Constrained evolution for a quasilinear parabolic equation

In the present contribution, a feedback control law is studied for a quasilinear parabolic equation. First, we prove the well-posedness and some regularity results for the Cauchy--Neumann problem for this equation, modified by adding an extra term which is a multiple of the subdifferential of the distance function from a closed convex set K of L2(Ω). Then, we consider convex sets of obstacle or double-obstacle type, and we can act on the factor of the feedback control in order to be able to reach the convex set within a finite time, by proving rigorously this property

Optimal Control of the Thermistor Problem in Three Spatial Dimensions

This paper is concerned with the state-constrained optimal control of the three-dimensional thermistor problem, a fully quasilinear coupled system of a parabolic and elliptic PDE with mixed boundary conditions. This system models the heating of a conducting material by means of direct current. Local existence, uniqueness and continuity for the state system are derived by employing maximal parabolic regularity in the fundamental theorem of Pr\"uss. Global solutions are addressed, which includes analysis of the linearized state system via maximal parabolic regularity, and existence of optimal controls is shown if the temperature gradient is under control. The adjoint system involving measures is investigated using a duality argument. These results allow to derive first-order necessary conditions for the optimal control problem in form of a qualified optimality system. The theoretical findings are illustrated by numerical results

On the flow of non-axisymmetric perturbations of cylinders via surface diffusion

We study the surface diffusion flow acting on a class of general (non--axisymmetric) perturbations of cylinders $\mathcal{C}_r$ in ${\rm I \! R}^3$. Using tools from parabolic theory on uniformly regular manifolds, and maximal regularity, we establish existence and uniqueness of solutions to surface diffusion flow starting from (spatially--unbounded) surfaces defined over $\mathcal{C}_r$ via scalar height functions which are uniformly bounded away from the central cylindrical axis. Additionally, we show that $\mathcal{C}_r$ is normally stable with respect to $2 \pi$--axially--periodic perturbations if the radius $r > 1$,and unstable if $0 < r < 1$. Stability is also shown to hold in settings with axial Neumann boundary conditions.Comment: 20 pages, 1 figure, submitted for publicatio

The surface diffusion and the Willmore flow for uniformly regular hypersurfaces

We consider the surface diffusion and Willmore flows acting on a general class of (possibly non-compact) hypersurfaces parameterized over a uniformly regular reference manifold possessing a tubular neighborhood with uniform radius. The surface diffusion and Willmore flows each give rise to a fourth-order quasilinear parabolic equation with nonlinear terms satisfying a specific singular structure. We establish well-posedness of both flows for initial surfaces that are $C^{1+\alpha}$-regular and parameterized over a uniformly regular hypersurface. For the Willmore flow, we also show long-term existence for initial surfaces which are $C^{1+\alpha}$-close to a sphere, and we prove that these solutions become spherical as time goes to infinity.Comment: 22 page

On well-posedness, stability, and bifurcation for the axisymmetric surface diffusion flow

In this article, we study the axisymmetric surface diffusion flow (ASD), a fourth-order geometric evolution law. In particular, we prove that ASD generates a real analytic semiflow in the space of (2 + \alpha)-little-H\"older regular surfaces of revolution embedded in R^3 and satisfying periodic boundary conditions. We also give conditions for global existence of solutions and prove that solutions are real analytic in time and space. Further, we investigate the geometric properties of solutions to ASD. Utilizing a connection to axisymmetric surfaces with constant mean curvature, we characterize the equilibria of ASD. Then, focusing on the family of cylinders, we establish results regarding stability, instability and bifurcation behavior, with the radius acting as a bifurcation parameter for the problem.Comment: 37 pages, 6 figures, To Appear in SIAM J. Math. Ana

Lifespan theorem for constrained surface diffusion flows

We consider closed immersed hypersurfaces in $\R^{3}$ and $\R^4$ evolving by a class of constrained surface diffusion flows. Our result, similar to earlier results for the Willmore flow, gives both a positive lower bound on the time for which a smooth solution exists, and a small upper bound on a power of the total curvature during this time. By phrasing the theorem in terms of the concentration of curvature in the initial surface, our result holds for very general initial data and has applications to further development in asymptotic analysis for these flows.Comment: 29 pages. arXiv admin note: substantial text overlap with arXiv:1201.657

Nonlinear Parabolic Equations arising in Mathematical Finance

This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main purpose is to review various non-linear extensions of the classical Black-Scholes theory for pricing financial instruments, as well as models of stochastic dynamic portfolio optimization leading to the Hamilton-Jacobi-Bellman (HJB) equation. After suitable transformations, both problems can be represented by solutions to nonlinear parabolic equations. Qualitative analysis will be focused on issues concerning the existence and uniqueness of solutions. In the numerical part we discuss a stable finite-volume and finite difference schemes for solving fully nonlinear parabolic equations.Comment: arXiv admin note: substantial text overlap with arXiv:1603.0387

Parabolic equations with dynamical boundary conditions and source terms on interfaces

We consider parabolic equations with mixed boundary conditions and domain inhomogeneities supported on a lower dimensional hypersurface, enforcing a jump in the conormal derivative. Only minimal regularity assumptions on the domain and the coefficients are imposed. It is shown that the corresponding linear operator enjoys maximal parabolic regularity in a suitable $L^p$-setting. The linear results suffice to treat also the corresponding nondegenerate quasilinear problems.Comment: 30 pages. Revised version. To appear in Annali di Matematica Pura ed Applicat

An Introduction to Conformal Ricci Flow

We introduce a variation of the classical Ricci flow equation that modifies the unit volume constraint of that equation to a scalar curvature constraint. The resulting equations are named the Conformal Ricci Flow Equations because of the role that conformal geometry plays in constraining the scalar curvature. These equations are analogous to the incompressible Navier-Stokes equations of fluid mechanics inasmuch as a conformal pressure arises as a Lagrange multiplier to conformally deform the metric flow so as to maintain the scalar curvature constraint. The equilibrium points are Einstein metrics with a negative Einstein constant and the conformal pressue is shown to be zero at an equilibrium point and strictly positive otherwise. The geometry of the conformal Ricci flow is discussed as well as the remarkable analytic fact that the constraint force does not lose derivatives and thus analytically the conformal Ricci equation is a bounded perturbation of the classical unnormalized Ricci equation. That the constraint force does not lose derivatives is exactly analogous to the fact that the real physical pressure force that occurs in the Navier-Stokes equations is a bounded function of the velocity. Using a nonlinear Trotter product formula, existence and uniqueness of solutions to the conformal Ricci flow equations is proven. Lastly, we discuss potential applications to Perelman's proposed implementation of Hamilton's program to prove Thurston's 3-manifold geometrization conjectures.Comment: 52 pages, 1 figur