Numerical solution of the Monge–Ampère equation by a Newton's algorithm

We solve numerically the Monge–Ampère equation with periodic boundary condition using a Newton's algorithm. We prove convergence of the algorithm, and present some numerical examples, for which a good approximation is obtained in 10 iterations. To cite this article: G. Loeper, F. Rapetti, C. R. Acad. Sci. Paris, Ser. I 340 (2005).     

A stochastic maximum principle for processes driven by fractional Brownian motion

We prove a stochastic maximum principle for controlled processes X(t)=X^(u)(t) of the form

dX(t)=b(t,X(t),u(t)) dt+σ(t,X(t),u(t)) dB^(H)(t),

where B^(H)(t) is m-dimensional fractional Brownian motion with Hurst parameter . As an application we solve a problem about minimal variance hedging in an incomplete market driven by fractional Brownian motion.     

Coupling between scalar and vector potentials by the mortar element methodCouplage entre potentiels scalaire et vecteur par la méthode des éléments joints

The T–$\text{Ω}$ formulation of the magnetic field is widely used in magnetodynamics. It allows the use of a scalar function in the computational domain and a vector quantity only in the conducting parts. Here we propose to approximate these two quantities on different meshes and to couple them by means of the mortar element method. To cite this article: Y. Maday et al., C. R. Acad. Sci. Paris, Ser. I 334 (2002) 933–938.     

Navier–Stokes equations in aperture domains: Global existence with bounded flux and time‐periodic solutions

We consider the Navier–Stokes equations in an aperture domain of the three‐dimensional Euclidean space. We are interested in proving the existence of regular solutions corresponding to small initial data and flux through the aperture. The flux is assumed to be smooth and bounded on (0, +∞). As a consequence, we prove the existence of a time‐periodic solution corresponding to a time‐periodic flux through the aperture. Finally, we compare our solution with a solution belonging to a wider class, showing that, if such a solution does exist, then the two solutions coincide. Copyright © 2007 John Wiley & Sons, Ltd.     

Convex Hamilton-Jacobi Equations Under Superlinear Growth Conditions on Data

Unbounded stochastic control problems may lead to Hamilton-Jacobi-Bellman equations whose Hamiltonians are not always defined, especially when the diffusion term is unbounded with respect to the control. We obtain existence and uniqueness of viscosity solutions growing at most like o(1+|x| ^p ) at infinity for such HJB equations and more generally for degenerate parabolic equations with a superlinear convex gradient nonlinearity. If the corresponding control problem has a bounded diffusion with respect to the control, then our results apply to a larger class of solutions, namely those growing like O(1+|x| ^p ) at infinity. This latter case encompasses some equations related to backward stochastic differential equations.     

Differential Inclusions and Monotonicity Conditions for Nonsmooth Lyapunov Functions

In this paper we address the problem of characterizing the infinitesimal properties of functions which are nonincreasing along all the trajectories of a differential inclusion. In particular, we extend the condition based on the proximal gradient to the case of semicontinuous functions and Lipschitz continuous differential inclusions. Moreover, we show that the same criterion applies also in the case of Lipschitz continuous functions and continuous differential inclusions.     

New spline spaces with generalized tension properties

The paper describes a new space of variable degree polynomials. This space is isomorphic to ℙ₆, possesses a Bernstein like basis and has generalized tension properties in the sense that, for limit values of the degrees, its functions approximate quadratic polynomials. The corresponding space of C ³, variable degree splines is also studied. This spline space can be profitably used in the construction of shape preserving curves or surfaces. AMS subject classification (2000)  65D07, 65D17, 65D10     

Layered solutions with multiple asymptotes for non autonomous Allen–Cahn equations in {\mathbb {R}^{3}}

We consider a class of semilinear elliptic equations of the form $$ \label{eq:abs}-\Delta u(x,y,z)+a(x)W'(u(x,y,z))=0,\quad (x,y,z)\in\mathbb {R}^{3},$$ where ${a:\mathbb {R} \to \mathbb {R}}$ is a periodic, positive, even function and, in the simplest case, ${W : \mathbb {R} \to \mathbb {R}}$ is a double well even potential. Under non degeneracy conditions on the set of minimal solutions to the one dimensional heteroclinic problem $$-\ddot q(x)+a(x)W^{\prime}(q(x))=0,\ x\in\mathbb {R},\quad q(x)\to\pm1\,{\rm as}\, x\to \pm\infty,$$ we show, via variational methods the existence of infinitely many geometrically distinct solutions u of (0.1) verifying u(x, y, z) → ± 1 as x → ± ∞ uniformly with respect to ${(y, z) \in \mathbb {R}^{2}}$ and such that ${\partial_{y}u \not \equiv0, \partial_{z}u \not\equiv 0}$ in ${\mathbb {R}^{3}}$ .     

On Rational Varieties Smooth Except at a Seminormal Singular Point

We construct a class of projective rational varieties X of any dimension m ≥ 1, which are smooth except at a point O, with the projective space ? ^m as normalization, having smooth branches, and reduced projectivized tangent cone in O. The Hilbert function of X is considered and is explicitly computed when the point O is seminormal. Indeed, we study seminormality, obtaining necessary and sufficient conditions for O to be seminormal and show that in such case the tangent cone is reduced and seminormal.