Coupled Keller Segel Stokes model: global existence for small initial data and blow-up delay

Size: px
Start display at page:

Download "Coupled Keller Segel Stokes model: global existence for small initial data and blow-up delay"

Transcription

1 Couple Keller Segel Stokes moel: global existence for small initial ata an blow-up elay Alexaner Lorz Department of Applie Mathematics an Theoretical Physics University of Cambrige Wilberforce Roa, Cambrige CB3 WA, UK Abstract We stuy a system consisting of the elliptic-parabolic Keller Segel equations couple to Stokes equations by transport an gravitational forcing. We show globalin-time existence of solutions for small initial mass in 2D. In 3D we establish global existence assuming that the initial L 3/2 -norm is small. Moreover, we give numerical evience that for this extension of the Keller Segel system in 2D, solutions exist with mass above 8π, which is the critical mass for the system without flui. 1 Motivation The Keller Segel system moelling chemotaxis is a very well stuie moel in mathematical biology. In the following, we investigate a system consisting of the elliptic-parabolic Keller Segel equations couple to Stokes equations u c = c + n a 1 c, n t + u n = n (χn c), (1.1) a 2 u t + P η u + n φ =, u =. Here c enotes the concentration of a chemical, n acellensityanu afluivelocity fiel escribe by Stokes equations. The flui couples to n an c through transport an gravitational forcing moelle by φ. ThepressureP can be seen as the Lagrange multiplier enforcing the incompressibility constraint. The chemical c iffuses, it is prouce by the cells an it egraes. The cell ensity iffuses an it moves in the irection of the chemical graient. The constant a 1 measuresself-egraationofthechemical an the constants a 2, η>eterminetheevolutionunergonebyu. The motivation for this moel comes from experiments escribe in [21, 29, 32] for the case of bacteria consuming the chemical. There the authors observe large-scale convection patterns in a water rop sitting on a glass surface containingoxygen-sensitive bacteria, oxygen iffusing into the rop through the flui-air interfaceantheypropose this moel: c t + u c = c nf(c), n t + u n = n (nχ(c) c), (1.2) u t + u u + P η u + n φ =, u =. 1

2 The iea behin this paper is to take these equations an change consumption of the chemical to prouction i.e. make it the mathematical more interesting case of Keller Segel chemotaxis. An example in biology coul be E. coli which canswimanexcrete aspartate [1]. The ultimate aim is to stuy if an how flui coupling is changing the blow-up behaviour. Assuming a vanishing flui velocity fiel u, werecovertheelliptic-parabolic Keller Segel equations, see [3]. The problem of global existence vs. blow-up is very well unerstoo for the elliptic-parabolic Keller Segel moel { c = n, (1.3) t n + (χn c n) =, in.[5]summarizestheresults,i.e. there is a critical mass M crit,startingwithinitial mass below M crit,thereisglobal-in-timeexistenceanstartingwithinitial mass above M crit,thesolutionblowsupinfinitetime. OnabouneomainΩ the analysis is more involve because bounary effects play an important role. With zero Dirichlet bounary conitions for c an corresponing no-flux conitions on n, theresultsare the same as in full space, see [3]. For homogeneous Neumann bounary conitions, the Keller-Segel system has to be change to { c = n n, (1.4) t n + (χn c n) =, because we nee the right-han sie of the c-equation to have zero average. In this case, there are several threshol values: if Ω is regular then solutions are global if χm < 4π an may blow up above this threshol, either on the bounary or insie the omain. For more information about this type of bounary conitions, see [22]. For the parabolic-parabolic Keller Segel moel recent progress has been achieve in [1]. For more references on the general Keller Segel system, the intereste reaer can refer to recent work [4, 5, 1]. The Keller Segel system in higher space imensions has been investigate in [13, 14] an for the system with nonlinear iffusion to prevent blow-up, results can be foun in [9, 24]. Other ways to moel prevention of overcrowing can be foun in [6,7,2]. Kinetic moels for chemotaxis can be foun in [12]. Numerics for the Keller Segel moel have been performe in [17,28]. For the system (1.2) an relate systems there is a local existence result [27]. Moreover, in [16] the authors prove global existence for a simplifie version of (1.2) with weak potential or small initial c. In[15],globalexistencetothesystem(1.2)withnon- linear iffusion is shown. To our knowlege, these are the only resultson(1.2). However, attention has recently been focuse on couple kinetic flui systemsfirstlyintrouce in [8] which have a similar mathematical flavor; also refer to [11, 19] about the stuies of the Vlasov-Fokker-Planck equation couple with the compressible or incompressible Navier-Stokes or Stokes equations, where the main tool use to prove the global existence of weak solutions or hyroynamic limits is an existing entropy inequality. For the Navier-Stokes an Stokes equations see [25, 26] an references therein for etaile mathematical theory. The paper is structure as follows. In section 2 we state the problem in etail an give our results on global existence. In section 3 we prove the global existence of solutions to (1.1) in 2D for small mass in the following steps: obtaining anentropy, usingthe regularizing effect an passing to the limit. In section 4, we give the main technical ifferences to aress the existence issues in 3D for (1.1). Finally, in section 5 we give 2

3 numerical evience that solutions to (1.1) exists for initial mass larger than 8π, but for even larger mass blow-up seems to occur. So the blow-up is elaye. 2 Preliminaries We consier the system (1.1) in full space R, =2, 3. The system has to be supplie with initial ata n(t =,x)=n (x), for a 2 > alsou(t =,x)=u (x). φ is assume to be in L (R ). Following [5] we call a triple (c, n, u) aweaksolutionto(1.1)ifthefollowingtwo conitions hol: (i) for every T>, t T, n(t, x), c(t, x), x R, c L 2 (,T; H 2 (R )); c(,t) H 1 (R )fora.e.t, (2.1) n(1 + x + ln n ) L (,T; L 1 (R )), n L 2 (,T; L 2 (R )), (2.2) u L 2 (,T; H 2 (R )),a 2 u t L 2 (,T; L 2 (R )); (2.3) (ii) it is further require that for ψ 1,ψ 2,ψ 3 C (R, R) an ψ C (R, R )with ψ =, ψ 1 uc x = ( ψ 1 c + ψ 1 n a 1 ψ 1 c) x, (2.4) R R ψ 2 nx= ( ψ 2 un ψ 2 n χ ψ 2 n c) x, (2.5) t R R ( a 2 ψu x + η t ψ u + ψ ) n φ x =, (2.6) R R ψ 3 ux=. R (2.7) The main iea for showing existence is to first establish a boun on use the regularizing effect to achieve L p -bouns. n ln(n) anthen R Let us efine E(t) := n(t) ln(n(t)) x + u(t) 2 2, D := λ n η u 2 2. (2.8) an L q σ(r )for1 q as the closure of { } v C (R ) v = (2.9) in L q (R ). Let us recall (see [18]) that each vector f L q (R )isuniquelyecompose as f = f + Q 3

4 with some f L q σ(r ), Q L q loc (R ), Q L q (R )an Q q C f q an Q L q (B ) C Q q where C is inepenent of f an B is an open ball in R.Themappingf f efines acontinuousprojectionp q from L q (R ) onto L q σ(r ). Now we can efine the Stokes operator A q = P q analsothespace D α,s q := { ( v L q (Ω); v q + t 1 α A q e taq v s q ) t 1/s < }. t More information on the Stokes operator an this efinition can be foun in [18]. The following result hols for all a 1,a 2 >. For simplicity, let us fix a 2 =1. Theorem 2.1 (2D) Assume n, χ, η >, u D 2/3,3 3/2 an There exists a M exist > such that if n ln(n )+n x + n x <. (2.1) n x < M exist, (2.11) then there is a global in time weak solution for (1.1) an we have an entropy inequality E(t)+ t where E an D are given in (2.8) an t. D t C + Ct + C t E t, (2.12) Remark 2.2 (Justification of the assumption a 1,a 2 > ) Assuming a 1 > gives nx= a 1 cx an this together with a graient boun achieve below enables us to control a range of L q -norms of c which we coul not obtain in full space just from the L 2 -boun on the graient. The reason for a 2 =1is similar: for the stationary Stokes system in we only obtain a L 2 -graient boun, which oes not allow us to control any L q -norm of u itself. Remark 2.3 (Reusing techniques from classical Keller Segel) We recall that the entropy for the classical Keller Segel reas as E KS := n ln(n) χ nc x. 2 Alreay when calculating the time evolution of the secon term, we see χ nc x = χ c t n + n t cx t 2 = χ c n + χ 2 n c n + n tcx. But there is no way to hanle the time erivative on c. 4

5 At least for a large viscosity η an sufficiently large mass, one woul expect blow-up because in this case u is small an the system therefore close to the Keller-Segel system. But regaring the aitional terms in the computation of the secon moment of n: x 2 nx=4 nx+2 x un x +2 nx cx t =4M +2 x un x +2 (u c c + a 1 c)x cx, alreay for the term x un x, theregularitythatwecanobtainforu by using n in L 1 is not enough, to estimate this term. 3 Existence in Here we prove theorem 2.1: We will establish a-priori estimates. We first establish postivity of n an c. In the expression for n ln(n) theterm nu c occurs. In t orer to boun it, we use an estimate of c 2.Weconcluethissectionbyemploying aregularizingeffecttopasstothelimit. 3.1 Positivity By some stanar argument e.g. maximum principle we can show that for n, we have n(x, t) foralmostallt, cf.[2]. Theequation(1.1) 2 leas to nx=. t So the L 1 -norm of n also calle mass is conserve. Moreover, also by maximum principle we obtain c(x, t) for almost all t. Therefore, the L 1 -norm of c is also conserve 3.2 c 2 boun a 1 c 1 = n 1. Multiplying the equation (1.1) 1 by c an using the Gagliaro-Nirenberg inequality c q C c 1 1/q 2 c 1/q 1, we obtain (cu c) x + c 2 2 = nc x a 1 c 2 2, c 2 2 n q c q C n q c 1 1/q 2 c 1/q 1 C n q c 1/q 2 c 1 1/q 1, (3.1) with 1/q +1/q =1 an 1 < q,q <. Nirenberg inequality for 1 q 2 n q = n 2 2q C Therefore it follows using the Gagliaro- ( n 1 1/q 2 ) n 1/q 2 2 2/q 2 = C n 2 n 1/q 1, (3.2) 5

