This article studies the mean curvature flow of Lagrangian submanifolds. In particular, we prove the following global existence and convergence theorem: if the potential function of a Lagrangian graph in $T^{2n}$ is convex, then the flow exists for all time and converges smoothly to a flat Lagrangian submanifold. We also discuss various conditions on the potential function that guarantee global existence and convergence.

Let $\sum$ be a minimal submanifold of $\mathbb{R}^{n+m}$ that can be represented as the graph of a smooth map $f : \mathbb{R}^n \to \mathbb{R}^m$. We apply a formula we derived in the study of mean curvature flow to obtain conditions under which $\sum$ must be an affine subspace. Our result covers all known ones in the general case. The conditions are stated in terms of the singular values of $df$.

The mean curvature flow is an evolution process under which a submanifold deforms in the direction of its mean curvature vector. The hypersurface case has been much studied since the eighties. Recently, several theorems on regularity, global existence and convergence of the flow in various ambient spaces and codimensions were proved. We shall explain the results obtained as well as the techniques involved. The potential applications in symplectic topology and mirror symmetry will also be discussed.

Let $F: \sum^n \times [0, T) \to \mathbb{R}^{n+m} be a family of compact immersed submanifolds moving by their mean curvature vectors. We show the Gauss maps $\gamma : (\sum^n, g_t) \to G(n,m)$ form a harmonic heat flow with respect to the time-dependent induced metric $g_t$. This provides a more systematic approach to investigating higher codimension mean curvature flows. A direct consequence is any convex function on $G(n,m)$ produces a subsolution of the nonlinear heat equation on $(\sum, g_t)$. We also show the condition that the image of the Gauss map lies in a totally geodesic submanifold of $G(n,m)$ is preserved by the mean curvature flow. Since the space of Lagrangian subspaces is totally geodesic in $G(n, n)$, this gives an alternative proof that any Lagrangian submanifold remains Lagrangian along the mean curvature flow.

In this paper, a brief introduction of the nonlinear filtering problems and a review of the quasi-implicit Euler method are presented. The major contribution of this paper is that we propose a nonnegativity-preserving algorithm of Yau-Yau method for solving high-dimensional nonlinear filtering problems by applying quasi-implicit Euler method with discrete sine transform. Furthermore, our algorithms are directly applicable on the compact difference schemes, so that the number of spatial points can be substantially reduced and retain the same accuracy. Numerical results indicate that the proposed algorithm is capable of solving up to six-dimensional nonlinear filtering problems efficiently and accurately.