We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that takes account of the peculiar structure of the system, which involves also a coupling at the final horizon. We apply the result to obtain existence to very general MFG models, including also congestion problems.
In this paper, we establish strong backward uniqueness for solutions to sublinear parabolic equations of the type (1.1). The proof of our main result Theorem 1.1 is achieved by means of a new Carleman estimate and a Weiss type monotonicity that are tailored for such parabolic sublinear operators.
We prove continuous dependence on initial data for a backward parabolic operator whose leading coefficients are Osgodd continuous in time. This result fills the gap between uniqueness and continuity results obtained so far.
As a sequel to the paper [9], we study the existence and properties of Lipschitz solutions to the initial-boundary value problem of some forward-backward parabolic equations with diffusion fluxes violating Fourier's inequality.
We prove the backward uniqueness for general parabolic operators of second order in the whole space under assumptions that the leading coefficients of the operator are Lipschitz and their gradients satisfy certain decay conditions. This result extends in some ways a classical result of Lions and Malgrange [12] and a recent result of the authors [10].
Global in Time Asymptotic Solutions to Kolmogorov--Feller-Type Parabolic Pseudodifferential Equations with a Small Parameter. Forward and Backward in Time Motion
We prove logarithmic conditional stability up to the final time for backward-parabolic operators whose coefficients are Log-Lipschitz continuous in $t$ and Lipschitz continuous in $x$. The result complements previous achievements of Del Santo and Prizzi (2009) and Del Santo, Jaeh and Prizzi (2015), concerning conditional stability (of a type intermediate between Hoelder and logarithmic), arbitrarily closed, but not up to the final time.
We investigate the existence and properties of Lipschitz solutions for some forward-backward parabolic equations in all dimensions. Our main approach to existence is motivated by reformulating such equations into partial differential inclusions and relies on a Baire's category method. In this way, the existence of infinitely many Lipschitz solutions to certain initial-boundary value problem of those equations is guaranteed under a pivotal density condition. Finally, we study two important cases of forward-backward anisotropic diffusion in which the density condition can be realized and therefo…
A rigorous proof is given for the convergence of the solutions of a viscous Cahn-Hilliard system to the solution of the regularized version of the forward-backward parabolic equation, as the coefficient of the diffusive term goes to 0. Non-homogenous Neumann boundary condition are handled for the chemical potential and the subdifferential of a possible non-smooth double-well functional is considered in the equation. An error estimate for the difference of solutions is also proved in a suitable norm and with a specified rate of convergence.
In this paper we introduce a model describing diffusion of species by a suitable regularization of a "forward-backward" parabolic equation. In particular, we prove existence and uniqueness of solutions, as well as continuous dependence on data, for a system of partial differential equations and inclusion, which may be interpreted, e.g., as evolving equation for physical quantities such as concentration and chemical potential. The model deals with a constant mobility and it is recovered from a possibly non-convex free-energy density. In particular, we render a general viscous regularization via…
We study the existence and properties of Lipschitz continuous weak solutions to the Neumann boundary value problem for a class of one-dimensional quasilinear forward-backward diffusion equations with linear convection and reaction. The diffusion flux function is assumed to be of a forward-backward type that contains two forward-diffusion phases. We prove that, for all smooth initial data, there exists at least one weak solution whose spatial derivative stays in the two forward phases. Also, for all smooth initial data that have a derivative value lying in a certain phase transition range, we s…
It is shown that a function $u$ satisfying $|\partial_tu+\sum_{i,j}\partial_i(a^{ij}\partial_ju)|\leq N(|u|+|\nabla u|)$, $|u(x,t)|\leq Ne^{N|x|^2}$ in $\mathbb{R}^n_+\times[0,T]$ and $u(x,0)=0$ in $\mathbb{R}^n_+$ under certain conditions on $\{a^{ij}\}$ must vanish identically in $\mathbb{R}^n_+\times[0,T]$. The main point of the result is that the conditions imposed on $\{a^{ij}\}$ are of the type: $\{a^{ij}\}$ are Lipschitz and $|\nabla_xa^{ij}(x,t)|\leq \frac{E}{|x|}$, where $E$ is less than a given number, and the conditions are in some sense optimal.
We obtain an existence and uniqueness theorem for fully coupled forward-backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial integro-differential equation (PIDE), and provide the explicit form of the FBSDE solution. Moreover, we embed the associated PIDE into a suitable class of non-local quasilinear parabolic PDEs which allows us to extend the methodology of Ladyzhenskaya et al (1968) to non-local PDEs of this class. Namely, we obtain the existence and uniqueness of a classical solution to both the Cauchy problem and the initial-boundary…
We explain why the theory of Escauriaza, Seregin, and Sverak (Russian Math. Surveys, 2003) on potential finite time singularity in Navier-Stokes solutions must be largely misapprehended. It is found that the proofs of the backward uniqueness theorem for parabolic equations contain technical errors. The stated validity of a theorem for vorticity is established on ill-informed analyses as the solenoidal constraint is not taken into account. There are many cases where parabolic scalings are erroneously applied. We briefly discuss a number of related issues.
The interest of the scientific community for the existence, uniqueness and stability of solutions to PDE's is testified by the numerous works available in the literature. In particular, in some recent publications on the subject an inequality guaranteeing stability is shown to hold provided that the coefficients of the principal part of the differential operator are Log-Lipschitz continuous. Herein this result is improved along two directions. First, we describe how to construct an operator, whose coefficients in the principal part are not Log-Lipschitz continuous, for which the above mentione…
In this paper, we are concerned with a reaction diffusion system arising from a nuclear reactor model in bounded domains with nonlinear boundary conditions. We show the existence of a stationary solution and its ordered uniqueness. It is also shown that every positive stationary solution possesses threshold property to determine blow-up or globally existence for solutions of nonstationary problem.