6 that c 2 C n q/(2q 1) q c (q 1)/(2q 1) 1 C a (q 1)/(2q 1) 1 C a (q 1)/(2q 1) 1 ( n 2 2/q 2 n 1/q 1 = C a (q 1)/(2q 1) estimate of the L 1 -norm of nu c n q/(2q 1) q n (q 1)/(2q 1) 1 ) q/(2q 1) n (q 1)/(2q 1) 1 n (2q 2)/(2q 1) 2 n q/(2q 1) 1. (3.3) Let us work on the term (u c)n: Using(3.3)withq =9/8 antheinequality we arrive at u C u 2/5 2 D 2 u 3/5 3/2, u c nx u c 2 n 2 C u 2/5 2 D 2 u 3/5 3/2 n 6/5 2 n 7/5 1. Integrating over time an applying Höler inequality, we obtain t u c nxt ( t ) 1/5 ( t ) 1/5 ( t C u 2 2 t D 2 u 3 3/2 t Now we recall a regularity result for the Stokes equations: n 2 2 t ) 3/5 n 7/5 1. Theorem 3.1 (from [18]) Assume Ω=R or Ω R asmoothbouneomain. Let 1 <s,q<. Then for every f L s ((,T); L q (Ω)) an u Dq 1 1/s,s there exists a unique solution of the Stokes system { u t + P η u = f, satisfying t D 2 u s q t + t u =, ( t t u s q t C f s q t + u s D 1 1/s,s q Using this, we estimate the secon term above (by means of (3.2)) as follows t ( t ) t D 2 u 3 3/2 t C n 3 3/2 t + u 3 C n 2 D 2 n 2 2/3,3 1 t + C. (3.4) 3/2 Therefore with we have t u c nxt C(δ) ab C(δ)a 5 + δb 5/4, t u 2 2 t + δ 6 t ). n 2 2 t + C(n,u ). (3.5)

7 3.4 n ln(n) estimate Now we have all necessary tools to establish the boun on n ln(n). Multiplying the equation (1.1) 2 by ln(n), integrating over,integrationbypartsanusingequation (1.1) 1,gives R2 n ln(n) x = n t ln(n) x = n 2 + χ n cx t n R2 = n 2 R2 χn cx= n 2 χn(u c n + a 1 c) x. (3.6) n n Using the Gagliaro-Nirenberg inequality n 2 2 K n 1 n 2 2, an integrating over (,t), gives t n(t)ln(n(t)) x + (4 χk n 1 ) n 2 2 t n ln(n ) x χ t (u c)nxt. (3.7) Multiplying the equation (1.1) 3 with u an integrating over,gives 1 2 t u η u 2 2 = n φ ux φ n 2 u 2 χδ 2 n C u 2 2. Integrating also this inequality over (,t), aing it to (3.7) an inserting (3.5), we obtain t n(t)ln(n(t)) x + u(t) (4 χk n 1 χδ) n 2 2 t 3.5 Moment control + η t u 2 2 t C t u(t) 2 2 t + C(n,u ). (3.8) Since we work in full space Ω =,wehavetoboun R n(t)ln(n(t)) x from below. In 2 orer to o that, we have to control the behavior of n as x + similarly to [16]. To perform this task, we multiply (1.1) 2 by the smooth function ξ = 1+ x 2,integrate an use (3.3) with q =3/2: t ξnx = nu ξx+ n ξx+ χ n c ξx n 1 u ξ + n 1 ξ + n 2 c 2 ξ C u 2/5 2 D 2 u 3/5 3/2 + C n 2 n 1/2 1 n 1/2 2 n 3/4 1 + C δ u 2 D 2 u 3/2 3/2 + δ n C(δ ). (3.9) We use that ξ an ξ are boune. Integrating the inequality over (,t), gives ( t ) 1/2 ( t ) 1/2 t ξn(t) x δ u 2 2 t D 2 u 3 3/2 t + δ n 2 2 t + Ct. (3.1) 7

8 Moreover we have ( ) 1 n ln 1 n 1 x n ( ) 1 n Combining (3.11), (3.1) an (3.4), it follows that n(t)ln(n(t))1 n 1 x χδ 2 1 e ξ n x + n ln R 2 n ln 1 n 1 n e ξ x ξnx + C n 1/2 1 n e ξ x C + ξnx. (3.11) t n 2 2 t + C t u 2 2 t + Ct + C. (3.12) Since n ln(n) x = n ln(n) x 2 n ln(n)1 n 1 x, we obtain from (3.8) an (3.12), that n(t) ln(n(t)) x + u(t) Now let us efine t (4 χk n 1 2χδ) n 2 2 t + η M exist := 4 χk. C t t u 2 2 t u 2 2t + C + Ct. (3.13) Therefore if n 1 <M exist,wecanchooseδ small enough, such that λ := 4 χk n 1 2χδ > anweobtaintheentropyinequality(2.12) E(t)+ t D t C(n,u )+Ct + C t E t. Remark 3.2 This is the same mass threshol that can be obtaine with the methos from [23]. With the entropy inequality at han, we have 1. n ln(n) L ((,T),L 1 ( )), 2. n L 2 ((,T) )), 3. n x L ((,T),L 1 ( )), 4. u L ((,T),L 2 ( )) L 2 ((,T),H 1 ( )). Moreover, we can prove the following lemma: Lemma 3.1 c L 2 ((,T) ) 8

9 Proof T From the equation (1.1) 1,wearriveatanestimatefor c: T c(t) 2 2 t ( u c 2 + n 2 + a 1 c 2 ) 2 t T Working on the first term, we have T C u 4/5 2 D 2 u 6/5 3/2 c C n 2 2 n 1 + C c 1 c 2 t. (3.14) u 4/5 2 D 2 u 6/5 3/2 c 2 2 t u 4/5 L t L2 x ( T ) 2/5 ( T D 2 u 3 3/2 t As in (3.8) an using (3.3) with q =7/4, it follows that T u 4/5 2 D 2 u 6/5 3/2 c 2 2 t C u 4/5 L t L2 x 3.6 Regularizing effect ( T c 1/3 2 t) 3/5. ) 2/5 ( T n 2 2 t + C(u ) 3/5 n 2 2 t). Theorem 3.3 Let t> an 1 <p<. With the hypothesis of Theorem 2.1, there exists a constant C(t) not epening on n p such that n p x C(t)(1 + (t ) 1 p ), <t t (3.15) i.e. the cell ensity n(,t ) belongs to L p for any positive time t. The proof works in the same way as in [1] an it uses the boun establishe in Lemma 3.1. For completeness, we give a sketch of the proof in the appenix. 3.7 Passing to the limit We approximate the system by u ɛ c ɛ = c ɛ + n ɛ ρ ɛ c ɛ, n ɛ t + uɛ n ɛ = n ɛ (χn ɛ c ɛ ), u ɛ t + P ɛ η u ɛ +(n ɛ φ) ρ ɛ =, u ɛ =, (3.16) with a stanar mollifier ρ ɛ an mollifie versions of n, u as initial ata n ɛ, uɛ. All a-priori estimates still hol e.g. equation (3.6) becomes R2 n ɛ ln(n ɛ ) x = nɛ 2 t n ɛ χn(u ɛ c ɛ n ɛ ρ ɛ + c ɛ ) x Here we can estimate n ɛ (n ɛ ρ ɛ ) x n ɛ 2 n ɛ 2 ρ ɛ 1 = n ɛ 2 2. In (3.1), we can estimate instea c ɛ 2 2 n ɛ ρ ɛ q c ɛ q n ɛ q ρ ɛ 1 c ɛ q. Similarly, the estimate for regularity of u still hols. To be able to pass to the limit, we show sufficient compactness. Similar to [4]: 9

10 Boun on n ɛ 2 from Theorem 3.3. Boun on n ɛ 2 For every p<, wehaven ɛ L ((δ, T ),L p ( )) for any δ (,T) We have n ɛ c ɛ 2 n ɛ 3 c ɛ 6 C n ɛ 3 c ɛ 3/2, (3.17) an working on the secon term we obtain: c ɛ 3/2 u ɛ 6 c ɛ 2 + n ɛ 3/2 + c ɛ 3/2. Therefore n ɛ c ɛ is boune in L ((δ, T ),L 2 ( )). Now n ɛ 2 x = 2 n ɛ 2 x +2χ n ɛ n ɛ c ɛ x, t shows that β := n ɛ L 2 ((δ,t ) ) satisfies the estimate 2β 2 2χ n ɛ c ɛ L ((δ,t ),L 2 ( ))β 2 n ɛ L ((δ,t ),L 2 ( )). This implies that n is boune in L 2 ((δ, T ) ). We efine V := { v H 1 ( ): x 1/4 v L 2 ( ) }.Since v 2 R R 1/2 x v 2, 2 x >R VembescompactlyinL 2 ( ). Moreover, the estimate ( ) 1/2 ( x (n ɛ ) 2 x n ɛ (n ɛ ) 3 shows that n ɛ is boune in L 2 ((δ, T ),V). Therefore, Aubin-Lions lemma gives a strongly convergent subsequence n ɛ n in L 2 loc ((δ, T ) R2 ). Also from Theorem 3.3, we obtain enough regularity to make all terms in the efinition of weak solutions well-efine. 4 Existence in R 3 ) 1/2 Ẽ(t) := n 3/2 x, D(t) :=λ n 3/4 2 x. (4.1) R 3 R 3 Theorem 4.1 (3D) Assume a 2 =, Ω=R 3, n, χ, η >, an R 3 n 3/2 + n x + n x <. (4.2) There exists a M exist ( n 1 ) > such that if n 3/2 <M exist, (4.3) then there is a global in time weak solution for (1.1) an we have an entropy inequality where Ẽ an D are given in (4.1). tẽ(t)+ D(t), (4.4) 1

