On non-Markovian forward–backward SDEs and backward stochastic PDEs

In this paper, we establish an equivalence relationship between the wellposedness of forward–backward SDEs (FBSDEs) with random coefficients and that of backward stochastic PDEs (BSPDEs). Using the notion of the “decoupling random field”, originally observed in the well-known Four Step Scheme (Ma et al., 1994 [13]) and recently elaborated by Ma et al. (2010) [14], we show that, under certain conditions, the FBSDE is wellposed if and only if this random field is a Sobolev solution to a degenerate quasilinear BSPDE, extending the existing non-linear Feynman–Kac formula to the random coefficient case. Some further properties of the BSPDEs, such as comparison theorem and stability, will also be discussed.     

On the stability of some second order numerical methods for weak approximation of Itô SDEs

In this paper, we first investigate the stability of two weak second order methods introduced by Debrabant and Rößler (Appl Numer Math 59:582–594, 2009) and Platen (Math Comput Simulation 38:69–76, 1995). We then propose a new weak second order predictor-corrector method, with an improved stability properties, based on the Rößler’s method as the predictor and the implicit method of Platen as the corrector. The stability functions of these methods, applied to a scalar linear test equation with multiplicative noise, are determined and their regions of stability are then compared with the corresponding stability regions of the test equation. Furthermore, we also investigate mean square stability (MS-stability) of these methods applied to a linear Itô 2-dimensional stochastic differential test equation. Numerical examples will be presented to support the theoretical results.     

On entropy weak solutions of Hughes’ model for pedestrian motion

We consider a generalized version of Hughes’ macroscopic model for crowd motion in the one-dimensional case. It consists in a scalar conservation law accounting for the conservation of the number of pedestrians, coupled with an eikonal equation giving the direction of the flux depending on pedestrian density. As a result of this non-trivial coupling, we have to deal with a conservation law with space–time discontinuous flux, whose discontinuity depends non-locally on the density itself. We propose a definition of entropy weak solution, which allows us to recover a maximum principle. Moreover, we study the structure of the solutions to Riemann-type problems, and we construct them explicitly for small times, depending on the choice of the running cost in the eikonal equation. In particular, aiming at the optimization of the evacuation time, we propose a strategy that is optimal in the case of high densities. All results are illustrated by numerical simulations.     

On very weak solutions of the stationary Navier–Stokes equations

We study the stationary Navier–Stokes equations in a bounded domain Ω of R ³ with smooth connected boundary. The notion of very weak solutions has been introduced by Marušić-Paloka (Appl. Math. Optim. 41:365–375, 2000), Galdi et al. (Math. Ann. 331:41–74, 2005) and Kim (Arch. Ration. Mech. Anal. 193:117–152, 2009) to obtain solvability results for the Navier–Stokes equations with very irregular data. In this article, we prove a complete solvability result which unifies those in Marušić-Paloka (Appl. Math. Optim. 41:365–375, 2000), Galdi et al. (Math. Ann. 331:41–74, 2005) and Kim (Arch. Ration. Mech. Anal. 193:117–152, 2009) by adapting the arguments in Choe and Kim (Preprint) and Kim and Kozono (Preprint).     

On the Hölder continuity of bounded weak solutions of quasilinear parabolic systems

Summary The Hölder continuity of bounded weak solutions of quasilinear parabolic systems with main part in diagonal form is proved via a parabolic hole-filling technique.This research was supported by the Sonderforschungsbereich 72 of the Deutsche Forschungsgemeinschaft     

On Lipschitz solutions for some forward–backward parabolic equations

We investigate the existence and properties of Lipschitz solutions for some forward–backward parabolic equations in all dimensions. Our main approach to existence is motivated by reformulating such equations into partial differential inclusions and relies on a Baire's category method. In this way, the existence of infinitely many Lipschitz solutions to certain initial-boundary value problem of those equations is guaranteed under a pivotal density condition. Under this framework, we study two important cases of forward–backward anisotropic diffusion in which the density condition can be realized and therefore the existence results follow together with micro-oscillatory behavior of solutions. The first case is a generalization of the Perona–Malik model in image processing and the other that of Höllig's model related to the Clausius–Duhem inequality in the second law of thermodynamics.     

A higher order weak approximation of McKean–Vlasov type SDEs

BIT Numerical Mathematics - The paper introduces a new weak approximation algorithm for stochastic differential equations (SDEs) of McKean–Vlasov type. The arbitrary order discretization...     

On the regularity of weak solutions to Burgers’ equation with finite entropy production

Bounded weak solutions of Burgers’ equation \(\partial _tu+\partial _x(u^2/2)=0\) that are not entropy solutions need in general not be BV. Nevertheless it is known that solutions with finite entropy productions have a BV-like structure: a rectifiable jump set of dimension one can be identified, outside which u has vanishing mean oscillation at all points. But it is not known whether all points outside this jump set are Lebesgue points, as they would be for BV solutions. In the present article we show that the set of non-Lebesgue points of u has Hausdorff dimension at most one. In contrast with the aforementioned structure result, we need only one particular entropy production to be a finite Radon measure, namely \(\mu =\partial _t (u^2/2)+\partial _x(u^3/3)\). We prove Hölder regularity at points where \(\mu \) has finite \((1+\alpha )\)-dimensional upper density for some \(\alpha >0\). The proof is inspired by a result of De Lellis, Westdickenberg and the second author : if \(\mu _+\) has vanishing 1-dimensional upper density, then u is an entropy solution. We obtain a quantitative version of this statement: if \(\mu _+\) is small then u is close in \(L^1\) to an entropy solution.     

