On some aspects of the geometry of differential equations in physics

In this review paper, we consider three kinds of systems of differential equations, which are relevant in physics, control theory and other applications in engineering and applied mathematics; namely: Hamilton equations, singular differential equations, and partial differential equations in field theories. The geometric structures underlying these systems are presented and commented. The main results concerning these structures are stated and discussed, as well as their influence on the study of the differential equations with which they are related. Furthermore, research to be developed in these areas is also commented.Comment: 21 page

IMEX method convergence for a parabolic equation

Although implicit-explicit (IMEX) methods for approximating solutions to semilinear parabolic equations are relatively standard, most recent works examine the case of a fully discretized model. We show that by discretizing time only, one can obtain an elementary convergence result for an implicit-explicit method. This convergence result is strong enough to imply existence and uniqueness of solutions to a class of semilinear parabolic equations.Comment: 10 page

Mean curvature flow with obstacles

We consider the evolution of fronts by mean curvature in the presence of obstacles. We construct a weak solution to the flow by means of a variational method, corresponding to an implicit time-discretization scheme. Assuming the regularity of the obstacles, in the two-dimensional case we show existence and uniqueness of a regular solution before the onset of singularities. Finally, we discuss an application of this result to the positive mean curvature flow.Comment: 18 page

On the Index and the Order of Quasi-regular Implicit Systems of Differential Equations

This paper is mainly devoted to the study of the differentiation index and the order for quasi-regular implicit ordinary differential algebraic equation (DAE) systems. We give an algebraic definition of the differentiation index and prove a Jacobi-type upper bound for the sum of the order and the differentiation index. Our techniques also enable us to obtain an alternative proof of a combinatorial bound proposed by Jacobi for the order. As a consequence of our approach we deduce an upper bound for the Hilbert-Kolchin regularity and an effective ideal membership test for quasi-regular implicit systems. Finally, we prove a theorem of existence and uniqueness of solutions for implicit differential systems

Multilevel Monte Carlo for Random Degenerate Scalar Convection Diffusion Equation

We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous dependence of weak solutions on data in the deterministic case, we develop a definition of random entropy solution. We establish existence, uniqueness, measurability and integrability results for these random entropy solutions, generalizing \cite{Mishr478,MishSch10a} to possibly degenerate hyperbolic-parabolic problems with random data. We next address the numerical approximation of random entropy solutions, specifically the approximation of the deterministic first and second order statistics. To this end, we consider explicit and implicit time discretization and Finite Difference methods in space, and single as well as Multi-Level Monte-Carlo methods to sample the statistics. We establish convergence rate estimates with respect to the discretization parameters, as well as with respect to the overall work, indicating substantial gains in efficiency are afforded under realistic regularity assumptions by the use of the Multi-Level Monte-Carlo method. Numerical experiments are presented which confirm the theoretical convergence estimates.Comment: 24 Page