System Of Quasilinear Parabolic Equations Research Articles

Systems of quasilinear parabolic equations in [formula omitted] and systems of quadratic backward stochastic differential equations

The objective of this paper is two-fold. The first objective is to complete the former work of Bensoussan and Frehse [2]. One big limitation of this paper was the fact that they are systems of PDE. on a bounded domain. One can expect solutions to be bounded, since one looks for smooth solutions. This is a very important property for the development of the method. It is true also that solutions which exist in a bounded domain may fail to exist on Rn, because of the lack of bounds. We give conditions so that the results of [2] can be extended to Rn. The second objective is to consider the BSDE (Backward stochastic differential equations) version of the system of PDE. This is the objective of a more recent work of Xing and Z̆itković [8]. They consider systems of BSDE with quadratic growth, which is a well-known open problem in the BSDE literature. Since the BSDE are Markovian, the problem is equivalent to the analytic one. However, because of this motivation the analytic problem is in Rn and not on a bounded domain. Xing and Z̆itković developed a probabilistic approach. The connection between the analytic problem and the BSDE is not apparent. Our objective is to show that the analytic approach can be completely translated into a probabilistic one. Nevertheless probabilistic concepts are also useful, after their conversion into the analytic framework. This is in particular true for the uniqueness result.

Wavelike urban formations

Within the framework of the two-dimensional spatial economy, various forms of urban structures are considered. Since the number of structurally stable urban configurations is rather limited, structurally unstable formations are of great interest. For example, there are city models that behave near unstable singular points like a «running» wave.In this paper we consider a system of quasi-linear parabolic equations for two unknown functions: population density and, so-called, quality of housing stock. After some transformations of the required functions and variables we seek a self-similar solution in the form of a running wave with an unknown amplitude and velocity.Further the stability of the obtained solution is analyzed. To determine the role of the obtained particular (self-similar) solution, the Cauchy problem for different initial conditions is also solved numerically.The results of computational experiments show us that the analytical wave-like solution can be interpreted is an intermediate asymptotic for the partial differential problem which is being considered this paper.

Multiscale Galerkin approximation scheme for a system of quasilinear parabolic equations

We discuss a multiscale Galerkin approximation scheme for a system of coupled quasilinear parabolic equations. These equations arise from the upscaling of a pore scale filtration combustion model under the assumptions of large Damkhöler number and small Péclet number. The upscaled model consists of a heat diffusion equation and a mass diffusion equation in the bulk of a macroscopic domain. The associated diffusion tensors are bivariate functions of temperature and concentration and provide the necessary coupling conditions to elliptic-type cell problems. These cell problems are characterized by a reaction–diffusion phenomenon with nonlinear reactions of Arrhenius type at a gas–solid interface. We discuss the wellposedness of the quasilinear system and establish uniform estimates for the finite dimensional approximations. Based on these estimates, the convergence of the approximating sequence is proved. The results of numerical simulations demonstrate, in suitable temperature regimes, the potential of solutions of the upscaled model to mimic those from porous media combustion. Moreover, distinctions are made between the effects of the microscopic reaction–diffusion processes on the macroscopic system of equations and a purely diffusion system.

A System Approach to Mathematical and Computer Modeling of Geomigration Processes Using Freefem++ and Parallelization of Computations

A method is described for constructing mathematical models of interrelated processes in porous media that are complex multicomponent systems. The performance capabilities of the package FreeFem++ are shown as applied to solving corresponding free boundary-value problems for systems of quasilinear parabolic equations by the finite element method using the parallelization of computations.

Probabilistic Representations and Numerical Algorithms for Classical and Viscosity Solutions of the Cauchy Problem for Quasilinear Parabolic Systems

We propose two approaches which allow us to construct probabilistic representations of classical and viscosity solutions of the Cauchy problem for a system of quasilinear parabolic equations. Based on these representations, we develop two numerical algorithms to construct the required solution. The system under consideration arises as a mathematical model of parabolic conservation laws. Bibliography: 14 titles.

