In this work we will demonstrate that the Cauchy problem associated with the Korteweg-de Vries equation, denoted by KdV, and Korteweg-de Vries modified equation, denoted by mKdV, with initial data in the space of Sobolev Hs(|R), is locally well-posed on Hs(|R), with s>3/4 for KdV and s≥1/4 for mKdV, where the notion of well-posedness includes existence, uniqueness, persistence property of solution and continuous dependence of solution with respect to the initial data. This result is based on the works of Kenig, Ponce and Vega. The technique used to obtain these results is based on fixed point Banach theorem combined with the regularizantes effects of the group associated with the linear part. / Fundação de Amparo a Pesquisa do Estado de Alagoas / Neste trabalho demonstraremos que o problema de Cauchy associado as equações de Korteweg-de Vries, denotada por KdV, e de Korteweg-de Vries modificada, denotada por mKdV, com dado inicial no espaço de Sobolev Hs(|R), é bem posto localmente em Hs(|R), com s>3/4 para a KdV e s≥1/4 para a mKdV, onde a noção de boa postura inclui a existência, unicidade, a propriedade de persistência da solução e dependência contínua da solução com relação ao dado inicial. Este resultado é baseado nos trabalhos de Kenig, Ponce e Vega. A técnica utilizada para obter tais resultados se baseia no Teorema do Ponto Fixo de Banach combinada com os efeitos regularizantes do grupo associado com a parte linear.

Dans cette thèse, on étudie l'existence, l'unicité et la régularité des solutionsd'équation de type Cahn-Hilliard ainsi que son comportement asymptotiqueen termes d'existence de l'attracteur global et d'un attracteur exponentiel. Cetteéquation est considérée dans un domaine borné et régulier pour différents types denonlinéarités et de conditions au bord.D'abord, on étudie l'équation avec des conditions de type Dirichlet sur le bord etune nonlinéarité régulière. Après, on considère une perturbation du problème et ondémontre l'existence d'une famille robuste d'attracteurs exponentiels lorsque ε tendvers 0.Ensuite, on étudie l'équation avec des conditions dynamiques sur le bord. On considèretout d'abord une nonlinéarité régulière et on donne une étude théorique etnumérique. Après, on illustre ces résultats par des simulations numériques en dimensiondeux d'espace qui permettent d'étudier l'influence des différents paramètres.On termine par une étude du modèle considéré avec une nonlinéarité singulière quel'on approche par des fonctions régulières et on introduit une notion de solutionappropriée. / This thesis is devoted to the study of the existence, uniqueness andregularity of solutions for a Cahn-Hilliard type equation, as well as the asymptoticbehavior in terms of existence of the global attractor and of an exponential attractor.This equation is considered in a bounded and smooth domain under variousassumptions on the nonlinear terms and with different boundary conditions.We start by studying the equation with Dirichlet boundary conditions and a regularnonlinearity. Then, we consider a perturbation of the problem and we prove theexistence of a robust family of exponential attractors as ε tends to 0.For the equation endowed with dynamic boundary conditions, we first consider aregular nonlinearity and we treat the theoretical and numerical analysis. Then, weillustrate the results by numerical simulations in two space dimension which allow usto study the influence of different parameters. Finally, we treat the problem consideredwith a singular nonlinearity which is approximated by regular functions andwe give a suitable notion of solutions.

Orientador: Lucas Catão de Freitas Ferreira / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-24T12:47:02Z (GMT). No. of bitstreams: 1 Lima_LidianedosSantosMonteiro_D.pdf: 2071234 bytes, checksum: 6370d2ea978f96792562cdc2e2406365 (MD5) Previous issue date: 2014 / Resumo: Nesta tese consideramos uma família de EDPs dissipativas do tipo escalar ativo cujos campos velocidades são acoplados aos escalares através de operadores multiplicadores de Fourier que podem ser de alta ordem. Na primeira parte, provamos boa-colocação global, decaimento de normas Lp, e algumas propriedades de simetria, para dados iniciais no espaço de Lebesgue crítico e sem assumir condição de pequenez. Na segunda parte, introduzimos os espaços de Fourier-Besov-Morrey, o qual parece ser novo na analise de EDPs, com o objetivo de encontrar soluções auto-similares e considerar uma classe maior de acoplamentos e dados iniciais. Condições de pequenez na norma do espaço são assumidas para estes resultados. Além disso, mostramos um resultado de estabilidade assintótica e obtemos uma classe de soluções assintoticamente auto-similares / Abstract: In this thesis we consider a family of dissipative active scalar equations whose velocity fields are coupled by means of multiplier operators that can be of high-order. In the first part, we prove global well-posedness, decay of Lp's norms and some symmetry properties of solutions for initial data in the critical Lebesgue space and without smallness condition. In the second part, we introduce the Fourie-Besov-Morrey spaces, which seems to be new in the analysis of PDEs in order to find self-similar solutions and to consider a larger class of couplings and initial data. Smallness conditions on the norm of the space are assumed for these results. Furthermore, we show an asymptotic stability result and obtain a class of asymptotically self-similar solutions / Doutorado / Matematica / Doutora em Matemática

