Vortex Filament Solutions of the Navier-Stokes Equations

We consider solutions of the Navier-Stokes equations in 3d with vortex filament initial data of arbitrary circulation, that is, initial vorticity given by a divergence-free vector-valued measure of arbitrary mass supported on a smooth curve. First, we prove global well-posedness for perturbations of the Oseen vortex column in scaling-critical spaces. Second, we prove local well-posedness (in a sense to be made precise) when the filament is a smooth, closed, non-self-intersecting curve. Besides their physical interest, these results are the first to give well-posedness in a neighborhood of large self-similar solutions of 3d Navier-Stokes, as well as solutions that are locally approximately self-similar. © 2023 Wiley Periodicals LLC.     

Continuous-time dynamic risk measures by backward stochastic Volterra integral equations

Continuous-time dynamic convex and coherent risk measures are introduced. To obtain existence of such risk measures, backward stochastic Volterra integral equations (BSVIEs, for short) are studied. For such equations, notion of adapted M-solution is introduced, well-posedness is established, duality principles and comparison theorems are presented. Then a class of dynamic convex and coherent risk measures are identified as a component of the adapted M-solutions to certain BSVIEs.     

Well-posedness of weak and strong solutions to the kinetic Cucker–Smale model

In this paper, we develop a unified framework that can be used to establish the well-posedness of kinetic Cucker–Smale model with or without noise, for general initial data regardless of the supports; meanwhile we rigorously justify the vanishing noise limit. Our proof is based on weighted energy estimates and the velocity averaging lemma in kinetic theory.     

Approximations of thermoelastic and viscoelastic control systems

This paper deals with the development and analysis of well-posed models and computational algorithms for control of a class of partial differential equations that descrive the motions of thermo-viscoelastic structures. We first present an abstract “state space” framework and general well-posedness result that can be applied to a large class of thermo-elastic and thermo-viscoelastic models. This state space framework is used in the development of a computational scheme to be used in the solution of an LQR control problem. A detailed convergence proof is provided for the viscoelastic model, and several numerical results are presented to illustrate the theory and to analyze problems for which the theory is incomplete.     

The Levitin-Polyak well-posedness by perturbations for systems of general variational inclusion and disclusion problems

In this paper, the notions of the Levitin-Polyak well-posedness by perturbations for system of general variational inclusion and disclusion problems (shortly, (SGVI) and (SGVDI)) are introduced in Hausdorff topological vector spaces. Some sufficient and necessary conditions of the Levitin-Polyak well-posedness by perturbations for (SGVI) (resp., (SGVDI)) are derived under some suitable conditions. We also explore some relations among the Levitin-Polyak well-posedness by perturbations, the existence and uniqueness of solution of (SGVI) and (SGVDI), respectively. Finally, the lower (upper) semicontinuity of the approximate solution mappings of (SGVI) and (SGVDI) are established via the Levitin-Polyak well-posedness by perturbations.     

Well-posedness for general parametric quasi-variational inclusion problems

In this paper, we aim to suggest the new concept of well-posedness for the general parametric quasi-variational inclusion problems (QVIP). The corresponding concepts of well-posedness in the generalized sense are also introduced and investigated for QVIP. Some metric characterizations of well-posedness for QVIP are given. We prove that under suitable conditions, the well-posedness is equivalent to the existence of uniqueness of solutions. As applications, we obtain immediately some results of well-posedness for the parametric quasi-variational inclusion problems, parametric vector quasi-equilibrium problems and parametric quasi-equilibrium problems.     

Hadamard well-posedness of a general mixed variational inequality in Banach space

In this paper, we first introduce the concept of Hadamard well-posedness of a general mixed variational inequality in Banach space. Under some suitable conditions, relations between Levitin–Polyak well-posedness and Hadamard well-posedness of a general mixed variational inequality are studied. We also establish some characterizations of Hadamard well-posedness for a genaral mixed variational inequality. Finally, we derive some conditions under which a general mixed variational inequality is Hadamard well-posed.     

