Blow-up of critical norms for the 3-D Navier-Stokes equations

Let u =(uh, u3) be a smooth solution of the 3-D Navier-Stokes equations in R3× [0, T). It was proved that if u3 ∈ L∞(0, T;˙B-1+3/p p,q(R3)) for 3 p, q ∞ and uh∈ L∞(0, T; BMO-1(R3)) with uh(T) ∈ VMO-1(R3), then u can be extended beyond T. This result generalizes the recent result proved by Gallagher et al.(2016), which requires u ∈ L∞(0, T;˙B-1+3/pp,q(R3)). Our proof is based on a new interior regularity criterion in terms of one velocity component, which is independent of interest.     

Boundary Non-crossings of Brownian Pillow

Let B ₀(s,t) be a Brownian pillow with continuous sample paths, and let h,u:[0,1]²→? be two measurable functions. In this paper we derive upper and lower bounds for the boundary non-crossing probability

$\psi(u;h):=\mathbf{P}\big\{B_{0}(s,t)+h(s,t)\leq u(s,t),\forall s,t\in[0,1]\big\}.$

Further we investigate the asymptotic behaviour of ψ(u;γ h) with γ tending to ∞ and solve a related minimisation problem.

     

A short note on the derivation of the elastic von Kármán shell theory

We derive the Γ-limit of scaled elastic energies h^?4E ^h (u ^h ) associated with deformations u ^h of a family of thin shells \({S^h} = \left\{ {z = x + t\vec n\left( x \right);x \in S, - g_1^h\left( x \right) < t < g_2^h\left( x \right)} \right\}\). The obtained von Kármán theory is valid for a general sequence of boundaries g ₁ ^h , g ₂ ^h converging to 0 in an appropriate manner as h vanishes. Our analysis relies on the techniques and extends the results in [10] and [11].     

Convergence and superconvergence analyses of HDG methods for time fractional diffusion problems

We study the hybridizable discontinuous Galerkin (HDG) method for the spatial discretization of time fractional diffusion models with Caputo derivative of order 0 < α < 1. For each time t ∈ [0, T], when the HDG approximations are taken to be piecewise polynomials of degree k ≥ 0 on the spatial domain Ω, the approximations to the exact solution u in the L _∞(0, T; L ₂(Ω))-norm and to ?u in the \(L_{\infty }(0, \textit {T}; \mathbf {L}_{2}({\Omega }))\)-norm are proven to converge with the rate h ^k+1 provided that u is sufficiently regular, where h is the maximum diameter of the elements of the mesh. Moreover, for k ≥ 1, we obtain a superconvergence result which allows us to compute, in an elementwise manner, a new approximation for u converging with a rate h ^k+2 (ignoring the logarithmic factor), for quasi-uniform spatial meshes. Numerical experiments validating the theoretical results are displayed.     

Asymptotic expansion of the solution of the initial value problem for a singularly perturbed ordinary differential equation

We consider the Cauchy problem for the nonlinear differential equation

$$\varepsilon \frac{{du}}{{dx}} = f(x,u),u(0,\varepsilon ) = R_0 ,$$

where ? > 0 is a small parameter, f(x, u) ∈ C ^∞ ([0, d] × ?), R ₀ > 0, and the following conditions are satisfied: f(x, u) = x ? u ^p + O(x ² + |xu| + |u|^p+1) as x, u → 0, where p ∈ ? \ {1} f(x, 0) > 0 for x > 0; f _u ²(x, u) < 0 for (x, u) ∈ [0, d] × (0, + ∞); Σ ₀ ^+∞ f _u ²(x, u) du = ?∞. We construct three asymptotic expansions (external, internal, and intermediate) and prove that the matched asymptotic expansion approximates the solution uniformly on the entire interval [0, d].

     

Tail behavior of the product of two dependent random variables with applications to risk theory

Let the random vector (X,Y) follow a bivariate Sarmanov distribution, where X is real-valued and Y is nonnegative. In this paper we investigate the impact of such a dependence structure between X and Y on the tail behavior of their product Z?=?XY. When X has a regularly varying tail, we establish an asymptotic formula, which extends Breiman’s theorem. Based on the obtained result, we consider a discrete-time insurance risk model with dependent insurance and financial risks, and derive the asymptotic and uniformly asymptotic behavior for the (in)finite-time ruin probabilities.     

Approximation of high quantiles from intermediate quantiles

Motivated by applications requiring quantile estimates for very small probabilities of exceedance p _n ?1/n, this article addresses estimation of high quantiles for p _n satisfying \(p_{n}\in [n^{-\tau _{2}},n^{-\tau _{1}}]\) for some τ ₁>1 and τ ₂>τ ₁. For this purpose, the tail regularity assumption logU° exp∈E R V (with U the left-continuous inverse of 1/(1?F), and ERV the extended regularly varying functions) is explored as an alternative to the classical regularity assumption U∈E R V (corresponding to the Generalised Pareto tail limit). Motivation for the alternative regularity assumption is provided, and it is shown to be equivalent to a limit relation for the logarithm of the survival function, the log-GW tail limit, which generalises the GW (Generalised Weibull) tail limit, a generalisation of the Weibull tail limit. The domain of attraction is described, and convergence results are presented for quantile approximation and for a simple quantile estimator based on the log-GW tail. Simulations are presented, and advantages and limitations of log-GW-based estimation of high quantiles are indicated.     

