We propose several statistics to test the Markov hypothesis for -mixing stationary processes sampled at discrete time intervals. Our tests are based on the ChapmanKolmogorov equation. We establish the asymptotic null distributions of the proposed test statistics, showing that Wilkss phenomenon holds. We compute the power of the test and provide simulations to investigate the finite sample performance of the test statistics when the null model is a diffusion process, with alternatives consisting of models with a stochastic mean reversion level, stochastic volatility and jumps.

We prove an explicit formula of ChungYaus Discrete Greens functions as well as hitting times of random walks on graphs. The formula is expressed in terms of two natural counting invariants of graphs. Uniform derivations of Greens functions and hitting times for trees and other special graphs are given.

The present paper concerns with the global structure and asymptotic behavior of the discontinuous solutions to flood wave equations. By solving a free boundary problem, we first obtain the global structure and large time behavior of the weak solutions containing two shock waves. For the Cauchy problem with a class of initial data, we use Glimm scheme to obtain a uniform BV estimate both with respect to time and the relaxation parameter. This yields the global existence of BV solution and convergence to the equilibrium equation as the relaxation parameter tends to 0.

This work is concerned with our recently developed formalism of non-equilibrium thermodynamics. This formalism extends the classical irreversible thermodynamics which leads to classical thermodynamics and can not describe physical phenomena with long relaxations. With the extended theory, we obtain a generalized hydrodynamic system which can be used to describe the non-Newtonian fluids, heat transfer beyond Fourier's law and fluid flow in very short temporal and spatial scales. We study the mathematical structure of the generalized hydrodynamic system and show that it possesses a nice conservation-dissipation structure and therefore is symmetrizable hyperbolic. Moreover, we rigorously justify that this generalized hydrodynamic system tends to the classical hydrodynamics when the relaxation times approach to zero. This shows that the classical hydrodynamics can be derived as an approximation of our generalized one.

In this paper we introduce a high-order discontinuous Galerkin method for two-dimensional incompressible flow in the vorticity stream-function formulation. The momentum equation is treated explicitly, utilizing the efficiency of the discontinuous Galerkin method. The stream function is obtained by a standard Poisson solver using continuous finite elements. There is a natural matching between these two finite element spaces, since the normal component of the velocity field is continuous across element boundaries. This allows for a correct upwinding gluing in the discontinuous Galerkin framework, while still maintaining total energy conservation with no numerical dissipation and total enstrophy stability. The method is efficient for inviscid or high Reynolds number flows. Optimal error estimates are proved and verified by numerical experiments.