Main purpose of this paper is to study the local propagation of singularities of viscosity solution to contact type evolutionary Hamilton-Jacobi equation $$ D_tu(t,x)+H(t,x,D_xu(t,x),u(t,x))=0. $$ An important issue of this topic is the existence, uniqueness and regularity of the strict singular characteristic. We apply the recent existence and regularity results on the Herglotz' type variational problem to the aforementioned Hamilton-Jacobi equation with smooth initial data. We obtain some new results on the local structure of the cut set of the viscosity solution near non-conjugate singular points. Especially, we obtain an existence result of smooth strict singular characteristic from and to non-conjugate singular initial point based on the structure of the superdifferential of the solution, which is even new in the classical time-dependent case. We also get a global propagation result for the $C^1$ singular support in the contact case.
We study the Cauchy problem of a $3\times 3$ system of conservation laws modeling two--phase flow of polymer flooding in rough porous media with possibly discontinuous permeability function. The system loses strict hyperbolicity in some regions of the domain where the eigenvalues of different families coincide, and BV estimates are not available in general. For a suitable $2\times 2$ system, a singular change of variable introduced by Temple could be effective to control the total variation. An extension of this technique can be applied to a $3\times 3$ system only under strict hypotheses on t…
In this paper we give an explicit representation of the solutions of a characteristic Cauchy problem for a class of PDEs with singular coefficients. We give the explicit solutions in terms of the Gauss hypergeometric functions, which enable us to study the singularities and the analytic continuation. Our results are illustrated through some examples.
We consider the strictly hyperbolic Cauchy problem \begin{align*} &D_t^m u - \sum\limits_{j = 0}^{m-1} \sum\limits_{|γ|+j = m} a_{m-j,\,γ}(t,\,x) D_x^γD_t^j u = 0, \newline &D_t^{k-1}u(0,\,x) = g_k(x),\,k = 1,\,\ldots,\,m, \end{align*} for $(t,\,x) \in [0,\,T]\times \mathbb{R}^n$ with coefficients belonging to the Zygmund class $C^s_\ast$ in $x$ and having a modulus of continuity below Lipschitz in $t$. Imposing additional conditions to control oscillations, we obtain a global (on $[0,\,T]$) $L^2$ energy estimate without loss of derivatives for $s \geq \{1+\varepsilon,\,\frac{2m_0}{2-m_0}\}$, …
A theorem is proved on the uniform estimation of the residual term of the asymptotic expansion with respect to a small parameter of the solution of the initial problem for a singularly perturbed differential operator weakly nonlinear transport equation in the critical case.
An asymptotic expansion with respect to a small parameter of a singularly perturbed system of hyperbolic equations, describing vibrations of two rigidly connected strings is constructed. Under certain conditions imposed on these problems, the principal term of the asymptotic expansion of the solution is described by the Korteweg-de Vries equation.
We study the singularity formation of strong solutions to the two-dimensional (2D) Cauchy problem of the non-baratropic compressible magnetohydrodynamic equations without heat conductivity. It is proved that the strong solution exists globally if the density and the pressure are bounded from above. In particular, the criterion is independent of the magnetic field and is just the same as that of the compressible Navier-Stokes equations. Our method relies on weighted energy estimates and a Hardy-type inequality.
The formation of singularity and breakdown of strong solutions to the two-dimensional (2D) Cauchy problem of the full compressible Navier-Stokes equations with zero heat conduction are considered. It is shown that for the initial density allowing vacuum, the strong solution exists globally if the density $ρ$ and the pressure $P$ satisfy $\|ρ\|_{L^{\infty}(0,T;L^\infty)}+\|P\|_{L^{\infty}(0,T;L^\infty)}<\infty$. In addition, the initial density can even have compact support. The logarithm-type estimate for the Lam{é} system and some weighted estimates play a crucial role in the proof.
