An Averaging Theorem for Quasilinear Hamiltonian PDEs

We study the dynamics of Hamiltonian quasilinear PDEs close to elliptic equilibria. Under a suitable nonresonance condition we prove an averaging theorem according to which any solution corresponding to smooth initial data with small amplitude remains very close to a torus up to long times. An application to quasilinear wave equations in ann-dimensional paralleliped is given. Communicated by Eduard Zehnder submitted 29/10/02, accepted: 12/05/03     

Maximum principle for infinite-horizon optimal control problems under weak regularity assumptions

The paper deals with first order necessary optimality conditions for a class of infinite-horizon optimal control problems that arise in economic applications. Neither convergence of the integral utility functional nor local boundedness of the optimal control is assumed. Using the classical needle variations technique we develop a normal form version of the Pontryagin maximum principle with an explicitly specified adjoint variable under weak regularity assumptions. The result generalizes some previous results in this direction. An illustrative economical example is presented.     

On the fundamental theorem of surface theory under weak regularity assumptions

We consider a symmetric, positive definite matrix field of order two and a symmetric matrix field of order two that together satisfy the Gauss and Codazzi–Mainardi equations in a connected and simply connected open subset of $\text{R}{}^2$. If these fields are of class C² and C¹ respectively, the fundamental theorem of surface theory asserts that there exists a surface immersed in the three-dimensional Euclidean space with the given matrix fields as its first and second fundamental forms. The purpose of this Note is to prove that this theorem still holds true under the weaker regularity assumptions that these fields are of class W^1,∞_loc and L^∞_loc respectively, the Gauss and Codazzi–Mainardi equations being then understood in a distributional sense. To cite this article: S. Mardare, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Boundary regularity for viscosity solutions to degenerate elliptic PDEs

Sufficient conditions are given for the solutions to the (fully nonlinear, degenerate) elliptic equation F(x,u,Du,D²u)=0 in Ω to satisfy |u(x)−u(y)|?Cα|x−y| for some α∈(0,1) when x∈Ω and y∈∂Ω.     

A numerical scheme for stochastic PDEs with Gevrey regularity

We consider strong approximations to parabolic stochastic PDEs.We assume the noise lies in a Gevrey space of analytic functions.This type of stochastic forcing includes the case of forcingin a finite number of Fourier modes. We show that with Gevreynoise our numerical scheme has solutions in a discrete equivalentof this space and prove a strong error estimate. Finally wepresent some numerical results for a stochastic PDE with a Ginzburg–Landaunonlinearity and compare this to the more standard implicitEuler–Maruyama scheme.     

Sufficiency conditions with minimal regularity assumptions

The aim of this article is to provide second-order sufficiency criteria that extend known ones in [6] and [7] to the case where the control candidate and some of the data are merely essentially bounded, and/or the control setU is any convex subset of ^m . In the classical setting, where a restriction on the velocity is imposed , it is shown that whenU is compact the known strengthened Weierstrass condition is equivalent to the Weierstrass condition with strict inequality.The research was supported by an NSERC Grant and by GNAFA of CNR, which are gratefully acknowledged.     

Maximum principle in problems with mixed constraints under weak assumptions of regularity

In the present work, optimal control problems with mixed constraints are investigated. A novel weakening of the conventional regularity assumptions on mixed constraints is introduced. A maximum principle is derived in which the maximum condition is of nonstandard type: the maximum is taken over the closure of the set of regular points, but not over the whole feasible set.     

Precise regularity results for the Euler equations

It has already been proved, under various assumptions, that no singularity can appear in an initially regular perfect fluid flow, if the L^∞ norm of the velocity's curl does not blow up. Here that result is proved for flows in smooth bounded domains of (d?2) when the regularity is expressed in terms of Besov (or Triebel-Lizorkin) spaces.     