11 In 3D, the critical norm for the Keller-Segel equations is L 3/2 see [14]. Let us apply the metho from before an unerstan why it oes not work in 3D: If wejustconsierthe case without the flui we have t R 3 n 3/2 x [ 1 2 K 4χ n 3/2 4 ] n 3/4 2 x. 3 R 3 Details can be foun in the calculations below. So for n 3/2 small enough initially, we have n(t) 3/2 n 3/2. With the non-stationary Stokes system, there is a aitive constant on the right-han sie that basically comes from the initial ata of the flui (see the calculations in the 2D-case). So there can be linear growth of n 3/2,whichwill eventually estroy the smallness require. Therefore we restrict ourselves to system (1.1) with a 2 =. Proof of theorem 4.1 We first establish an entropy. Multiplying the equation (1.1) 2 by n 1/2,integratingover R 3 an using the equation (1.1) 1,gives n 3/2 x = 4 t R 3 R 3 3 n3/ χ n3/2 cx = 4 R 3 3 n3/ χn3/2 cx = 4 R 3 3 n3/4 2 x 1 2 χn3/2 (u c n + a 1 c) x. (4.5) Now working on the equation for c to obtain an estimate for c 2 : (cu c) x + c 2 2 = nc x a 1 c 2 2, R 3 R 3 c 2 2 n 6/5 c 6. Moreover, it follows with v 6 K 1 v 2 that c 2 K 1 n 6/5. (4.6) The term n 3/2 (u c)canbeestimateusing v 6 K 1 v 2 an u 2 K 2 D 2 u 6/5 n 3/2 (u c) 1 n 3/2 3 u 6 c 2 K 2 1 n3/4 2 2 K 1K 2 D 2 u 6/5 K 1 n 6/5. Now applying the regularity estimates for the stationary Stokes equation D 2 u 6/5 K 3 n 6/5 (see [25, 26]) an the Höler inequality n 2 6/5 n 1 n 3/2,itfollows Using n 3/2 (u c) 1 K 4 1K 2 K 3 n 3/4 2 2 n 2 6/5 K4 1 K 2 K 3 n 3/4 2 2 n 1 n 3/2. (4.7) R 3 n 5/2 x K 4 R 3 n 3/4 2 x n 3/2, (4.8) we obtain n 3/2 x = 4 t R 3 R 3 3 n3/ χn3/2 (u c n + a 1 c) x [ 1 2 (K 4 + K1 4 K 2K 3 n 1 )χ n 3/2 4 ] n 3/4 2 x. (4.9) 3 R 3 11

12 Now let us efine M exist( n 1 ):= 8 3χ(K 4 + K 4 1 K 2K 3 n 1 ). Therefore if n 3/2 <M exist,wesetλ := (K 4 + K 4 1 K 2K 3 n 1 )χ n 3/2 > an we obtain the entropy inequality (4.4) tẽ(t)+ D(t). With the entropy inequality at han, we obtain the following: n is boune in L 5/2 ((,T) R 3 ) ue to (4.8). Therefore, u is boune in L 5/2 ((,T); W 2,5/2 (R 3 )) an c is boune in L 5/2 ((,T); W 2,5/2 (R 3 )). As in the 2D case, we can use a regularising effect (for etails see [14]) an pass to the limit. 5 Numerics Finally we woul like to illustrate the behavior of the Keller Segel flui system with ifferent numerical examples. In particular, we give evience that above the critical mass of 8π solutions still exist. All computations have been implemente using the software package FreeFem++ [33]. We woul like to solve the following system u c = c + n, n t + u n = n (χn c), (5.1) P η u + n φ =, u =, with zero Dirichlet bounary conitions for c an u an corresponing mass-preserving Neumann conitions for n. This system has the avantage that without the flui there is a mass threshol to separate global existence an finite-time blow-up. This is quite ifferent from (1.4), where e.g. all constant states are steay i.e. for constant initial n there is always global existence inepenent of its mass. Moreover, for (5.1) the existence result for small mass hols as for (1.1). We solve system (5.1) in an iterative manner: 1. Solve the Stokes equations (5.1) 3 an (5.1) 4 with a penalty metho cf. [31] an the Solver Crout. We use a classical Taylor-Hoo element technic i.e. the velocity u is approximate by P 2 finite elements, an the pressure P is approximate by P 1 finite elements. 2. Approximate the chemoattractant c by P 2 finite elements an solve equation (5.1) 1 with UMFPACK. 3. Perform an implicit Euler finite ifference approximation in time for equation (5.1) 2,approximatethecellensityn by P 2 finite elements an solve equation (5.1) 1 with UMFPACK. We start with a Gaussian as initial istribution n (x, y) =C mass exp[ 5(x x ) 2 5(y y ) 2 ]. 12

13 (a) t =.1 (b) t =.1 (c) t =.2 () t =.5 (e) t =.75 (f) t =1 Figure 1: Evolution of the ensity n with symmetric initial ata an mass M = 27. Although the mass is larger than 8π, sowithoutthefluiweexpectblow-up,withthe flui we see convergence to a steay state. The constant C mass is chosen initially such that a esire mass in the computational omain is obtaine an we set χ =1,η =1, φ =(;1). Thetestgeometryisasquare [, 1] [, 1] with a mesh consisting of 25 squares. In the first two examples, we use the mass M = 27 > 8.5π > 8π in the computational omain i.e. above the critical mass. 13

14 (a) t =.1 (b) t =1 Figure 2: Evolution of the concentration c corresponing to Figure 1. Notice, the orer of magnitue of c stays the same. In the first example, we set t =.1 an choose a Gaussian with x = y =.5 as initial atum. We observe that the solution oes not blow up, although the mass is above the critical value of 8π cf. Figure 1. Moreover, we see that the solution converges to a steay state. The ensity maximum moves ownwars because of gravity but stops since c vanishes at the bounary. The istribution of the chemical c is shown in Figure 2. Now we investigate various quantities for t = 1,becausethisseemstobefairlyclose to the steay state: Figure 3a shows the velocity of the flui. So the flui is constantly transporting n an c. ThisisillustrateinFigures3b-3.Figure3brepresentsthe flux resulting from the chemotaxis / iffusion terms ( n χn c) whereasfigure3cshows the flux coming from the flui contribution un. Thetotalflux ( n χn c un) is given in Figure 3. It shoul be notice that the flui counteracts the chemotactic flux especially in the high concentration region. To highlight the effect of the flui, the -level set of the scalar prouct of chemotactic flux an the total flux is plotte i.e. insie this region the flui changes the chemotactic flux vector by more than ±9. Moreover, ifferent initial configurations with the same massseemtoconvergetothe same steay state, cf. Figure 4. This is illustrate by the secon example with t =.1 an x =.8; y =.7. These two results above are stable uner mesh an time step refinement. Moreover, if we efine M := M n(t), Ω an take its maximum over the first 1 time step, it is less than 1 9. In a final step, for even larger mass M =4,weobservetheevelopmentofvery high concentration, which might inicate blow-up, see Figure 5. Here we set t =.5 an x = y =.5. These first numerical results illustrate the interesting behavior of the Keller-Segel- Flui system an can be regare as a starting point for further research. In particular we woul like to use numerical schemes, which are able to couple the Stokes equations with the chemotactial system an capture blow-up e.g. [28] or [17](forschemesesigne 14

15 (a) flui velocity (b) chemotactic flux (c) flui flux () total flux Figure 3: Flui velocity fiel, chemotactic flux ( n χn c), flui flux un an total flux ( n χn c un) atthesteaystate. Tohighlighttheeffectoftheflui,the -level set of the scalar prouct of chemotactic flux an the total flux is plotte in Figure 3 i.e. insie this region the flui changes the chemotactic flux vector by more than ±9.Soitcanbeseenthatthefluihasthestrongesteffectinthehigh concentration region of n. to resolve the blow-up for the Keller-Segel system). 6 Appenix The proof for the regularising effect is taken from [1]: Proof of Theorem 3.3: Since R n ln(n)(t) x C(1 + t) wehave 2 (n(x, t) k) + ln(n(x, t)) x 1 ln(k) (n(x, t) k) + 1 ln(k) n(x, t)(ln(n(x, t))) + x. (6.1) This means, that there exists a moulus of equi-integrability ω(t,k), T>ank> such that (n(x, t) k) + ω(t ; k) an lim ω(t ; k) =. k 15