The goal of this paper is to establish a global well-posedness for a broad class of strictly hyperbolic Cauchy problems with coefficients in $C^2((0,T];C^\infty(\mathbb{R}^n))$ growing polynomially in $x$ and singular in $t$. The problems we study are of strictly hyperbolic type with respect to a generic weight and a metric on the phase space. The singular behavior is captured by the blow-up of the first and second $t$-derivatives of the coefficients which allows the coefficients to be either logarithmic-type or oscillatory-type near $t=0$. To arrive at an energy estimate, we perform a conjuga…
We discuss inverse problems to finding the time-dependent coefficient for the multidimensional Cauchy problems for both strictly hyperbolic equations and polyharmonic heat equations. We also extend our techniques to the general inverse Cauchy problems for evolution equations.
For the first time, a globally convergent numerical method is presented for ill-posed Cauchy problems for quasilinear PDEs. The key idea is to use Carleman Weight Functions to construct globally strictly convex Tikhonov-like cost functionals.
The goal of this paper is to establish a global well-posedness, cone condition and loss of regularity for singular hyperbolic equations with coefficients in { $L^1((0,T];C^\infty(\mathbb{R}^n)) \cap C^1((0,T];C^\infty(\mathbb{R}^n))$} and Cauchy data in an appropriate Sobolev space tailored to a metric on the phase space. The coefficients are unbounded near the singular hyperplane $t=0$ and polynomially growing as $|x| \to \infty.$ The singular behavior is characterized by the blow-up rate of the coefficients and their first $t$-derivatives near $t=0.$ In order to study the interplay of the si…
We consider the one-dimensional Gross-Pitaevskii equation perturbed by a Dirac potential. Using a fine analysis of the properties of the linear propagator, we study the well-posedness of the Cauchy Problem in the energy space of functions with modulus 1 at infinity. Then we show the persistence of the stationary black soliton of the unperturbed problem as a solution. We also prove the existence of another branch of non-trivial stationary waves. Depending on the attractive or repulsive nature of the Dirac perturbation and of the type of stationary solutions, we prove orbital stability via a var…
We investigate the behavior of the solutions of a class of certain strictly hyperbolic equations defined on $[0,T]\times \R^n$ in relation to a class of metrics on the phase space. In particular, we study the global regularity and decay issues of the solution to an equation with coefficients polynomially bound in $x$ and with their $t$-derivative of order $\textnormal{O}(t^{-q}),$ where $q \in \big[1,\frac{3}{2}\big)$. For this purpose, an appropriate generalized symbol class based on the metric is defined and the associated Planck function is used to define an infinite order operator to perfo…
In this paper we study the Cauchy problem for second order strictly hyperbolic operators when the coefficients of the principal part are not Lipschitz continuous, but only "Log-Lipschitz" with respect to all the variables. This class of equation is invariant under changes of variables and therefore suitable for a local analysis. In particular, we show local existence, local uniqueness and finite speed of propagation for the noncharacteristic Cauchy problem.
We investigate the behavior of the solutions of a class of certain strictly hyperbolic equations defined on $(0,T]\times \mathbb{R}^n$ in relation to a class of metrics on the phase space. In particular, we study the global regularity and decay issues of the solution to an equation with coefficients polynomially bound in $x$ with their $x$-derivatives and $t$-derivative of order ${O}(t^{-δ}),δ\in [0,1),$ and ${O}(t^{-1})$ respectively. This type of singular behavior allows coefficients to be either oscillatory or logarithmically bounded at $t=0$. We use the Planck function associated with the …
We establish the existence of solutions of the Cauchy problem for a higher-order semilinear parabolic equation by introducing a new majorizing kernel. We also study necessary conditions on the initial data for the existence of local-in-time solutions and identify the strongest singularity of the initial data for the solvability of the Cauchy problem.
We consider a problem of mixed Cauchy type for certain holomorphic partial differential operators whose principal part $Q_{2p}(D)$ essentially is the (complex) Laplace operator to a power, $Δ^p$. We pose inital data on a singular conic divisor given by P=0, where $P$ is a homogeneous polynomial of degree $2p$. We show that this problem is uniquely solvable if the polynomial $P$ is elliptic, in a certain sense, with respect to the principal part $Q_{2p}(D)$.
