This paper is devoted to a functional analytic approach to the subelliptic oblique derivative problem for the usual Laplacian with a complex parameter λ. We solve the long-standing open problem of the asymptotic eigenvalue distribution for the homogeneous oblique derivative problem when |λ| tends to ∞. We prove the spectral properties of the closed realization of the Laplacian similar to the elliptic (non-degenerate) case. In the proof we make use of Boutet de Monvel calculus in order to study the resolvents and their adjoints in the framework of L2 Sobolev spaces.

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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 establish two nonlinear compactness theorems in Lp(0,T;B) with hypothesis on time translations, which are nonlinear counterparts of two results by Simon (1987) [1]. The first theorem sharpens a result by Maitre (2003) [10] and is important in the study of doubly nonlinear elliptic–parabolic equations. Based on this theorem, we then obtain a time translation counterpart of a result by Dubinskii˘ (1965) [5], which is supposed to be useful in the study of some nonlinear kinetic equations (e.g. the FENE-type bead–spring chains model).

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.