G-equations are well-known front propagation models in combustion and are HamiltonJacobi type equations with convex but non-coercive Hamiltonians. Viscous G-equations arise from numerical discretization or modeling dissipative mechanisms. Although viscosity helps to overcome non-coercivity, we prove homogenization of an inviscid G-equation based on approximate correctors and attainability of controlled flow trajectories. We verify the attainability for two-dimensional mean zero incompressible flows, and demonstrate asymptotically and numerically that viscosity reduces the homogenized Hamiltonian in cellular flows. In the case of one-dimensional compressible flows, we found an explicit formula of homogenized Hamiltonians, as well as necessary and sufficient conditions for wave trapping (effective Hamiltonian vanishes identically). Viscosity restores coercivity and wave propagation.

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.

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.

We revisit the homogenization problem for the Poisson equation in periodically perforated domains with zero Neumann data at the boundary of the holes and prescribed Dirichlet data at the outer boundary. It is known that, if the periodicity of the holes goes to zero but their volume fraction remains fixed and positive, the limit problem is a Dirichlet boundary value problem posed in the domain without the holes, and the effective diffusion coefficients are non-trivially modified; if that volume fraction goes to zero instead, i.e. the holes are dilute, the effective operator remains the Laplacian (that is, unmodified). Our main results contain the study of a "continuity" in those effective models with respect to the volume fraction of the holes and some new convergence rates for homogenization in the dilute setting. Our method explores the classical two-scale expansion ansatz and relies on asymptotic analysis of the rescaled cell problems using layer potential theory.

We study a generalized ergodic problem (E), which is a Hamilton-Jacobi equation of contact type, in the flat n-dimensional torus. We first obtain existence of solutions to this problem under quite general assumptions. Various examples are presented and analyzed to show that (E) does not have unique solutions in general. We then study uniqueness structures of solutions to (E) in the convex setting by using the nonlinear adjoint method.