A parabolic variational inequality related to the perpetual American executive stock options

A parabolic variational inequality is investigated which comes from the study of the optimal exercise strategy for the perpetual American executive stock options in financial markets. It is a degenerate parabolic variational inequality and its obstacle condition depends on the derivative of the solution with respect to the time variable. The method of discrete time approximation is used and the existence and regularity of the solution are established.     

On the regularity of weak solutions to the magnetohydrodynamic equations

In this paper, we study the regularity of weak solution to the incompressible magnetohydrodynamic equations. We obtain some sufficient conditions for regularity of weak solutions to the magnetohydrodynamic equations, which is similar to that of incompressible Navier-Stokes equations. Moreover, our results demonstrate that the velocity field of the fluid plays a more dominant role than the magnetic field does on the regularity of solution to the magneto-hydrodynamic equations.     

On the regularity criteria for weak solutions to the magnetohydrodynamic equations

We study the regularity criteria for weak solutions to the incompressible magnetohydrodynamic equations. Some regularity criteria are obtained for weak solutions to the magnetohydrodynamic equations, which generalize the results in [C. He, Z. Xin, On the regularity of solutions to the magneto-hydrodynamic equations, J. Differential Equations 213 (2) (2005) 235-254]. Our results reveal that the velocity field of the fluid plays a more dominant role than the magnetic field does on the regularity of solutions to the magnetohydrodynamic equations.     

Well-posedness of the Einstein-Euler system in asymptotically flat spacetimes: The constraint equations

This paper deals with the construction of initial data for the coupled Einstein-Euler system. We consider the condition where the energy density might vanish or tend to zero at infinity, and where the pressure is a fractional power of the energy density. In order to achieve our goals we use a type of weighted Sobolev space of fractional order.The common Lichnerowicz-York scaling method (Choquet-Bruhat and York, 1980 [9]; Cantor, 1979 [7]) for solving the constraint equations cannot be applied here directly. The basic problem is that the matter sources are scaled conformally and the fluid variables have to be recovered from the conformally transformed matter sources. This problem has been addressed, although in a different context, by Dain and Nagy (2002) [11]. We show that if the matter variables are restricted to a certain region, then the Einstein constraint equations have a unique solution in the weighted Sobolev spaces of fractional order. The regularity depends upon the fractional power of the equation of state.     

The periodic Cauchy problem of the modified Hunter-Saxton equation

We prove that the periodic initial value problem for the modified Hunter-Saxton equation is locally well-posed for initial data in the space of continuously differentiable functions on the circle and in Sobolev spaces when s > 3/2. We also study the analytic regularity (both in space and time variables) of this problem and prove a Cauchy-Kowalevski type theorem. Our approach is to rewrite the equation and derive the estimates which permit application of o.d.e. techniques in Banach spaces. For the analytic regularity we use a contraction argument on an appropriate scale of Banach spaces to obtain analyticity in both time and space variables.     

A non-autonomous two-phase flow model with oscillating external force and its global attractor

In this article, we consider a non-autonomous diffuse interface model for an isothermal incompressible two-phase flow in a two-dimensional bounded domain. Assuming that the external force is singularly oscillating and depends on a small parameter ?, we prove the existence of the uniform global attractor A^?. Furthermore, using the method similar to that of Chepyzhov and Vishik (2007) [22] in the case of the two-dimensional Navier-Stokes systems, we study the convergence of A^? as ? goes to zero. Let us mention that the nonlinearity involved in the model considered in this article is slightly stronger than the one in the two-dimensional Navier-Stokes system studied in Chepyzhov and Vishik (2007) [22].     

On the global regularity of generalized Leray-alpha type models

We generalize Leray-alpha type models studied in Cheskidov et al. (2005) [1] and Linshiz and Titi (2007) [4] via fractional Laplacians and employ Besov space techniques to obtain global regularity results with the logarithmically supercritical dissipation.     

Gevrey regularity for the supercritical quasi-geostrophic equation

In this paper, following the techniques of Foias and Temam, we establish suitable Gevrey class regularity of solutions to the supercritical quasi-geostrophic equations in the whole space, with initial data in “critical” Sobolev spaces. Moreover, the Gevrey class that we obtain is “near optimal” and as a corollary, we obtain temporal decay rates of higher order Sobolev norms of the solutions. Unlike the Navier–Stokes or the subcritical quasi-geostrophic equations, the low dissipation poses a difficulty in establishing Gevrey regularity. A new commutator estimate in Gevrey classes, involving the dyadic Littlewood–Paley operators, is established that allow us to exploit the cancellation properties of the equation and circumvent this difficulty.     

Smoothing properties for a coupled system of nonlinear evolution dispersive equations

We study the smoothness properties of solutions to the coupled system of equations of Korteweg—de Vries type. We show that the equations dispersive nature leads to a gain in regularity for the solution. In particular, if the initial data (u₀, v₀ possesses certain regularity and sufficient decay as x → ∞, then the solution (u(t). v(t)) will be smoother than (u0, v0) for 0 < t ≤ T where T is the existence time of the solution.     

