In this paper, we give a priori estimation of derivatives of solution of Duncan-Mortensen-Zakai (DMZ) equation up to 2nd order. We also prove the existence and uniqueness of weak solution for DMZ equation, which is a fundamental equation in nonlinear filtering.

In this paper, we provide rigorous justification of the hydrostatic approximation and the derivation of primitive equations as the small aspect ratio limit of the incompressible three-dimensional Navier-Stokes equations in the anisotropic horizontal viscosity regime. Setting $\varepsilon >0$ to be the small aspect ratio of the vertical to the horizontal scales of the domain, we investigate the case when the horizontal and vertical viscosities in the incompressible three-dimensional Navier-Stokes equations are of orders $O(1)$ and $O(\varepsilon^\alpha)$, respectively, with $\alpha>2$, for which the limiting system is the primitive equations with only horizontal viscosity as $\varepsilon$ tends to zero. In particular we show that for ``well prepared" initial data the solutions of the scaled incompressible three-dimensional Navier-Stokes equations converge strongly, in any finite interval of time, to the corresponding solutions of the anisotropic primitive equations with only horizontal viscosities, as $\varepsilon$ tends to zero, and that the convergence rate is of order $O\left(\varepsilon^\frac\beta2\right)$, where $\beta=\min\{\alpha-2,2\}$. Note that this result is different from the case $\alpha=2$ studied in [Li, J.; Titi, E.S.: \emph{The primitive equations as the small aspect ratio limit of the Navier-Stokes equations: Rigorous justification of the hydrostatic approximation}, J. Math. Pures Appl., \textbf{124} \rm(2019), 30--58], where the limiting system is the primitive equations with full viscosities and the convergence is globally in time and its rate of order $O\left(\varepsilon\right)$.

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As a typical example of hyperbolic conservation laws, the system of Euler equations representing the conservation of mass, momentum and energy has three basic wave patterns. They are two nonlinear waves called shock and rarefaction wave, and one linearly degenerate wave called contact discontinuity. These basic wave patterns have their counterparts both in other physical models for gas motions in equilibrium involving viscosity and heat conductivity, and gas motion in non-equilibrium. The stability of these basic wave patterns in the system of Navier-Stokes equations and the Boltzmann equation has been an active research topic. Even though the stability of the two nonlinear wave patterns has been extensively studied, the stability of the linearly degenerate contact wave was not solved until recently. In this paper, we will briefly present our recent results in [32] on the stability of the contact wave patterns for both the Navier-Stokes equations and the Boltzmann equation.

In this paper, the local well-posedness of strong solutions to the Cauchy problem of the isentropic compressible Navier-Stokes equations is proved with the initial date being allowed to have vacuum. The main contribution of this paper is that the well-posedness is established without assuming any compatibility condition on the initial data, which was widely used before in many literatures concerning the well-posedness of compressible Navier-Stokes equations in the presence of vacuum.