An optimal gap theorem

By solving the Cauchy problem for the Hodge-Laplace heat equation for $d$-closed, positive $(1, 1)$-forms, we prove an optimal gap theorem for K\"ahler manifolds with nonnegative bisectional curvature which asserts that the manifold is flat if the average of the scalar curvature over balls of radius $r$ centered at any fixed point $o$ is a function of $o(r^{-2})$. Furthermore via a relative monotonicity estimate we obtain a stronger statement, namely a `positive mass' type result, asserting that if $(M, g)$ is not flat, then $\liminf_{r\to \infty} \frac{r^2}{V_o(r)}\int_{B_o(r)}\mathcal{S}(y)\, d\mu(y)>0$ for any $o\in M$

Lattice gas model in random medium and open boundaries: hydrodynamic and relaxation to the steady state

We consider a lattice gas interacting by the exclusion rule in the presence of a random field given by i.i.d. bounded random variables in a bounded domain in contact with particles reservoir at different densities. We show, in dimensions $d \ge 3$, that the rescaled empirical density field almost surely, with respect to the random field, converges to the unique weak solution of a non linear parabolic equation having the diffusion matrix determined by the statistical properties of the external random field and boundary conditions determined by the density of the reservoir. Further we show that the rescaled empirical density field, in the stationary regime, almost surely with respect to the random field, converges to the solution of the associated stationary transport equation

Global Stability of a Premixed Reaction Zone (Time-Dependent Liñan’s Problem)

Global stability properties of a premixed, three-dimensional reaction zone are considered. In the nonadiabatic case (i.e., when there is a heat exchange between the reaction zone and the burned gases) there is a unique, spatially one-dimensional steady state that is shown to be unstable (respectively, asymptotically stable) if the reaction zone is cooled (respectively, heated) by the burned mixture. In the adiabatic case, there is a unique (up to spatial translations) steady state that is shown to be stable. In addition, the large-time asymptotic behavior of the solution is analyzed to obtain sufficient conditions on the initial data for stabilization. Previous partial numerical results on linear stability of one-dimensional reaction zones are thereby confirmed and extended

Simultaneous determination of time-dependent coefficients and heat source

This article presents a numerical solution to the inverse problems of simultaneous determination of the time-dependent coefficients and the source term in the parabolic heat equation subject to overspecified conditions of integral type. The ill-posed problems are numerically discretized using the finite-difference method. The resulting system of nonlinear equations is solved numerically using the MATLAB toolbox routine lsqnonlin applied to minimizing the nonlinear Tikhonov regularization functional subject to simple physical bounds on the variables. Numerical examples are presented to illustrate the accuracy and stability of the solution

Rigorous derivation of a nonlinear diffusion equation as fast-reaction limit of a continuous coagulation-fragmentation model with diffusion

Weak solutions of the spatially inhomogeneous (diffusive) Aizenmann-Bak model of coagulation-breakup within a bounded domain with homogeneous Neumann boundary conditions are shown to converge, in the fast reaction limit, towards local equilibria determined by their mass. Moreover, this mass is the solution of a nonlinear diffusion equation whose nonlinearity depends on the (size-dependent) diffusion coefficient. Initial data are assumed to have integrable zero order moment and square integrable first order moment in size, and finite entropy. In contrast to our previous result [CDF2], we are able to show the convergence without assuming uniform bounds from above and below on the number density of clusters

A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing

Our goal is to identify the volatility function in Dupire's equation from given option prices. Following an optimal control approach in a Lagrangian framework, we propose a globalized sequential quadratic programming (SQP) algorithm with a modified Hessian - to ensure that every SQP step is a descent direction - and implement a line search strategy. In each level of the SQP method a linear-quadratic optimal control problem with box constraints is solved by a primal-dual active set strategy. This guarantees L? constraints for the volatility, in particular assuring its positivity. The proposed algorithm is founded on a thorough first - and second-order optimality analysis. We prove the existence of local optimal solutions and of a Lagrange multiplier associated with the inequality constraints. Furthermore, we prove a sufficient second-order optimality condition and present some numerical results underlining the good properties of the numerical scheme. Dupire equation ; parameter identification ; optimal control ; optimality conditions ; SQP method ; primal-dual active set strateg