Citation: Etti G. Baranoff, Patrick Brockett, Thomas W. Sager, Bo Shi. Was the U.S. life insurance industry in danger of systemic risk by using derivative hedging prior to the 2008 financial crisis?[J]. Quantitative Finance and Economics, 2019, 3(1): 145-164. doi: 10.3934/QFE.2019.1.145
[1] | Jun Pan, Yuelong Tang . Two-grid H1-Galerkin mixed finite elements combined with L1 scheme for nonlinear time fractional parabolic equations. Electronic Research Archive, 2023, 31(12): 7207-7223. doi: 10.3934/era.2023365 |
[2] | Hao Wang, Wei Yang, Yunqing Huang . An adaptive edge finite element method for the Maxwell's equations in metamaterials. Electronic Research Archive, 2020, 28(2): 961-976. doi: 10.3934/era.2020051 |
[3] | Victor Ginting . An adjoint-based a posteriori analysis of numerical approximation of Richards equation. Electronic Research Archive, 2021, 29(5): 3405-3427. doi: 10.3934/era.2021045 |
[4] | N. Bazarra, J. R. Fernández, R. Quintanilla . A dual-phase-lag porous-thermoelastic problem with microtemperatures. Electronic Research Archive, 2022, 30(4): 1236-1262. doi: 10.3934/era.2022065 |
[5] | Noelia Bazarra, José R. Fernández, Ramón Quintanilla . Numerical analysis of a problem in micropolar thermoviscoelasticity. Electronic Research Archive, 2022, 30(2): 683-700. doi: 10.3934/era.2022036 |
[6] | Wenyan Tian, Yaoyao Chen, Zhaoxia Meng, Hongen Jia . An adaptive finite element method based on Superconvergent Cluster Recovery for the Cahn-Hilliard equation. Electronic Research Archive, 2023, 31(3): 1323-1343. doi: 10.3934/era.2023068 |
[7] | Hsueh-Chen Lee, Hyesuk Lee . An a posteriori error estimator based on least-squares finite element solutions for viscoelastic fluid flows. Electronic Research Archive, 2021, 29(4): 2755-2770. doi: 10.3934/era.2021012 |
[8] | Ying Liu, Yanping Chen, Yunqing Huang, Yang Wang . Two-grid method for semiconductor device problem by mixed finite element method and characteristics finite element method. Electronic Research Archive, 2021, 29(1): 1859-1880. doi: 10.3934/era.2020095 |
[9] | Chunmei Wang . Simplified weak Galerkin finite element methods for biharmonic equations on non-convex polytopal meshes. Electronic Research Archive, 2025, 33(3): 1523-1540. doi: 10.3934/era.2025072 |
[10] | Guanrong Li, Yanping Chen, Yunqing Huang . A hybridized weak Galerkin finite element scheme for general second-order elliptic problems. Electronic Research Archive, 2020, 28(2): 821-836. doi: 10.3934/era.2020042 |
In the present paper, we focus on the nonlocal dispersal equation with spatially dependent bistable nonlinearity
ut(x,t)=J∗u(x,t)−u(x,t)+f(x,u),x,t∈R, | (1) |
where the nonlinearity
(F) The nonlinearity
{f(x,u)=f1(u)forx≥0,u∈[0,1],f(x,u)=f2(u)forx≤−L,u∈[0,1],f2(u)≤f(x,u)≤f1(u),fu(x,u)<1forx∈[−L,0],u∈[0,1], | (2) |
where
fi∈C1,1([0,1]),fi(0)=fi(1)=0,f′i(0),f′i(1)<0,fi<0in(0,θi),fi>0in(θi,1),0<θ1<θ2<1,and∫10fi(s)ds>0,i=1,2. |
(J) The kernel function
{J(x)=J(−x),J(x)≥0,∫RJ(y)dy=1,∫R|J′(y)|dy<∞,∫RJ(y)e−λydy<∞for allλ>0. | (3) |
A typical example is
The nonlocal dispersal equation has attracted so much attention because of its extensive applications to account for diffusion phenomena involving jumps in biology, physics and chemistry [1,12]. Traveling waves as one kind of special solutions with invariant profile and fixed speed as well as entire solutions have been adequately investigated. It is well-known that the importance of the study of entire solutions of reaction-diffusion equations (nonlocal dispersal equations) is frequently recalled in the literature. Since the pioneering works of Hamel and Nadirashvili [13,14], there have been tremendous advances in studying the existence of entire solutions for various models. In particular, when the nonlinearity is homogeneous (i.e.
However, for the inhomogeneous nonlinearity, several works are devoted to transition fronts (see [3,19]) of nonlocal dispersal equations [17,20] and forced waves in shifting habitats [25]. Traveling waves and spreading speed of monostable nonlocal dispersal equations with space periodic nonlinearity were studied in [21]. Li et al. [16] further obtained the existence of entire solutions for space periodic nonlinearity. Particularly, Eberle [10,11] constructed a heteroclinic orbit connecting two traveling waves for bistable local dispersal equation 1 in cylinders. Meanwhile, Berestycki and Rodríguez [5] considered a bistable nonlocal dispersal equation with a gap in one dimension. As far as we know, there is no result on entire solutions for the nonlocal dispersal equation 1 with inhomogeneous nonlinearity
In this paper, we aim to construct an entire solution connecting traveling waves with the two different nonlinearities, motivated by [10,11]. By constructing suitable sub- and super-solutions, we establish the existence and uniqueness of the entire solution behaving as the traveling wave coming from one side and eventually going to the other side, which is different with the one constructed in [23] for the case
The crucial part of this paper is to figure out the long time asymptotic behavior of the entire solution. Since the lack of compactness of the nonlocal operator, we can not use the Lyapunov function argument as [10,11] to show that the entire solution converges to a translation of the other traveling wave as time goes to positive infinity. However, inspired by the idea in [7], we use a "squeezing" technique to address this issue. Furthermore, we also apply sub- and super-solutions method with comparison principle to establish Lyapunov stability of the entire solution. This can be done because that we can obtain a positive estimate on the derivative of the entire solution with respect to
Now we state the main results of this paper as follows.
Theorem 1.1. Let assumptions
u(x,t)−ϕ1(x+c1t)→0ast→−∞uniformly inx∈R |
and
u(x,t)−ϕ2(x+c2t+β)→0ast→+∞uniformly inx∈R |
for some
{J∗ϕi−ϕi+fi(ϕi)−ciϕ′i=0,ϕi(−∞)=0,ϕi(+∞)=1,0<ϕi<1. | (4) |
Theorem 1.2. The entire solution
|v(x,t,v0)−u(x+a,t+t0)|<ϵ |
for
The rest of this paper is organized as follows. In Section 2, we recall some results of the bistable traveling waves for homogeneous nonlinearities and prove the comparison principle for 1. Section 3 is devoted to constructing the unique entire solution. In Section 4, we study the asymptotic profile as time goes to positive infinity. Finally, we establish Lyapunov stability of the entire solution in Section 5.
In this section, some known results on the traveling waves of 4 are outlined and the comparison principle is established.
It follows from Theorem 2.7 in [2] and Theorem 2.7 in [23] that 4 admits a solution
{β0eλ0z≤ϕ1(z)≤α0eλ0z,z≤0,β1e−λ1z≤1−ϕ1(z)≤α1e−λ1z,z>0, | (5) |
where
cλ0=∫RJ1(y)e−λ0ydy−1+f′1(0)andcλ1=∫RJ1(y)e−λ1ydy−1+f′1(1), |
respectively. Moreover, we have
{˜β0eλ0z≤ϕ′1(z)≤˜α0eλ0z,z≤0,˜β1e−λ1z≤ϕ′1(z)≤˜α1e−λ1z,z>0 | (6) |
for some constants
|f1(u+v)−f1(u)−f1(v)|≤Lfuvfor0≤u,v≤1. |
We show that the following comparison principle holds by a contradiction argument.
