O sistema de FitzHugh-Nagumo possui um tipo especial de solução chamadas ondas viajantes, que são da forma &micro(x,t)=&oslash(x+ct) e w(x,t)=&#1137(x+ct) e além disso sabe-se que ela é estável. Tem-se o interesse de obter uma caracterização de seu perfil (&oslash,&#1137) e sua velocidade de propagação c. Fazendo uma mudança de variáveis, transformamos tal problema em encontrar equilíbrios de uma equação não local. Esta equação não local possui uma onda viajante de velocidade zero cujo perfil é o mesmo da equação original e, com esta equação, é possível aproximar, ao mesmo tempo, o perfil e a velocidade da onda viajante. Como a intenção é usar métodos numéricos para aproximar tais soluções, o problema não local foi analisado em um intervalo limitado verificando a existência e algumas propriedades espectrais em domínios limitados. / The FitzHugh-Nagumo systems have a special kind of solution named traveling wave, which has a form &micro(x,t)=&oslash(x+ct) and w(x,t)=&#1137(x+ct) and furthermore it is a stable solution. It is our interest to obtain a characterization of its profile (&oslash,&#1137) and speed of propagation c. Changing variables, we transform the problem of finding these solutions in the problem of finding an equilibria in a nonlocal equation. This nonlocal equation has a traveling wave with zero speed whose profile is the same of the original equation, and the nonlocal equation is used to approximate the profile and speed of the traveling wave at the same time. To use numerical methods for approximating such solutions, the nonlocal problem was analyzed in a finite interval to check that the existence and some spectral properties on bounded domains.

O sistema de FitzHugh-Nagumo possui um tipo especial de solução chamadas ondas viajantes, que são da forma &micro(x,t)=&oslash(x+ct) e w(x,t)=&#1137(x+ct) e além disso sabe-se que ela é estável. Tem-se o interesse de obter uma caracterização de seu perfil (&oslash,&#1137) e sua velocidade de propagação c. Fazendo uma mudança de variáveis, transformamos tal problema em encontrar equilíbrios de uma equação não local. Esta equação não local possui uma onda viajante de velocidade zero cujo perfil é o mesmo da equação original e, com esta equação, é possível aproximar, ao mesmo tempo, o perfil e a velocidade da onda viajante. Como a intenção é usar métodos numéricos para aproximar tais soluções, o problema não local foi analisado em um intervalo limitado verificando a existência e algumas propriedades espectrais em domínios limitados. / The FitzHugh-Nagumo systems have a special kind of solution named traveling wave, which has a form &micro(x,t)=&oslash(x+ct) and w(x,t)=&#1137(x+ct) and furthermore it is a stable solution. It is our interest to obtain a characterization of its profile (&oslash,&#1137) and speed of propagation c. Changing variables, we transform the problem of finding these solutions in the problem of finding an equilibria in a nonlocal equation. This nonlocal equation has a traveling wave with zero speed whose profile is the same of the original equation, and the nonlocal equation is used to approximate the profile and speed of the traveling wave at the same time. To use numerical methods for approximating such solutions, the nonlocal problem was analyzed in a finite interval to check that the existence and some spectral properties on bounded domains.

Neste trabalho abordamos dois exemplos de equações de difusão não locais do tipo Neumann: o problema linear homogêneo e um semilinear com termo de reação representado pela função f(u) = u|u|^(p-1). Em ambos os casos, apresentamos condições de existência e unicidade de soluções e analisamos seu comportamento em relação ao tempo. Estudamos uma discretização para o problema linear e a utilizamos para realizar simulações numéricas nas quais podemos verificar algumas das propriedades demonstradas. Também simulamos o problema semilinear observando o comportamento de suas soluções mesmo em casos em que as hipóteses dos teoremas apresentados não são todas satisfeitas. / In this work we approach two examples of nonlocal diffusion equations of Neumann type: the homogeneous linear problem and a semilinear with a reaction term represented by the function f(u) = u|u|^(p-1). In both cases, we present conditions of existence and uniqueness of solutions and we analyze their behavior with respect to time. We study a discretization to the linear problem and use it to perform numerical experiments in order to illustrate some of the demonstrated properties. We also simulate the semilinear problem observing the behavior of its solutions even in cases where the hypothesis of the presented theorems are not all satisfied.

