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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.
We study the asymptotic behaviour of solutions of the fast diffusion equation near extinction. For a class of initial data, the asymptotic behaviour is described by a singular Barenblatt profile. We complete previous results on rates of convergence to the singular Barenblatt profile by describing a new phenomenon concerning the difference between the rates in time and space.
We propose and analyze a constrained level-set method for semi-automatic image segmentation. Our level-set model with constraints on the level-set function enables us to specify which parts of the image lie inside respectively outside the segmented objects. Such a-priori information can be expressed in terms of upper and lower constraints prescribed for the level-set function. Constraints have the same conceptual meaning as initial seeds of the popular graph-cuts based methods for image segmentation. A numerical approximation scheme is based on the complementary-finite volumes method combined with the Projected successive over-relaxation method adopted for solving constrained linear complementarity problems. The advantage of the constrained level-set method is demonstrated on several artificial images as well as on cardiac MRI data.
This paper concerns the quenching phenomena of a reaction–diffusion equation $u_{t}=u_{xx}+1/(1-u)$ in a one dimensional varying domain $[g(t),h(t)]$, where $g(t)$ and $h(t)$ are two free boundaries evolving by a Stefan condition. We prove that all solutions will quench regardless of the choice of initial data, and we also show that the quenching set is a compact subset of the initial occupying domain and that the two free boundaries remain bounded.
We develop an algebraic approach to constructing short-time asymptotic expansions of solutions of a class of abstract semilinear evolution equations. The expansions are typically valid for both the solution of the equation and its gradient. We apply a perturbation approach based on the symbolic calculus of pseudo-differential operators and heat kernel methods. The construction is explicit and can be done to arbitrary order. All results are rigorously formulated in terms of Banach algebras. As an application we obtain a novel approach to finding approximate solutions of Markovian backward stochastic differential equations.
We prove global well-posedness of the time-dependent degenerate thermistor problem by establishing a uniform-in-time bounded mean ocsillation (BMO) estimate of inhomogeneous parabolic equations. Applying this estimate to the temperature equation, we derive a BMO bound of the temperature uniform with respect to time, which implies that the electric conductivity is an $A_{2}$ weight. The Hölder continuity of the electric potential is then proved by applying the De Giorgi–Nash–Moser estimate for degenerate elliptic equations with an $A_{2}$ coefficient. The uniqueness of the solution is proved based on the established regularity of the weak solution. Our results also imply the existence of a global classical solution when the initial and boundary data are smooth.
Consider the (elliptic) stationary nonlinear reaction–diffusion equation in a sequence of bounded Neumann tubes in a space that is squeezed to a reference curve. It is supposed that the forcing term is square integrable and that the nonlinear one satisfies some growth and dissipative conditions. A norm convergence of the resolvents of the operators associated with the linear terms of such equations is proven, and this fact is used to provide new and simpler proofs of the asymptotic behaviour of the solutions to the full nonlinear equations (previously known in similar singular problems).