Analytical Solutions to the Navier-Stokes Equations

With the previous results for the analytical blowup solutions of the N-dimensional Euler-Poisson equations, we extend the similar structure to construct an analytical family of solutions for the isothermal Navier-Stokes equations and pressureless Navier-Stokes equations with density-dependent viscosity.Comment: 13 pages, Typos are correcte

Existence and stability of solitons for the nonlinear Schr\"odinger equation on hyperbolic space

We study the existence and stability of ground state solutions or solitons to a nonlinear stationary equation on hyperbolic space. The method of concentration compactness applies and shows that the results correlate strongly to those of Euclidean space.Comment: New: As noted in Banica-Duyckaerts (arXiv:1411.0846), Section 5 should read that for sufficiently large mass, sub-critical problems can be solved via energy minimization for all d \geq 2 and as a result Cazenave-Lions results can be applied in Section 6 with the same restriction. These requirements were addressed by the subsequent work with Metcalfe and Taylor in arXiv:1203.361

On Singularity formation for the L^2-critical Boson star equation

We prove a general, non-perturbative result about finite-time blowup solutions for the $L^2$-critical boson star equation $i\partial_t u = \sqrt{-\Delta+m^2} \, u - (|x|^{-1} \ast |u|^2) u$ in 3 space dimensions. Under the sole assumption that the solution blows up in $H^{1/2}$ at finite time, we show that $u(t)$ has a unique weak limit in $L^2$ and that $|u(t)|^2$ has a unique weak limit in the sense of measures. Moreover, we prove that the limiting measure exhibits minimal mass concentration. A central ingredient used in the proof is a "finite speed of propagation" property, which puts a strong rigidity on the blowup behavior of $u$. As the second main result, we prove that any radial finite-time blowup solution $u$ converges strongly in $L^2$ away from the origin. For radial solutions, this result establishes a large data blowup conjecture for the $L^2$-critical boson star equation, similar to a conjecture which was originally formulated by F. Merle and P. Raphael for the $L^2$-critical nonlinear Schr\"odinger equation in [CMP 253 (2005), 675-704]. We also discuss some extensions of our results to other $L^2$-critical theories of gravitational collapse, in particular to critical Hartree-type equations.Comment: 24 pages. Accepted in Nonlinearit

Global Newtonian limit for the Relativistic Boltzmann Equation near Vacuum

We study the Cauchy Problem for the relativistic Boltzmann equation with near Vacuum initial data. Unique global in time "mild" solutions are obtained uniformly in the speed of light parameter $c \ge 1$. We furthermore prove that solutions to the relativistic Boltzmann equation converge to solutions of the Newtonian Boltzmann equation in the limit as $c\to\infty$ on arbitrary time intervals $[0,T]$, with convergence rate $1/c^{2-\epsilon}$ for any $\epsilon \in(0,2)$. This may be the first proof of unique global in time validity of the Newtonian limit for a Kinetic equation.Comment: 35 page

On Nonlinear Stochastic Balance Laws

We are concerned with multidimensional stochastic balance laws. We identify a class of nonlinear balance laws for which uniform spatial $BV$ bounds for vanishing viscosity approximations can be achieved. Moreover, we establish temporal equicontinuity in $L^1$ of the approximations, uniformly in the viscosity coefficient. Using these estimates, we supply a multidimensional existence theory of stochastic entropy solutions. In addition, we establish an error estimate for the stochastic viscosity method, as well as an explicit estimate for the continuous dependence of stochastic entropy solutions on the flux and random source functions. Various further generalizations of the results are discussed

Correlations and bounds for stochastic volatility models

International audienc

On the dynamics of WKB wave functions whose phase are weak KAM solutions of H-J equation

In the framework of toroidal Pseudodifferential operators on the flat torus $\Bbb T^n := (\Bbb R / 2\pi \Bbb Z)^n$ we begin by proving the closure under composition for the class of Weyl operators $\mathrm{Op}^w_\hbar(b)$ with simbols $b \in S^m (\mathbb{T}^n \times \mathbb{R}^n)$. Subsequently, we consider $\mathrm{Op}^w_\hbar(H)$ when $H=\frac{1}{2} |\eta|^2 + V(x)$ where $V \in C^\infty (\Bbb T^n;\Bbb R)$ and we exhibit the toroidal version of the equation for the Wigner transform of the solution of the Schr\"odinger equation. Moreover, we prove the convergence (in a weak sense) of the Wigner transform of the solution of the Schr\"odinger equation to the solution of the Liouville equation on $\Bbb T^n \times \Bbb R^n$ written in the measure sense. These results are applied to the study of some WKB type wave functions in the Sobolev space $H^{1} (\mathbb{T}^n; \Bbb C)$ with phase functions in the class of Lipschitz continuous weak KAM solutions (of positive and negative type) of the Hamilton-Jacobi equation $\frac{1}{2} |P+ \nabla_x v_\pm (P,x)|^2 + V(x) = \bar{H}(P)$ for $P \in \ell \Bbb Z^n$ with $\ell >0$, and to the study of the backward and forward time propagation of the related Wigner measures supported on the graph of $P+ \nabla_x v_\pm$

Phase Space Models for Stochastic Nonlinear Parabolic Waves: Wave Spread and Singularity

We derive several kinetic equations to model the large scale, low Fresnel number behavior of the nonlinear Schrodinger (NLS) equation with a rapidly fluctuating random potential. There are three types of kinetic equations the longitudinal, the transverse and the longitudinal with friction. For these nonlinear kinetic equations we address two problems: the rate of dispersion and the singularity formation. For the problem of dispersion, we show that the kinetic equations of the longitudinal type produce the cubic-in-time law, that the transverse type produce the quadratic-in-time law and that the one with friction produces the linear-in-time law for the variance prior to any singularity. For the problem of singularity, we show that the singularity and blow-up conditions in the transverse case remain the same as those for the homogeneous NLS equation with critical or supercritical self-focusing nonlinearity, but they have changed in the longitudinal case and in the frictional case due to the evolution of the Hamiltonian

Strong and weak semiclassical limits for some rough Hamiltonians

We present several results concerning the semiclassical limit of the time dependent Schr\"odinger equation with potentials whose regularity doesn't guarantee the uniqueness of the underlying classical flow. Different topologies for the limit are considered and the situation where two bicharateristics can be obtained out of the same initial point is emphasized