To save content items to your account,
please confirm that you agree to abide by our usage policies.
If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account.
Find out more about saving content to .
To save content items to your Kindle, first ensure no-reply@cambridge.org
is added to your Approved Personal Document E-mail List under your Personal Document Settings
on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part
of your Kindle email address below.
Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations.
‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi.
‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
This paper deals with the periodic homogenization of nonlocal parabolic Hamilton–Jacobi equations with superlinear growth in the gradient terms. We show that the problem presents different features depending on the order of the nonlocal operator, giving rise to three different cell problems and effective operators. To prove the locally uniform convergence to the unique solution of the Cauchy problem for the effective equation we need a new comparison principle among viscosity semi-solutions of integrodifferential equations that can be of independent interest.
where a : ℝ → [0, ∞) is C1 and a nonincreasing continuous function near the origin, the nonlinear term f : Ω × ℝ → ℝ is a Carathéodory function verifying certain superlinear conditions only at zero, and λ is a positive parameter. The existence of the solution relies on C1-estimates and variational arguments.
where n ⩾ 2, 0 < α, β < 2, a> −α, b > −β and p, q ⩾ 1. By exploiting a direct method of scaling spheres for fractional systems, we prove that if $p \leqslant \frac {n+\alpha +2a}{n-\beta }$, $q \leqslant \frac {n+\beta +2b}{n-\alpha }$, $p+q<\frac {n+\alpha +2a}{n-\beta }+\frac {n+\beta +2b}{n-\alpha }$ and (u, v) is a nonnegative strong solution of the system, then u ≡ v ≡ 0.
A credit default swap (CDS) is an exchange of premium payments for a compensation for the occurrence of a credit event. Counterparty risks refer to defaults of parties holding CDS contracts. In this paper we develop a valuation/pricing model for a CDS subject to counterparty risks. Using the Cox–Ingersoll–Ross (CIR) model for interest rate and first arrival times of Poisson processes with variable intensities for the occurrences of credit default and counterparty defaults, we derive a mathematical formulation and make a full theoretical investigation. In addition, we develop a full theory for the corresponding infinite horizon problem and establish its connection with the asymptotic long expiry behaviour of finite horizon problem. Furthermore, we establish a connection between two major frameworks for default times: the structure model approach and the intensity model approach. We show that a solution of the structure model can be obtained as the limit of a sequence of solutions of intensity models. Regarded as an important theoretical development, we remove a constraint typically imposed on the parameters of the CIR model; that is, the well-posedness (existence, uniqueness and continuous dependence of parameters) of the mathematical model holds for any empirically calibrated parameters for the CIR model.
We consider two-dimensional mass transport to a finite absorbing strip in a uniform shear flow as a model of surface-based biosensors. The quantity of interest is the Sherwood number Sh, namely the dimensionless net flux onto the strip. Considering early-time absorption, it is a function of the Péclet number Pe and the Damköhler number Da, which, respectively, represent the characteristic magnitude of advection and reaction relative to diffusion. With a view towards modelling nanoscale biosensors, we consider the limit Pe«1. This singular limit is handled using matched asymptotic expansions, with an inner region on the scale of the strip, where mass transport is diffusively dominated, and an outer region at distances that scale as Pe-1/2, where advection enters the dominant balance. At the inner region, the mass concentration possesses a point-sink behaviour at large distances, proportional to Sh. A rescaled concentration, normalised using that number, thus possesses a universal logarithmic divergence; its leading-order correction represents a uniform background concentration. At the outer region, where advection by the shear flow enters the leading-order balance, the strip appears as a point singularity. Asymptotic matching with the concentration field in that region provides the Sherwood number as
wherein β is the background concentration. The latter is determined by the solution of the canonical problem governing the rescaled inner concentration, and is accordingly a function of Da alone. Using elliptic-cylinder coordinates, we have obtained an exact solution of the canonical problem, valid for arbitrary values of Da. It is supplemented by approximate solutions for both small and large Da values, representing the respective limits of reaction- and transport-limited conditions.
We prove the existence of multi-soliton and kink-multi-soliton solutions of the Euler–Korteweg system in dimension one. Such solutions behave asymptotically in time like several travelling waves far away from each other. A kink is a travelling wave with different limits at ±∞. The main assumption is the linear stability of the solitons, and we prove that this assumption is satisfied at least in the transonic limit. The proof relies on a classical approach based on energy estimates and a compactness argument.
The Hardy-Rellich inequality in the whole space with the best constant was firstly proved by Tertikas and Zographopoulos in Adv. Math. (2007) in higher dimensions N ⩾ 5. Then it was extended to lower dimensions N ∈ {3, 4} by Beckner in Forum Math. (2008) and Ghoussoub-Moradifam in Math. Ann. (2011) by applying totally different techniques.