On the first part, we consider nonlinear operators I depending on a family of nonlocal linear operators [mathematical equations]. We study the solutions of the Dirichlet initial and boundary value problems [mathematical equations]. We do not assume even symmetry for the kernels. The odd part bring some sort of nonlocal drift term, which in principle competes against the regularization of the solution. Existence and uniqueness is established for viscosity solutions. Several Hölder estimates are established for u and its derivatives under special assumptions. Moreover, the estimates remain uniform as the order of the equation approaches the second order case. This allows to consider our results as an extension of the classical theory of second order fully nonlinear equations. On the second part, we study two phase problems posed over a two dimensional cone generated by a smooth curve [mathematical symbol] on the unit sphere. We show that when [mathematical equation] the free boundary avoids the vertex of the cone. When [mathematical equation]we provide examples of minimizers such that the vertex belongs to the free boundary. / text

Nous analysons trois modèles non-locaux décrivant la dynamique évolutive d’un trait phénotypique continu soumis à l’action conjointe des mutations et de la sélection. Nous établissons l’existence et l’unicité des solutions du problème de Cauchy, et donnons la description du comportement en temps long de la solution. Dans le premier travail nous étudions l’équation du réplicateur-mutateur en domaine non borné et généralisons aux cas des valeurs sélectives confinantes les résultats connus dans le cas harmonique. À savoir, l’existence d’une unique solution globale, régulière, convergeant en temps long vers un profil universel ; pour cela, nous employons des techniques de décomposition spectrale d’opérateurs de Schrödinger. Le deuxième travail traite d’un modèle dont la valeur sélective est densité-dépendante. Afin de montrer le caractère bien posé de l’équation, nous combinons deux approches. La première est basée sur l’étude de la fonction génératrice des cumulants, satisfaisant une équation de transport non locale et permettant d’obtenir implicitement le trait moyen. La deuxième exploite un changement de variable (formule d’Avron-Herbst), permettant d’écrire la solution en termes du trait moyen et de la solution de l’équation de la chaleur avec même donnée initiale. Finalement, nous étudions un modèle dont le taux de mutation est proportionnel à la valeur moyenne du trait. Nous établissons un lien bijectif entre ce dernier modèle et le deuxième, permettant ainsi de décrire finement la dynamique de la solution. Nous montrons en particulier la croissance exponentielle du trait moyen. / We analyze three non-local models describing the evolutionary dynamics of a continuous phenotypic trait undergoing the joint action of mutations and selection. We establish the existence and uniqueness of the solutions to the Cauchy problem, and give a description of the long-time behaviour of the solution. In the first work we study the replicator-mutator equation in the unbounded domain and generalize to cases of selective values confining the known results in the harmonic case. Namely, the existence of a unique global regular solution, converging towards a universal profile; for this, we use spectral decomposition techniques of Schrödinger operators. In the second work, we discuss a model whose fitness value is density-dependent. In order to show the well-posedness of the equation, we combine two approaches. The first is based on the study of the cumulant generating functions, satisfying a non-local transport equation and making it possible to implicitly obtain the average trait. The second uses a change of variable (Avron-Herbst formula), allowing the solution to be written in terms of the average trait and the solution of the heat equation with the same initial data. Finally, we study a model whose mutation rate is proportional to the average value of the trait. We establish a bijective link between this last model and the second, thus making it possible to describe the dynamics of the solution in detail. In particular, we show the exponential growth of the average trait.

The theoretical study of nonlinear expectations is the focus of attention for applications in a variety of different fields — often with the objective to model systems under incomplete information. Especially in mathematical finance, advances in the theory of sublinear expectations (also referred to as coherent risk measures) lay the theoretical foundation for modern approaches to evaluations under the presence of Knightian uncertainty. In this book, we introduce and study a large class of jump-type processes for sublinear expectations, which can be interpreted as Lévy-type processes under uncertainty in their characteristics. Moreover, we establish an existence and uniqueness theory for related nonlinear, nonlocal Hamilton-Jacobi-Bellman equations with non-dominated jump terms.

The theoretical study of nonlinear expectations is the focus of attention for applications in a variety of different fields — often with the objective to model systems under incomplete information. Especially in mathematical finance, advances in the theory of sublinear expectations (also referred to as coherent risk measures) lay the theoretical foundation for modern approaches to evaluations under the presence of Knightian uncertainty. In this book, we introduce and study a large class of jump-type processes for sublinear expectations, which can be interpreted as Lévy-type processes under uncertainty in their characteristics. Moreover, we establish an existence and uniqueness theory for related nonlinear, nonlocal Hamilton-Jacobi-Bellman equations with non-dominated jump terms.