We study local and global Cauchy problems for the Semilinear Parabolic Equations ∂tU - ΔU = P(D) F(U) with initial data in fractional Sobolev spaces Hps(Rn). In most of the studies on this subject, the initial data U0(x) belongs to Lebesgue spaces Lp(Rn) or to supercritical fractional Sobolev spaces Hps(Rn) (s > n/p). Our purpose is to study the intermediate cases (namely for 0 < s < n/p). We give some mapping properties for functions with polynomial growth on subcritical Hps(Rn)...

Global solvability and asymptotics of semilinear parabolic Cauchy problems in ${ℝ}^n$ are considered. Following the approach of A. Mielke [15] these problems are investigated in weighted Sobolev spaces. The paper provides also a theory of second order elliptic operators in such spaces considered over ${ℝ}^n$, $n\in \mathbb{N}$. In particular, the generation of analytic semigroups and the embeddings for the domains of fractional powers of elliptic operators are discussed.

We deal with numerical computation of the nonlinear partial differential equations (PDEs) of Black–Scholes type which incorporate the effect of transaction costs. Our proposed technique surmounts the difficulty of infinite domains and unbounded values of the solutions. Numerical implementation shows the validity of our scheme.

This paper concerns continuous dependence estimates for Hamilton-Jacobi-Bellman-Isaacs operators. We establish such an estimate for the parabolic Cauchy problem in the whole space  [0, +∞) × ℝn and, under some periodicity and either ellipticity or controllability assumptions, we deduce a similar estimate for the ergodic constant associated to the operator. An interesting byproduct of the latter result will be the local uniform convergence for some classes of singular perturbation problems.

We consider the general parabolic equation :$u_t-\Delta b\left(u\right)+divF\left(u\right)=f$ in $Q=]0,T[\times {ℝ}^N,T\>0$ with ${\displaystyle u_0\in L^{\infty }\left({ℝ}^N\right),}$$ for a .... Control of Traveling Solutions in a Loop-Reactor Y. Smagina, M. Sheintuch (2010) Mathematical Modelling of Natural Phenomena We consider the stabilization of a rotating temperature pulse traveling in a continuous asymptotic model of many connected chemical reactors organized in a loop with continuously switching the feed point synchronously with the motion of the pulse solution. We use the switch velocity as control parameter and design it to follow the pulse: the switch velocity is updated at every step on-line using the discrepancy between the temperature at the front... Convergence of the 'relativistic' heat equation to the heat equation as c → ∞. Vicent Caselles (2007) Publicacions Matemàtiques We prove that the entropy solutions of the so-called relativistic heat equation converge to solutions of the heat equation as the speed of light c tends to ∞ for any initial condition u0 ≥ 0 in L1(RN) ∩ L∞(RN). Coupling of transport and diffusion models in linear transport theory Guillaume Bal, Yvon Maday (2002) ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique This paper is concerned with the coupling of two models for the propagation of particles in scattering media. The first model is a linear transport equation of Boltzmann type posed in the phase space (position and velocity). It accurately describes the physics but is very expensive to solve. The second model is a diffusion equation posed in the physical space. It is only valid in areas of high scattering, weak absorption, and smooth physical coefficients, but its numerical solution is much cheaper... Coupling of transport and diffusion models in linear transport theory Guillaume Bal, Yvon Maday (2010) ESAIM: Mathematical Modelling and Numerical Analysis This paper is concerned with the coupling of two models for the propagation of particles in scattering media. The first model is a linear transport equation of Boltzmann type posed in the phase space (position and velocity). It accurately describes the physics but is very expensive to solve. The second model is a diffusion equation posed in the physical space. It is only valid in areas of high scattering, weak absorption, and smooth physical coefficients, but its numerical solution is... Currently displaying 1 – 12 of 12 Page 1 $