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Xinfu Chen

Publications and source records attributed to Xinfu Chen.

10 recordsLinked to original sources

Existence of traveling waves for vector valued gradient flows

Allen-Cahn equation is a fundamental continuum model that describes phase transitions in multi-component mixtures. We prove the existence of traveling waves for vector valued Allen-Cahn equations in the context of Ginzburg-Landau theories; in addition, we find the largest wave speed and provide its bounds from upper and below. Our method is based on a variation technique and can be applied to system of equations with a gradient flow structure.

math.AP

Optimal Contract Design with Quadratic Effort Cost

The existence of an optimal contract of the principal-agent problem is a central issue in contract design. According to Cvitani\'c et al. [2], such an optimal contract can be derived from the existence of a classical solution to the corresponding Hamilton-Jacobi-Bellman (HJB) equation, which is a degenerate, fully nonlinear parabolic equation. In this work, we follow their model, consider the case with drift control, and prove the existence of the classical solution to the HJB equation.

q-fin.MF

Optimal Carbon Emission Control With Allowances Purchasing

In this paper, we consider a company can simultaneously reduce its emissions and buy carbon allowances at any time. We establish an optimal control model involving two stochastic processes with two control variables, which is a singular control problem. This model can then be converted into a Hamilton-Jacobi-Bellman (HJB) equation, which is a two-dimensional variational equality with gradient barrier, so that the free boundary is a surface. We prove the existence and uniqueness of the solution. Finally, some numerical results are shown.

math.OC

Dimension-Dependent Asymptotic Dynamics for Mean Curvature Flow with Robin Boundary Conditions

We consider a graphical mean curvature flow in a cylinder with Robin boundary conditions, which arises as a geometric model for interface motion in the singular limit of the Allen--Cahn equation with nonlinear boundary conditions. It was shown in [26] that, in the planar case, every solution converges to a translating Grim Reaper with a \emph{fixed profile} and \emph{finite speed}. In this paper, we investigate the radially symmetric problem in higher dimensions and reveal a completely different asymptotic dynamics caused by the spatial dimension. In contrast to the planar case, there is no fixed translating profile governing the long-time behaviour. Instead, the solution propagates with an exponentially increasing speed, while both the gradient $|Du|$ (away from the center) and the instantaneous speed $u_t$ diverge exponentially as $t\to\infty$. This reveals a fundamentally different asymptotic behaviour induced by the interaction between the Robin boundary condition and the spatial dimension, that is, the translating profile continuously degenerates and becomes asymptotically ray-like. Since the equation becomes asymptotically degenerate and no uniform-in-time $C^0$, $C^1$, or $C^2$ estimates are available, our analysis relies on a new approach based on the zero number argument.

math.DG

Nonlocal to Local Convergence of Stefan Problems Under Optimal Convergence Condition

In this paper, we consider a free boundary problem with a nonlocal diffusion kernel function $k(x)$. Due to the long distance exchange effect of nonlocal diffusion, the free boundary can expand discontinuously, which makes the problem rather complicated. Among other things, we propose the optimal convergence condition without assuming the symmetry or compactness of $k$, i.e., the Fourier transform of $k$ satisfies $$\hat{k}(\xi)=1-|\xi|^2+o(|\xi|^2)\ \ \mbox{ as }\xi\rightarrow 0,$$ and discover an equivalent characterization of this optimal condition. More importantly, by the employment of the variational inequality, the apriori estimates and the Fourier transform, we demonstrate that, along a series of properly rescaled kernel functions, the corresponding solutions to the nonlocal free boundary problems converge to the solution of the classical Stefan problem under the proposed optimal condition.

math.AP

Higher-Order Regularity of the Free Boundary in the Inverse First-Passage Problem