Proposition 1. Suppose that assumptions
{∂u(x,t)∂t−(∫RJ(x−y)[u(y,t)−u(x,t)]dy)−f(x,u(x,t))≥0,∀(x,t)∈R×(0,T],u(x,0)≥0,x∈R, |
{∂v(x,t)∂t−(∫RJ(x−y)[v(y,t)−v(x,t)]dy)−f(x,v(x,t))≤0,∀(x,t)∈R×(0,T],v(x,0)≤0,x∈R, |
respectively. Then,
u(x,t)≥v(x,t)inR×[0,T]. |
Furthermore, if
Proof of Proposition 1. Let
limn→+∞ˇw(xn,tn)=infR×[0,ϵ0T]ˇw(x,t)<0. |
Observe that
ˇwt(x,t)=Zˇw(x,t)+eZtˉwt(x,t)≥Zˇw(x,t)+eZt∫RJ(x−y)[ˉw(y,t)−ˉw(x,t)]dy+eZt[f(x,u(x,t))−f(x,v(x,t))]=Zˇw(x,t)+∫RJ(x−y)[ˇw(y,t)−ˇw(x,t)]dy+fu(x,uθ(x,t))ˇw(x,t). |
where
ˇw(xn,tn)−ˇw(xn,0)≥∫tn0[J∗ˇw(xn,s)−ˇw(xn,s)+Zˇw(xn,s)+fu(x,uθ(x,s))ˇw(xn,s)]ds≥∫tn0[J∗ˇw(xn,s)+(‖fu(x,u)‖∞−fu(x,uθ(x,s)))infR×[0,ϵ0T]ˇw(x,t)]ds. |
Letting
infR×[0,ϵ0T]ˇw(x,t)≥(1+‖fu(x,u)‖∞−minR×[0,1]|fu(x,uθ(x,s))|)ϵ0TinfR×[0,ϵ0T]ˇw(x,t). |
Since
infR×[0,ϵ0T]ˇw(x,t)≥(1+‖fu(x,u)‖∞−minR×[0,1]|fu(x,uθ(x,s))|)ϵ0TinfR×[0,ϵ0T]ˇw(x,t)>infR×[0,ϵ0T]ˇw(x,t). |
Thus, we get a contradiction. Therefore, we obtain
infR×[0,ϵ0T]ˇw(x,t)≥(1+‖fu(x,u)‖∞−minR×[0,1]|fu(x,uθ(x,s))|−ϵinfR×[0,ϵ0T]ˇw(x,t))ϵ0TinfR×[0,ϵ0T]ˇw(x,t). |
Here, we can also choose
(1+‖fu(x,u)‖∞−minR×[0,1]|fu(x,uθ(x,s))|−ϵinfR×[0,ϵ0T]ˇw(x,t))ϵ0T<1. |
This finishes the proof.
In this section, we focus on the construction of the entire solution which behaves like a traveling wave approaching from infinity. The main idea is to establish suitable sub- and super-solutions, which are defined as follows.
W−(x,t)={ϕ1(x+c1t−ξ(t))−ϕ1(−x+c1t−ξ(t)),x≥0,0,x<0, |
and
W+(x,t)={ϕ1(x+c1t+ξ(t))+ϕ1(−x+c1t+ξ(t)),x≥0,2ϕ1(c1t+ξ(t)),x<0, |
here
˙ξ(t)=Meλ(c1t+ξ),t<−T,ξ(−∞)=0, |
where
ξ(t)=1λln11−c−11Meλc1t. |
For the function
c1t+ξ(t)≤0for−∞<t≤−T, |
where
Now we verify that
Lu=ut−(J∗u−u)−f(x,u). |
We first deal with the sub-solution
LW−(x,t)=(c1−˙ξ(t))[ϕ′1(x+c1t−ξ(t))−ϕ′1(−x+c1t−ξ(t))]−∫+∞0J(x−y)[ϕ1(y+c1t−ξ(t))−ϕ1(−y+c1t−ξ(t))]dy+[ϕ1(x+c1t−ξ(t))−ϕ1(−x+c1t−ξ(t))]−f(x,W−)=−˙ξ(t)[ϕ′1(x+c1t−ξ(t))−ϕ′1(−x+c1t−ξ(t))]+∫0−∞J(x−y)[ϕ1(y+c1t−ξ(t))−ϕ1(−y+c1t−ξ(t))]dy+f1(ϕ1(x+c1t−ξ(t)))−f1(ϕ1(−x+c1t−ξ(t)))−f(x,W−). |
Recall that
LW−(x,t)≤−˙ξ(t)[ϕ′1(x+c1t−ξ(t))−ϕ′1(−x+c1t−ξ(t))]+f1(ϕ1(x+c1t−ξ(t)))−f1(ϕ1(−x+c1t−ξ(t)))−f1(ϕ1(x+c1t−ξ(t))−ϕ1(−x+c1t−ξ(t))). |
Then we continue to show
Case 1. For
ϕ′1(x+c1t−ξ(t))−ϕ′1(−x+c1t−ξ(t))>m[ϕ1(x+c1t−ξ(t))−ϕ1(−x+c1t−ξ(t))] |
for some
LW−(x,t)≤−˙ξ(t)[ϕ′1(x+c1t−ξ(t))−ϕ′1(−x+c1t−ξ(t))]+Lfϕ1(−x+c1t−ξ(t)))[ϕ1(x+c1t−ξ(t))−ϕ1(−x+c1t−ξ(t))]≤[ϕ1(x+c1t−ξ(t))−ϕ1(−x+c1t−ξ(t))][−mMeλ(c1t+ξ(t))+Lfα0eλ0(−x+c1t−ξ(t))]=[ϕ1(x+c1t−ξ(t))−ϕ1(−x+c1t−ξ(t))]eλ(c1t+ξ(t))[−mM+Lfα0eλ0(−x−2ξ(t))]. |
Therefore, if we choose
Case 2. For
LW−(x,t)≤−Meλ(c1t+ξ(t))[~β1e−λ1(x+c1t−ξ(t))−˜αeλ0(−x+c1t−ξ(t))]+Lfα0eλ0(−x+c1t−ξ(t))[α1e−λ1(x+c1t−ξ(t))−β0eλ0(−x+c1t−ξ(t))]≤−eλ0(−x+c1t−ξ(t))[M~β1e(λ0−λ1)xe−(λ0+λ1−λ)c1t+(λ+λ0+λ1)ξ(t))−M˜αeλ(c1t+ξ(t))−Lfα0]. |
Since
For
LW−(x,t)≤Meλ(c1t+ξ(t))ϕ′1(−x+c1t−ξ(t))+f1(ϕ1(x+c1t−ξ(t)))−f1(ϕ1(−x+c1t−ξ(t)))−f1(ϕ1(x+c1t−ξ(t))−ϕ1(−x+c1t−ξ(t))). |
Moreover, if
LW−(x,t)≤Meλ(c1t+ξ(t))ϕ′1(−x+c1t−ξ(t))+[f′1(1)−f′(0)]ϕ1(−x+c1t−ξ(t))+o(ϕ1(−x+c1t−ξ(t)))≤eλ0(−x+c1t−ξ(t))[M˜α0eλ(c1t+ξ(t))+(f′1(1)−f′(0))−o(1)]. |
Since
LW−(x,t)≤−eλ0(−x+c1t−ξ(t))[M~β1e(λ0−λ1)xe−(λ0+λ1−λ)c1t+(λ+λ0+λ1)ξ(t))−M˜αeλ(c1t+ξ(t))−Lfα0]≤−eλ0(−x+c1t−ξ(t))[M~β1e(λ0−λ1)Le(λ−2λ0)c1t+(λ+2λ0)ξ(t))−M˜αeλ(c1t+ξ(t))−Lfα0]. |
Thanks to
LW−(x,t)≤0. |
We intend to testify the super-solution
Step 1.