Orientador: Andréa Cristina Prokopczyk Arita / Abstract: This work presents some results of the theory of the (a,k)-regularized resolvent families, that are the main tool used in this thesis. Related with this families, one result proved in this work is the zero-one law, providing new insights on the structural properties of the theory of (a,k)-regularized resolvent families including strongly continuous semigroups, strongly continuous cosine families, integrated semigroups, among others. Moreover, an abstract nonlinear degenerate hyperbolic equation is considered, that includes the semilinear Blackstock-Crighton-Westervelt equation. By proposing a new approach based on strongly continuous semigroups and resolvent families of operators, it is proved an explicit representation of the strong and mild solutions for the linearized model by means of a kind of variation of parameters formula. In addition, under nonlocal initial conditions, a mild solution of the nonlinear equation is established. / Resumo: Este trabalho apresenta alguns resultados da teoria de famílias resolventes (a,k)- regularizadas, que é a principal ferramenta utilizada nesta tese. Relacionado com estas famílias, um resultado provado neste trabalho é a lei zero-um, que fornece novas percepções de propriedades estruturais da teoria de famílias resolventes (a,k)- regularizadas, incluindo os semigrupos fortemente contínuos, as famílias cosseno fortemente contínuas, os semigrupos integrados, entre outras. Além disso, uma equação hiperbólica degenerada não-linear abstrata é considerada, a qual inclui a equação semilinear de Blackstock-Crighton-Westervelt. Propondo uma nova abordagem baseada em semigrupos fortemente contínuos e famílias resolvente, é demonstrada uma representação explícita das soluções forte e branda para a linearização do modelo por uma espécie de método de variação dos parâmetros. Por fim, sob condições iniciais não-locais, uma solução branda da equação não-linear é estabelecida. / Doutor

Untersucht wird das Cauchy Problem für degenerierte $p$-Evolutionsgleichungen. Dabei kann für Gleichungen höherer Ordnung in $D_t$, die nur von der Zeit abhängen, gezeigt werden, dass das Problem $H^\\infinity$ korrekt ist. Dafür werden gewisse Bedingungen an die Koeffizienten und deren erste Ableitungen gestellt. $H^\\infinity$ korrekt bedeutet dabei, dass die Anfangsdaten $u_0\\in H^s$, $u_1$ in einem dazugehörigen Sobolevraum und die Lösung bezüglich $x$ in $H^{s-s_0}$ liegen. Eine Notwendigkeit für die Bedingungen kann allerdings nicht gezeigt werden. Auch ist offen, ob der Regularitätsverlust wirklich eintritt. Später wird der Beweis erweitert um das Ergebniss für Koeffizienten zu zeigen, die in gewisser Weise auch vom Ort abhängen können. Im zweiten Teil der Dissertation geht es um Korrektheit für degenerierte $p$-Evolutionsgleichungen mit zeitabhängigen Koeffizienten und zweiter Ordnung in $D_t$. Gefordert werden Bedingungen an die Koeffizienten und die ersten beiden Ableitungen bezüglich der Zeit. Damit wird gezeigt, dass diese in Skalen von Sobolevräumen korrekt gestellt sind. Abschließend wird die Schärfe der Bedingungen und das tatsächliche Auftreten des Regularitätsverlustes in der Lösung bewiesen.

Abstract in English / In this dissertation we apply linear evolution equations to the Newtonian derivative, Caputo time fractional derivative and $-time fractional derivative. It is notable that the most utilized fractional order derivatives for modelling true life challenges are Riemann- Liouville and Caputo fractional derivatives, however these fractional derivatives have the same weakness of not satisfying the chain rule, which is one of the most important elements of the match asymptotic method [2, 3, 16]. Furthermore the classical bounded perturbation theorem associated with Riemann-Liouville and Caputo fractional derivatives has con rmed not to be in general truthful for these models, particularly for solution operators of evolution systems of a derivative with fractional parameter ' that is less than one (0 < ' < 1) [29]. To solve this problem, we introduce the derivative with new parameter, which is de ned as a local derivative but has a fractional order called $-derivative and apply this derivative to linear evolution equation and to support what we have done in the theory, we utilize application to population dynamics and we provide the numerical simulations for particular cases. / Mathematical Sciences / M.Sc. (Applied Mathematics)

