We consider the heat equation in a multidimensional domain with nonlocal hysteresis feedback control in a boundary condition. Thermostat is our prototype model. We construct all periodic solutions with exactly two switching on the period and study their stability. Coexistence of several periodic solutions with different stability properties is proved to be possible. A mechanism of appearance and disappearance of periodic solutions is investigated.
We consider a reaction-diffusion system with discontinuous reaction terms modeled by non-ideal relays. The system is motivated by an epigenetic population model of evolution of two-phenotype bacteria which switch phenotype in response to variations of environment. We prove the formation of patterns in the phenotype space. The mechanism responsible for pattern formation is based on memory (hysteresis) of the non-ideal relays.
We study complex systems arising, in particular, in population dynamics, developmental biology, and bacterial metabolic processes, in which each individual element obeys a relatively simple hysteresis law (a non-ideal relay). Assuming that hysteresis thresholds fluctuate, we consider the arising reaction-diffusion system. In this case, the spatial variable corresponds to the hysteresis threshold. We describe the collective behavior of such a system in terms of the Preisach operator with time-dependent measure which is a part of the solution for the whole system. We prove the well-posedness of …
We consider the heat equation on a bounded domain subject to an inhomogeneous forcing in terms of a rate-independent (hysteresis) operator and a control variable. The aim of the paper is to establish a functional analytical setting which allows to prove weak differentiability properties of the control-to-state mapping. Using results of [BK] and [B] on the weak differentiability of scalar rate-independent operators, we prove Bouligand and Newton differentiability in suitable Bochner spaces of the control-to-state mapping in a parabolic problem.
The work deals with a study of a nonlinear parabolic equation with hysteresis, containing a nonlinear monotone operator in the diffusion term. The well-posedness of the model equation is addressed by using an implicit time discretization scheme in conjunction with the piecewise monotonicity of the hysteresis operator, and a fundamental inequality due to M. Hilpert. A characterization of the ω-limit set of the solution is then given through the study of the long-time behaviour of the solution of the equation in which we investigate the convergence of trajectories to limit points.
We consider a PDE system with degenerate hysteresis describing unsaturated flow in 3D porous media. Assuming that a time periodic forcing is prescribed on the boundary, we prove that a time periodic response exists as long as the amplitude of the forcing terms is small enough to keep the solution within the convexity domain of the hysteresis operator.
In the present paper we consider a partial differential system describing a phase-field model with temperature dependent constraint for the order parameter. The system consists of an energy balance equation with a fairly general nonlinear heat source term and a phase dynamics equation which takes into account the hysteretic character of the process. The existence of a periodic solution for this system is proved under a minimal set of assumptions on the curves defining the corresponding hysteresis region.
We consider a lattice regularization for an ill-posed diffusion equation with trilinear constitutive law and study the dynamics of phase interfaces in the parabolic scaling limit. Our main result guarantees for a certain class of single-interface initial data that the lattice solutions satisfy asymptotically a free boundary problem with hysteretic Stefan condition. The key challenge in the proof is to control the microscopic fluctuations that are inevitably produced by the backward diffusion when a particle passes the spinodal region.
In this note we present a survey concerning parabolic free boundary problems involving a discontinuous hysteresis operator. Such problems describe biological and chemical processes "with memory" in which various substances interact according to hysteresis law. Our main objective is to discuss the structure of the free boundaries and the properties of the so-called "strong solutions" belonging to the anisotropic Sobolev class $W^{2,1}_q$ with sufficiently large $q$. Several open problems in this direction are proposed as well.
In this paper, we show that, for scalar reaction-diffusion equations on the circle S1, the property of hyperbolicity of all equilibria and periodic orbits is generic with respect to the non-linearity . In other words, we prove that in an appropriate functional space of nonlinear terms in the equation, the set of functions, for which all equilibria and periodic orbits are hyperbolic, is a countable intersection of open dense sets. The main tools in the proof are the property of the lap number and the Sard-Smale theorem.
Under a precise nonlinearity-diffusivity condition we establish the decay of space-periodic entropy solutions of a multidimensional degenerate nonlinear parabolic equation.