LW+(x,t)=2(c1+˙ξ(t))ϕ′1(c1t+ξ(t))−∫RJ(x−y)W+(y,t)dy+2ϕ1(c1t+ξ(t))−f(x,2ϕ1(c1t+ξ(t)))≥2(c1+˙ξ(t))ϕ′1(c1t+ξ(t))−f1(2ϕ1(c1t+ξ(t)))−∫+∞0J(x−y)[ϕ1(y+c1t+ξ(t))+ϕ1(−y+c1t+ξ(t))]dy. |
Denote
I=∫+∞0J(x−y)[ϕ1(y+c1t+ξ(t))+ϕ1(−y+c1t+ξ(t))]dy. |
Then, it follows that
I=∫−c1t−ξ(t)0J(x−y)[ϕ1(y+c1t+ξ(t))+ϕ1(−y+c1t+ξ(t))]dy+∫+∞−c1t−ξ(t)J(x−y)[ϕ1(y+c1t+ξ(t))+ϕ1(−y+c1t+ξ(t))]dy≤α0eλ0(c1t+ξ(t))∫+∞0J(x−y)[eλ0y+e−λ0y]dy+2∫+∞−c1t−ξ(t)J(x−y)dy. |
Let
Jλ0=∫+∞0J(y)[eλ0y+e−λ0y]dy. |
It follows from assumption
J(x)≤KJe2λ0xforx≥0. |
Furthermore, there hold
I≤Jλ0α0eλ0(c1t+ξ(t))+2KJ∫+∞−c1t−ξ(t)e2λ0(x−y)dy≤Jλ0α0eλ0(c1t+ξ(t))+2KJλ0e2λ0(c1t+ξ(t)). |
Therefore, according to
LW+(x,t)≥2(c1+˙ξ(t))ϕ′1(c1t+ξ(t))−Jλ0α0eλ0(c1t+ξ(t))−2KJλ0e2λ0(c1t+ξ(t))−f1(2ϕ1(c1t+ξ(t)))≥(2c1~β0−α0Jλ0−2f′1(0)β0−o(1))eλ0(c1t+ξ(t))+(2M~β0−2KJλ0)e2λ0(c1t+ξ(t)). |
Since
M>KJ~β0λ0andJλ0<2c1~β0+2|f′1(0)|β0α0, |
consequently, we have
Step 2. For
LW+(x,t)=(c1+˙ξ(t))[ϕ′1(x+c1t+ξ(t))+ϕ′1(−x+c1t+ξ(t))]−∫RJ(x−y)W+(y,t)dy+[ϕ1(x+c1t+ξ(t))+ϕ1(−x+c1t+ξ(t))]−f1(W+)=˙ξ(t)[ϕ′1(x+c1t+ξ(t))+ϕ′1(−x+c1t+ξ(t))]+∫0−∞J(x−y)[ϕ1(y+c1t+ξ(t))+ϕ1(−y+c1t+ξ(t))−2ϕ1(c1t+ξ(t))]dy+f1(ϕ1(x+c1t+ξ(t)))+f1(ϕ1(−x+c1t+ξ(t)))−f1(ϕ1(x+c1t+ξ(t))+ϕ1(−x+c1t+ξ(t))). |
Denote
II=∫0−∞J(x−y)[ϕ1(y+c1t+ξ(t))+ϕ1(−y+c1t+ξ(t))−2ϕ1(c1t+ξ(t))]dy. |
We consider two cases.
Case 1.
II=∫0c1t+ξ(t)J(x−y)[ϕ1(y+c1t+ξ(t))+ϕ1(−y+c1t+ξ(t))−2ϕ1(c1t+ξ(t))]dy+∫c1t+ξ(t)−∞J(x−y)[ϕ1(y+c1t+ξ(t))+ϕ1(−y+c1t+ξ(t))−2ϕ1(c1t+ξ(t))]dy≥∫0c1t+ξ(t)J(x−y)Cλ0eλ0(c1t+ξ(t))[eλ0y+e−λ0y−2−(2+e(λ0+η)y+e−(λ0+η)y)Cηeη(c1t+ξ(t))]dy≥−(2+Jη)Cλ0Cηe(λ0+η)(c1t+ξ(t)). |
The second inequality follows from
|ϕ1(x)−Cλ0eλ0x|≤Cηe(λ0+η)xforx≤0and some0<η<λ0, |
which can be easily obtained by 5 and 6. As a consequence,
LW+(x,t)≥Me(λ+λ0)(c1t+ξ(t))~β0(eλ0x+e−λ0x)−(2+Jη)Cλ0Cηe(λ0+η)(c1t+ξ(t))−Lfα20e2λ0(c1t+ξ(t)))≥e(λ+λ0)(c1t+ξ(t))[2M~β0−(2+Jη)Cλ0Cηe(η−λ)(c1t+ξ(t))−Lfα20e(λ0−λ)(c1t+ξ(t))]≥e(λ+λ0)(c1t+ξ(t))[2M~β0−(2+Jη)Cλ0Cη−Lfα20]. |
The last inequality holds since
M≥(2+Jη)Cλ0Cη+Lfα202~β0. |
Case 2. Here
II≥−∫0c1t+ξ(t)J(x−y)Cλ0eλ0(c1t+ξ(t))(2+e(λ0+η)y+e−(λ0+η)y)Cηeη(c1t+ξ(t))dy≥−Cλ0CηKJe(λ0+η)(c1t+ξ(t))∫0c1t+ξ(t)e−2λ0(x−y)(3+e−(λ0+η)y)dy≥−Cλ0CηKJeλ0(−x+c1t+ξ(t))−λ0x(3λ0eη(c1t+ξ(t))+1η). |
Moreover, if
LW+(x,t)≥Meλ(c1t+ξ(t))(~β1e−λ1(x+c1t+ξ(t))+~β0eλ0(−x+c1t+ξ(t)))−Lfα0eλ0(−x+c1t+ξ(t))−Cλ0CηKJeλ0(−x+c1t+ξ(t))(3λ0eη(c1t+ξ(t))+1η)≥eλ(c1t+ξ(t))+λ0(−x+c1t+ξ(t))[M~β1e(λ0−λ1)x−(λ0+λ1)(c1t+ξ(t))−3Cλ0CηKJλ0e(η−λ)(c1t+ξ(t))−(Lfα0+Cλ0CηKJη)e−λ(c1t+ξ(t))]. |
Remember that
M~β1−3Cλ0CηKJλ0−(Lfα0+Cλ0CηKJη)≥0. | (7) |
This yields that
If
f1(ϕ1(x+c1t+ξ(t)))+f1(ϕ1(−x+c1t+ξ(t)))−f1(W+)=[f′1(0)−f′1(1)]ϕ1(−x+c1t+ξ(t))+o(ϕ1(−x+c1t+ξ(t))). |
Meanwhile,
