We study a class of discrete-time random dynamical systems with compact phase space. Assuming that the deterministic counterpart of the system in question possesses a dissipation property, its linearisation is approximately controllable, and the driving noise is bounded and has a decomposable structure, we prove that the corresponding family of Markov processes has a unique stationary measure, which is exponentially mixing in the dual-Lipschitz metric. The abstract result is applicable to nonlinear dissipative PDEs perturbed by a bounded random force which affects only a few Fourier modes. We assume that the nonlinear PDE in question is well posed, its nonlinearity is non-degenerate in the sense of the control theory, and the random force is a regular and bounded function of time which satisfies some decomposability and observability hypotheses. This class of forces includes random Haar series, where the coefficients for high Haar modes decay sufficiently fast. In particular, the result applies to the 2D Navier-Stokes system and the nonlinear complex Ginzburg-Landau equations. The proof of the abstract theorem uses the coupling method, enhanced by the Newton-Kantorovich-Kolmogorov fast convergence.
We prove that well posed quasilinear equations of parabolic type, perturbed by bounded nondegenerate random forces, are exponentially mixing for a large class of random forces.
We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the hypothesis that the unperturbed equation has exactly one globally stable equilibrium point. In this paper, we relax that condition, assuming only global controllability to a given point. It is proved that the uniqueness of a stationary measure and convergence to it are still valid, whereas the rate of convergence is not necessarily exponential. The result is appli…
We describe a topological method to study the dynamics of dissipative PDEs on a torus with rapidly oscillating forcing terms. We show that a dissipative PDE, which is invariant with respect to Galilean transformations, with a large average initial velocity can be reduced to a problem with rapidly oscillating forcing terms. We apply the technique to the Burgers equation, and the incompressible 2D Navier-Stokes equations with a time-dependent forcing. We prove that for a large initial average speed the equation admits a bounded eternal solution, which attracts all other solutions forward in time…
We discuss an approach to the computer assisted proof of the existence of branches of stationary and periodic solutions for dissipative PDEs, using the Brussellator system with diffusion and Dirichlet boundary conditions as an example, We also consider the case where the branch of periodic solutions emanates from a branch of stationary solutions through a Hopf bifurcation.
In this paper a family of non-autonomous scalar parabolic PDEs over a general compact and connected flow is considered. The existence or not of a neighbourhood of zero where the problems are linear has an influence on the methods used and on the dynamics of the induced skew-product semiflow. That is why two cases are distinguished: linear-dissipative and purely dissipative problems. In both cases, the structure of the global and pullback attractors is studied using principal spectral theory. Besides, in the purely dissipative setting, a simple condition is given, involving both the underlying …
We prove a comparison result for viscosity solutions of (possibly degenerate) parabolic fully nonlinear path-dependent PDEs. In contrast with the previous result in Ekren, Touzi & Zhang, our conditions are easier to check and allow for the degenerate case, thus including first order path-dependent PDEs. Our argument follows the regularization method as introduced by Jensen, Lions & Souganidis in the corresponding finite-dimensional PDE setting. The present argument significantly simplifies the comparison proof in Ekren, Touzi & Zhang, but requires an $L^p-$type of continuity (with respect to t…
We are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$. We prove several comparison principles among viscosity solutions which may be unbounded under some polynomial-type growth conditions. Our main result applies to PDEs with convex superlinear terms but we also obtain some results in nonconvex cases. Applications to monotone systems of PDEs are given.
We study the properties of linear and non-linear determining functionals for dissipative dynamical systems generated by PDEs. The main attention is payed to the lower bounds for the number of such functionals. In contradiction to the common paradigm, it is shown that the optimal number of determining functionals (the so-called determining dimension) is strongly related to the proper dimension of the set of equilibria of the considered dynamical system rather than to the dimensions of the global attractors and the complexity of the dynamics on it. In particular, in the generic case where the se…
We study the impact of the convective terms on the global solvability or finite time blow up of solutions of dissipative PDEs. We consider the model examples of 1D Burger's type equations, convective Cahn-Hilliard equation, generalized Kuramoto-Sivashinsky equation and KdV type equations, we establish the following common scenario: adding sufficiently strong (in comparison with the destabilizing nonlinearity) convective terms to equation prevents the solutions from blowing up in finite time and makes the considered system globally well-posed and dissipative and for weak enough convective terms…
These notes are devoted to the problem of finite-dimensional reduction for parabolic PDEs. We give a detailed exposition of the classical theory of inertial manifolds as well as various attempts to generalize it based on the so-called Mané projection theorems. The recent counterexamples which show that the underlying dynamics may be in a sense infinite-dimensional if the spectral gap condition is violated as well as the discussion on the most important open problems are also included.
