Systems of hyperbolic conservation laws with a resonant moving source

In this paper, we study the stability of a single transonic shock wave solution to the hyperbolic conservation laws with a resonant moving source. Compared with the previous results [W.-C. Lien, Hyperbolic conservation laws with a moving source, Comm. Pure Appl. Math. 52 (9) (1999) 1075-1098; T.P. Liu, Nonlinear stability and instability of transonic flows through a nozzle, Comm. Math. Phys. 83 (2) (1982) 243-260] on this stability problem, in this paper, the transonic ith shock is assumed to be relatively strong and stable in the sense of Majda. Then the framework of [M. Lewicka, L¹ stability of patterns of non-interacting large shock waves, Indiana Univ. Math. J. 49 (4) (2000) 1515-1537; M. Lewicka, Stability conditions for patterns of noninteracting large shock waves, SIAM J. Math. Anal. 32 (5) (2001) 1094-1116 (electronic)] can be applied. A new criterion is obtained to test whether such a shock is time asymptotically stable or not. And by constructing the Liu-Yang functional, one can prove the L¹ stability of the shock under the stability condition. This is an extension of the result [S.-Y. Ha, T. Yang, L¹ stability for systems of hyperbolic conservation laws with a resonant moving source, SIAM J. Math. Anal. 34 (5) (2003) 1226-1251 (electronic); W.-C. Lien, Hyperbolic conservation laws with a moving source, Comm. Pure Appl. Math. 52 (9) (1999) 1075-1098] to a more general case.     

An application of the principle of limiting absorption to the motions of floating bodies

We show a uniqueness and existence theorem for the so-called linearized seakeeping problem with a range of application much wider than that of the previous results of F. John (Comm. Pure Appl. Math.3 (1950), 45–101).     

Orthonormal Compactly Supported Wavelets with Optimal Sobolev Regularity: Numerical Results

Numerical optimization is used to construct new orthonormal compactly supported wavelets with a Sobolev regularity exponent as high as possible among those mother wavelets with a fixed support length and a fixed number of vanishing moments. The increased regularity is obtained by optimizing the locations of the roots the scaling filter has on the interval (π/2,π). The results improve those obtained by I. Daubechies (1988, Comm. Pure Appl. Math.41, 909–996), H. Volkmer (1995, SIAM J. Math. Anal.26, 1075–1087), and P. G. Lemarié-Rieusset and E. Zahrouni (1998, Appl. Comput. Harmon. Anal.5, 92–105).     

A nonlinear functional for general scalar hyperbolic conservation laws

A generalized entropy functional was introduced in [T.-P. Liu, T. Yang, A new entropy functional for scalar conservation laws, Comm. Pure Appl. Math. 52 (1999) 1427-1442] for the scalar hyperbolic conservation laws with convex flux function. This functional was crucially used in the functional approach to the L¹ stability study on the system of hyperbolic conservation laws when each characteristic field is either genuinely nonlinear or linearly degenerate. However, how to construct the generalized entropy functional for scalar conservation laws with general flux, and then how to apply the functional approach to the L¹ study on general systems are still open. In this paper, we construct a new nonlinear functional which gives some partial answer to this question and we expect the analysis will shed some light on the future investigation in this direction.     

The Riemann problem for general systems of conservation laws

An extended entropy condition (E) has previously been proposed, by which we have been able to prove uniqueness and existence theorems for the Riemann problem for general 2-conservation laws. In this paper we consider the Riemann problem for general n-conservation laws. We first show how the shock are related to the characteristic speeds. A uniqueness theorem is proved subject to condition (E), which is equivalent to Lax's shock inequalities when the system is “genuinely nonlinear.” These general observations are then applied to the equations of gas dynamics without the convexity condition P_vv(v, s) > 0. Using condition (E), we prove the uniqueness theorem for the Riemann problem of the gas dynamics equations. This answers a question of Bethe. Next, we establish the relation between the shock speed σ and the entropy S along any shock curve. That the entropy S increases across any shock, first proved by Weyl for the convex case, is established for the nonconvex case by a different method. Wendroff also considered the gas dynamics equations without convexity conditions and constructed a solution to the Riemann problem. Notice that his solution does satisfy our condition (E).     

