This paper is devoted to the study of the Cauchy problem in$C$^{∞}and in the Gevrey classes for some second order degenerate hyperbolic equations with time dependent coefficients and lower order terms satisfying a suitable Levi condition.

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.

We introduce a new mean field kinetic model for systems of rational agents interacting in a game-theoretical framework. This model is inspired from non-cooperative anonymous games with a continuum of players and Mean-Field Games. The large time behavior of the system is given by a macroscopic closure with a Nash equilibrium serving as the local thermodynamic equilibrium. An application of the presented theory to a social model (herding behavior) is discussed.

In this article, we investigate the global stability of the wave patterns with the superposition of viscous contact wave and rarefaction wave for the one-dimensional compressible Navier-Stokes equations with a free boundary. It is shown that for the ideal polytropic gas, the superposition of the viscous contact wave with rarefaction wave is nonlinearly stable for the free boundary problem under the large initial perturbations for any > 1 with being the adiabatic exponent provided that the wave strength is suitably small.

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