In this note, we refine the method implemented by Tertikas and Zographopoulos, based on spherical harmonics decomposition, to give an easy and compact proof of the optimal Hardy–Rellich inequality in any dimension N ⩾ 3. In addition, we provide minimizing sequences which were not explicitly mentioned in the quoted papers in lower dimensions N ∈ {3, 4}, emphasizing their symmetry breaking. We also show that the best constant is not attained in the proper functional space.
Let n ⩾ 3 and 0 < m < (n − 2)/n. We extend the results of Vazquez and Winkler (2011, J. Evol. Equ. 11, no. 3, 725–742) and prove the uniqueness of finite points blow-up solutions of the fast diffusion equation ut = Δum in both bounded domains and ℝn × (0, ∞). We also construct initial data such that the corresponding solution of the fast diffusion equation in bounded domain oscillates between infinity and some positive constant as t → ∞.
This paper concerns the study of some bifurcation properties for the following class of Choquard-type equations:(P)
$$\left\{ {\begin{array}{*{20}{l}}{ - \Delta u = \lambda f(x)\left[ {u + \left( {{I_\alpha }*f( \cdot )H(u)} \right)h(u)} \right],{\rm{ in }} \ {{\mathbb{R}}^3},}\\{{{\lim }_{|x| \to \infty }}u(x) = 0,\quad u(x) > 0,\quad x \in {{\mathbb{R}}^3},\quad u \in {D^{1,2}}({{\mathbb{R}}^3}),}\end{array}} \right.$$
where ${I_\alpha }(x) = 1/|x{|^\alpha },\,\alpha\in (0,3),\,\lambda> 0,\,f:{{\mathbb{R}}^3} \to {\mathbb{R}}$ is a positive continuous function and h : ${\mathbb{R}} \to {\mathbb{R}}$ is a bounded Hölder continuous function. The main tools used are Leray–Schauder degree theory and a global bifurcation result due to Rabinowitz.
The aim of this paper is to provide and numerically test in the presence of measurement noise a procedure for target classification in wave imaging based on comparing frequency-dependent distribution descriptors with precomputed ones in a dictionary of learned distributions. Distribution descriptors for inhomogeneous objects are obtained from the scattering coefficients. First, we extract the scattering coefficients of the (inhomogeneous) target from the perturbation of the reflected waves. Then, for a collection of inhomogeneous targets, we build a frequency-dependent dictionary of distribution descriptors and use a matching algorithm in order to identify a target from the dictionary up to some translation, rotation and scaling.
We study the temporal decay estimate of the Oseen semigroup in a two-dimensional exterior domain. We establish the local energy decay estimate with a suitable dependence on the small translation speed, which is a significant improvement of Hishida’s result in 2016. As an application, we prove the $L^{q}$-$L^{r}$ estimates of the Oseen semigroup uniformly in the small translation speed.
We prove the existence of the global attractor in ${\dot{H}}^{s}$, $s>11/12$ for the weakly damped and forced mKdV on the one-dimensional torus. The existence of global attractor below the energy space has not been known, though the global well-posedness below the energy space has been established. We directly apply the $I$-method to the damped and forced mKdV, because the Miura transformation does not work for the mKdV with damping and forcing terms. We need to make a close investigation into the trilinear estimates involving resonant frequencies, which are different from the bilinear estimates corresponding to the KdV.
Recently we have proposed a monostable reaction-diffusion system to explain the Neolithic transition from hunter-gatherer life to farmer life in Europe. The system is described by a three-component system for the populations of hunter-gatherer (H), sedentary farmer (F1) and migratory one (F2). The conversion between F1 and F2 is specified by such a way that if the total farmers F1 + F2 are overcrowded, F1 actively changes to F2, while if it is less crowded, the situation is vice versa. In order to include this property in the system, the system incorporates a critical parameter (say F0) depending on the development of farming technology in a monotonically increasing way. It determines whether the total farmers are either over crowded (F1 + F2 >F0) or less crowded (F1 + F2 <F0) ( [9, 20]). Previous numerical studies indicate that the structure of travelling wave solutions of the system is qualitatively similar to the one of the Fisher-KPP equation, that the asymptotically expanding velocity of farmers is equal to the minimal velocity (say cm(F0)) of travelling wave solutions, and that cm(F0) is monotonically decreasing as F0 increases. The latter result suggests that the development of farming technology suppresses the expanding velocity of farmers. As a partial analytical result to this property, the purpose of this paper is to consider the two limiting cases where F0 = 0 and F0 → ∞, and to prove cm(0)>cm(∞).
This paper is concerned with the periodic (in time) solutions to an one-dimensional semilinear wave equation with x-dependent coefficients. Such a model arises from the forced vibrations of a nonhomogeneous string and propagation of seismic waves in nonisotropic media. By combining variational methods with saddle point reduction technique, we obtain the existence of at least three periodic solutions whenever the period is a rational multiple of the length of the spatial interval. Our method is based on a delicate analysis for the asymptotic character of the spectrum of the wave operator with x-dependent coefficients, and the spectral properties play an essential role in the proof.
