We study the small data global well-posedness and time-decay rates of solutions to the Cauchy problem for three-dimensional compressible Navier–Stokes–Allen–Cahn equations via a refined pure energy method. In particular, the optimal decay rates of the higher-order spatial derivatives of the solution are obtained, the $\dot {H}^{-s}$($0\leq s<\frac {3}{2}$) negative Sobolev norms is shown to be preserved along time evolution and enhance the decay rates.

In this article, we give a comprehensive characterization of $L^1$-summability for the Navier-Stokes flows in the half space, which is a long-standing problem. The main difficulties are that $L^q-L^r$ estimates for the Stokes flow don't work in this end-point case: $q=r=1$; the projection operator $P: L^1\longrightarrow L^1_\sigma$ is not bounded any more; useful information on the pressure function is missing, which arises in the net force exerted by the fluid on the noncompact boundary. In order to achieve our aims, by making full use of the special structure of the half space, we decompose the pressure function into two parts. Then the knotty problem of handling the pressure term can be transformed into establishing a crucial and new weighted $L^1$-estimate, which plays a fundamental role. In addition, we overcome the unboundedness of the projection $P$ by solving an elliptic problem with homogeneous Neumann boundary condition.

When a liquid fills the semi-infinite space between two concentric cylinders which rotate at different steady speeds, how about the shape of the free surface on top of the fluid? The different fluids will lead to a different shape. For the Newtonian fluid, the meniscus descends due to the centrifugal forces. However, for the certain non-Newtonian fluid, the meniscus climbs the internal cylinder. We want to explain the above phenomenon by a rigorous mathematical analysis theory. In the present paper, as the first step, we focus on the Newtonian fluid. This is a steady free boundary problem. We aim to establish the well-posedness of this problem. Furthermore, we prove the convergence of the formal perturbation series obtained by Joseph and Fosdick in Arch. Ration. Mech. Anal. 49 (1973), 321–380.

In this paper, we study a dissipative systems modelling electrohydrodynamics in incompressible viscous fluids. The system consists of the Navier–Stokes equations coupled with a classical Poisson–Nernst–Planck equations. In the three-dimensional case, we establish a global regularity criteria in terms of the middle eigenvalue of the strain tensor in the framework of the anisotropic Lorentz spaces for local smooth solution. The proof relies on the identity for entropy growth introduced by Miller in the Arch. Ration. Mech. Anal. [16].

This paper is concerned with the global regularity problem on the micropolar Rayleigh-Bénard problem with only velocity dissipation in $\mathbb {R}^{d}$ with $d=2\ or\ 3$. By fully exploiting the special structure of the system, introducing two combined quantities and using the technique of Littlewood-Paley decomposition, we establish the global regularity of solutions to this system in $\mathbb {R}^{2}$. Moreover, we obtain the global regularity for fractional hyperviscosity case in $\mathbb {R}^{3}$ by employing various techniques including energy methods, the regularization of generalized heat operators on the Fourier frequency localized functions and logarithmic Sobolev interpolation inequalities.

This paper is concerned with the p-Ginzburg–Landau (p-GL) type model with $p\neq 2$ . First, we obtain global energy estimates and energy concentration properties by the singularity analysis. Next, we give a decay rate of $1-|u_\varepsilon |$ in the domain away from the singularities when $\varepsilon \to 0$ , where $u_\varepsilon $ is a minimizer of p-GL functional with $p \in (1,2)$ . Finally, we obtain a Liouville theorem for the finite energy solutions of the p-GL equation on $\mathbb {R}^2$ .

The purpose of this paper is to present an extension of the results in [8]. We establish a more general proof for the moving kernel formula to prove the spectral stability of periodic traveling wave solutions for the regularized Benjamin–Bona–Mahony type equations. As applications of our analysis, we show the spectral instability for the quintic Benjamin–Bona–Mahony equation and the spectral (orbital) stability for the regularized Benjamin–Ono equation.

We present an analytical option pricing formula for the European options, in which the price dynamics of a risky asset follows a mean-reverting process with a time-dependent parameter. The process can be adapted to describe a seasonal variation in price such as in agricultural commodity markets. An analytical solution is derived based on the solution of a partial differential equation, which shows that a European option price can be decomposed into two terms: the payoff of the option at the initial time and the time-integral over the lifetime of the option driven by a time-dependent parameter. Finally, results obtained from the formula have been compared with Monte Carlo simulations and a Black–Scholes-type formula under various kinds of long-run mean functions, and some examples of option price behaviours have been provided.

