A Small Noise Asymptotic Expansion for Young SDE Driven by Fractional Brownian Motion: A Sharp Error Estimate With Malliavin Calculus

This article shows an analytically tractable small noise asymptotic expansion with a sharp error estimate for the expectation of the solution to Young’s pathwise stochastic differential equations (SDEs) driven by fractional Brownian motions with the Hurst index H > 1/2. In particular, our asymptotic expansion can be regarded as small noise and small time asymptotics by the error estimate with Malliavin culculus. As an application, we give an expansion formula in one-dimensional general Young SDE driven by fractional Brownian motion. We show the validity of the expansion through numerical experiments.     

A new extension of boundary elements method for classical elliptic partial differential equations with constant coefficients

This article is devoted to an extension of boundary elements method (BEM) for solving elliptic partial differential equations of general type with constant coefficients. As the fundamental solution of these equations was not available in the literature, BEM was not able to handle them, directly. So the dual reciprocity method (DRM) has been applied to tackle these problems. In this work, a fundamental solution for these equations is obtained and a new formulation is derived to solve them. Besides, we show that the rate of convergence of the new scheme is quadratic when singular (boundary and domain) integrals are calculated, accurately. The new scheme is applicable on complex domains, without needing internal nodes, just same as conventional BEM. So the CPU time of the new scheme is much less than that of the DRM. Numerical examples presented in the article show ability and efficiency of the new scheme in solving two‐dimensional nonhomogenous elliptic boundary value problems, clearly. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 2027–2042, 2015     

Nonlinear PDEs with Modulated Dispersion I: Nonlinear Schrödinger Equations

We start a study of various nonlinear PDEs under the effect of a modulation in time of the dispersive term. In particular in this paper we consider the modulated non-linear Schrödinger equation (NLS) in dimension 1 and 2 and the derivative NLS in dimension 1. We introduce a deterministic notion of “irregularity” for the modulation and obtain local and global results similar to those valid without modulation. In some situations, we show how the irregularity of the modulation improves the well–posedness theory of the equations. We develop two different approaches to the analysis of the effects of the modulation. A first approach is based on novel estimates for the regularizing effect of the modulated dispersion on the non-linear term using the theory of controlled paths. A second approach is an extension of a Strichartz estimated first obtained by Debussche and Tsutsumi in the case of the Brownian modulation for the quintic NLS.     

Certain singular integral operators revisited

This note presents an alternate approach to the analysis of the composition of some (classical) singular integral oprators that arise in a number of applications. It is based on the facts that certain naturally paired operators have the same range and are injective. In the course of this analysis the proofs of some classical identities are unified     

A meshless method for the Cauchy problem in linear elastodynamics

In this paper, we establish new density result for the Navier equation. Based on the denseness of the elastic single-layer potential functions, the Cauchy problem for the Navier equation is investigated. The ill-posedness of this problem is given via the compactness of the operator defined by the potential function. The method combines the Newton’s method and minimum norm solution with discrepancy principle to solve an inverse problem. Convergence and stability estimates are then given with some examples for numerical verification on the efficiency of the proposed method.     

Uniqueness and stability result for Cauchy’s equation of motion for a certain class of hyperelastic materials

We consider Cauchy’s equation of motion for hyperelastic materials. The solution of this nonlinear initial-boundary value problem is the vector field which discribes the displacement which a particle of this material perceives when exposed to stress and external forces. This equation is of greatest relevance when investigating the behavior of elastic, anisotropic composites and for the detection of defects in such materials from boundary measurements. This is why results on unique solvability and continuous dependence from the initial values are of large interest in materials’ research and structural health monitoring. In this article we present such a result, provided that reasonable smoothness assumptions for the displacement field and the boundary of the domain are satisfied for a certain class of hyperelastic materials where the first Piola–Kirchhoff tensor is written as a conic combination of finitely many, given tensors.     

二次曲线局部与整体的关系

用射影几何知识讨论欧氏平面上二次曲线局部与整体的关系,讨论如何通过二次曲线的一些已知点与切线判断它的类型,作出它的对称轴,渐近线,焦点与准线.     

A second order limit law for occupation times of the Cauchy process

The purpose of this note is to extend a second order limit law for one dimensional Cauchy process obtained in Kasahara (Y. Kasahara, Limit theorems for occupation times of Markov processes, Publ. RIMS, Kyoto Univ. 12 (1977), pp. 801–818), using the method of moments and some kind of chaining argument.