It is shown that Estes' formula for the asymptotic behavior of a subject under conditions of partial reinforcement can be derived from the assumption that the subject is behaving rationally in a certain game-theoretic sense and attempting to minimax his regret. This result illustrates the need for specifying the frame of reference or set of the subject when using the assumption of rationality to predict his behavior.

In this paper, we study the Dirichlet problem of Hessian quotient equations of the form $S_k(D^2u)/S_l(D^2u)=g(x)$ in exterior domains. For $g\equiv \mbox {const.}$, we obtain the necessary and sufficient conditions on the existence of radially symmetric solutions. For g being a perturbation of a generalized symmetric function at infinity, we obtain the existence of viscosity solutions by Perron’s method. The key technique we develop is the construction of sub- and supersolutions to deal with the non-constant right-hand side g.

We study a nonlinear Beltrami equation $f_\theta =\sigma \,|f_r|^m f_r$ in polar coordinates $(r,\theta ),$ which becomes the classical Cauchy–Riemann system under $m=0$ and $\sigma =ir.$ Using the isoperimetric technique, various lower estimates for $|f(z)|/|z|, f(0)=0,$ as $z\to 0,$ are derived under appropriate integral conditions on complex/directional dilatations. The sharpness of the above bounds is illustrated by several examples.

Using one-dimensional branching Brownian motion in a periodic environment, we give probabilistic proofs of the asymptotics and uniqueness of pulsating traveling waves of the Fisher–Kolmogorov–Petrovskii–Piskounov (F-KPP) equation in a periodic environment. This paper is a sequel to ‘Branching Brownian motion in a periodic environment and existence of pulsating travelling waves’ (Ren et al., 2022), in which we proved the existence of the pulsating traveling waves in the supercritical and critical cases, using the limits of the additive and derivative martingales of branching Brownian motion in a periodic environment.

We use probabilistic methods to study properties of mean-field models, which arise as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that n particles move forward on the real line. Specifically, each particle ‘jumps forward’ at some time points, with the instantaneous rate of jumps given by a decreasing function of the particle’s location quantile within the overall distribution of particle locations. A mean-field model describes the evolution of the particles’ distribution when n is large. It is essentially a solution to an integro-differential equation within a certain class. Our main results concern the existence and uniqueness of—and attraction to—mean-field models which are traveling waves, under general conditions on the jump-rate function and the jump-size distribution.

We will give a new proof of the existence of hypercylinder expander of the inverse mean curvature flow which is a radially symmetric homothetic soliton of the inverse mean curvature flow in $\mathbb {R}^{n}\times \mathbb {R}$ , $n\ge 2$ , of the form $(r,y(r))$ or $(r(y),y)$ , where $r=|x|$ , $x\in \mathbb {R}^{n}$ , is the radially symmetric coordinate and $y\in \mathbb {R}$ . More precisely, for any $\lambda>\frac {1}{n-1}$ and $\mu>0$ , we will give a new proof of the existence of a unique even solution $r(y)$ of the equation $\frac {r^{\prime \prime }(y)}{1+r^{\prime }(y)^{2}}=\frac {n-1}{r(y)}-\frac {1+r^{\prime }(y)^{2}}{\lambda (r(y)-yr^{\prime }(y))}$ in $\mathbb {R}$ which satisfies $r(0)=\mu $ , $r^{\prime }(0)=0$ and $r(y)>yr^{\prime }(y)>0$ for any $y\in \mathbb {R}$ . We will prove that $\lim _{y\to \infty }r(y)=\infty $ and $a_{1}:=\lim _{y\to \infty }r^{\prime }(y)$ exists with $0\le a_{1}<\infty $ . We will also give a new proof of the existence of a constant $y_{1}>0$ such that $r^{\prime \prime }(y_{1})=0$ , $r^{\prime \prime }(y)>0$ for any $0<y<y_{1}$ , and $r^{\prime \prime }(y)<0$ for any $y>y_{1}$ .

Pullback attractors with forwards unbounded behaviour are to be found in the literature, but not much is known about pullback attractors with each and every section being unbounded. In this paper, we introduce the concept of unbounded pullback attractor, for which the sections are not required to be compact. These objects are addressed in this paper in the context of a class of non-autonomous semilinear parabolic equations. The nonlinearities are assumed to be non-dissipative and, in addition, defined in such a way that the equation possesses unbounded solutions as the initial time goes to -∞, for each elapsed time. Distinct regimes for the non-autonomous term are taken into account. Namely, we address the small non-autonomous perturbation and the asymptotically autonomous cases.