16 (a) t =.1 (b) t =.1 (c) t =.2 () t =.5 Figure 4: Evolution of the ensity n with non-symmetric initial ata an mass M =27. For the same mass but ifferent initial ata we observe again blow-up prevention an convergence to the same steay state. In this section we follow the by now classical iea to obtain L p bouns for n by using the equi-integrability property (6.1). First step gives Multiplying the equation (1.1) 2 by (n k) p 1 + an integrating over R2, (n k) p 1 + x = 4p (n k) p/2 + t p 2 x (p 1) (n k) p + cx pk (n k) p 1 + cx. (6.2) Using the Galiaro-Nirenberg-Sobolev inequality for the secon term v 4 x C v 2 x v 2 x (6.3) 16

17 (a) t =.5 (b) t =.75 (c) t =.11 () t =.145 Figure 5: Evolution of the ensity n with symmetric initial ata an mass M =4. So for higher mass, we observe the formation of very high concentration that might inicate blow-up. Notice that the pictures are taken at much smaller times compare the plots shown before. leas to ( (n k) p + cx ( ) 1/2 ( (n k) p + x δc(p) c 2 2 (n k) 2p + x ) 1/2 c 2 1/2 (n k) p/2 + x) 2 c 2 (n k) p + x + 2 δp 17 (n k) p/2 + 2 x. (6.4)

18 Moreover, by interpolation an the same Galiaro-Nirenberg-Sobolev inequality as above, we have for p 3/2 that (n k) p 1 + cx ( 1/2 (n k) 2(p 1) + x) c 2 ) 1/2 (n k) 2p + x c 2 ( C(M,p)+ C(M,p) c 2 + δ c 2 2 (n k) p + x + p 1 δp 2 (n k) p/2 + k 2 x. (6.5) Using the estimate ( ) (n k) p+1 + x = (n k) (p+1)/2 2 ( ) 2 + x C (n k) (p+1)/2 + x R ( 2 ) 2 C(p) (n k) 1/2 + (n k) p/2 + x R 2 C(p) (n k) + x (n k) p/2 + 2 x, (6.6) an the fact that R (n k) 2 + x can be mae small when choosing k large, we obtain for p 2 ( ) (n k) p 1 + x =(p 1) 1 (n k) p+1 + t pc(p)ω(t,k) x + C(1 + c 2 2 ) (n k) p + x + C c pk2 M + C. (6.7) For fixe p, wechoosek = k(p, T )sufficientlylargesuchthat Using 1 1 <. (6.8) pc(p)ω(t,k) ( ) 1/p ( ) 1 1/p (n k) p + x (n k) + x (n k) p+1 + x R ( 2 ) 1/p ( ) 1 1/p (n k) + x (n k) p+1 + x, (6.9) we achieve the following ifferential inequality for Y p (t), p 2an<t T t Y p(t) (p 1)M 1/(p 1) δyp β (t) +C ( 1+ c(t) 2 2) Yp (t) +C ( 1+ c(t) 2 ) 2 with β = p p 1. Secon step see [1] for etails. Using ODE theory, we obtain that Y p (t) C(T ) 1, (6.1) tp 1 18

19 Thir step Using x p 2 p (x k) p for x 2k, weobservethat n p x = n p x + n p x {n 2k} {n>2k} (2k) p 1 M +2 p (n k) p x (2k) p 1 M +2 R p (n k) p + x. 2 {n>2k} Therefore together with (6.1), we obtain (3.15) n p x C(t)(1 + t 1 p ), <t t (6.11) for p 2. For 1 <p<2, the theorem hols by interpolation. Acknowlegement This publication is base on work supporte by Awar No. KUK-I1-7-43, mae by King Abullah University of Science an Technology (KAUST). A.Lorzwoulliketo thank K. Fellner, P. Markowich, T. Peley, B. Perthame an M.-T. Wolfram for useful iscussions. Moreover, A. Lorz acknowleges support from the ANR Samovar (France). References [1] H. C. Berg, E. coli in Motion, Springer-Verlag,23. [2] P. Biler, Existence an asymptotics of solutions for a parabolic-elliptic system with nonlinear no-flux bounary conitions, NonlinearAnalysisT.M.A.,19(1992), pp [3] P. Biler an T. Nazieja, Existence an nonexistence of solutions for a moel of gravitational interaction of particles, Colloq.Math.,66(1994),p [4] A. Blanchet, J. A. Carrillo, an N. Masmoui, Infinite time aggregation for the critical Patlak Keller Segel moel in,comm.pureappl.math.,61(28), pp [5] A. Blanchet, J. Dolbeault, an B. Perthame, Two-imensional Keller-Segel moel: optimal critical mass an qualitative properties of the solutions, Electron.J. Differential Equations, (26), pp. No. 44, 32 pp. (electronic). [6] M. Burger, M. Di Francesco, an Y. Dolak-Struß, The Keller Segel moel for chemotaxis with prevention of overcrowing: linear vs. nonlinear iffusion, SIAM J. Math. Anal., 38 (26), pp [7] H. M. Byrne an M. R. Owen, AnewinterpretationoftheKeller-Segelmoel base on multiphase moelling, J.Math.Biol.,49(24),pp [8] R. Caflisch an G. Papanicolaou, Dynamic theory of suspensions with brownian effects, SIAMJ.Appl.Math.,43(1983),pp [9] V. Calvez an J. A. Carrillo, Volume effects in the Keller Segel moel : energy estimates preventing blow-up, J.Math.PuresAppl.,86(26),pp

20 [1] V. Calvez an L. Corrias, The parabolic-parabolic Keller Segel Moel in, Comm. Math. Sci., 6 (28), pp [11] J. Carrillo an T. Gouon, Stability an asymptotic analysis of a flui-particle interaction moel, Comm.PartialDifferentialEquations,31(26),pp [12] F. Chalub, Y. Dolak-Struss, P. Markowich, D. Oelz, C. Schmeiser, an A. Soreff, Moel hierarchies for cell aggregation by chemotaxis, Math. Moels Methos Appl. Sci., 16 (26), pp [13] L. Corrias an B. Perthame, Critical space for the parabolic-parabolic Keller Segel moel in R n,c.r.aca.sci.paris,ser.i,342(26),pp [14] L. Corrias, B. Perthame, an H. Zaag, Global solutions of some chemotaxis an angiogenesis systems in high space imensions, MilanJ.Math.,72(24),pp [15] M. Di Francesco, A. Lorz, an P. Markowich, Chemotaxis flui couple moel for swimming bacteria with nonlinear iffusion: global existence an asymptotic behavior, DiscreteContin.Dyn.Syst.Ser.A,28(21),pp [16] R.-J. Duan, A. Lorz, an P. Markowich, Global solutions to the couple chemotaxis flui equations, Comm.PartialDifferentialEquations,35(21), pp [17] F. Filbet, AfinitevolumeschemeforthePatlak Keller Segelchemotaxis moel, Numer. Math., 14 (26), pp [18] Y. Giga an H. Sohr, Abstract L p estimates for the Cauchy problem with applications to the Navier Stokes equations in exterior omains, J.Funct.Anal.,12 (1991), pp [19] K. Hamache, Global existence an large time behaviour of solutions for the Vlasov Stokes equations, JapanJ.Inust.Appl.Math.,15(1998),pp [2] T. Hillen an K. Painter, Global existence for a parabolic chemotaxis moel with prevention of overcrowing, Av.inAppl.Math.,26(21),pp [21] A. J. Hilleson, T. J. Peley, an J. O. Kessler, The evelopment of concentration graients in a suspension of chemotactic bacteria, Bull.Math.Bio.,57 (1995), pp [22] D. Horstmann, From 197 until present: the Keller Segel moel in chemotaxis an its consequences. ii., Jahresber.Deutsch.Math.-Verein.,16(24),pp [23] W. Jäger an S. Luckhaus, On explosions of solutions to a system of partial ifferential equations moelling chemotaxis, Trans.Amer.Math.Soc.,329(1992), pp [24] R. Kowalczyk, Preventing blow-up in a chemotaxis moel, J.Math.Anal.Appl., 35 (25), pp [25] O. A. Layzhenskaya, Mathematical theory of viscous incompressible flow, Goron an Breach Science Publishers Inc.,

21 [26] P.-L. Lions, Mathematical topics in flui mechanics. Vol. 1, vol. 3ofOxforLecture Series in Mathematics an its Applications, The Clarenon Press Oxfor University Press, New York, Incompressible moels, Oxfor Science Publications. [27] A. Lorz, Couple chemotaxis flui moel, Math. MoelsMethosAppl. Sci., 2 (21), pp [28] A. Marrocco, Numerical simulation of chemotactic bacteria aggregation via mixe finite elements, M2ANMath.Moel.Numer.Anal.,37(23),pp [29] T. J. Peley an J. O. Kessler, Hyroynamic phenomena in suspensions of swimming microorganisms, Annu.Rev.FluiMech.,24(1992),pp [3] B. Perthame, Transport Equation in Biology, Birkhaeuser, Basel, 27. [31] J. E. Roberts an J.-M. Thomas, Mixe an Hybri Methos, Hanbook of Numerical Analysis, North-Hollan,1993. [32] I. Tuval, L. Cisneros, C. Dombrowski, C. W. Wolgemuth, J. O. Kessler, an R. E. Golstein, Bacterial swimming an oxygen transport near contact lines, Proc.Natl.Aca.Sci.USA,12(25),pp [33] 21

c 2012 International Press

c 2012 International Press COMMUN. MATH. SCI. Vol. 1, No., pp. 555 574 c 1 International Press A COUPLED KELLER SEGEL STOKES MODEL: GLOBAL EXISTENCE FOR SMALL INITIAL DATA AND BLOW-UP DELAY ALEXANDER LORZ Abstract. We stuy a system

