Despite its usefulness, the Kalman-Bucy filter is not perfect. One of its weaknesses is that it needs a Gaussian assumption on the initial data. Recently Yau and Yau introduced a new direct method to solve the estimation problem for linear filtering with non-Gaussian initial data. They factored the problem into two parts: (1) the on-line solution of a finite system of ordinary differential equations (ODEs), and (2) the off-line calculation of the Kolmogorov equation. Here we derive an explicit closed-form solution of the Kolmogorov equation. We also give some properties and conduct a numerical study of the solution.

In this paper, we provide existence and estimates of the equation du A v^du i= i

This work is intended as both an introductory text and a reference book for those interested in studying several complex variables in the context of partial differential equations. Significant progress has been made in the study of Cauchy-Riemann and tangential Cauchy-Riemann operators; this progress greatly influenced the development of PDEs and several complex variables.

This work is devoted to study the global behavior of viscous flows contained in a symmetric domain with complete slip boundary. In such scenario the boundary no longer provides friction and therefore the perturbation of angular velocity lacks decaying structure. In fact, we show the existence of uniformly rotating solutions as steady states for the compressible Navier-Stokes equations. By manipulating the conservation law of angular momentum, we establish a suitable Korn's type inequality to control the perturbation and show the asymptotic stability of the uniformly rotating solutions with small angular velocity. In particular, the initial perturbation which preserves the angular momentum would decay exponentially in time and the solution to the Navier-Stokes equations converges to the steady state as time grows up.

In this paper we establish the local-in-time existence and uniqueness of strong solutions to the free boundary problem of the full compressible Navier-Stokes equations in three-dimensional space. The vanishing density and temperature condition is imposed on the free boundary, which captures the motions of the non-isentropic viscous gas surrounded by vacuum with bounded entropy. We also assume some proper decay rates of the density towards the boundary and singularities of derivatives of the temperature across the boundary on the initial data, which coincides with the physical vacuum condition for the isentropic flows. This extends the previous result of Liu [arXiv: 1612.07936] by removing the spherically symmetric assumption and considering more general initial density and temperature profiles.

In this work, we study the stability of the expanding configurations for radiation gaseous stars. Such expanding configurations exist for the isentropic model and the thermodynamic model. In particular, we focus on the effect of the monatomic gas viscosity tensor on the expanding configurations. With respect to small perturbation, it is shown the self-similarly expanding homogeneous solutions of the isentropic model is unstable, while the linearly expanding homogeneous solutions of the isentropic model and the thermodynamic model are stable. This is an extensive study of the result in arXiv: 1605.08083 by Hadzic and Jang.

This work is devoted to establishing the local-in-time well-posedness of strong solutions to the three-dimensional compressible primitive equations of atmospheric dynamics. It is shown that strong solutions exist, unique, and depend continuously on the initial data, for a short time in two cases: with gravity but without vacuum, and with vacuum but without gravity. We also introduce the free boundary problem for the compressible primitive equations.

We introduce a model concerning radiational gaseous stars and establish the existence theory of stationary solutions to the free boundary problem of hydrostatic equations describing the radiative equilibrium. We also establish in the spherically symmetric case the local well-posedness of the moving boundary problem of the corresponding Navier--Stokes--Fourier--Poisson system and construct a priori estimates of strong and classical solutions. Our results explore the vacuum behavior of density and temperature near the free boundary for the equilibrium and capture such degeneracy in the evolutionary problem.

We give a partial converse to [8, Theorem 1.3] (as a resolution of [2, Problem 8.4] for the quasiconformal Q-composition) for Q0<α<2−1(Rn≥2), and yet demonstrate that if f:R2→R2 is a homeomorphism then the boundedness of u↦u∘f on Q2−1<α<1(R2)⊂BMO(R2) yields the quasiconformality of f.

For the free surface problem of the highly subsonic heat-conducting inviscid flow in 2-D and 3-D, a priori estimates for geometric quantities of free surfaces, such as the second fundamental form and the injectivity radius of the normal exponential map, and the Sobolev norms of fluid variables are proved by investigating the coupling of the boundary geometry and the interior solutions. An interesting feature for the free surface problem studied in this paper is the loss of one more derivative than the problem of incompressible Euler equations for which a geometric approach was introduced by Christodoulou and Lindblad in [11]. Due to the loss of one more derivative and loss of symmetry of equations, the geometric approach in [11] needs to be substantially developed by exploring the interaction of large variation of temperature, heat-conduction, non-zero divergence of the fluid velocity and the evolution of free surfaces.

