Search results for " parabolic equations"
showing 10 items of 11 documents
Some qualitative properties for the total variation flow
2002
We prove the existence of a finite extinction time for the solutions of the Dirichlet problem for the total variation flow. For the Neumann problem, we prove that the solutions reach the average of its initial datum in finite time. The asymptotic profile of the solutions of the Dirichlet problem is also studied. It is shown that the profiles are nonzero solutions of an eigenvalue-type problem that seems to be unexplored in the previous literature. The propagation of the support is analyzed in the radial case showing a behaviour entirely different to the case of the problem associated with the p-Laplacian operator. Finally, the study of the radially symmetric case allows us to point out othe…
Cores for parabolic operators with unbounded coefficients
2009
Abstract Let A = ∑ i , j = 1 N q i j ( s , x ) D i j + ∑ i = 1 N b i ( s , x ) D i be a family of elliptic differential operators with unbounded coefficients defined in R N + 1 . In [M. Kunze, L. Lorenzi, A. Lunardi, Nonautonomous Kolmogorov parabolic equations with unbounded coefficients, Trans. Amer. Math. Soc., in press], under suitable assumptions, it has been proved that the operator G : = A − D s generates a semigroup of positive contractions ( T p ( t ) ) in L p ( R N + 1 , ν ) for every 1 ⩽ p + ∞ , where ν is an infinitesimally invariant measure of ( T p ( t ) ) . Here, under some additional conditions on the growth of the coefficients of A , which cover also some growths with an ex…
High Order Compact Finite Difference Schemes for A Nonlinear Black-Scholes Equation
2001
A nonlinear Black-Scholes equation which models transaction costs arising in the hedging of portfolios is discretized semi-implicitly using high order compact finite difference schemes. A new compact scheme, generalizing the compact schemes of Rigal [29], is derived and proved to be unconditionally stable and non-oscillatory. The numerical results are compared to standard finite difference schemes. It turns out that the compact schemes have very satisfying stability and non-oscillatory properties and are generally more efficient than the considered classical schemes.
Large solutions for nonlinear parabolic equations without absorption terms
2012
In this paper we give a suitable notion of entropy solution of parabolic $p-$laplacian type equations with $1\leq p<2$ which blows up at the boundary of the domain. We prove existence and uniqueness of this type of solutions when the initial data is locally integrable (for $1<p<2$) or integrable (for $p=1$; i.e the Total Variation Flow case).
Diffusion Equations with Finite Speed of Propagation
2007
In this paper we summarize some of our recent results on diffusion equations with finite speed of propagation. These equations have been introduced to correct the infinite speed of propagation predicted by the classical linear diffusion theory.
Optimal control for state constrained two-phase Stefan problems
1991
We give a new approach to state constrained control problems associated to non-degenerate nonlinear parabolic equations of Stefan type. We obtain uniform estimates for the violation of the constraints.
QUALITATIVE PROPERTIES OF THE SOLUTIONS OF A NONLINEAR FLUX-LIMITED EQUATION ARISING IN THE TRANSPORT OF MORPHOGENS
2011
In this paper we study some qualitative properties of the solutions of a nonlinear flux-limited equation arising in the transport of morphogens in biological systems. Questions related to the existence of steady states, the finite speed of propagating fronts or the regularization in the interior of the support are studied from analytical and numerical points of view.
THE MINIMIZING TOTAL VARIATION FLOW WITH MEASURE INITIAL CONDITIONS
2004
In this paper we obtain existence and uniqueness of solutions for the Cauchy problem for the minimizing total variation flow when the initial condition is a Radon measure in ℝN. We study limit solutions obtained by weakly approximating the initial measure μ by functions in L1(ℝN). We are able to characterize limit solutions when the initial condition μ=h+μs, where h∈L1(ℝN)∩L∞(ℝN), and μs=αℋk⌊ S,α≥0,k is an integer and S is a k-dimensional manifold with bounded curvatures. In case k<N-1 we prove that the singular part of the solution does not move, it remains equal to μs for all t≥0. In particular, u(t)=δ0 when u(0)=δ0. In case k=N-1 we prove that the singular part of the limit solution …
Stability of degenerate parabolic Cauchy problems
2015
We prove that solutions to Cauchy problems related to the $p$-parabolic equations are stable with respect to the nonlinearity exponent $p$. More specifically, solutions with a fixed initial trace converge in an $L^q$-space to a solution of the limit problem as $p>2$ varies.
Parabolic equations with nonlinear singularities
2011
Abstract We show the existence of positive solutions u ∈ L 2 ( 0 , T ; H 0 1 ( Ω ) ) for nonlinear parabolic problems with singular lower order terms of the asymptote-type. More precisely, we shall consider both semilinear problems whose model is { u t − Δ u + u 1 − u = f ( x , t ) in Ω × ( 0 , T ) , u ( x , 0 ) = u 0 ( x ) in Ω , u ( x , t ) = 0 on ∂ Ω × ( 0 , T ) , and quasilinear problems having natural growth with respect to the gradient, whose model is { u t − Δ u + ∣ ∇ u ∣ 2 u γ = f ( x , t ) in Ω × ( 0 , T ) , u ( x , 0 ) = u 0 ( x ) in Ω , u ( x , t ) = 0 on ∂ Ω × ( 0 , T ) , with γ > 0 . Moreover, we prove a comparison principle and, as an application, we study the asymptotic behav…