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.

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In this paper, we consider the initial boundary value problem in a cylindrical domain to the three dimensional primitive equations with full eddy viscosity in the momentum equations but with only horizontal eddy diffusivity in the temperature equation. Global well-posedness of $z$-weak solution is established for any such initial datum that itself and its vertical derivative belong to $L^2$. This not only extends the results in \cite{Cao5} from the spatially periodic case to general cylindrical domains but also weakens the regularity assumptions on the initial data which are required to be $H^2$ there.

It is well known that the Boltzmann equation is related to the Euler and Navier-Stokes equations in the field of gas dynamics. The relation is either for small Knudsen number, or, for dissipative waves in the time-asymptotic sense. In this paper, we show that rarefaction waves for the Boltzmann equation are time-asymptotic stable and tend to the rarefaction waves for the Euler and Navier-Stokes equations. Our main tool is the combination of techniques for viscous conservation laws and the energy method based on micro-macro decomposition of the Boltzmann equation. The expansion nature of the rarefaction waves and the suitable microscopic version of the <i>H</i>-theorem are essential elements of our analysis.