Dynamic magnetic birefringence in a viscoelastic ferrocolloid

A model is developed to describe the oscillations of optical anisotropy induced in a viscoelastic ferrocolloid (nanodispersion of magnetic particles) by an AC magnetic field. The viscoelasticity of the matrix (carrier medium) is assumed to obey the Jeffreys rheological scheme, whose advantage is that with the aid of just two viscous parameters and a single one for elasticity it enables one to vary the retarded mechanical response of the carrier from a weakly Maxwellian fluid to a medium with the rheology of a Kelvin gel. As the orientational motion of the particles driven by the AC field is always strongly affected by thermal motion, the occurring process is described with the aid of a kinetic (Fokker–Planck type) equation that combines diffusional and drift terms. On this basis, an exact evolution equation for the macroscopic optical anisotropy of a ferrocolloid is derived that is, however, just one link in an infinite chain of equations for statistical moments. The solution is obtained by applying effective field approximation: reducing the number of moment equations to their minimum and closing the chosen set. This solution is substituted to the scheme of a standard polarimetric set-up, and it is demonstrated how the peculiarities imparted by viscoelasticity should manifest themselves on the intensity of the light transmitted through the set up containing a ferrocolloid sample. This article is part of the theme issue ‘Transport phenomena in complex systems (part 2)’.

L 1 and L ∞ stability of transition densities of perturbed diffusions

In this paper, we derive a stability result for L 1 {L_{1}} and L ∞ {L_{\infty}} perturbations of diffusions under weak regularity conditions on the coefficients. In particular, the drift terms we consider can be unbounded with at most linear growth, and the estimates reflect the transport of the initial condition by the unbounded drift through the corresponding flow. Our approach is based on the study of the distance in L 1 {L_{1}} - L 1 {L_{1}} metric between the transition densities of a given diffusion and the perturbed one using the McKean–Singer parametrix expansion. In the second part, we generalize the well-known result on the stability of diffusions with bounded coefficients to the case of at most linearly growing drift.

Regularizing effect of the interplay between coefficients in Dirichlet problems with convection or drift terms

There are very important results by Enrique Zuazua on the subject of the convection-diffusion equation. In some sense this paper deals with a linear elliptic counterpart of the above equation if $d$ is not constant. We prove regularizing results on the solutions, under assumptions of interplay between the datum and the coefficient of the zero order term or between the modulus of the drift and the coefficient of the zero order term.

$ W^{1, p} $ estimates for elliptic problems with drift terms in Lipschitz domains

<p style='text-indent:20px;'>In this paper, we establish the <inline-formula><tex-math id="M1">\begin{document}$ W^{1,p} $\end{document}</tex-math></inline-formula> estimates for solutions of second order elliptic problems with drift terms in bounded Lipschitz domains by using a real variable method. For scalar equations, we prove that the <inline-formula><tex-math id="M2">\begin{document}$ W^{1,p} $\end{document}</tex-math></inline-formula> estimates hold for <inline-formula><tex-math id="M3">\begin{document}$ \frac{3}{2}-\varepsilon&lt;p&lt;3+\varepsilon $\end{document}</tex-math></inline-formula> for <inline-formula><tex-math id="M4">\begin{document}$ d\geq3 $\end{document}</tex-math></inline-formula>, and the range for <inline-formula><tex-math id="M5">\begin{document}$ p $\end{document}</tex-math></inline-formula> is sharp. For elliptic systems, we prove that the <inline-formula><tex-math id="M6">\begin{document}$ W^{1,p} $\end{document}</tex-math></inline-formula> estimates hold for <inline-formula><tex-math id="M7">\begin{document}$ \frac{2d}{d+1}-\varepsilon&lt;p&lt;\frac{2d}{d-1}+\varepsilon $\end{document}</tex-math></inline-formula> under the assumption that the Lipschitz constant of the domain is small.</p>

Stackelberg-Nash null controllability of heat equation with general dynamic boundary conditions

<p style='text-indent:20px;'>This paper deals with the hierarchical control of the anisotropic heat equation with dynamic boundary conditions and drift terms. We use the Stackelberg-Nash strategy with one leader and two followers. To each fixed leader, we find a Nash equilibrium corresponding to a bi-objective optimal control problem for the followers. Then, by some new Carleman estimates, we prove a null controllability result.</p>

MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS

We present an algorithm to approximate moments for forward rates under a displaced lognormal forward-LIBOR model (DLFM). Since the joint distribution of rates is unknown, we use a multi-dimensional full weak order 2.0 Ito–Taylor expansion in combination with a second-order Delta method. This more accurately accounts for state dependence in the drift terms, improving upon previous approaches. To verify this improvement we conduct quasi-Monte Carlo simulations. We use the new mean approximation to provide an improved swaption volatility approximation, and compare this to the approaches of Rebonato, Hull–White and Kawai, adapted to price swaptions under the DLFM. Rebonato and Hull–White are found to be the least accurate. While Kawai is the most accurate, it is computationally inefficient. Numerical results show that our approach strikes a balance between accuracy and efficiency.

Asymptotic behavior of non-autonomous fractional p-Laplacian equations driven by additive noise on unbounded domains

This paper deals with the asymptotic behavior of solutions to non-autonomous, fractional, stochastic [Formula: see text]-Laplacian equations driven by additive white noise and random terms defined on the unbounded domain [Formula: see text]. We first prove the existence and uniqueness of solutions for polynomial drift terms of arbitrary order. We then establish the existence and uniqueness of pullback random attractors for the system in [Formula: see text]. This attractor is further proved to be a bi-spatial [Formula: see text]-attractor for any [Formula: see text], which is compact, measurable in [Formula: see text] and attracts all random subsets of [Formula: see text] with respect to the norm of [Formula: see text]. Finally, we show the robustness of these attractors as the intensity of noise and the random coefficients approach zero. The idea of uniform tail-estimates as well as the method of higher-order estimates on difference of solutions are employed to derive the pullback asymptotic compactness of solutions in [Formula: see text] for [Formula: see text] in order to overcome the non-compactness of Sobolev embeddings on [Formula: see text] and the nonlinearity of the fractional [Formula: see text]-Laplace operator.