京都大学 / 0048 / 新制・課程博士 / 博士(理学) / 甲第20156号 / 理博第4241号 / 新制||理||1610(附属図書館) / 京都大学大学院理学研究科数学・数理解析専攻 / (主査)教授 國府 寛司, 教授 上田 哲生, 教授 堤 誉志雄 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DFAM

Cette thèse est consacrée à l'étude des aspects linéaires et non-linéaires des équations de type Schrödinger [ i partial_t u + |nabla|^sigma u = F, quad |nabla| = sqrt {-Delta}, quad sigma in (0, infty).] Quand $sigma = 2$, il s'agit de l'équation de Schrödinger bien connue dans de nombreux contextes physiques tels que la mécanique quantique, l'optique non-linéaire, la théorie des champs quantiques et la théorie de Hartree-Fock. Quand $sigma in (0,2) backslash {1}$, c'est l'équation Schrödinger fractionnaire, qui a été découverte par Laskin (voir par exemple cite{Laskin2000} et cite{Laskin2002}) en lien avec l'extension de l'intégrale de Feynman, des chemins quantiques de type brownien à ceux de Lévy. Cette équation apparaît également dans des modèles de vagues (voir par exemple cite{IonescuPusateri} et cite{Nguyen}). Quand $sigma = 1$, c'est l'équation des demi-ondes qui apparaît dans des modèles de vagues (voir cite{IonescuPusateri}) et dans l'effondrement gravitationnel (voir cite{ElgartSchlein}, cite{FrohlichLenzmann}). Quand $sigma = 4$, c'est l'équation Schrödinger du quatrième ordre ou biharmonique introduite par Karpman cite{Karpman} et par Karpman-Shagalov cite{KarpmanShagalov} pour prendre en compte le rôle de la dispersion du quatrième ordre dans la propagation d'un faisceau laser intense dans un milieu massif avec non-linéarité de Kerr. Cette thèse est divisée en deux parties. La première partie étudie les estimations de Strichartz pour des équations de type Schrödinger sur des variétés comprenant l'espace plat euclidien, les variétés compactes sans bord et les variétés asymptotiquement euclidiennes. Ces estimations de Strichartz sont utiles pour l'étude de l'équations dispersives non-linéaire à régularité basse. La seconde partie concerne l'étude des aspects non-linéaires tels que les caractères localement puis globalement bien posés sous l'espace d'énergie, ainsi que l'explosion de solutions peu régulières pour des équations non-linéaires de type Schrödinger. [...] / This dissertation is devoted to the study of linear and nonlinear aspects of the Schrödinger-type equations [ i partial_t u + |nabla|^sigma u = F, quad |nabla| = sqrt {-Delta}, quad sigma in (0, infty).] When $sigma = 2$, it is the well-known Schrödinger equation arising in many physical contexts such as quantum mechanics, nonlinear optics, quantum field theory and Hartree-Fock theory. When $sigma in (0,2) backslash {1}$, it is the fractional Schrödinger equation, which was discovered by Laskin (see e.g. cite{Laskin2000} and cite{Laskin2002}) owing to the extension of the Feynman path integral, from the Brownian-like to Lévy-like quantum mechanical paths. This equation also appears in the water waves model (see e.g. cite{IonescuPusateri} and cite{Nguyen}). When $sigma = 1$, it is the half-wave equation which arises in water waves model (see cite{IonescuPusateri}) and in gravitational collapse (see cite{ElgartSchlein}, cite{FrohlichLenzmann}). When $sigma =4$, it is the fourth-order or biharmonic Schrödinger equation introduced by Karpman cite {Karpman} and by Karpman-Shagalov cite{KarpmanShagalov} taking into account the role of small fourth-order dispersion term in the propagation of intense laser beam in a bulk medium with Kerr nonlinearity. This thesis is divided into two parts. The first part studies Strichartz estimates for Schrödinger-type equations on manifolds including the flat Euclidean space, compact manifolds without boundary and asymptotically Euclidean manifolds. These Strichartz estimates are known to be useful in the study of nonlinear dispersive equation at low regularity. The second part concerns the study of nonlinear aspects such as local well-posedness, global well-posedness below the energy space and blowup of rough solutions for nonlinear Schrödinger-type equations.[...]