LW+(x,t)≥eλ(c1t+ξ(t))+λ0(−x+c1t+ξ(t))(M~β1e(λ0−λ1)x−(λ0+λ1)(c1t+ξ(t))−3Cλ0CηKJλ0e(η−λ)(c1t+ξ(t)))+([f′1(0)−f′1(1)]β0−Cλ0CηKJηe−λ0x)eλ0(−x+c1t+ξ(t)). |
Then
[f′1(0)−f′1(1)]β0−Cλ0CηKJηe−λ0x≥0. |
When
LW+(x,t)≥eλ(c1t+ξ(t))+λ0(−x+c1t+ξ(t))[M~β1e(λ0−λ1)x−(λ0+λ1)(c1t+ξ(t))−3Cλ0CηKJλ0e(η−λ)(c1t+ξ(t))−(Lfα0+Cλ0CηKJη)e−λ(c1t+ξ(t))]≥eλ(c1t+ξ(t))+λ0(−x+c1t+ξ(t))[M~β1e(λ0−λ1)M−2λ0(c1t+ξ(t))−3Cλ0CηKJλ0e(η−λ)(c1t+ξ(t))−(Lfα0+Cλ0CηKJη)e−λ(c1t+ξ(t))]. |
Similar to the case
Proof of Theorem 1.1. Let
{(un)t(x,t)=J∗un(x,t)−un(x,t)+f(x,un),x∈R,t>−n,un(x,−n)=W−(x,−n),x∈R. |
Since
W−(x,t)≤un(x,t)≤W+(x,t)forx∈R,t∈[−n,−T]. |
Moreover, since
{v′(t)=Lη−mv(t),t>−n,v(−n)=Mη, |
where
Proposition 2. Let
|u(x+η,t)−u(x,t)|≤M′η, |
and
|∂u(x+η,t)∂t−∂u(x,t)∂t|≤M"η |
for
The proof is similar to that of Proposition 3.1 in [23] by virtue of the fact
As for the uniqueness, since it is easy to see
In this section, we are going to show the entire solution established in previous section converges to a shift of
ω<min{|f′1(0)|4,|f′2(0)|4,|f′1(1)|4,|f′2(1)|4}, |
there hold
ϕ1(x),ϕ2(x)≤σ2forx≤−Xandϕ1(x),ϕ2(x)≥1−σ2forx≥X, |
besides,
f′1(s),f′2(s)≤−ωfors∈[0,σ]∪[1−σ,1]. |
Theorem 4.1. Let assumptions
u(x,t)−ϕ1(x+c1t)→0ast→−∞uniformly inx∈R. | (8) |
Then
u(x,t)−ϕ2(x+c2t+β)→0ast→+∞uniformly inx∈R |
for some
Lemma 4.2. Suppose assumptions
u(x,t)≥max{ϕ2(x+c2t−β−)−δ−e−ωt,0} |
for
Proof of Lemma 4.2. In fact, it follows from 8 that there exists
|u(x,t−)−ϕ1(x+c1t−)|≤ϵ−2 |
for any
˜u(x,t)=u(x,t+t−)andu_(x,t)=max{ϕ2(ξ−(x,t))−Cve−ωt,0}, |
where
ξ−(x,t)=x+c2(t+t−)−β0+Cve−ωt−Cvfort≥0,x∈R. |
We first show
ϕ1(x+c1t−)≥1−ϵ−2andϕ2(x+c2t−)≥1−ϵ−2forx≥x1. |
As
1−ϵ−2≤u(x,t)≤1and1−ϵ−2≤ϕi≤1,i=1,2 |
for
|ϕi−u(x,t)|≤ϵ−,i=1,2fort≥t−,x≥x1. |
Meanwhile, there exists
0<ϕi(x+cit−)≤ϵ−2,i=1,2forx≤x2. |
Particularly, there holds
|u(x,t−)−ϕ2(x+c2t−)|≤ϵ−forx∈R∖(x1,x2). |
In addition,
ϕ2(x+c2t–β0)≤u(x,t−)forx∈[x1,x2]. |
From all the discussion above we obtain
Lu_(x,t)=u_t(x,t)−(J∗u_(x,t)−u_(x,t))−f(x,u_)≤0fort≥0,x∈R. |
In fact, we only need to consider
Lu_(x,t)=(c2−Cvωe−ωt)ϕ′2(ξ−(x,t))+Cvωe−ωt−∫RJ(x−y)ϕ2(ξ−(y,t))dy+ϕ2(ξ−(x,t))−f(x,u_(x,t))≤−Cvωe−ωtϕ′2(ξ−(x,t))+f2(ϕ2(ξ−(x,t)))−f2(ϕ2(ξ−(x,t))−Cve−ωt)+Cvωe−ωt. |
In the following, we continue the proof in three cases.
Case
ϕ2(ξ−)−Cve−ωt≤ϕ2(ξ−)≤σ. |
Then, by
Lu_(x,t)≤(f′2(0)+2ω)Cve−ωt≤0. |
Case
1−σ≤1−σ2−Cv≤ϕ2(ξ−)−Cve−ωt≤ϕ2(ξ−)<1. |
Then, since
Lu_(x,t)≤(f′2(1)+2ω)Cve−ωt≤0. |
Case
Lu_(x,t)≤−τ0Cvωe−ωt+‖f′2‖∞Cve−ωt+Cvωe−ωt≤(‖f′2‖∞Cv++Cvω−τ0Cvω)e−ωt. |
Choose
Similarly, we can prove the following lemma.
Lemma 4.3. Under the assumptions of Lemma 4.2, there exist
min{ϕ1(x+c1t+β+)+C+e−ωt,1}≥u(x,t) |
for
Now we are in a position to establish an important lemma.
