Literatura académica sobre el tema "Nonlocal problems, nonlinear problems, stationary problems, evolutionary problems"

We consider stationary linear problems on non‐connected layers with distinct material properties. Well posedness and the maximum principle (MP) for the differential problems are proved. A version of the finite element method (FEM) is used for discretization of the continuous problems. Also, the MP and convergence for the discrete solutions are established. An efficient algorithm for solution of the FEM algebraic equations is proposed. Numerical experiments for linear and nonlinear problems are discussed.

<p style='text-indent:20px;'>In this paper we analyse the asymptotic behaviour of some nonlocal diffusion problems with local reaction term in general metric measure spaces. We find certain classes of nonlinear terms, including logistic type terms, for which solutions are globally defined with initial data in Lebesgue spaces. We prove solutions satisfy maximum and comparison principles and give sign conditions to ensure global asymptotic bounds for large times. We also prove that these problems possess extremal ordered equilibria and solutions, asymptotically, enter in between these equilibria. Finally we give conditions for a unique positive stationary solution that is globally asymptotically stable for nonnegative initial data. A detailed analysis is performed for logistic type nonlinearities. As the model we consider here lack of smoothing effect, important focus is payed along the whole paper on differences in the results with respect to problems with local diffusion, like the Laplacian operator.</p>

Initial value problems as well as stationary solitary and periodic waves are investigated for a perturbed KdV equation including the Hilbert transform; ut + uux + βuxxx + η(ℋux - uxx) = 0 (η > 0). Multi-hump stationary solitary and periodic wave solutions are numerically identified. Furthermore, the close relation between the structure of the stationary waves and the behavior of the temporal evolutions is discussed in comparison with other perturbed KdV equations with different instability and dissipation terms. The results support some general features common to this type of nonlinear evolution equations.

We revisit some problems arising in the context of multiallelic discrete-time evolutionary dynamics driven by fitness. We consider both the deterministic and the stochastic setups and for the latter both the Wright-Fisher and the Moran approaches. In the deterministic formulation, we construct a Markov process whose Master equation identifies with the nonlinear deterministic evolutionary equation. Then, we draw the attention on a class of fitness matrices that plays some role in the important matter of polymorphism: the class of strictly ultrametric fitness matrices. In the random cases, we focus on fixation probabilities, on various conditionings on nonfixation, and on (quasi)stationary distributions.

Studying heat transfer processes in periodic media containing vacuum interlayers or cavities, heat through which is transferred by radiation, is of significant interest for applications. Direct numerical solution of such problems involves considerable computational efforts and becomes almost impossible for systems containing a large number of heat conducting elements, especially for 2D and 3D structures. Therefore, it is of issue to develop effective approximate solution methods for such problems. This publication continues a series of studies on developing and substantiating special discrete and asymptotic approximations of radiant-and-conduction heat transfer problems in periodic systems of heat conducting elements separated by vacuum. In this study, the stationary radiant-and-conduction heat transfer problem in a system of absolutely black square rods is considered. The sought quantity is the absolute temperature, which is found from the solution of the boundary-value problem for the stationary heat conduction equation with nonlinear nonlocal boundary conditions describing radiant heat transfer between the rods through vacuum interlayers. A special discrete approximation of this problem leading to the system of linear algebraic equations with respect to the fourth power of the temperature is presented. The solution of this system as approximation of the mean temperature over the rod cross-section is described. The discrete approximation error estimate as a function of the square rod side length (the small parameter of the problem) and the thermal conductivity coefficient has been obtained. The obtained error estimate proves applicability of the discrete approximation for materials with a high thermal conductivity coefficient.

The article deals with nonlinear second-order evolutionary partial differential equations (PDEs) of the parabolic type with a reasonably general form. We consider the case of PDE degeneration when the unknown function vanishes. Similar equations in various forms arise in continuum mechanics to describe some diffusion and filtration processes as well as to model heat propagation in the case when the properties of the process depend significantly on the unknown function (concentration, temperature, etc.). One of the exciting and meaningful classes of solutions to these equations is diffusion (heat) waves, which describe the propagation of perturbations over a stationary (zero) background with a finite velocity. It is known that such effects are atypical for parabolic equations; they arise as a consequence of the degeneration mentioned above. We prove the existence theorem of piecewise analytical solutions of the considered type and construct exact solutions (ansatz). Their search reduces to the integration of Cauchy problems for second-order ODEs with a singularity in the term multiplying the highest derivative. In some special cases, the construction is brought to explicit formulas that allow us to study the properties of solutions. The case of the generalized porous medium equation turns out to be especially interesting as the constructed solution has the form of a soliton moving at a constant velocity.

