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We are interested in the law of the first passage time of an Ornstein–Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter family of functional transformations of a time-varying boundary. For specific values of the parameters, these transformations appear in a realisation of a standard Ornstein–Uhlenbeck bridge. We provide three different proofs of this connection. The first is based on a similar result for Brownian motion, the second uses a generalisation of the so-called Gauss–Markov processes, and the third relies on the Lie group symmetry method. We investigate the properties of these transformations and study the algebraic and analytical properties of an involution operator which is used in constructing them. We also show that these transformations map the space of solutions of Sturm–Liouville equations into the space of solutions of the associated nonlinear ordinary differential equations. Lastly, we interpret our results through the method of images and give new examples of curves with explicit first passage time densities.
In a smoothly bounded domain $\Omega \subset \mathbb{R}^n$, $n\ge 1$, this manuscript considers the homogeneous Neumann boundary problem for the chemotaxis system
\begin{eqnarray*} \left \{ \begin{array}{l} u_t = \Delta u - \nabla \cdot (u\nabla v), \\[5pt] v_t = \Delta v + u - \alpha uv, \end{array} \right . \end{eqnarray*}
with parameter $\alpha \gt 0$ and with coincident production and uptake of attractants, as recently emphasized by Dallaston et al. as relevant for the understanding of T-cell dynamics.
It is shown that there exists $\delta _\star =\delta _\star (n)\gt 0$ such that for any given $\alpha \ge \frac{1}{\delta _\star }$ and for any suitably regular initial data satisfying $v(\cdot, 0)\le \delta _\star$, this problem admits a unique classical solution that stabilizes to the constant equilibrium $(\frac{1}{|\Omega |}\int _\Omega u(\cdot, 0), \, \frac{1}{\alpha })$ in the large time limit.
For the special case $\eta =0$, fruitful results have been achieved since Tao and Winkler's work in 2011. However, there is no any progress for the general case $\eta >0$ in the past ten years. In this paper, we analysed some commonly used research methods when $\eta =0$, and found that these methods are completely unsuitable for situations where $\eta >0$. By introducing some new forms of functionals, we reconstruct the relationship between the haptotactic term and the nonlinear diffusion term, and ultimately prove the global existence of weak solutions. This result improves and perfects a series of works previously presented in the literature.
Infection mechanism plays a significant role in epidemic models. To investigate the influence of saturation effect, a nonlocal (convolution) dispersal susceptible-infected-susceptible epidemic model with saturated incidence is considered. We first study the impact of dispersal rates and total population size on the basic reproduction number. Yang, Li and Ruan (J. Differ. Equ. 267 (2019) 2011–2051) obtained the limit of basic reproduction number as the dispersal rate tends to zero or infinity under the condition that a corresponding weighted eigenvalue problem has a unique positive principal eigenvalue. We remove this additional condition by a different method, which enables us to reduce the problem on the limiting profile of the basic reproduction number into that of the spectral bound of the corresponding operator. Then we establish the existence and uniqueness of endemic steady states by a equivalent equation and finally investigate the asymptotic profiles of the endemic steady states for small and large diffusion rates to provide reference for disease prevention and control, in which the lack of regularity of the endemic steady state and Harnack inequality makes the limit function of the sequence of the endemic steady state hard to get. Finally, we find whether lowing the movements of susceptible individuals can eradicate the disease or not depends on not only the sign of the difference between the transmission rate and the recovery rate but also the total population size, which is different from that of the model with standard or bilinear incidence.
This paper investigates the separation property in binary phase-segregation processes modelled by Cahn-Hilliard type equations with constant mobility, singular entropy densities and different particle interactions. Under general assumptions on the entropy potential, we prove the strict separation property in both two and three-space dimensions. Namely, in 2D, we notably extend the minimal assumptions on the potential adopted so far in the literature, by only requiring a mild growth condition of its first derivative near the singular points $\pm 1$, without any pointwise additional assumption on its second derivative. For all cases, we provide a compact proof using De Giorgi’s iterations. In 3D, we also extend the validity of the asymptotic strict separation property to the case of fractional Cahn-Hilliard equation, as well as show the validity of the separation when the initial datum is close to an ‘energy minimizer’. Our framework offers insights into statistical factors like particle interactions, entropy choices and correlations governing separation, with broad applicability.
