In this paper, we prove the global exstence of weak solutions for a porous medium dynamics of m species moving between two domains separated by a zero-thickness membrane. On this membrane, Kedem–Katchalsky conditions are considered, and the study is characterized by natural structural conditions applied to the nonlinear reactive terms. The global existence is established under the assumption that these reactive terms are bounded in $L^1$. This problem has already been analyzed in the linear diffusion case by Ciavolella and Perthame in Ciavolella and Perthame (2021, Journal of Evolution Equations 21, 1513–1540). The present work constitutes an extension for nonlinear diffusion, particularly of the porous medium type, in the form $\partial _t v_i - \Delta v_i^{r_i} = R_i$, for an exponent $r_i < 2$. The case $r_i \geq 2$ remains an open problem. This paper is an adaptation of the ideas from Ciavolella and Perthame (2021, Journal of Evolution Equations 21, 1513–1540), with new strategies to overcome the appearance of nonlinearity and degeneracy in the diffusion term.

We analyse the asymptotic dynamics of quasilinear parabolic equations when solutions may grow up (i.e. blow up in infinite time). For such models, there is a global attractor which is unbounded and the semiflow induces a nonlinear dynamics at infinity by means of a Poincaré projection. In case the dynamics at infinity is given by a semilinear equation, then it is gradient, consisting of the so-called equilibria at infinity and their corresponding heteroclinics. Moreover, the diffusion and reaction compete for the dimensionality of the induced dynamics at infinity. If the equilibria are hyperbolic, we explicitly prove the occurrence of heteroclinics between bounded equilibria and/or equilibria at infinity. These unbounded global attractors describe the space of admissible initial data at event horizons of certain black holes.

We investigate an inverse boundary value problem of determination of a nonlinear law for reaction-diffusion processes, which are modeled by general form semilinear parabolic equations. We do not assume that any solutions to these equations are known a priori, in which case the problem has a well-known gauge symmetry. We determine, under additional assumptions, the semilinear term up to this symmetry in a time-dependent anisotropic case modeled on Riemannian manifolds, and for partial data measurements on ${\mathbb R}^n$.

Moreover, we present cases where it is possible to exploit the nonlinear interaction to break the gauge symmetry. This leads to full determination results of the nonlinear term. As an application, we show that it is possible to give a full resolution to classes of inverse source problems of determining a source term and nonlinear terms simultaneously. This is in strict contrast to inverse source problems for corresponding linear equations, which always have the gauge symmetry. We also consider a Carleman estimate with boundary terms based on intrinsic properties of parabolic equations.

We first prove that the realization $A_{\mathrm {min}}$ of $A:={\operatorname {\mathrm {div}}}(Q\nabla )-V$ in $L^2({\mathbb {R}}^d)$ with unbounded coefficients generates a symmetric sub-Markovian and ultracontractive semigroup on $L^2({\mathbb {R}}^d)$ which coincides on $L^2({\mathbb {R}}^d)\cap C_b({\mathbb {R}}^d)$ with the minimal semigroup generated by a realization of $A$ on $C_b({\mathbb {R}}^d)$. Moreover, using time-dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernel of $A$ and deduce some spectral properties of $A_{\min }$ in the case of polynomially and exponentially growing diffusion and potential coefficients.

We carry out the extended symmetry analysis of an ultraparabolic Fokker–Planck equation with three independent variables, which is also called the Kolmogorov equation and is singled out within the class of such Fokker–Planck equations by its remarkable symmetry properties. In particular, its essential Lie invariance algebra is eight-dimensional, which is the maximum dimension within the above class. We compute the complete point symmetry pseudogroup of the Fokker–Planck equation using the direct method, analyse its structure and single out its essential subgroup. After listing inequivalent one- and two-dimensional subalgebras of the essential and maximal Lie invariance algebras of this equation, we exhaustively classify its Lie reductions, carry out its peculiar generalised reductions and relate the latter reductions to generating solutions with iterative action of Lie-symmetry operators. As a result, we construct wide families of exact solutions of the Fokker–Planck equation, in particular, those parameterised by an arbitrary finite number of arbitrary solutions of the (1+1)-dimensional linear heat equation. We also establish the point similarity of the Fokker–Planck equation to the (1+2)-dimensional Kramers equations whose essential Lie invariance algebras are eight-dimensional, which allows us to find wide families of exact solutions of these Kramers equations in an easy way.

