In this paper, we investigate the Hermite spectral method (HSM) to numerically solve the forward Kolmogorov equation (FKE). A useful guideline of choosing the scaling factor of the generalized Hermite functions is given in this paper. It greatly improves the resolution of HSM. The convergence rate of HSM to FKE is analyzed in the suitable function space and has been verified by the numerical simulation. As an important application and our primary motivation to study the HSM to FKE, we work on the implementation of the nonlinear filtering (NLF) problems with a real-time algorithm developed by S.-T. Yau and the second author in 2008. The HSM to FKE is served as the off-line computation in this algorithm. The translating factor of the generalized Hermite functions and the moving-window technique are introduced to deal with the drifting of the posterior conditional density function of the states in the on-line experiments. Two numerical experiments of NLF problems are carried out to illustrate the feasibility of our algorithm. Moreover, our algorithm surpasses the particle filters as a real-time solver to NLF.

Nous considérons un modèle provenant de la biologie, composé d03équations de chimiotactisme couplées aux équations de fluide visqueux incompressible par le transport et le for04age externe. L03existence globale des solutions du problème de Cauchy est étudiée sous certaines conditions. Précisément, pour le système chimiotactisme–Navier–Stokes en deux dimensions d03espace, nous obtenons l03existence globale pour des données grandes. En trois dimensions d03espace, nous démontrons l03existence globale des solutions faibles pour le système chimiotactisme–Stokes avec une diffusion non-linéaire de la densité des cellules.

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Simulation of electromagnetic wave propagation in metamaterials leads to more complicated time domain Maxwell's equations than the standard Maxwell's equations in free space. In this paper, we develop and analyze a non-dissipative discontinuous Galerkin (DG) method for solving the Maxwell's equations in Drude metamaterials. Previous discontinuous Galerkin methods in the literature for electromagnetic wave propagation in metamaterials were either non-dissipative but sub-optimal, or dissipative and optimal. Our method uses a different and simple choice of numerical fluxes, achieving provable non-dissipative stability and optimal error estimates simultaneously. We prove the stability and optimal error estimates for both semi- and fully discrete DG schemes, with the leap-frog time discretization for the fully discrete case. Numerical results are given to demonstrate that the DG method can solve metamaterial Maxwell's equations effectively.

In this paper, we study effective recursion formulae for computing intersection numbers of mixed \psi and \psi classes on moduli spaces of curves. By using the celebrated WittenKontsevich theorem, we generalize MulaseSafnuk form of Mirzakhani's recursion and prove a recursion formula of higher WeilPetersson volumes. We also present recursion formulae to compute intersection pairings in the tautological rings of moduli spaces of curves.