A new stopping problem and the critical exercise price of American fractional lookback option are developed in the case where the stock price follows a special mixed jump diffusion fractional Brownian motion. By using Itô formula and Wick-Itô-Skorohod integral a new market pricing model is built, and the fundamental solutions of stochastic parabolic partial differential equations are deduced under the condition of Merton assumptions. With an optimal stopping problem and the exercise boundary, the explicit integral representation of early exercise premium and the critical exercise price are also derived. Numerical simulation illustrates the asymptotic behavior of this critical boundary.

We study the tail asymptotic of subexponential probability densities on the real line. Namely, we show that the n-fold convolution of a subexponential probability density on the real line is asymptotically equivalent to this density multiplied by n. We prove Kesten's bound, which gives a uniform in n estimate of the n-fold convolution by the tail of the density. We also introduce a class of regular subexponential functions and use it to find an analogue of Kesten's bound for functions on ℝd. The results are applied to the study of the fundamental solution to a nonlocal heat equation.

We determine the asymptotic behavior of the higher dimensional Reidemeister torsion for the graph manifolds obtained by exceptional surgeries along twist knots. We show that all irreducible $\text{S}{{\text{L}}_{2}}(\mathbb{C})$-representations of the graph manifold are induced by irreducible metabelian representations of the twist knot group. We also give the set of the limits of the leading coeõcients in the higher dimensional Reidemeister torsion explicitly.

The Toda equation and its variants are studied in the filed of integrable systems. One particularly generalized time discretisation of the Toda equation is known as the discrete hungry Toda (dhToda) equation, which has two main variants referred to as the dhTodaI equation and dhTodaII equation. The dhToda equations have both been shown to be applicable to the computation of eigenvalues of totally nonnegative (TN) matrices, which are matrices without negative minors. The dhTodaI equation has been investigated with respect to the properties of integrable systems, but the dhTodaII equation has not. Explicit solutions using determinants and matrix representations called Lax pairs are often considered as symbolic properties of discrete integrable systems. In this paper, we clarify the determinant solution and Lax pair of the dhTodaII equation by focusing on an infinite sequence. We show that the resulting determinant solution firmly covers the general solution to the dhTodaII equation, and provide an asymptotic analysis of the general solution as discrete-time variable goes to infinity.

We consider the following equation:

where d(x) = d(x, ∂Ω), θ > –2 and Ω is a half-space. The existence and non-existence of several kinds of positive solutions to this equation when , f(u) = up (p > 1) and Ω is a bounded smooth domain were studied by Bandle, Moroz and Reichel in 2008. Here, we study exact the behaviour of positive solutions to this equation as d(x) → 0+ and d(x) → ∞, respectively, and the symmetry of positive solutions when , Ω is a half-space and f(u) is a more general nonlinearity term than up . Under suitable conditions for f, we show that the equation has a unique positive solution W, which is a function of x 1 only, and W satisfies

In this paper, our main purpose is to establish the existence of positive solution of the following system where are constants. F(x,u,υ) = λp(x)[g(x)a(u)+f(υ)], H(x,u,υ)=θq(x)[g1(x)b(υ)+h(u)], λ, θ>0 are parameters, p(x), q(x) are radial symmetric functions, is called p(x)-Laplacian. We give the existence results and consider the asymptotic behavior of the solutions. In particular, we do not assume any symmetric condition, and we do not assume any sign condition on F(x,0,0) and H(x,0,0) either.

In this paper we deal with a semilinear hyperbolic chemotaxis model in one space dimension evolving on a network, with suitable transmission conditions at nodes. This framework is motivated by tissue-engineering scaffolds used for improving wound healing. We introduce a numerical scheme, which guarantees global mass densities conservation. Moreover our scheme is able to yield a correct approximation of the effects of the source term at equilibrium. Several numerical tests are presented to show the behavior of solutions and to discuss the stability and the accuracy of our approximation.

We establish asymptotics and uniqueness (up to translation) of travelling waves for delayed $2\text{D}$ lattice equations with non-monotone birth functions. First, with the help of Ikehara’s Theorem, the a priori asymptotic behavior of travelling wave is exactly derived. Then, based on the obtained asymptotic behavior, the uniqueness of the traveling waves is proved. These results complement earlier results in the literature.