Flowering plants depend on some animals for pollination and contribute to nourish the animals in natural environments. We call these animals pollinators and build a plants-pollinators cooperative model with impulsive effect on a periodically evolving domain. Next, we define the ecological reproduction index for single plant model and plants-pollinators system, respectively, whose threshold dynamics, including the extinction, persistence and coexistence, is established by the method of upper and lower solutions. Theoretical analysis shows that a large domain evolution rate has a positive influence on the survival of pollinators whether or not the impulsive effect occurs, and the pulse eliminates the pollinators even when the evolution rate is high. Moreover, some selective numerical simulations are still performed to explain our theoretical results.
in a bounded domain $\Omega \subset \mathbb {R}^N(N=3,\,4,\,5)$ with smooth boundary $\partial \Omega$. It is shown that if $m>\max \{1,\,\frac {3N-2}{2N+2}\}$, for any reasonably smooth nonnegative initial data, the corresponding no-flux type initial-boundary value problem possesses a globally bounded weak solution. Furthermore, we prove that the solution converges to the spatially homogeneous equilibrium $(\bar {u}_0,\,0)$ in an appropriate sense as $t\rightarrow \infty$, where $\bar {u}_0=\frac {1}{|\Omega |}\int _\Omega u_0$. This result not only partly extends the previous global boundedness result in Fan and Jin (J. Math. Phys.58 (2017), 011503) and Wang and Xiang (Z. Angew. Math. Phys.66 (2015), 3159–3179) to $m>\frac {3N-2}{2N}$ in the case $N\geq 3$, but also partly improves the global existence result in Zheng and Wang (Discrete Contin. Dyn. Syst. Ser. B22 (2017), 669–686) to $m>\frac {3N}{2N+2}$ when $N\geq 2$.
Existence of specific eternal solutions in exponential self-similar form to the following quasilinear diffusion equation with strong absorption
\[ \partial_t u=\Delta u^m-|x|^{\sigma}u^q, \]
posed for $(t,\,x)\in (0,\,\infty )\times \mathbb {R}^N$, with $m>1$, $q\in (0,\,1)$ and $\sigma =\sigma _c:=2(1-q)/ (m-1)$ is proved. Looking for radially symmetric solutions of the form
we show that there exists a unique exponent $\beta ^*\in (0,\,\infty )$ for which there exists a one-parameter family $(u_A)_{A>0}$ of solutions with compactly supported and non-increasing profiles $(f_A)_{A>0}$ satisfying $f_A(0)=A$ and $f_A'(0)=0$. An important feature of these solutions is that they are bounded and do not vanish in finite time, a phenomenon which is known to take place for all non-negative bounded solutions when $\sigma \in (0,\,\sigma _c)$.
For $s\in [\tfrac {1}{2},\, 1)$, let $u$ solve $(\partial _t - \Delta )^s u = Vu$ in $\mathbb {R}^{n} \times [-T,\, 0]$ for some $T>0$ where $||V||_{ C^2(\mathbb {R}^n \times [-T, 0])} < \infty$. We show that if for some $0<\mathfrak {K} < T$ and $\epsilon >0$
We analyse the asymptotic dynamics of quasilinear parabolic equations when solutions may grow up (i.e. blow up in infinite time). For such models, there is a global attractor which is unbounded and the semiflow induces a nonlinear dynamics at infinity by means of a Poincaré projection. In case the dynamics at infinity is given by a semilinear equation, then it is gradient, consisting of the so-called equilibria at infinity and their corresponding heteroclinics. Moreover, the diffusion and reaction compete for the dimensionality of the induced dynamics at infinity. If the equilibria are hyperbolic, we explicitly prove the occurrence of heteroclinics between bounded equilibria and/or equilibria at infinity. These unbounded global attractors describe the space of admissible initial data at event horizons of certain black holes.
In this paper, we analyse Turing instability and bifurcations in a host–parasitoid model with nonlocal effect. For a ordinary differential equation model, we provide some preliminary analysis on Hopf bifurcation. For a reaction–diffusion model with local intraspecific prey competition, we first explore the Turing instability of spatially homogeneous steady states. Next, we show that the model can undergo Hopf bifurcation and Turing–Hopf bifurcation, and find that a pair of spatially nonhomogeneous periodic solutions is stable for a (8,0)-mode Turing–Hopf bifurcation and unstable for a (3,0)-mode Turing–Hopf bifurcation. For a reaction–diffusion model with nonlocal intraspecific prey competition, we study the existence of the Hopf bifurcation, double-Hopf bifurcation, Turing bifurcation, and Turing–Hopf bifurcation successively, and find that a spatially nonhomogeneous quasi-periodic solution is unstable for a (0,1)-mode double-Hopf bifurcation. Our results indicate that the model exhibits complex pattern formations, including transient states, monostability, bistability, and tristability. Finally, numerical simulations are provided to illustrate complex dynamics and verify our theoretical results.
We investigate an inverse boundary value problem of determination of a nonlinear law for reaction-diffusion processes, which are modeled by general form semilinear parabolic equations. We do not assume that any solutions to these equations are known a priori, in which case the problem has a well-known gauge symmetry. We determine, under additional assumptions, the semilinear term up to this symmetry in a time-dependent anisotropic case modeled on Riemannian manifolds, and for partial data measurements on ${\mathbb R}^n$.
Moreover, we present cases where it is possible to exploit the nonlinear interaction to break the gauge symmetry. This leads to full determination results of the nonlinear term. As an application, we show that it is possible to give a full resolution to classes of inverse source problems of determining a source term and nonlinear terms simultaneously. This is in strict contrast to inverse source problems for corresponding linear equations, which always have the gauge symmetry. We also consider a Carleman estimate with boundary terms based on intrinsic properties of parabolic equations.
