-estimates for nonlinear parabolic equations with natural growth conditions
Existence of weak solutions and an -estimate are shown for nonlinear nondegenerate parabolic systems with linear growth conditions with respect to the gradient. The -estimate is proved for equations with coefficients continuous with respect to x and t in the general main part, and for diagonal systems with coefficients satisfying the Carathéodory condition.
Consider a one dimensional nonlinear reaction-diffusion equation (KPP equation) with non-homogeneous second order term, discontinuous initial condition and small parameter. For points ahead of the Freidlin-KPP front, the solution tends to 0 and we obtain sharp asymptotics (i.e. non logarithmic). Our study follows the work of Ben Arous and Rouault who solved this problem in the homogeneous case. Our proof is probabilistic, and is based on the Feynman-Kac formula and the large deviation principle...
We consider a financial market with memory effects in which wealth processes are driven by mean-field stochastic Volterra equations. In this financial market, the classical dynamic programming method can not be used to study the optimal investment problem, because the solution of mean-field stochastic Volterra equation is not a Markov process. In this paper, a new method through Malliavin calculus introduced in [1], can be used to obtain the optimal investment in a Volterra type financial market....
We study the boundary layer approximation of the, already classical, mathematical model which describes the discharge of a laminar hot gas in a stagnant colder atmosphere of the same gas. We start by proving the existence and uniqueness of solutions of the nondegenerate problem under assumptions implying that the temperature T and the horizontal velocity u of the gas are strictly positive: T ≥ δ > 0 and u ≥ ε > 0 (here δ and ε are given as boundary conditions in the external atmosphere)....
Our aim here is to study the thermal diffusion phenomenon in a forced convective flow. A system of nonlinear parabolic equations governs the evolution of the mass fractions in multicomponent mixtures. Some existence and uniqueness results are given under suitable conditions on state functions. Then, we present a numerical scheme based on a “mixed finite element” method adapted to a finite volume scheme, of which we give numerical analysis. In a last part, we apply an homogenization technique to...
Our aim here is to study the thermal diffusion phenomenon in a forced convective flow. A system of nonlinear parabolic equations governs the evolution of the mass fractions in multicomponent mixtures. Some existence and uniqueness results are given under suitable conditions on state functions. Then, we present a numerical scheme based on a "mixed finite element"method adapted to a finite volume scheme, of which we give numerical analysis. In a last part, we apply an homogenization technique to...