We provide a broad overview on qualitative versus quantitative regularity estimates in the theory of degenerate parabolic pdes. The former relates to DiBenedetto's revolutionary method of intrinsic scaling, while the latter is achieved by means of what has been termed geometric tangential analysis. We discuss, in particular, sharp estimates for the parabolic p-Poisson equation, for the porous medium equation and for the doubly nonlinear equation.
We consider a Hamiltonian systems which is invariant under a one-parameter unitary group. We give a criterion for the stability and instability of bound states for the degenerate case. We apply our theorem to the single power nonlinear Klein-Gordon equation and the double power nonlinear Schrödinger equation.
We give a comprehensive study of strong uniform attractors of non-autonomous dissipative systems for the case where the external forces are not translation compact. We introduce several new classes of external forces which are not translation compact, but nevertheless allow to verify the attraction in a strong topology of the phase space and discuss in a more detailed way the class of so-called normal external forces introduced before. We also develop a unified approach to verify the asymptotic compactness for such systems based on the energy method and apply it to a number of equations of mat…
We consider possibly degenerate and singular elliptic equations in a possibly anisotropic medium. We obtain monotonicity results for the energy density, rigidity results for the solutions and classification results for the singularity/degeneracy/anisotropy allowed. As far as we know, these results are new even in the case of non-singular and non-degenerate anisotropic equations.
We study the Kolmogorov's entropy of uniform attractors for non-autonomous dissipative PDEs. The main attention is payed to the case where the external forces are not translation-compact. We present a new general scheme which allows us to give the upper bounds of this entropy for various classes of external forces through the entropy of proper projections of their hulls to the space of translation-compact functions. This result generalizes well known estimates of Vishik and Chepyzhov for the translation-compact case. The obtained results are applied to three model problems: sub-quintic 3D damp…
In this manuscript we establish local Hölder regularity estimates for bounded solutions of a certain class of doubly degenerate evolution PDEs. By making use of intrinsic scaling techniques and geometric tangential methods, we derive sharp regularity estimates for such models, which depend only on universal and compatibility parameters of the problem. In such a scenario, our results are natural improvements for former ones in the context of nonlinear evolution PDEs with degenerate structure via a unified approach. As a consequence for our findings and approach, we address a Liouville type resu…
We introduce a notion of subunit vector field for fully nonlinear degenerate elliptic equations. We prove that an interior maximum of a viscosity subsolution of such an equation propagates along the trajectories of subunit vector fields. This implies strong maximum and minimum principles when the operator has a family of subunit vector fields satisfying the Hörmander condition. In particular these results hold for a large class of nonlinear subelliptic PDEs in Carnot groups. We prove also a strong comparison principle for degenerate elliptic equations that can be written in Hamilton-Jacobi-Bel…
In this article we deal with a class of strongly coupled parabolic systems that encompasses two different effects: degenerate diffusion and chemotaxis. Such classes of equations arise in the mesoscale level modeling of biomass spreading mechanisms via chemotaxis. We show the existence of an exponential attractor and, hence, of a finite-dimensional global attractor under certain 'balance conditions' on the order of the degeneracy and the growth of the chemotactic function.
A quadratic line complex is a three-parameter family of lines in projective space P^3 specified by a single quadratic relation in the Plucker coordinates. Fixing a point p in P^3 and taking all lines of the complex passing through p we obtain a quadratic cone with vertex at p. This family of cones supplies P^3 with a conformal structure. With this conformal structure we associate a three-dimensional second order quasilinear wave equation. We show that any PDE arising in this way is linearly degenerate, furthermore, any linearly degenerate PDE can be obtained by this construction. This provides…
It is well-known under the name of `periodic homogenization' that, under a centering condition of the drift, a periodic diffusion process on R^d converges, under diffusive rescaling, to a d-dimensional Brownian motion. Existing proofs of this result all rely on uniform ellipticity or hypoellipticity assumptions on the diffusion. In this paper, we considerably weaken these assumptions in order to allow for the diffusion coefficient to even vanish on an open set. As a consequence, it is no longer the case that the effective diffusivity matrix is necessarily non-degenerate. It turns out that, pro…
In this paper, we develop a natural operator-splitting variational scheme for a general class of non-local, degenerate conservative-dissipative evolutionary equations. The splitting-scheme consists of two phases: a conservative (transport) phase and a dissipative (diffusion) phase. The first phase is solved exactly using the method of characteristic and DiPerna-Lions theory while the second phase is solved approximately using a JKO-type variational scheme that minimizes an energy functional with respect to a certain Kantorovich optimal transport cost functional. In addition, we also introduce …
We study an optimal relaxed control problem for a class of semilinear stochastic PDEs on Banach spaces perturbed by multiplicative noise and driven by a cylindrical Wiener process. The state equation is controlled through the nonlinear part of the drift coefficient which satisfies a dissipative-type condition with respect to the state variable. The main tools of our study are the factorization method for stochastic convolutions in UMD type-2 Banach spaces and certain compactness properties of the factorization operator and of the class of Young measures on Suslin metrisable control sets.
