In this paper we prove a short time asymptotic expansion of a hypoelliptic heat kernel on a Euclidean space and a compact manifold. We study the ‘cut locus’ case, namely, the case where energy-minimizing paths which join the two points under consideration form not a finite set, but a compact manifold. Under mild assumptions we obtain an asymptotic expansion of the heat kernel up to any order. Our approach is probabilistic and the heat kernel is regarded as the density of the law of a hypoelliptic diffusion process, which is realized as a unique solution of the corresponding stochastic differential equation. Our main tools are S. Watanabe’s distributional Malliavin calculus and T. Lyons’ rough path theory.

This paper studies the magneto-heat coupling model which describes iron loss of conductors and energy exchange between magnetic field and Ohmic heat. The temperature influences Maxwell's equations through the variation of electric conductivity, while electric eddy current density provides the heat equation with Ohmic heat source. It is in this way that Maxwell's equations and the heat equation are coupled together. The system also incorporates the heat exchange between conductors and cooling oil which is poured into and out of the transformer. We propose a weak formulation for the coupling model and establish the well-posedness of the problem. The model is more realistic than the traditional eddy current model in numerical simulations for large power transformers. The theoretical analysis of this paper paves a way for us to design efficient numerical computation of the transformer in the future.

Propagation at a finite speed is established for non-negative weak solutions to a thin-film approximation of the two-phase Muskat problem. The expansion rate of the support matches the scale invariance of the system. Moreover, we determine sufficient conditions on the initial data for the occurrence of waiting time phenomena.

Ill-posedness for the compressible Navier–Stokes equations has been proved by Chen et al. [On the ill-posedness of the compressible Navier–Stokes equations in the critical Besov spaces, Revista Mat. Iberoam.31 (2015), 1375–1402] in critical Besov space $L^{p}$$(p>6)$ framework. In this paper, we prove ill-posedness with the initial data satisfying

$$\begin{eqnarray}\displaystyle \Vert \unicode[STIX]{x1D70C}_{0}-\bar{\unicode[STIX]{x1D70C}}\Vert _{{\dot{B}}_{p,1}^{\frac{3}{p}}}\leqslant \unicode[STIX]{x1D6FF},\quad \Vert u_{0}\Vert _{{\dot{B}}_{6,1}^{-\frac{1}{2}}}\leqslant \unicode[STIX]{x1D6FF}. & & \displaystyle \nonumber\end{eqnarray}$$

$L(a)\unicode[STIX]{x1D6E5}u$

$u\cdot \unicode[STIX]{x1D6FB}u$

This paper considers the Ricci flow coupled with the harmonic map flow between two manifolds. We derive estimates for the fundamental solution of the corresponding conjugate heat equation and we prove an analogue of Perelman's differential Harnack inequality. As an application, we find a connection between the entropy functional and the best constant in the Sobolev embedding theorem in ℝn .

In this paper we consider a system of reaction–diffusion–advection equations with a free boundary, which arises in a competition ecological model in heterogeneous environment. The evolution of the free-boundary problem is discussed, which is an extension of the results of Du and Lin (Discrete Contin. Dynam. Syst. B19 (2014), 3105–3132). Precisely, when u is an inferior competitor, we prove that (u, v) → (0, V) as t→∞. When u is a superior competitor, we prove that a spreading–vanishing dichotomy holds, namely, as t→∞, either h(t)→∞ and (u, v) → (U, 0), or limt→∞h(t) < ∞ and (u, v) → (0, V). Moreover, in a weak competition case, we prove that two competing species coexist in the long run, while in a strong competition case, two species spatially segregate as the competition rates become large. Furthermore, when spreading occurs, we obtain some rough estimates of the asymptotic spreading speed.

