Analysis of a fourth order exponential PDE arising from a crystal surface jump process with Metropolis-type transition rates
Yuan Gao, Anya E. Katsevich, Jian-Guo Liu, Jianfeng Lu, Jeremy L. Marzuola
备注：
14 pages, 4 figures, comments welcome! Revised significantly thanks to very thorough referee reports. Some previous discussions have been removed and will be reported in a separate result by one of the authors
We analytically and numerically study a fourth order PDE modeling rough crystal surface diffusion on the macroscopic level. We discuss existence of solutions globally in time and long time dynamics for the PDE model. The PDE, originally derived by the second author, is the continuum limit of a microscopic model of the surface dynamics, given by a Markov jump process with Metropolis type transition rates. We outline the convergence argument, which depends on a simplifying assumption on the local equilibrium measure that is valid in the high temperature regime. We provide numerical evidence for the convergence of the microscopic model to the PDE in this regime.
In this article we prove the global existence of a unique strong solution to the initial boundary-value problem for a fourth-order exponential PDE. The equation we study was originally proposed to study the evolution of crystal surfaces, and was derived by applying a nonstandard scaling regime to a microscopic Markov jump process with Metropolis rates. Our investigation here finds that compared to the PDE's which use Arhenious rates, (and also have a fourth order exponential nonlinearity) the hyperbolic sine nonlinearity in our equation can offer much better control over the exponent term even…
Finite time singularity formation in a fourth order nonlinear parabolic partial differential equation (PDE) is analyzed. The PDE is a variant of a ubiquitous model found in the field of Micro-Electro Mechanical Systems (MEMS) and is studied on a one-dimensional (1D) strip and the unit disc. The solution itself remains continuous at the point of singularity while its higher derivatives diverge, a phenomenon known as quenching. For certain parameter regimes it is shown numerically that the singularity will form at multiple isolated points in the 1D strip case and along a ring of points in the ra…
In this paper, we study second-order and fourth-order elliptic problems which include not only a Poisson equation in the bulk but also an inhomogeneous Laplace--Beltrami equation on the boundary of the domain. The bulk and the surface PDE are coupled by a boundary condition that is either of Dirichlet or Robin type. We point out that both the Dirichlet and the Robin type boundary condition can be handled simultaneously through our formalism without having to change the framework. Moreover, we investigate the eigenvalue problems associated with these second-order and fourth-order elliptic syste…
We introduce $n$-parameter $\Rd$-valued Brownian-time Brownian sheet (BTBS): a Brownian sheet where each "time" parameter is replaced with the modulus of an independent Brownian motion. We then connect BTBS to a new system of $n$ linear, fourth order, and interacting PDEs and to a corresponding fourth order interacting nonlinear PDE. The coupling phenomenon is a result of the interaction between the Brownian sheet, through its variance, and the Brownian motions in the BTBS; and it leads to an intricate, intriguing, and random field generalization of our earlier Brownian-time-processes (BTPs) c…
In this paper we prove the global existence of a strong solution to the initial boundary value problem for the exponential partial differential equation $\partial_tu-Δe^{-Δu}+e^{-Δu}-1=0$. The equation was proposed as a continuum model for epitaxial growth of crystal surfaces on vicinal surfaces with evaporation and deposition effects \cite{GLLM}. Our investigations reveal that we must control the size of both $\left\| e^{-Δu(x,0)}\right\|_{W^{2,2}(Ω)}$ and $\left\| e^{Δu(x,0)}\right\|_{\infty,Ω}$ suitably to achieve our results. Related results in \cite{GM,LS} were established via the Weiner …
It is well-known that any solution of the Laplace equation is a real or imaginary part of a complex holomorphic function. In this paper, in some sense, we extend this property into four order hyperbolic and elliptic type PDEs. To be more specific, the extension is for a $c$-biwave PDE with constant coefficients, and we show that the components of a differentiable function on the associated hypercomplex algebras provide solutions for the equation.
