Robustness for a Liouville type theorem in exterior domains

We are interested in the robustness of a Liouville type theorem for a reaction diffusion equation in exterior domains. Indeed H. Berestycki, F. Hamel and H. Matano (2009) proved such a result as soon as the domain satisfies some geometric properties. We investigate here whether their result holds for perturbations of the domain. We prove that as soon as our perturbation is close to the initial domain in the $C^{2,\alpha}$ topology the result remains true while it does not if the perturbation is not smooth enough

KPP reaction-diffusion equations with a non-linear loss inside a cylinder

We consider in this paper a reaction-diffusion system in presence of a flow and under a KPP hypothesis. While the case of a single-equation has been extensively studied since the pioneering Kolmogorov-Petrovski-Piskunov paper, the study of the corresponding system with a Lewis number not equal to 1 is still quite open. Here, we will prove some results about the existence of travelling fronts and generalized travelling fronts solutions of such a system with the presence of a non-linear spacedependent loss term inside the domain. In particular, we will point out the existence of a minimal speed, above which any real value is an admissible speed. We will also give some spreading results for initial conditions decaying exponentially at infinity

Asymptotic Implied Volatility at the Second Order with Application to the SABR Model

We provide a general method to compute a Taylor expansion in time of implied volatility for stochastic volatility models, using a heat kernel expansion. Beyond the order 0 implied volatility which is already known, we compute the first order correction exactly at all strikes from the scalar coefficient of the heat kernel expansion. Furthermore, the first correction in the heat kernel expansion gives the second order correction for implied volatility, which we also give exactly at all strikes. As an application, we compute this asymptotic expansion at order 2 for the SABR model.Comment: 27 pages; v2: typos fixed and a few notation changes; v3: published version, typos fixed and comments added. in Large Deviations and Asymptotic Methods in Finance, Springer (2015) 37-6

Solitary wave dynamics in time-dependent potentials

We rigorously study the long time dynamics of solitary wave solutions of the nonlinear Schr\"odinger equation in {\it time-dependent} external potentials. To set the stage, we first establish the well-posedness of the Cauchy problem for a generalized nonautonomous nonlinear Schr\"odinger equation. We then show that in the {\it space-adiabatic} regime where the external potential varies slowly in space compared to the size of the soliton, the dynamics of the center of the soliton is described by Hamilton's equations, plus terms due to radiation damping. We finally remark on two physical applications of our analysis. The first is adiabatic transportation of solitons, and the second is Mathieu instability of trapped solitons due to time-periodic perturbations.Comment: 38 pages, some typos corrected, one reference added, one remark adde

Dynamics of soliton-like solutions for slowly varying, generalized gKdV equations: refraction vs. reflection

In this work we continue the description of soliton-like solutions of some slowly varying, subcritical gKdV equations. In this opportunity we describe, almost completely, the allowed behaviors: either the soliton is refracted, or it is reflected by the potential, depending on its initial energy. This last result describes a new type of soliton-like solution for gKdV equations, also present in the NLS case. Moreover, we prove that the solution is not pure at infinity, unlike the standard gKdV soliton.Comment: 51 pages, submitte

On a functional satisfying a weak Palais-Smale condition

In this paper we study a quasilinear elliptic problem whose functional satisfies a weak version of the well known Palais-Smale condition. An existence result is proved under general assumptions on the nonlinearities.Comment: 18 page

Positive solutions to indefinite Neumann problems when the weight has positive average

We deal with positive solutions for the Neumann boundary value problem associated with the scalar second order ODE $$u" + q(t)g(u) = 0, \quad t \in [0, T],$$ where $g: [0, +\infty[\, \to \mathbb{R}$ is positive on $\,]0, +\infty[\,$ and $q(t)$ is an indefinite weight. Complementary to previous investigations in the case $\int_0^T q(t) < 0$, we provide existence results for a suitable class of weights having (small) positive mean, when $g'(x) < 0$ at infinity. Our proof relies on a shooting argument for a suitable equivalent planar system of the type $$x' = y, \qquad y' = h(x)y^2 + q(t),$$ with $h(x)$ a continuous function defined on the whole real line.Comment: 17 pages, 3 figure

Pulsating Front Speed-up and Quenching of Reaction by Fast Advection

We consider reaction-diffusion equations with combustion-type non-linearities in two dimensions and study speed-up of their pulsating fronts by general periodic incompressible flows with a cellular structure. We show that the occurence of front speed-up in the sense $\lim_{A\to\infty} c_*(A)=\infty$, with $A$ the amplitude of the flow and $c_*(A)$ the (minimal) front speed, only depends on the geometry of the flow and not on the reaction function. In particular, front speed-up happens for KPP reactions if and only if it does for ignition reactions. We also show that the flows which achieve this speed-up are precisely those which, when scaled properly, are able to quench any ignition reaction.Comment: 16p

Maximal and minimal spreading speeds for reaction diffusion equations in nonperiodic slowly varying media

This paper investigates the asymptotic behavior of the solutions of the Fisher-KPP equation in a heterogeneous medium, $$\partial_t u = \partial_{xx} u + f(x,u),$$ associated with a compactly supported initial datum. A typical nonlinearity we consider is $f(x,u) = \mu_0 (\phi (x)) u(1-u)$, where $\mu_0$ is a 1-periodic function and $\phi$ is a $\mathcal{C}^1$ increasing function that satisfies $\lim_{x\to +\infty} \phi (x) = +\infty$ and $\lim_{x\to +\infty} \phi' (x) = 0$. Although quite specific, the choice of such a reaction term is motivated by its highly heterogeneous nature. We exhibit two different behaviors for $u$ for large times, depending on the speed of the convergence of $\phi$ at infinity. If $\phi$ grows sufficiently slowly, then we prove that the spreading speed of $u$ oscillates between two distinct values. If $\phi$ grows rapidly, then we compute explicitly a unique and well determined speed of propagation $w_\infty$, arising from the limiting problem of an infinite period. We give a heuristic interpretation for these two behaviors