A class of singular first order differential equations with applications in reaction-diffusion

Agências Financiadoras: FCT e MIUR

Existence, multiplicity and behaviour of solutions of some elliptic differential equations of higher order

Magdeburg, Univ., Fak. für Mathematik, Diss., 2009

Contractive probability metrics and asymptotic behavior of dissipative kinetic equations

The present notes are intended to present a detailed review of the existing results in dissipative kinetic theory which make use of the contraction properties of two main families of probability metrics: optimal mass transport and Fourier-based metrics. The first part of the notes is devoted to a self-consistent summary and presentation of the properties of both probability metrics, including new aspects on the relationships between them and other metrics of wide use in probability theory. These results are of independent interest with potential use in other contexts in Partial Differential Equations and Probability Theory. The second part of the notes makes a different presentation of the asymptotic behavior of Inelastic Maxwell Models than the one presented in the literature and it shows a new example of application: particle's bath heating. We show how starting from the contraction properties in probability metrics, one can deduce the existence, uniqueness and asymptotic stability in classical spaces. A global strategy with this aim is set up and applied in two dissipative models.

On the existence and uniqueness of limit cycles in Liénard differential equations allowing discontinuities

"Vegeu el resum a l´inici del document del fitxer adjunt."

Strong solutions for stochastic porous media equations with jumps

We prove global well-posedness in the strong sense for stochastic generalized porous media equations driven by locally square integrable martingales with stationary independent increments.

Intrinsic noise-induced phase transitions: Beyond the noise interpretation

We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Itô vs Stratonovich), in particular in the context of noise-induced ordering phase transitions. We study a model which, contrary to all cases known so far, exhibits such ordering transitions when the noise is interpreted not only according to Stratonovich, but also to Itô. The main feature of this model is the absence of a linear instability at the transition point. The dynamical properties of the resulting noise-induced growth processes are studied and compared in the two interpretations and with a reference Ginzburg-Landau-type model. A detailed discussion of a different numerical algorithm valid for both interpretations is also presented.

Weierstrass integrability of differential equations

The integrability problem consists in finding the class of functions a first integral of a given planar polynomial differential system must belong to. We recall the characterization of systems which admit an elementary or Liouvillian first integral. We define {\it Weierstrass integrability} and we determine which Weierstrass integrable systems are Liouvillian integrable. Inside this new class of integrable systems there are non--Liouvillian integrable systems.

Boundary identification in the domain of a parabolic partial differential equation

Bakgrunden och inspirationen till föreliggande studie är tidigare forskning i tillämpningar på randidentifiering i metallindustrin. Effektiv randidentifiering möjliggör mindre säkerhetsmarginaler och längre serviceintervall för apparaturen i industriella högtemperaturprocesser, utan ökad risk för materielhaverier. I idealfallet vore en metod för randidentifiering baserad på uppföljning av någon indirekt variabel som kan mätas rutinmässigt eller till en ringa kostnad. En dylik variabel för smältugnar är temperaturen i olika positioner i väggen. Denna kan utnyttjas som insignal till en randidentifieringsmetod för att övervaka ugnens väggtjocklek. Vi ger en bakgrund och motivering till valet av den geometriskt endimensionella dynamiska modellen för randidentifiering, som diskuteras i arbetets senare del, framom en flerdimensionell geometrisk beskrivning. I de aktuella industriella tillämpningarna är dynamiken samt fördelarna med en enkel modellstruktur viktigare än exakt geometrisk beskrivning. Lösningsmetoder för den s.k. sidledes värmeledningsekvationen har många saker gemensamt med randidentifiering. Därför studerar vi egenskaper hos lösningarna till denna ekvation, inverkan av mätfel och något som brukar kallas förorening av mätbrus, regularisering och allmännare följder av icke-välställdheten hos sidledes värmeledningsekvationen. Vi studerar en uppsättning av tre olika metoder för randidentifiering, av vilka de två första är utvecklade från en strikt matematisk och den tredje från en mera tillämpad utgångspunkt. Metoderna har olika egenskaper med specifika fördelar och nackdelar. De rent matematiskt baserade metoderna karakteriseras av god noggrannhet och låg numerisk kostnad, dock till priset av låg flexibilitet i formuleringen av den modellbeskrivande partiella differentialekvationen. Den tredje, mera tillämpade, metoden kännetecknas av en sämre noggrannhet förorsakad av en högre grad av icke-välställdhet hos den mera flexibla modellen. För denna gjordes även en ansats till feluppskattning, som senare kunde observeras överensstämma med praktiska beräkningar med metoden. Studien kan anses vara en god startpunkt och matematisk bas för utveckling av industriella tillämpningar av randidentifiering, speciellt mot hantering av olinjära och diskontinuerliga materialegenskaper och plötsliga förändringar orsakade av “nedfallande” väggmaterial. Med de behandlade metoderna förefaller det möjligt att uppnå en robust, snabb och tillräckligt noggrann metod av begränsad komplexitet för randidentifiering.

