On the analyticity and Gevrey class regularity up to the boundary for the Euler Equations

We consider the Euler equations in a three-dimensional Gevrey-class bounded domain. Using Lagrangian coordinates we obtain the Gevrey-class persistence of the solution, up to the boundary, with an explicit estimate on the rate of decay of the Gevrey-class regularity radius

Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector.

The aim of this paper is to build and estimate a macroeconomic model of credit risk for the French manufacturing sector. This model is based on Wilson's CreditPortfolioView model (1997a, 1997b); it enables us to simulate loss distributions for a credit portfolio for several macroeconomic scenarios. We implement two simulation procedures based on two assumptions relative to probabilities of default (PDs): in the first procedure, firms are assumed to have identical default probabilities; in the second, individual risk is taken into account. The empirical results indicate that these simulation procedures lead to quite different loss distributions. For instance, a negative one standard deviation shock on output leads to a maximum loss of 3.07% of the financial debt of the French manufacturing sector, with a probability of 99%, under the identical default probability hypothesis versus 2.61% with individual default probabilities.macro stress test ; credit risk model ; loss distribution.

Hilbert Expansion from the Boltzmann equation to relativistic Fluids

We study the local-in-time hydrodynamic limit of the relativistic Boltzmann equation using a Hilbert expansion. More specifically, we prove the existence of local solutions to the relativistic Boltzmann equation that are nearby the local relativistic Maxwellian constructed from a class of solutions to the relativistic Euler equations that includes a large subclass of near-constant, non-vacuum fluid states. In particular, for small Knudsen number, these solutions to the relativistic Boltzmann equation have dynamics that are effectively captured by corresponding solutions to the relativistic Euler equations.Comment: 50 page

Approach to equilibrium for the phonon Boltzmann equation

We study the asymptotics of solutions of the Boltzmann equation describing the kinetic limit of a lattice of classical interacting anharmonic oscillators. We prove that, if the initial condition is a small perturbation of an equilibrium state, and vanishes at infinity, the dynamics tends diffusively to equilibrium. The solution is the sum of a local equilibrium state, associated to conserved quantities that diffuse to zero, and fast variables that are slaved to the slow ones. This slaving implies the Fourier law, which relates the induced currents to the gradients of the conserved quantities.Comment: 23 page

Semiclassical Propagation of Coherent States for the Hartree equation

In this paper we consider the nonlinear Hartree equation in presence of a given external potential, for an initial coherent state. Under suitable smoothness assumptions, we approximate the solution in terms of a time dependent coherent state, whose phase and amplitude can be determined by a classical flow. The error can be estimated in $L^2$ by C \sqrt {\var}, \var being the Planck constant. Finally we present a full formal asymptotic expansion

Mean-field evolution of fermions with singular interaction

We consider a system of N fermions in the mean-field regime interacting though an inverse power law potential $V(x)=1/|x|^{\alpha}$, for $\alpha\in(0,1]$. We prove the convergence of a solution of the many-body Schr\"{o}dinger equation to a solution of the time-dependent Hartree-Fock equation in the sense of reduced density matrices. We stress the dependence on the singularity of the potential in the regularity of the initial data. The proof is an adaptation of [22], where the case $\alpha=1$ is treated.Comment: 16 page

Global-in-time existence of solutions to the multiconfiguration time-dependent Hartree–Fock equations: A sufficient condition

AbstractThe multiconfiguration time-dependent Hartree–Fock (MCTDHF for short) system is an approximation of the linear many-particle Schrödinger equation with a binary interaction potential by nonlinear “one-particle” equations. MCTDHF methods are widely used for numerical calculations of the dynamics of few-electron systems in quantum physics and quantum chemistry, but the time-dependent case still poses serious open problems for the analysis, e.g. in the sense that global-in-time existence of solutions is not proved yet. In this letter we present the first result ever where global existence is proved under a condition on the initial datum that it has to be somewhat close to the “ground state”

Blow-up of the hyperbolic Burgers equation

The memory effects on microscopic kinetic systems have been sometimes modelled by means of the introduction of second order time derivatives in the macroscopic hydrodynamic equations. One prototypical example is the hyperbolic modification of the Burgers equation, that has been introduced to clarify the interplay of hyperbolicity and nonlinear hydrodynamic evolution. Previous studies suggested the finite time blow-up of this equation, and here we present a rigorous proof of this fact

Mean-Field- and Classical Limit of Many-Body Schr\"odinger Dynamics for Bosons

We present a new proof of the convergence of the N-particle Schroedinger dynamics for bosons towards the dynamics generated by the Hartree equation in the mean-field limit. For a restricted class of two-body interactions, we obtain convergence estimates uniform in the Planck constant , up to an exponentially small remainder. For h=0, the classical dynamics in the mean-field limit is given by the Vlasov equation.Comment: Latex 2e, 18 page

Energy decay for the damped wave equation under a pressure condition

We establish the presence of a spectral gap near the real axis for the damped wave equation on a manifold with negative curvature. This results holds under a dynamical condition expressed by the negativity of a topological pressure with respect to the geodesic flow. As an application, we show an exponential decay of the energy for all initial data sufficiently regular. This decay is governed by the imaginary part of a finite number of eigenvalues close to the real axis.Comment: 32 page