In this paper we prove that the second (non-trivial) Neumann eigenvalue of the Laplace operator on smooth domains of RN with prescribed measure m attains its maximum on the union of two disjoint balls of measure m/2. As a consequence, the Pólya conjecture for the Neumann eigenvalues holds for the second eigenvalue and for arbitrary domains. We moreover prove that a relaxed form of the same inequality holds in the context of non-smooth domains and densities.

In this paper we prove global regularity for the full water-wave system in three dimensions for small data, under the influence of both gravity and surface tension. This problem presents essential difficulties which were absent in all of the earlier global regularity results for other water-wave models. To construct global solutions, we use a combination of energy estimates and matching dispersive estimates. There is a significant new difficulty in proving energy estimates in our problem, namely the combination of slow pointwise decay of solutions (no better than |t|−5/6) and the presence of a large, codimension-1, set of quadratic time-resonances. To deal with such a situation, we propose here a new mechanism, which exploits a non-degeneracy property of the time-resonant hypersurfaces and some special structure of the quadratic part of the non-linearity, connected to the conserved energy of the system. The dispersive estimates rely on analysis of the Duhamel formula in the Fourier space. The main contributions come from the set of space-time resonances, which is a large set of dimension 1. To control the corresponding bilinear interactions, we use harmonic analysis techniques, such as orthogonality arguments in the Fourier space and atomic decompositions of functions. Most importantly, we construct and use a refined norm which is well adapted to the geometry of the problem.

In this paper, we initiate the study of the instability of naked singularities without symmetries. In a series of papers, Christodoulou proved that naked singularities are not stable in the context of the spherically symmetric Einstein equations coupled with a massless scalar field. We study in this paper the next simplest case: a characteristic initial value problem of this coupled system with the initial data given on two intersecting null cones, the incoming one of which is assumed to be spherically symmetric and singular at its vertex, and the outgoing one of which has no symmetries. It is shown that, arbitrarily fixing the initial scalar field, the set of the initial conformal metrics on the outgoing null cone such that the maximal future development does not have any sequences of closed trapped surfaces approaching the singularity, is of first category in the whole space in which the shear tensors are continuous. Such a set can then be viewed as exceptional, although the exceptionality is weaker than the at least 1 co-dimensionality in spherical symmetry. Almost equivalently, it is also proved that, arbitrarily fixing an incoming null cone C––ε to the future of the initial incoming null cone, the set of the initial conformal metrics such that the maximal future development has at least one closed trapped surface before C––ε, contains an open and dense subset of the whole space. Since the initial scalar field can be chosen such that the singularity is naked if the initial shear is set to be zero, we may say that the spherical naked singularities of a self-gravitating scalar field are not stable under gravitational perturbations. This in particular gives new families of non-spherically symmetric gravitational perturbations different from the original spherically symmetric scalar perturbations given by Christodoulou.

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We obtain the existence and uniqueness of solutions for a class of retarded parabolic equations with superlinear perturbations. The asymptotic behavior result is studied by using the pullback attractor framework.

By analysing the uniform attractor for multi-valued processes, we study the long-time behaviour of the solutions of a model of non-autonomous porous-medium equations. The result is obtained by using the <i>a priori</i> estimates and suitable compactness arguments.

We consider a family \{\mathcal {H}^arepsilon\} _ {arepsilon&gt; 0} of \{\mathcal {H}^arepsilon\} _ {arepsilon&gt; 0} -periodic Schrdinger operators with \{\mathcal {H}^arepsilon\} _ {arepsilon&gt; 0} -interactions supported on a lattice of closed compact surfaces; within a minimal period cell one has \{\mathcal {H}^arepsilon\} _ {arepsilon&gt; 0} surfaces. We show that in the limit when \{\mathcal {H}^arepsilon\} _ {arepsilon&gt; 0} and the interactions strengths are appropriately scaled, \{\mathcal {H}^arepsilon\} _ {arepsilon&gt; 0} has at most \{\mathcal {H}^arepsilon\} _ {arepsilon&gt; 0} gaps within finite intervals, and moreover, the limiting behavior of the first \{\mathcal {H}^arepsilon\} _ {arepsilon&gt; 0} gaps can be completely controlled through a suitable choice of those surfaces and of the interactions strengths.

