Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property

In this paper we consider infinite horizon backward doubly stochastic differential equations (BDSDEs for short) coupled with forward stochastic differential equations, whose terminal functions are non-degenerate. For such kind of BDSDEs, we study the existence and uniqueness of their solutions taking values in weighted L ^p (dx)?L ²(dx) space (p ≥ 2), and obtain the stationary property for the solutions.     

On Douglas general (<Emphasis Type="Italic">α</Emphasis>, <Emphasis Type="Italic">β</Emphasis>)-metrics

Douglas metrics are metrics with vanishing Douglas curvature which is an important projective invariant in Finsler geometry. To find more Douglas metrics, in this paper we consider a class of Finsler metrics called general (α, β)-metrics, which are defined by a Riemannian metric \(\alpha = \sqrt {{a_{ij}}\left( x \right){y^i}{y^j}} \) and a 1-form β = b _i (x)y ⁱ . We obtain the differential equations that characterizes these metrics with vanishing Douglas curvature. By solving the equivalent PDEs, the metrics in this class are totally determined. Then many new Douglas metrics are constructed.     

Einstein Finsler metrics and killing vector fields on Riemannian manifolds

We use a Killing form on a Riemannian manifold to construct a class of Finsler metrics. We find equations that characterize Einstein metrics among this class. In particular, we construct a family of Einstein metrics on S ³ with Ric = 2F ², Ric = 0 and Ric = -2F ², respectively. This family of metrics provides an important class of Finsler metrics in dimension three, whose Ricci curvature is a constant, but the flag curvature is not.     

On the geometry of Sasakian-Einstein 5-manifolds

On simply connected five manifolds Sasakian-Einstein metrics coincide with Riemannian metrics admitting real Killing spinors which are of great interest as models of near horizon geometry for three-brane solutions in superstring theory [24]. We expand on the recent work of Demailly and Kollár [14] and Johnson and Kollár [20] who give methods for constructing Kähler-Einstein metrics on log del Pezzo surfaces. By a previous result of the first two authors [9], circle V-bundles over log del Pezzo surfaces with Kähler-Einstein metrics have Sasakian-Einstein metrics on the total space of the bundle. Here these simply connected 5-manifolds arise as links of isolated hypersurface singularities which by the well known work of Smale [36] together with [11] must be diffeomorphic to S ⁵ #l(S ² ×S ³ ). More precisely, using methods from Mori theory in algebraic geometry we prove the existence of 14 inequivalent Sasakian-Einstein structures on S ² ×S ³ and infinite families of such structures on #l(S ² ×S ³ ) with 2≤l≤7. We also discuss the moduli problem for these Sasakian-Einstein structures.     

Global existence of solutions for stochastic impulsive differential equations

In this paper we obtain some results on the global existence of solution to Itô stochastic impulsive differential equations in M([0,∞),? ⁿ ) which denotes the family of ? ⁿ -valued stochastic processes x satisfying sup_t∈[0,∞) \(\mathbb{E}\)|x(t)|² < ∞ under non-Lipschitz coefficients. The Schaefer fixed point theorem is employed to achieve the desired result. An example is provided to illustrate the obtained results.     

Asymptotic Behavior of Massless Dirac Waves in Schwarzschild Geometry

In this paper, we show that massless Dirac waves in the Schwarzschild geometry decay to zero at a rate t ^?2λ , where λ = 1, 2, . . . is the angular momentum. Our technique is to use Chandrasekhar’s separation of variables whereby the Dirac equations split into two sets of wave equations. For the first set, we show that the wave decays as t ^?2λ . For the second set, in general, the solutions tend to some explicit profile at the rate t ^?2λ . The decay rate of solutions of Dirac equations is achieved by showing that the coefficient of the explicit profile is exactly zero. The key ingredients in the proof of the decay rate of solutions for the first set of wave equations are an energy estimate used to show the absence of bound states and zero energy resonance and the analysis of the spectral representation of the solutions. The proof of asymptotic behavior for the solutions of the second set of wave equations relies on careful analysis of the Green’s functions for time independent Schrödinger equations associated with these wave equations.     

The <Emphasis Type="Italic">N</Emphasis>-wave equations with <Emphasis Type="Italic">PT</Emphasis> symmetry

We study extensions of N-wave systems with PT symmetry and describe the types of (nonlocal) reductions leading to integrable equations invariant under the P (spatial reflection) and T (time reversal) symmetries. We derive the corresponding constraints on the fundamental analytic solutions and the scattering data. Based on examples of three-wave and four-wave systems (related to the respective algebras sl(3,C) and so(5,C)), we discuss the properties of different types of one- and two-soliton solutions. We show that the PT-symmetric three-wave equations can have regular multisoliton solutions for some specific choices of their parameters.     

