Stochastic equations for linear random functionals and statistical problems

Linear Random Functionals have been introduced by the author [2] to develop the theory of Kalman filtering for infinite dimensional linear systems. It is reminiscent of the concept of stochastic integral, which it partly generalizes. We compare it to that of cylindrical Wiener processes, introduced by G. Da Prato- J. Zabczyk [4]. Like distributions, linearity limits the power of the tool. We can consider however some non-linear problems. We show that it is a powerful tool to deal with statistical problems in infinite dimensional spaces. For additional relevant references see [1], [6], [7], [3].     

The instability of spiky steady states for a competing species model with cross diffusion

This paper is concerned with the stability/instability of a class of positive spiky steady states for a quasi-linear cross-diffusion system describing two-species competition. By detailed spectral analysis, it is proved that the spiky steady states for the related shadow system are linearly unstable and the spiky steady states for the original cross-diffusion system are non-linearly unstable.     

Local smoothing effects, positivity, and Harnack inequalities for the fast p-Laplacian equation

We study qualitative and quantitative properties of local weak solutions of the fast p-Laplacian equation, t_∂u=Δpu, with 1<p<2. Our main results are quantitative positivity and boundedness estimates for locally defined solutions in domains of Rn×[0,T]. We combine these lower and upper bounds in different forms of intrinsic Harnack inequalities, which are new in the very fast diffusion range, that is when 1<p?2n/(n+1). The boundedness results may be also extended to the limit case p=1, while the positivity estimates cannot.We prove the existence as well as sharp asymptotic estimates for the so-called large solutions for any 1<p<2, and point out their main properties.We also prove a new local energy inequality for suitable norms of the gradients of the solutions. As a consequence, we prove that bounded local weak solutions are indeed local strong solutions, more precisely .     

Large time behavior for a viscous Hamilton-Jacobi equation with Neumann boundary condition

We prove the existence and the uniqueness of strong solutions for the viscous Hamilton-Jacobi equation: with Neumann boundary condition, and initial data μ₀, a continuous function. The domain Ω is a bounded and convex open set with smooth boundary, a∈R,a≠0 and p>0. Then, we study the large time behavior of the solution and we show that for p∈(0,1), the extinction in finite time of the gradient of the solution occurs, while for p?1 the solution converges uniformly to a constant, as t→∞.     

Universal bounds for global solutions of a diffusion equation with a nonlocal reaction term

We consider the nonlinear heat equation with nonlocal reaction term in space , in smoothly bounded domains. We prove the existence of a universal bound for all nonnegative global solutions of this equation. Moreover, in contrast with similar recent results for equations with local reaction terms, this is shown to hold for all p>1. As an interesting by-product of our proof, we derive for this equation a smoothing effect under weaker assumptions than for corresponding problem with local reaction.     

Stable and unstable manifolds for quasilinear parabolic systems with fully nonlinear boundary conditions

We investigate quasilinear systems of parabolic partial differential equations with fully nonlinear boundary conditions on bounded or exterior domains in the setting of Sobolev–Slobodetskii spaces. We establish local wellposedness and study the time and space regularity of the solutions. Our main results concern the asymptotic behavior of the solutions in the vicinity of a hyperbolic equilibrium. In particular, the local stable and unstable manifolds are constructed. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

A quenching criterion for a multi-dimensional parabolic problem due to a concentrated nonlinear source

A multi-dimensional parabolic first initial-boundary value problem with a concentrated nonlinear source is studied. A criterion for its solution to quench, in a finite time t_q, everywhere on the concentrated nonlinear source only is given. An upper bound for t_q is also deduced. For illustration, an example is given.     

Pattern formation in a nonlinear model for animal coats

Several models have been proposed for describing the formation of animal coat patterns. We consider reaction-diffusion models due to Murray, which rely on a Turing instability for the pattern selection. In this paper, we describe the early stages of the pattern formation process for large domain sizes. This includes the selection mechanism and the geometry of the patterns generated by the nonlinear system on one-, two-, and three-dimensional base domains. These results are obtained by an adaptation of results explaining the occurrence of spinodal decomposition in materials science as modeled by the Cahn-Hilliard equation. We use techniques of dynamical systems, viewing solutions of the reaction-diffusion model in terms of nonlinear semiflows. Our results are applicable to any parabolic system exhibiting a Turing instability.     