On the uniqueness of weak solutions for the 3D Navier–Stokes equations

In this paper, we improve some known uniqueness results of weak solutions for the 3D Navier–Stokes equations. The proof uses the Fourier localization technique and the losing derivative estimates.     

On local weak solutions to Nernst–Planck–Poisson system

We study the one-dimensional nonlinear Nernst–Planck–Poisson system of partial differential equations with the class of nonlinear boundary conditions which cover the Chang–Jaffé conditions. The system describes certain physical and biological processes, for example ionic diffusion in porous media, electrochemical and biological membranes, as well as electrons and holes transport in semiconductors. The considered boundary conditions allow the physical system to be not only closed but also open. Theorems on existence, uniqueness, and nonnegativity of local weak solutions are proved. The main tool used in the proof of the existence result is the Schauder–Tychonoff fixed point theorem.     

On a class of weak Landsberg metrics

In this paper, we discuss a class of Finsler metrics defined by a Riemannian metric and a 1-form on a manifold. We characterize weak Landsberg metrics in this class and show that there exist weak Landsberg metrics which are not Landsberg metrics in dimension greater than two.     

Homological dimension of weak Hopf�CGalois extensions

Let H be a weak Hopf algebra, A a right weak H-comodule algebra and B the subalgebra of the H-coinvariant elements of?A. Let A/B be a right weak H-Galois extension. We prove that A/B is a separable extension if H is semisimple. Using this, we show that the global dimension and weak dimension of A are less than those of?B. As an application, we obtain Maschke-type theorems for weak Hopf?CGalois extensions and weak smash products.     

On the regularity of the pressure field of Brenier’s weak solutions to incompressible Euler equations

In this paper we improve the regularity in time of the gradient of the pressure field arising in Brenier’s variational weak solutions (Comm Pure Appl Math 52:411–452, 1999) to incompressible Euler equations. This improvement is necessary to obtain that the pressure field is not only a measure, but a function in . In turn, this is a fundamental ingredient in the analysis made by Ambrosio and Figalli (2007, preprint) of the necessary and sufficient optimality conditions for the variational problem by Brenier (J Am Mat Soc 2:225–255, 1989; Comm Pure Appl Math 52:411–452, 1999).     

Global existence of weak solutions for the Navier�CStokes equations with capillarity on the half-line

In this paper, we construct the global weak solutions to the initial-boundary problem for the Navier–Stokes system with capillarity in the half space \mathbbR₊¹{\mathbb{R}_+^1}. The result extends Eugene Tsyganov’s existence theorem which considered the problem in the finite region published in J. Differential Equaions 245:3936–3955, 2008.     

Existence of weak solutions of the g-Kelvin–Voight equation

The 2D $g$-Navier–Stokes equations have the form $\frac{?u}{?t}?\nu \Delta u+u.?u+?p=f\text{in }\Omega$ with the continuity equation $?.\left(gu\right)=0\text{in }\Omega$ in a bounded domain $\Omega ?{\mathbb{R}}^2$ where $g=g\left(x_{1,}{x}_2\right)$ is a smooth real valued function defined on $\Omega$. We use the method described by Roh [J. Roh, $g$-Navier Stokes equations, Ph.D. Thesis, University of Minnesota, 2001] for the derivation of $g$-Kelvin–Voight equations represented by $\frac{?u}{?t}?\nu {\Delta }_{g}u+\frac{\nu }{g}(?g??)u?\alpha {\Delta }_g{u}_t+\frac{\alpha }{g}(?g??)u_t+u??u+?p=f\left(x\right)\text{ in }\Omega$$?.\left(gu\right)=0\text{in }\Omega$ We discuss the existence and uniqueness of weak solutions of $g$-Kelvin–Voight equations by the use of the well known Feado–Galerkin method.     

Weak existence and uniqueness for forward–backward SDEs

We aim to establish the existence and uniqueness of weak solutions to a suitable class of non-degenerate deterministic FBSDEs with a one-dimensional backward component. The classical Lipschitz framework is partially weakened: the diffusion matrix and the final condition are assumed to be space Hölder continuous whereas the drift and the backward driver may be discontinuous in x$x$. The growth of the backward driver is allowed to be at most quadratic with respect to the gradient term.     

On local regularity for suitable weak solutions of the Navier–Stokes equations near the boundary

A class of sufficient conditions for local boundary regularity of suitable weak solutions of nonstationary three-dimensional Navier–Stokes equations is discussed. The corresponding results are stated in terms of functionals, which are invariant with respect to the scaling of the Navier–Stokes equations. Bibliography: 27 titles.