A general class of singular abstract Cauchy problems is considered which naturally arises in applications to certain Free Boundary Problems. Existence of an associated evolution operator characterizing its solutions is established and is subsequently used to derive optimal regularity results. The latter are well known to be important basic tools needed to deal with corresponding nonlinear Cauchy Problems such as those associated to Free Boundary Problems.
We study the existence and regularity of solutions to the Cauchy problem for the inhomogeneous heat equation on compact Riemannian manifolds with conical singularities. We introduce weighted Hölder and Sobolev spaces with discrete asymptotics and we prove existence and maximal regularity of solutions to the Cauchy problem for the inhomogeneous heat equation, when the free term lies in a weighted parabolic Hölder or Sobolev space with discrete asymptotics. This generalizes a result previously obtained by Coriasco, Schrohe, and Seiler (Thm. 7.2 in Math. Z. 244 (2003), 235--269) by different mean…
Euler-Leray data functions of first and second order are defined by first and second order derivatives of the nonlinear spatial part of the incompressible Euler equation operator in Leray projection form applied to Cauchy data. The Lipschitz continuity of these functions for a certain class of strongly regular Cauchy data is sufficient for the existence of global regular upper bounds of incompressible Navier Stokes equation solutions. Global regular upper bounds of global solution branches of the incompressible Euler equation can be obtained for a class of strongly regular Cauchy data, if the …
We study a class of third order hyperbolic operators $P$ in $G = Ω\cap \{0 \leq t \leq T\},\: Ω\subset \R^{n+1}$ with triple characteristics on $t = 0$. We consider the case when the fundamental matrix of the principal symbol for $t = 0$ has a couple of non vanishing real eigenvalues and $P$ is strictly hyperbolic for $t > 0.$ We prove that $P$ is strongly hyperbolic, that is the Cauchy problem for $P + Q$ is well posed in $G$ for any lower order terms $Q$.
The notion of strict singular characteristics is important in the wellposedness issue of singular dynamics on the cut locus of the viscosity solutions. We provide an intuitive and rigorous proof of the existence of the strict singular characteristics of Hamilton-Jacobi equation $H(x,Du(x),u(x))=0$ in two dimensional case. We also proved if $\mathbf{x}$ is a strict singular characteristic, then we really have the right-differentiability of $\mathbf{x}$ and the right-continuity of $\dot{\mathbf{x}}^+(t)$ for every $t$. Such a strict singular characteristic must give a selection $p(t)\in D^+u(\ma…
We consider a family of linear singularly perturbed Cauchy problems which combines partial differential operators and linear fractional transforms. We construct a collection of holomorphic solutions on a full covering by sectors of a neighborhood of the origin in $\mathbb{C}$ with respect to the perturbation parameter $ε$. This set is built up through classical and special Laplace transforms along piecewise linear paths of functions which possess exponential or super exponential growth/decay on horizontal strips. A fine structure which entails two levels of Gevrey asymptotics of order 1 and so…
We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in Sobolev-Kato spaces, with loss of smoothness and decay at infinity. We also obtain results about propagation of singularities, in terms of wave-front sets describing the evolution of both smoothness and decay singularities of temperate distributions. Moreover, we can prove the existence of random-field solutions for the associated stochastic Cauchy problems…
In the present paper we are concerned with the Novikov--Veselov equation at negative energy, i.e. with the $ (2 + 1) $--dimensional analog of the KdV equation integrable by the method of inverse scattering for the two--dimensional Schrödinger equation at negative energy. We show that the solution of the Cauchy problem for this equation with non--singular scattering data behaves asymptotically as $ \frac{\const}{t^{3/4}} $ in the uniform norm at large times $ t $. We also present some arguments which indicate that this asymptotics is optimal.
In this paper, we prove local existence and uniqueness of analytic sharp-front solutions to a generalised SQG equation by the use of an abstract Cauchy--Kowalevskaya theorem. Here, the velocity is determined by $u = |\nabla|^{-2β}\nabla^\perpθ$ which (for $1<β\leq 2$) is more singular than in SQG. This is achieved despite the appearance of pseudodifferential operators of order higher than one in our equation, by recasting our equation in a suitable integral form. We also provide a full proof of the abstract version of the Cauchy--Kowalevskaya theorem we use.