Lemma 4.4. Under the assumptions of Lemma 4.2, there exist
min{ϕ2(x+c2t+β)+Ce−ωt,1}≥u(x,t) |
for
Proof of Lemma 4.4. Define
ξ+(x,t)=x+c2(t+T)+β++V(t),V(t)=KV∫t0v(s)ds, |
and
v(t)=(ϵ1+C3)e−ωt−C3e−λ1c2t |
for
\begin{equation*} c_2\lambda^1 = \int_{\mathbb{R}}J(x-y)e^{-\lambda^1y}dy-1+f'_2(1). \end{equation*} |
Then
\begin{equation*} v(0) = \epsilon_1,\; 0 < v(t) < \frac{\sigma}{2}\; \text{for}\; t\geq0 \end{equation*} |
and
\begin{equation*} \dot{v}(t) = -\omega v(t)-(w-\lambda^1c_2)C_3e^{\lambda^1c_2t}\; \text{for}\; t\geq0. \end{equation*} |
Now we intend to show
\begin{equation*} |f_1(s)-f_2(s)|\leq C_0|1-s|\; \text{for}\; s\in[0,1]. \end{equation*} |
Since
\begin{equation*} \phi_1(x+c_1T+\beta_+) < \frac{\epsilon_1}{2}\; \text{and}\; \phi_2(x+c_2T) < \epsilon_1\; \text{for}\; x < x_3 \end{equation*} |
as well as
\begin{equation*} \phi_2(x+c_2T-\beta_-)\geq1-\epsilon_1\; \text{and}\; \phi_2(x+c_2T)\geq1-\epsilon_1 \end{equation*} |
for
\begin{equation*} \max\{C_+,\delta_-\}e^{-\omega T} < \frac{\epsilon_1}{2}\; \text{and}\; X-c_2T\leq-x_0. \end{equation*} |
Therefore, it is obvious that
\begin{equation*} u(x,T)\leq\min\{\phi_2(x+c_2T)+\epsilon_1,1\}\leq\overline{u}(x,0)\; \text{for}\; x\in\mathbb{R} \setminus(x_3,x_4). \end{equation*} |
Furthermore, since
\begin{equation*} \phi_2(x+c_2T+\beta^+)\geq u(x,T)\; \text{for}\; x\in[x_3,x_4]. \end{equation*} |
This yields that
In the following, we are going to prove
\begin{equation*} \mathcal{L}\overline{u}(x,t) = \overline{u}_t(x,t)-(J*\overline{u}(x,t)-\overline{u}(x,t)) -f(x,\overline{u})\geq0\; \text{for}\; t\geq0,\; x\in\mathbb{R}. \end{equation*} |
Here we only need to consider
\begin{equation*} \begin{split} &\mathcal{L}\overline{u}(x,t)\\ = &\dot{\xi}_+(x,t)\phi'_2(\xi_+(x,t))+\dot{v}(t) -\int_{\mathbb{R}}J(x-y)\phi_2(\xi_+(y,t))dy\\ &+\phi_2(\xi_+(x,t))-f(x,\phi_2(\xi_+(x,t))+v(t)) \end{split} \end{equation*} |
\begin{equation*} \begin{split} = &\dot{V}(t)\phi'_2(\xi_+(x,t))+\dot{v}(t)+f_2(\phi_2(\xi_+(x,t)))-f(x,\phi_2(\xi_+(x,t))+v(t))\\ \geq&\left\{\begin{split} &\dot{V}(t)\phi'_2(\xi_+(x,t))+\dot{v}(t)+f_2(\phi_2(\xi_+(x,t)))-f_2(\phi_2(\xi_+(x,t))+v(t)) \; \text{for}\; x < -L,\\ &\dot{V}(t)\phi'_2(\xi_+(x,t))+\dot{v}(t)+f_2(\phi_2(\xi_+(x,t)))-f_1(\phi_2(\xi_+(x,t))+v(t)) \; \text{for}\; x\geq-L.\\ \end{split}\right. \end{split} \end{equation*} |
We continue to prove
Case 1. If
\begin{equation*} \begin{split} \mathcal{L}\overline{u}(x,t)\geq&\dot{V}(t)\phi'_2(\xi_+(x,t))+\dot{v}(t) +f_1(\phi_2(\xi_+(x,t)))\\ &-f_1(\phi_2(\xi_+(x,t))+v(t))-C_0|1-\phi_2(\xi_+(x,t))|\\ \geq&\dot{V}(t)\phi'_2(\xi_+(x,t))+\dot{v}(t)-(f'_1(1)+\omega)\dot{v}(t) -C^2C_0e^{-\lambda^1(x+c_2(t+T)+\beta^++V(t))}\\ \geq&\dot{V}(t)\phi'_2(\xi_+(x,t))+\dot{v}(t)-(f'_1(1)+\omega)\dot{v}(t) -C^2C_0e^{-\lambda^1c_2t}e^{\lambda^1(L-c_2T)}. \end{split} \end{equation*} |
Particularly, choose
\begin{equation*} \dot{v}(t) = -\omega v(t)+C^2C_0e^{-\lambda^1c_2t}e^{\lambda^1(L-c_2T)}, \end{equation*} |
which means
\begin{equation*} C_3 = \frac{C^2C_0e^{\lambda^1(L-c_2T)}}{\lambda^1c_2-\omega}. \end{equation*} |
As a consequence,
\begin{equation*} \mathcal{L}\overline{u}(x,t)\geq-(f'_1(1)+2\omega)v(t)\geq0. \end{equation*} |
In addition, if
\begin{equation*} \begin{split} \mathcal{L}\overline{u}(x,t)\geq&-\omega v(t)-(w-\lambda^1c_2)C_3e^{\lambda^1c_2t}-(f'_2(1)+\omega)v(t)\\ \geq&-(f'_2(1)+2\omega)v(t)\\ \geq&0. \end{split} \end{equation*} |
Case 2. If
Case 3. For
\begin{equation*} \begin{split} \mathcal{L}\overline{u}(x,t)\geq&\dot{V}(t)\phi'_2(\xi_+(x,t))+\dot{v}(t)-\|f'_2\|_{\infty}v(t)\\ \geq&\dot{V}(t)\tau_0\dot{V}(t)-\omega v(t)-\|f'_2\|_{\infty}v(t)\\ \geq&(K_V\tau_0-\omega-\|f'_2\|_{\infty})v(t), \end{split} \end{equation*} |
where
\begin{equation*} K_V\geq\frac{\omega+\|f'_2\|_{\infty}}{\tau_0} \end{equation*} |
that
Now we are ready to show that the entire solution converges to a shift of
\begin{equation*} \min\limits_{x\in[-n,n]}\{u_1(x,1)-u_2(x,1)\}\geq\zeta(n)\int_0^1[u_1(y,0)-u_2(y,0)]dy \; \text{for}\; m\geq1. \end{equation*} |
In fact, it follows from the comparison principle that
\begin{equation*} \begin{split} \breve{w}_t(x,t)\geq&K\breve{w}(x,t)+J*\breve{w}(x,t)-\breve{w}(x,t)+f(x,u(x,t))-f(x,v(x,t))\\ \geq&J*\breve{w}(x,t)+[K-(1+\max\limits_{s\in[-1,2]}|f_s(x,s)|)]\breve{w}(x,t)\\ \geq&J*\breve{w}(x,t), \end{split} \end{equation*} |
which implies that
\begin{equation*} \breve{w}(x,T)\geq\left(\frac{T}{N_0}\right)^NJ*\breve{w}(x,0)\geq\left(\frac{T}{N_0}\right)^N c(M)\int_0^1\breve{w}(y,0)dy, \end{equation*} |
where
\begin{equation*} c(M) = \min\limits_{x\in[-M-1,M+1]}J(x) > 0. \end{equation*} |
Thus, there exists a positive function
\begin{equation*} u(x,t)-v(x,t)\geq\eta(|x|,t)\int_0^1[u(y,0)-v(y,0)]dy\; \text{for}\; x\in\mathbb{R},t > 0, \end{equation*} |
which implies the assumption (A) holds.
Now, we start to prove the following lemma, which plays an important role in the proof of Theorem 4.1.