More information

Global Solutions to the Coupled Chemotaxis-Fluid Equations

Global Solutions to the Coupled Chemotaxis-Fluid Equations Global Solutions to the Couple Chemotaxis-Flui Equations Renjun Duan Johann Raon Institute for Computational an Applie Mathematics Austrian Acaemy of Sciences Altenbergerstrasse 69, A-44 Linz, Austria

More information

WEAK SOLUTIONS FOR A BIOCONVECTION MODEL RELATED TO BACILLUS SUBTILIS DMITRY VOROTNIKOV

WEAK SOLUTIONS FOR A BIOCONVECTION MODEL RELATED TO BACILLUS SUBTILIS DMITRY VOROTNIKOV Pré-Publicações o Departamento e Matemática Universiae e Coimbra Preprint Number 1 1 WEAK SOLUTIONS FOR A BIOCONVECTION MODEL RELATED TO BACILLUS SUBTILIS DMITRY VOROTNIKOV Abstract: We consier the initial-bounary

More information

GLOBAL SOLUTIONS FOR 2D COUPLED BURGERS-COMPLEX-GINZBURG-LANDAU EQUATIONS

GLOBAL SOLUTIONS FOR 2D COUPLED BURGERS-COMPLEX-GINZBURG-LANDAU EQUATIONS Electronic Journal of Differential Equations, Vol. 015 015), No. 99, pp. 1 14. ISSN: 107-6691. URL: http://eje.math.txstate.eu or http://eje.math.unt.eu ftp eje.math.txstate.eu GLOBAL SOLUTIONS FOR D COUPLED

More information

Math 342 Partial Differential Equations «Viktor Grigoryan

Math 342 Partial Differential Equations «Viktor Grigoryan Math 342 Partial Differential Equations «Viktor Grigoryan 6 Wave equation: solution In this lecture we will solve the wave equation on the entire real line x R. This correspons to a string of infinite

More information

PDE Notes, Lecture #11

PDE Notes, Lecture #11 PDE Notes, Lecture # from Professor Jalal Shatah s Lectures Febuary 9th, 2009 Sobolev Spaces Recall that for u L loc we can efine the weak erivative Du by Du, φ := udφ φ C0 If v L loc such that Du, φ =

More information

SUPPRESSING CHEMOTACTIC BLOW-UP THROUGH A FAST SPLITTING SCENARIO ON THE PLANE SIMING HE AND EITAN TADMOR

SUPPRESSING CHEMOTACTIC BLOW-UP THROUGH A FAST SPLITTING SCENARIO ON THE PLANE SIMING HE AND EITAN TADMOR SUPPRESSING CHEMOTACTIC BLOW-UP THROUGH A FAST SPLITTING SCENARIO ON THE PLANE SIMING HE AND EITAN TADMOR Abstract. We revisit the question of global regularity for the Patlak-Keller-Segel (PKS) chemotaxis

More information

Stable and compact finite difference schemes

Stable and compact finite difference schemes Center for Turbulence Research Annual Research Briefs 2006 2 Stable an compact finite ifference schemes By K. Mattsson, M. Svär AND M. Shoeybi. Motivation an objectives Compact secon erivatives have long

More information

BOUNDEDNESS IN A THREE-DIMENSIONAL ATTRACTION-REPULSION CHEMOTAXIS SYSTEM WITH NONLINEAR DIFFUSION AND LOGISTIC SOURCE

BOUNDEDNESS IN A THREE-DIMENSIONAL ATTRACTION-REPULSION CHEMOTAXIS SYSTEM WITH NONLINEAR DIFFUSION AND LOGISTIC SOURCE Electronic Journal of Differential Equations, Vol. 016 (016, No. 176, pp. 1 1. ISSN: 107-6691. URL: http://eje.math.txstate.eu or http://eje.math.unt.eu BOUNDEDNESS IN A THREE-DIMENSIONAL ATTRACTION-REPULSION

More information

THE KELLER-SEGEL MODEL FOR CHEMOTAXIS WITH PREVENTION OF OVERCROWDING: LINEAR VS. NONLINEAR DIFFUSION

THE KELLER-SEGEL MODEL FOR CHEMOTAXIS WITH PREVENTION OF OVERCROWDING: LINEAR VS. NONLINEAR DIFFUSION THE KELLER-SEGEL MODEL FOR CHEMOTAXIS WITH PREVENTION OF OVERCROWDING: LINEAR VS. NONLINEAR DIFFUSION MARTIN BURGER, MARCO DI FRANCESCO, AND YASMIN DOLAK Abstract. The aim of this paper is to iscuss the

More information

Suppressing Chemotactic Blow-Up Through a Fast Splitting Scenario on the Plane

Suppressing Chemotactic Blow-Up Through a Fast Splitting Scenario on the Plane Arch. Rational Mech. Anal. Digital Object Ientifier (DOI) https://oi.org/1.17/s25-18-1336-z Suppressing Chemotactic Blow-Up Through a Fast Splitting Scenario on the Plane Siming He & Eitan Tamor Communicate

More information

The total derivative. Chapter Lagrangian and Eulerian approaches

The total derivative. Chapter Lagrangian and Eulerian approaches Chapter 5 The total erivative 51 Lagrangian an Eulerian approaches The representation of a flui through scalar or vector fiels means that each physical quantity uner consieration is escribe as a function

More information

The effect of dissipation on solutions of the complex KdV equation

The effect of dissipation on solutions of the complex KdV equation Mathematics an Computers in Simulation 69 (25) 589 599 The effect of issipation on solutions of the complex KV equation Jiahong Wu a,, Juan-Ming Yuan a,b a Department of Mathematics, Oklahoma State University,

More information

Dissipative numerical methods for the Hunter-Saxton equation

Dissipative numerical methods for the Hunter-Saxton equation Dissipative numerical methos for the Hunter-Saton equation Yan Xu an Chi-Wang Shu Abstract In this paper, we present further evelopment of the local iscontinuous Galerkin (LDG) metho esigne in [] an a

More information

A nonlinear inverse problem of the Korteweg-de Vries equation

A nonlinear inverse problem of the Korteweg-de Vries equation Bull. Math. Sci. https://oi.org/0.007/s3373-08-025- A nonlinear inverse problem of the Korteweg-e Vries equation Shengqi Lu Miaochao Chen 2 Qilin Liu 3 Receive: 0 March 207 / Revise: 30 April 208 / Accepte:

More information

arxiv: v1 [physics.flu-dyn] 8 May 2014

arxiv: v1 [physics.flu-dyn] 8 May 2014 Energetics of a flui uner the Boussinesq approximation arxiv:1405.1921v1 [physics.flu-yn] 8 May 2014 Kiyoshi Maruyama Department of Earth an Ocean Sciences, National Defense Acaemy, Yokosuka, Kanagawa

More information

Abstract A nonlinear partial differential equation of the following form is considered:

Abstract A nonlinear partial differential equation of the following form is considered: M P E J Mathematical Physics Electronic Journal ISSN 86-6655 Volume 2, 26 Paper 5 Receive: May 3, 25, Revise: Sep, 26, Accepte: Oct 6, 26 Eitor: C.E. Wayne A Nonlinear Heat Equation with Temperature-Depenent

More information

The Generalized Incompressible Navier-Stokes Equations in Besov Spaces

The Generalized Incompressible Navier-Stokes Equations in Besov Spaces Dynamics of PDE, Vol1, No4, 381-400, 2004 The Generalize Incompressible Navier-Stokes Equations in Besov Spaces Jiahong Wu Communicate by Charles Li, receive July 21, 2004 Abstract This paper is concerne

More information

A new proof of the sharpness of the phase transition for Bernoulli percolation on Z d

A new proof of the sharpness of the phase transition for Bernoulli percolation on Z d A new proof of the sharpness of the phase transition for Bernoulli percolation on Z Hugo Duminil-Copin an Vincent Tassion October 8, 205 Abstract We provie a new proof of the sharpness of the phase transition

More information

Blowup of solutions to generalized Keller Segel model

Blowup of solutions to generalized Keller Segel model J. Evol. Equ. 1 (21, 247 262 29 Birkhäuser Verlag Basel/Switzerlan 1424-3199/1/2247-16, publishe onlinenovember 6, 29 DOI 1.17/s28-9-48- Journal of Evolution Equations Blowup of solutions to generalize

More information

6 General properties of an autonomous system of two first order ODE

6 General properties of an autonomous system of two first order ODE 6 General properties of an autonomous system of two first orer ODE Here we embark on stuying the autonomous system of two first orer ifferential equations of the form ẋ 1 = f 1 (, x 2 ), ẋ 2 = f 2 (, x

More information

Schrödinger s equation.

