Connection between the kinetic equations and the equations of hydrodynamics

One investigates the Cauchy problem for the nonlinear Boltzmann equation

Dissipativity of differential equations and the corresponding difference equations

We establish conditions under which the existence of a bounded solution of a difference equation yields the existence of a bounded solution of the corresponding differential equation. We investigate the relationship between the dissipativities of differential and difference equations in terms of Lyapunov functions. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 9, pp. 1249–1256, September, 2006.     

Perturbation analysis of the MNA equations coupled with the drift-diffusion equations

We perform a perturbation analysis on a coupled system modeling an integrated circuit. The modified nodal analysis equations are coupled with the drift-diffusion equations. An index 1 estimate is proven under the assumptions that the network graph contains neither loops of voltage sources and capacitors nor cutsets of current sources and inductors. Additionally, it is assumed that the Dirichlet boundaries of the drift-diffusion modeled region are connected by capacitive paths. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Convergence of the compressible magnetohydrodynamic equations to incompressible magnetohydrodynamic equations

In this paper, we study the incompressible limit of the three-dimensional compressible magnetohydrodynamic equations, which models the dynamics of compressible quasi-neutrally ionized fluids under the influence of electromagnetic fields. Based on the convergence-stability principle, we show that, when the Mach number, the shear viscosity coefficient, and the magnetic diffusion coefficient are sufficiently small, the initial-value problem of the model has a unique smooth solution in the time interval where the ideal incompressible magnetohydrodynamic equations have a smooth solution. When the latter has a global smooth solution, the maximal existence time for the former tends to infinity as the Mach number, the shear viscosity coefficient, and the magnetic diffusion coefficient go to zero. Moreover, we obtain the convergence of smooth solutions for the model forwards those for the ideal incompressible magnetohydrodynamic equations with a sharp convergence rate.     

Retarded equations on the sphere induced by linear equations

Using a Poincaré compactification, the linear homogeneous system of delay equations {x = Ax(t ? 1) (A is an n × n real matrix) induces a delay system π(A) on the sphere Sⁿ. The points at infinity belong to an invariant submanifold S^{n ? 1} of Sⁿ. For an open and dense set of 2 × 2 matrices A with distinct eigenvalues, the system π(A) has only hyperbolic critical points (including the critical points at infinity). For an open and dense set of 2 × 2matrices $\text{A}$ with complex eigenvalues, the nonwandering set at infinity is the union of an odd number of hyperbolic periodic orbits; if $\text{(}\text{det}\text{A}\text{)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{<}\text{3π}\text{2}$, the restriction of $\text{π(}\text{A}\text{)}$ to S¹ is Morse-Smale. For n = 1 there exist periodic orbits of period 4 provided that $\text{?A >}\text{π}\text{2}$ and Hopf bifurcation of a center occurs for ?A near $\text{(}\text{π}\text{2}\text{) + 2kπ, k ? Z}$.     

Backward stochastic differential equations associated with the vorticity equations

In this paper we derive a non-linear version of the Feynman–Kac formula for the solutions of the vorticity equation in dimension 2 with space periodic boundary conditions. We prove the existence (global in time) and uniqueness for a stochastic terminal value problem associated with the vorticity equation in dimension 2. A particular class of terminal values provide, via these probabilistic methods, solutions for the vorticity equation.     

Convergence of the nonisentropic Euler-Poisson equations to incompressible type Euler equations

In this paper, we investigate a multidimensional nonisentropic hydrodynamic (Euler-Poisson) model for semiconductors. We study the convergence of the nonisentropic Euler-Poisson equation to the incompressible nonisentropic Euler type equation via the quasi-neutral limit. The local existence of smooth solutions to the limit equations is proved by an iterative scheme. The method of asymptotic expansion and energy methods are used to rigorously justify the convergence of the limit.     

Limiting case for the regularity criterion of the Navier-Stokes equations and the magnetohydrodynamic equations

Any weak solution u to the Navier-Stokes equations is showed to be regular under the assumption that ||u|| L 2w (0,T ;L ∞ ( R 3 )) is sufficiently small, which is a limiting case of the regularity criteria derived by Kim and Kozono. Our result gives a positive answer to the question proposed by Kim and Kozono. For the incompressible magnetohydrodynamic equations, we also show the regularity of weak solution only under the assumption that ||u|| L 2w (0,T ;L ∞ ( R 3 )) is sufficiently small.     

Solution of Volterra partial integral equations with the use of differential equations

We consider Volterra partial differential equations with two and three independent variables and reduce them to Goursat problems, whose solutions are constructed by the Riemann method. We single out cases in which the corresponding Riemann functions (and hence the solutions of the original equations) can be written out in closed form.     

Well-posedness of the ferrimagnetic equations

In this paper, we show the existence of global weak solutions of the ferrimagnetic equations on compact Riemannian manifold using the penalty method. We also show the uniqueness of the solution and its well-posedness by the energy estimates method in lower dimensions. In particular, when the space dimension is one, we can prove that the problem is globally well-posed.     