Unfolded singularities of analytic differential equations

La thèse est composée d’un chapitre de préliminaires et de deux articles sur le sujet du déploiement de singularités d’équations différentielles ordinaires analytiques dans le plan complexe. L’article Analytic classification of families of linear differential systems unfolding a resonant irregular singularity traite le problème de l’équivalence analytique de familles paramétriques de systèmes linéaires en dimension 2 qui déploient une singularité résonante générique de rang de Poincaré 1 dont la matrice principale est composée d’un seul bloc de Jordan. La question: quand deux telles familles sontelles équivalentes au moyen d’un changement analytique de coordonnées au voisinage d’une singularité? est complètement résolue et l’espace des modules des classes d’équivalence analytiques est décrit en termes d’un ensemble d’invariants formels et d’un invariant analytique, obtenu à partir de la trace de la monodromie. Des déploiements universels sont donnés pour toutes ces singularités. Dans l’article Confluence of singularities of non-linear differential equations via Borel–Laplace transformations on cherche des solutions bornées de systèmes paramétriques des équations non-linéaires de la variété centre de dimension 1 d’une singularité col-noeud déployée dans une famille de champs vectoriels complexes. En général, un système d’ÉDO analytiques avec une singularité double possède une unique solution formelle divergente au voisinage de la singularité, à laquelle on peut associer des vraies solutions sur certains secteurs dans le plan complexe en utilisant les transformations de Borel–Laplace. L’article montre comment généraliser cette méthode et déployer les solutions sectorielles. On construit des solutions de systèmes paramétriques, avec deux singularités régulières déployant une singularité irrégulière double, qui sont bornées sur des domaines «spirals» attachés aux deux points singuliers, et qui, à la limite, convergent vers une paire de solutions sectorielles couvrant un voisinage de la singularité confluente. La méthode apporte une description unifiée pour toutes les valeurs du paramètre.

Theory of differential inequalities with appliciations to singular perturbiation problems and method of lines

During recent years, the theory of differential inequalities has been extensively used to discuss singular perturbation problems and method of lines to partial differential equations. The present thesis deals with some differential inequality theorems and their applications to singularly perturbed initial value problems, boundary value problems for ordinary differential equations in Banach space and initial boundary value problems for parabolic differential equations. The method of lines to parabolic and elliptic differential equations are also dealt The thesis is organised into nine chapters

Functions satisfying holonomic q-differential equations

In a similar manner as in some previous papers, where explicit algorithms for finding the differential equations satisfied by holonomic functions were given, in this paper we deal with the space of the q-holonomic functions which are the solutions of linear q-differential equations with polynomial coefficients. The sum, product and the composition with power functions of q-holonomic functions are also q-holonomic and the resulting q-differential equations can be computed algorithmically.

An introduction to ordinary differential equations by computer algebra-systems

We report on an elementary course in ordinary differential equations (odes) for students in engineering sciences. The course is also intended to become a self-study package for odes and is is based on several interactive computer lessons using REDUCE and MATHEMATICA . The aim of the course is not to do Computer Algebra (CA) by example or to use it for doing classroom examples. The aim ist to teach and to learn mathematics by using CA-systems.

Root parametrized differential equations

The present thesis is about the inverse problem in differential Galois Theory. Given a differential field, the inverse  problem asks which linear algebraic groups can be realized as differential Galois groups of Picard-Vessiot extensions of this field.   In this thesis we will concentrate on the realization of the classical groups as differential Galois groups. We introduce a method for a very general realization of these groups. This means that we present for the classical groups of Lie rank $l$ explicit linear differential equations where the coefficients are differential polynomials in $l$ differential indeterminates over an algebraically closed field of constants $C$, i.e. our differential ground field is purely differential transcendental over the constants.   For the groups of type $A_l$, $B_l$, $C_l$, $D_l$ and $G_2$ we managed to do these realizations at the same time in terms of Abhyankar's program 'Nice Equations for Nice Groups'. Here the choice of the defining matrix is important. We found out that an educated choice of $l$ negative roots for the parametrization together with the positive simple roots leads to a nice differential equation and at the same time defines a sufficiently general element of the Lie algebra. Unfortunately for the groups of type $F_4$ and $E_6$ the linear differential equations for such elements are of enormous length. Therefore we keep in the case of $F_4$ and $E_6$ the defining matrix differential equation which has also an easy and nice shape.   The basic idea for the realization is the application of an upper and lower bound criterion for the differential Galois group to our parameter equations and to show that both bounds coincide. An upper and lower bound criterion can be found in literature. Here we will only use the upper bound, since for the application of the lower bound criterion an important condition has to be satisfied. If the differential ground field is $C_1$, e.g., $C(z)$ with standard derivation, this condition is automatically satisfied. Since our differential ground field is purely differential transcendental over $C$, we have no information whether this condition holds or not.   The main part of this thesis is the development of an alternative lower bound criterion and its application. We introduce the specialization bound. It states that the differential Galois group of a specialization of the parameter equation is contained in the differential Galois group of the parameter equation. Thus for its application we need a differential equation over $C(z)$ with given differential Galois group. A modification of a result from Mitschi and Singer yields such an equation over $C(z)$ up to differential conjugation, i.e. up to transformation to the required shape. The transformation of their equation to a specialization of our parameter equation is done for each of the above groups in the respective transformation lemma.