We consider a periodic-parabolic eigenvalue problem with a non-negative potential $λm$ vanishing on a non-cylindrical domain $D_m$ satisfying conditions similar to those for the parabolic maximum principle. We show that the limit as $λ\to\infty$ leads a periodic-parabolic problem on $D_m$ having a unique periodic-parabolic principal eigenvalue and eigenfunction. We substantially improve a result from [Du & Peng, Trans. Amer. Math. Soc. 364 (2012), p. 6039-6070]. At the same time we offer a different approach based on a periodic-parabolic initial boundary value problem. The results are motivate…
For a family of second-order parabolic systems with bounded measurable, rapidly oscillating and time-dependent periodic coefficients, we investigate the sharp convergence rates of weak solutions in $L^2$. Both initial-Dirichlet and initial-Neumann problems are studied.
We study the properties of non-wandering points of the following scalar reaction-diffusion equation on the circle $S^1$, \begin{equation*} u_{t}=u_{xx}+f(t,u,u_{x}),\,\,t>0,\,x\in S^{1}=\mathbb{R}/2π\mathbb{Z}, \end{equation*} where $f$ is independent of $t$ or $T$-periodic in $t$. Assume that the equation admits a compact global attractor. It is proved that, any non-wandering point is a limit point of the system (that is, it is a point in some $ω$-limit set). More precisely, in the autonomous case, it is proved that any non-wandering point is either a fixed point or generates a rotating wave …
In this paper, for a family of second-order parabolic equation with rapidly oscillating and time-dependent periodic coefficients, we are interested in an approximate two-sphere one-cylinder inequality for these solutions in parabolic periodic homogenization, which implies an approximate quantitative propagation of smallness. The proof relies on the asymptotic behavior of fundamental solutions and the Lagrange interpolation technique.
In this paper, we study the existence, stability and bifurcation of random complete and periodic solutions for stochastic parabolic equations with multiplicative noise. We first prove the existence and uniqueness of tempered random attractors for the stochastic equations and characterize the structures of the attractors by random complete solutions. We then examine the existence and stability of random complete quasi-solutions and establish the relations of these solutions and the structures of tempered attractors. When the stochastic equations are incorporated with periodic forcing, we obtain…
Under a precise nonlinearity-diffusivity assumption we establish the decay of entropy solutions of a degenerate nonlinear parabolic equation with initial data being a sum of periodic function and a function vanishing at infinity (in the sense of measure).
We study asymptotic behavior in a class of non-autonomous second order parabolic equations with time periodic unbounded coefficients in $\mathbb R\times \mathbb R^d$. Our results generalize and improve asymptotic behavior results for Markov semigroups having an invariant measure. We also study spectral properties of the realization of the parabolic operator $u\mapsto {\cal A}(t) u - u_t$ in suitable $L^p$ spaces.
We discuss the well-posedness and decay of Besicovitch almost periodic solutions for a class of nonlinear degenerate anisotropic hyperbolic-parabolic equations. In our definition of weak entropy solution the initial data is only assumed in a weak sense, and in this connection the strong trace of the solution in the initial time hyperplane is also established.
Time-periodic solutions to partial differential equations of parabolic type corresponding to an operator that is elliptic in the sense of Agmon-Douglis-Nirenberg are investigated. In the whole- and half-space case we construct an explicit formula for the solution and establish coercive Lp estimates. The estimates generalize a famous result of Agmon, Douglis and Nirenberg for elliptic problems to the time-periodic case.
We prove the asymptotic convergence of a space-periodic entropy solution of a one-dimensional degenerate parabolic equation to a traveling wave. It is also shown that on a segment containing the essential range of the limit profile the flux function is linear (with the slope equaled to the speed of the traveling wave) and the diffusion function is constant.
In this article, we study homogenization of a parabolic linear problem governed by a coefficient matrix with rapid spatial and temporal oscillations in periodically perforated domains with homogeneous Neumann data on the boundary of the holes. We prove results adapted to the problem for a characterization of multiscale limits for gradients and very weak multiscale convergence.
We investigate the effect of frequency on the principal eigenvalue of a time-periodic parabolic operator with Dirichlet, Robin or Neumann boundary conditions. The monotonicity and asymptotic behaviors of the principal eigenvalue with respect to the frequency parameter are established. Our results prove a conjecture raised by Hutson, Michaikow and Poláčik [2001 J. Math. Biol.].