We consider functions u ∈ L∞(L2)∩Lp(W1, p) with 1 < p < ∞ on a time–space domain. Solutions to nonlinear evolutionary PDEs typically belong to these spaces. Many applications require a Lipschitz approximation uλ of u which coincides with u on a large set. For problems arising in fluid mechanics one needs to work with solenoidal (divergence-free) functions. Thus, we construct a Lipschitz approximation, which is also solenoidal. As an application we revise the existence proof for non-stationary generalized Newtonian fluids of Diening, Ruzicka and Wolf, Existence of weak solutions for unsteady motions of generalized Newtonian fluids, Ann. Sc. Norm. Super. Pisa Cl. Sci. (5) 9 (2010) 1–46. Since div uλ = 0, we are able to work in the pressure free formulation, which heavily simplifies the proof. We also provide a simplified approach to the stationary solenoidal Lipschitz truncation of Breit, Diening and Fuchs, Solenoidal Lipschitz truncation and applications in fluid mechanics, J. Differential Equations253 (2012) 1910–1942.

Compact finite-difference schemes are well known and provide high accuracy order for differential equation with constant coefficients. Algorithms for constructing compact schemes of the 4-th order for boundary value problems with variable (smooth or jump) coefficient are developed. For the diffusion equations with a smooth variable coefficient and the Levin – Leontovich equation, compact finite-difference schemes are also constructed and their 4-th order is experimentally confirmed. The method of constructing compact schemes of the 4-th order can be generalized to partial differential equations and systems with weak nonlinearity, for example, for the Fisher – Kolmogorov – Petrovsky – Piskunov equation, for the nonlinear Schrödinger equation or for the Fitzhugh – Nagumo system. For such nonlinear problems, a combination of simple explicit schemes and relaxation is used. Richardson’s extrapolation increases the order of the circuits to the 6-th. To approximate multidimensional problems with discontinuous coefficients, for example, the two-dimensional stationary diffusion equation in inhomogeneous media, it is necessary to estimate the possible asymptotics of solutions in the vicinity of the boundary line’s breaks. To do this, we use generalized eigen-functions in the angle, which can be used as a set of test functions and build compact difference schemes approximating the problem on triangular grids with high order of accuracy. The asymptotics along the radius of these generalized eigen-functions (in polar coordinates in the vicinity of the vertex of the angle) have irrational indices which can be found from a special dispersion equation and which determine the indices of the corresponding Bessel functions along the radius. For a number of difference schemes approximating the most important evolutionary equations of mathematical physics, it is possible to construct special boundary conditions imitating the Cauchy problem (ICP) on the whole space. These conditions depend not only on the original equation, but also on the type of the difference scheme, and even on the coefficients of the corresponding differential equation. The ICP conditions are determined with accuracy to a gauge. But the choice of this gauge turns out to be essential with numerical implementation. The role of rational approximations of the Pade – Hermite type of the symbol of the corresponding pseudo-differential operator is important. Examples of movie solutions of problems with ICP conditions for various finite-difference schemes approximating the basic mathematical physics equations, see https://cs.hse.ru/mmsg/transbounds. The study was realized within the framework of the Academic Fund Program at the National Research University – Higher School of Economics (HSE) in 2016–2017 (grant No. 16-05-0069) and by the Russian Academic Excellence Project «5–100».

