# American Institute of Mathematical Sciences

ISSN:
1531-3492

eISSN:
1553-524X

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## Discrete & Continuous Dynamical Systems - B

2007 , Volume 8 , Issue 2

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2007, 8(2): 261-277 doi: 10.3934/dcdsb.2007.8.261 +[Abstract](400) +[PDF](195.4KB)
Abstract:
We study the variational inequality for a 1-dimensional linear-quadratic control problem with discretionary stopping. We establish the existence of a unique strong solution via stochastic analysis and the viscosity solution technique. Finally, the optimal policy is shown to exist from the optimality conditions.
2007, 8(2): 279-314 doi: 10.3934/dcdsb.2007.8.279 +[Abstract](347) +[PDF](431.6KB)
Abstract:
Consider a 2-D, linearized Navier-Stokes channel flow with periodic boundary conditions in the streamwise direction and subject to a wall-normal control on the top wall. There exists an infinite-dimensional subspace $E^0$, where the normal component $v$ of the velocity vector, as well as the vorticity $\omega$, are not influenced by the control. The corresponding control-free dynamics for $v$ and $\omega$ on $E^0$ are inherently exponentially stable, though with limited decay rate. In the case of the linear 2-D channel, the stability margin of the component $v$ on the complementary space $Z$ can be enhanced by a prescribed decay rate, by means of an explicit, 2-D wall-normal controller acting on the top wall, whose space component is subject to algebraic rank conditions. Moreover, its support may be arbitrarily small. Corresponding optimal decays, by the same 2-D wall-normal controller, of the tangential component $u$ of the velocity vector; of the pressure $p$; and of the vorticity $\omega$ over $Z$ are also obtained, to complete the optimal analysis.
2007, 8(2): 315-332 doi: 10.3934/dcdsb.2007.8.315 +[Abstract](370) +[PDF](217.2KB)
Abstract:
This paper analyzes the investment-consumption problem of a risk averse investor in discrete-time model. We assume that the return of a risky asset depends on the economic environments and that the economic environments are ranked and described using a Markov chain with an absorbing state which represents the bankruptcy state. We formulate the investor's decision as an optimal stochastic control problem. We show that the optimal investment strategy is the same as that in Cheung and Yang [5], and a closed form expression of the optimal consumption strategy has been obtained. In addition, we investigate the impact of economic environment regime on the optimal strategy. We employ some tools in stochastic orders to obtain the properties of the optimal strategy.
2007, 8(2): 333-345 doi: 10.3934/dcdsb.2007.8.333 +[Abstract](297) +[PDF](210.1KB)
Abstract:
In this paper we study the global stability of two epidemic models by ruling out the presence of periodic orbits, homoclinic orbits and heteroclinic cycles. One model incorporates exponential growth, horizontal transmission, vertical transmission and standard incidence. The other one incorporates constant recruitment, disease-induced death, stage progression and bilinear incidence. For the first model, it is shown that the global dynamics is completely determined by the basic reproduction number $R_0$. If $R_0\leq1$, the disease free equilibrium is globally asymptotically stable, whereas the unique endemic equilibrium is globally asymptotically stable if $R_0>1$. For the second model, it is shown that the disease-free equilibrium is globally stable if $R_0\leq1$, and the disease is persistent if $R_0>1$. Sufficient conditions for the global stability of an endemic equilibrium of the model are also presented.
2007, 8(2): 347-356 doi: 10.3934/dcdsb.2007.8.347 +[Abstract](454) +[PDF](179.4KB)
Abstract:
Recently, Srzednicki and Wójcik developed a method based on Wazewski Retract Theorem which allows, via construction of so called isolating segments, a proof of topological chaos (positivity of topological entropy) for periodically forced ordinary differential equations. In this paper we show how to arrange isolating segments to prove that a given system exhibits distributional chaos. As an example, we consider planar differential equation

ż$=(1+e^{i \kappa t}|z|^2)\bar{z}$

for parameter values $0<\kappa \leq 0.5044$.

