Semilinear Parabolic Equations Research Articles

Solvability of a semilinear parabolic equation on Riemannian manifolds

Solvability of a semilinear parabolic equation on Riemannian manifolds

Strong Stability for a Viscoelastic Transmission Problem under a Nonlocal Boundary Control

The purpose of this paper is to consider a transmission problem of a viscoelastic wave with nonlocal boundary control. It should be noted that the present paper is based on the previous C. G. Gal and M. Warma works, together with H. Atoui and A. Benaissa. Namely, they focused on a transmission problem consisting of a semilinear parabolic equation in a general non-smooth setting with an emphasis on rough interfaces and nonlinear dynamic (possibly, nonlocal) boundary conditions along the interface, where a transmission problem in the presence of a boundary control condition of a nonlocal type was investigated in these papers. Owing to the semigroup theory, we prove the question of well-posedness. For the very rare cases, we combined between the frequency domain approach and the Borichev–Tomilov theorem to establish strong stability results.

Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations

Recently, so-called full-history recursive multilevel Picard (MLP) approximation schemes have been introduced and shown to overcome the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (PDEs) with Lipschitz nonlinearities. The key contribution of this article is to introduce and analyze a new variant of MLP approximation schemes for certain semilinear elliptic PDEs with Lipschitz nonlinearities and to prove that the proposed approximation schemes overcome the curse of dimensionality in the numerical approximation of such semilinear elliptic PDEs.

Hierarchical null controllability of a semilinear degenerate parabolic equation with a gradient term

ABSTRACT In this paper, we apply a hierarchical strategy to a semilinear weakly degenerate parabolic equation with non-linearity that depends on the solution of the system and the spatial derivative of the solution. We use the Stackelberg–Nash strategy with one leader aiming to drive the solution to zero and two followers intended to solve a Nash equilibrium corresponding to a bi-objective optimal control problem. Since the system is semilinear, the functionals are not convex in general. To overcome this difficulty, we first prove the existence and uniqueness of the Nash quasi-equilibrium, which is a weaker formulation of the Nash equilibrium. Next, with additional conditions, we establish the equivalence between the concepts of Nash quasi-equilibrium and Nash equilibrium. We establish a suitable Carleman inequality for the adjoint system and then an observability inequality. Based on this observability inequality, we prove the null controllability of the linearized system. Then, using Kakutani's fixed point Theorem, we demonstrate the null controllability of the main system.

A priori estimates and existence of positive stationary solutions for semilinear parabolic equations

We study the boundedness of global solutions to the semilinear parabolic equations with combined nonlinearities. Firstly, we establish a sufficient condition for the initial data using the potential well method, ensuring the global existence of solutions. Subsequently, we proceed to demonstrate an a priori estimate for all global solutions. Finally, the potential well theory, in conjunction with the derived a priori estimate, we show that there is a sub-convergent sequence of the global flow, which converges the positive solution to the corresponding stationary equation.

Discontinuous Galerkin approximations of the heterodimer model for protein–protein interaction

Mathematical models of protein–protein dynamics, such as the heterodimer model, play a crucial role in understanding many physical phenomena, e.g., the progression of some neurodegenerative diseases. This model is a system of two semilinear parabolic partial differential equations describing the evolution and mutual interaction of biological species. This article presents and analyzes a high-order discretization method for the numerical approximation of the heterodimer model capable of handling complex geometries. In particular, the proposed numerical scheme couples a Discontinuous Galerkin method on polygonal/polyhedral grids for space discretization, with a θ-method for time integration. This work presents novelties and progress with respect to the mathematical literature, as stability and a-priori error analysis for the heterodimer model are carried out for the first time. Several numerical tests are performed, which demonstrate the theoretical convergence rates, and show good performances of the method in approximating traveling wave solutions as well as its flexibility in handling complex geometries. Finally, the proposed scheme is tested in a practical test case stemming from neuroscience applications, namely the simulation of the spread of α-synuclein in a realistic test case of Parkinson’s disease in a two-dimensional sagittal brain section geometry reconstructed from medical images.

A reduced-order two-grid method based on POD technique for the semilinear parabolic equation

In the conventional two-grid (TG) method, the nonlinear system on the fine grid is transformed into a nonlinear subsystem on the coarse grid and a linear subsystem on the fine grid to reduce computational costs. It has been successfully applied in various fields. Nonetheless, its computational efficiency remains relatively low. For this, we develop a novel reduced-order two-grid (ROTG) method with less degrees of freedom for solving the semilinear parabolic equation. For the two subsystems mentioned, the proper orthogonal decomposition (POD) technique is utilized to substantially reduce degrees of freedom. An a priori error estimate for the ROTG scheme is derived. Finally, we conduct several numerical tests to observe the ROTG method's behavior and verify the theoretical analysis.