Schrödinger s equation. Physics 342 Lecture 5 Schröinger s Equation Lecture 5 Physics 342 Quantum Mechanics I Wenesay, February 3r, 2010 Toay we iscuss Schröinger s equation an show that it supports the basic interpretation of

More information

SINGULAR PERTURBATION AND STATIONARY SOLUTIONS OF PARABOLIC EQUATIONS IN GAUSS-SOBOLEV SPACES

SINGULAR PERTURBATION AND STATIONARY SOLUTIONS OF PARABOLIC EQUATIONS IN GAUSS-SOBOLEV SPACES Communications on Stochastic Analysis Vol. 2, No. 2 (28) 289-36 Serials Publications www.serialspublications.com SINGULAR PERTURBATION AND STATIONARY SOLUTIONS OF PARABOLIC EQUATIONS IN GAUSS-SOBOLEV SPACES

More information

Infinite Time Aggregation for the Critical Patlak-Keller-Segel model in R 2

Infinite Time Aggregation for the Critical Patlak-Keller-Segel model in R 2 Infinite Time Aggregation for the Critical Patlak-Keller-Segel moel in ADRIEN BLANCHET CRM (Centre e Recerca Matemàtica), Universitat Autònoma e Barcelona, E-08193 Bellaterra, Spain. E-mail: blanchet@ceremae.auphine.fr,

More information

WELL-POSEDNESS OF A POROUS MEDIUM FLOW WITH FRACTIONAL PRESSURE IN SOBOLEV SPACES

WELL-POSEDNESS OF A POROUS MEDIUM FLOW WITH FRACTIONAL PRESSURE IN SOBOLEV SPACES Electronic Journal of Differential Equations, Vol. 017 (017), No. 38, pp. 1 7. ISSN: 107-6691. URL: http://eje.math.txstate.eu or http://eje.math.unt.eu WELL-POSEDNESS OF A POROUS MEDIUM FLOW WITH FRACTIONAL

More information

3 The variational formulation of elliptic PDEs

3 The variational formulation of elliptic PDEs Chapter 3 The variational formulation of elliptic PDEs We now begin the theoretical stuy of elliptic partial ifferential equations an bounary value problems. We will focus on one approach, which is calle

More information

ORDINARY DIFFERENTIAL EQUATIONS AND SINGULAR INTEGRALS. Gianluca Crippa

ORDINARY DIFFERENTIAL EQUATIONS AND SINGULAR INTEGRALS. Gianluca Crippa Manuscript submitte to AIMS Journals Volume X, Number 0X, XX 200X Website: http://aimsciences.org pp. X XX ORDINARY DIFFERENTIAL EQUATIONS AND SINGULAR INTEGRALS Gianluca Crippa Departement Mathematik

More information

On some parabolic systems arising from a nuclear reactor model

On some parabolic systems arising from a nuclear reactor model On some parabolic systems arising from a nuclear reactor moel Kosuke Kita Grauate School of Avance Science an Engineering, Wasea University Introuction NR We stuy the following initial-bounary value problem

More information

The derivative of a function f(x) is another function, defined in terms of a limiting expression: f(x + δx) f(x)

The derivative of a function f(x) is another function, defined in terms of a limiting expression: f(x + δx) f(x) Y. D. Chong (2016) MH2801: Complex Methos for the Sciences 1. Derivatives The erivative of a function f(x) is another function, efine in terms of a limiting expression: f (x) f (x) lim x δx 0 f(x + δx)

More information

arxiv: v1 [math.ap] 6 Jul 2017

arxiv: v1 [math.ap] 6 Jul 2017 Local an global time ecay for parabolic equations with super linear first orer terms arxiv:177.1761v1 [math.ap] 6 Jul 17 Martina Magliocca an Alessio Porretta ABSTRACT. We stuy a class of parabolic equations

More information

Table of Common Derivatives By David Abraham

Table of Common Derivatives By David Abraham Prouct an Quotient Rules: Table of Common Derivatives By Davi Abraham [ f ( g( ] = [ f ( ] g( + f ( [ g( ] f ( = g( [ f ( ] g( g( f ( [ g( ] Trigonometric Functions: sin( = cos( cos( = sin( tan( = sec

More information

Free energy estimates for the two-dimensional Keller-Segel model

Free energy estimates for the two-dimensional Keller-Segel model Free energy estimates for the two-dimensional Keller-Segel model dolbeaul@ceremade.dauphine.fr CEREMADE CNRS & Université Paris-Dauphine in collaboration with A. Blanchet (CERMICS, ENPC & Ceremade) & B.

More information

Volume effects in the Keller Segel model: energy estimates preventing blow-up

Volume effects in the Keller Segel model: energy estimates preventing blow-up J. Math. Pures Appl. 86 (2006) 155 175 www.elsevier.com/locate/matpur Volume effects in the Keller Segel moel: energy estimates preventing blow-up Vincent Calvez a,, José A. Carrillo b a DMA, École Normale

More information

A Spectral Method for the Biharmonic Equation

A Spectral Method for the Biharmonic Equation A Spectral Metho for the Biharmonic Equation Kenall Atkinson, Davi Chien, an Olaf Hansen Abstract Let Ω be an open, simply connecte, an boune region in Ê,, with a smooth bounary Ω that is homeomorphic

More information

12.11 Laplace s Equation in Cylindrical and

12.11 Laplace s Equation in Cylindrical and SEC. 2. Laplace s Equation in Cylinrical an Spherical Coorinates. Potential 593 2. Laplace s Equation in Cylinrical an Spherical Coorinates. Potential One of the most important PDEs in physics an engineering

More information

Global classical solutions for a compressible fluid-particle interaction model

Global classical solutions for a compressible fluid-particle interaction model Global classical solutions for a compressible flui-particle interaction moel Myeongju Chae, Kyungkeun Kang an Jihoon Lee Abstract We consier a system coupling the compressible Navier-Stokes equations to

More information

ANALYSIS OF A GENERAL FAMILY OF REGULARIZED NAVIER-STOKES AND MHD MODELS

ANALYSIS OF A GENERAL FAMILY OF REGULARIZED NAVIER-STOKES AND MHD MODELS ANALYSIS OF A GENERAL FAMILY OF REGULARIZED NAVIER-STOKES AND MHD MODELS MICHAEL HOLST, EVELYN LUNASIN, AND GANTUMUR TSOGTGEREL ABSTRACT. We consier a general family of regularize Navier-Stokes an Magnetohyroynamics

More information

Problem set 2: Solutions Math 207B, Winter 2016

Problem set 2: Solutions Math 207B, Winter 2016 Problem set : Solutions Math 07B, Winter 016 1. A particle of mass m with position x(t) at time t has potential energy V ( x) an kinetic energy T = 1 m x t. The action of the particle over times t t 1

More information

Thermal conductivity of graded composites: Numerical simulations and an effective medium approximation

Thermal conductivity of graded composites: Numerical simulations and an effective medium approximation JOURNAL OF MATERIALS SCIENCE 34 (999)5497 5503 Thermal conuctivity of grae composites: Numerical simulations an an effective meium approximation P. M. HUI Department of Physics, The Chinese University

More information

Introduction to the Vlasov-Poisson system

Introduction to the Vlasov-Poisson system Introuction to the Vlasov-Poisson system Simone Calogero 1 The Vlasov equation Consier a particle with mass m > 0. Let x(t) R 3 enote the position of the particle at time t R an v(t) = ẋ(t) = x(t)/t its

More information

Chapter 6: Energy-Momentum Tensors

Chapter 6: Energy-Momentum Tensors 49 Chapter 6: Energy-Momentum Tensors This chapter outlines the general theory of energy an momentum conservation in terms of energy-momentum tensors, then applies these ieas to the case of Bohm's moel.

More information

NOTES ON EULER-BOOLE SUMMATION (1) f (l 1) (n) f (l 1) (m) + ( 1)k 1 k! B k (y) f (k) (y) dy,

NOTES ON EULER-BOOLE SUMMATION (1) f (l 1) (n) f (l 1) (m) + ( 1)k 1 k! B k (y) f (k) (y) dy, NOTES ON EULER-BOOLE SUMMATION JONATHAN M BORWEIN, NEIL J CALKIN, AND DANTE MANNA Abstract We stuy a connection between Euler-MacLaurin Summation an Boole Summation suggeste in an AMM note from 196, which

More information

APPROXIMATE SOLUTION FOR TRANSIENT HEAT TRANSFER IN STATIC TURBULENT HE II. B. Baudouy. CEA/Saclay, DSM/DAPNIA/STCM Gif-sur-Yvette Cedex, France

APPROXIMATE SOLUTION FOR TRANSIENT HEAT TRANSFER IN STATIC TURBULENT HE II. B. Baudouy. CEA/Saclay, DSM/DAPNIA/STCM Gif-sur-Yvette Cedex, France APPROXIMAE SOLUION FOR RANSIEN HEA RANSFER IN SAIC URBULEN HE II B. Bauouy CEA/Saclay, DSM/DAPNIA/SCM 91191 Gif-sur-Yvette Ceex, France ABSRAC Analytical solution in one imension of the heat iffusion equation

More information

Chaos, Solitons and Fractals Nonlinear Science, and Nonequilibrium and Complex Phenomena

Chaos, Solitons and Fractals Nonlinear Science, and Nonequilibrium and Complex Phenomena Chaos, Solitons an Fractals (7 64 73 Contents lists available at ScienceDirect Chaos, Solitons an Fractals onlinear Science, an onequilibrium an Complex Phenomena journal homepage: www.elsevier.com/locate/chaos

More information

Agmon Kolmogorov Inequalities on l 2 (Z d )

Agmon Kolmogorov Inequalities on l 2 (Z d ) Journal of Mathematics Research; Vol. 6, No. ; 04 ISSN 96-9795 E-ISSN 96-9809 Publishe by Canaian Center of Science an Eucation Agmon Kolmogorov Inequalities on l (Z ) Arman Sahovic Mathematics Department,

More information

Math 1B, lecture 8: Integration by parts

Math 1B, lecture 8: Integration by parts Math B, lecture 8: Integration by parts Nathan Pflueger 23 September 2 Introuction Integration by parts, similarly to integration by substitution, reverses a well-known technique of ifferentiation an explores

More information

Chapter 2 Lagrangian Modeling

Chapter 2 Lagrangian Modeling Chapter 2 Lagrangian Moeling The basic laws of physics are use to moel every system whether it is electrical, mechanical, hyraulic, or any other energy omain. In mechanics, Newton s laws of motion provie

More information

Vectors in two dimensions

Vectors in two dimensions Vectors in two imensions Until now, we have been working in one imension only The main reason for this is to become familiar with the main physical ieas like Newton s secon law, without the aitional complication