Global Solutions of Coupled Nonlocal Parabolic Systems Arising from Reversible Chemical Reactions
National Higher School of Telecommunications and Information and Communication Technologies – Abdelhafid Boussouf（阿卜杜勒哈菲德·布苏夫国家高等电信与信息技术通信学校）；Echahid Cheikh Larbi Tebessi University（谢赫·拉比·特贝西烈士大学）；Khalifa University（哈利法大学）
We consider a nonlocal parabolic model for a micro-electro-mechanical system. Specifically, for a radially symmetric problem with monotonic initial data, it is shown that the solution quenches, so that touchdown occurs in the device, in a situation where there is no steady state. It is also shown that quenching occurs at a single point and a bound on the approach to touchdown is obtained. Numerical simulations illustrating the results are given.
We consider a hyperbolic-parabolic system arising from a chemotaxis model in angiogenesis, which is described by a Keller-Segel equation with singular sensitivity. It is known to allow viscous shocks (so-called traveling waves). We introduce a relative entropy of the system, which can capture how close a solution at a given time is to a given shock wave in almost $L^2$-sense. When the shock strength is small enough, we show the functional is non-increasing in time for any large initial perturbation. The contraction property holds independently of the strength of the diffusion.
The main purpose of this paper is to study the problem of determining initial condition of nonlinear parabolic equation from noisy observations of the final condition. We introduce a regularized method to establish an approximate solution. We prove an upper bound on the rate of convergence of the mean integrated squared error.
We study the uniqueness of singular radial (forward and backward) self-similar positive solutions of the equation $u_t-Δu = u^p, \quad x\in{\mathbb R}^n,\ t>0,$ where $p\geq(n+2)/(n-2)_+$.
The amplification of an external signal is a key step in direction sensing of biological cells. We consider a simple model for the response to a time-depending signal, which was previously proposed by the last three authors. The model consists of a bulk-surface reaction-diffusion model. We prove that in a suitable asymptotic limit the system converges to a bulk-surface parabolic obstacle type problem. For this model and a reduction to a nonlocal surface equation we show an L1-contraction property and, in the case of time-constant signals, the stability of stationary states.
This paper defines a parabolic frequency for solutions of the heat equation along homothetically shrinking mean curvature flows and proves its monotonicity along such flows. As a corollary, frequency monotonicity provides a proof of backwards uniqueness. Additionally, for solutions of more general parabolic equations on mean curvature flow shrinkers, this paper provides bounds on the derivative of the frequency, which similarly imply backwards uniqueness.
This paper defines a parabolic frequency for solutions of the heat equation on a Ricci flow and proves it's monotonicity along the flow. Frequency monotonicity is known to have many useful consequences; here it is shown to provide a simple proof of backwards uniqueness. For solutions of more general parabolic equations on a Ricci flow, this paper provides bounds on the derivative of the frequency, which similarly imply backwards uniqueness.
This paper studies a type of degenerate parabolic problem with nonlocal term \begin{equation*} \begin{cases} u_t=u^p(u_{xx}+u-\bar{u}) & 0<t<T_{\max},\ 0<x<a, u_x(0,t)=u_x(a,t)=0 & 0<t<T_{\max}, u(x,0)=u_0(x) & 0<x<a, \end{cases} \end{equation*} where $p>1$, $a>0$. In this paper, the classification of the finite-time blowup/global existence phenomena based on the associated energy functional and explicit expression of all nonnegative steady states are demonstrated. Moreover, we combine the applications of Lojasiewicz-Simon inequality and energy estimates to derive that any bounded solution wit…
Motivated by problems arising in geometric flows, we prove several regularity results for systems of local and nonlocal equations, adapting to the parabolic case a neat argument due to Caffarelli. The geometric motivation of this work comes from recent works arising in the theory harmonic maps with free boundary in particular. We prove Hölder regularity of weak solutions.
We study a class of non-linear parabolic systems relevant in turbulence theory. Those systems can be viewed as simplified versions of the Prandtl one-equation and Kolmogorov two-equation models of turbulence. We restrict our attention to the case of one space dimension. We consider initial data for which the diffusion coefficients may vanish. We prove that, under this condition, those systems are locally well-posed in the class of Sobolev spaces of high enough regularity, but also that there exist smooth initial data for which the corresponding solutions blow up in finite time. We are able to …
Regularization methods have been recently developed to construct stable approximate solutions to classical partial differential equations considered as final value problems. In this paper, we investigate the backward parabolic problem with locally Lipschitz source: $\partial_{t}u+μ\left(t\right)\mathcal{A}u\left(t\right)=f\left(t,u\right)$ where $\mathcal{A}:\mathcal{D}\left(\mathcal{A}\right)\subset\mathcal{H}\to\mathcal{H}$ is a positive, self-adjoint and unbounded linear operator on the Hilbert space $\mathcal{H}$. The problem arises in many applications, but it is in general ill-posed. The…
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDE problem involving sublinear operators. This is done through a dynamic programming principle derived from [8]. The formula can be seen as a nonlinear extension of the Feynman--Kac formula and is based on the backward stochastic differential equations theory.
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDEs given as a sup--envelope function. This is done through a dynamic programming principle derived from Denis, Hu, Peng (2010). The formula can be seen as a nonlinear extension of the Feynman--Kac formula and is based on the backward stochastic differential equations theory.