Stochastic Runge-Kutta Methods for Preserving Maximum Bound Principle of Semilinear Parabolic Equations. Part I: Gaussian Quadrature Rule

Stochastic Runge-Kutta Methods for Preserving Maximum Bound Principle of Semilinear Parabolic Equations. Part I: Gaussian Quadrature Rule

A parareal exponential integrator finite element method for semilinear parabolic equations

AbstractIn this article, we present a parareal exponential finite element method, with the help of variational formulation and parareal framework, for solving semilinear parabolic equations in rectangular domains. The model equation is first discretized in space using the finite element method with continuous piecewise multilinear rectangular basis functions, producing the semi‐discrete system. We then discretize the temporal direction using the explicit exponential Runge–Kutta approach accompanied by the parareal framework, resulting in the fully‐discrete numerical scheme. To further improve computational speed, we design a fast solver for our method based on tensor product spectral decomposition and fast Fourier transform. Under certain regularity assumption, we successfully derive optimal error estimates for the proposed parallel‐based method with respect to ‐norm. Extensive numerical experiments in two and three dimensions are also carried out to validate the theoretical results and demonstrate the performance of our method.

An adaptive certified space-time reduced basis method for nonsmooth parabolic partial differential equations

In this paper, a nonsmooth semilinear parabolic partial differential equation (PDE) is considered. For a reduced basis (RB) approach, a space-time formulation is used to develop a certified a-posteriori error estimator. This error estimator is adopted to the presence of the discrete empirical interpolation method (DEIM) as approximation technique for the nonsmoothness. The separability of the estimated error into an RB and a DEIM part then guides the development of an adaptive RB-DEIM algorithm, combining both offline phases into one. Numerical experiments show the capabilities of this novel approach in comparison with classical RB and RB-DEIM approaches.

Solvability of the Cauchy problem for fractional semilinear parabolic equations in critical and doubly critical cases

Solvability of the Cauchy problem for fractional semilinear parabolic equations in critical and doubly critical cases

Nonsmooth data error estimates for fully discrete finite element approximations of semilinear parabolic equations in Banach space

Implicit–explicit (IMEX) Euler formula together with finite element methods is proposed to solve numerically rather general semilinear parabolic differential equations with initial data in Banach space Xα, 0<α≤1. The time-space regularity of solutions to this class of equations is first investigated. Stability and error estimates are provided for this fully discrete scheme by discrete semigroup method. In the special case when X is the Hilbert space L2(Ω), these error estimates bridge the gap between the existing results on this scheme for semilinear parabolic problems with initial data in L2(Ω) and in H1(Ω) under general nonlinearity. Numerical experiments for nonlinear Allen–Cahn equations verify and complement our theoretical results.

On the regularity of multipliers and second-order optimality conditions of KKT-type for semilinear parabolic control problems

A class of optimal control problems governed by semilinear parabolic equations with mixed constraints and a box constraint for control variable is considered. We show that if the so-called generalized separation condition is satisfied, then both optimality conditions of KKT-type and regularity of multipliers are fulfilled. Moreover, we show that if the initial value is good enough and boundary ∂Ω has a property of positive geometric density, then multipliers and optimal solutions are Hölder continuous.

Minimal periods for semilinear parabolic equations

We show that, if -A\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$-A$$\\end{document} generates a bounded holomorphic semigroup in a Banach space X, α∈[0,1)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha \\in [0,1)$$\\end{document}, and f:D(A)→X\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$f:D(A)\\rightarrow X$$\\end{document} satisfies ‖f(x)-f(y)‖≤L‖Aα(x-y)‖\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Vert f(x)-f(y)\\Vert \\le L\\Vert A^\\alpha (x-y)\\Vert $$\\end{document}, then a non-constant T-periodic solution of the equation u˙+Au=f(u)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$${\\dot{u}}+Au=f(u)$$\\end{document} satisfies LT1-α≥Kα\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$LT^{1-\\alpha }\\ge K_\\alpha $$\\end{document} where Kα>0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$K_\\alpha >0$$\\end{document} is a constant depending on α\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha $$\\end{document} and the semigroup. This extends results by Robinson and Vidal-Lopez, which have been shown for self-adjoint operators A≥0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$A\\ge 0$$\\end{document} in a Hilbert space. For the latter case, we obtain - with a conceptually new proof - the optimal constant Kα\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$K_\\alpha $$\\end{document}, which only depends on α\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha $$\\end{document}, and we also include the case α=1\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha =1$$\\end{document}. In Hilbert spaces H and for α=0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha =0$$\\end{document}, we present a similar result with optimal constant where Au in the equation is replaced by a possibly unbounded gradient term ∇HE(u)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\ abla _H{\\mathscr {E}}(u)$$\\end{document}. This is inspired by applications with bounded gradient terms in a paper by Mawhin and Walter.

