Ecuaciones diferenciales estocásticas con condición final y soluciones de viscosidad de EDPS semilineales de segundo orden

El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.

A finite element method for nonlinear elliptic problems

We present a Galerkin method with piecewise polynomial continuous elements for fully nonlinear elliptic equations. A key tool is the discretization proposed in Lakkis and Pryer, 2011, allowing us to work directly on the strong form of a linear PDE. An added benefit to making use of this discretization method is that a recovered (finite element) Hessian is a byproduct of the solution process. We build on the linear method and ultimately construct two different methodologies for the solution of second order fully nonlinear PDEs. Benchmark numerical results illustrate the convergence properties of the scheme for some test problems as well as the Monge–Amp`ere equation and the Pucci equation.

Rapidly varying boundaries in equations with nonlinear boundary conditions. The case of a Lipschitz deformation

We analyze the behavior of solutions of nonlinear elliptic equations with nonlinear boundary conditions of type partial derivative u/partial derivative n + g( x, u) = 0 when the boundary of the domain varies very rapidly. We show that the limit boundary condition is given by partial derivative u/partial derivative n+gamma(x) g(x, u) = 0, where gamma(x) is a factor related to the oscillations of the boundary at point x. For the case where we have a Lipschitz deformation of the boundary,. is a bounded function and we show the convergence of the solutions in H-1 and C-alpha norms and the convergence of the eigenvalues and eigenfunctions of the linearization around the solutions. If, moreover, a solution of the limit problem is hyperbolic, then we show that the perturbed equation has one and only one solution nearby.

VERY RAPIDLY VARYING BOUNDARIES IN EQUATIONS WITH NONLINEAR BOUNDARY CONDITIONS. THE CASE of A NON UNIFORMLY LIPSCHITZ DEFORMATION

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Existence and concentration of solutions for a class of biharmonic equations

Some superlinear fourth order elliptic equations are considered. A family of solutions is proved to exist and to concentrate at a point in the limit. The proof relies on variational methods and makes use of a weak version of the Ambrosetti-Rabinowitz condition. The existence and concentration of solutions are related to a suitable truncated equation. (C) 2012 Elsevier Inc. All rights reserved.

MULTI-BUMP SOLUTIONS FOR A CLASS OF QUASILINEAR EQUATIONS ON R

This paper is concerned with the existence of multi-bump solutions to a class of quasilinear Schrodinger equations in R. The proof relies on variational methods and combines some arguments given by del Pino and Felmer, Ding and Tanaka, and Sere.

Finite-element discretization of 3D energy-transport equations for semiconductors

In this thesis a mathematical model was derived that describes the charge and energy transport in semiconductor devices like transistors. Moreover, numerical simulations of these physical processes are performed. In order to accomplish this, methods of theoretical physics, functional analysis, numerical mathematics and computer programming are applied. After an introduction to the status quo of semiconductor device simulation methods and a brief review of historical facts up to now, the attention is shifted to the construction of a model, which serves as the basis of the subsequent derivations in the thesis. Thereby the starting point is an important equation of the theory of dilute gases. From this equation the model equations are derived and specified by means of a series expansion method. This is done in a multi-stage derivation process, which is mainly taken from a scientific paper and which does not constitute the focus of this thesis. In the following phase we specify the mathematical setting and make precise the model assumptions. Thereby we make use of methods of functional analysis. Since the equations we deal with are coupled, we are concerned with a nonstandard problem. In contrary, the theory of scalar elliptic equations is established meanwhile. Subsequently, we are preoccupied with the numerical discretization of the equations. A special finite-element method is used for the discretization. This special approach has to be done in order to make the numerical results appropriate for practical application. By a series of transformations from the discrete model we derive a system of algebraic equations that are eligible for numerical evaluation. Using self-made computer programs we solve the equations to get approximate solutions. These programs are based on new and specialized iteration procedures that are developed and thoroughly tested within the frame of this research work. Due to their importance and their novel status, they are explained and demonstrated in detail. We compare these new iterations with a standard method that is complemented by a feature to fit in the current context. A further innovation is the computation of solutions in three-dimensional domains, which are still rare. Special attention is paid to applicability of the 3D simulation tools. The programs are designed to have justifiable working complexity. The simulation results of some models of contemporary semiconductor devices are shown and detailed comments on the results are given. Eventually, we make a prospect on future development and enhancements of the models and of the algorithms that we used.

Existence theorems in partial differential equations.

"Only the material on elliptic equations will appear in these notes."