Starting from the Hawking--Page solutions, we consider the corresponding Lorentzian cone metrics. These represent cone interior scale-invariant vacuum solutions, defined in the chronological past of the scaling origin. We extend the Lorentzian Hawking--Page solutions to the cone exterior region in the class of $(4+1)$-dimensional scale-invariant vacuum solutions with an $SO(3)\times U(1)$ isometry, using the Kaluza--Klein reduction and the methods of Christodoulou. We prove that each Lorentzian Hawking--Page solution has extensions with a null curvature singularity, extensions with a spacelike…
We show that, for first-order systems of conservation laws with a strictly convex entropy,in particular for the very simple so-called "inviscid" Burgers equation,it is possible to address the Cauchy problem by a suitable convex minimizationproblem, quite similar to some problems arising in optimal transport or variational mean-field game theory.In the general case, we show that smooth, shock-free, solutions can be recoveredon some sufficiently small interval of time. In the special situation of the Burgers equation, we furthershow that every "entropy solution" (in the sense of Kruzhkov)includi…
This work studies solutions of the scalar wave equation \[\Box_gϕ=0\] on a fixed subextremal Reissner-Nordström spacetime with non-vanishing charge $q$ and mass $M$. In a recent paper, Luk and Oh established that generic smooth and compactly supported initial data on a Cauchy hypersurface lead to solutions which are singular in the $W^{1,2}_{loc}$ sense near the Cauchy horizon in the black hole interior, and it follows easily that they are also singular in the $W^{1,p}_{loc}$ sense for $p>2$. On the other hand, the work of Franzen shows that such solutions are non-singular near the Cauchy hori…
We study the homogeneous Cauchy-Dirichlet Problem (CDP) for a nonlinear and nonlocal diffusion equation of singular type of the form $\partial_t u =-\mathcal{L} u^m$ posed on a bounded Euclidean domain $Ω\subset\mathbb{R}^N$ with smooth boundary and $N\ge 1$. The linear diffusion operator $\mathcal{L}$ is a sub-Markovian operator, allowed to be of nonlocal type, while the nonlinearity is of singular type, namely $u^m=|u|^{m-1}u$ with $0<m<1$. The prototype equation is the Fractional Fast Diffusion Equation (FFDE), when $\mathcal{L}$ is one of the three possible Dirichlet Fractional Laplacians …
We give an algebraic description of wave fronts that appear in strictly hyperbolic Cauchy problem. Concrete form of definig function of wave front issued from initial algebraic variety is obtained by the aid of the Gauss-Manin systems satisfied by Gel'fand -Leray integrals.
We discuss the well-posedness of the Cauchy problem for hyperbolic operators with double characteristics which changes from non-effectively hyperbolic to effectively hyperbolic, on the double characteristic manifold, across a submanifold of codimension 1. We assume that there is no bicharacteristic tangent to the double characteristic manifold and the spatial dimension is 2. Then we prove the well-posedness of the Cauchy problem in all Gevrey classes assuming, on the double characteristic manifold, that the ratio of the imaginary part of the subprincipal symbol to the real eigenvalue of the Ha…
We consider the Cauchy problem for strictly hyperbolic $m$-th order partial differential equations with coefficients low-regular in time and smooth in space. It is well-known that the problem is $L^2$ well-posed in the case of Lipschitz continuous coefficients in time, $H^s$ well-posed in the case of Log-Lipschitz continuous coefficients in time (with an, in general, finite loss of derivatives) and Gevrey well-posed in the case of Hölder continuous coefficients in time (with an, in general, infinite loss of derivatives). Here, we use moduli of continuity to describe the regularity of the coeff…
We enumerate the local Petrovskii lacunas (that is, the domains of local regularity of the principal fundamental solutions) of strictly hyperbolic PDE's with constant coefficients in $R^N$ at the parabolic singular points of their wavefronts. These points form the next difficult family of classes of the natural classification of singular points after the so-called simple singularities, studied previously. Also we promote a computer program counting for topologically different morsifications of critical points of smooth functions, and hence also for local components of the complement of a gener…
This paper is concerned with reconstruction issue of some typical inverse problems and consists of three parts. First a framework of the enclosure method for an inverse source problem governed by the Helmholtz equation at a fixed wave number in three dimensions is introduced. It is based on the nonvanishing of the coefficient of the leading profile of an oscillatory integral over a domain having a conical singularity. Second an explicit formula of the coefficient for a domain having a circular cone singularity and its implication under the framework are given. Third, an application under the f…
We consider the classical Cauchy problem for the 3d Navier-Stokes equation with the initial vorticity $ω_0$ concentrated on a circle, or more generally, a linear combination of such data for circles with common axis of symmetry. We show that natural approximations of the problem obtained by smoothing the initial data satisfy good a-priori estimates which enable us to conclude that the original problem with the singular initial distribution of vorticity has a solution. We impose no restriction on the size of the initial data.