Well-posedness of the water-waves equations

We prove that the water-waves equations (i.e., the inviscid Euler equations with free surface) are well-posed locally in time in Sobolev spaces for a fluid layer of finite depth, either in dimension or under a stability condition on the linearized equations. This condition appears naturally as the Lévy condition one has to impose on these nonstricly hyperbolic equations to insure well-posedness; it coincides with the generalized Taylor criterion exhibited in earlier works. Similarly to what happens in infinite depth, we show that this condition always holds for flat bottoms. For uneven bottoms, we prove that it is satisfied provided that a smallness condition on the second fundamental form of the bottom surface evaluated on the initial velocity field is satisfied.

We work here with a formulation of the water-waves equations in terms of the velocity potential at the free surface and of the elevation of the free surface, and in Eulerian variables. This formulation involves a Dirichlet-Neumann operator which we study in detail: sharp tame estimates, symbol, commutators and shape derivatives. This allows us to give a tame estimate on the linearized water-waves equations and to conclude with a Nash-Moser iterative scheme.

     

Existence of solutions for the MHD-Leray-alpha equations and their relations to the MHD equations

In this paper we derive some new equations and we call them MHD-Leray-alpha equations which are similar to the MHD equations. We put forward the concept of weak and strong solutions for the new equations. Whether the 3-dimensional MHD equations have a unique weak solution is unknown, however, there is a unique weak solution for the 3-dimensional MHD-Leray-alpha equations. The global existence of strong solution and the Gevrey class regularity for the new equations are also obtained. Furthermore, we prove that the solutions of the MHD-Leray-alpha equations converge to the solution of the MHD equations in the weak sense as the parameter ε in the new equations converges to zero.     

Transformation of equations with retarded argument to equations with the best argument

The problem of choosing the best argument in the Cauchy problem for a system of ordinary differential equations with retarded argument is studied from the viewpoint of the method of continuation of the solution with respect to a parameter. It is proved that the arc length counted along the integral curve of the problem is the best argument for the system of continuation equations to be well-posed in the best possible way. A transformation of the Cauchy problem to the best argument is obtained.     

On the approximation of singular integral equations by equations with smooth kernels

Singular integral equations with Cauchy kernel and piecewise-continuous matrix coefficients on open and closed smooth curves are replaced by integral equations with smooth kernels of the form(t–)[(t–) ²–n ² (t) ²]^–1,0, wheren(t), t , is a continuous field of unit vectors non-tangential to . we give necessary and sufficient conditions under which the approximating equations have unique solutions and these solutions converge to the solution of the original equation. For the scalar case and the spaceL ₂() these conditions coincide with the strong ellipticity of the given equation.This work was fulfilled during the first author's visit to the Weierstrass Institute for Applied Analysis and Stochastics, Berlin in October 1993.     

Transformation of equations with retarded argument to equations with the best argument

The problem of choosing the best argument in the Cauchy problem for a system of ordinary differential equations with retarded argument is studied from the viewpoint of the method of continuation of the solution with respect to a parameter. It is proved that the arc length counted along the integral curve of the problem is the best argument for the system of continuation equations to be well-posed in the best possible way. A transformation of the Cauchy problem to the best argument is obtained. Translated fromMatematicheskie Zametki, Vol. 63, No. 1, pp. 62–68, January, 1998.     

Problems with the estimation of stochastic differential equations using structural equations models

The present paper deals with the identification and maximum likelihood estimation of systems of linear stochastic differential equations using panel data. So we only have a sample of discrete observations over time of the relevant variables for each individual. A popular approach in the social sciences advocates the estimation of the “exact discrete model” after a reparameterization with LISREL or similar programs for structural equations models. The “exact discrete model” corresponds to the continuous time model in the sense that observations at equidistant points in time that are generated by the latter system also satisfy the former. In the LISREL approach the reparameterized discrete time model is estimated first without taking into account the nonlinear mapping from the continuous to the discrete time parameters. In a second step, using the inverse mapping, the fundamental system parameters of the continuous time system in which we are interested, are inferred. However, some severe problems arise with this “indirect approach”. First, an identification problem may arise in multiple equation systems, since the matrix exponential function denning some of the new parameters is in general not one‐to‐one, and hence the inverse mapping mentioned above does not exist. Second, usually some sort of approximation of the time paths of the exogenous variables is necessary before the structural parameters of the system can be estimated with discrete data. Two simple approximation methods are discussed. In both approximation methods the resulting new discrete time parameters are connected in a complicated way. So estimating the reparameterized discrete model by OLS without restrictions does not yield maximum likelihood estimates of the desired continuous time parameters as claimed by some authors. Third, a further limitation of estimating the reparameterized model with programs for structural equations models is that even simple restrictions on the original fundamental parameters of the continuous time system cannot be dealt with. This issue is also discussed in some detail. For these reasons the “indirect method” cannot be recommended. In many cases the approach leads to misleading inferences. We strongly advocate the direct estimation of the continuous time parameters. This approach is more involved, because the exact discrete model is nonlinear in the original parameters. A computer program by Hermann Singer that provides appropriate maximum likelihood estimates is described.