Our aim in this article is to construct exponential attractors for singularly perturbed damped wave equations that are continuous with respect to the perturbation parameter. The main difficulty comes from the fact that the phase spaces for the perturbed and unperturbed equations are not the same; indeed, the limit equation is a (parabolic) reaction-diffusion equation. Therefore, previous constr...

We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in Population Genetics, the so-called generalized Kimura diffusion operators [8, 9, 6]. Our main results are a stochastic representation of weak solutions to a degenerate parabolic equation with singular lower-order coefficients, and the proof of the scaleinvariant Harnack inequality fo...

We study the relative value iteration for the ergodic control problem under a nearmonotone running cost structure for a nondegenerate diffusion controlled through its drift. This algorithm takes the form of a quasi-linear parabolic Cauchy initial value problem in Rd. We show that this Cauchy problem stabilizes or, in other words, that the solution of the quasi-linear parabolic equation converge...

We consider the equation ∆u − V (x)u + W (x)u = 0 and its parabolic counterpart in noncompact manifolds. Under some natural conditions on the positive functions V and W , which may only have ‘slow’ or no decay near infinity, we establish existence of positive solutions in both the critical and the subcritical case. This leads to the solutions, in the difficult positive curvature case, of many s...

has this character. Even obvious results for this equation may require advanced estimates in the proofs. We refer to the books [DB] and [WZYL] about this equation, which is called the “evolutionary p-Laplacian equation,” the “p-parabolic equation” or even the “non-Newtonian equation of filtration.”. Our objective is to study the regularity of the viscosity supersolutions and their spatial gradi...

In this paper we analyze the global existence of classical solutions to the initial boundaryvalue problem for a nonlinear parabolic equation describing the collective behavior of an ensemble of neurons. These equations were obtained as a diffusive approximation of the mean-field limit of a stochastic differential equation system. The resulting Fokker-Planck equation presents a nonlinearity in t...

The classical Black–Scholes hedging strategy of a European contingent claim may require rapid changes in the replicating portfolio. One approach to avoid this is to impose a priori bounds on the variations of the allowed trading strategies, called gamma constraints. Under such a restriction, it is in general no longer possible to replicate a European contingent claim, and super-replication is a...

We consider the parabolic approximation to the three{dimensional Helmholtz equation for the acoustic pressure. The parabolic equation is semi{discretized in the range variable using an implicit scheme (e.g., Crank{Nicolson). This leads to a complex elliptic partial di erential equation that must be solved at each range step. We use a multigrid method to solve this partial di erential equation, ...

We study the long time behavior (at times of order exp(λ/ε2)) of solutions to quasi-linear parabolic equations with a small parameter ε2 at the diffusion term. The solution to a PDE can be expressed in terms of diffusion processes, whose coefficients, in turn, depend on the unknown solution. The notion of a hierarchy of cycles for diffusion processes was introduced by Freidlin and Wentzell and ...

We consider the controllability of a chemotaxis system of parabolic–elliptic type. By linearizing the nonlinear system into two separate linear equations, we can bypass the obstacle caused by the nonlinear drift term and establish local null controllability of the original nonlinear system. This approach is different from the usual method for dealing with coupled parabolic systems. © 2013 Elsev...