We study the pricing of timer options in a class of stochastic volatility models, where the volatility is driven by two diffusions—one fast mean-reverting and the other slowly varying. Employing singular and regular perturbation techniques, full second-order asymptotics of the option price are established. In addition, we investigate an implied volatility in terms of effective maturity for the timer options, and derive its second-order expansion based on our pricing asymptotics. A numerical experiment shows that the price approximation formula has a high level of accuracy, and the implied volatility in terms of its effective maturity is illustrated.

By assuming that the Kirchhoff term has $K$ degeneracy points and other appropriated conditions, we have proved the existence of at least $K$ positive solutions other than those obtained in Santos Júnior and Siciliano [Positive solutions for a Kirchhoff problem with vanishing nonlocal term, J. Differ. Equ. 265 (2018), 2034–2043], which also have ordered $H_{0}^{1}(\Omega )$-norms. A concentration phenomena of these solutions is verified as a parameter related to the area of a region under the graph of the reaction term goes to zero.

Existence of non-negative weak solutions is shown for a full curvature thin-film model of a liquid thin film flowing down a vertical fibre. The proof is based on the application of a priori estimates derived for energy-entropy functionals. Long-time behaviour of these weak solutions is analysed and, under some additional constraints for the model parameters and initial values, convergence towards a travelling wave solution is obtained. Numerical studies of energy minimisers and travelling waves are presented to illustrate analytical results.

We extend the Annually Recalculated Virtual Annuity (ARVA) spending rule for retirement savings decumulation (Waring and Siegel (2015) Financial Analysts Journal, 71(1), 91–107) to include a cap and a floor on withdrawals. With a minimum withdrawal constraint, the ARVA strategy runs the risk of depleting the investment portfolio. We determine the dynamic asset allocation strategy which maximizes a weighted combination of expected total withdrawals (EW) and expected shortfall (ES), defined as the average of the worst 5% of the outcomes of real terminal wealth. We compare the performance of our dynamic strategy to simpler alternatives which maintain constant asset allocation weights over time accompanied by either our same modified ARVA spending rule or withdrawals that are constant over time in real terms. Tests are carried out using both a parametric model of historical asset returns as well as bootstrap resampling of historical data. Consistent with previous literature that has used different measures of reward and risk than EW and ES, we find that allowing some variability in withdrawals leads to large improvements in efficiency. However, unlike the prior literature, we also demonstrate that further significant enhancements are possible through incorporating a dynamic asset allocation strategy rather than simply keeping asset allocation weights constant throughout retirement.

A fundamental question in wave turbulence theory is to understand how the wave kinetic equation describes the long-time dynamics of its associated nonlinear dispersive equation. Formal derivations in the physics literature, dating back to the work of Peierls in 1928, suggest that such a kinetic description should hold (for well-prepared random data) at a large kinetic time scale $T_{\mathrm {kin}} \gg 1$ and in a limiting regime where the size L of the domain goes to infinity and the strength $\alpha $ of the nonlinearity goes to $0$ (weak nonlinearity). For the cubic nonlinear Schrödinger equation, $T_{\mathrm {kin}}=O\left (\alpha ^{-2}\right )$ and $\alpha $ is related to the conserved mass $\lambda $ of the solution via $\alpha =\lambda ^2 L^{-d}$ .

In this paper, we study the rigorous justification of this monumental statement and show that the answer seems to depend on the particular scaling law in which the $(\alpha , L)$ limit is taken, in a spirit similar to how the Boltzmann–Grad scaling law is imposed in the derivation of Boltzmann’s equation. In particular, there appear to be two favourable scaling laws: when $\alpha $ approaches $0$ like $L^{-\varepsilon +}$ or like $L^{-1-\frac {\varepsilon }{2}+}$ (for arbitrary small $\varepsilon $ ), we exhibit the wave kinetic equation up to time scales $O(T_{\mathrm {kin}}L^{-\varepsilon })$ , by showing that the relevant Feynman-diagram expansions converge absolutely (as a sum over paired trees). For the other scaling laws, we justify the onset of the kinetic description at time scales $T_*\ll T_{\mathrm {kin}}$ and identify specific interactions that become very large for times beyond $T_*$ . In particular, the relevant tree expansion diverges absolutely there. In light of those interactions, extending the kinetic description beyond $T_*$ toward $T_{\mathrm {kin}}$ for such scaling laws seems to require new methods and ideas.