On linear, degenerate backward stochastic partial differential equations

In this paper we study the well-posedness and regularity of the adapted solutions to a class of linear, degenerate backward stochastic partial differential equations (BSPDE, for short). We establish new a priori estimates for the adapted solutions to BSPDEs in a general setting, based on which the existence, uniqueness, and regularity of adapted solutions are obtained. Also, we prove some comparison theorems and discuss their possible applications in mathematical finance. Received: 24 September 1997 / Revised version: 3 June 1998     

Optimal market making

Market makers provide liquidity to other market participants: they propose prices at which they stand ready to buy and sell a wide variety of assets. They face a complex optimization problem with both static and dynamic components. They need indeed to propose bid and offer/ask prices in an optimal way for making money out of the difference between these two prices (their bid–ask spread). Since they seldom buy and sell simultaneously, and therefore hold long and/or short inventories, they also need to mitigate the risk associated with price changes and subsequently skew their quotes dynamically. In this paper, (i) we propose a general modelling framework which generalizes (and reconciles) the various modelling approaches proposed in the literature since the publication of the seminal paper ‘High-frequency trading in a limit order book’ by Avellaneda and Stoikov, (ii) we prove new general results on the existence and the characterization of optimal market making strategies, (iii) we obtain new closed-form approximations for the optimal quotes, (iv) we extend the modelling framework to the case of multi-asset market making and we obtain general closed-form approximations for the optimal quotes of a multi-asset market maker, and (v) we show how the model can be used in practice in the specific (and original) case of two credit indices.     

Electromagnetic wave propagation in media consisting of dispersive metamaterials

We establish the well-posedness, the finite speed propagation, and a regularity result for Maxwell's equations in media consisting of dispersive (frequency dependent) metamaterials. Two typical examples for such metamaterials are materials obeying Drude's and Lorentz' models. The causality and the passivity are the two main assumptions and play a crucial role in the analysis. It is worth noting that by contrast the well-posedness in the frequency domain is not ensured in general. We also provide some numerical experiments using the Drude's model to illustrate its dispersive behaviour.     

Well-Posedness and Finite Element Approximations for Elliptic SPDEs with Gaussian Noises

The paper studies the well-posedness and optimal error estimates of spectral finite element approximations for the boundary value problems of semi-linear elliptic SPDEs driven by white or colored Gaussian noises. The noise term is approximated through the spectral projection of the covariance operator, which is not required to be commutative with the Laplacian operator.Through the convergence analysis of SPDEs with the noise terms replaced by the projected noises, the well-posedness of the SPDE is established under certain covariance operator-dependent conditions. These SPDEs with projected noises are then numerically approximated with the finite element method. A general error estimate framework is established for the finite element approximations. Based on this framework, optimal error estimates of finite element approximations for elliptic SPDEs driven by power-law noises are obtained. It is shown that with the proposed approach, convergence order of white noise driven SPDEs is improved by half for one-dimensional problems, and by an infinitesimal factor for higher-dimensional problems.     

Levitin–Polyak well-posedness of constrained vector optimization problems

In this paper, we consider Levitin–Polyak type well-posedness for a general constrained vector optimization problem. We introduce several types of (generalized) Levitin–Polyak well-posednesses. Criteria and characterizations for these types of well-posednesses are given. Relations among these types of well-posedness are investigated. Finally, we consider convergence of a class of penalty methods under the assumption of a type of generalized Levitin–Polyak well-posedness.     

Well-posedness, stability and invariance results for a class of multivalued Lur’e dynamical systems

This paper analyzes the existence and uniqueness issues in a class of multivalued Lur’e systems, where the multivalued part is represented as the subdifferential of some convex, proper, lower semicontinuous function. Through suitable transformations the system is recast into the framework of dynamic variational inequalities and the well-posedness (existence and uniqueness of solutions) is proved. Stability and invariance results are also studied, together with the property of continuous dependence on the initial conditions. The problem is motivated by practical applications in electrical circuits containing electronic devices with nonsmooth multivalued voltage/current characteristics, and by state observer design for multivalued systems.     

Well-posedness and stability for abstract spline problems

In this work well-posedness and stability properties of the abstract spline problem are studied in the framework of reflexive spaces. Tykhonov well-posedness is proved without restrictive assumptions. In the context of Hilbert spaces, also the stronger notion of Levitin-Polyak well-posedness is established. A sequence of parametric problems converging to the given abstract spline problem is considered in order to study stability. Under natural assumptions, convergence results for sequences of solutions of the perturbed problems are obtained.     

Solvability of forward–backward stochastic partial differential equations

In this paper we study the solvability of a class of fully-coupled forward–backward stochastic partial differential equations (FBSPDEs). These FBSPDEs cannot be put into the framework of stochastic evolution equations in general, and the usual decoupling methods for the Markovian forward–backward SDEs are difficult to apply. We prove the well-posedness of the FBSPDEs, under various conditions on the coefficients, by using either the method of contraction mapping or the method of continuation. These conditions, especially in the higher dimensional case, are novel in the literature.     

