Incomplete financial markets model with nominal assets: Variational approach

We deal with the analysis of the general equilibrium model with incomplete financial markets and nominal assets. We assume that there are 2 periods of time, say today and tomorrow. We define a consumption, portfolio holding, commodity and asset price vector as an equilibrium vector associated with a given economy if at those prices and economies households maximize utility under a budget constraints and markets clear. While the path breaking proofs of existence by Cass [6] and Werner [25] use a fixed point argument, we provide an independent existence proof in terms of variational inequalities (about the variational approach for the analysis of general equilibrium models see for example [9] and [10]). The analysis presented in this paper indicates that the variational inequality approach promises to be applicable in many specifications of the incomplete market model.     

Sharp gradient estimates for quasilinear elliptic equations with p(x) growth on nonsmooth domains

In this paper, we study quasilinear elliptic equations with the nonlinearity modelled after the $p(x)$-Laplacian on nonsmooth domains and obtain sharp Calderón–Zygmund type estimates in the variable exponent setting. In a recent work of [12], the estimates obtained were strictly above the natural exponent and hence there was a gap between the natural energy estimates and estimates above $p(x)$, see (1.3) and (1.4). Here, we bridge this gap to obtain the end point case of the estimates obtained in [12], see (1.5). In order to do this, we have to obtain significantly improved a priori estimates below $p(x)$, which is the main contribution of this paper. We also improve upon the previous results by obtaining the estimates for a larger class of domains than what was considered in the literature.     

On the well-posedness of 3-D inhomogeneous incompressible Navier–Stokes equations with variable viscosity

In this paper, we mainly study the well-posedness for the 3-D inhomogeneous incompressible Navier–Stokes equations with variable viscosity. With some smallness assumption on the BMO-norm of the initial density, we first get the local well-posedness of (1.1) in the critical Besov spaces. Moreover, if the viscosity coefficient is a constant, we can extend this local solution to be a global one. Our theorem implies that we have successfully extended the integrability index p of the initial velocity which has been obtained by Abidi, Gui and Zhang in [3], Burtea in [8] and Zhai and Yin in [32] to approach the ideal one i.e. $1<p<6$. The main novelty of this work is to apply the CRW theorem obtained by Coifman, Rochberg, Weiss in [11] to get a new a priori estimate for an elliptic equation with variable coefficients. The uniqueness of the solution also relies on a Lagrangian approach as in [16], [17], [18].     

Laplace equations,Lefschetz properties and line arrangements

In this note we extend the main result in [6] on artinian ideals failing Lefschetz properties, varieties satisfying Laplace equations and existence of suitable singular hypersurfaces. Moreover we characterize the minimal generation of ideals generated by powers of linear forms by the configuration of their dual points in the projective plane and we use this result to improve some propositions on line arrangements and Strong Lefschetz Property at range 2 in [6]. The starting point was an example in [3]. Finally we show the equivalence among failing SLP, Laplace equations and some unexpected curves introduced in [3].     

Existence,uniqueness and positivity of solutions for BGK models for mixtures

We consider kinetic models for a multi component gas mixture without chemical reactions. In the literature, one can find two types of BGK models in order to describe gas mixtures. One type has a sum of BGK type interaction terms in the relaxation operator, for example the model described by Klingenberg, Pirner and Puppo [20] which contains well-known models of physicists and engineers for example Hamel [16] and Gross and Krook [15] as special cases. The other type contains only one collision term on the right-hand side, for example the well-known model of Andries, Aoki and Perthame [1]. For each of these two models [20] and [1], we prove existence, uniqueness and positivity of solutions in the first part of the paper. In the second part, we use the first model [20] in order to determine an unknown function in the energy exchange of the macroscopic equations for gas mixtures described by Dellacherie [11].     

Sur une correction non linéaire et un principe du minimum local pour la discrétisation d'opérateurs de diffusion en différences finies

We describe a nonlinear correction that suppresses oscillations appearing in the discretization of diffusion operators. We prove that the scheme is convergent without assumptions as in [2] or [6].     

On an inequality of Brendle in the hyperbolic space

We give a spinorial proof of a Heintze–Karcher-type inequality in the hyperbolic space proved by Brendle [4]. The proof relies on a generalized Reilly formula on spinors recently obtained in [7].     

Cardinal characteristics at κ in a small u(κ) model

We provide a model where $\mathfrak{u}(\kappa )<2^{\kappa }$ for a supercompact cardinal κ. [10] provides a sketch of how to obtain such a model by modifying the construction in [6]. We provide here a complete proof using a different modification of [6] and further study the values of other natural generalizations of classical cardinal characteristics in our model. For this purpose we generalize some standard facts that hold in the countable case as well as some classical forcing notions and their properties.     

On stochastic calculus with respect to q-Brownian motion

Following the approach and the terminology introduced in Deya and Schott (2013) [6], we construct a product Lévy area above the q-Brownian motion (for $q\in [0,1)$) and use this object to study differential equations driven by the process.We also provide a detailed comparison between the resulting “rough” integral and the stochastic “Itô” integral exhibited by Donati-Martin (2003) [7].     