Lemma 4.5. Suppose that assumptions
\begin{equation} \phi_2(x+c_2\tau+\xi)-\delta\leq u(x,t)\leq\phi_2(x+c_2\tau+\xi+h)+\delta\; \mathit{\text{for}}\; x\in\mathbb{R}, \end{equation} | (9) |
then for every
\begin{align*} &\tilde{\xi}(t)\in\left[\xi-\delta\frac{\gamma}{C_m},\xi+h+\delta\frac{\gamma}{C_m}\right],\\ &\tilde{\delta}(t)\leq e^{-\omega(t-\tau-1)}\left[\delta+\epsilon_0 \min\{h,1\}\right],\\ &\tilde{h}(t)\leq\tau h-\frac{\gamma\epsilon_0}{C_m}\min\{h,1\}+2\delta\frac{\gamma}{C_m} \end{align*} |
such that 9 holds with
Proof of Lemma 4.5. In view of Lemmas 4.2 and 4.4, it is easy to see that
\begin{equation*} \phi_2(x+c_2t-\beta_-)-\delta_-e^{-\omega t}\leq u(x,t)\leq \phi_2(x+c_2t+\beta)+Ce^{-\omega t}. \end{equation*} |
Furthermore, as in the proofs of Lemmas 4.2 and 4.4,
\begin{equation*} \phi_2\left(x+c_2t-\beta^0+C^ve^{-\omega t}-C^v\right)-\delta_-e^{-\omega t}\leq u(x,t) \end{equation*} |
and
\begin{equation*} \phi_2\left(x+c_2t+\beta^++\frac{K_V}{\omega}-\frac{K_V}{\omega}e^{-\omega t}\right)+Ce^{-\omega t}\geq u(x,t). \end{equation*} |
Denote
\begin{equation*} \kappa = \max\{-\beta^0-\gamma\}, \; h = \beta^++\frac{K_V}{\omega}-\kappa. \end{equation*} |
In addition, by the definition of
\begin{equation*} \phi_2\left(x+c_2t+\gamma e^{-\omega t}\right)-C_me^{-\omega t}\leq\check{u}(x,t) \leq \phi_2\left(x+c_2t+h+\gamma e^{-\omega t}\right)+C_me^{-\omega t}. \end{equation*} |
Let
\begin{equation*} \int_0^1\left[\phi_2(y+\overline{h})-\phi_2(y)\right]dy\geq2\vartheta_0\overline{h}. \end{equation*} |
Therefore, at least one of the following two inequalities is true
\begin{equation*} \text{(i)}\; \int_0^1[\check{u}(y,0)-\phi_2(y)]dy\geq\vartheta_0\overline{h},\qquad\qquad \; \; \text{(ii)}\; \int_0^1[\phi_2(y+\overline{h})-\check{u}(y,0)]dy\geq\vartheta_0\overline{h}. \end{equation*} |
Next, we consider the case (i) since the case (ii) is similar. According to the assumption (A), for
\begin{equation*} \check{u}(x,1)-\left[\phi_2\left(x+\gamma e^{-\omega}\right)-C_me^{-\omega}\right]\geq\zeta\int_0^1[\check{u}(y,0)-(\phi_2(y)-C_m)]dy \geq\zeta\vartheta_0\overline{h}. \end{equation*} |
Now define
\begin{equation*} \epsilon_0 = \min\left\{\frac{\sigma}{2},\frac{\gamma}{2C_m},\min\limits_{x\in[-M-c_2-\gamma,M+c_2+\gamma]} \frac{\zeta\vartheta_0\gamma}{2C_m\phi'_2(x)}\right\}. \end{equation*} |
Accordingly, there exists
\begin{equation*} \begin{split} \phi_2\left(x+\gamma e^{-\omega}+2\epsilon_0\overline{h}\frac{\gamma}{C_m}\right)- \phi_2\left(x+\gamma e^{-\omega}\right) = &\phi'_2\left(x+\gamma e^{-\omega}+2\epsilon_0\overline{h}\tilde{\theta}\frac{\gamma} {C_m}\right)2\epsilon_0\overline{h}\frac{\gamma}{C_m}\\ \leq&\zeta\vartheta_0\overline{h} \end{split} \end{equation*} |
for all
\begin{equation*} \check{u}(x,1)\geq\phi_2\left(x+\gamma e^{-\omega}+2\epsilon_0\overline{h}\frac{\gamma}{C_m}\right)-C_me^{-\omega} \end{equation*} |
for
For
\begin{equation*} \phi_2\left(x+\gamma e^{-\omega}\right)\geq\phi_2\left(x+\gamma e^{-\omega}+2\epsilon_0\overline{h}\frac{\gamma}{C_m}\right)-\epsilon_0\overline{h}. \end{equation*} |
Then, it follows that
\begin{equation*} u(x,1)\geq\phi_2\left(x+\kappa+\gamma e^{-\omega}+2\epsilon_0\overline{h}\frac{\gamma}{C_m}\right)-\epsilon_0\overline{h}-C_me^{-\omega} \; \text{for}\; x\in\mathbb{R}. \end{equation*} |
Note that
\begin{equation*} \begin{split} u(x,1+t')\geq&\phi_2\left(x+c_2t+\kappa+\gamma e^{-\omega}+2\epsilon_0\overline{h}\frac{\gamma}{C_m}+\gamma e^{-\omega t'}\right)-pe^{-\omega t'}\\ \geq&\phi_2\left(x+c_2(t'+1)+\kappa+\epsilon_0\overline{h}\frac{\gamma}{C_m}-\frac{\delta \gamma}{C_m}\right)-(\delta+\epsilon_0\overline{h})e^{-\omega t'}. \end{split} \end{equation*} |
Thus we finish the proof by setting
\begin{align*} &t = 1+t',\; \tilde{\xi}(t) = \frac{\gamma\epsilon_0\overline{h}}{C_m} ,\; \tilde{\delta} = (\delta+\epsilon_0\overline{h})e^{-\omega (t-1)}\\ &\tilde{h} = \left[h+\delta\frac{\gamma}{C_m}e^{-\omega t}\right]-\tilde{\xi}(t) = h-\frac{\epsilon_0\gamma}{C_m}\overline{h}+\delta\frac{\gamma}{C_m}\left[2-e^{-\omega t}\right]. \end{align*} |
Now we shall prove Theorem 4.1.
Proof of Theorem 4.1. We shall divide the proof in three steps.
Step 1. Following from Lemmas 4.2 and 4.4, there exist
\begin{equation} \phi_2(x+c_2T^*-M^*)-C_m\leq u(x,T^*)\leq\phi_2(x+c_2T^*+M^*)+C_m\; \text{for}\; x\in\mathbb{R}. \end{equation} | (10) |
Here,
\begin{equation*} \epsilon^* = \min\left\{\frac{\sigma}{2},\frac{\epsilon_0}{4}\right\}\; \text{and} \; k_0 = \epsilon_0\frac{\gamma}{C_m}-2\epsilon^*\frac{\gamma}{C_m}\geq\frac{\gamma\epsilon_0}{2C_m} > 0. \end{equation*} |
Meanwhile, fix
\begin{equation*} e^{-\omega(t^*-1)}\left[1+\frac{\epsilon_0}{\epsilon^*}\right]\leq1-k^*. \end{equation*} |
Then, replace
By 10, applying Lemma 4.5 with
\begin{equation*} \hat{\delta}(T_0+t^*)\leq[\epsilon^*+\epsilon_0]e^{-\omega t^*}\leq\epsilon^*\; \text{and}\; \hat{h}(T_0+t^*)\leq h_0-\frac{\gamma}{C_m}\epsilon_0+2\epsilon^*\frac{\gamma}{C_m}\leq h_0-k^*. \end{equation*} |
Repeat the same process, it yields that 9 holds for
Step 2. In this step, we use a mathematical induction to show that for every nonnegative integer
\begin{equation*} \tau = T^k: = T_1+kt^*,\; \delta = \delta^k: = (1-k^*)^k\epsilon^*,\; h = h^k: = (1-k^*)^k. \end{equation*} |
It is obvious that the assertion holds for
\begin{align*} &\hat{\xi}\in\left[\xi^l-\delta^l\frac{\gamma}{C_m},\xi^l+\delta^l\frac{\gamma}{C_m}\right],\\ &\hat{\delta}\leq\left(\delta^l+\epsilon_0h^l\right) = [1-k^*]^l\epsilon^*\left(1 +\frac{\epsilon_0}{\epsilon^*}\right) e^{-\omega(t^*-1)}\leq(1-k^*)^{l+1}\epsilon^*,\\ &\hat{h}\leq h^l-h^l\epsilon_0\frac{\gamma}{C_m}+2\delta^l\frac{\gamma}{C_m} = [1-k^*]^l\left[1-\epsilon_0\frac{\gamma}{C_m}+2\epsilon^*\frac{\gamma}{C_m}\right] = [1-k^*]^{l+1} \end{align*} |