Semi-linear parabolic equations on homogenous Lie groups arising from mean field games

The existence and the uniqueness of solutions to some semilinear parabolic equations on homogeneous Lie groups, namely, the Fokker–Planck equation and the Hamilton–Jacobi equation, are addressed. The anisotropic geometry of the state space plays a crucial role in our analysis and creates several issues that need to be overcome. Indeed, the ellipticity directions span, at any point, subspaces of dimension strictly less than the dimension of the state space. Finally, the above results are used to obtain the short-time existence of classical solutions to the mean field games system defined on an homogenous Lie group.

Smooth extensions for inertial manifolds of semilinear parabolic equations

Smooth extensions for inertial manifolds of semilinear parabolic equations

An efficient two-grid high-order compact difference scheme with variable-step BDF2 method for the semilinear parabolic equation

Due to the lack of corresponding analysis on appropriate mapping operator between two grids, high-order two-grid difference algorithms are rarely studied. In this paper, we firstly discuss the boundedness of a local bi-cubic Lagrange interpolation operator. And then, taking the semilinear parabolic equation as an example, we first construct a variable-step high-order nonlinear difference algorithm using compact difference technique in space and the second-order backward differentiation formula with variable temporal stepsize in time. With the help of discrete orthogonal convolution kernels, temporal-spatial error splitting idea and a cut-off numerical technique, the unique solvability, maximum-norm stability and corresponding error estimate of the high-order nonlinear difference scheme are established under assumption that the temporal stepsize ratio satisfies rk := τk/τk−1 &lt; 4.8645. Then, an efficient two-grid high-order difference algorithm is developed by combining a small-scale variable-step high-order nonlinear difference algorithm on the coarse grid and a large-scale variable-step high-order linearized difference algorithm on the fine grid, in which the constructed piecewise bi-cubic Lagrange interpolation mapping operator is adopted to project the coarse-grid solution to the fine grid. Under the same temporal stepsize ratio restriction rk &lt; 4.8645 on the variable temporal stepsize, unconditional and optimal fourth-order in space and second-order in time maximum-norm error estimates of the two-grid difference scheme is established. Finally, several numerical experiments are carried out to demonstrate the effectiveness and efficiency of the proposed scheme.

New second order sufficient optimality conditions for state constrained parabolic control problems

We study a control problem governed by a semilinear parabolic equation with pointwise control and state constraints imposed at every point of the space-time cylinder. We obtain second order sufficient optimality conditions for local optimality in the sense of L 2 ( Q ) . Our results are valid for spatial domains of dimension less than or equal to three.

Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise

Abstract This paper aims to investigate the weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. We are interested in SPDEs where the nonlinear part is stronger than the linear part, also called stochastic reaction dominated transport equations. For such SPDEs, many standard numerical schemes lose their stability properties. Exponential Rosenbrock and Rosenbrock-type methods were proved to be efficient for such SPDEs, but only their strong convergence were recently analyzed. Here, we investigate the weak convergence of the Rosenbrock semi-implicit method. We obtain a weak convergence rate which is twice the rate of the strong convergence. Our error analysis does not rely on Malliavin calculus, but rather only uses the Kolmogorov equation and the smoothing properties of the resolvent operator resulting from the Rosenbrock semi-implicit approximation.

A necessary and sufficient condition for the existence of global solutions to reaction-diffusion equations on bounded domains

AbstractThe purpose of this paper is to give a necessary and sufficient condition for the existence and non-existence of global solutions of the following semilinear parabolic equations $$ u_{t}=\Delta u+\psi (t)f(u),\quad \text{in }\Omega \times (0,\infty ), $$ u t = Δ u + ψ ( t ) f ( u ) , in Ω × ( 0 , ∞ ) , under the mixed boundary condition on a bounded domain Ω. In fact, this has remained an open problem for a few decades, even for the case $f(u)=u^{p}$ f ( u ) = u p . As a matter of fact, we prove: $$ \begin{aligned} &amp; \text{there is no global solution for any initial data if and only if } \\ &amp; \int _{0}^{\infty}\psi (t) \frac{f (\lVert S(t)u_{0}\rVert _{\infty} )}{\lVert S(t)u_{0}\rVert _{\infty}}\,dt= \infty \\ &amp;\text{for every nonnegative nontrivial initial data } u_{0}\in C_{0}( \Omega ). \end{aligned} $$ there is no global solution for any initial data if and only if ∫ 0 ∞ ψ ( t ) f ( ∥ S ( t ) u 0 ∥ ∞ ) ∥ S ( t ) u 0 ∥ ∞ d t = ∞ for every nonnegative nontrivial initial data u 0 ∈ C 0 ( Ω ) . Here, $(S(t))_{t\geq 0}$ ( S ( t ) ) t ≥ 0 is the heat semigroup with the mixed boundary condition.