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.

We address the topology of the set of singularities of a solution of a Hamilton-Jacobi equation. For this we will apply the idea of the first two authors (Generalized characteristic and Lax-Oleinik operators: global result, preprint, arXiv:1605.07581, 2016.) to use the positive Lax-Oleinik semi-group to propagate singularities. {\it To cite this article: P. Cannarsa, W. Cheng, A. Fathi, C. R. Acad. Sci. Paris, Ser. I 340 (2005).

A new augmented method is proposed for elliptic interface problems with a piecewise variable coefficient that has a finite jump across a smooth interface. The main motivation is to get not only a second order accurate solution but also a second order accurate gradient from each side of the interface. Key to the new method is introducing the jump in the normal derivative of the solution as an augmented variable and rewriting the interface problem as a new PDE that consists of a leading Laplacian operator plus lower order derivative terms near the interface. In this way, the leading second order derivative jump relations are independent of the jump in the coefficient that appears only in the lower order terms after the scaling. An upwind type discretization is used for the finite difference discretization at the irregular grid points on or near the interface so that the resulting coefficient matrix is an M-matrix. A multigrid solver is used to solve the linear system of equations, and the GMRES iterative method is used to solve the augmented variable. Second order convergence for the solution and the gradient from each side of the interface is proved in this paper. Numerical examples for general elliptic interface problems confirm the theoretical analysis and efficiency of the new method.

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In this paper, the dual Orlicz curvature measure is proposed and its basic properties are provided. A variational formula for the dual Orlicz-quermassintegral is established in order to give a geometric interpretation of the dual Orlicz curvature measure. Based on the established variational formula, a solution to the dual Orlicz-Minkowski problem regarding the dual Orlicz curvature measure is provided.