On the curve of critical exponents for nonlinear elliptic problems in the case of a zero mass

For semilinear elliptic equations ?Δu = λ|u| ^p?2 u?|u| ^q?2 u, boundary value problems in bounded and unbounded domains are considered. In the plane of exponents p × q, the so-called curves of critical exponents are defined that divide this plane into domains with qualitatively different properties of the boundary value problems and the corresponding parabolic equations. New solvability conditions for boundary value problems, conditions for the stability and instability of stationary solutions, and conditions for the existence of global solutions to parabolic equations are found.     

Discrete nonlinear hyperbolic equations. Classification of integrable cases

We consider discrete nonlinear hyperbolic equations on quad-graphs, in particular on ?². The fields are associated with the vertices and an equation of the form Q(x ₁, x ₂, x ₃, x ₄) = 0 relates four vertices of one cell. The integrability of equations is understood as 3D-consistency, which means that it is possible to impose equations of the same type on all faces of a three-dimensional cube so that the resulting system will be consistent. This allows one to extend these equations also to the multidimensional lattices ? ^N . We classify integrable equations with complex fields x and polynomials Q multiaffine in all variables. Our method is based on the analysis of singular solutions.     

Stochastic Hamiltonian flows with singular coefficients

In this paper, we study the following stochastic Hamiltonian system in ?^2d (a second order stochastic differential equation):

$$d{\dot X_t} = b({X_t},{\dot X_t})dt + \sigma ({X_t},{\dot X_t})d{W_t},({X_0},{\dot X_0}) = (x,v) \in \mathbb{R}^{2d},$$

where b(x; v) : ?^2d → ?^d and σ(x; v): ?^2d → ?^d ? ?^d are two Borel measurable functions. We show that if σ is bounded and uniformly non-degenerate, and b ∈ H _p ^2/3,0 and ?σ ∈ L^p for some p > 2(2d+1), where H _p ^{α, β} is the Bessel potential space with differentiability indices α in x and β in v, then the above stochastic equation admits a unique strong solution so that (x, v) ? Z_t(x, v) := (X_t, ?_t)(x, v) forms a stochastic homeomorphism flow, and (x, v) ? Z_t(x, v) is weakly differentiable with ess.sup_{x, v} E(sup_{t∈[0, T]} |?Z_t(x, v)|^q) < ∞ for all q ? 1 and T ? 0. Moreover, we also show the uniqueness of probability measure-valued solutions for kinetic Fokker-Planck equations with rough coefficients by showing the well-posedness of the associated martingale problem and using the superposition principle established by Figalli (2008) and Trevisan (2016).

     

Non-Archimedean White Noise,Pseudodifferential Stochastic Equations,and Massive Euclidean Fields

We construct p-adic Euclidean random fields \(\varvec{\Phi }\) over \(\mathbb {Q}_{p}^{N}\), for arbitrary N, these fields are solutions of p-adic stochastic pseudodifferential equations. From a mathematical perspective, the Euclidean fields are generalized stochastic processes parametrized by functions belonging to a nuclear countably Hilbert space, these spaces are introduced in this article, in addition, the Euclidean fields are invariant under the action of certain group of transformations. We also study the Schwinger functions of \(\varvec{\Phi }\).     

Existence of positive solutions for a general nonlinear eigenvalue problem

Let Ω R n be a bounded domain, H = L 2 (Ω), L : D(L) H → H be an unbounded linear operator, f ∈ C(■× R, R) and λ∈ R. The paper is concerned with the existence of positive solutions for the following nonlinear eigenvalue problem Lu = λf (x, u), u ∈ D(L), which is the general form of nonlinear eigenvalue problems for differential equations. We obtain the global structure of positive solutions, then we apply the results to some nonlinear eigenvalue problems for a second-order ordinary differential equation and a fourth-order beam equation, respectively. The discussion is based on the fixed point index theory in cones.     

New Homogeneous Einstein Metrics on SO(7)/T

The authors compute non-zero structure constants of the full flag manifold M = SO(7)/T with nine isotropy summands, then construct the Einstein equations. With the help of computer they get all the forty-eight positive solutions (up to a scale ) for SO(7)/T, up to isometry there are only five G-invariant Einstein metrics, of which one is Kähler Einstein metric and four are non-Kähler Einstein metrics.     

Uniqueness of conservative solutions for nonlinear wave equations via characteristics

For some classes of one-dimensional nonlinear wave equations, solutions are Hölder continuous and the ODEs for characteristics admit multiple solutions. Introducing an additional conservation equation and a suitable set of transformed variables, one obtains a new ODE whose right hand side is either Lipschitz continuous or has directionally bounded variation. In this way, a unique characteristic can be singled out through each initial point. This approach yields the uniqueness of conservative solutions to various equations, including the Camassa-Holm and the variational wave equation u_tt ? c(u)(c(u)u_x )_x = 0, for general initial data in H¹(R).     

