The Asymptotic Limit for the 3D Boussinesq System

In this paper, we show the asymptotic limit for the 3D Boussinesq system with zero viscosity limit or zero diffusivity limit. By the classical energy method, we prove that as viscosity(or diffusivity) coefficient goes to zero the solutions of the fully viscous equations converges to those of zero viscosity(or zero diffusivity) equations, which extend the previous results on the asymptotic limit under the conditions of the zero parameter(zero viscosity ν = 0 or zero diffusivity η = 0) in 2D case separately.     

Convergence of the Explicit Difference Scheme and the Binomial Tree Method for American Options

This paper is concerned with numerical methods for American option pricing. We employ numerical analysis and the notion of viscosity solution to show uniform convergence of the explicit difference scheme and the binomial tree method. We also prove the existence and convergence of the optimal exercise boundaries in the above approximn.tions.     

ASYMPTOTIC CONVERGENCE OF A GENERALIZED NON-NEWTONIAN FLUID WITH TRESCA BOUNDARY CONDITIONS

The goal of this article is to study the asymptotic analysis of an incompressible Herschel-Bulkley fluid in a thin domain with Tresca boundary conditions. The yield stress and the constant viscosity are assumed to vary with respect to the thin layer parameter ε.Firstly, the problem statement and variational formulation are formulated. We then obtained the existence and the uniqueness result of a weak solution and the estimates for the velocity field and the pressure independently of the parameter ε. Finally, we give a specific Reynolds equation associated with variational inequalities and prove the uniqueness.     

Viscosity analysis on the Boltzmann equation

This paper is devoted to investigating the asymptotic properties of the renormalized solution to the viscosity equation tfε + v ·▽xfε = Q (fε,fε ) + εΔvfε as ε→ 0+ . We deduce that the renormalized solution of the viscosity equation approaches to the one of the Boltzmann equation in L1 ((0 , T ) × RN × RN ). The proof is based on compactness analysis and velocity averaging theory.     

EXISTENCE OF GLOBAL SMOOTH SOLUTION FOR SCALAR CONSERVATION LAWS WITH DEGENERATE VISCOSITY IN 2-DIMENSIONAL SPACE

This article concerns the existence of global smooth solution for scalar conservation laws with degenerate viscosity in 2-dimensional space. The analysis is based on successive approximation and maximum principle.     

DECAY RATES OF PLANAR VISCOUS RAREFACTION WAVE FOR MULTI-DIMENSIONAL SCALAR CONSERVATION LAW WITH DEGENERATE VISCOSITY ON HALF SPACE

We investigate the decay rates of the planar viscous rarefaction wave of the initial-boundary value problem to scalar conservation law with degenerate viscosity in several dimensions on the half-line space, where the corresponding one-dimensional problem admits the rarefaction wave as an asymptotic state. The analysis is based on the standard L2-energy method and L1-estimate.     

A LIMITING VISCOSITY APPROACH TO THE RIEMANN PROBLEM FOR TRANSONIC FLOW

In this paper we have obtained the existence of weak solutions of the small disturbance equations of steady two-dimension flowwith Riemann datewhere v+≥0, v≥0 and u-≤u_+ by introducing "artificial" viscosity terms and employing Helley's theorem. The setting under our consideration is a nonstrictly hyperbolic system. Our analysis in this article is quite fundamental.     

Global well-posedness for the density-dependent incompressible magnetohydrodynamic flows in bounded domains

In this paper, we study the three-dimensional incompressible magnetohydrodynamic equations in a smooth bounded domains, in which the viscosity of the fluid and the magnetic diffusivity are concerned with density. The existence of global strong solutions is established in vacuum cases, provided the assumption that(|| ?μ(ρ0)|| Lp +|| ?ν(ρ0) ||Lq + ||b0|| L3+ ||ρ0|| L∞)(p, q 3) is small enough, there is not any smallness condition on the velocity.     

STABILITY OF VISCOUS SHOCK WAVES FOR THE ONE-DIMENSIONAL COMPRESSIBLE NAVIER-STOKES EQUATIONS WITH DENSITY-DEPENDENT VISCOSITY

We study the large-time behavior toward viscous shock waves to the Cauchy problem of the one-dimensional compressible isentropic Navier-Stokes equations with densitydependent viscosity. The nonlinear stability of the viscous shock waves is shown for certain class of large initial perturbation with integral zero which can allow the initial density to have large oscillation. Our analysis relies upon the technique developed by Kanel′and the continuation argument.     

CONVERGENCE OF THE VISCOSITY METHOD FOR A NONSTRICTLY HYPERBOLIC SYSTEM

A convergence theorem for the method of artificial viscosity applied to the nonstrictly hyperboliesystem u_t+(1/2)(3u~2+v~2)_x=0, v_t+(uv)_x=0 is established. Convergence of a subsequence in the strong topology is proved without uniform estimates on the derivatives using the theory of compensated compactness and an analysis of progressing entropy waves.     

One-dimensional viscous radiative gas with temperature dependent viscosity

This paper is concerned with the construction of global, large amplitude solutions to the Cauchy problem of the one-dimensional compressible Navier–Stokes system for a viscous radiative gas when the viscosity and heat conductivity coefficients depend on both specific volume and absolute temperature. The data are assumed to be without vacuum,mass concentrations, or vanishing temperatures, and the same is shown to be hold for the global solution constructed. The proof is based on some detailed analysis on uniform positive lower and upper bounds of the specific volume and absolute temperature.     