Conventional preytaxis systems assume that prey-tactic velocity is proportional to the prey density gradient. However, many experiments exploring the predator–prey interactions show that it is the predator’s acceleration instead of velocity that is proportional to the prey density gradient in the prey-tactic movement, which we call preytaxis with prey-induced acceleration. Mathematical models of preytaxis with prey-induced acceleration were proposed by Arditi et al. ((2001) Theor. Popul. Biol. 59(3), 207–221) and Sapoukhina et al. ((2003) Am. Nat. 162(1), 61–76) to interpret the spatial heterogeneity of predators and prey observed in experiments. This paper is devoted to exploring the qualitative behaviour of such preytaxis systems with prey-induced acceleration and establishing the global existence of classical solutions with uniform-in-time bounds in all spatial dimensions. Moreover, we prove the global stability of spatially homogeneous prey-only and coexistence steady states with decay rates under certain conditions on system parameters. For the parameters outside the stability regime, we perform linear stability analysis to find the possible patterning regimes and use numerical simulations to demonstrate that spatially inhomogeneous time-periodic patterns will typically arise from the preytaxis system with prey-induced acceleration. Noticing that conventional preytaxis systems are unable to produce spatial patterns, our results imply that the preytaxis with prey-induced acceleration is indeed more appropriate than conventional preytaxis to interpret the spatial heterogeneity resulting from predator–prey interactions.
In this paper, we consider reaction-diffusion epidemic models with mass action or standard incidence mechanism and study the impact of limiting population movement on disease transmissions. We set either the dispersal rate of the susceptible or infected people to zero and study the corresponding degenerate reaction-diffusion model. Our main approach to study the global dynamics of these models is to construct delicate Lyapunov functions. Our results show that the consequences of limiting the movement of susceptible or infected people depend on transmission mechanisms, model parameters and population size.
This article is devoted to the analysis of the parabolic–parabolic chemotaxis system with multi-components over $\mathbb{R}^2$. The optimal small initial condition on the global existence of solutions for multi-species chemotaxis model in the fully parabolic situation had not been attained as far as the author knows. In this paper, we prove that under the sub-critical mass condition, any solutions to conflict-free system exist globally. Moreover, the global existence of solutions to system with strong self-repelling effect has been discussed even for large initial data. The proof is based on the modified free energy functional and the Moser–Trudinger inequality for system.
We generalize the one-dimensional population model of Anguige & Schmeiser [1] reflecting the cell-to-cell adhesion and volume filling and classify the resulting equation into the six types. Among these types, we fix one that yields a class of advection-diffusion equations of forward-backward-forward type and prove the existence of infinitely many global-in-time weak solutions to the initial-Dirichlet boundary value problem when the maximum value of an initial population density exceeds a certain threshold. Such solutions are extracted from the method of convex integration by Müller & Šverák [12]; they exhibit fine-scale density mixtures over a finite time interval, then become smooth and identical, and decay exponentially and uniformly to zero as time approaches infinity. TE check: Please check the reference citation in abstract.
In this paper, we study the Dirichlet problem of Hessian quotient equations of the form $S_k(D^2u)/S_l(D^2u)=g(x)$ in exterior domains. For $g\equiv \mbox {const.}$, we obtain the necessary and sufficient conditions on the existence of radially symmetric solutions. For g being a perturbation of a generalized symmetric function at infinity, we obtain the existence of viscosity solutions by Perron’s method. The key technique we develop is the construction of sub- and supersolutions to deal with the non-constant right-hand side g.
In this work, we carry out an analytical and numerical investigation of travelling waves representing arced vegetation patterns on sloped terrains. These patterns are reported to appear also in ecosystems which are not water deprived; therefore, we study the hypothesis that their appearance is due to plant–soil negative feedback, namely due to biomass-(auto)toxicity interactions.
To this aim, we introduce a reaction-diffusion-advection model describing the dynamics of vegetation biomass and toxicity which includes the effect of sloped terrains on the spatial distribution of these variables. Our analytical investigation shows the absence of Turing patterns, whereas travelling waves (moving uphill in the slope direction) emerge. Investigating the corresponding dispersion relation, we provide an analytic expression for the asymptotic speed of the wave. Numerical simulations not only just confirm this analytical quantity but also reveal the impact of toxicity on the structure of the emerging travelling pattern.
Our analysis represents a further step in understanding the mechanisms behind relevant plants‘ spatial distributions observed in real life. In particular, since vegetation patterns (both stationary and transient) are known to play a crucial role in determining the underlying ecosystems’ resilience, the framework presented here allows us to better understand the emergence of such structures to a larger variety of ecological scenarios and hence improve the relative strategies to ensure the ecosystems’ resilience.
We provide a natural simple argument using anistropic flows to prove the existence of weak solutions to Lutwak’s $L^p$-Minkowski problem on $S^n$ which were obtained by other methods.