Continuity of the dynamics in a localized large diffusion problem with nonlinear boundary conditions

This paper is concerned with singular perturbations in parabolic problems subjected to nonlinear Neumann boundary conditions. We consider the case for which the diffusion coefficient blows up in a subregion Omega(0) which is interior to the physical domain Omega subset of R(n). We prove, under natural assumptions, that the associated attractors behave continuously as the diffusion coefficient blows up locally uniformly in Omega(0) and converges uniformly to a continuous and positive function in Omega(1) = (Omega) over bar\Omega(0). (C) 2009 Elsevier Inc. All rights reserved.

The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

Continuity of attractors for parabolic problems with localized large diffusion

In this paper we study the continuity of asymptotics of semilinear parabolic problems of the form u(t) - div(p(x)del u) + lambda u =f(u) in a bounded smooth domain ohm subset of R `` with Dirichlet boundary conditions when the diffusion coefficient p becomes large in a subregion ohm(0) which is interior to the physical domain ohm. We prove, under suitable assumptions, that the family of attractors behave upper and lower semicontinuously as the diffusion blows up in ohm(0). (c) 2006 Elsevier Ltd. All rights reserved.

Reaction-diffusion systems coupled at the boundary and the Morse-Smale property

We study an one-dimensional nonlinear reaction-diffusion system coupled on the boundary. Such system comes from modeling problems of temperature distribution on two bars of same length, jointed together, with different diffusion coefficients. We prove the transversality property of unstable and stable manifolds assuming all equilibrium points are hyperbolic. To this end, we write the system as an equation with noncontinuous diffusion coefficient. We then study the nonincreasing property of the number of zeros of a linearized nonautonomous equation as well as the Sturm-Liouville properties of the solutions of a linear elliptic problem. (C) 2008 Elsevier Inc. All rights reserved.