The focus of this article is to present the projected finite element method for solving systems of reaction-diffusion equations on evolving closed spheroidal surfaces with applications to pattern formation. The advantages of the projected finite element method are that it is easy to implement and that it provides a conforming finite element discretization which is “logically” rectangular. Furthermore, the surface is not approximated but described exactly through the projection. The surface evolution law is incorporated into the projection operator resulting in a time-dependent operator. The time-dependent projection operator is composed of the radial projection with a Lipschitz continuous mapping. The projection operator is used to generate the surface mesh whose connectivity remains constant during the evolution of the surface. To illustrate the methodology several numerical experiments are exhibited for different surface evolution laws such as uniform isotropic (linear, logistic and exponential), anisotropic, and concentration-driven. This numerical methodology allows us to study new reaction-kinetics that only give rise to patterning in the presence of surface evolution such as the activator-activator and short-range inhibition; long-range activation.

An inverse problem of determining unknown source parameter in a parabolic equation is considered. The variational iteration method (VIM) is presented to solve inverse problems. The solution gives good approximations by VIM. A numerical example shows that the VIM works effectively for an inverse problem.

We consider a scalar conservation law with zero-flux boundary conditions imposed on the boundary of a rectangular multidimensional domain. We study monotone schemes applied to this problem. For the Godunov version of the scheme, we simply set the boundary flux equal to zero. For other monotone schemes, we additionally apply a simple modification to the numerical flux. We show that the approximate solutions produced by these schemes converge to the unique entropy solution, in the sense of [7], of the conservation law. Our convergence result relies on a BV bound on the approximate numerical solution. In addition, we show that a certain functional that is closely related to the total variation is nonincreasing from one time level to the next. We extend our scheme to handle degenerate convection-diffusion equations and for the one-dimensional case we prove convergence to the unique entropy solution.

We investigate a system of singular–degenerate parabolic equations with non-local terms, which can be regarded as a spatially heterogeneous competition model of Lotka–Volterra type. Applying the Leray–Schauder fixed-point theorem, we establish the existence of coexistence periodic solutions to the problem, which, together with the existing literature, gives a complete picture for such a system for all parameters.

We propose and investigate a novel solution strategy to efficiently and accurately compute approximate solutions to semilinear optimal control problems, focusing on the optimal control of phase field formulations of geometric evolution laws. The optimal control of geometric evolution laws arises in a number of applications in fields including material science, image processing, tumour growth and cell motility. Despite this, many open problems remain in the analysis and approximation of such problems. In the current work we focus on a phase field formulation of the optimal control problem, hence exploiting the well developed mathematical theory for the optimal control of semilinear parabolic partial differential equations. Approximation of the resulting optimal control problemis computationally challenging, requiring massive amounts of computational time and memory storage. The main focus of this work is to propose, derive, implement and test an efficient solution method for such problems. The solver for the discretised partial differential equations is based upon a geometric multigrid method incorporating advanced techniques to deal with the nonlinearities in the problem and utilising adaptive mesh refinement. An in-house two-grid solution strategy for the forward and adjoint problems, that significantly reduces memory requirements and CPU time, is proposed and investigated computationally. Furthermore, parallelisation as well as an adaptive-step gradient update for the control are employed to further improve efficiency. Along with a detailed description of our proposed solution method together with its implementation we present a number of computational results that demonstrate and evaluate our algorithms with respect to accuracy and efficiency. A highlight of the present work is simulation results on the optimal control of phase field formulations of geometric evolution laws in 3-D which would be computationally infeasible without the solution strategies proposed in the present work.

We propose amixed spectral method for heat transfer in unbounded domains, using generalised Hermite functions and Legendre polynomials. Some basic results on the mixed generalised Hermite-Legendre orthogonal approximation are established, which plays important roles in spectral methods for various problems defined on unbounded domains. As an example, the mixed generalised Hermite-Legendre spectral scheme is constructed for anisotropic heat transfer. Its convergence is proven, and some numerical results demonstrate the spectral accuracy of this approach.

