Star Jasmine : March

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An overview of Viscosity Solutions of Path-Dependent PDEs

This paper provides an overview of the recently developed notion of viscosity solutions of path-dependent partial di erential equations. We start by a quick review of the Crandall- Ishii notion of viscosity solutions, so as to motivate the relevance of our de nition in the path-dependent case. We focus on the wellposedness theory of such equations. In partic- ular, we provide a simple presentation of the current existence and uniqueness arguments in the semilinear case. We also review the stability property of this notion of solutions, in- cluding the adaptation of the Barles-Souganidis monotonic scheme approximation method. Our results rely crucially on the theory of optimal stopping under nonlinear expectation. In the dominated case, we provide a self-contained presentation of all required results. The fully nonlinear case is more involved and is addressed in [12]

A differential method for bounding the ground state energy

For a wide class of Hamiltonians, a novel method to obtain lower and upper bounds for the lowest energy is presented. Unlike perturbative or variational techniques, this method does not involve the computation of any integral (a normalisation factor or a matrix element). It just requires the determination of the absolute minimum and maximum in the whole configuration space of the local energy associated with a normalisable trial function (the calculation of the norm is not needed). After a general introduction, the method is applied to three non-integrable systems: the asymmetric annular billiard, the many-body spinless Coulombian problem, the hydrogen atom in a constant and uniform magnetic field. Being more sensitive than the variational methods to any local perturbation of the trial function, this method can used to systematically improve the energy bounds with a local skilled analysis; an algorithm relying on this method can therefore be constructed and an explicit example for a one-dimensional problem is given.Comment: Accepted for publication in Journal of Physics

L-Infinity variational problems of maps and the Aronsson PDE system

By employing Aronsson's absolute minimizers of L ∞ functionals, we prove that absolutely minimizing maps u:Rn→RN solve a "tangential" Aronsson PDE system. By following Sheffield and Smart (2012) [24], we derive δ ∞ with respect to the dual operator norm and show that such maps miss information along a hyperplane when compared to tight maps. We recover the lost term which causes non-uniqueness and derive the complete Aronsson system which has discontinuous coefficients. In particular, the Euclidean ∞-Laplacian is δ ∞u=Du⊗Du:D 2u+|Du| 2[Du] ⊥δu where [Du] ⊥ is the projection on the null space of Du ⊤. We demonstrate C ∞ solutions having interfaces along which the rank of their gradient is discontinuous and propose a modification with C 0 coefficients which admits varifold solutions. Away from the interfaces, Aronsson maps satisfy a structural property of local splitting to 2 phases, a horizontal and a vertical; horizontally they possess gradient flows similar to the scalar case and vertically solve a linear system coupled by a scalar Hamilton Jacobi PDE. We also construct singular ∞-harmonic local C 1 diffeomorphisms and singular Aronsson maps. © 2012 Elsevier Inc

Explicit singular viscosity solutions of the Aronsson equation

We establish that when n≥2 and H∈C1(Rn) is a Hamiltonian such that some level set contains a line segment, the Aronsson equation D2u:Hp(Du)⊗Hp(Du)=0 admits explicit entire viscosity solutions. They are superpositions of a linear part plus a Lipschitz continuous singular part which in general is non-C1 and nowhere twice differentiable. In particular, we supplement the C1 regularity result of Wang and Yu (2008) [11] by deducing that strict level convexity is necessary for C1 regularity of solutions. © 2011 Académie des sciences

On the Path Integral in Imaginary Lobachevsky Space

The path integral on the single-sheeted hyperboloid, i.e.\ in $D$-dimensional imaginary Lobachevsky space, is evaluated. A potential problem which we call ``Kepler-problem'', and the case of a constant magnetic field are also discussed.Comment: 16 pages, LATEX, DESY 93-14

The heart of a convex body

We investigate some basic properties of the {\it heart} $\heartsuit(\mathcal{K})$ of a convex set $\mathcal{K}.$ It is a subset of $\mathcal{K},$ whose definition is based on mirror reflections of euclidean space, and is a non-local object. The main motivation of our interest for $\heartsuit(\mathcal{K})$ is that this gives an estimate of the location of the hot spot in a convex heat conductor with boundary temperature grounded at zero. Here, we investigate on the relation between $\heartsuit(\mathcal{K})$ and the mirror symmetries of $\mathcal{K};$ we show that $\heartsuit(\mathcal{K})$ contains many (geometrically and phisically) relevant points of $\mathcal{K};$ we prove a simple geometrical lower estimate for the diameter of $\heartsuit(\mathcal{K});$ we also prove an upper estimate for the area of $\heartsuit(\mathcal{K}),$ when $\mathcal{K}$ is a triangle.Comment: 15 pages, 3 figures. appears as "Geometric Properties for Parabolic and Elliptic PDE's", Springer INdAM Series Volume 2, 2013, pp 49-6

The Tychonoff uniqueness theorem for the G-heat equation

In this paper, we obtain the Tychonoff uniqueness theorem for the G-heat equation