An indefinite concave-convex equation under a Neumann boundary condition I

We investigate the problem (P _λ) ?Δu = λb(x)|u| ^q?2 u + a(x)|u| ^p?2 u in Ω, ?u/?n = 0 on ?Ω, where Ω is a bounded smooth domain in R ^N (N ≥ 2), 1 < q < 2 < p, λ ∈ R, and a, b ∈ \({C^\alpha }\left( {\overline \Omega } \right)\) with 0 < α < 1. Under certain indefinite type conditions on a and b, we prove the existence of two nontrivial nonnegative solutions for small |λ|. We then characterize the asymptotic profiles of these solutions as λ → 0, which in some cases implies the positivity and ordering of these solutions. In addition, this asymptotic analysis suggests the existence of a loop type component in the non-negative solutions set. We prove the existence of such a component in certain cases, via a bifurcation and a topological analysis of a regularized version of (P _λ).     

On Fourier Series in Generalized Eigenfunctions of a Discrete Sturm–Liouville Operator

For semicontinuous summation methods generated by Λ = {λ_n(h)} (n = 0, 1, 2,...; h > 0) of Fourier series in eigenfunctions of a discrete Sturm–Liouville operator of class B, some results on the uniform a.e. behavior of Λ-means are obtained. The results are based on strong- and weak-type estimates of maximal functions. As a consequence, some statements on the behavior of the summation methods generated by the exponential means λ_n(h) = exp(?u^α(n)h) are obtained. An application to a generalized heat equation is given.     

Approximation and estimation of very small probabilities of multivariate extreme events

This article discusses modelling of the tail of a multivariate distribution function by means of a large deviation principle (LDP), and its application to the estimation of the probability p _n of a multivariate extreme event from a sample of n iid random vectors, with \(p_{n}\in [n^{-\tau _{2}},n^{-\tau _{1}}]\) for some t ₁>1 and t ₂>t ₁. One way to view the classical tail limits is as limits of probability ratios. In contrast, the tail LDP provides asymptotic bounds or limits for log-probability ratios. After standardising the marginals to standard exponential, tail dependence is represented by a homogeneous rate function I. Furthermore, the tail LDP can be extended to represent both dependence and marginals, the latter implying marginal log-Generalised Weibull tail limits. A connection is established between the tail LDP and residual tail dependence (or hidden regular variation) and a recent extension of it. Under a smoothness assumption, they are implied by the tail LDP. Based on the tail LDP, a simple estimator for very small probabilities of extreme events is formulated. It avoids estimation of I by making use of its homogeneity. Strong consistency in the sense of convergence of log-probability ratios is proven. Simulations and an application illustrate the difference between the classical approach and the LDP-based approach.     

Asymptotic <Emphasis Type="Italic">T</Emphasis><Subscript><Emphasis Type="Italic">u</Emphasis></Subscript>-Toeplitzness of weighted composition operators on <Emphasis Type="Italic">H</Emphasis><Superscript>2</Superscript>

Given a unilateral forward shift S acting on a complex, separable, innite dimensional Hilbert space H, an asymptotically S-Toeplitz operator is a bounded linear operator T on H satisfying that {S* ⁿ TS ⁿ } is convergent with respect to one of the topologies commonly used in the algebra of bounded linear operators on H. In this paper, we study the asymptotic T _u -Toeplitzness of weighted composition operators on the Hardy space H², where u is a nonconstant inner function.     

Parisian ruin over a finite-time horizon

For a risk process R_u(t) = u + ct- X(t), t≥0, where u≥0 is the initial capital, c 0 is the premium rate and X(t), t≥0 is an aggregate claim process, we investigate the probability of the Parisian ruin P_S(u, T_u) = P{inf (t∈[0,S]_(s∈[t,t+T_u])) sup R_u(s) 0}, S, T_u 0.For X being a general Gaussian process we derive approximations of P_S(u, T_u) as u →∞. As a by-product, we obtain the tail asymptotic behaviour of the infimum of a standard Brownian motion with drift over a finite-time interval.     