We consider a partial differential equation that arises in the coarse-grained description of epitaxial growth processes. This is a parabolic equation whose evolution is governed by the competition between the determinant of the Hessian matrix of the solution and the biharmonic operator. This model might present a gradient flow structure depending on the boundary conditions. We first extend previous results on the existence of stationary solutions to this model for Dirichlet boundary conditions. For the evolution problem we prove local existence of solutions for arbitrary data and global existe…
We introduce a class of interesting stochastic processes based on Brownian-time processes. These are obtained by taking Markov processes and replacing the time parameter with the modulus of Brownian motion. They generalize the iterated Brownian motion (IBM) of Burdzy and the Markov snake of Le Gall, and they introduce new interesting examples. After defining Brownian-time processes, we relate them to fourth order parabolic PDEs. We then study their exit problem as they exit nice domains in $\Rd$, and connect it to elliptic PDEs. We show that these processes have the peculiar property that they…
Optimal solvers for fourth-order PDEs discretized on unstructured grids
LSEC, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and System Sciences, Chinese Academy of Sciences（中国科学院数学与系统科学研究院计算数学与科学工程计算研究所）；Center for Computational Mathematics and Applications, Department of Mathematics, The Pennsylvania State University（宾夕法尼亚州立大学数学系计算数学与应用中心）
Blow-up in second and fourth order semi-linear parabolic partial differential equations (PDEs) is considered in bounded regions of one, two and three spatial dimensions with uniform initial data. A phenomenon whereby singularities form at multiple points simultaneously is exhibited and explained by means of a singular perturbation theory. In the second order case we pre- dict that points furthest from the boundary are selected by the dynamics of the PDE for singularity. In the fourth order case, singularities can form simultaneously at multiple locations, even in one spatial dimension. In two …
We delve deeper into our study of the connection of Brownian-time processes (BTPs) to fourth order parabolic PDEs, which we introduced in a recent joint article with W. Zheng. Probabilistically, BTPs and their cousins BTPs with excursions form a unifying class of interesting stochastic processes that includes the celebrated IBM of Burdzy and other new intriguing processes, and is also connected to the Markov snake of Le Gall. BTPs also offer a new connection of probability to PDEs that is fundamentally different from the Markovian one. They solve fourth order PDEs in which the initial function…
The well known heat equation with finite speed of propagation proposed by Cattaneo is obtained by a more general fourth order PDE when a certain (small) parameters is put equal to zero. It seems that this fourth order equation has been essentially overlooked in the literature, in particular when it is subject to non homogeneous boundary conditions. In this paper we examine its well posedness and the asymptotic behavior when certain coefficients tend to singular values.
We introduce a new imaginary-Brownian-time-Brownian-angle process, which we also call the linear-Kuramoto-Sivashinsky process (LKSP). Building on our techniques in two recent articles involving the connection of Brownian-time processes to fourth order PDEs, we give an explicit solution to a linearized Kuramoto-Sivashinsky PDE in $\scriptstyle d$-dimensional space: $\scriptstyle{\eight{u_t=-\frac18Δ^2u-\frac12Δu-\frac12u}}$. The solution is given in terms of a functional of our LKSP.
In this work, a result of exponential stability is obtained for solutions of a compressible flow-structure partial differential equation (PDE) model which has recently appeared in the literature. In particular, a compressible flow PDE and its associated state equation for the associated pressure variable, each evolving within a three dimensional domain $\mathcal{O}$, are coupled to a fourth order plate equation which holds on a flat portion $% Ω$ of the boundary $\partial \mathcal{O}$. Moreover, since this coupled PDE model is the result of a linearization of the compressible Navier-Stokes equ…
In this paper, we consider the problem of obtaining rational decay for a particular time-evolving fluid-structure model, the type of which has been considered in Chueshov and Ryzhkova (2013). In particular, this partial differential equation (PDE) system is composed of a three-dimensional Stokes flow which evolves within a three dimensional cavity. Moreover, on a (fixed) portion of the cavity wall, $Ω$ say, a fourth order plate equation is invoked so as to describe the displacements along $Ω$. Contact between these respective fluid and structure dynamics is established through the boundary int…
The paper develops various estimates for solutions of a fourth order nonlinear PDE, which corresponds to prescribing the scalar curvature of a toric Kahler metric.
Lately, many phenomena in both applied and abstract mathematics and related disciplines have been expressed in terms of high order and fractional PDEs. Recently, Allouba introduced the Brownian-time Brownian sheet (BTBS) and connected it to a new system of fourth order interacting PDEs. The interaction in this multiparameter BTBS-PDEs connection is novel, leads to an intimately-connected linear system variant of the celebrated Kuramoto-Sivashinsky PDE, and is not shared with its one-time-parameter counterpart. It also means that these PDEs systems are to be solved for a family of functions, a …
We study the problem of finding the instability index of certain non-selfadjoint fourth order differential operators that appear as linearizations of coating and rimming flows, where a thin layer of fluid coats a horizontal rotating cylinder. The main result reduces the computation of the instability index to a finite-dimensional space of trigonometric polynomials. The proof uses Lyapunov's method to associate the differential operator with a quadratic form, whose maximal positive subspace has dimension equal to the instability index. The quadratic form is given by a solution of Lyapunov's equ…