Stability of undercompressive shock profiles

Using a simplified pointwise iteration scheme, we establish nonlinear phase-asymptotic orbital stability of large-amplitude Lax, undercompressive, overcompressive, and mixed under-overcompressive type shock profiles of strictly parabolic systems of conservation laws with respect to initial perturbations |u₀(x)|?E₀(1+|x|)^−3/2 in C0+α, E₀ sufficiently small, under the necessary conditions of spectral and hyperbolic stability together with transversality of the connecting profile. This completes the program initiated by Zumbrun and Howard in [K. Zumbrun, P. Howard, Pointwise semigroup methods and stability of viscous shock waves, Indiana Univ. Math. J. 47 (4) (1998) 741-871], extending to the general undercompressive case results obtained for Lax and overcompressive shock profiles in [A. Szepessy, Z. Xin, Nonlinear stability of viscous shock waves, Arch. Ration. Mech. Anal. 122 (1993) 53-103; T.-P. Liu, Pointwise convergence to shock waves for viscous conservation laws, Comm. Pure Appl. Math. 50 (11) (1997) 1113-1182; K. Zumbrun, P. Howard, Pointwise semigroup methods and stability of viscous shock waves, Indiana Univ. Math. J. 47 (4) (1998) 741-871; K. Zumbrun, Refined wave-tracking and nonlinear stability of viscous Lax shocks, Methods Appl. Anal. 7 (2000) 747-768; M.-R. Raoofi, L¹-asymptotic behavior of perturbed viscous shock profiles, thesis, Indiana Univ., 2004; C. Mascia, K. Zumbrun, Pointwise Green's function bounds and stability of relaxation shocks, Indiana Univ. Math. J. 51 (4) (2002) 773-904; C. Mascia, K. Zumbrun, Stability of small-amplitude shock profiles of symmetric hyperbolic-parabolic systems, Comm. Pure Appl. Math. 57 (7) (2004) 841-876; C. Mascia, K. Zumbrun, Pointwise Green's function bounds for shock profiles with degenerate viscosity, Arch. Ration. Mech. Anal. 169 (3) (2003) 177-263; C. Mascia, K. Zumbrun, Stability of large-amplitude shock profiles of hyperbolic-parabolic systems, Arch. Ration. Mech. Anal. 172 (1) (2004) 93-131; C. Mascia, K. Zumbrun, Stability of large-amplitude shock profiles of general relaxation systems, SIAM J. Math. Anal., in press], and for special “weakly coupled” (respectively scalar diffusive-dispersive) undercompressive profiles in [T.P. Liu, K. Zumbrun, Nonlinear stability of an undercompressive shock for complex Burgers equation, Comm. Math. Phys. 168 (1) (1995) 163-186; T.P. Liu, K. Zumbrun, On nonlinear stability of general undercompressive viscous shock waves, Comm. Math. Phys. 174 (2) (1995) 319-345] (respectively [P. Howard, K. Zumbrun, Pointwise estimates for dispersive-diffusive shock waves, Arch. Ration. Mech. Anal. 155 (2000) 85-169]). In particular, together with spectral results of [K. Zumbrun, Dynamical stability of phase transitions in the p-system with viscosity-capillarity, SIAM J. Appl. Math. 60 (2000) 1913-1924], our results yield nonlinear stability of large-amplitude undercompressive phase-transitional profiles near equilibrium of Slemrod's model [M. Slemrod, Admissibility criteria for propagating phase boundaries in a van der Waals fluid, Arch. Ration. Mech. Anal. 81 (4) (1983) 301-315] for van der Waal gas dynamics or elasticity with viscosity-capillarity.     

Scattering frequencies for the wave equation with a potential term

The existence of an infinite sequence of scattering frequencies for the equation □u + qu = 0 is established, where q is a real valued potential which may assume negative values. This result generalizes some of the results obtained by Lax and Phillips in Comm. Pure Appl. Math.22 (1969), 737–787.     

Solutions à variations bornées pour certains systèmes hyperboliques de lois de conservation

Blake Temple (Trans. Amer. Math. Soc.280 (1983), 781–795) has described the hyperbolic systems of two conservation laws whose shock and rarefaction curves coincide. In this note, we prove the global existence of weak solutions for such systems, with any bounded variation initial condition. The proof is based upon standard numerical schemes, as well as upon parabolic regularization. The key is that the total variation of the Riemann invariants is decreasing in time. At least, in the case of the initial condition with compact support, we prove by using the Glimm scheme that the system is decoupling in two conservation laws in one unknown, in finite time.     

A note on BMO and its application

In this note, at first we will point out a fact which is implicitly contained in the original paper of John and Nirenberg [Comm. Pure Appl. Math. 14 (1961) 415-426]. If a BMO(Rn) function f satisfies (obviously if the value of left term is finite it must be zero), then there holds

(1)     

On Gronwall-Bellman-Bihari-type integral inequalities in several variables with retardation

Presented are some new nonlinear integral inequalities of the Gronwall-Bellman-Bihari type in n-independent variables with delay which extend recent results of C. C. Yeh and M.-H. Shin [J. Math. Anal. Appl.86, (1982), 157–167], C. C. Yeh [J. Math. Anal. Appl.87, (1982), 311–321], and A. I. Zahariev and D. D. Bainor [J. Math. Anal. Appl.89, (1981), 147–149]. Some applications of the results are included.     

