L1\mathcal{L}^1 limit solutions for control systems

For a control Cauchy problem $$\dot x= {f}(t,x,u,v) +\sum_{\alpha=1}^m g_\alpha(x) \dot u_\alpha,\quad x(a)=\bar x,$$ on an interval $[a,b]$, we propose a notion of limit solution $x,$ verifying the following properties: i) $x$ is defined for $\mathcal{L}^1$ (impulsive) inputs $u$ and for standard, bounded measurable, controls $v$; ii) in the commutative case (i.e. when $[g_{\alpha},g_{\beta}]\equiv 0,$ for all $\alpha,\beta=1,...,m$), $x$ coincides with the solution one can obtain via the change of coordinates that makes the $g_\alpha$ simultaneously constant; iii) $x$ subsumes former concepts of solution valid for the generic, noncommutative case. In particular, when $u$ has bounded variation, we investigate the relation between limit solutions and (single-valued) graph completion solutions. Furthermore, we prove consistency with the classical Carath\'eodory solution when $u$ and $x$ are absolutely continuous. Even though some specific problems are better addressed by means of special representations of the solutions, we believe that various theoretical issues call for a unified notion of trajectory. For instance, this is the case of optimal control problems, possibly with state and endpoint constraints, for which no extra assumptions (like e.g. coercivity, bounded variation, commutativity) are made in advance

Properties of the solutions of delocalised coagulation and inception problems with outflow boundaries

Well posedness is established for a family of equations modelling particle populations undergoing delocalised coagulation, advection, inflow and outflow in a externally specified velocity field. Very general particle types are allowed while the spatial domain is a bounded region of $d$-dimensional space for which every point lies on exactly one streamline associated with the velocity field. The problem is formulated as a semi-linear ODE in the Banach space of bounded measures on particle position and type space. A local Lipschitz property is established in total variation norm for the propagators (generalised semi-groups) associated with the problem and used to construct a Picard iteration that establishes local existence and global uniqueness for any initial condition. The unique weak solution is shown further to be a differentiable or at least bounded variation strong solution under smoothness assumptions on the parameters of the coagulation interaction. In the case of one spatial dimension strong differentiability is established even for coagulation parameters with a particular bounded variation structure in space. This one dimensional extension establishes the convergence of the simulation processes studied in [Patterson, Stoch. Anal. Appl. 31, 2013] to a unique and differentiable limit

The cohomological equation for Roth type interval exchange maps

We exhibit an explicit full measure class of minimal interval exchange maps T for which the cohomological equation $\Psi -\Psi\circ T=\Phi$ has a bounded solution $\Psi$ provided that the datum $\Phi$ belongs to a finite codimension subspace of the space of functions having on each interval a derivative of bounded variation. The class of interval exchange maps is characterized in terms of a diophantine condition of ``Roth type'' imposed to an acceleration of the Rauzy--Veech--Zorich continued fraction expansion associated to T. CONTENTS 0. Introduction 1. The continued fraction algorithm for interval exchange maps 1.1 Interval exchnge maps 1.2 The continued fraction algorithm 1.3 Roth type interval exchange maps 2. The cohomological equation 2.1 The theorem of Gottschalk and Hedlund 2.2 Special Birkhoff sums 2.3 Estimates for functions of bounded variation 2.4 Primitives of functions of bounded variation 3. Suspensions of interval exchange maps 3.1 Suspension data 3.2 Construction of a Riemann surface 3.3 Compactification of $M_\zeta^*$ 3.4 The cohomological equation for higher smoothness 4. Proof of full measure for Roth type 4.1 The basic operation of the algorithm for suspensions 4.2 The Teichm\"uller flow 4.3 The absolutely continuous invariant measure 4.4 Integrability of $\log\Vert Z_{(1)}\Vert$ 4.5 Conditions (b) and (c) have full measure 4.6 The main step 4.7 Condition (a) has full measure 4.8 Proof of the Proposition Appendix A Roth--type conditions in a concrete family of i.e.m. Appendix B A non--uniquely ergodic i.e.m. satsfying condition (a) ReferencesComment: 64 pages, 4 figures (jpeg files

Entropy Solution Theory for Fractional Degenerate Convection-Diffusion Equations

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection diffusion equations, and some fractional Porous medium equations. In this paper we define weak entropy solutions for this class of equations and prove well-posedness under weak regularity assumptions on the solutions, e.g. uniqueness is obtained in the class of bounded integrable functions. Then we introduce a monotone conservative numerical scheme and prove convergence toward an Entropy solution in the class of bounded integrable functions of bounded variation. We then extend the well-posedness results to non-local terms based on general L\'evy type operators, and establish some connections to fully non-linear HJB equations. Finally, we present some numerical experiments to give the reader an idea about the qualitative behavior of solutions of these equations

Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Levy noise

In this article, we are concerned with a multidimensional degenerate parabolic-hyperbolic equation driven by Levy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that Levy noise depends only on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. In addition, we establish fractional BV estimate for vanishing viscosity approximations in case the noise coefficients depend on both the solution and spatial variable.Comment: 31 Pages. arXiv admin note: text overlap with arXiv:1502.0249