Stochastic Interpretation of Quasilinear Parabolic Systems with Cross Diffusion

We construct a stochastic interpretation of the generalized solution of the Cauchy problem for a strongly coupled system of quasilinear parabolic equations. To this end we derive a system of stochastic equations and prove that its solution allows us to construct a probabilistic representation of the original Cauchy problem solution and investigate its properties. Our construction of a probabilistic representation of the generalized solution of the Cauchy problem is crucially based on results of stochastic flow theory.

Probabilistic Model for the Lotka-Volterra System with Cross-Diffusion

Two approaches that allow to construct a probabilistic representation of a generalized solution of the Cauchy problem for a system of quasilinear parabolic equations are proposed. The system under consideration describes a population dynamics model for a prey-predator population. The stochastic problem associated with this parabolic system is presented in two forms, which give a way to derive the required probabilistic representation. Bibliography: 16 titles.

Existence and uniqueness of a solution of the problem with free boundary in the theory of filtration consolidation of soils with regard for the influence of technogenic factors

We study a mathematical model of the process of filtration consolidation of soils under conditions of the influence of technogenic factors, which is described with a boundary-value problem with free boundary for a system of quasilinear parabolic equations. The existence and the uniqueness of a local-in-time solution of the one-dimensional boundary-value problem in Holder spaces are proved.

Probabilistic representation of a generalized solution to the Cauchy problem for a PDE system with cross-diffusion

In this paper we derive a system of stochastic differential equations associated with a fully nondiagonal system of quasilinear parabolic equations. We construct a probabilistic representation of a generalized solution to the Cauchy problem for a cross-diffusion system in terms of averages over trajectories of solution of the derived stochastic system.

Existence and dynamics of quasilinear parabolic systems with time delays

This paper is concerned with a coupled system of quasilinear parabolic equations where the effect of time delays is taken into consideration in the reaction functions of the system. The partial differential operators in the system may be degenerate and the reaction functions possess some mixed quasimonotone property, including quasimonotone nondecreasing functions. The aim of the paper is to show the existence and uniqueness of a global solution to the parabolic system, the existence of positive quasisolutions or maximal–minimal solutions of the corresponding elliptic system, and the asymptotic behavior of the solution of the parabolic system in relation to the quasisolutions or maximal–minimal solutions of the elliptic system. Applications are given to three reaction–diffusion models arising from mathematical biology and ecology where the diffusion coefficients are density dependent and are degenerate. This degenerate density-dependent diffusion leads to some interesting distinct asymptotic behavior of the time-dependent solution when compared with density-independent diffusion.

Forward-Backward Stochastic Equations Associated with Systems of Quasilinear Parabolic Equations and Comparison Theorems

1,x ∈ R d . Our approach is based on the possibility to reduce the original quasilinear parabolic system to a quasilinear parabolic equation in an alternative phase space and derive forward-backward stochastic differential equations associated with it. This reduction allows us to prove some comparison theorems for BSDEs, and, as a result, to construct a probabilistic representation of a viscosity solution of the original Cauchy problem. Bibliography: 16 titles.

Analysis of a degenerate biofilm model with a nutrient taxis term

We introduce and analyze a prototype model for chemotactic effects in biofilm formation. The model is a system of quasilinear parabolic equations into which two thresholds are built in. One occurs at zero cell density level, the second one is related to the maximal density which the cells cannot exceed. Accordingly, both diffusion and taxis terms have degenerate or singular parts. This model extends a previously introduced degenerate biofilm model by combining it with a chemotaxis equation. We give conditions for existence and uniqueness of weak solutions and illustrate the model behavior in numerical simulations.

The asymptotic periodicity in a Schoener’s competitive model

This paper deals with a two species model with Schoener’s competitive interaction. The existence and the asymptotic behavior of T-periodic solutions for the periodic system of quasilinear parabolic equations under nonlinear boundary conditions are given by using upper and lower solutions and corresponding iteration. The numerical simulations are also presented to illustrate our result. It is shown that periodic solutions may exist if the inter-specific competition rates are weak.