The space clcv(ℝ<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>) with the Hausdorff-Bebutov metric and differential inclusions

The paper is devoted to studying the space of nonempty closed convex (but not necessarily compact) sets in ? ⁿ , a dynamical system of translations, and existence theorems for differential inclusions. We make this space complete by equipping it with the Hausdorff-Bebutov metric. The investigation of these issues is important for certain problems of optimal control of asymptotic characteristics of a control system. For example, the problem \(\dot x = A(t,u)x\), (u, x) ∈ ? ^m+n , λ _n (u(·))→ min, where λ _n (u(·)) is the largest Lyapunov exponent of the system {ie121-2} = A(t, u)x, leads to a differential inclusion with a noncompact right-hand side.     

Elliptic function of level 4

The article is devoted to the theory of elliptic functions of level n. An elliptic function of level n determines a Hirzebruch genus called an elliptic genus of level n. Elliptic functions of level n are also of interest because they are solutions of the Hirzebruch functional equations. The elliptic function of level 2 is the Jacobi elliptic sine function, which determines the famous Ochanine–Witten genus. It is the exponential of the universal formal group of the form F(u, v) = (u² ? v²)/(uB(v) ? vB(u)), B(0) = 1. The elliptic function of level 3 is the exponential of the universal formal group of the form F(u, v) = (u²A(v) ? v²A(u))/(uA(v)² ? vA(u)²), A(0) = 1, A″(0) = 0. In the present study we show that the elliptic function of level 4 is the exponential of the universal formal group of the form F(u, v) = (u²A(v) ? v²A(u))/(uB(v) ? vB(u)), where A(0) = B(0) = 1 and for B′(0) = A″(0) = 0, A′(0) = A₁, and B″(0) = 2B₂ the following relation holds: (2B(u) + 3A₁u)² = 4A(u)³ ? (3A₁² ? 8B₂)u²A(u)². To prove this result, we express the elliptic function of level 4 in terms of the Weierstrass elliptic functions.     

Boundary blow-up solutions of <Emphasis Type="Italic">p</Emphasis>-Laplacian elliptic equations with lower order terms

We study the existence, uniqueness, and asymptotic behavior of blow-up solutions for a general quasilinear elliptic equation of the type ?Δ _p u = a(x)u ^m ?b(x)f(u) with p >  1 and 0 <  m <  p?1. The main technical tool is a new comparison principle that enables us to extend arguments for semilinear equations to quasilinear ones. Indeed, this paper is an attempt to generalize all available results for the semilinear case with p =  2 to the quasilinear case with p >  1.     

Singularly perturbed two-dimensional parabolic problem in the case of intersecting roots of the reduced equation

The singularly perturbed parabolic equation ?u _t + ε²Δu ? f(u, x, ε) = 0, x ∈ D ? ?², t > 0 with Robin conditions on the boundary of D is considered. The asymptotic stability as t → ∞ and the global domain of attraction are analyzed for the stationary solution whose limit as ε → 0 is a nonsmooth solution to the reduced equation f(u, x, 0) = 0 that consists of two intersecting roots of this equation.     

Unique solvability of the stationary Fokker-Planck equation in a class of positive functions

We study the stationary Focker-Planck equation Δu ? div(u f) = 0 with a given vector field f of the class C ₀ ^∞ (R ⁿ ) on the basis of a fixed point principle that generalizes the contraction mapping method. Next, we introduce a parameter in the equation and prove the unique solvability of the equation Δu ? div(uγ f) = 0 with the parameter in the class of positive slowly increasing functions. We reveal the analytic dependence of the positive solution u on the parameter γ. Pointwise estimates for positive solutions are proved.     

Asymptotics of the Gurevich-Pitaevskii universal special solution of the Korteweg-de Vries equation as |<Emphasis Type="Italic">x</Emphasis>| → ∞

A complete asymptotic expansion as x → ±∞ of the Gurevich-Pitaevskii universal special solution of the Korteweg-de Vries equation u _t + u _xxx + u _ux = 0 is constructed and justified. The expansion is infinitely differentiable with respect to the variables t and x and, together with the asymptotic expansions of all its derivatives with respect to independent variables, is uniform on any compact interval of variation of the time t.     

Convergence of ground state solutions for nonlinear Schrdinger equations on graphs

We consider the nonlinear Schr¨odinger equation-?u +(λa(x) + 1)u = |u|~(p-1) u on a locally finite graph G =(V, E). We prove via the Nehari method that if a(x) satisfies certain assumptions, for any λ 1, the equation admits a ground state solution uλ. Moreover, as λ→∞, the solution uλconverges to a solution of the Dirichlet problem-?u + u = |u|~(p-1) u which is defined on the potential well ?. We also provide a numerical experiment which solves the equation on a finite graph to illustrate our results.     

Nonexistence and longtime behaviors of solutions to a class of nonlinear degenerate parabolic equations not in divergence form

In this paper, we study the nonexistence and longtime behavior of weak solution for the degenerate parabolic equation ? _t u ⁿ = u ^m div(|?u ^m | ^p?2?u ^m ) + γ|?u ^m | ^p + β u ⁿ with zero boundary condition. Blow-up time is derived when the blow-up does occur.