A note on a fourth order degenerate parabolic equation in higher space dimensions

We are concerned with existence, positivity property and long-time behavior of solutions to the following initial boundary value problem of a fourth order degenerate parabolic equation in higher space dimensions      

The blow-up property for a system of heat equations with nonlinear boundary conditions

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Sharp regularity for evolutionary obstacle problems,interpolative geometries and removable sets

In this paper we prove, by showing that solutions have exactly the same degree of regularity as the obstacle, optimal regularity results for obstacle problems involving evolutionary p-Laplace type operators. A main ingredient, of independent interest, is a new intrinsic interpolative geometry allowing for optimal linearization principles via blow-up analysis at contact points. This also opens the way to the proof of a removability theorem for solutions to evolutionary p-Laplace type equations. A basic feature of the paper is that no differentiability in time is assumed on the obstacle; this is in line with the corresponding linear results.     

Singular and degenerate anisotropic parabolic equations with a nonlinear source

The Dirichlet problem in arbitrary domain for degenerate and singular anisotropic parabolic equations with a nonlinear source term is considered. We state conditions that guarantee the existence and uniqueness of a global weak solution to the problem. A similar result is proved for the parabolic p-Laplace equation.     

Positivity, local smoothing, and Harnack inequalities for very fast diffusion equations

We investigate qualitative properties of local solutions u(t,x)?0 to the fast diffusion equation, t_∂u=Δ(um)/m with m<1, corresponding to general nonnegative initial data. Our main results are quantitative positivity and boundedness estimates for locally defined solutions in domains of the form [0,T]×Ω, with Ω⊆Rd. They combine into forms of new Harnack inequalities that are typical of fast diffusion equations. Such results are new for low m in the so-called very fast diffusion range, precisely for all m?mc=(d−2)/d. The boundedness statements are true even for m?0, while the positivity ones cannot be true in that range.     

Inertial manifolds and normal hyperbolicity

Our aim in this article is to derive an existence theorem of inertial manifolds for fairly general equations with a self-adjoint or nonself-adjoint linear operator in a Banach space setting. A sharp form of the spectral gap condition is given. Many other properties are proven including an interesting characterization of the inertial manifold and the normal hyperbolicity of the inertial manifold.     

Global attractor for a non-autonomous integro-differential equation in materials with memory

The long-time behavior of an integro-differential parabolic equation of diffusion type with memory terms, expressed by convolution integrals involving infinite delays and by a forcing term with bounded delay, is investigated in this paper. The assumptions imposed on the coefficients are weak in the sense that uniqueness of solutions of the corresponding initial value problems cannot be guaranteed. Then, it is proved that the model generates a multivalued non-autonomous dynamical system which possesses a pullback attractor. First, the analysis is carried out with an abstract parabolic equation. Then, the theory is applied to the particular integro-differential equation which is the objective of this paper. The general results obtained in the paper are also valid for other types of parabolic equations with memory.     

Cauchy problem for fast diffusion equation with localized reaction

This paper studies the Cauchy problem for the fast diffusion equation with a localized reaction. We establish the Fujita type theorem to the problem, and then obtain the diffusion-independent blow-up rate for the non-global solutions. Moreover, we prove that the blow-up set for the problem consists of a single point under large initial data. These conclusions are quite different from those for the slow diffusion case.     

Improved spatial decay bounds in generalized heat conduction

This paper deals with heat conduction in a semi-infinite cylinder using the generalized Maxwell-Cattaneo equations. Spatial decay bounds for the temperature and heat flux under two different types of boundary conditions are derived. For fixed time it is shown that in each case the solutions decay in appropriate measure like the exponential of a quadratic function of the distance from the base of the cylinder, whereas in previous work they had been shown to decay only at least as fast as the exponential of a linear function.Received: January 13, 2004     

A note on semilinear heat equation in hyperbolic space

Bandle et al. [1] obtained a quite interesting result about a semilinear heat equation that the Fujita exponent relative to the whole hyperbolic space is just the same as that relative to bounded domain in Euclidean space, and, in addition, the properties of solutions are different in the critical exponent case. Our purpose is to answer an open problem proposed by Bandle et al. for the critical exponent case, and it, together with the one obtained by them, shows that the critical exponent case does belong to the non-blow-up case, which is completely different from the case in Euclidean space.     

A Gamma-convergence argument for the blow-up of a non-local semilinear parabolic equation with Neumann boundary conditions

In this paper we study a simple non-local semilinear parabolic equation in a bounded domain with Neumann boundary conditions. We obtain a global existence result for initial data whose L^∞$L^{\infty }$-norm is less than a constant depending explicitly on the geometry of the domain. A natural energy is associated to the equation and we establish a relationship between the finite-time blow up of solutions and the negativity of their energy. The proof of this result is based on a Gamma-convergence technique.     

A uniqueness result on the solution for a Landau–Lifshitz system with penalization

The author proves the uniqueness of the solution to an evolution Landau–Lifshitz type problem, when the parameter tends to zero. In addition, the unique solution is just a heat flow of a harmonic map. This uniqueness result is derived by establishing a uniform estimate for the solution.