Generalized Glimm scheme to the initial boundary value problem of hyperbolic systems of balance laws

In this paper we provide a generalized version of the Glimm scheme to establish the global existence of weak solutions to the initial-boundary value problem of 2×2 hyperbolic systems of conservation laws with source terms. We extend the methods in [J.B. Goodman, Initial boundary value problem for hyperbolic systems of conservation laws, Ph.D. Dissertation, Stanford University, 1982; J.M. Hong, An extension of Glimm’s method to inhomogeneous strictly hyperbolic systems of conservation laws by “weaker than weak” solutions of the Riemann problem, J. Differential Equations 222 (2006) 515-549] to construct the approximate solutions of Riemann and boundary Riemann problems, which can be adopted as the building block of approximate solutions for our initial-boundary value problem. By extending the results in [J. Glimm, Solutions in the large for nonlinear hyperbolic systems of equations, Comm. Pure Appl. Math. 18 (1965) 697-715] and showing the weak convergence of residuals, we obtain stability and consistency of the scheme.     

Random nonlinear Hammerstein equations

We prove existence theorems for random differential equations defined in a separable reflexive Banach space. These theorems are proved through the use of theory of random analysis established in [X. Z. Yuan, Random nonlinear mappings of monotone type, J. Math. Anal. Appl. 19] which differs from the other means, for example in [R. Kannan and H. Salehi, Random nonlinear equations and monotonic nonlinearities, J. Math. Anal. Appl. 57 (1977), 234–256; D. Kravvaritis, Existence theorems for nonlinear random equations and inequalities, J. Math. Anal. Appl. 86 (1982), 61–73; D. A. Kandilakis and N. S. Papageorgious, On the existence of solutions for random differential inclusions in a Banach space, J. Math. Anal. Appl. 126 (1987), 11–23].     

On the compact-open and admissible topologies

It is known (see, for example, [H. Render, Nonstandard topology on function spaces with applications to hyperspaces, Trans. Amer. Math. Soc. 336 (1) (1993) 101-119; M. Escardo, J. Lawson, A. Simpson, Comparing cartesian closed categories of (core) compactly generated spaces, Topology Appl. 143 (2004) 105-145; D.N. Georgiou, S.D. Iliadis, F. Mynard, Function space topologies, in: Open Problems in Topology 2, Elsevier, 2007, pp. 15-23]) that the intersection of all admissible topologies on the set C(Y,Z) of all continuous maps of an arbitrary space Y into an arbitrary space Z, is always the greatest splitting topology (which in general is not admissible). The following, interesting in our opinion, problem is arised: when a given splitting topology (for example, the compact-open topology, the Isbell topology, and the greatest splitting topology) is the intersection of k admissible topologies, where k is a finite number. Of course, in this case this splitting topology will be the greatest splitting.In the case, where a given splitting topology is admissible the above number k is equal to one. For example, if Y is a locally compact Hausdorff space, then k=1 for the compact-open topology (see [R.H. Fox, On topologies for function spaces, Bull. Amer. Math. Soc. 51 (1945) 429-432; R. Arens, A topology for spaces of transformations, Ann. of Math. 47 (1946) 480-495; R. Arens, J. Dugundji, Topologies for function spaces, Pacific J. Math. 1 (1951) 5-31]). Also, if Y is a corecompact space, then k=1 for the Isbell topology (see [P. Lambrinos, B.K. Papadopoulos, The (strong) Isbell topology and (weakly) continuous lattices, in: Continuous Lattices and Applications, in: Lect. Notes Pure Appl. Math., vol. 101, Marcel Dekker, New York, 1984, pp. 191-211; F. Schwarz, S. Weck, Scott topology, Isbell topology, and continuous convergence, in: Lect. Notes Pure Appl. Math., vol. 101, Marcel Dekker, New York, 1984, pp. 251-271]).In [R. Arens, J. Dugundji, Topologies for function spaces, Pacific J. Math. 1 (1951) 5-31] a non-locally compact completely regular space Y is constructed such that the compact-open topology on C(Y,S), where S is the Sierpinski space, coincides with the greatest splitting topology (which is not admissible). This fact is proved by the construction of two admissible topologies on C(Y,S) whose intersection is the compact-open topology, that is k=2.In the present paper improving the method of [R. Arens, J. Dugundji, Topologies for function spaces, Pacific J. Math. 1 (1951) 5-31] we construct some other non-locally compact spaces Y such that the compact-open topology on C(Y,S) is the intersection of two admissible topologies. Also, we give some concrete problems concerning the above arised general problem.     

