Robin-type boundary control problems for the nonlinear Boussinesq type equations

In this paper, we study a linear and a nonlinear boundary control problems arising from viscous flows. The equations are of nonlinear Navier-Stokes type for the velocity and pressure, of transport-diffusion type for the temperature and the salinity. The essential difficulties are due to the nonlinear nature of a part of the boundary conditions and to the nature of the equations: time-dependent, coupled and nonlinear. The existence and the conditions of the uniqueness of the solution, for the variational problem, are studied. The control is of linear or nonlinear Robin-type and acts on a part of the boundary during a time T. The cost function measures the distance between the observed and the computed vorticity. The existence of an optimal control in the admissible set of states and controls is proved. A first order necessary conditions of optimality are obtained.     

On the instability of differential systems with varying delay

The unstable properties of the null solution of the nonautonomous delay system x′(t)=A(t)x(t)+B(t)x(t−r₁(t))+f(t,x(t),x(t−r₂(t))) are examined; the nonconstant delays r₁, r₂ are assumed to be continuous bounded functions. The case A=constant is reviewed, where a theorem, recalling the Perron instability theorem for ordinary differential equations, is obtained.     

Obstructions to Existence in Fast-Diffusion Equations

The study of nonlinear diffusion equations produces a number of peculiar phenomena not present in the standard linear theory. Thus, in the sub-field of very fast diffusion it is known that the Cauchy problem can be ill-posed, either because of non-uniqueness, or because of non-existence of solutions with small data. The equations we consider take the general form u_t=(D(u,u_x)u_x)_x or its several-dimension analogue. Fast diffusion means that D→∞ at some values of the arguments, typically as u→0 or u_x→0. Here, we describe two different types of non-existence phenomena. Some fast-diffusion equations with very singular D do not allow for solutions with sign changes, while other equations admit only monotone solutions, no oscillations being allowed. The examples we give for both types of anomaly are closely related. The most typical examples are v_t=(v_x/∣v∣)_x and u_t=u_xx/∣u_x∣. For these equations, we investigate what happens to the Cauchy problem when we take incompatible initial data and perform a standard regularization. It is shown that the limit gives rise to an initial layer where the data become admissible (positive or monotone, respectively), followed by a standard evolution for all t>0, once the obstruction has been removed.     

On the Dynamics of the Classical Transverse Field Ising Chain

We investigate stationary and travelling wave solutions of a special lattice differential equation in one space dimension. Depending on a parameter λ, results are given on the existence, shape and stability for these kind of solutions. The analysis of travelling wave solutions leads us to a functional differential equation with both forward and backward shifts. The existence of solutions of this equation will be proved by use of the implicit function theorem. In particular, we consider kink solutions and periodic solutions.     

数值求解NDDEs系统的单支方法的非线性稳定性

该文探讨了单支方法关于一类中立型延迟微分方程（ＮＤＤＥｓ）系统的整体稳定性和渐近稳定性．在适当的条件下，获得了单支方法关于ＮＤＤＥｓ系统的一些新的非线性稳定性判据．     

Prolongation of solutions of measure differential equations and dynamic equations on time scales

In this paper, we prove the results on existence and uniqueness of the maximal solutions for measure differential equations, considering more general conditions on functions f and g by using the correspondence between the solutions of these equations and the solutions of generalized ODEs. Moreover, we prove these results for the dynamic equations on time scales, using the correspondence between the solutions of these last equations and the solutions of the measure differential equations.     

The martingale problem for a class of nonlocal operators of diagonal type

We consider systems of stochastic differential equations of the form $$\begin{array}{c}\hfill d{X}_t^i=\sum _{j=1}^d{A}_{ij}\left(X_{t?}\right)d{Z}_t^j\end{array}$$ for $i=1,?,d$ with continuous, bounded and non‐degenerate coefficients. Here $Z_t^1,?,Z_t^d$ are independent one‐dimensional stable processes with ${\alpha }_1,?,{\alpha }_d\in (0,2)$. In this article we research on uniqueness of weak solutions to such systems by studying the corresponding martingale problem. We prove the uniqueness of weak solutions in the case of diagonal coefficient matrices.