by the definition of
Step 3. So far, we have known that 9 holds for
Now we define
\begin{equation*} \delta(t) = \delta^k, \; \xi(t) = \xi^k-\delta^k\frac{\gamma}{C_m},\; h(t) = h^k+2\delta^k\frac{\gamma}{C_m} \end{equation*} |
for
\begin{equation*} \phi_2(x+c_2t+\xi(t))-\delta(t)\leq u(x,t)\leq\phi_2(x+c_2t+\xi(t+h(t))+\delta(t)\; \text{for}\; t\geq T_1,\; x\in\mathbb{R}. \end{equation*} |
It follows from the definition of
\begin{align*} &\delta(t) = \delta^k = [1-k^*]^k\epsilon^*\leq\epsilon^*\exp{\left[\left(\frac{t-T_1}{t^*}-1\right)\ln(1-k^*)\right]} \; \text{for}\; t\geq T_1,\\ &h(t) = h^k+2\delta^k\frac{\gamma}{C_m}\leq\left[1+2\epsilon^*\frac{\gamma}{C_m}\right] \exp{\left[\left(\frac{t-T_1}{t^*}-1\right)\ln(1-k^*)\right]} \; \text{for}\; t\geq T_1. \end{align*} |
Moreover, since for any
\begin{equation*} \xi(t)\in\left[\xi(\tau)-\delta(\tau)\frac{\gamma}{C_m},\xi(\tau)+h(\tau) +\delta(\tau)\frac{\gamma}{C_m}\right], \end{equation*} |
there holds
\begin{equation*} |\xi(t)-\xi(\tau)|\leq h(\tau)+2\delta(\tau)\frac{\gamma}{C_m}, \end{equation*} |
which implies that
\begin{equation*} |\xi(\infty)-\xi(\tau)|\leq h(\tau)+2\delta(\tau)\frac{\gamma}{C_m}\leq\left[1+4\epsilon^*2\delta(\tau) \frac{\gamma}{C_m}\right]e^{\left[\left(\frac{t-T_1}{t^*}-1\right)\ln(1-k^*)\right]} \; \text{for}\; t\geq T_1. \end{equation*} |
Therefore, we have that
\begin{equation*} |u(x,t)-\phi_2(x+c_2t+\xi(\infty))|\rightarrow0\; \text{as}\; t\rightarrow+\infty. \end{equation*} |
Furthermore, the convergence is exponential. Then we complete the proof.
We investigate the Lyapunov stability of the entire solution obtained in Theorem 1.1 in this section. That is, the aim here is to prove Theorem 1.2. The following lemma plays an important role in proving Theorem 1.2.
Lemma 5.1. Let
u_t(x,t)\geq K_\varphi\; \mathit{\text{for any}}\; t\geq T_\varphi\; \mathit{\text{and}}\; x\in\Omega_{\varphi}(t), |
where
\Omega_{\varphi}(t) = \left\{x\in\mathbb{R}:\; \varphi\leq u(x,t)\leq1-\varphi\right\}. |
Proof of Lemma 5.1. It is easy to choose
\begin{equation*} \Omega_{\varphi}(t)\subset\left\{x\in\mathbb{R}:\; |x+c_2t|\leq M_\varphi\right\}\subset\{x\in\mathbb{R}:\; x\leq-1\}. \end{equation*} |
Now suppose there exist sequences
\begin{equation*} u_t(t_k,x^k)\rightarrow0\; \text{as}\; k\rightarrow+\infty. \end{equation*} |
Here only two cases happen,
For the former case, denote
\begin{equation*} u_k(x,t) = u(x+x^k,t+t_k). \end{equation*} |
By Proposition 2,
\begin{equation*} u_k\rightarrow u_*\; \text{as}\; k\rightarrow+\infty \end{equation*} |
for some function
\begin{equation*} \frac{\partial u_*(x,t)}{\partial t}\equiv0\; \text{for}\; t\geq0. \end{equation*} |
However, this is impossible because by Theorem 4.1
\begin{equation*} u_*(x,t) = \phi_2(x+c_2t+\beta+a)\; \text{for some}\; a\in[-M_\eta,M_\eta]. \end{equation*} |
For the second case,
\begin{equation*} u_k(x,t): = u(x+x^k,t). \end{equation*} |
Then, each
\begin{equation*} u_k\rightarrow u^*\; \text{as}\; k\rightarrow+\infty \end{equation*} |
for some function
\begin{equation*} u^*(x,t)-\phi_2(x+\beta+x^*+c_2t)\rightarrow0\; \text{as}\; t\rightarrow+\infty. \end{equation*} |
This ends the proof.
Proof of Theorem 1.2. We first define a pair of sub- and super-solutions as follows.
\begin{equation*} U^{\pm}(x,t) = u(x+a,t+t_0\pm\tilde{\delta}\varpi(1-e^{-\omega t}))\pm\varpi e^{-\omega t}, \end{equation*} |
where
\begin{equation} U^-(x,t)\leq v(x,t)\leq U^+(x,t)\; \text{for}\; x\in\mathbb{R},\; t\geq0. \end{equation} | (11) |
In view of that for all
\begin{equation} \sup\limits_{x\in\mathbb{R},\; t\in\mathbb{R}}|u(x,t)-u(x,t+\tau)| \leq\sup\limits_{x\in\mathbb{R},\; t\in\mathbb{R}}|u_t(x,t)|\varpi\leq\frac{\epsilon}{2}. \end{equation} | (12) |
It then follows from 11 and 12 that
\begin{equation*} |v(x,t,v_0)-u(x+a,t+t_0)| < \epsilon \end{equation*} |
for
Now we prove the claim. We show
\begin{equation*} \begin{split} \mathcal{L}U^+(x,t) = &U_t^+(x,t)-(J*U^+(x,t)-U^+(x,t))-f(x,U^+)\\ = &\tilde{\delta}\varpi\omega e^{-\omega t}-\varpi\omega e^{-\omega t}+f(x,u)-f(x,U^+)\\ \geq&0. \end{split} \end{equation*} |
We go further to show
Case 1. For any
\begin{equation*} \begin{split} \mathcal{L}U^+(x,t)\geq&-\min\left\{\frac{|f_u(x,0)|}{2},\frac{|(f_u(x,1)|}{2}\right\}\varpi e^{-\omega t}-\omega\varpi e^{-\omega t}\\ \geq&\varpi e^{-\omega t}(2\omega-\omega)\\ \geq&0. \end{split} \end{equation*} |
Case 2. For
\begin{equation*} \begin{split} \mathcal{L}U^+(x,t)\geq&\tilde{\delta}\varpi\omega K_\sigma e^{-\omega t}-\varpi\omega e^{-\omega t}-\|f_u(x,u)\|_\infty\varpi e^{-\omega t}\\ \geq&\varpi e^{-\omega t}\left(\tilde{\delta}\omega K_\sigma-\omega-\|f_u(x,u))\|_\infty\right). \end{split} \end{equation*} |
Let
\begin{equation*} \tilde{\delta}\geq\frac{\omega K_\sigma}{\omega+\|f_u(x,u)\|_\infty}. \end{equation*} |
Thus, we have
Remark 1. In this paper, we have considered the existence, uniqueness, asymptotic behavior and Lyapunov stability of entire solutions of the nonlocal dispersal equation 1 under the assumption
Remark 2. The method used here can be also applied to consider the bistable lattice differential equations with
\begin{equation} \dot{u}_i(t) = u_{i+1}(t)+u_{i-1}(t)-2u_i(t)+f_i(u_i(t)),\; i\in\mathbb{Z},\; t\in\mathbb{R}. \end{equation} | (13) |
The existence, uniqueness, asymptotic behavior and the Lyapunov stability of entire solutions to 13 can be similarly obtained.
