No Arabic abstract
We employ a generalization of Einsteins random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient can depend on both the dependent variable and its gradient, and it vanishes when either one of the latter does. It is known that solution of such degenerate equations can exhibit finite speed of propagation (so-called localization property of solutions). We give a proof of this property using a De Giorgi--Ladyzhenskaya iteration procedure for non-divergence-from equations. A mapping theorem is then established to a divergence-form version of the governing equation for the case of one spatial dimension. Numerical results via a finite-difference scheme are used to illustrate the main mathematical results for this special case. For completeness, we also provide an explicit construction of the one-dimensional self-similar solution with finite speed of propagation function, in the sense of Kompaneets--Zeldovich--Barenblatt. We thus show how the finite speed of propagation quantitatively depends on the models parameters.
We considered the generalization of Einsteins model of Brownian motion when the key parameter of the time interval of free jumps degenerates. This phenomenon manifests in two scenarios: a) flow of the fluid, which is highly dispersing like a non-dense gas, and b) flow of fluid far away from the source of flow, when the velocity of the flow is incomparably smaller than the gradient of the pressure. First, we will show that both types of flows can be modeled using the Einstein paradigm. We will investigate the question: What features will particle flow exhibit if the time interval of the free jump is inverse proportional to the density of the fluid and its gradient ? We will show that in this scenario, the flow exhibits localization property, namely: if at some moment of time $t_{0}$ in the region gradient of the pressure or pressure itself is equal to zero, then for some time T during t interval $[ t_{0}, t_0+T ]$ there is no flow in the region. This directly links to Barenblatts finite speed of propagation property for the degenerate equation. The method of proof is very different from Barenblatts method and based on Vespri - Tedeev technique.
We consider the nonlinear damped Klein-Gordon equation [ partial_{tt}u+2alphapartial_{t}u-Delta u+u-|u|^{p-1}u=0 quad text{on} [0,infty)times mathbb{R}^N ] with $alpha>0$, $2 le Nle 5$ and energy subcritical exponents $p>2$. We study the behavior of solutions for which it is supposed that only one nonlinear object appears asymptotically for large times, at least for a sequence of times. We first prove that the nonlinear object is necessarily a bound state. Next, we show that when the nonlinear object is a non-degenerate state or a degenerate excited state satisfying a simplicity condition, the convergence holds for all positive times, with an exponential or algebraic rate respectively. Last, we provide an example where the solution converges exactly at the rate $t^{-1}$ to the excited state.
In this paper, we study the reflected solutions of one-dimensional backward stochastic differential equations driven by G-Brownian motion (RGBSDE for short). The reflection keeps the solution above a given stochastic process. In order to derive the uniqueness of reflected GBSDEs, we apply a martingale condition instead of the Skorohod condition. Similar to the classical case, we prove the existence by approximation via penalization.
This paper deals with the existence of positive solutions for the nonlinear system q(t)phi(p(t)u_{i}(t)))+f^{i}(t,textbf{u})=0,quad 0<t<1,quad i=1,2,...,n. This system often arises in the study of positive radial solutions of nonlinear elliptic system. Here $textbf{u}=(u_{1},...,u_{n})$ and $f^{i}, i=1,2,...,n$ are continuous and nonnegative functions, $p(t), q(t)hbox{rm :} [0,1]to (0,oo)$ are continuous functions. Moreover, we characterize the eigenvalue intervals for (q(t)phi(p(t)u_{i}(t)))+lambda h_{i}(t)g^{i} (textbf{u})=0, quad 0<t<1,quad i=1,2,...,n. The proof is based on a well-known fixed point theorem in cones.
We characterize throughout the spectral range of an optical trap the nature of the noise at play and the ergodic properties of the corresponding Brownian motion of an overdamped trapped single microsphere, comparing experimental, analytical and simulated data. We carefully analyze noise and ergodic properties $(i)$ using the Allan variance for characterizing the noise and $(ii)$ exploiting a test of ergodicity tailored for experiments done over finite times. We derive these two observables in the low-frequency Ornstein-Uhlenbeck trapped-diffusion regime and study analytically their evolution towards the high-frequency Wiener free-diffusion regime, in a very good agreement with simulated and experimental results. This leads to reveal noise and ergodic spectral signatures associated with the distinctive features of both regimes.