We consider a model for the dynamics of growing cell populations with heterogeneous mobility and proliferation rate. The cell phenotypic state is described by a continuous structuring variable and the evolution of the local cell population density function (i.e. the cell phenotypic distribution at each spatial position) is governed by a non-local advection–reaction–diffusion equation. We report on the results of numerical simulations showing that, in the case where the cell mobility is bounded, compactly supported travelling fronts emerge. More mobile phenotypic variants occupy the front edge, whereas more proliferative phenotypic variants are selected at the back of the front. In order to explain such numerical results, we carry out formal asymptotic analysis of the model equation using a Hamilton–Jacobi approach. In summary, we show that the locally dominant phenotypic trait (i.e. the maximum point of the local cell population density function along the phenotypic dimension) satisfies a generalised Burgers’ equation with source term, we construct travelling-front solutions of such transport equation and characterise the corresponding minimal speed. Moreover, we show that, when the cell mobility is unbounded, front edge acceleration and formation of stretching fronts may occur. We briefly discuss the implications of our results in the context of glioma growth.

Cells and organisms follow aligned structures in their environment, a process that can generate persistent migration paths. Kinetic transport equations are a popular modelling tool for describing biological movements at the mesoscopic level, yet their formulations usually assume a constant turning rate. Here we relax this simplification, extending to include a turning rate that varies according to the anisotropy of a heterogeneous environment. We extend known methods of parabolic and hyperbolic scaling and apply the results to cell movement on micropatterned domains. We show that inclusion of orientation dependence in the turning rate can lead to persistence of motion in an otherwise fully symmetric environment and generate enhanced diffusion in structured domains.

In this paper, we focus on a Kirchhoff-type equation with singular potential and critical exponent. By virtue of the generalized version of Lions-type theorem and the Nehari–Pohožaev manifold, we established the existence of Nehari–Pohožaev-type ground state solutions to the mentioned equation. Some recent results from the literature are generally improved and extended.

We describe a functional framework suitable to the analysis of the Cahn–Hilliard equation on an evolving surface whose evolution is assumed to be given a priori. The model is derived from balance laws for an order parameter with an associated Cahn–Hilliard energy functional and we establish well-posedness for general regular potentials, satisfying some prescribed growth conditions, and for two singular non-linearities – the thermodynamically relevant logarithmic potential and a double-obstacle potential. We identify, for the singular potentials, necessary conditions on the initial data and the evolution of the surfaces for global-in-time existence of solutions, which arise from the fact that integrals of solutions are preserved over time, and prove well-posedness for initial data on a suitable set of admissible initial conditions. We then briefly describe an alternative derivation leading to a model that instead preserves a weighted integral of the solution and explain how our arguments can be adapted in order to obtain global-in-time existence without restrictions on the initial conditions. Some illustrative examples and further research directions are given in the final sections.

The classical half-line Robin problem for the heat equation may be solved via a spatial Fourier transform method. In this work, we study the problem in which the static Robin condition $$bq(0,t) + {q_x}(0,t) = 0$$ is replaced with a dynamic Robin condition; $$b = b(t)$$ is allowed to vary in time. Applications include convective heating by a corrosive liquid. We present a solution representation and justify its validity, via an extension of the Fokas transform method. We show how to reduce the problem to a variable coefficient fractional linear ordinary differential equation for the Dirichlet boundary value. We implement the fractional Frobenius method to solve this equation and justify that the error in the approximate solution of the original problem converges appropriately. We also demonstrate an argument for existence and unicity of solutions to the original dynamic Robin problem for the heat equation. Finally, we extend these results to linear evolution equations of arbitrary spatial order on the half-line, with arbitrary linear dynamic boundary conditions.

This paper investigates global dynamics of an infection age-space structured cholera model. The model describes the vibrio cholerae transmission in human population, where infection-age structure of vibrio cholerae and infectious individuals are incorporated to measure the infectivity during the different stage of disease transmission. The model is described by reaction–diffusion models involving the spatial dispersal of vibrios and the mobility of human populations in the same domain Ω ⊂ ℝn. We first give the well-posedness of the model by converting the model to a reaction–diffusion model and two Volterra integral equations and obtain two constant equilibria. Our result suggest that the basic reproduction number determines the dichotomy of disease persistence and extinction, which is achieved by studying the local stability of equilibria, disease persistence and global attractivity of equilibria.

We show local higher integrability of derivative of a suitable weak solution to the surface growth model, provided a scale-invariant quantity is locally bounded. If additionally our scale-invariant quantity is small, we prove local smoothness of solutions.