While for bistable random diffusion equations with
\begin{equation*} u_t = u_{xx}+f(x,u),\; x\in\mathbb{R},\; t\in\mathbb{R}, \end{equation*} |
the construction of the entire solution behaving as the traveling wave pertaining to
[1] | Acharya VV, Brownlees C, Engle R, et al. (2010) Measuring Systemic Risk, In Regulating Wall Street: The Dodd-Frank Act and the New Architecture of Global Finance, New York: John Wiley & Sons, 87–120. |
[2] |
Acharya VV, Engle R, Richardson M (2012) Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks. Am Econ Rev 102: 59–64. doi: 10.1257/aer.102.3.59
![]() |
[3] |
Adrian T, Brunnermeier MK (2016) CoVaR. Am Econ Rev 106: 1705–1741. doi: 10.1257/aer.20120555
![]() |
[4] |
Baranoff EG, Sager TW (2002) The Relations among Asset Risk, Product Risk, and Capital in the Life Insurance Industry. J Bank Financ 26: 1181–1197. doi: 10.1016/S0378-4266(01)00166-2
![]() |
[5] |
Baranoff EG, Sager TW (2003) The Interrelationship among Organizational and Distribution Forms and Capital and Asset Risk Structures in the Life Insurance Industry. J Risk Insur 70: 375–400. doi: 10.1111/1539-6975.t01-1-00057
![]() |
[6] |
Baranoff EG, Sager TW, Papadopoulos S (2007) Capital and Risk Revisited: A Structural Equation Model Approach for Life Insurers. J Risk Insur 74: 653–681. doi: 10.1111/j.1539-6975.2007.00229.x
![]() |
[7] | Baranoff EG (2013) An Analysis of the AIG Case–Understanding Systemic Risk and its Relation to Insurance. J Insur Regul 31: 243. |
[8] | Baranoff EG, Sager TW, Shi B (2013) Capital and Risk Interrelationships in the Life and Health Insurance Industries: Theories and Applications. Handb Insur, 889–915. |
[9] | Baranoff EG, Sager TW, Shi B (2016) The Risk of Variable Annuity Guarantees and Life Insurer Capital. Asia-Pac J Risk Insur 10: 155–192. |
[10] | Benoit SG, Hurlin CC, Pérignon C (2013) A Theoretical and Empirical Comparison of Systemic Risk Measures. Working Paper, University of Orléans, Orléans, France. |
[11] |
Bernal O, Gnabo JY, Guilmin G (2014) Assessing the Contribution of Banks, Insurance and Other Financial Services to Systemic Risk. J Bank Financ 47: 270–287. doi: 10.1016/j.jbankfin.2014.05.030
![]() |
[12] |
Bierth C, Irresberger F, Weiß GN (2015) Systemic Risk of Insurers Around the Globe. J Bank Financ 55: 232–245. doi: 10.1016/j.jbankfin.2015.02.014
![]() |
[13] |
Billio M, Getmansky M, Lo AW, et al. (2012) Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors. J Financ Econ 104: 535–559. doi: 10.1016/j.jfineco.2011.12.010
![]() |
[14] | Bisias D, Flood M, Lo AW (2012) A Survey of Systemic Risk Analytics. Working Paper, MIT Operations Research Center. |
[15] |
Black L, Correa R, Huang X, et al. (2016) The Systemic Risk of European Banks During the Financial and Sovereign Debt Crises. J Bank Financ 63: 107–125. doi: 10.1016/j.jbankfin.2015.09.007
![]() |
[16] |
Chen CY, Härdle WK, Okhrin Y (2019) Tail Event Driven Network of SIFIs. J Econom 208: 282–298. doi: 10.1016/j.jeconom.2018.09.016
![]() |
[17] |
Chen H, Cummins JD, Viswanathan KS (2014) Systemic Risk and the Interconnectedness between Banks and Insurers: An Econometric Analysis. J Risk Insur 81: 623–652. doi: 10.1111/j.1539-6975.2012.01503.x
![]() |
[18] |
Colquitt LL, Hoyt RE (1997) Determinants of Corporate Hedging Behavior: Evidence from the Life Insurance Industry. J Risk Insur 64: 649–671. doi: 10.2307/253890
![]() |
[19] |
Cummins JD, Phillip RD, Smith SD (2001) Derivatives and Corporate Risk Management Participation and Volume Decisions in the Insurance Industry. J Risk Insur 68: 51–90. doi: 10.2307/2678132
![]() |
[20] |
Cummins JD, Weiss MA (2014) Systemic Risk and the U.S. Insurance Sector. J Risk Insur 81: 489–527. doi: 10.1111/jori.12039
![]() |
[21] | Eling M, Pankoke DA (2016) Systemic Risk in the Insurance Sector: A Review and Directions for Future Research. Risk Manag Insur Rev 19: 249–284. |
[22] | Geneva Association (2011) Variable Annuities with Guarantees and Use of Hedging. Available from: http://www.genevaassociation.org/PDF/Insurance_And_Finance/GA2011–I&FSC10.pdf. |
[23] |
Glasserman P, Young HP (2015) How Likely is Contagion in Financial Networks? J Bank Financ 50: 383–399. doi: 10.1016/j.jbankfin.2014.02.006
![]() |
[24] |
Gouriéroux C, Héam JC, Monfort A (2012) Bilateral Exposures and Systemic Solvency Risk. Can J Econ 45: 1273–1309. doi: 10.1111/j.1540-5982.2012.01750.x
![]() |
[25] |
Härdle WK, Wanga W, Yu L (2016) TENET: Tail-Event driven NETwork risk. J Econ 192: 499–513. doi: 10.1016/j.jeconom.2016.02.013
![]() |
[26] |
Harrington SE (2009) The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation. J Risk Insur 76: 785–819. doi: 10.1111/j.1539-6975.2009.01330.x
![]() |
[27] | Harrington SE (2013) The Dodd-Frank Act, Solvency II, and U.S. Insurance Regulation. J Financ Perspect 1: 1–12. |
[28] |
Hoyt RE (1989) Use of Financial Futures by Life Insurers. J Risk Insur 56: 740–748. doi: 10.2307/253457
![]() |
[29] | Kessler D (2013) Why Re (insurance) Is Not Systemic. J Risk Insur 81: 477–488. |
[30] |
Park SC, Xie X (2014) Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property-Casualty Insurers. J Risk Insur 81: 587–622. doi: 10.1111/jori.12045
![]() |
[31] |
Pourkhanali A, Kim J, Tafakori L, et al. (2016) Measuring Systemic Risk Using Vine-Copula. Econom Model 53: 63–74. doi: 10.1016/j.econmod.2015.11.010
![]() |
[32] | Rauch J, Weiss MA, Wende S (2015) Default Risk and Contagion in the US Financial Sector: An Empirical Analysis of the Commercial and Investment Banking, and Insurance Sectors. Working Paper, University of Cologne, Cologne. |
[33] | Weekly Special Report of the NAIC's Capital Markets Bureau (2010) Available from: http://www.naic.org/capital_markets_archive/110610.htm. |