In this paper, we study the hypocoercivity for a class of linear kinetic equations with both transport and degenerately dissipative terms. As concrete examples, the relaxation operator, Fokker-Planck operator and linearized Boltzmann operator are considered. By constructing equivalent temporal energy functionals, time rates of the solution approaching equilibrium in some Hilbert spaces are obtained when the spatial domain takes the whole space or torus and when there is a confining force or not. The main tool of the proof is the macro-micro decomposition combined with Kawashima's argument on d…
Non-degenerate Eulerian finite element method for solving PDEs on surfaces
Institute of Numerical Mathematics, Russian Academy of Sciences（俄罗斯科学院计算数学研究所）；Department of Mathematics, University of Houston（休斯顿大学数学系）；Department of Mechanics and Mathematics, Moscow State University（莫斯科国立大学力学与数学系）
We study scaling limits of the weakly driven Zhang and the Bak-Tang-Wiesenfeld (BTW) model for self-organized criticality. We show that the weakly driven Zhang model converges to a stochastic partial differential equation (PDE) with singular-degenerate diffusion. In addition, the deterministic BTW model is shown to converge to a singular-degenerate PDE. Alternatively, the proof of the scaling limit can be understood as a convergence proof of a finite-difference discretization for singular-degenerate stochastic PDEs. This extends recent work on finite difference approximation of (deterministic)…
This paper deals with the analysis of the internal control with constraint of positive kind of a parabolic PDE with nonlinear diffusion when the time horizon is large enough. The minimal controllability time will be strictly positive. We prove a global steady state constrained controllability result for a quasilinear parabolic with nonlinearity in the diffusion term. Then, under suitable dissipative assumption in the system and local controllability results, we conclude the result to any initial datum and any target trajectory.
We study a class of dissipative PDE's perturbed by a bounded random kick force. It is assumed that the random force is non-degenerate, so that the Markov process obtained by the restriction of solutions to integer times has a unique stationary measure. The main result of the paper is a large deviation principle for occupation measures of the Markov process in question. The proof is based on Kifer's large deviation criterion, a Lyapunov-Schmidt type reduction, and an abstract result on large-time asymptotic for generalised Markov semigroups.
In this work, we prove a Carleman estimate for a parabolic problem which has a dissipative degenerate term. The prove relies on choose a suitable weight function that change of sign inside the control domain.
In this article we deal with stochastic perturbation of degenerate parabolic partial differential equations (PDEs). The particular emphasise is on analysing the effect of multiplicative Lévy noise to such problems and establishing wellposedness by developing a suitable weak entropy solution framework. The proof of existence is based on the vanishing viscosity technique. The uniqueness is settled by interpreting Kruzkov's doubling technique in the presence noise.