Over the past few decades, the theory of pseudodifferential operators (PDO) and equations with such operators (PDE) has been intensively developed. The authors of a new direction in the theory of PDE, which they called parabolic PDE with non-smooth homogeneous symbols (PPDE), are Yaroslav Drin and Samuil Eidelman. In the early 1970s, they constructed an example of the Cauchy problem for a modified heat equation containing, instead of the Laplace operator, PDO, which is its square root. Such a PDO has a homogeneous symbol |σ|, which is not smooth at the origin. The fundamental solution of the Cauchy problem (FSCP) for such an equation is an exact power function. For the heat equation, FSCP is an exact exponential function. The Laplace operator can be interpreted as a PDO with a smooth homogeneous symbol |σ|^2, σ ∈ Rn. A generalization of the heat equation is PPDE containing PDO with homogeneous non-smooth symbols. They have an important application in the theory of random processes, in particular, in the construction of discontinuous Markov processes with generators of integro-differential operators, which are related to PDO; in the modern theory of fractals, which has recently been rapidly developing. If the PDO symbol does not depend on spatial coordinates, then the Cauchy problem for PPDE is correctly solvable in the space of distribution-type generalized functions. In this case, the solution is written as a convolution of the FSCP with an initial generalized function. These results belong to a number of domestic and foreign mathematicians, in particular S. Eidelman and Y. Drin (who were the first to define PPDO with non-smooth symbols and began the study of the Cauchy problem for the corresponding PPDE), M. Fedoruk, A. Kochubey, V. Gorodetsky, V . Litovchenko and others. For certain new classes of PPDE, the correct solvability of the Cauchy problem in the space of Hölder functions has been proved, classical FSCP have been constructed, and exact estimates of their power-law derivatives have been obtained [1–4]. Of fundamental importance is the interpretation of PDO proposed by A. Kochubey in terms of hypersingular integrals (HSI). At the same time, the HSI symbol is constructed from the known PDO symbol and vice versa [6]. The theory of HSI, which significantly extend the class of PDO, was developed by S. Samko [7]. We extends this concept to matrix HSI [5]. Generalizations of the Cauchy problem are non-local multipoint problems with respect to the time variable and the problem with argument deviation. Here we prove the solvability of a nonlocal problem using the method of steps. We consider an evolutionary nonlinear equation with a regularized fractal fractional derivative α ∈ (0, 1] with respect to the time variable and a general elliptic operator with variable coefficients with respect to the second-order spatial variable. Such equations describe fractal properties in real processes characterized by turbulence, in hydrology, ecology, geophysics, environment pollution, economics and finance.

In financial time series, one of the most challenging problems is predicting stock prices since the data generally exhibit deviation from the assumptions of stationary and homoscedasticity. For homogenous non-stationary time series, the Autoregressive Integrated Moving Average (ARIMA) model is the most commonly used linear class including some transformation such as differencing and variance stabilizing process. However, stock market data is often nonlinear, which indicates that more advanced methods are necessary. Genetic Programming (GP) is one of the evolutionary computational methods that could capture both linear and nonlinear patterns in time series data. The present study aims to build a machine learning tool using GP for prediction The Istanbul Stock Exchange National 100 (XU100) index and compare the obtained results with conventional seasonal ARIMA(SARIMA) and ARCH models. In order to achieve this goal, it was first modeled with the SARIMA model after appropriate transfor- mations were made to the stock price series and the diagnostic control result showed that the residual of the SARIMA model have the heteroscedasticity problem. Then, the ARCH model was applied to SARIMA residuals to eliminate this effect and an integrated SARIMA-ARCH model is obtained. Since it is possible and capable to model nonlinear and non-stationary time series using GP without any pre-assumptions, we proposed GP to predict the stock price series. The function set of GP consists of not only arithmetic but also trigonometric functions. To the best of our knowledge, this study is the first to predict XU100 stock price data using GP. In this experiment, the data set consists of the daily closing prices of the XU100 index over 775 days from the beginning of 2017 until the end of January 2020. The experimental results obtained show that the accuracy metrics used in the study are lower in the proposed GP model compared to other models. These results reveal that the GP method provides better predictive results for the financial time series data of the XU100 index than traditional methods.

Nel lavoro di tesi è stato affrontato lo studio di problemi non lineari e non locali, sia nel caso stazionario sia nel caso evolutivo. Nel primo capitolo abbiamo affrontato un problema agli autovalori con condizioni al bordo di Dirichlet omogenee, in un aperto limitato di R^n con frontiera Lipschitziana, in cui è presente un operatore integro-differenziale non locale. Nel secondo capitolo abbiamo stabilito esistenza e molteplicità di soluzioni non negative e non banali di un problema di Kirchhoff stazionario agli autovalori per un generico operatore integro-differenziale non locale. Il modello preso in considerazione dipende da un parametro e presenta due nonlinearità superlineari, di cui una può essere critica o supercritica. Nel terzo capitolo ci siamo occupati di stabilità asintotica globale e locale per sistemi di tipo Kirchhoff con termini di smorzamento non lineare. Infine, nel quarto capitolo abbiamo studiato l'esistenza di soluzioni non negative e non banali di sistemi di tipo Schrodinger-Hardy, in cui figurano due p-Laplaciani frazionari differenti.