This paper classifies the set of supersolutions of a general class of periodic-parabolic problems in the presence of a positive supersolution. From this result we characterize the positivity of the underlying resolvent operator through the positivity of the associated principal eigenvalue and the existence of a positive strict supersolution. Lastly, this (scalar) characterization is used to characterize the strong maximum principle for a class of periodic-parabolic systems of cooperative type under arbitrary boundary conditions of mixed type.
In this paper we study the quantitative homogenization of second-order parabolic systems with locally periodic (in both space and time) coefficients. The $O(\varepsilon)$ scale-invariant error estimate in $L^2(0, T; L^{\frac{2d}{d-1}}(Ω))$ is established in $C^{1, 1}$ cylinders under minimum smoothness conditions on the coefficients. This process relies on critical estimates of smoothing operators. We also develop a new construction of flux correctors in the parabolic manner and a sharp estimate for temporal boundary layers.
We prove the well-posedness and the asymptotic decay to the mean value of Besicovitch almost periodic entropy solutions to nonlinear aniso\-tropic degenerate parabolic-hyperbolic equations. After setting up the problem and its kinetic formulation on the Bohr compact, the main result, that is, the decay property, ia achieved by devising a suitable adaptation of the technique introduced by Chen and Perthame (2009) in their proof of the decay of periodic entropy solutions to the same equations.
Liouville theorem and sharp solvability for solutions of the parabolic Monge-Ampère equation with periodic data
School of Mathematical Sciences, Beijing Normal University, Laboratory of Mathematics and Complex Systems, Ministry of Education（北京师范大学数学科学学院，教育部数学与复杂系统重点实验室）
In this paper, we consider the scalar reaction-diffusion equations $\partial_t u=Δu + f(x,u,\nabla u)$ on a bounded domain $Ω\subset\mathbb{R}^d$ of class $C^2$. We show that the heteroclinic and homoclinic orbits connecting hyperbolic equilibria and hyperbolic periodic orbits are transverse, generically with respect to f. One of the main ingredients of the proof is an accurate study of the singular nodal set of solutions of linear parabolic equations. Our main result is a first step for proving the genericity of Kupka-Smale property, the generic hyperbolicity of periodic orbits remaining unpr…
Pseudo-parabolic equations have been used to model unsaturated fluid flow in porous media. In this paper it is shown how a pseudo-parabolic equation can be upscaled when using a spatio-temporal decomposition employed in the Peszyn'ska-Showalter-Yi paper [8]. The spatial-temporal decomposition transforms the pseudo-parabolic equation into a system containing an elliptic partial differential equation and a temporal ordinary differential equation. To strengthen our argument, the pseudo-parabolic equation has been given advection/convection/drift terms. The upscaling is done with the technique of …
We investigate the effects of advection on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions. Various asymptotic behaviors of the principal eigenvalues, when advection coefficient approaches infinity, are established in heterogeneous environments, where spatial or temporal degeneracy could occur in the advection term. Our findings partially extend the existing results in Chen-Lou [2008 Indiana Univ. Math. J.] and Peng-Zhou [2018 Indiana Univ. Math. J.] for elliptic operators and those in Peng-Zhao [2015 Calc. Var. Partial Diff.] for par…
We investigate the effect of small diffusion on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions in one dimensional space. The asymptotic behaviors of the principal eigenvalues, as the diffusion coefficients tend to zero, are established for non-degenerate and degenerate spatial-temporally varying environments. A new finding is the dependence of these asymptotic behaviors on the periodic solutions of a specific ordinary differential equation induced by the drift. The proofs are based upon delicate constructions of super/sub-solutions a…
We study topological structure of the $ω$-limit sets of the skew-product semiflow generated by the following scalar reaction-diffusion equation \begin{equation*} u_{t}=u_{xx}+f(t,u,u_{x}),\,\,t>0,\,x\in S^{1}=\mathbb{R}/2π\mathbb{Z}, \end{equation*} where $f(t,u,u_x)$ is $C^2$-admissible with time-recurrent structure including almost-periodicity and almost-automorphy. Contrary to the time-periodic cases (for which any $ω$-limit set can be imbedded into a periodically forced circle flow), it is shown that one cannot expect that any $ω$-limit set can be imbedded into an almost-periodically force…
We are considering the asimptotic behavior as $t\to\infty$ of solutions of the Cauchy problem for parabolic second order equations with time periodic coefficients. The problem is reduced to considering degenerate time-homogeneous diffusion processes on the product of a unit circle and Euclidean space.