Maximum principle for quasilinear SPDE’s on a bounded domain without regularity assumptions

We prove a maximum principle for local solutions of quasi-linear parabolic stochastic PDEs, with non-homogeneous second order operator on a bounded domain and driven by a space–time white noise. Our method based on an approximation of the domain and the coefficients of the operator, does not require regularity assumptions. As in previous works by Denis et al. (2005, 2009)  and , the results are consequences of Itô’s formula and estimates for the positive part of local solutions which are non-positive on the lateral boundary.     

On partial regularity results for the navier-stokes equations

Looking at the regularity results of Scheffer, respectively, Caffarelli, Kohn and Nirenberg from a new point of view indicates that estimates for the pressure do not play an essential role in partial regularity results for the Navier-Stokes equations.     

Existence and regularity results for the Steiner problem

Given a complete metric space X and a compact set ${C\subset X}$ , the famous Steiner (or minimal connection) problem is that of finding a set S of minimum length (one-dimensional Hausdorff measure ${\mathcal H^1)}$ ) among the class of sets $$\mathcal{S}t(C) \,:=\{S\subset X\colon S \cup C \,{\rm is connected}\}.$$ In this paper we provide conditions on existence of minimizers and study topological regularity results for solutions of this problem. We also study the relationships between several similar variants of the Steiner problem. At last, we provide some applications to locally minimal sets.     

Inner-product encryption under standard assumptions

Predicate encryption is a generalized notion for public key encryption that enables one to encrypt attributes as well as a message. In this paper, we present a new inner-product encryption (IPE) scheme, as a specialized predicate encryption scheme, whose security relies on the well-known Decision Bilinear Diffie-Hellman (BDH) and Decision Linear assumptions. Our IPE scheme uses prime order groups equipped with a bilinear map and works in both symmetric and asymmetric bilinear maps. Our result is the first construction of IPE under the standard assumptions. Prior to our work, all IPE schemes known to date require non-standard assumptions to prove security, and moreover some of them use composite-order groups. To achieve our goal, we introduce a novel technique for attribute-hiding, which may be of independent interest.     

Propagation of low regularity for solutions of nonlinear PDEs on a Riemannian manifold with a sub-Laplacian structure

Following Bernicot (2012) [7], we introduce a notion of paraproducts associated to a semigroup. We do not use Fourier transform arguments and the background manifold is doubling, endowed with a sub-Laplacian structure. Our main result is a paralinearization theorem in a non-Euclidean framework, with an application to the propagation of regularity for some nonlinear PDEs.     

Stability and regularity results for a size-structured population model

In the present paper a nonlinear size-structured population dynamical model with size and density dependent vital rate functions is considered. The linearization about stationary solutions is analyzed by semigroup and spectral methods. In particular, the spectrally determined growth property of the linearized semigroup is derived from its long-term regularity. These analytical results make it possible to derive linear stability and instability results under biologically meaningful conditions on the vital rates. The principal stability criteria are given in terms of a modified net reproduction rate.     

Some interior regularity results for solutions of Hessian equations

We prove monotonicity formulae related to degenerate k-Hessian equations which yield Morrey type estimates for certain integrands involving the second derivatives of the solution. In the special case k=2 we deduce that weak solutions in , , have locally H?lder continuous gradients. In the nondegenerate case we also show that weak solutions in , , have locally bounded second derivatives. Received February 25, 1999 / Accepted June 11, 1999 / Published online April 6, 2000     

Ergodic BSDEs under weak dissipative assumptions

In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in Fuhrman et al. (2009) [12]. In other words we do not need to require the uniform exponential decay of the difference of two solutions of the underlying forward equation, which, on the contrary, is assumed to be non-degenerate.We show the existence of solutions by the use of coupling estimates for a non-degenerate forward stochastic differential equation with bounded measurable nonlinearity. Moreover we prove the uniqueness of “Markovian” solutions by exploiting the recurrence of the same class of forward equations.Applications are then given for the optimal ergodic control of stochastic partial differential equations and to the associated ergodic Hamilton-Jacobi-Bellman equations.