2007, 8(2): 357-367 doi: 10.3934/dcdsb.2007.8.357 +[Abstract](384) +[PDF](195.8KB)
Abstract:
In this paper, we first give an important interpolation inequality. Secondly, we use this inequality to prove the existence of local and global solutions of an inhomogeneous Schrödinger equation. Thirdly, we construct several invariant sets and prove the existence of blowing up solutions. Finally, we prove that for any $\omega>0$ the standing wave $e^{i \omega t} \phi (x)$ related to the ground state solution $\phi$ is strongly unstable.
2007, 8(2): 369-387 doi: 10.3934/dcdsb.2007.8.369 +[Abstract](266) +[PDF](213.1KB)
Abstract:
In this article we compare the post-processing Galerkin (PPG) method with the reformed PPG method of integrating the two-dimensional Navier-Stokes equations in the case of non-smooth initial data $u_0 \epsilon\in H^1_0(\Omega)^2$ with div$u_0=0$ and $f,~f_t\in L^\infty(R^+;L^2(\Omega)^2)$. We give the global error estimates with $H^1$ and $L^2$-norm for these methods. Moreover, if the data $\nu$ and the $\lim_{t \rightarrow \infty}f(t)$ satisfy the uniqueness condition, the global error estimates with $H^1$ and $L^2$-norm are uniform in time $t$. The difference between the PPG method and the reformed PPG method is that their error bounds are of the same forms on the interval $[1,\infty)$ and the reformed PPG method has a better error bound than the PPG method on the interval $[0,1]$.
2007, 8(2): 389-416 doi: 10.3934/dcdsb.2007.8.389 +[Abstract](307) +[PDF](397.3KB)
Abstract:
The paper extends investigations of identification problems by shape optimization methods for perfectly conducting inclusions to the case of perfectly insulating material. The Kohn and Vogelius criteria as well as a tracking type objective are considered for a variational formulation. In case of problems in dimension two, the necessary condition implies immediately a perfectly matching situation for both formulations. Similar to the perfectly conducting case, the compactness of the shape Hessian is shown and the ill-posedness of the identification problem follows. That is, the second order quadratic form is no longer coercive. We illustrate the general results by some explicit examples and we present some numerical results.
2007, 8(2): 417-433 doi: 10.3934/dcdsb.2007.8.417 +[Abstract](421) +[PDF](795.6KB)
Abstract:
The bifurcation analysis of a generalized predator-prey model depending on all parameters is carried out in this paper. The model, which was first proposed by Hanski et al. [6], has a degenerate saddle of codimension 2 for some parameter values, and a Bogdanov-Takens singularity (focus case) of codimension 3 for some other parameter values. By using normal form theory, we also show that saddle bifurcation of codimension 2 and Bogdanov-Takens bifurcation of codimension 3 (focus case) occur as the parameter values change in a small neighborhood of the appropriate parameter values, respectively. Moreover, we provide some numerical simulations using XPPAUT to show that the model has two limit cycles for some parameter values, has one limit cycle which contains three positive equilibria inside for some other parameter values, and has three positive equilibria but no limit cycles for other parameter values.
2007, 8(2): 435-454 doi: 10.3934/dcdsb.2007.8.435 +[Abstract](321) +[PDF](272.5KB)
Abstract:
In this paper, a model composed of two Lotka-Volterra patches is considered. The system consists of two competing species $X, Y$ and only species $Y$ can diffuse between patches. It is proved that the system has at most two positive equilibria and then that permanence implies global stability. Furthermore, to answer the question whether the refuge is effective to protect $Y$, the properties of positive equilibria and the dynamics of the system are studied when $X$ is a much stronger competitor.
2007, 8(2): 455-472 doi: 10.3934/dcdsb.2007.8.455 +[Abstract](349) +[PDF](228.7KB)
Abstract:
Pulse propagation in randomly perturbed single-mode waveguides is considered. By an asymptotic analysis the pulse front propagation is reduced to an effective equation with diffusion and dispersion. Apart from a random time shift due to a random total travel time, two main phenomena can be distinguished. First, coupling and energy conversion between forward- and backward-propagating modes is responsible for an effective diffusion of the pulse front. This attenuation and spreading is somewhat similar to the one-dimensional case addressed by the O'Doherty-Anstey theory. Second, coupling between the forward-propagating mode and the evanescent modes results in an effective dispersion. In the case of small-scale random fluctuations we show that the second mechanism is dominant.
2007, 8(2): 473-492 doi: 10.3934/dcdsb.2007.8.473 +[Abstract](451) +[PDF](279.4KB)
Abstract:
We consider the homogenization of the wave equation with high frequency initial conditions propagating in a medium with highly oscillatory random coefficients. By appropriate mixing assumptions on the random medium, we obtain an error estimate between the exact wave solution and the homogenized wave solution in the energy norm. This allows us to consider the limiting behavior of the energy density of high frequency waves propagating in highly heterogeneous media when the wavelength is much larger than the correlation length in the medium.
2007, 8(2): 493-510 doi: 10.3934/dcdsb.2007.8.493 +[Abstract](308) +[PDF](249.8KB)
Abstract:
We consider sequences $U^\epsilon$ in $W^{1,m}(\Omega;\RR^n)$, where $\Omega$ is a bounded connected open subset of $\RR^n$, $2\leq m\leq n$. The classical result of convergence in distribution of any null Lagrangian states, in particular, that if $U^\ep$ converges weakly in $W^{1,m}(\Omega)$ to $U$, then det$(DU^\epsilon)$ converges to det$(DU)$ in $\D'(\Omega)$. We prove convergence in distribution under weaker assumptions. We assume that the gradient of one of the coordinates of $U^\epsilon$ is bounded in the weighted space $L^2(\Omega,A^\epsilon(x)dx;\RR^n)$, where $A_\epsilon$ is a non-equicoercive sequence of symmetric positive definite matrix-valued functions, while the other coordinates are bounded in $W^{1,m}(\Omega)$. Then, any $m$-homogeneous minor of the Jacobian matrix of $U^\epsilon$ converges in distribution to a generalized minor provide that $|A_\epsilon^{-1}|^{n/2}$ converges to a Radon measure which does not load any point of $\Omega$. A counter-example shows that this latter condition cannot be removed. As a by-product we derive improved div-curl results in any dimension $n\geq 2$.
2007, 8(2): 511-527 doi: 10.3934/dcdsb.2007.8.511 +[Abstract](238) +[PDF](301.6KB)
Abstract:
We consider the realization of the operator $L_{\theta, a}u(x)$:$= x^{2 a}u''(x) \ + \ (a x^{2 a - 1} + \theta x^a)u'(x)$, acting on $C[0,+\infty]$, for $\theta\in\R$, $a\in\R$. We show that $L_{\theta, a}$, with the so called Wentzell boundary conditions, generates a Feller semigroup for any $\theta\in\R$, $a\in\R$. The problem of finding optimal estimators for the corresponding diffusion processes is also discussed, in connection with some models in financial mathematics. Here $C[0,+\infty]$ is the space of all real valued continuous functions on $[0,+\infty)$ which admit finite limit at $+\infty$.

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