A parallel four step domain decomposition scheme for coupled forward–backward stochastic differential equations

Motivated by the idea of imposing paralleling computing on solving stochastic differential equations (SDEs), we introduce a new domain decomposition scheme to solve forward–backward stochastic differential equations (FBSDEs) parallel. We reconstruct the four step scheme in Ma et al. (1994) [1] and then associate it with the idea of domain decomposition methods. We also introduce a new technique to prove the convergence of domain decomposition methods for systems of quasilinear parabolic equations and use it to prove the convergence of our scheme for the FBSDEs.

Systems of Quasilinear Parabolic Equations with Discontinuous Coefficients and Continuous Delays

This paper is concerned with a weakly coupled system of quasilinear parabolic equations where the coefficients are allowed to be discontinuous and the reaction functions may depend on continuous delays. By the method of upper and lower solutions and the associated monotone iterations and by difference ratios method and various estimates, we obtained the existence and uniqueness of the global piecewise classical solutions under certain conditions including mixed quasimonotone property of reaction functions. Applications are given to three 2-species Volterra-Lotka models with discontinuous coefficients and continuous delays.

A model of optimal control over a nonlinear multidimensional innovation diffusion process

A model of competitive innovation diffusion is considered. The model is based on the Lotka-Volterra system and an initial-boundary problem for a system of quasilinear parabolic equations. The maximum principle is proved for the problem of diffusion of two competitive innovations, and sufficient conditions of existence of optimum control are obtained for the system. A numerical algorithm is constructed for solving optimum control problems, and numerical results for a model example are presented.

Global existence of solutions to a chemotaxis system with volume filling effect

A system of quasilinear parabolic equations modelling chemotaxis and taking into account the volume filling effect is studied under no-flux boundary conditions. The resulting system is non-uniformly parabolic. A Lyapunov functional for the system is constructed. The proof of existence and uniqueness of regular global-in-time solutions is given in cases when either the Lyapunov functional is bounded from below or chemotactic forces are suitably weakened. In the first case solutions are uniformly bounded in time, in the second one it is shown that a uniform bound is not possible.

Positive solutions of quasilinear parabolic systems with nonlinear boundary conditions

The aim of this paper is to investigate the existence, uniqueness, and asymptotic behavior of solutions for a coupled system of quasilinear parabolic equations under nonlinear boundary conditions, including a system of quasilinear parabolic and ordinary differential equations. Also investigated is the existence of positive maximal and minimal solutions of the corresponding quasilinear elliptic system as well as the uniqueness of a positive steady-state solution. The elliptic operators in both systems are allowed to be degenerate in the sense that the density-dependent diffusion coefficients D i ( u i ) may have the property D i ( 0 ) = 0 for some or all i. Our approach to the problem is by the method of upper and lower solutions and its associated monotone iterations. It is shown that the time-dependent solution converges to the maximal solution for one class of initial functions and it converges to the minimal solution for another class of initial functions; and if the maximal and minimal solutions coincide then the steady-state solution is unique and the time-dependent solution converges to the unique solution. Applications of these results are given to three model problems, including a porous medium type of problem, a heat-transfer problem, and a two-component competition model in ecology. These applications illustrate some very interesting distinctive behavior of the time-dependent solutions between density-independent and density-dependent diffusions.

Properties of the Fast Diffusion Equation and Its Multidimensional Exact Solutions

We prove invariance of the fast diffusion equation in the two-dimensional coordinate space and give its reduction to a one-dimensional analog in the space variable. Using these results, we construct new exact multidimensional solutions which depend on arbitrary harmonic functions. As a consequence, we obtain new exact solutions to the well-known Liouville equation, the stationary analog of the fast diffusion equation with a linear source. We consider some generalizations to the case of systems of quasilinear parabolic equations.

Smooth Solutions of systems of quasilinear parabolic equations

We consider in this article diagonal parabolic systems arising in the context of stochastic differential games. We address the issue of finding smooth solutions of the system. Such a regularity result is extremely important to derive an optimal feedback proving the existence of a Nash point of a certain class of stochastic differential games. Unlike in the case of scalar equation, smoothness of solutions is not achieved in general. A special structure of the nonlinear Hamiltonian seems to be the adequate one to achieve the regularity property. A key step in the theory is to prove the existence of Hölder solution.