Using Burgers’ equation with mixed Neumann–Dirichlet boundary conditions, we highlight aproblem that can arise in the numerical approximation of nonlinear dynamical systems oncomputers with a finite precision floating point number system. We describe the dynamicalsystem generated by Burgers’ equation with mixed boundary conditions, summarize some ofits properties and analyze the equilibrium states for finite dimensional dynamical systemsthat are generated by numerical approximations of this system. It is important to notethat there are two fundamental differences between Burgers’ equation with mixedNeumann–Dirichlet boundary conditions and Burgers’ equation with both Dirichlet boundaryconditions. First, Burgers’ equation with homogenous mixed boundary conditions on a finiteinterval cannot be linearized by the Cole–Hopf transformation. Thus, on finite intervalsBurgers’ equation with a homogenous Neumann boundary condition is truly nonlinear. Second,the nonlinear term in Burgers’ equation with a homogenous Neumann boundary condition isnot conservative. This structure plays a key role in understanding the complex dynamicsgenerated by Burgers’ equation with a Neumann boundary condition and how this structureimpacts numerical approximations. The key point is that, regardless of the particularnumerical scheme, finite precision arithmetic will always lead to numerically generatedequilibrium states that do not correspond to equilibrium states of the Burgers’ equation.In this paper we establish the existence and stability properties of these numericalstationary solutions and employ a bifurcation analysis to provide a detailed mathematicalexplanation of why numerical schemes fail to capture the correct asymptotic dynamics. Weextend the results in [E. Allen, J.A. Burns, D.S. Gilliam, J. Hill and V.I. Shubov,Math. Comput. Modelling 35 (2002) 1165–1195] and provethat the effect of finite precision arithmetic persists in generating a nonzero numericalfalse solution to the stationary Burgers’ problem. Thus, we show that the results obtainedin [E. Allen, J.A. Burns, D.S. Gilliam, J. Hill and V.I. Shubov, Math. Comput.Modelling 35 (2002) 1165–1195] are not dependent on a specifictime marching scheme, but are generic to all convergent numerical approximations ofBurgers’ equation.

We study a nonlinear diffusion equationut = uxx + f(u)with Robin boundary condition at x = 0 and with a free boundary conditionat x = h(t), whereh(t) > 0 is a moving boundary representing theexpanding front in ecology models. For anyf ∈ C1 with f(0) = 0, weprove that every bounded positive solution of this problem converges to a stationary one.As applications, we use this convergence result to study diffusion equations withmonostable and combustion types of nonlinearities. We obtain dichotomy results and sharpthresholds for the asymptotic behavior of the solutions.

We consider quasilinear optimal control problems involving a thick two-level junction Ωε which consists of the junction body Ω0 and a large number of thin cylinders with the cross-section of order 𝒪(ε2). The thin cylinders are divided into two levels depending on the geometrical characteristics, the quasilinear boundary conditions and controls given on their lateral surfaces and bases respectively. In addition, the quasilinear boundary conditions depend on parameters ε, α, β and the thin cylinders from each level are ε-periodically alternated. Using the Buttazzo–Dal Maso abstract scheme for variational convergence of constrained minimization problems, the asymptotic analysis (as ε → 0) of these problems are made for different values of α and β and different kinds of controls. We have showed that there are three qualitatively different cases. Application for an optimal control problem involving a thick one-level junction with cascade controls is presented as well.

We apply the known formulae of the RESTART problem to Markov models of software (and many other) systems, and derive new equations. We show how checkpoints might be included, with their resultant performance under RESTART. The result is a complete procedure for finding the mean, variance, and tail behavior of the job completion time as a function of the failure rate. We also provide a detailed example.

We consider the level hitting times τy = inf{t ≥ 0 | Xt = y} and the running maximum process Mt = sup{Xs | 0 ≤ s ≤ t} of a growth-collapse process (Xt)t≥0, defined as a [0, ∞)-valued Markov process that grows linearly between random ‘collapse’ times at which downward jumps with state-dependent distributions occur. We show how the moments and the Laplace transform of τy can be determined in terms of the extended generator of Xt and give a power series expansion of the reciprocal of Ee−sτy. We prove asymptotic results for τy and Mt: for example, if m(y) = Eτy is of rapid variation then Mt / m-1(t) →w 1 as t → ∞, where m-1 is the inverse function of m, while if m(y) is of regular variation with index a ∈ (0, ∞) and Xt is ergodic, then Mt / m-1(t) converges weakly to a Fréchet distribution with exponent a. In several special cases we provide explicit formulae.