This paper is concerned with the modified Wigner (respectively, Wigner–Fokker–Planck) Poisson equation. The quantum mechanical model describes the transport of charged particles under the influence of the modified Poisson potential field without (respectively, with) the collision operator. Existence and uniqueness of a global mild solution to the initial boundary value problem in one dimension are established on a weighted $L^{2}$ -space. The main difficulties are to derive a priori estimates on the modified Poisson equation and prove the Lipschitz properties of the appropriate potential term.

In this paper, we study the Cauchy problem for the semilinear heat and Schrödinger equations, with the nonlinear term $f(u)=\unicode[STIX]{x1D706}|u|^{\unicode[STIX]{x1D6FC}}u$ . We show that low regularity of $f$ (i.e., $\unicode[STIX]{x1D6FC}>0$ but small) limits the regularity of any possible solution for a certain class of smooth initial data. We employ two different methods, which yield two different types of results. On the one hand, we consider the semilinear equation as a perturbation of the ODE $w_{t}=f(w)$ . This yields, in particular, an optimal regularity result for the semilinear heat equation in Hölder spaces. In addition, this approach yields ill-posedness results for the nonlinear Schrödinger equation in certain $H^{s}$ -spaces, which depend on the smallness of $\unicode[STIX]{x1D6FC}$ rather than the scaling properties of the equation. Our second method is to consider the semilinear equation as a perturbation of the linear equation via Duhamel’s formula. This yields, in particular, that if $\unicode[STIX]{x1D6FC}$ is sufficiently small and $N$ is sufficiently large, then the nonlinear heat equation is ill-posed in $H^{s}(\mathbb{R}^{N})$ for all $s\geqslant 0$ .

The explosion probability before time t of a branching diffusion satisfies a nonlinear parabolic partial differential equation. This equation, along with the natural boundary and initial conditions, has only the trivial solution, i.e. explosion in finite time does not occur, provided the creation rate does not grow faster than the square power at ∞.

This paper is concerned with the asymptotic behaviour of the lifespan of solutions for a semilinear heat equation with initial datum λφ(x) in hyperbolic space. The growth rates for both λ → 0 and λ → ∞ are determined.

We study classical solutions of the Cauchy problem for a class of non-Lipschitz semilinear parabolic partial differential equations in one spatial dimension with sufficiently smooth initial data. When the nonlinearity is Lipschitz continuous, results concerning existence, uniqueness and continuous dependence on initial data are well established (see, for example, the texts of Friedman and Smoller and, in the context of the present paper, see also Meyer), as are the associated results concerning Hadamard well-posedness. We consider the situations when the nonlinearity is Hölder continuous and when the nonlinearity is upper Lipschitz continuous. Finally, we consider the situation when the nonlinearity is both Hölder continuous and upper Lipschitz continuous. In each case we focus upon the question of existence, uniqueness and continuous dependence on initial data, and thus upon aspects of Hadamard well-posedness.

We study a susceptible–infected–susceptible reaction–diffusion model with spatially heterogeneous disease transmission and recovery rates. A basic reproduction number is defined for the model. We first prove that there exists a unique endemic equilibrium if . We then consider the global attractivity of the disease-free equilibrium and the endemic equilibrium for two cases. If the disease transmission and recovery rates are constants or the diffusion rate of the susceptible individuals is equal to the diffusion rate of the infected individuals, we show that the disease-free equilibrium is globally attractive if , while the endemic equilibrium is globally attractive if .

We consider the zero-resistivity limit for Hasegawa–Wakatani equations in a cylindrical domain when the initial data are Stepanov almost-periodic in the axial direction. First, we prove the existence of a solution to Hasegawa–Wakatani equations with zero resistivity; second, we obtain uniform a priori estimates with respect to resistivity. Such estimates can be obtained in the same way as for our previous results; therefore, the most important contribution of this paper is the proof of the existence of a local-in-time solution to Hasegawa–Wakatani equations with zero resistivity. We apply the theory of Bohr–Fourier series of Stepanov almost-periodic functions to such a proof.