A posteriori verification of the positivity of solutions to elliptic boundary value problems

The purpose of this paper is to develop a unified a posteriori method for verifying the positivity of solutions of elliptic boundary value problems by assuming neither $$H^2$$ H 2 -regularity nor $$ L^{\infty } $$ L ∞ -error estimation, but only $$ H^1_0 $$ H 0 1 -error estimation. In (J Comput Appl Math 370:112647, 2020), we proposed two approaches to verify the positivity of solutions of several semilinear elliptic boundary value problems. However, some cases require $$ L^{\infty } $$ L ∞ -error estimation and, therefore, narrow applicability. In this paper, we extend one of the approaches and combine it with a priori error bounds for Laplacian eigenvalues to obtain a unified method that has wide application. We describe how to evaluate some constants required to verify the positivity of desired solutions. We apply our method to several problems, including those to which the previous method is not applicable.

McKean–Vlasov type stochastic differential equations arising from the random vortex method

We study a class of McKean–Vlasov type stochastic differential equations (SDEs) which arise from the random vortex dynamics and other physics models. By introducing a new approach we resolve the existence and uniqueness of both the weak and strong solutions for the McKean–Vlasov stochastic differential equations whose coefficients are defined in terms of singular integral kernels such as the Biot–Savart kernel. These SDEs which involve the distributions of solutions are in general not Lipschitz continuous with respect to the usual distances on the space of distributions such as the Wasserstein distance. Therefore there is an obstacle in adapting the ordinary SDE method for the study of this class of SDEs, and the conventional methods seem not appropriate for dealing with such distributional SDEs which appear in applications such as fluid mechanics.

Maximal regularity and a singular limit problem for the Patlak–Keller–Segel system in the scaling critical space involving BMO

We consider a singular limit problem of the Cauchy problem for the Patlak–Keller–Segel equation in a scaling critical function space. It is shown that a solution to the Patlak–Keller–Segel system in a scaling critical function space involving the class of bounded mean oscillations converges to a solution to the drift-diffusion system of parabolic-elliptic type (simplified Keller–Segel model) strongly as the relaxation time parameter $$\tau \rightarrow \infty $$ τ → ∞ . For the proof, we show generalized maximal regularity for the heat equation in the homogeneous Besov spaces and the class of bounded mean oscillations and we utilize them systematically as well as the continuous embeddings between the interpolation spaces $$\dot{B}^s_{q,\sigma }({\mathbb {R}}^n)$$ B ˙ q , σ s ( R n ) and $$\dot{F}^s_{q,\sigma }({\mathbb {R}}^n)$$ F ˙ q , σ s ( R n ) for the proof of the singular limit. In particular, end-point maximal regularity in BMO and space time modified class introduced by Koch–Tataru is utilized in our proof.

(Non-)convergence of solutions of the convective Allen–Cahn equation

We consider the sharp interface limit of a convective Allen–Cahn equation, which can be part of a Navier–Stokes/Allen–Cahn system, for different scalings of the mobility $$m_\varepsilon =m_0\varepsilon ^\theta $$ m ε = m 0 ε θ as $$\varepsilon \rightarrow 0$$ ε → 0 . In the case $$\theta >2$$ θ > 2 we show a (non-)convergence result in the sense that the concentrations converge to the solution of a transport equation, but they do not behave like a rescaled optimal profile in normal direction to the interface as in the case $$\theta =0$$ θ = 0 . Moreover, we show that an associated mean curvature functional does not converge to the corresponding functional for the sharp interface. Finally, we discuss the convergence in the case $$\theta =0,1$$ θ = 0 , 1 by the method of formally matched asymptotics.