In this thesis we study the utility maximization problem for assets whose prices are cointegrated, which arises from the investment practice of convergence trading and its special forms, pairs trading and spread trading. The major theme in the first two chapters of the thesis, is to investigate the assumption of market-neutrality of the optimal convergence trading strategies, which is a ubiquitous assumption taken by practitioners and academics alike. This assumption lacks a theoretical justification and, to the best of our knowledge, the only relevant study is Liu and Timmermann (2013) which implies that the optimal convergence strategies are, in general, not market-neutral. We start by considering a minimalistic pairs-trading scenario with two cointegrated stocks and solve the Merton investment problem with power and logarithmic utilities. We pay special attention to when/if the stochastic control problem is well-posed, which is overlooked in the study done by Liu and Timmermann (2013). In particular, we show that the problem is ill-posed if and only if the agent’s risk-aversion is less than a constant which is an explicit function of the market parameters. This condition, in turn, yields the necessary and sufficient condition for well-posedness of the Merton problem for all possible values of agent’s risk-aversion. The resulting well-posedness condition is surprisingly strict and, in particular, is equivalent to assuming the optimal investment strategy in the stocks to be market-neutral. Furthermore, it is shown that the well-posedness condition is equivalent to applying Novikov’s condition to the market-price of risk, which is a ubiquitous sufficient condition for imposing absence of arbitrage. To the best of our knowledge, these are the only theoretical results for supporting the assumption of market-neutrality of convergence trading strategies. We then generalise the results to the more realistic setting of multiple cointegrated assets, assuming risk factors that effects the asset returns, and general utility functions for investor’s preference. In the process of generalising the bivariate results, we also obtained some well-posedness conditions for matrix Riccati differential equations which are, to the best of our knowledge, new. In the last chapter, we set up and justify a Merton problem that is related to spread-trading with two futures assets and assuming proportional transaction costs. The model possesses three characteristics whose combination makes it different from the existing literature on proportional transaction costs: 1) finite time horizon, 2) Multiple risky assets 3) stochastic opportunity set. We introduce the HJB equation and provide rigorous arguments showing that the corresponding value function is the viscosity solution of the HJB equation. We end the chapter by devising a numerical scheme, based on the penalty method of Forsyth and Vetzal (2002), to approximate the viscosity solution of the HJB equation.

Cette thèse traite de deux sujets: la résolubilité forte d'équations différentielles stochastiques à dérive hölderienne et bruit hypoelliptique et la simulation de processus progressifs-rétrogrades découplés de McKean-Vlasov. Dans le premier cas, on montre qu'un système hypoelliptique, composé d'une composante diffusive et d'une composante totalement dégénérée, est fortement résoluble lorsque l'exposant de la régularité Hölder de la dérive par rapport à la composante dégénérée est strictement supérieur à 2/3. Ce travail étend au cadre dégénéré les travaux antérieurs de Zvonkin (1974), Veretennikov (1980) et Krylov et Röckner (2005). L'apparition d'un seuil critique pour l'exposant peut-être vue comme le prix à payer pour la dégénérescence. La preuve repose sur des résultats de régularité de la solution de l'EDP associée, qui est dégénérée, et est basée sur une méthode parametrix. Dans le second cas, on propose un algorithme basé sur les méthodes de cubature pour la simulation de processus progessifs-rétrogrades découplés de McKean-Vlasov apparaissant dans des problèmes de contrôle dans un environnement de type champ moyen. Cet algorithme se divise en deux parties. Une première étape de construction d'un arbre de particules, à dynamique déterministe, approchant la loi de la composante progressive. Cet arbre peut être paramétré de manière à obtenir n'importe quel ordre d'approximation (en terme de pas de discrétisation de l'intervalle). Une seconde étape, conditionnelle à l'arbre, permettant l'approximation de la composante rétrograde. Deux schémas explicites sont proposés permettant un ordre d'approximation de 1 et 2. / This thesis deals with two subjects: the strong well-posedness of stochastic differential equations with Hölder drift and hypoelliptic noise and the simulation of decoupled forward backward stochastic differential equations of McKean-Vlasov type. In the first work, we study a class of degenerate system with hypoelliptic noise. We prove that strong well-posedness holds for this system when the drift is only H\"{o}lder, with Hölder exponent larger than the critical value 2/3. This work extends to the degenerate setting the earlier results obtained by Zvonkin (1974), Veretennikov (1980) and Krylov and Röckner (2005). The existence of a threshold for the Hölder exponent in the degenerate case may be understood as the price to pay to balance the degeneracy of the noise. Our proof relies on regularization properties of the associated PDE, which is degenerate in the current framework and is based on a parametrix method. In the second work, we propose a new algorithm to approach weakly the solution of a McKean-Vlasov stochastic differential equation. Based on the cubature method, the algorithm is deterministic differing from the usual methods based on interacting particles. It can be parametrized in order to obtain a given order of convergence. Then, we construct implementable algorithms to solve decoupled forward backward stochastic differential equations of McKean-Vlasov type, which appear in some stochastic control problems in a mean field environment. We give two algorithms and show that they have convergence of orders one and two under appropriate regularity conditions.