On the Schrodinger equation involving a critical Sobolev exponent and magnetic field

We consider the semilinear Schrodinger equation -Delta(A)u + V(x)u = Q(x)vertical bar u vertical bar(2* -2) u. Assuming that V changes sign, we establish the existence of a solution u not equal 0 in the Sobolev space H-A,V(1) + (R-N). The solution is obtained by a min-max type argument based on a topological linking. We also establish certain regularity properties of solutions for a rather general class of equations involving the operator -Delta(A).

Sharp Sobolev inequality involving a critical nonlinearity on a boundary

We consider the solvability of the Neumann problem for the equation -Delta u + lambda u = 0, partial derivative u/partial derivative v = Q(x)vertical bar u vertical bar(q-2)u on partial derivative Omega, where Q is a positive and continuous coefficient on partial derivative Omega, lambda is a parameter and q = 2(N - 1)/(N - 2) is a critical Sobolev exponent for the trace embedding of H-1(Omega) into L-q(partial derivative Omega). We investigate the joint effect of the mean curvature of partial derivative Omega and the shape of the graph of Q on the existence of solutions. As a by product we establish a sharp Sobolev inequality for the trace embedding. In Section 6 we establish the existence of solutions when a parameter lambda interferes with the spectrum of -Delta with the Neumann boundary conditions. We apply a min-max principle based on the topological linking.

The Darboux Problem for a Class of 3-D Weakly Hyperbolic Equations

Недю Попиванов, Цветан Христов - Изследвани са някои тримерни аналози на задачата на Дарбу в равнината. През 1952 М. Протер формулира нови тримерни гранични задачи както за клас слабо хиперболични уравнения, така и за някои хиперболично-елиптични уравнения. За разлика от коректността на двумерната задача на Дарбу, новите задачи са некоректни. За слабо хиперболични уравнения, съдържащи младши членове, ние намираме достатъчни условия както за съществуване и единственост на обобщени решения с изолирана степенна особеност, така и за единственост на квази-регулярни решения на задачата на Протер.

Sufficient conditions for the existence of heteroclinic solutions for Phi-Laplacian differential equations

In this paper we consider the second order discontinuous equation in the real line, (a(t)φ(u′(t)))′ = f(t,u(t),u′(t)), a.e.t∈R, u(-∞) = ν⁻, u(+∞)=ν⁺, with φ an increasing homeomorphism such that φ(0)=0 and φ(R)=R, a∈C(R,R\{0})∩C¹(R,R) with a(t)>0, or a(t)<0, for t∈R, f:R³→R a L¹-Carathéodory function and ν⁻,ν⁺∈R such that ν⁻<ν⁺. We point out that the existence of heteroclinic solutions is obtained without asymptotic or growth assumptions on the nonlinearities φ and f. Moreover, as far as we know, this result is even new when φ(y)=y, that is, for equation (a(t)u′(t))′=f(t,u(t),u′(t)), a.e.t∈R.

A simple Kontinuitatssatz

We are interested in several informal statements referred as ``Kontinuitatssatz'' in the recent literature on analytic continuation. The basic (unstated) principle that seems to be in use in these works appears to be a folk theorem. We provide a precise statement of this folk Kontinuitatssatz and give a proof of it.

Model domains in C-3 with abelian automorphism group

It is shown that every hyperbolic rigid polynomial domain in C-3 of finite-type, with abelian automorphism group is equivalent to a domain that is balanced with respect to some weight.

Isolated singularities of polyharmonic operator in even dimension

We consider the equation Delta(2)u = g(x, u) >= 0 in the sense of distribution in Omega' = Omega\textbackslash {0} where u and -Delta u >= 0. Then it is known that u solves Delta(2)u = g(x, u) + alpha delta(0) - beta Delta delta(0), for some nonnegative constants alpha and beta. In this paper, we study the existence of singular solutions to Delta(2)u = a(x) f (u) + alpha delta(0) - beta Delta delta(0) in a domain Omega subset of R-4, a is a nonnegative measurable function in some Lebesgue space. If Delta(2)u = a(x) f (u) in Omega', then we find the growth of the nonlinearity f that determines alpha and beta to be 0. In case when alpha = beta = 0, we will establish regularity results when f (t) <= Ce-gamma t, for some C, gamma > 0. This paper extends the work of Soranzo (1997) where the author finds the barrier function in higher dimensions (N >= 5) with a specific weight function a(x) = |x|(sigma). Later, we discuss its analogous generalization for the polyharmonic operator.