We study a class of dissipative PDE's perturbed by an unbounded kick force. Under some natural assumptions, the restrictions of solutions to integer times form a homogeneous Markov process. Assuming that the noise is rough with respect to the space variables and has a non-degenerate law, we prove that the system in question satisfies a large deviation principle in tau-topology. Under some additional hypotheses, we establish a Gallavotti-Cohen type symmetry for the rate function of an entropy production functional and the strict positivity and finiteness of the mean entropy production in the st…
We consider a degenerate abstract wave equation with a time-dependent propagation speed. We investigate the influence of a strong dissipation, namely a friction term that depends on a power of the elastic operator. We discover a threshold effect. If the propagation speed is regular enough, then the damping prevails, and therefore the initial value problem is well-posed in Sobolev spaces. Solutions also exhibit a regularizing effect analogous to parabolic problems. As expected, the stronger is the damping, the lower is the required regularity. On the contrary, if the propagation speed is not re…
We establish the existence and sharp global regularity results ($C^{0, γ}$, $C^{0, 1}$ and $C^{1, α}$ estimates) for a class of fully nonlinear elliptic PDEs with unbalanced variable degeneracy. In a precise way, the degeneracy law of the model switches between two different kinds of degenerate elliptic operators of variable order, according to the null set of a modulating function. Such sharp regularity estimates generalize and improve, to some extent, earlier ones via geometric treatments. Our results are consequences of geometric tangential methods and make use of compactness, localized osc…
In this paper we study a variational system of two parabolic PDEs, called the Kobayashi-Warren-Carter system, which models the grain boundary motion in a polycrystal. The focus of the study is the existence of solutions to this system which dissipate the associated energy functional. We obtain existence of this type of solutions via a suitable approximation of the energy functional with Laplacians and an extra regularization of the weighted total variation term of the energy. As a byproduct of this result, we also prove some $Γ$-convergence results concerning weighted total variations and the …
We prove a Harnack inequality for distributional solutions to a type of degenerate elliptic PDEs in $N$ dimensions. The differential operators in question are related to the Kolmogorov operator, made up of the Laplacian in the last $N-1$ variables, a first-order term corresponding to a shear flow in the direction of the first variable, and a bounded measurable potential term. The first-order coefficient is a smooth function of the last $N-1$ variables and its derivatives up to certain order do not vanish simultaneously at any point, making the operators in question hypoelliptic.
In this paper we propose a new type of viscosity solutions for fully nonlinear path dependent PDEs. By restricting to certain pseudo Markovian structure, we remove the uniform non- degeneracy condition imposed in our earlier works [9, 10]. We establish the comparison principle under natural and mild conditions. Moreover, as applications we apply our results to two important classes of PPDEs: the stochastic HJB equations and the path dependent Isaacs equations, induced from the stochastic optimization with random coefficients and the path dependent zero sum game problem, respectively.
Motivated by water-wave problems, in this paper we consider a class of nonlinear dispersive PDEs in 2D with cubic nonlinearities, whose dispersion relations are radial and have vanishing Guassian curvature on a circle. For such a model we identify certain null structures for the cubic nonlinearity, which suffice in order to guarantee global scattering solutions for the small data problem. Our null structures in the power-type nonlinearity are weak, and only eliminate the worst nonlinear interaction. Such null structures arise naturally in some water-wave problems.
We study the asymptotic behavior of the solutions of the mildly degenerate Kirchhoff equation with a dissipative term. We obtain a new estimate on second-in-time derivative of the solution. Moreover we renormalize the solution in such a way that the renormalization as a no zero limit as t goes to infinity. Finally we calculate explicitly the norm of this limit and we prove that it does not depend on the initial data.
A general class of linear advective PDEs, whose leading order term is of viscous dissipative type, is considered. It is proved that beyond the limit of the essential spectrum of the underlying inviscid operator, the eigenvalues of the viscous operator, in the limit of vanishing viscosity, converge precisely to those of the inviscid operator. The general class of PDEs includes the equations of incompressible fluid dynamics. Hence eigenvalues of the Navier-Stokes operator converge in the inviscid limit to the eigenvalues of the Euler operator beyond the essential spectrum.
In this study, we analyse the famous Aw-Rascle system in which the difference between the actual and the desired velocities (the offset function) is a gradient of a singular function of the density. This leads to a dissipation in the momentum equation which vanishes when the density is zero. The resulting system of PDEs can be used to model traffic or suspension flows in one dimension with the maximal packing constraint taken into account. After proving the global existence of smooth solutions, we study the so-called "hard congestion limit", and show the convergence of a subsequence of solutio…
For a nonlinear operator $T$ satisfying certain structural assumptions, our main theorem states that the following claims are equivalent: i) $T$ is surjective, ii) $T$ is open at zero, and iii) $T$ has a bounded right inverse. The theorem applies to numerous scale-invariant PDEs in regularity regimes where the equations are stable under weak$^*$ convergence. Two particular examples we explore are the Jacobian equation and the equations of incompressible fluid flow. For the Jacobian, it is a long standing open problem to decide whether it is onto between the critical Sobolev space and the Hardy…
We consider a system of nonlinear PDEs modeling nematic electrolytes, and construct a dissipative solution with the help of its implementable, structure-inheriting space-time discretization. Computational studies are performed to study the mutual effects of electric, elastic, and viscous effects onto the molecules in a nematic electrolyte.