In this paper, we consider the Cauchy problem

$$\left\{ \begin{align} & {{u}_{t}}=\Delta ({{u}^{m}}),\,\,\,\,\,x\in {{\mathbb{R}}^{N}},t>0,N\ge 3, \\ & u(x,0)={{u}_{0}}(x),\,\,\,\,\,x\in {{\mathbb{R}}^{N}}. \\ \end{align} \right.$$

We will prove that

(i) for ${{m}_{c}}\,<\,m,\,{{m}_{0}}\,<\,1,\,\left| u(x,\,t,m)-u(x,\,t,{{m}_{0}}) \right|\,\to \,0$ as $m\,\to \,{{m}_{0}}$ uniformly on every compact subset of ${{\mathbb{R}}^{N}}\,\times \,{{\mathbb{R}}^{+}}$, where ${{m}_{c}}\,=\,\frac{{{(N-2)}_{+}}}{N}$;

(ii) there is a ${{C}^{*}}$ that explicitly depends on $m$ such that

$${{\left\| u(\cdot ,\cdot ,m)-u(\cdot ,\cdot ,1) \right\|}_{{{L}^{2}}({{\mathbb{R}}^{N}}\times {{\mathbb{R}}^{+}})}}\le {{C}^{*}}\left| m-1 \right|.$$

A mesh-independent, robust, and accurate multigrid scheme to solve a linear state-constrained parabolic optimal control problem is presented. We first consider a Lavrentiev regularization of the state-constrained optimization problem. Then, a multi-grid scheme is designed for the numerical solution of the regularized optimality system. Central to this scheme is the construction of an iterative pointwise smoother which can be formulated as a local semismooth Newton iteration. Results of numerical experiments and theoretical twogrid local Fourier analysis estimates demonstrate that the proposed scheme is able to solve parabolic state-constrained optimality systems with textbook multigrid efficiency.

We investigate the conditions on a hedger, who overestimates the (time- and level-dependent) volatility, to superreplicate a convex claim on several underlying assets. It is shown that the classic Black-Scholes model is the only model, within a large class, for which overestimation of the volatility yields the desired superreplication property. This is in contrast to the one-dimensional case, in which it is known that overestimation of the volatility with any time- and level-dependent model guarantees superreplication of convex claims.

Let $A = (a^{ij})$ be a Borel mapping on $[0, 1] \times \mathbb{R}^d$ with values in the space of non-negative operators on $\mathbb{R}^d$ and let $b = (b^i)$ be a Borel mapping on $[0, 1] \times \mathbb{R}^d$ with values in $\mathbb{R}^d$. Let

\[Lu(t, x) = \partial_{t} u(t, x) + a^{ij}(t, x)\partial_{x_i}\partial_{x_j}u(t, x) + b^i(t, x)\partial_{x_i}u(t, x), \quad u \in C_0^\infty((0, 1)\times \mathbb{R}^d).\]

Under broad assumptions on $A$ and $b$, we construct a family $\mu = (\mu_t)_{t \in [0, 1)}$ of probability measures $\mu_t$ on $\mathbb{R}^d$ which solves the Cauchy problem $L^{*}\mu = 0$ with initial condition $\mu_0 = \nu$, where $\nu$ is a probability measure on $\mathbb{R}^d$, in the following weak sense:

$$\[ \int_0^1\int_{\mathbb{R}^d} Lu(t, x)\, \mu_t(dx)\, dt=0, \quad u \in C_0^\infty((0, 1) \times \mathbb{R}^d), \] $$

and

$$\[ \lim\limits_{t \to 0} \int_{\mathbb{R}^d} \zeta(x)\, \mu_t(dx) = \int_{\mathbb{R}^d} \zeta(x)\, \nu(dx), \quad \zeta \in C_0^\infty(\mathbb{R}^d). \] $$

Such an equation is satisfied by transition probabilities of a diffusion process associated with $A$ and $b$ provided such a process exists. However, we do not assume the existence of a process and allow quite singular coefficients, in particular, $b$ may be locally unbounded or $A$ may be degenerate. An infinite-dimensional analogue is discussed as well. Main methods are $L^p$-analysis with respect to suitably chosen measures and reduction to the elliptic case (studied previously) by piecewise constant approximations in time.

Fundamental solutions to second-order parabolic and elliptic equations with lower-order terms are studied. New sufficient conditions on the coefficients of the lower-order terms are given that guarantee the validity of two-sided Gaussian bounds on the fundamental solution to the parabolic equation, locally and globally in time. As an application, the problem of existence and non-existence of positive solutions to a class of semi-linear equations is studied.