The main goal of this paper is twofold. First, it characterizes the existence of positive periodic solutions for a general class of weighted periodic-parabolic logistic problems of degenerate type (see (1.1)). This result provides us with is a substantial generalization of Theorem 1.1 of Daners and López-Gómez [12] even for the elliptic counterpart of (1.1), and of some previous findings of the authors in [1] and [2]. Then, it sharpens some results of [19] by enlarging the class of critical degenerate weight functions for which (1.1) admits a positive periodic solution in an unbounded interval…
This paper analyses the well-posedness and properties of the extended play-type model which was proposed in [van Duijn & Mitra (2018)] to incorporate hysteresis in unsaturated flow through porous media. The model, when regularised, reduces to a nonlinear degenerate parabolic equation coupled with an ordinary differential equation. This has an interesting mathematical structure which, to our knowledge, still remains unexplored. The existence of solutions for the non-degenerate version of the model is shown using the Rothe's method. An equivalent to maximum principle is proven for the solutions.…
Criteria for the existence of $T$-periodic solutions of nonautonomous parabolic equation $u_t = Δu + f(t,x,u)$, $x\in\mathbb{R}^N$, $t>0$ with asymptotically linear $f$ will be provided. It is expressed in terms of time average function $\hat f$ of the nonlinear term $f$ and the spectrum of the Laplace operator $Δ$ on $\mathbb{R}^N$. One of them says that if the derivative $\hat f_\infty$ of $\hat f$ at infinity does not interact with the spectrum of $Δ$, i.e. $\mathrm{Ker} (-Δ+ \hat f_\infty)=\{0\}$, then the parabolic equation admits a $T$-periodic solution. Another theorem is derived in the…
We study the existence of non-trivial, non-negative periodic solutions for systems of singular-degenerate parabolic equations with nonlocal terms and satisfying Dirichlet boundary conditions. The method employed in this paper is based on the Leray-Schauder topological degree theory. However, verifying the conditions under which such a theory applies is more involved due to the presence of the singularity. The system can be regarded as a possible model of the interactions of two biological species sharing the same isolated territory, and our results give conditions that ensure the coexistence o…
We consider positive solutions of cooperative parabolic Lotka-Volterra systems with equal diffusion coefficients, in bounded and unbounded domains. The systems are complemented by the Dirichlet or Neumann boundary conditions. Under suitable assumptions on the coefficients of the reaction terms, these problems possess both global solutions and solutions which blow up in finite time. We show that any solution $(u,v)$ defined on the time interval $(0,T)$ satisfies a universal estimate of the form $$u(x,t)+v(x,t)\leq C(1+t^{-1}+(T-t)^{-1}),$$ where $C$ does not depend on $x,t,u,v,T$. In particular…
We consider the skew-product semiflow which is generated by a scalar reaction-diffusion equation \begin{equation*} u_{t}=u_{xx}+f(t,u,u_{x}),\,\,t>0,\,x\in S^{1}=\mathbb{R}/2π\mathbb{Z}, \end{equation*} where $f$ is uniformly almost periodic in $t$. The structure of the minimal set $M$ is thoroughly investigated under the assumption that the center space $V^c(M)$ associated with $M$ is no more than $2$-dimensional. Such situation naturally occurs while, for instance, $M$ is hyperbolic or uniquely ergodic. It is shown in this paper that $M$ is a $1$-cover of the hull $H(f)$ provided that $M$ is…
In this paper, we show that, for scalar reaction-diffusion equations $u_t=u_{xx}+f(x,u,u_x)$ on the circle $S^1$, the Morse-Smale property is generic with respect to the non-linearity $f$. In \cite{CR}, Czaja and Rocha have proved that any connecting orbit, which connects two hyperbolic periodic orbits, is transverse and that there does not exist any homoclinic orbit, connecting a hyperbolic periodic orbit to itself. In \cite{JR}, we have shown that, generically with respect to the non-linearity $f$, all the equilibria and periodic orbits are hyperbolic. Here we complete these results by showi…
