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.

This paper investigates the existence of a uniform in time $L^{\infty}$ bounded weak entropy solution for the quasilinear parabolic-parabolic Keller-Segel model with the supercritical diffusion exponent $0 < m < 2-\frac{2}{d}$ in the multi-dimensional space ${\mathbb{R}}^d$ under the condition that the $L^{\frac{d(2-m)}{2}}$ norm of initial data is smaller than a universal constant. Moreover, the weak entropy solution $u(x,t)$ satisfies mass conservation when $m > 1-\frac{2}{d}$. We also prove the local existence of weak entropy solutions and a blow-up criterion for general $L^1\cap L^{\infty}$ initial data.

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In a recent important breakthrough D. Christodoulou has solved a long standing problem of General Relativity of evolutionary formation of trapped surfaces in the Einstein-vacuum space-times. He has identified an open set of regular initial conditions on an outgoing null hypersurface (both finite and at past null infinity) leading to a formation a trapped surface in the corresponding vacuum space-time to the future of the initial outgoing hypersurface and another incoming null hypersurface with the prescribed Minkowskian data. In this paper we give a simpler proof for a finite problem by enlarging the admissible set of initial conditions and, consistent with this, relaxing the corresponding propagation estimates just enough that a trapped surface still forms. We also reduce the number of derivatives needed in the argument from two derivatives of the curvature to just one. More importantly, the proof, which can be easily localized with respect to angular sectors, has the potential for further developments.

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.