Hörmander form and uniqueness for the Cauchy problem

We give a new geometric proof to Hörmander's uniqueness theorem in the Cauchy problem for systems of differential equations (possibly with multiple characteristics).     

含有快速增长非线性恢复力的梁方程的行波解

Abstract. On studying traveling waves on a nonlinearly suspended bridge,the following partial differential equation has been considered:     

Low-order spectral models of the atmospheric circulation: A survey

A quasi-geostrophic potential vorticity equation is derived from the Navier-Stokes equations for atmospheric motions. It describes the evolution of a quasi-horizontally flow on time scales of a few days and more. The associated boundary-value problem is analyzed by projection of the equation onto orthonormal eigenfunctions (modes) of a Sturm-Liouville operator. The result is a spectral model, consisting of an infinite number of nonlinear ordinary differential equations for the evolution of the mode amplitudes. Low-order spectral models, in which only a few modes are resolved, appear to have properties which agree with observations of the atmospheric circulation. However, little justification is available for truncating the spectral expansion at low resolution numbers. It is argued that stochastic forcing terms should be added to the equations, but it is not a priori clear how they should be specified.A derivation is presented of a specific low-order spectral model of the quasi-geostrophic potential vorticity equation. Some of its subsystems are analyzed for their physical and mathematical properties. It appears that topography can act as a triggering mechanism to generate multiple equilibria. The corresponding flow patterns resemble preference states of the atmospheric circulation. The systems can vacillate between three characteristic regimes with transitions provided either by external or internal mechanisms. A discussion is presented on the validity of stochastically forced spectral models and deterministic chaotic models for the atmospheric circulation.Present affiliation: Institute of Meteorology and Oceanography, Princetonplein 5, 3584 CC, Utrecht, The Netherlands.     

A parabolic variational inequality related to the perpetual American executive stock options

A parabolic variational inequality is investigated which comes from the study of the optimal exercise strategy for the perpetual American executive stock options in financial markets. It is a degenerate parabolic variational inequality and its obstacle condition depends on the derivative of the solution with respect to the time variable. The method of discrete time approximation is used and the existence and regularity of the solution are established.     

Passage of the limit through the double Denjoy integral

The conditions are given for passage of the limit through the double Denjoy integral defined by V.G. Chelidze.     

Uniqueness of the ground state solutions of quasilinear Schrödinger equations

We are concerned with the uniqueness result of positive solutions for a class of quasilinear elliptic equation arising from plasma physics. We convert a quasilinear elliptic equation into a semilinear one and show the unique existence of positive radial solution for original equation under the suitable conditions on the power of nonlinearity and quasilinearity. We also investigate the non-degeneracy of a positive radial solution for a converted semilinear elliptic equation.     

Semi-linear Liouville theorems in the Heisenberg group via vector field methods

We consider a global Liouville type theorem for semi-linear elliptic equation on Heisenberg group. Our main idea is the method of integration by parts for a “vector field” analogous to the quantity in Gidas and Spruck (1981) [5].     

Operator theory in the Hardy space over the bidisk (II)

This paper is a continuation of a project of developing a systematic operator theory inH ²(D ²). A large part of it is devoted to a study ofevaluation operator which is a very useful tool in the theory. A number of elementary properties of the evaluation operator are exhibited, and these properties are used to derive results in other topics such as interpretation of characteristic opertor function inH ²(D ²), spectral equivalence, compactness, compressions of shift operators, etc., Even though some results reflect the two variable nature ofH ²(D ²), the goal of this paper is to manifest a close tie between the operator theory inH ²(D ²) and classical single operator theory. The unilateral shift of a finite multiplicity and the Bergman shift will be used as examples to illustrate some of the results.Research in this paper is partially supported by a grant from the national science foundation DMS 9970932.     

Remarks on a nonlinear transport problem

A nonlinear transport problem of hyperbolic–elliptic type is studied. Estimates of potentials over varying domains and the method of characteristics enable one to treat the initial value problem for Hölder continuous data as an abstract evolution equation via Picard–Lindelöf theorem. In addition, existence for all times is proved. Similar techniques yield the existence of shock front solutions with smooth interfaces at least for a small time interval. By a priori estimates of approximating solutions, the results extend to the case of only bounded initial values. A modification of the system applies to the construction of a diffeomorphism with prescribed Jacobian determinant.     

Analyticity of the Cauchy problem for two-component Hunter-Saxton systems

This paper is mainly concerned with the periodic Cauchy problem for a generalized two-component μ-Hunter-Saxton system with analytic initial data. The analyticity of its solutions is proved in both variables, globally in space and locally in time. The obtained result can be also applied to its special cases—the classical integrable two-component Hunter-Saxton system, the generalized μ-Hunter-Saxton equation and the classical Hunter-Saxton equation.     