Teichmller space of negatively curved metrics on complex hyperbolic manifolds is not contractible

We prove that for all n = 4k- 2 and k 2 there exists a closed smooth complex hyperbolic manifold M with real dimension n having non-trivial π1(T0(M)). T0(M) denotes the Teichm¨uller space of all negatively curved Riemannian metrics on M, which is the topological quotient of the space of all negatively curved metrics modulo the space of self-diffeomorphisms of M that are homotopic to the identity.     

Local solvability of the k-Hessian equations

We give a classification of second-order polynomial solutions for the homogeneous k-Hessian equation σ_k[u] = 0. There are only two classes of polynomial solutions: One is convex polynomial; another one must not be(k + 1)-convex, and in the second case, the k-Hessian equations are uniformly elliptic with respect to that solution. Based on this classification, we obtain the existence of C∞local solution for nonhomogeneous term f without sign assumptions.     

Numerical simulations for <Emphasis Type="Italic">G</Emphasis>-Brownian motion

This paper is concerned with numerical simulations for the GBrownian motion (defined by S. Peng in Stochastic Analysis and Applications, 2007, 541–567). By the definition of the G-normal distribution, we first show that the G-Brownian motions can be simulated by solving a certain kind of Hamilton-Jacobi-Bellman (HJB) equations. Then, some finite difference methods are designed for the corresponding HJB equations. Numerical simulation results of the G-normal distribution, the G-Brownian motion, and the corresponding quadratic variation process are provided, which characterize basic properties of the G-Brownian motion. We believe that the algorithms in this work serve as a fundamental tool for future studies, e.g., for solving stochastic differential equations (SDEs)/stochastic partial differential equations (SPDEs) driven by the G-Brownian motions.     

An indefinite concave-convex equation under a Neumann boundary condition I

We investigate the problem (P _λ) ?Δu = λb(x)|u| ^q?2 u + a(x)|u| ^p?2 u in Ω, ?u/?n = 0 on ?Ω, where Ω is a bounded smooth domain in R ^N (N ≥ 2), 1 < q < 2 < p, λ ∈ R, and a, b ∈ \({C^\alpha }\left( {\overline \Omega } \right)\) with 0 < α < 1. Under certain indefinite type conditions on a and b, we prove the existence of two nontrivial nonnegative solutions for small |λ|. We then characterize the asymptotic profiles of these solutions as λ → 0, which in some cases implies the positivity and ordering of these solutions. In addition, this asymptotic analysis suggests the existence of a loop type component in the non-negative solutions set. We prove the existence of such a component in certain cases, via a bifurcation and a topological analysis of a regularized version of (P _λ).     

A fractional spectral method with applications to some singular problems

In this paper we propose and analyze fractional spectral methods for a class of integro-differential equations and fractional differential equations. The proposed methods make new use of the classical fractional polynomials, also known as Müntz polynomials. We first develop a kind of fractional Jacobi polynomials as the approximating space, and derive basic approximation results for some weighted projection operators defined in suitable weighted Sobolev spaces. We then construct efficient fractional spectral methods for some integro-differential equations which can achieve spectral accuracy for solutions with limited regularity. The main novelty of the proposed methods is that the exponential convergence can be attained for any solution u(x) with u(x ^1/λ ) being smooth, where λ is a real number between 0 and 1 and it is supposed that the problem is defined in the interval (0,1). This covers a large number of problems, including integro-differential equations with weakly singular kernels, fractional differential equations, and so on. A detailed convergence analysis is carried out, and several error estimates are established. Finally a series of numerical examples are provided to verify the efficiency of the methods.     

On the Well-Posedness for Stochastic Schr¨odinger Equations with Quadratic Potential

The authors investigate the influence of a harmonic potential and random perturbations on the nonlinear Schrödinger equations. The local and global well-posedness are proved with values in the space Σ(? ⁿ ) = {f ∈ H ₁(? ⁿ ), |·|f ∈ L ²(? ⁿ )}. When the nonlinearity is focusing and L ²-supercritical, the authors give sufficient conditions for the solutions to blow up in finite time for both confining and repulsive potential. Especially for the repulsive case, the solution to the deterministic equation with the initial data satisfying the stochastic blow-up condition will also blow up in finite time. Thus, compared with the deterministic equation for the repulsive case, the blow-up condition is stronger on average, and depends on the regularity of the noise. If ? = 0, our results coincide with the ones for the deterministic equation.