Incompressible Navier-Stokes-Fourier Limit from The Boltzmann Equation: Classical Solutions

The global classical solution to the incompressible Navier-Stokes-Fourier equation with small initial data in the whole space is constructed through a zero Knudsen number limit from the solutions to the Boltzmann equation with general collision kernels. The key point is the uniform estimate of the Sobolev norm on the global solutions to the Boltzmann equation.Comment: 21 page

Geometric methods for estimation of structured covariances

We consider problems of estimation of structured covariance matrices, and in particular of matrices with a Toeplitz structure. We follow a geometric viewpoint that is based on some suitable notion of distance. To this end, we overview and compare several alternatives metrics and divergence measures. We advocate a specific one which represents the Wasserstein distance between the corresponding Gaussians distributions and show that it coincides with the so-called Bures/Hellinger distance between covariance matrices as well. Most importantly, besides the physically appealing interpretation, computation of the metric requires solving a linear matrix inequality (LMI). As a consequence, computations scale nicely for problems involving large covariance matrices, and linear prior constraints on the covariance structure are easy to handle. We compare this transportation/Bures/Hellinger metric with the maximum likelihood and the Burg methods as to their performance with regard to estimation of power spectra with spectral lines on a representative case study from the literature.Comment: 12 pages, 3 figure