain mixed volumes of K and L. In the particular case where K and L are outer parallel bodies of convex bodies at distance r > 0, the result will be deduced from a recent (local) translative integral formula for sets with positive reach. The general case follows from this and from the following (global) topological result. Let K_r, L_r denote the outer parallel bodies of K, L at distance r ≥ 0. Establishing a conjecture of Firey (1978), we show that the homotopy type of ∂K_r ∩ ∂L_r and ∂K_r ∩ L_r, respectively, is independent of r ≥ 0 if K° ∩ L° ≠ ∅︁ and if ∂K and ∂L intersect almost transversally.As an immediate consequence of our translative integral formulas, we obtain a proof for two kinematic formulas which have also been conjectured by Firey .     

On the existence of shock fronts for a Burgers equation with a singular source term

In this paper we consider the Cauchy problem for the equation ∂u/∂t + u ∂u/∂x + u/x = 0 for x > 0, t ⩾ 0, with u(x, 0) = u⁰₋(x) for x < x₀, u(x, 0) = u⁰₊(x) for x > x₀, u⁰₋(x₀) > u⁰₊(x₀). Following the ideas of Majda, 1984 and Lax, 1973, we construct, for smooth u⁰₋ and u⁰₊, a global shock front weak solution u(x, t) = u₋(x, t) for x < ϕ(t), u(x, t) = u₊(x, t) for x > ϕ(t), where u₋ and u₊ are the strong solutions corresponding (respectively) to u⁰₋ and u⁰₊ and the curve t → ϕ(t) is defined by dϕ/dt (t) = 1/2[u₋(ϕ(t), t) + u₊(ϕ(t), t)], t ⩾ 0 and ϕ(0) = x₀. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

Generalized Stokes resolvent equations in an infinite layer with mixed boundary conditions

In this paper we prove unique solvability of the generalized Stokes resolvent equations in an infinite layer Ω₀ = ℝ^{n –1} × (–1, 1), n ≥ 2, in L^q ‐Sobolev spaces, 1 < q < ∞, with slip boundary condition of on the “upper boundary” ∂Ω⁺₀ = ℝ^{n –1} × {1} and non‐slip boundary condition on the “lower boundary” ∂Ω^–₀ = ℝ^{n –1} × {–1}. The solution operator to the Stokes system will be expressed with the aid of the solution operators of the Laplace resolvent equation and a Mikhlin multiplier operator acting on the boundary. The present result is the first step to establish an L^q ‐theory for the free boundary value problem studied by Beale [9] and Sylvester [22] in L ²‐spaces. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Reaction diffusion equations with non-linear boundary conditions,blowup and steady states

In this paper we study the following problem: u_t−Δu=−f(u) in Ω×(0, T)≡Q_T, ∂u ∂n=g(u) on ∂Ω×(0, T)≡S_T, u(x, 0)=u₀(x) in Ω , where Ω⊂ℝ^N is a smooth bounded domain, f and g are smooth functions which are positive when the argument is positive, and u₀(x)>0 satisfies some smooth and compatibility conditions to guarantee the classical solution u(x, t) exists. We first obtain some existence and non-existence results for the corresponding elliptic problems. Then, we establish certain conditions for a finite time blow-up and global boundedness of the solutions of the time-dependent problem. Further, we analyse systems with same kind of boundary conditions and find some blow-up results. In the last section, we study the corresponding elliptic problems in one-dimensional domain. Our main method is the comparison principle and the construction of special forms of upper–lower solutions using related equations. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

Principal Eigenvalues and Anti – Maximum Principle for Some Quasilinear Elliptic Equations on ℝN

We improve some previous existence and nonexistence results for positive principal eigenvalues of the problem —Δ_pu = λg(x)ψ^p(u), x ∈ ℝ^N, lim_{‖x‖⇒+∞}u(x) = 0. Also we discuss existence, nonexistence and antimaximum principle questions concerning the perturbed problem —Δ_pu = λg(x)ψ^p(u) + f(x), x∈ ℝ^N.     

Two-point boundary value problems for the generalized Bagley-Torvik fractional differential equation

We investigate the fractional differential equation u″ + A ^c D ^α u = f(t, u, ^c D ^μ u, u′) subject to the boundary conditions u′(0) = 0, u(T)+au′(T) = 0. Here α ∈ (1, 2), µ ∈ (0, 1), f is a Carathéodory function and ^c D is the Caputo fractional derivative. Existence and uniqueness results for the problem are given. The existence results are proved by the nonlinear Leray-Schauder alternative. We discuss the existence of positive and negative solutions to the problem and properties of their derivatives.     

Global existence,asymptotic behaviour,and global non‐existence of solutions for damped non‐linear wave equations of Kirchhoff type in the whole space

We study the global existence, asymptotic behaviour, and global non‐existence (blow‐up) of solutions for the damped non‐linear wave equation of Kirchhoff type in the whole space: u_tt+u_t=(a+b∥∇u∥^2γ)Δu+∣u∣^αu in ℝ^N×ℝ₊ for a, b⩾0, a+b>0, γ⩾1, and α>0, with initial data u(x, 0)=u₀(x) and u_t(x, 0)=u₁(x). Copyright © 2000 John Wiley & Sons, Ltd.     

Lower-semicontinuity result for the two-scale convergence

Let (m, n) ∈ ℕ², Ω an open bounded domain in ℝ^m , Y = [0, 1]^m ; u^ε in (L²(Ω))ⁿ which is two-scale converges to some u in (L²(Ω × Y))ⁿ . Let φ: Ω × ℝ^m × ℝⁿ → ℝ such that: φ(x, ·, ·) is continuous a.e. x ∈ Ω φ(·, y, z) is measurable for all (y, z) in ℝ^m × ℝⁿ , φ(x, ·, z) is 1-periodic in y, φ(x, y, ·) is convex in z. Assume that there exist a constant C₁ > 0 and a function C₂ ∈ L²(Ω) such that

     

Many Solutions of Elliptic Problems on R n of Irrational Slope

ABSTRACT

We consider the problem ? Δ u + F _u (x, u) = 0 on R ⁿ , where F is a smooth function periodic of period 1 in all its variables. We show that, under suitable hypotheses on F, this problem has a family of non-self-intersecting solutions u _D , which are at finite distance from a plane of slope (ω,0,…,0) with ω irrational. These solutions depend on a real parameter D; if D ≠ D ^′, then the closures of the integer translates of u _D and of u _{D ^′} do not intersect.     

Nontangential Limits and Fatou-Type Theorems on Post-Critically Finite Self-Similar Sets

In this paper we study the boundary limit properties of harmonic functions on ℝ₊×K, the solutions u(t,x) to the Poisson equation

Obstacle Problems with Linear Growth: Hölder Regularity for the Dual Solution

For a strictly convex integrand f : ℝⁿ → ℝ with linear growth we discuss the variational problem among mappings u : ℝⁿ ⊃ Ω → ℝ of Sobolev class W¹₁ with zero trace satisfying in addition u ≥ ψ for a given function ψ such that ψ|_∂Ω < 0. We introduce a natural dual problem which admits a unique maximizer σ. In further sections the smoothness of σ is investigated using a special J-minimizing sequence with limit u* ∈ C^1,α (Ω) for which the duality relation holds.