The equation modelling the evolution of a foam (a complex porous medium consisting of a set of gas bubbles surrounded by liquid films) is solved numerically. This model is described by the reaction–diffusion differential equation with a free boundary. Two numerical methods, namely the fixed-point and the averaging in time and forward differences in space (the Crank–Nicolson scheme), both in combination with Newton’s method, are proposed for solving the governing equations. The solution of Burgers’ equation is considered as a special case. We present the Crank–Nicolson scheme combined with Newton’s method for the reaction–diffusion differential equation appearing in a foam breaking phenomenon.

This paper deals with two-species convolution diffusion-competition models of Lotka–Volterra type with delays which describe more accurate information than the Laplacian diffusion-competition models. We first investigate the existence of travelling wave solutions of a class of nonlocal convolution diffusion systems with weak quasimonotonicity or weak exponential quasimonotonicity by a cross-iteration technique and Schauder’s fixed point theorem. When the results are applied to the convolution diffusion-competition models with delays, we establish the existence of travelling wave solutions as well as asymptotic behaviour.

We introduce certain energy functionals to complex Monge–Ampère equations over bounded domains with inhomogeneous boundary conditions, and use these functionals to show the convergence of solutions to certain parabolic Monge–Ampère equations.

In this paper we establish a priori ${{h}^{1}}$ -estimates in a bounded domain for parabolic equations with vanishing $\text{LMO}$ coefficients.

We present the explicit formulas for the projectors on the generalized eigenspaces associated with some eigenvalues for linear neutral functional differential equations $\left( \text{NFDE} \right)$ in ${{L}^{p}}$ spaces by using integrated semigroup theory. The analysis is based on the main result established elsewhere by the authors and results by Magal and Ruan on non-densely defined Cauchy problem. We formulate the $\text{NFDE}$ as a non-densely defined Cauchy problem and obtain some spectral properties from which we then derive explicit formulas for the projectors on the generalized eigenspaces associated with some eigenvalues. Such explicit formulas are important in studying bifurcations in some semi-linear problems.

We consider a non-local filtration equation of the form

and a porous medium equation, in this case K(u) = um, with some boundary and initial data u0, where 0 < p < 1 and f, f′, f″ > 0. We prove blow-up of solutions for sufficiently large values of the parameter λ > 0 and for any u0 > 0, or for sufficiently large values of u0 > 0 and for any λ λ 0.

The freezing of water to ice is a classic problem in applied mathematics, involving the solution of a diffusion equation with a moving boundary. However, when the water is salty, the transport of salt rejected by ice introduces some interesting twists to the tale. A number of analytic models for the freezing of water are briefly reviewed, ranging from the famous work by Neumann and Stefan in the 1800s, to the mushy zone models coming out of Cambridge and Oxford since the 1980s. The successes and limitations of these models, and remaining modelling issues, are considered in the case of freezing sea-water in the Arctic and Antarctic Oceans. A new, simple model which includes turbulent transport of heat and salt between ice and ocean is introduced and solved analytically, in two different cases—one where turbulence is given by a constant friction velocity, and the other where turbulence is buoyancy-driven and hence depends on ice thickness. Salt is found to play an important role, lowering interface temperatures, increasing oceanic heat flux, and slowing ice growth.

We discuss a Conley index calculation which is of importance in population models with large interaction. In particular, we prove that a certain Conley index is trivial.

This paper is mainly concerned with the critical extinction and blow-up exponents for the homogeneous Dirichlet boundary-value problem of the fast diffusive polytropic filtration equation with reaction sources.

We derive upper Gaussian bounds for the heat kernel on complete, noncompact locally symmetric spaces M=Γ∖X with nonpositive curvature. Our bounds contain the Poincaré series of the discrete group Γ and therefore we also provide upper bounds for this series.

This paper deals the global existence and blow-up properties of the following non-Newton polytropic filtration system with nonlocal source, Under appropriate hypotheses, we prove that the solution either exists globally or blows up in finite time depending on the initial data and the relations between αβ and mn(p−1)(q−1). In the special case, α=n(q−1), β=m(p−1), we also give a criteria for the solution to exist globally or blow up in finite time, which depends on a,b and ζ(x),ϑ(x) as defined in our main results.

This work is concerned with the problem posed in the domain which is not necessary rectangular, and with Our goal is to find some conditions on the coefficient c and the functions ( φi) i=1,2 such that the solution of this problem belongs to the Sobolev space

For a large class of operator inclusions, including those generated by maps of pseudomonotone type, we obtain a general theorem on existence of solutions. We apply this result to some particular examples. This theorem is proved using the method of difference approximations.

We investigate the conditions on a hedger, who overestimates the (time- and level-dependent) volatility, to superreplicate a convex claim on several underlying assets. It is shown that the classic Black-Scholes model is the only model, within a large class, for which overestimation of the volatility yields the desired superreplication property. This is in contrast to the one-dimensional case, in which it is known that overestimation of the volatility with any time- and level-dependent model guarantees superreplication of convex claims.

Let a1… ad be a basis of the Lie algebra g of a connected Lie group G and let M be a Lie subgroup of,G. If dx is a non-zero positive quasi-invariant regular Borel measure on the homogeneous space X = G/M and S: X × G → C is a continuous cocycle, then under a rather weak condition on dx and S there exists in a natural way a (weakly*) continuous representation U of G in Lp (X;dx) for all p ε [1,].

Let Ai be the infinitesimal generator with respect to U and the direction ai, for all i ∈ { 1… d}. We consider n–th order strongly elliptic operators H = ΣcαAα with complex coefficients cα. We show that the semigroup S generated by the closure of H has a reduced heat kernel K and we derive upper bounds for k and all its derivatives.

In this article, we analyse the error induced by the Euler scheme combined with a symmetry procedure near the boundary for the simulation of diffusion processes with an oblique reflection on a smooth boundary. This procedure is easy to implement and, in addition, accurate: indeed, we prove that it yields a weak rate of convergence of order 1 with respect to the time-discretization step.

Using a representation in terms of a two-type branching particle system, we prove that positive solutions of the system remain bounded for suitable bounded initial conditions, provided A and B generate processes with independent increments and one of the processes is transient with a uniform power decay of its semigroup. For the case of symmetric stable processes on R 1,this answers a question raised in [4].

In this paper we extend a theorem of Mallet-Paret and Sell for the existence of an inertial manifold for a scalar-valued reaction diffusion equation to new physical domains ωn ⊂ Rn, n = 2,3. For their result the Principle of Spatial Averaging (PSA), which certain domains may possess, plays a key role for the existence of an inertial manifold. Instead of the PSA, we define a weaker PSA and prove that the domains φn with appropriate boundary conditions for the Laplace operator, δ, satisfy a weaker PSA. This weaker PSA is enough to ensure the existence of an inertial manifold for a specific class of scalar-valued reaction diffusion equations on each domain ωn under suitable conditions.