It is widely expected that generic black holes have a non-empty but weakly singular Cauchy horizon, due to mass inflation. Indeed this has been proven by the author in the spherical collapse of a charged scalar field, under decay assumptions of the field in the black exterior which are conjectured to be generic. A natural question then arises: can this weakly singular Cauchy horizon close off the space-time, or does the weak null singularity necessarily "break down", giving way to a different type of singularity? The main result of this paper is to prove that the Cauchy horizon cannot ever "cl…
The Cauchy problem for the system of equations of two-dimensional rotational gas dynamics is considered. It is assumed that the Cauchy data are a smooth compact perturbation of a constant state. Integral conditions for the data sufficient for the loss of smoothness by a solution within a finite time are found. We analyze the possibility of fulfilling these conditions and compare them with the criterion of singularity formation, known for rotational gas dynamics without pressure.
The limiting case of the system of equations of two-dimensional gas dynamics in the presence of the Coriolis force, which can be obtained under the assumption of a small pressure, is considered. With this approach, the equation for the velocity vector (transport equation) is split off from the system and can be solved separately. Using the method of stochastic perturbation along characteristics, we obtain an explicit asymptotic representation of a smooth solution of transport equations and analyze the process of formation of singularities of solution using a specific example. It is concluded t…
It has long been suggested that solutions to linear scalar wave equation $$\Box_gϕ=0$$ on a fixed subextremal Reissner-Nordström spacetime with non-vanishing charge are generically singular at the Cauchy horizon. We prove that generic smooth and compactly supported initial data on a Cauchy hypersurface indeed give rise to solutions with infinite nondegenerate energy near the Cauchy horizon in the interior of the black hole. In particular, the solution generically does not belong to $W^{1,2}_{loc}$. This instability is related to the celebrated blue shift effect in the interior of the black hol…
Many physical systems are described by partial differential equations (PDEs). Determinism then requires the Cauchy problem to be well-posed. Even when the Cauchy problem is well-posed for generic Cauchy data, there may exist characteristic Cauchy data. Characteristics of PDEs play an important role both in Mathematics and in Physics. I will review the theory of characteristics and bicharacteristics of PDEs, with a special emphasis on intrinsic aspects, i.e., those aspects which are invariant under general changes of coordinates. After a basically analytic introduction, I will pass to a modern,…
We develop the first steps of a parabolic pluripotential theory in bounded strongly pseudo-convex domains of Cn. We study certain degenerate parabolic complex Monge-Amp{è}re equations, modelled on the K{ä}hler-Ricci flow evolving on complex algebraic varieties with Kawamata log-terminal singularities. Under natural assumptions on the Cauchy-Dirichlet boundary data, we show that the envelope of pluripotential subsolutions is semi-concave in time and continuous in space, and provides the unique pluripotential solution with such regularity.
In a series of publications of the second author, including some with coauthors, globally strictly convex Tikhonov-like functionals were constructed for some nonlinear ill-posed problems. The main element of such a functional is the presence of the Carleman Weight Function. Compared with previous publications, the main novelty of this paper is that the existence of the regularized solution (i.e. the minimizer) is proved rather than assumed. The method works for both ill-posed Cauchy problems for some quasilinear PDEs of the second order and for some Coefficient Inverse Problems. However, to si…