We are concerned with $T$-periodic solutions of nonautonomous parabolic problem of the form $u_t = Δu + V(x) u + f(t,x,u)$, $t >0$, $x \in \mathbb{R}^N$, with $V \in L^\infty (\mathbb{R}^N)+L^p(\mathbb{R}^N)$, $p \geq N$ and $T$-periodic continuous perturbation $f:\mathbb{R}^N\times \mathbb{R} \to \mathbb{R}$. The so-called resonant case is considered, i.e. when ${\cal N}:=\mathrm{Ker} (Δ+ V) \neq \{0\}$ and $f$ is bounded by a square-integrable function. We derive a formula for the fixed point index of the associated translation along trajectories operator in terms of the Brouwer topological …
This paper considers a family of second-order periodic parabolic equations with highly oscillating potentials, which have been considered many times for the time-varying potentials in stochastic homogenization. Following a standard two-scale expansions illusion, we can guess and succeed in determining the homogenized equation in different cases that the potentials satisfy the corresponding assumptions, based on suitable uniform estimates of the $L^2(0,T;H^1(Ω))$-norm for the solutions. To handle the more singular case and obtain the convergence rates in $L^\infty(0,T;L^2(Ω))$, we need to estim…
Hysteresis is a phenomenon that is observed in a great variety of physical systems, which leads to a nonlinear and multivalued behavior, making their modeling and control difficult. Even though the analysis and mathematical properties of classical or rate-independent hysteresis models are known, this is not the case for dynamic models where current approaches lack a proper functional analytic framework which is essential to formulate optimization problems and develop stable numerics, both being crucial in practice. This paper deals with the description and mathematical analysis of the dynamic …
We investigate quantitative estimates in homogenization of the locally periodic parabolic operator with multiscales $$ \partial_t- \text{div} (A(x,t,x/\varepsilon,t/κ^2) \nabla ),\qquad \varepsilon>0,\, κ>0. $$ Under proper assumptions, we establish the full-scale interior and boundary Lipschitz estimates. These results are new even for the case $κ=\varepsilon$, and for the periodic operators $ \partial_t-\text{div}(A(x/\varepsilon, t/\varepsilon^{\ell}) \nabla ),$ $0<\varepsilon,\ell<\infty, $ of which the large-scale Lipschitz estimate down to $\varepsilon+\varepsilon^{\ell/2}$ was recently …
We construct solutions of a renormalized continuum fractional parabolic Anderson model, formally given by $\partial_t u=-(-Δ)^{1/2}u+ξu$, where $ξ$ is a periodic spatial white noise. To be precise, we construct limits as $\varepsilon\to 0$ to solutions of $\partial_t u_\varepsilon=-(-Δ)^{1/2}u_\varepsilon+(ξ_\varepsilon-C_\varepsilon)u_\varepsilon$, where $ξ_\varepsilon$ is a mollification of $ξ$ at scale $\varepsilon$ and $C_\varepsilon$ is a logarithmically diverging renormalization constant. We use a simple renormalization scheme based on that of Hairer and Labbé, "A simple construction of …
Turing patterns on unbounded domains have been widely studied in systems of reaction-diffusion equations. However, up to now, they have not been studied for systems of conservation laws. Here, we (i) derive conditions for Turing instability in conservation laws and (ii) use these conditions to find families of periodic solutions bifurcating from uniform states, numerically continuing these families into the large-amplitude regime. For the examples studied, numerical stability analysis suggests that stable periodic waves can emerge either from supercritical Turing bifurcations or, via secondary…
We prove existence of the largest entropy sub-solution and the smallest entropy super-solution to the Cauchy problem for a nonlinear degenerate parabolic equation with only continuous flux and diffusion functions. Applying this result, we establish the uniqueness of entropy solution with periodic initial data. The more general comparison principle is also proved in the case when at least one of the initial functions is periodic.