The flow past an obstacle is a fundamental object in fluid mechanics. In 1967 Finn and Smith proved the unique existence of stationary solutions, called the physically reasonable solutions, to the Navier–Stokes equations in a two-dimensional exterior domain modeling this type of flows when the Reynolds number is sufficiently small. The asymptotic behavior of their solution at spatial infinity has been studied in detail and well understood by now, while its stability has remained open due to the difficulty specific to the two-dimensionality. In this paper, we prove that the physically reasonable solutions constructed by Finn and Smith are asymptotically stable with respect to small and well-localized initial perturbations.
where N ≥ 3, a > 0, h : ℝN → (0, + ∞) and f : [0, + ∞) → [0, + ∞) are continuous functions with f having a subcritical growth. The main tool used is the variational method together with estimates that involve the Riesz potential.
In this paper, we study the entire solutions of the Fisher–KPP (Kolmogorov–Petrovsky–Piskunov) equation ut = uxx + f(u) on the half line [0, ∞) with Dirichlet boundary condition at x = 0. (1) For any $c \ge 2\sqrt {f'(0)} $, we show the existence of an entire solution ${{\cal U}^c}(x,t)$ which connects the traveling wave solution φc(x + ct) at t = −∞ and the unique positive stationary solution V(x) at t = +∞; (2) We also construct an entire solution ${{\cal U}}(x,t)$ which connects the solution of ηt = f(η) at t = −∞ and V(x) at t = +∞.
We study a free boundary problem of the form: ut = uxx + f(t, u) (g(t) < x < h(t)) with free boundary conditions h′(t) = −ux(t, h(t)) – α(t) and g′(t) = −ux(t, g(t)) + β(t), where β(t) and α(t) are positive T-periodic functions, f(t, u) is a Fisher–KPP type of nonlinearity and T-periodic in t. This problem can be used to describe the spreading of a biological or chemical species in time-periodic environment, where free boundaries represent the spreading fronts of the species. We study the asymptotic behaviour of bounded solutions. There are two T-periodic functions α0(t) and α*(t; β) with 0 < α0 < α* which play key roles in the dynamics. More precisely, (i) in case 0 < β< α0 and 0 < α < α*, we obtain a trichotomy result: (i-1) spreading, that is, h(t) – g(t) → +∞ and u(t, ⋅ + ct) → 1 with $c\in (-\overline{l},\overline{r})$, where $ \overline{l}:=\frac{1}{T}\int_{0}^{T}l(s)ds$, $\overline{r}:=\frac{1}{T}\int_{0}^{T}r(s)ds$, the T-periodic functions −l(t) and r(t) are the asymptotic spreading speeds of g(t) and h(t) respectively (furthermore, r(t) > 0 > −l(t) when 0 < β < α < α0; r(t) = 0 > −l(t) when 0 < β < α = α0; $0 \gt \overline{r} \gt -\overline{l}$ when 0 < β < α0 < α < α*); (i-2) vanishing, that is, $\lim\limits_{t \to \mathcal {T}}h(t) = \lim\limits_{t \to \mathcal {T}}g(t)$ and $\lim\limits_{t \to \mathcal {T}}\max\limits_{g(t)\leq x\leq h(t)} u(t,x)=0$, where $\mathcal {T}$ is some positive constant; (i-3) transition, that is, g(t) → −∞, h(t) → −∞, $0<\lim\limits_{t \to \infty}[h(t)-g(t)] \lt +\infty$ and u(t, ⋅) → V(t, ⋅), where V is a T-periodic solution with compact support. (ii) in case β ≥ α0 or α ≥ α*, vanishing happens for any solution.
For a family of elliptic operators with periodically oscillating coefficients, $-{\rm div}(A(\cdot /\varepsilon )\nabla )$ with tiny ε > 0, we comprehensively study the first-order expansions of eigenvalues and eigenfunctions (eigenspaces) for both the Dirichlet and Neumann problems in bounded, smooth and strictly convex domains (or more general domains of finite type). A new first-order correction term is introduced to derive the expansion of eigenfunctions in L2 or $H^1_{\rm loc}$. Our results rely on the recent progress on the homogenization of boundary layer problems.
We consider semistable, radially symmetric and increasing solutions of Sk(D2u) = g(u) in the unit ball of ℝn, where Sk(D2u) is the k-Hessian operator of u and g ∈ C1 is a general positive nonlinearity. We establish sharp pointwise estimates for such solutions in a proper weighted Sobolev space, which are optimal and do not depend on the specific nonlinearity g. As an application of these results, we obtain pointwise estimates for the extremal solution and its derivatives (up to order three) of the equation Sk(D2u) = λg(u), posed in B1, with Dirichlet data $u\arrowvert _{B_1}=0$, where g is a continuous, positive, nonincreasing function such that lim t→−∞g(t)/|t|k = +∞.