We study the asymptotic behavior for singular solutions to a critical fourth order system generalizing the constant $Q$-curvature equation. Our main result extends to the case of strongly coupled systems, the celebrated asymptotic classification due to [L. A. Caffarelli, B. Gidas and J. Spruck, Comm. Pure Appl. Math. (1989)] and [N. Korevaar, R. Mazzeo, F. Pacard and R. Schoen, Invent. Math., (1999)]. On the technical level, we use an involved spectral analysis to study the Jacobi fields' growth properties in the kernel of the linearization of our system around a blow-up limit solution. Beside…
For a smooth strictly plurisubharmonic function $u$ on a open set $Ω\subset\mathbb{C}^{n}$ and $F$ a $C^{1}$ nondecreasing function on $\mathbf{R}^{*}_{+}$, we investigate the complex partial differential equations $$Δ_{g}\log\det(u_{i\bar j})=F(\det(u_{i\bar j}))\Vert\nabla_{g}\log\det(u_{i\bar j})\Vert_{g}^{2},$$ where $Δ_{g}$, $\Vert . \Vert_{g}$ and $\nabla_{g}$ are the Laplacian, tensor norm and the Levi-Civita connexion , respectively, with respect to the Kähler metric $g=\partial\bar\partial u$. We show that the above PDE's has a Bernstein property, i.e $\det(u_{i\bar j})=\hbox{constant…
We will present qualitative and numerical results on a partial differential equation (PDE) system which models a certain fluid-structure dynamics. The wellposedness of this PDE model is established by means of constructing for it a nonstandard semigroup generator representation; this representation is essentially accomplished by an appropriate elimination of the pressure. This coupled PDE model involves the Stokes system which evolves on a three dimensional domain $\mathcal{O}$ being coupled to a fourth order plate equation, possibly with rotational inertia parameter $ρ>0$, which evolves on a …
We develop a general theory for linear stability of traveling waves of second order in time PDE's. More precisely, we introduce an explicitly computable index $\om^*\in (0, \infty]$ (depending on the self-adjoint part of the linearized operator) so that the wave is stable if and only if $|c|\geq \om^*$. The results are applicable both in the periodic case and in the whole line case. As an application, we consider three classical models - the Boussinesq equation, the Klein-Gordon-Zakharov (KGZ) system and the fourth order beam equation. For the Boussinesq model and the KGZ system (and as a dire…
Motivated by a model proposed by Peng et al. [Advances in Coll. and Interf. Sci. 206 (2014)] for break-up of tear films on human eyes, we study the dynamics of a generalized thin film model. The governing equations form a fourth-order coupled system of nonlinear parabolic PDE for the film thickness and salt concentration subject to non-conservative effects representing evaporation. We analytically prove the global existence of solutions to this model with mobility exponents in several different ranges and the results are then validated against PDE simulations. We also numerically capture other…
In order to prove numerically the global existence and uniqueness of smooth solutions of a fourth order, nonlinear PDE, we derive rigorous a-posteriori upper bounds on the supremum of the numerical range of the linearized operator. These bounds also have to be easily computable in order to be applicable to our rigorous a-posteriori methods, as we use them in each time-step of the numerical discretization. The final goal is to establish global bounds on smooth local solutions, which then establish global uniqueness.
This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the origin, such that the k left paths end up at -a and the k right paths end up at +a at time t=1. The Karlin-McGregor formula enables one to express the transition probability in terms of a matrix model, consisting of Gaussian Hermitian random matrices in a chain with external source. It is shown that the log of the probability for this model satisfies a fourth orde…
Over the last few decades, phase-field equations have found increasing applicability in a wide range of mathematical-scientific fields (e.g. geometric PDEs and mean curvature flow, materials science for the study of phase transitions) but also engineering ones (e.g. as a computational tool in chemical engineering for interfacial flow studies). Here, we focus on phase-field equations in strongly heterogeneous materials with perforations such as porous media. To the best of our knowledge, we provide the first derivation of error estimates for fourth order, homogenized, and nonlinear evolution eq…
Inspired by a recent pointwise differential inequality for positive bounded solutions of the fourth-order Hénon equation $Δ^2 u = |x|^a u^p$ in ${\mathbb R}^n$ with $a \geqslant 0$, $p > 1$, $n \geqslant 5$ due to Fazly, Wei, and Xu [ Anal. PDE., 8(2015) 1541--1563], first for some positive constants $α$ and $β$ we establish the following pointwise inequality \[ Δu \geqslant αu^{-\frac{q-1}2} + βu^{-1} |\nabla u|^2 \] in ${\mathbb R}^n$ with $n \geqslant 3$ for positive $C^4$-solutions of the fourth-order equation \[ Δ^2u=-u^{-q} \quad \text{ in } \mathbb R^n \] where $q > 1$. Next, we prove a…
We present a new variational characterization of breather solutions of any equation of the \emph{focusing} Gardner hierarchy. This hierarchy is characterized by a nonnegative index $n$, and $2n+1$ represents the order of the corresponding PDE member. In this paper, we first show the existence of such breathers, and that they are solutions of the (2n+1)th-order Gardner equation. Then we prove a \emph{variational universality property}, in the sense that all these breather solutions satisfy the \emph{same} fourth order stationary elliptic ODE, regardless the order of the hierarchy member. This f…
We study the steady states and dynamics of a thin film-type equation with non-conserved mass in one dimension. The evolution equation is a nonlinear fourth-order degenerate parabolic PDE motivated by a model of volatile viscous fluid films allowing for condensation or evaporation. We show that by changing the sign of the non-conserved flux and breaking from a gradient flow structure, the problem can exhibit novel behaviors including having two distinct classes of coexisting steady state solutions. Detailed analysis of the bifurcation structure for these steady states and their stability reveal…
