It is well known that the nonlinear filtering problem has important applications in both military and commercial industries. The central problem of nonlinear filtering is to solve the DMZ equation in real time and memoryless manner. The purpose of this paper is to show that, under very mild conditions (which essentially say that the growth of the observation |h| is greater than the growth of the drift |f|), the DMZ equation admits a unique nonnegative weak solution u which can be approximated by a solution u_R of the DMZ equation on the ball B_R with u_R|_BR = 0. The error of this approximation is bounded by a function of R which tends to zero as R goes to infinity. The solution u_R can in turn be approximated efficiently by an algorithm depending only on solving the observation-independent Kolmogorov equation on B_R. In theory, our algorithm can solve basically all engineering problems in real time manner. Specifically

G-equations are well-known front propagation models in combustion and are HamiltonJacobi type equations with convex but non-coercive Hamiltonians. Viscous G-equations arise from numerical discretization or modeling dissipative mechanisms. Although viscosity helps to overcome non-coercivity, we prove homogenization of an inviscid G-equation based on approximate correctors and attainability of controlled flow trajectories. We verify the attainability for two-dimensional mean zero incompressible flows, and demonstrate asymptotically and numerically that viscosity reduces the homogenized Hamiltonian in cellular flows. In the case of one-dimensional compressible flows, we found an explicit formula of homogenized Hamiltonians, as well as necessary and sufficient conditions for wave trapping (effective Hamiltonian vanishes identically). Viscosity restores coercivity and wave propagation.

In the paper [J.-S. Chen, S. Pan, A family of NCP-functions and a descent method for the nonlinear complementarity problem, Computational Optimization and Applications, 40 (2008) 389404], the authors proposed a derivative-free descent algorithm for nonlinear complementarity problems (NCPs) by the generalized FischerBurmeister merit function: p (a, b)= 1 2 [(a, b) p(a+ b)] 2, and observed that the choice of the parameter p has a great influence on the numerical performance of the algorithm. In this paper, we analyze the phenomenon theoretically for a derivative-free descent algorithm which is based on a penalized form of p and uses a different direction from that of Chen and Pan. More specifically, we show that the algorithm proposed is globally convergent and has a locally R-linear convergence rate, and furthermore, its convergence rate will become worse when the parameter p decreases

Let M be a compact Criemannian manifold of nonpositive curvature1 and with fundamental group . It is well known [8, p. 102] that M is a K (, 1) and thus completely determined up to homotopy type by . In light of this fact it is natural to ask to what extent the riemannian structure of M is determined by the structure of , and the intent of this paper is to demonstrate that rather strong implications of this sort exist. In the case that M has strictly negative curvature, the group is known to be highly noncommutative. Every abelian, in fact, every solvable, subgroup of is cyclic [3]. It is therefore a plausible conjecture that in the nonpositive curvature case, will possess large amounts of commutativity only under special geometric circumstances. We shall show that this is true, that indeed those properties of which involve commutativity have a dramatic reflection in the riemannian structure of M.

We investigate a class of supersymmetric quantum mechanical theories (with two supercharges) having tensor-valued degrees of freedom which are dominated by melon diagrams in the large N limit. One motivation was to examine the interplay between supersymmetry and melonic dominance and potential implications for building toy models of holography. We find a definite tension between supersymmetry (with dynamical bosons) and melonic dominance in this class of systems. More specifically, our theories attain a low energy non-supersymmetric conformal fixed point. The origin of supersymmetry breaking lies in the need to regularize bosonic and fermionic degrees of freedom independently. We investigate various aspects of the low energy spectrum and also comment on related examples with different numbers of supercharges. Along the way we also derive some technical results for SL(2, ℝ) wavefunctions for fermionic excitations.