On Korn’s Inequality

Two models based on the hydrostatic primitive equations are proposed. The first model is the primitive equations with partial viscosity only, and is oriented towards large-scale wave structures in the ocean and atmosphere. The second model is the viscous primitive equations with spectral eddy viscosity, and is oriented towards turbulent geophysical flows. For both models, the existence and uniqueness of global strong solutions are established. For the second model, the convergence of the solutions to the solutions of the classical primitive equations as eddy viscosity parameters tend to zero is also established.     

Spectral Element Viscosity Methods for Nonlinear Conservation Laws onthe Semi-Infinite Interval

In this paper we propose a spectral element: vanishing viscosity (SEW) method for the conservation laws on the semi-infinite interval. By using a suitable mapping, the problem is first transformed into a modified conservation law in a bounded interval, then the well-known spectral vanishing viscosity technique is generalized to the multi-domain case in order to approximate this trarsformed equation more efficiently. The construction details and convergence analysis are presented. Under a usual assumption of boundedness of the approximation solutions, it is proven that the solution of the SEW approximation converges to the uniciue entropy solution of the conservation laws. A number of numerical tests is carried out to confirm the theoretical results.     

THE ZERO LIMIT OF THERMAL DIFFUSIVITY FOR THE 2D DENSITY-DEPENDENT BOUSSINESQ EQUATIONS

This paper is concerned with the asymptotic behavior of solutions to the initial boundary problem of the two-dimensional density-dependent Boussinesq equations.It is shown that the solutions of the Boussinesq equations converge to those of zero thermal diffusivity Boussinesq equations as the thermal diffusivity tends to zero,and the convergence rate is established.In addition,we prove that the boundary-layer thickness is of the valueδ(k)=k^α with any α∈(0,1/4) for a small diffusivity c...     

GLOBAL WELL-POSEDNESS OF THE 2D INCOMPRESSIBLE MICROPOLAR FLUID FLOWS WITH PARTIAL VISCOSITY AND ANGULAR VISCOSITY

This paper is concerned with the two-dimensional equations of incompress- ible micropolar fluid flows with mixed partial viscosity and angular viscosity. The global existence and uniqueness of smooth solution to the Cauchy problem is established.     

FINITE DIFFERENCE APPROXIMATION FOR PRICING THE AMERICAN LOOKBACK OPTION

In this paper we are concerned with the pricing of lookback options with American type constrains. Based on the differential linear complementary formula associated with the pricing problem, an implicit difference scheme is constructed and analyzed. We show that there exists a unique difference solution which is unconditionally stable. Using the notion of viscosity solutions, we also prove that the finite difference solution converges uniformly to the viscosity solution of the continuous problem. Furthermore, by means of the variational inequality analysis method, the O（△t ＋ △x^2）-order error estimate is derived in the discrete L2-norm provided that the continuous problem is sufficiently regular. In addition, a numerical example is provided to illustrate the theoretical results.     

Vanishing viscosity of isentropic Navier-Stokes equations for interacting shocks

We study the vanishing viscosity of the Navier-Stokes equations for interacting shocks. Given an entropy solution to p-system which consists of two different families of shocks interacting at some positive time,we show that such entropy solution is the vanishing viscosity limit of a family of global smooth solutions to the isentropic Navier-Stokes equations. The key point of the proofs is to derive the estimates separately before and after the interaction time and connect the incoming and outgoing viscous shock profiles.     

Hamilton-Jacobi方程的单调有限元格式

A monotone finite element scheme is obtained by applying the finite element method to the viscosity equation of the Hamilton-Jacobi equation on unstructured meshes. Under some constraints, we show that this scheme is monotone and its numerical solution converges to the viscosity solution of the Hamilton-Jacobi equa-tion. Numerical examples test the stability and the convergence of this scheme.     

Wavelet Collocation Methods for Viscosity Solutions to Swing Options in Natural Gas Storage

This paper presents the wavelet collocation methods for the numerical ap- proximation of swing options for natural gas storage in a mean reverting market. The model is characterized by the Hamilton-Jacobi-Bellman （HJB） equations which only have the viscosity solution due to the irregularity of the swing option. The differential operator is formulated exactly and efficiently in the second generation interpolating wavelet setting. The convergence and stability of the numerical scheme are studied in the framework of viscosity solution theory. Numerical experiments demonstrate the accuracy and computational efficiency of the methods.     

EXISTENCE AND STABILITY OF VISCOUS SHOCK PROFILES FOR 2-D ISENTROPIC MHD WITH INFINITE ELECTRICAL RESISTIVITY

For the two-dimensional Navier-Stokes equations of isentropic magnetohydrodynamics(MHD)withγ-law gas equation of state,γ≥1,and infinite electrical resistivity,we carry out a global analysis categorizing all possible viscous shock profiles.Precisely,we show that the phase portrait of the traveling-wave ODE generically consists of either two rest points connected by a viscous Lax profile,or else four rest points,two saddles and two nodes.In the latter configuration,which rest points are connected by profiles depends on the ratio of viscosities,and can involve Lax,overcompressive,or undercompressive shock profiles.Considered as three-dimensional solutions,undercompressive shocks are Lax-type(Alfven)waves.For the monatomic and diatomic casesγ=5/3 andγ=7/5,with standard viscosity ratio for a nonmagnetic gas,we find numerically that the the nodes are connected by a family of overcompressive profiles bounded by Lax profiles connecting saddles to nodes,with no undercompressive shocks occurring.We carry out a systematic numerical Evans function analysis indicating that all of these two-dimensional shock profiles are linearly and nonlinearly stable,both with respect to two-and three-dimensional perturbations.For the same gas constants,but different viscosity ratios,we investigate also cases for which undercompressive shocks appear;these are seen numerically to be stable as well,both with respect to two-dimensional and(in the neutral sense of convergence to nearby Riemann solutions)three-dimensional perturbations.