Quantization of probability distributions and gradient flows in space dimension 2

In this paper we study a perturbative approach to the problem of quantization of probability distributions in the plane. Motivated by the fact that, as the number of points tends to infinity, hexagonal lattices are asymptotically optimal from an energetic point of view [10], [12], [15], we consider configurations that are small perturbations of the hexagonal lattice and we show that: (1) in the limit as the number of points tends to infinity, the hexagonal lattice is a strict minimizer of the energy; (2) the gradient flow of the limiting functional allows us to evolve any perturbed configuration to the optimal one exponentially fast. In particular, our analysis provides a new mathematical justification of the asymptotic optimality of the hexagonal lattice among its nearby configurations.     

Simulation de la propagation de fracture dans un solide élastique

We consider a brittle elastic solid (prone to develop fractures) as the limit of a damage model and propose a numerical method to determine its quasi-static evolution in the spirit of Francfort and Marigo [3] and Allaire et al. [1], [2].     

Curves containing all points of a finite projective Galois plane

In the projective plane $PG(2,q)$ over a finite field of order q, a Tallini curve is a plane irreducible (algebraic) curve of (minimum) degree $q+2$ containing all points of $PG(2,q)$. Such curves were investigated by G. Tallini [8], [9] in 1961, and by Homma and Kim [5] in 2013. Our results concern the automorphism groups, the Weierstrass semigroups, the Hasse–Witt invariants, and quotient curves of the Tallini curves.     

Dispersive estimates for the wave equation inside cylindrical convex domains: A model case

In this work, we will establish local in time dispersive estimates for solutions to the model-case Dirichlet wave equation inside a cylindrical convex domain $\mathrm{\Omega }?{\mathbb{R}}^3$ with a smooth boundary $?\mathrm{\Omega }\ne ?$. Let us recall that dispersive estimates are key ingredients to prove Strichartz estimates. Nonoptimal Strichartz estimates for waves inside an arbitrary domain Ω have been proved by Blair–Smith–Sogge [1], [2]. Better estimates in strictly convex domains have been obtained in [4]. Our case of cylindrical domains is an extension of the result of [4] in the case where the curvature radius ≥0 depends on the incident angle and vanishes in some directions.     

On center singularity for compressible spherically symmetric nematic liquid crystal flows

The paper is concerned with a simplified system, proposed by Ericksen [6] and Leslie [20], modeling the flow of nematic liquid crystals. In the first part, we give a new Serrin's continuation principle for strong solutions of general compressible liquid crystal flows. Based on new observations, we establish a localized Serrin's regularity criterion for the 3D compressible spherically symmetric flows. It is proved that the classical solution loses its regularity in finite time if and only if, either the concentration or vanishing of mass forms or the norm inflammation of gradient of orientation field occurs around the center.     

A presentation of the double Pieri algebra

The double Pieri algebra, constructed by Howe, Lee, and the author in [10], [12], encodes information on the decomposition of Pieri type tensor products of irreducible representations for complex classical groups. In this paper we study its finite presentation in terms of generators and relations, and then prove that it admits the structure of a cluster algebra. We also study its ${\mathfrak{sl}}_2$-module structure.     

Classical limits of quantum toroidal and affine Yangian algebras

In this short article, we compute the classical limits of the quantum toroidal and affine Yangian algebras of ${\mathfrak{sl}}_n$ by generalizing our arguments for ${\mathfrak{gl}}_1$ from [7] (an alternative proof for $n>2$ is given in [10]). We also discuss some consequences of these results.     

Ulrich bundles on blowing up (and an erratum)

We deal with the behaviour of Ulrich bundles with respect to push-forward and pull-back via blowing-up points. We also correct a wrong statement in [11].     

Optimal partial mass transportation and obstacle Monge–Kantorovich equation

Optimal partial mass transport, which is a variant of the optimal transport problem, consists in transporting effectively a prescribed amount of mass from a source to a target. The problem was first studied by Caffarelli and McCann (2010) [6] and Figalli (2010) [12] with a particular attention to the quadratic cost. Our aim here is to study the optimal partial mass transport problem with Finsler distance costs including the Monge cost given by the Euclidian distance. Our approach is different and our results do not follow from previous works. Among our results, we introduce a PDE of Monge–Kantorovich type with a double obstacle to characterize active submeasures, Kantorovich potential and optimal flow for the optimal partial transport problem. This new PDE enables us to study the uniqueness and monotonicity results for the active submeasures. Another interesting issue of our approach is its convenience for numerical analysis and computations that we develop in a separate paper [14] (Igbida and Nguyen, 2018).     

Asymptotic spreading of a diffusive competition model with different free boundaries

Recently, the authors of [22] studied a diffusive prey–predator model with two different free boundaries. They first obtained the existence, uniqueness, regularity, uniform estimates and long time behaviors of global solution, and then established the conditions for spreading and vanishing. Especially, when spreading occurs, they provided accurate limits of two species as $t\to +\infty$, and gave some estimates of asymptotic spreading speeds of two species and asymptotic speeds of two free boundaries. Motivated by the paper [22], in this paper we discuss the diffusive competition model with two different free boundaries, which had been investigated by [7], [11], [15], [21]. The main purpose of this paper is to establish much sharper estimates of asymptotic spreading speeds of two species and asymptotic speeds of two free boundaries when spreading occurs. Furthermore, how the solution approaches the semi-wave when spreading happens is also described.