Compactness,Kinetic Formulation,and Entropies for a Problem Related to Micromagnetics

Abstract

We carry on the study of (Rivière T, Serfaty S. Limiting domain wall energy for a problem related to micromagnetics. Comm Pure Appl Math 2001; 54(3):294–338.) on the asymptotics of a family of energy-functionals related to micromagnetics. We prove compactness for families of uniformly bounded energies releasing the LBP condition we had previously set. Such families converge to unit-valued divergence-free vector-fields that are tangent to the boundary of the domain, and we found in (Rivière T, Serfaty S. Limiting domain wall energy for a problem related to micromagnetics. Comm Pure Appl Math 2001; 54(3):294–338.) that the energy-functionals Γ-converge to a limiting jump-energy of such configurations. We examine the behavior of certain truncated fields which serve to construct “entropies,” and to provide an improved lower bound. We give a kinetic formulation of the problem, and show that the limiting divergence-free problem is supplemented, in the case of minimizers, with a sign condition which can in turn, using the kinetic formulation, be interpreted as an entropy condition that plays a role in uniqueness questions.     

On the sector condition and homogenization of diffusions with a Gaussian drift

In this paper we present the functional central limit theorem for a class of Markov processes, whose L²-generator satisfies the so-called graded sector condition. We apply the result to obtain homogenization theorems for certain classes of diffusions with a random Gaussian drift. Additionally, we present a result concerning the regularity of the effective diffusivity tensor with respect to the parameters related to the statistics of the drift. The abstract central limit theorem, see Theorem 2.2, is obtained by applying the technique used in Sethuraman et al. (Comm. Pure Appl. Math. 53 (2000) 972) to the case of infinite particle systems.     

On the pure critical exponent problem for the p-Laplacian

In this paper we prove existence and multiplicity of positive and sign-changing solutions to the pure critical exponent problem for the $p$ -Laplacian operator with Dirichlet boundary conditions on a bounded domain having nontrivial topology and discrete symmetry. Pioneering works related to the case $p=2$ are Brezis and Nirenberg (Comm Pure Appl Math 36, 437–477, 1983), Coron (C R Acad Sci Paris Sr I Math 299, 209–212, 1984), and Bahri and Coron (Comm. Pure Appl. Math. 41, 253–294, 1988). A global compactness analysis is given for the Palais-Smale sequences in the presence of symmetries.     

Application of large deviation methods to the pricing of index options in finance

We develop an asymptotic formula for calculating the implied volatility of European index options based on the volatility skews of the options on the underlying stocks and on a given correlation matrix for the basket. The derivation uses the steepest-descent approximation for evaluating the multivariate probability distribution function for stock prices, which is based on large-deviation estimates of diffusion processes densities by Varadhan (Comm. Pure Appl. Math. 20 (1967)). A detailed version of these results can be found in (RISK 15 (10) (2002)). To cite this article: M. Avellaneda et al., C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Erratum: Yan Guo. Boltzmann diffusive limit beyond the Navier‐Stokes approximation,Communications on Pure and Applied Mathematics (2006) 59(5) 626‐687

The original article to which this erratum refers was published in Communications on Pure and Applied Mathematics Comm Pure Appl Math(2006)59(5) 626 .     

A Simplified Elementary Proof of Hadwiger's Volume Theorem

One of the most important results in geometric convexity is Hadwiger's characterization of quermassintergrals and intrinsic volumes. The importance lies in that Hadwiger's theorem provides straightforward proofs of numerous results in integral geometry such as the kinematic formulas [Santaló, L. A.: Integral Geometry and Geometric Probability, Addison-Wesley, 1976], the mean projection formulas for convex bodies [Schneider, R.: Convex Bodies: The Brunn—Minkowski Theory, Cambridge Univ. Press, 1993], and the characterization of totally invariant set functions of polynomial type [Chen, B. and Rota, G.-C.: Totally invariant set functions of polynomial type, Comm. Pure Appl. Math. 47 (1994), 187–197]. For a long time the only known proof of Hadwiger's theorem was his original one [Hadwiger, H.: Vorlesungen über Inhalt, Oberfläche and Isoperimetrie, Springer, Berlin, 1957] (long and not available in English), until a new proof was obtained by Klain [Klain, D. A.: A short proof of Hadwiger's characterization theorem, Mathematika 42 (1995), 329–339., Klain, D. A. and Rota, G.-C.: Introduction to Geometric Probability, Lezioni Lincee, Cambridge Univ. Press, 1997], using a result from spherical harmonics. The present paper provides a simplified and self-contained proof of Hadwiger's theorem.     

Characterization of fuzzy measures constructed by means of triangular norms

Following the ideas presented by the author (E. P. Klement, J. Math. Anal. Appl.85 (1982), 543–565) finite T-fuzzy measures are introduced, T being a measurable triangular norm. We show that a T-fuzzy measure is always a fuzzy measure, as considered earlier (E. P. Klement, J. Math. Anal. Appl.25 (1980), 330–339). Then we study the relation to the integral with respect to some classical measure. Finally, for some special triangular norms T, we give precise characterizations of the corresponding classes of T-fuzzy measures.