In this paper, we consider the three-dimensional Schrdinger operator with a -interaction of strength &gt; 0 supported on an unbounded surface parametrized by the mapping R2x(x,f(x)), where 0, and f:R2R, f 0, is a C2-smooth, compactly supported function. The surface supporting the interaction can be viewed as a local deformation of the plane. It is known that the essential spectrum of this Schrdinger operator coincides with 142,+. We prove that for all sufficiently small &gt; 0, its discrete spectrum is non-empty and consists of a unique simple eigenvalue. Moreover, we obtain an asymptotic expansion of this eigenvalue in the limit 0+. In particular, this eigenvalue tends to 142 exponentially fast as 0+.

We consider the self-adjoint Smilansky Hamiltonian H in L2 R2) associated with the formal differential expression -x2-1/2(y2+y2)-2y(x) in the sub-critical regime, (0, 1). We demonstrate the existence of resonances for H on a countable subfamily of sheets of the underlying Riemann surface whose distance from the physical sheet is finite. On such sheets, we find resonance free regions and characterize resonances for small &gt; 0. In addition, we refine the previously known results on the bound states of H in the weak coupling regime (0+). In the proofs we use Birman-Schwinger principle for H, elements of spectral theory for Jacobi matrices, and the analytic implicit function theorem.

It is known that the maximum diameter for the rupture-risk assessment of the abdominal aortic aneurysm is a generally good method, but not sufficient. Alternative features obtained with computational modeling may provide additional useful criteria. Though computational approaches are noninvasive, they are often time-consuming because of the high computational complexity. In this paper, we present a highly parallel algorithm for the numerical simulation of unsteady blood flows in the patient-specific abdominal aorta. We model the blood flow with the unsteady incompressible Navier-Stokes equations, and solve the discretized system with a highly scalable domain decomposition method. With this approach, the complete flow field can be obtained in less than an hour, instead of days with older methods. We show experimentally that the proposed method offers accurate solutions of the pressure, the velocity and the wall shear stress, and the parallel efficiency is higher than 70% on a parallel computer with more than 1,000 processor cores.

Recently, Huang, Lutwak, Yang & Zhang discovered the duals of Federer’s curvature measures within the dual Brunn-Minkowski theory and stated the “Minkowski problem” associated with these new measures. As they showed, this dual Minkowski problem has as special cases the Aleksandrov problem (when the index is 0) and the logarithmic Minkowski problem (when the index is the dimension of the ambient space)—two problems that were never imagined to be connected in any way. Huang, Lutwak, Yang & Zhang established sufficient conditions to guarantee existence of solution to the dual Minkowski problem in the even setting. In this work, existence of solution to the even dual Minkowski problem is established under new sufficiency conditions. It was recently shown by B ̈or ̈oczky, Henk & Pollehn that these new sufficiency conditions are also necessary.

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Using the convex integration technique for the three-dimensional Navier-Stokes equations introduced by T. Buckmaster and V. Vicol, it is shown the existence of non-unique weak solutions for the 3D Navier-Stokes equations with fractional hyperviscosity $(-\Delta)^{\theta}$, whenever the exponent $\theta$ is less than J.-L. Lions' exponent $5/4$, i.e., when $\theta < 5/4$.

Adapting the convex integration technique introduced in \cite{dLSz5} and subsequently developed in \cite{IsettVicol,IsettOh16,Buckmaster2013transporting}, we construct H\"{o}lder continuous weak solutions to the three dimensional Prandtl system and some other models with vertical viscosity.

We consider admissible weak solutions to the compressible Euler system with source terms, which include rotating shallow water system and the Euler system with damping as special examples. In the case of anti-symmetric sources such as rotations, for general piecewise Lipschitz initial densities and some suitably constructed initial momentum, we obtain infinitely many global admissible weak solutions. Furthermore, we construct a class of finite-states admissible weak solutions to the Euler system with anti-symmetric sources. Under the additional smallness assumption on the initial densities, we also obtain multiple global-in-time admissible weak solutions for more general sources including damping. The basic framework are based on the convex integration method developed by De~Lellis and Sz\'{e}kelyhidi \cite{dLSz1,dLSz2} for the Euler system. One of the main ingredients of this paper is the construction of specified localized plane wave perturbations which are compatible with a given source term.