More information

Lectures - Week 10 Introduction to Ordinary Differential Equations (ODES) First Order Linear ODEs

Lectures - Week 10 Introduction to Ordinary Differential Equations (ODES) First Order Linear ODEs Lectures - Week 10 Introuction to Orinary Differential Equations (ODES) First Orer Linear ODEs When stuying ODEs we are consiering functions of one inepenent variable, e.g., f(x), where x is the inepenent

More information

Decay Rates for a class of Diffusive-dominated Interaction Equations

Decay Rates for a class of Diffusive-dominated Interaction Equations Decay Rates for a class of Diffusive-ominate Interaction Equations José A. Cañizo, José A. Carrillo an Maria E. Schonbek 3 Departament e Matemàtiques Universitat Autònoma e Barcelona, E-893 Bellaterra,

More information

ASYMPTOTICS TOWARD THE PLANAR RAREFACTION WAVE FOR VISCOUS CONSERVATION LAW IN TWO SPACE DIMENSIONS

ASYMPTOTICS TOWARD THE PLANAR RAREFACTION WAVE FOR VISCOUS CONSERVATION LAW IN TWO SPACE DIMENSIONS TANSACTIONS OF THE AMEICAN MATHEMATICAL SOCIETY Volume 35, Number 3, Pages 13 115 S -9947(999-4 Article electronically publishe on September, 1999 ASYMPTOTICS TOWAD THE PLANA AEFACTION WAVE FO VISCOUS

More information

d dx But have you ever seen a derivation of these results? We ll prove the first result below. cos h 1

d dx But have you ever seen a derivation of these results? We ll prove the first result below. cos h 1 Lecture 5 Some ifferentiation rules Trigonometric functions (Relevant section from Stewart, Seventh Eition: Section 3.3) You all know that sin = cos cos = sin. () But have you ever seen a erivation of

More information

The Principle of Least Action

The Principle of Least Action Chapter 7. The Principle of Least Action 7.1 Force Methos vs. Energy Methos We have so far stuie two istinct ways of analyzing physics problems: force methos, basically consisting of the application of

More information

Lecture 2 Lagrangian formulation of classical mechanics Mechanics

Lecture 2 Lagrangian formulation of classical mechanics Mechanics Lecture Lagrangian formulation of classical mechanics 70.00 Mechanics Principle of stationary action MATH-GA To specify a motion uniquely in classical mechanics, it suffices to give, at some time t 0,

More information

An Optimal Algorithm for Bandit and Zero-Order Convex Optimization with Two-Point Feedback

An Optimal Algorithm for Bandit and Zero-Order Convex Optimization with Two-Point Feedback Journal of Machine Learning Research 8 07) - Submitte /6; Publishe 5/7 An Optimal Algorithm for Banit an Zero-Orer Convex Optimization with wo-point Feeback Oha Shamir Department of Computer Science an

More information

inflow outflow Part I. Regular tasks for MAE598/494 Task 1

inflow outflow Part I. Regular tasks for MAE598/494 Task 1 MAE 494/598, Fall 2016 Project #1 (Regular tasks = 20 points) Har copy of report is ue at the start of class on the ue ate. The rules on collaboration will be release separately. Please always follow the

More information

Convective heat transfer

Convective heat transfer CHAPTER VIII Convective heat transfer The previous two chapters on issipative fluis were evote to flows ominate either by viscous effects (Chap. VI) or by convective motion (Chap. VII). In either case,

More information

Linear First-Order Equations

Linear First-Order Equations 5 Linear First-Orer Equations Linear first-orer ifferential equations make up another important class of ifferential equations that commonly arise in applications an are relatively easy to solve (in theory)

More information

Math Notes on differentials, the Chain Rule, gradients, directional derivative, and normal vectors

Math Notes on differentials, the Chain Rule, gradients, directional derivative, and normal vectors Math 18.02 Notes on ifferentials, the Chain Rule, graients, irectional erivative, an normal vectors Tangent plane an linear approximation We efine the partial erivatives of f( xy, ) as follows: f f( x+

More information

Survey Sampling. 1 Design-based Inference. Kosuke Imai Department of Politics, Princeton University. February 19, 2013

Survey Sampling. 1 Design-based Inference. Kosuke Imai Department of Politics, Princeton University. February 19, 2013 Survey Sampling Kosuke Imai Department of Politics, Princeton University February 19, 2013 Survey sampling is one of the most commonly use ata collection methos for social scientists. We begin by escribing

More information

A transmission problem for the Timoshenko system

A transmission problem for the Timoshenko system Volume 6, N., pp. 5 34, 7 Copyright 7 SBMAC ISSN -85 www.scielo.br/cam A transmission problem for the Timoshenko system C.A. RAPOSO, W.D. BASTOS an M.L. SANTOS 3 Department of Mathematics, UFSJ, Praça

More information

θ x = f ( x,t) could be written as

θ x = f ( x,t) could be written as 9. Higher orer PDEs as systems of first-orer PDEs. Hyperbolic systems. For PDEs, as for ODEs, we may reuce the orer by efining new epenent variables. For example, in the case of the wave equation, (1)

More information

THE ZERO-ELECTRON-MASS LIMIT IN THE HYDRODYNAMIC MODEL FOR PLASMAS

THE ZERO-ELECTRON-MASS LIMIT IN THE HYDRODYNAMIC MODEL FOR PLASMAS THE ZERO-ELECTRON-MASS LIMIT IN THE HYDRODYNAMIC MODEL FOR PLASMAS GIUSEPPE ALÌ, LI CHEN, ANSGAR JÜNGEL, AND YUE-JUN PENG Abstract. The limit of vanishing ratio of the electron mass to the ion mass in

More information

Quantum Mechanics in Three Dimensions

Quantum Mechanics in Three Dimensions Physics 342 Lecture 20 Quantum Mechanics in Three Dimensions Lecture 20 Physics 342 Quantum Mechanics I Monay, March 24th, 2008 We begin our spherical solutions with the simplest possible case zero potential.

More information

COUPLING REQUIREMENTS FOR WELL POSED AND STABLE MULTI-PHYSICS PROBLEMS

COUPLING REQUIREMENTS FOR WELL POSED AND STABLE MULTI-PHYSICS PROBLEMS VI International Conference on Computational Methos for Couple Problems in Science an Engineering COUPLED PROBLEMS 15 B. Schrefler, E. Oñate an M. Paparakakis(Es) COUPLING REQUIREMENTS FOR WELL POSED AND

More information

Max-Planck-Institut für Mathematik in den Naturwissenschaften Leipzig

Max-Planck-Institut für Mathematik in den Naturwissenschaften Leipzig Max-Planck-Institut für Mathematik in en Naturwissenschaften Leipzig Simultaneous Blowup an Mass Separation During Collapse in an Interacting System of Chemotactic Species by Elio Euaro Espejo, Angela

More information

Euler Equations: derivation, basic invariants and formulae

Euler Equations: derivation, basic invariants and formulae Euler Equations: erivation, basic invariants an formulae Mat 529, Lesson 1. 1 Derivation The incompressible Euler equations are couple with t u + u u + p = 0, (1) u = 0. (2) The unknown variable is the

More information

Computing Exact Confidence Coefficients of Simultaneous Confidence Intervals for Multinomial Proportions and their Functions

Computing Exact Confidence Coefficients of Simultaneous Confidence Intervals for Multinomial Proportions and their Functions Working Paper 2013:5 Department of Statistics Computing Exact Confience Coefficients of Simultaneous Confience Intervals for Multinomial Proportions an their Functions Shaobo Jin Working Paper 2013:5

More information

Calculus of Variations

Calculus of Variations 16.323 Lecture 5 Calculus of Variations Calculus of Variations Most books cover this material well, but Kirk Chapter 4 oes a particularly nice job. x(t) x* x*+ αδx (1) x*- αδx (1) αδx (1) αδx (1) t f t

More information

From slow diffusion to a hard height constraint: characterizing congested aggregation

From slow diffusion to a hard height constraint: characterizing congested aggregation 3 2 1 Time Position -0.5 0.0 0.5 0 From slow iffusion to a har height constraint: characterizing congeste aggregation Katy Craig University of California, Santa Barbara BIRS April 12, 2017 2 collective

More information

ON ISENTROPIC APPROXIMATIONS FOR COMPRESSIBLE EULER EQUATIONS

ON ISENTROPIC APPROXIMATIONS FOR COMPRESSIBLE EULER EQUATIONS ON ISENTROPIC APPROXIMATIONS FOR COMPRESSILE EULER EQUATIONS JUNXIONG JIA AND RONGHUA PAN Abstract. In this paper, we first generalize the classical results on Cauchy problem for positive symmetric quasilinear

More information

Calculus and optimization

Calculus and optimization Calculus an optimization These notes essentially correspon to mathematical appenix 2 in the text. 1 Functions of a single variable Now that we have e ne functions we turn our attention to calculus. A function

More information

Convergence of Random Walks

Convergence of Random Walks Chapter 16 Convergence of Ranom Walks This lecture examines the convergence of ranom walks to the Wiener process. This is very important both physically an statistically, an illustrates the utility of

More information

Analysis of a penalty method

Analysis of a penalty method Analysis of a penalty metho Qingshan Chen Department of Scientific Computing Floria State University Tallahassee, FL 3236 Email: qchen3@fsu.eu Youngjoon Hong Institute for Scientific Computing an Applie

More information

Persistence of regularity for solutions of the Boussinesq equations in Sobolev spaces