Consider the inverse first-passage problem: Given a diffusion process $\{\frak{X}_{t}\}_{t\geqslant 0}$ on a probability space $(Ω,\mathcal{F},\mathbb{P})$ and a survival probability function $p$ on $[0,\infty)$, find a boundary, $x=b(t)$, such that $p$ is the survival probability that $\frak{X}$ does not fall below $b$, i.e., for each $t\geqslant 0$, $p(t)= \mathbb{P}(\{ω\inΩ\;|\; {\frak{X}}_s(ω) \geqslant b(s),\ \forall\, s\in(0,t)\})$. In earlier work, we analyzed viscosity solutions of a related variational inequality, and showed that they provided the only upper semi-continuous (usc) solutions of the inverse problem. We furthermore proved weak regularity (continuity) of the boundary $b$ under additional assumptions on $p$. The purpose of this paper is to study higher-order regularity properties of the solution of the inverse first-passage problem. In particular, we show that when $p$ is smooth and has negative slope, the viscosity solution, and therefore also the unique usc solution of the inverse problem, is smooth. Consequently, the viscosity solution furnishes a unique classical solution to the free boundary problem associated with the inverse first-passage problem.

math.AP

Phase transitions and bump solutions of the Keller-Segel model with volume exclusion

We show that the Keller-Segel model in one dimension with Neumann boundary conditions and quadratic cellular diffusion has an intricate phase transition diagram depending on the chemosensitivity strength. Explicit computations allow us to find a myriad of symmetric and asymmetric stationary states whose stability properties are mostly studied via free energy decreasing numerical schemes. The metastability behavior and staircased free energy decay are also illustrated via these numerical simulations.

math.AP

Long time behavior of solutions of a reaction-diffusion equation on unbounded intervals with Robin boundary conditions

We study the long time behavior, as $t\to\infty$, of solutions of $$ \left\{ \begin{array}{ll} u_t = u_{xx} + f(u), & x>0, \ t >0,\\ u(0,t) = b u_x(0,t), & t>0,\\ u(x,0) = u_0 (x)\geqslant 0 , & x\geqslant 0, \end{array} \right. $$ where $b\geqslant 0$ and $f$ is an unbalanced bistable nonlinearity. By investigating families of initial data of the type $\{ σϕ\}_{σ>0}$, where $ϕ$ belongs to an appropriate class of nonnegative compactly supported functions, we exhibit the sharp threshold between vanishing and spreading. More specifically, there exists some value $σ^*$ such that the solution converges uniformly to 0 for any $0 < σ< σ^*$, and locally uniformly to a positive stationary state for any $ σ> σ^*$. In the threshold case $σ= σ^*$, the profile of the solution approaches the symmetrically decreasing ground state with some shift, which may be either finite or infinite. In the latter case, the shift evolves as $C \ln t$ where~$C$ is a positive constant we compute explicitly, so that the solution is traveling with a pulse-like shape albeit with an asymptotically zero speed. Depending on $b$, but also in some cases on the choice of the initial datum, we prove that one or both of the situations may happen.

math.AP

Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions

We study the inverse boundary crossing problem for diffusions. Given a diffusion process $X_t$, and a survival distribution $p$ on $[0,\infty)$, we demonstrate that there exists a boundary $b(t)$ such that $p(t)=\mathbb{P}[τ>t]$, where $τ$ is the first hitting time of $X_t$ to the boundary $b(t)$. The approach taken is analytic, based on solving a parabolic variational inequality to find $b$. Existence and uniqueness of the solution to this variational inequality were proven in earlier work. In this paper, we demonstrate that the resulting boundary $b$ does indeed have $p$ as its boundary crossing distribution. Since little is known regarding the regularity of $b$ arising from the variational inequality, this requires a detailed study of the problem of computing the boundary crossing distribution of $X_t$ to a rough boundary. Results regarding the formulation of this problem in terms of weak solutions to the corresponding Kolmogorov forward equation are presented.

math.PR

Mass conserved Allen-Cahn equation and volume preserving mean curvature flow

We consider a mass conserved Allen-Cahn equation $u_t=Δu+ \e^{-2} (f(u)-\eλ(t))$ in a bounded domain with no flux boundary condition, where $\eλ(t)$ is the average of $f(u(\cdot,t))$ and $-f$ is the derivative of a double equal well potential. Given a smooth hypersurface $γ_0$ contained in the domain, we show that the solution $u^\e$ with appropriate initial data approaches, as $\e\searrow0$, to a limit which takes only two values, with the jump occurring at the hypersurface obtained from the volume preserving mean curvature flow starting from $γ_0$.

math.AP