Regularity of weak solution to Maxwell's equations and applications to microwave heating

In this paper we first study the regularity of weak solution for time-harmonic Maxwell's equations in a bounded anisotropic medium Ω. It is shown that the weak solution to the linear degenerate system, , is Hölder continuous under the minimum regularity assumptions on the complex coefficients γ(x) and ξ(x). We then study a coupled system modeling a microwave heating process. The dynamic interaction between electric and temperature fields is governed by Maxwell's equations coupled with an equation of heat conduction. The electric permittivity, electric conductivity and magnetic permeability are assumed to be dependent of temperature. It is shown that under certain conditions the coupled system has a weak solution. Moreover, regularity of weak solution is studied. Finally, existence of a global classical solution is established for a special case where the electric wave is assumed to be propagating in one direction.     

On the Lagrangian dynamics of the axisymmetric 3D Euler equations

We study the dynamics along the particle trajectories for the 3D axisymmetric Euler equations. In particular, by rewriting the system of equations we find that there exists a complex Riccati type of structure in the system on the whole of R³, which generalizes substantially the previous results in [5] (D. Chae, On the blow-up problem for the axisymmetric 3D Euler equations, Nonlinearity 21 (2008) 2053-2060). Using this structure of equations, we deduce the new blow-up criterion that the radial increment of pressure is not consistent with the global regularity of classical solution. We also derive a much more refined version of the Lagrangian dynamics than that of [6] (D. Chae, On the Lagrangian dynamics for the 3D incompressible Euler equations, Comm. Math. Phys. 269 (2) (2007) 557-569) in the case of axisymmetry.     

On the continuation principles for the Euler equations and the quasi-geostrophic equation

We obtain new continuation principle of the local classical solutions of the 3D Euler equations, where the regularity condition of the direction field of the vorticiy and the integrability condition of the magnitude of the vorticity are incorporated simultaneously. The regularity of the vorticity direction field is most appropriately measured by the Triebel-Lizorkin type of norm. Similar result is also obtained for the inviscid 2D quasi-geostrophic equation.     

Global well-posedness for a class of 2D Boussinesq systems with fractional dissipation

The incompressible Boussinesq equations not only have many applications in modeling fluids and geophysical fluids but also are mathematically important. The well-posedness and related problem on the Boussinesq equations have recently attracted considerable interest. This paper examines the global regularity issue on the 2D Boussinesq equations with fractional Laplacian dissipation and thermal diffusion. Attention is focused on the case when the thermal diffusion dominates. We establish the global well-posedness for the 2D Boussinesq equations with a new range of fractional powers of the Laplacian.     

Well‐posedness of a parabolic free boundary problem driven by diffusion and surface tension

Well‐posedness and regularity results are shown for a class of free boundary problems consisting of diffusion on a free domain where the boundary movement depends on its mean curvature of the boundary and the diffusion on the boundary, and initial conditions are radially symmetric. Short‐time existence and uniqueness of solutions in a suitable Sobolev space are shown using a fixed‐point argument. Higher regularity is a posteriori. Finally, it is shown that solutions exist globally in time and converge to equilibrium if the boundary movement depends on the mean curvature of the boundary and diffusion in a specific way. A mathematical model describing the swelling of a cell due to osmosis is treated as an example. Copyright © 2014 John Wiley & Sons, Ltd.     

A study on the global regularity for a model of the 3D axisymmetric Navier-Stokes equations

This paper investigates the global regularity issue concerning a model equation proposed by Hou and Lei (2008) [9] to understand the stabilizing effects of the nonlinear terms in the 3D axisymmetric Navier-Stokes and Euler equations. We establish the global regularity of a generalized version of their model with a fractional Laplacian when the fractional power satisfies an explicit condition. This condition is exactly the same as in the case of the 3D generalized Navier-Stokes equations and is due to the balance between a more regular nonlinearity and a less effective (five-dimensional) Laplacian.     

The 2D Boussinesq equations with vertical viscosity and vertical diffusivity

This paper aims at the global regularity of classical solutions to the 2D Boussinesq equations with vertical dissipation and vertical thermal diffusion. We prove that the Lr-norm of the vertical velocity v for any 1<r<∞ is globally bounded and that the L^∞-norm of v controls any possible breakdown of classical solutions. In addition, we show that an extra thermal diffusion given by the fractional Laplace δ(−Δ) for δ>0 would guarantee the global regularity of classical solutions.     

Regularity criteria for the 3D generalized MHD equations in terms of vorticity

We prove regularity criteria for the 3D generalized MHD equations. These criteria impose assumptions on the vorticity only. In addition, we also prove a result of global existence for smooth solution under some special conditions.     

Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators

This paper is devoted to a proof of regularity, near the initial state, for solutions to the Cauchy-Dirichlet and obstacle problem for a class of second order differential operators of Kolmogorov type. The approach used here is general enough to allow us to consider smooth obstacles as well as non-smooth obstacles.     

On a Lp-estimate for the linearized compressible Navier-Stokes equations with the Dirichlet boundary conditions

In this paper a special L_p-estimate for the linearized compressible Navier-Stokes in the Lagrangian coordinates for the Dirichlet boundary conditions is obtained. The constant in the estimate does not depend on the length of time interval [0,T]. The result is essential to obtain an existence for regular solutions for the nonlinear problem with the lowest class of regularity in L_p-spaces.