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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.

Although random cell complexes occur throughout the physical sciences, there does not appear to be a standard way to quantify their statistical similarities and differences. The various proposals in the literature are usually motivated by the analysis of particular physical systems and do not necessarily apply to general situations. The central concepts in this paper—the swatch and the cloth—provide a description of the local topology of a cell complex that is general (any physical system that can be represented as a cell complex is admissible) and complete (any statistical question about the local topology can be answered from the cloth). Furthermore, this approach allows a distance to be defined that measures the similarity of the local topology of two cell complexes. The distance is used to identify a steady state of a model grain boundary network, quantify the approach to this steady state, and show that the steady state is independent of the initial conditions. The same distance is then employed to show that the long-term properties in simulations of a specific model of a dislocation network do not depend on the implementation of dislocation intersections.

By performing estimates on the integral of the absolute value of vorticity along a local vortex line segment, we establish a relatively sharp dynamic growth estimate of maximum vorticity under some assumptions on the local geometric regularity of the vorticity vector. Our analysis applies to both the 3D incompressible Euler equations and the surface quasi-geostrophic model (SQG). As an application of our vorticity growth estimate, we apply our result to the 3D Euler equation with the two anti-parallel vortex tubes initial data considered by Hou-Li [12]. Under some additional assumption on the vorticity eld, which seems to be consistent with the computational results of [12], we show that the maximum vorticity can not grow faster than double exponential in time. Our analysis extends the earlier results by Cordoba-Feerman [6, 7] and Deng-Hou-Yu [8, 9].