Levitin–Polyak well-posedness for constrained quasiconvex vector optimization problems

In this paper, a notion of Levitin–Polyak (LP in short) well-posedness is introduced for a vector optimization problem in terms of minimizing sequences and efficient solutions. Sufficient conditions for the LP well-posedness are studied under the assumptions of compactness of the feasible set, closedness of the set of minimal solutions and continuity of the objective function. The continuity assumption is then weakened to cone lower semicontinuity for vector-valued functions. A notion of LP minimizing sequence of sets is studied to establish another set of sufficient conditions for the LP well-posedness of the vector problem. For a quasiconvex vector optimization problem, sufficient conditions are obtained by weakening the compactness of the feasible set to a certain level-boundedness condition. This in turn leads to the equivalence of LP well-posedness and compactness of the set of efficient solutions. Some characterizations of LP well-posedness are given in terms of the upper Hausdorff convergence of the sequence of sets of approximate efficient solutions and the upper semicontinuity of an approximate efficient map by assuming the compactness of the set of efficient solutions, even when the objective function is not necessarily quasiconvex. Finally, a characterization of LP well-posedness in terms of the closedness of the approximate efficient map is provided by assuming the compactness of the feasible set.     

On Levitin–Polyak well-posedness and stability in set optimization

Positivity - In this paper, Levitin–Polyak (in short LP) well-posedness in the set and scalar sense are defined for a set optimization problem and a relationship between them is found....     

Levitin–Polyak well-posedness of vector equilibrium problems

In this paper, two types of Levitin–Polyak well-posedness of vector equilibrium problems with variable domination structures are investigated. Criteria and characterizations for two types of Levitin–Polyak well-posedness of vector equilibrium problems are shown. Moreover, by virtue of a gap function for vector equilibrium problems, the equivalent relations between the Levitin–Polyak well-posedness for an optimization problem and the Levitin–Polyak well-posedness for a vector equilibrium problem are obtained. This research was partially supported by the National Natural Science Foundation of China (Grant number: 60574073) and Natural Science Foundation Project of CQ CSTC (Grant number: 2007BB6117).     

Simulation of Atomic Force Microscopy for investigating BaTiO3 and LiMn2O4 nanostructures based on Phase Field Approach

Atomic Force Microscopy (AFM) probes the surface features of specimens using an extremely sharp tip scanning the sample surface while the force is applied. AFM is also widely used for investigating the electrically non-conductive materials by applying an electric potential on the tip. Piezoresponse Force Microscopy (PFM) and Electrochemical Strain Microscopy (ESM) are variants of AFM for different materials. Both PFM and ESM signals are obtained by observing the displacement of the tip when applying electric fields during the scanning process. The PFM technique is based on converse piezoelectric effect of ferroelectrics and the ESM technique is based on electrochemical coupling in solid ionic conductors. In this work, two continuum-mechanical formulations for simulation of PFM and ESM are discussed. In the first model, for PFM simulation, a phase field approach based on the Allen-Cahn equation for non-conserved order parameters is employed for ferroelectrics. Here, the polarization vector is chosen as order parameter. Since ferroelectrics have highly anisotropic properties, this model accounts for transversely isotropic symmetry using an invariant formulation. The polarization switching behavior under the electric field will be discussed with some numerical examples. In the simulation of ESM, we employ a constitutive model based on the work of Bohn et al. [8] for the modeling of lithium manganese dioxide LiMn₂O₄ (LMO). It simulates the deformation of the LMO particle according to an applied voltage and the evolution of lithium concentration after removing a DC pulse. The modeling results are compared to experimental data. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

LOCAL THEORY IN CRITICAL SPACES FOR COMPRESSIBLE VISCOUS AND HEAT-CONDUCTIVE GASES

We are concerned with local existence and uniqueness of solutions for a general model of viscous and heat-conductive gases with low regularity assumptions on the initial data (the velocity and the temperature may be discontinuous). Local well-posedness is showed to hold in spaces which are critical with respect to the scaling of the equations, provided that the initial density is close enough to a positive constant. When initial data are a trifle more regular, local well-posedness holds for any initial density bounded away from zero. This former result lies on new estimates for linear heat equations with a non constant diffusion coefficient.