Numerical pricing of options using high-order compact finite difference schemes

We consider high-order compact (HOC) schemes for quasilinear parabolic partial differential equations to discretise the Black–Scholes PDE for the numerical pricing of European and American options. We show that for the heat equation with smooth initial conditions, the HOC schemes attain clear fourth-order convergence but fail if non-smooth payoff conditions are used. To restore the fourth-order convergence, we use a grid stretching that concentrates grid nodes at the strike price for European options. For an American option, an efficient procedure is also described to compute the option price, Greeks and the optimal exercise curve. Comparisons with a fourth-order non-compact scheme are also done. However, fourth-order convergence is not experienced with this strategy. To improve the convergence rate for American options, we discuss the use of a front-fixing transformation with the HOC scheme. We also show that the HOC scheme with grid stretching along the asset price dimension gives accurate numerical solutions for European options under stochastic volatility.     

Uniform Estimates of the Fundamental Solution for a Family of Hypoelliptic Operators

In this paper we are concerned with a family of elliptic operators represented as sum of square vector fields: , in where is the Laplace operator, , and the limit operator is hypoelliptic. It is well known that admits a fundamental solution . Here we establish some a priori estimates uniform in of it, using a modification of the lifting technique of Rothschild and Stein. As a consequence we deduce some a priori estimates uniform in , for solutions of the approximated equation . These estimates can be used in particular while studying regularity of viscosity solutions of nonlinear equations represented in terms of vector fields.     

Multisummability of formal solutions to the Cauchy problem for some linear partial differential equations

The paper considers the Cauchy problem for linear partial differential equations of non-Kowalevskian type in the complex domain. It is shown that if the Cauchy data are entire functions of a suitable order, the problem has a formal solution which is multisummable. The precise bound of the admissible order of entire functions is described in terms of the Newton polygon of the equation.     

Operator theory in the Hardy space over the bidisk (I)

In this paper, we identify the vector valued Hardy space with the Hardy space over the bidisk and construct a universal model for thecontractive analytic functions. We will also study some elementary properties of the submodules and show, in some cases, how the operator theoretical properties are related to the module theoretical properties. The last part focus on the study of double commutativity of compression operators.     

Well-posedness of the IBVP for 2-D Euler equations with damping

In this paper we focus on the initial-boundary value problem of the 2-D isentropic Euler equations with damping. We prove the global-in-time existence of classical solution to the initial-boundary value problem for small smooth initial data by the method of local existence of solution combined with a priori energy estimates, where the appropriate boundary condition plays an important role.     

A nonlinear equation in Banach spaces and applications to the well-posedness of Cauchy problems

We analyze a nonlinear equation in Banach spaces, with the nonlinearity composed of multiple terms of different degrees. We prove a theorem regarding the existence of solutions for such equations. Moreover, we show how this result may be applied to obtain the well-posedness of various parabolic initial value problems.     

On the Cauchy problem for the generalized shallow water wave equation

In this paper we mainly study the Cauchy problem for the generalized shallow water wave equation in the Sobolev space Hs of lower order s. Using the crucial bilinear estimates in the Fourier transform restriction spaces related to the shallow water wave equation, we establish local well-posedness in Hs with any .     

Formal extension and quotients of the invariant holonomic system

Let be a semisimple Lie algebra and a Cartan subalgebra of . Fix . Let be the invariant holonomic system (see [R. Hotta, M. Kashiwara, The invariant holonomic system on a semisimple Lie algebra, Invent. Math. 75 (1984) 327–358]). First we investigate its formal extension . In the sequel we calculate the characteristic variety of some simple quotients of and its Fourier transform .     

Instability of standing wave, global existence and blowup for the Klein-Gordon-Zakharov system with different-degree nonlinearities

This paper discusses the Klein-Gordon-Zakharov system with different-degree nonlinearities in two and three space dimensions. Firstly, we prove the existence of standing wave with ground state by applying an intricate variational argument. Next, by introducing an auxiliary functional and an equivalent minimization problem, we obtain two invariant manifolds under the solution flow generated by the Cauchy problem to the aforementioned Klein-Gordon-Zakharov system. Furthermore, by constructing a type of constrained variational problem, utilizing the above two invariant manifolds as well as applying potential well argument and concavity method, we derive a sharp threshold for global existence and blowup. Then, combining the above results, we obtain two conclusions of how small the initial data are for the solution to exist globally by using dilation transformation. Finally, we prove a modified instability of standing wave to the system under study.     

On the Fucík spectrum

In this paper, we study the structure of the Fucík spectrum of −Δ, the set of points (b,a) in R² for which the equation