No Arabic abstract
The small and large size behavior of stationary solutions to the fragmentation equation with size diffusion is investigated. It is shown that these solutions behave like stretched exponentials for large sizes, the exponent in the exponential being solely given by the behavior of the overall fragmentation rate at infinity. In contrast, the small size behavior is partially governed by the daughter fragmentation distribution and is at most linear, with possibly non-algebraic behavior. Explicit solutions are also provided for particular fragmentation coefficients.
We study the asymptotic large time behavior of singular solutions of the fast diffusion equation $u_t=Delta u^m$ in $({mathbb R}^nsetminus{0})times(0,infty)$ in the subcritical case $0<m<frac{n-2}{n}$, $nge3$. Firstly, we prove the existence of singular solution $u$ of the above equation that is trapped in between self-similar solutions of the form of $t^{-alpha} f_i(t^{-beta}x)$, $i=1,2$, with initial value $u_0$ satisfying $A_1|x|^{-gamma}le u_0le A_2|x|^{-gamma}$ for some constants $A_2>A_1>0$ and $frac{2}{1-m}<gamma<frac{n-2}{m}$, where $beta:=frac{1}{2-gamma(1-m)}$, $alpha:=frac{2beta-1}{1-m},$ and the self-similar profile $f_i$ satisfies the elliptic equation $$ Delta f^m+alpha f+beta xcdot abla f=0quad mbox{in ${mathbb R}^nsetminus{0}$} $$ with $lim_{|x|to0}|x|^{frac{ alpha}{ beta}}f_i(x)=A_i$ and $lim_{|x|toinfty}|x|^{frac{n-2}{m}}{f_i}(x)= D_{A_i} $ for some constants $D_{A_i}>0$. When $frac{2}{1-m}<gamma<n$, under an integrability condition on the initial value $u_0$ of the singular solution $u$, we prove that the rescaled function $$ tilde u(y,tau):= t^{,alpha} u(t^{,beta} y,t),quad{ tau:=log t}, $$ converges to some self-similar profile $f$ as $tautoinfty$.
We investigate the stationary diffusion equation with a coefficient given by a (transformed) Levy random field. Levy random fields are constructed by smoothing Levy noise fields with kernels from the Matern class. We show that Levy noise naturally extends Gaussian white noise within Minlos theory of generalized random fields. Results on the distributional path spaces of Levy noise are derived as well as the amount of smoothing to ensure such distributions become continuous paths. Given this, we derive results on the pathwise existence and measurability of solutions to the random boundary value problem (BVP). For the solutions of the BVP we prove existence of moments (in the $H^1$-norm) under adequate growth conditions on the Levy measure of the noise field. Finally, a kernel expansion of the smoothed Levy noise fields is introduced and convergence in $L^n$ ($ngeq 1$) of the solutions associated with the approximate random coefficients is proven with an explicit rate.
Let $ngeq 3$, $0< m<frac{n-2}{n}$ and $T>0$. We construct positive solutions to the fast diffusion equation $u_t=Delta u^m$ in $mathbb{R}^ntimes(0,T)$, which vanish at time $T$. By introducing a scaling parameter $beta$ inspired by cite{DKS}, we study the second-order asymptotics of the self-similar solutions associated with $beta$ at spatial infinity. We also investigate the asymptotic behavior of the solutions to the fast diffusion equation near the vanishing time $T$, provided that the initial value of the solution is close to the initial value of some self-similar solution and satisfies some proper decay condition at infinity. Depending on the range of the parameter $beta$, we prove that the rescaled solution converges either to a self-similar profile or to zero as $t earrow T$. The former implies asymptotic stabilization towards a self-similar solution, and the latter is a new vanishing phenomenon even for the case $nge3$ and $m=frac{n-2}{n+2},$ which corresponds to the Yamabe flow on $mathbb{R}^n$ with metric $g=u^{frac{4}{n+2}}dx^2$.
We are interested in the large time behavior of the solutions to the growth-fragmentation equation. We work in the space of integrable functions weighted with the principal dual eigenfunction of the growth-fragmentation operator. This space is the largest one in which we can expect convergence to the steady size distribution. Although this convergence is known to occur under fairly general conditions on the coefficients of the equation, we prove that it does not happen uniformly with respect to the initial data when the fragmentation rate in bounded. First we get the result for fragmentation kernels which do not form arbitrarily small fragments by taking advantage of the Dyson-Phillips series. Then we extend it to general kernels by using the notion of quasi-compactness and the fact that it is a topological invariant.
Existence and non-existence of integrable stationary solutions to Smoluchowskis coagulation equation with source are investigated when the source term is integrable with an arbitrary support in (0, $infty$). Besides algebraic upper and lower bounds, a monotonicity condition is required for the coagulation kernel. Connections between integrability properties of the source and the corresponding stationary solutions are also studied.