Persistence of regularity for solutions of the Boussinesq equations in Sobolev spaces Persistence of regularity for solutions of the Boussines euations in Sobolev spaces Igor Kukavica, Fei Wang, an Mohamme Ziane Saturay 9 th August, 05 Department of Mathematics, University of Southern California,

More information

The proper definition of the added mass for the water entry problem

The proper definition of the added mass for the water entry problem The proper efinition of the ae mass for the water entry problem Leonaro Casetta lecasetta@ig.com.br Celso P. Pesce ceppesce@usp.br LIE&MO lui-structure Interaction an Offshore Mechanics Laboratory Mechanical

More information

Optimized Schwarz Methods with the Yin-Yang Grid for Shallow Water Equations

Optimized Schwarz Methods with the Yin-Yang Grid for Shallow Water Equations Optimize Schwarz Methos with the Yin-Yang Gri for Shallow Water Equations Abessama Qaouri Recherche en prévision numérique, Atmospheric Science an Technology Directorate, Environment Canaa, Dorval, Québec,

More information

arxiv: v1 [cond-mat.stat-mech] 9 Jan 2012

arxiv: v1 [cond-mat.stat-mech] 9 Jan 2012 arxiv:1201.1836v1 [con-mat.stat-mech] 9 Jan 2012 Externally riven one-imensional Ising moel Amir Aghamohammai a 1, Cina Aghamohammai b 2, & Mohamma Khorrami a 3 a Department of Physics, Alzahra University,

More information

A Sketch of Menshikov s Theorem

A Sketch of Menshikov s Theorem A Sketch of Menshikov s Theorem Thomas Bao March 14, 2010 Abstract Let Λ be an infinite, locally finite oriente multi-graph with C Λ finite an strongly connecte, an let p

More information

Centrum voor Wiskunde en Informatica

Centrum voor Wiskunde en Informatica Centrum voor Wiskune en Informatica Moelling, Analysis an Simulation Moelling, Analysis an Simulation Conservation properties of smoothe particle hyroynamics applie to the shallow water equations J.E.

More information

Well-posedness of hyperbolic Initial Boundary Value Problems

Well-posedness of hyperbolic Initial Boundary Value Problems Well-poseness of hyperbolic Initial Bounary Value Problems Jean-François Coulombel CNRS & Université Lille 1 Laboratoire e mathématiques Paul Painlevé Cité scientifique 59655 VILLENEUVE D ASCQ CEDEX, France

More information

05 The Continuum Limit and the Wave Equation

05 The Continuum Limit and the Wave Equation Utah State University DigitalCommons@USU Founations of Wave Phenomena Physics, Department of 1-1-2004 05 The Continuum Limit an the Wave Equation Charles G. Torre Department of Physics, Utah State University,

More information

The Exact Form and General Integrating Factors

The Exact Form and General Integrating Factors 7 The Exact Form an General Integrating Factors In the previous chapters, we ve seen how separable an linear ifferential equations can be solve using methos for converting them to forms that can be easily

More information

TMA 4195 Matematisk modellering Exam Tuesday December 16, :00 13:00 Problems and solution with additional comments

TMA 4195 Matematisk modellering Exam Tuesday December 16, :00 13:00 Problems and solution with additional comments Problem F U L W D g m 3 2 s 2 0 0 0 0 2 kg 0 0 0 0 0 0 Table : Dimension matrix TMA 495 Matematisk moellering Exam Tuesay December 6, 2008 09:00 3:00 Problems an solution with aitional comments The necessary

More information

Euler equations for multiple integrals

Euler equations for multiple integrals Euler equations for multiple integrals January 22, 2013 Contents 1 Reminer of multivariable calculus 2 1.1 Vector ifferentiation......................... 2 1.2 Matrix ifferentiation........................

More information

THE VAN KAMPEN EXPANSION FOR LINKED DUFFING LINEAR OSCILLATORS EXCITED BY COLORED NOISE

THE VAN KAMPEN EXPANSION FOR LINKED DUFFING LINEAR OSCILLATORS EXCITED BY COLORED NOISE Journal of Soun an Vibration (1996) 191(3), 397 414 THE VAN KAMPEN EXPANSION FOR LINKED DUFFING LINEAR OSCILLATORS EXCITED BY COLORED NOISE E. M. WEINSTEIN Galaxy Scientific Corporation, 2500 English Creek

More information

Sturm-Liouville Theory

Sturm-Liouville Theory LECTURE 5 Sturm-Liouville Theory In the three preceing lectures I emonstrate the utility of Fourier series in solving PDE/BVPs. As we ll now see, Fourier series are just the tip of the iceberg of the theory

More information

Switching Time Optimization in Discretized Hybrid Dynamical Systems

Switching Time Optimization in Discretized Hybrid Dynamical Systems Switching Time Optimization in Discretize Hybri Dynamical Systems Kathrin Flaßkamp, To Murphey, an Sina Ober-Blöbaum Abstract Switching time optimization (STO) arises in systems that have a finite set

More information

ON THE OPTIMALITY SYSTEM FOR A 1 D EULER FLOW PROBLEM

ON THE OPTIMALITY SYSTEM FOR A 1 D EULER FLOW PROBLEM ON THE OPTIMALITY SYSTEM FOR A D EULER FLOW PROBLEM Eugene M. Cliff Matthias Heinkenschloss y Ajit R. Shenoy z Interisciplinary Center for Applie Mathematics Virginia Tech Blacksburg, Virginia 46 Abstract

More information

Second order differentiation formula on RCD(K, N) spaces

Second order differentiation formula on RCD(K, N) spaces Secon orer ifferentiation formula on RCD(K, N) spaces Nicola Gigli Luca Tamanini February 8, 018 Abstract We prove the secon orer ifferentiation formula along geoesics in finite-imensional RCD(K, N) spaces.

More information

Generalization of the persistent random walk to dimensions greater than 1

Generalization of the persistent random walk to dimensions greater than 1 PHYSICAL REVIEW E VOLUME 58, NUMBER 6 DECEMBER 1998 Generalization of the persistent ranom walk to imensions greater than 1 Marián Boguñá, Josep M. Porrà, an Jaume Masoliver Departament e Física Fonamental,

More information

arxiv:hep-th/ v1 3 Feb 1993

arxiv:hep-th/ v1 3 Feb 1993 NBI-HE-9-89 PAR LPTHE 9-49 FTUAM 9-44 November 99 Matrix moel calculations beyon the spherical limit arxiv:hep-th/93004v 3 Feb 993 J. Ambjørn The Niels Bohr Institute Blegamsvej 7, DK-00 Copenhagen Ø,

More information

Optimization of Geometries by Energy Minimization

Optimization of Geometries by Energy Minimization Optimization of Geometries by Energy Minimization by Tracy P. Hamilton Department of Chemistry University of Alabama at Birmingham Birmingham, AL 3594-140 hamilton@uab.eu Copyright Tracy P. Hamilton, 1997.

More information

Noether s theorem applied to classical electrodynamics

Noether s theorem applied to classical electrodynamics Noether s theorem applie to classical electroynamics Thomas B. Mieling Faculty of Physics, University of ienna Boltzmanngasse 5, 090 ienna, Austria (Date: November 8, 207) The consequences of gauge invariance

More information

LOCAL SOLVABILITY AND BLOW-UP FOR BENJAMIN-BONA-MAHONY-BURGERS, ROSENAU-BURGERS AND KORTEWEG-DE VRIES-BENJAMIN-BONA-MAHONY EQUATIONS

LOCAL SOLVABILITY AND BLOW-UP FOR BENJAMIN-BONA-MAHONY-BURGERS, ROSENAU-BURGERS AND KORTEWEG-DE VRIES-BENJAMIN-BONA-MAHONY EQUATIONS Electronic Journal of Differential Equations, Vol. 14 (14), No. 69, pp. 1 16. ISSN: 17-6691. URL: http://eje.math.txstate.eu or http://eje.math.unt.eu ftp eje.math.txstate.eu LOCAL SOLVABILITY AND BLOW-UP

More information

Existence and uniqueness of global classical solutions to a two species cancer invasion haptotaxis model

Existence and uniqueness of global classical solutions to a two species cancer invasion haptotaxis model Existence an uniqueness of global classical solutions to a two species cancer invasion haptotaxis moel Jan Giesselmann 1, Niklas Kolbe 2, Mária Lukáčová-Mevi ová 2, an Nikolaos Sfakianakis 2,3 1 Institute

More information

Closed and Open Loop Optimal Control of Buffer and Energy of a Wireless Device

Closed and Open Loop Optimal Control of Buffer and Energy of a Wireless Device Close an Open Loop Optimal Control of Buffer an Energy of a Wireless Device V. S. Borkar School of Technology an Computer Science TIFR, umbai, Inia. borkar@tifr.res.in A. A. Kherani B. J. Prabhu INRIA

More information

A simple tranformation of copulas

A simple tranformation of copulas A simple tranformation of copulas V. Durrleman, A. Nikeghbali & T. Roncalli Groupe e Recherche Opérationnelle Créit Lyonnais France July 31, 2000 Abstract We stuy how copulas properties are moifie after

More information

Introduction to variational calculus: Lecture notes 1

Introduction to variational calculus: Lecture notes 1 October 10, 2006 Introuction to variational calculus: Lecture notes 1 Ewin Langmann Mathematical Physics, KTH Physics, AlbaNova, SE-106 91 Stockholm, Sween Abstract I give an informal summary of variational

More information

PHYS 414 Problem Set 2: Turtles all the way down

PHYS 414 Problem Set 2: Turtles all the way down PHYS 414 Problem Set 2: Turtles all the way own This problem set explores the common structure of ynamical theories in statistical physics as you pass from one length an time scale to another. Brownian

More information