On the one-dimensional cubic nonlinear Schrodinger equation below L^2

In this paper, we review several recent results concerning well-posedness of the one-dimensional, cubic Nonlinear Schrodinger equation (NLS) on the real line R and on the circle T for solutions below the L^2-threshold. We point out common results for NLS on R and the so-called "Wick ordered NLS" (WNLS) on T, suggesting that WNLS may be an appropriate model for the study of solutions below L^2(T). In particular, in contrast with a recent result of Molinet who proved that the solution map for the periodic cubic NLS equation is not weakly continuous from L^2(T) to the space of distributions, we show that this is not the case for WNLS.Comment: 14 pages, additional reference

Dynamic robust duality in utility maximization

A celebrated financial application of convex duality theory gives an explicit relation between the following two quantities: (i) The optimal terminal wealth $X^*(T) : = X_{\varphi^*}(T)$ of the problem to maximize the expected $U$-utility of the terminal wealth $X_{\varphi}(T)$ generated by admissible portfolios $\varphi(t), 0 \leq t \leq T$ in a market with the risky asset price process modeled as a semimartingale; (ii) The optimal scenario $\frac{dQ^*}{dP}$ of the dual problem to minimize the expected $V$-value of $\frac{dQ}{dP}$ over a family of equivalent local martingale measures $Q$, where $V$ is the convex conjugate function of the concave function $U$. In this paper we consider markets modeled by It\^o-L\'evy processes. In the first part we use the maximum principle in stochastic control theory to extend the above relation to a \emph{dynamic} relation, valid for all $t \in [0,T]$. We prove in particular that the optimal adjoint process for the primal problem coincides with the optimal density process, and that the optimal adjoint process for the dual problem coincides with the optimal wealth process, $0 \leq t \leq T$. In the terminal time case $t=T$ we recover the classical duality connection above. We get moreover an explicit relation between the optimal portfolio $\varphi^*$ and the optimal measure $Q^*$. We also obtain that the existence of an optimal scenario is equivalent to the replicability of a related $T$-claim. In the second part we present robust (model uncertainty) versions of the optimization problems in (i) and (ii), and we prove a similar dynamic relation between them. In particular, we show how to get from the solution of one of the problems to the other. We illustrate the results with explicit examples

Temperature induced pore fluid pressurization in geomaterials

The theoretical basis of the thermal response of the fluid-saturated porous materials in undrained condition is presented. It has been demonstrated that the thermal pressurization phenomenon is controlled by the discrepancy between the thermal expansion of the pore fluid and of the solid phase, the stress-dependency of the compressibility and the non-elastic volume changes of the porous material. For evaluation of the undrained thermo-poro-elastic properties of saturated porous materials in conventional triaxial cells, it is important to take into account the effect of the dead volume of the drainage system. A simple correction method is presented to correct the measured pore pressure change and also the measured volumetric strain during an undrained heating test. It is shown that the porosity of the tested material, its drained compressibility and the ratio of the volume of the drainage system to the one of the tested sample, are the key parameters which influence the most the error induced on the measurements by the drainage system. An example of the experimental evaluation of undrained thermoelastic parameters is presented for an undrained heating test performed on a fluid-saturated granular rock

Experimental artefacts in undrained triaxial testing

For evaluation of the undrained thermo-poro-elastic properties of saturated porous materials in conventional triaxial cells, it is important to take into account the effect of the dead volume of the drainage system. The compressibility and the thermal expansion of the drainage system along with the dead volume of the fluid filling this system, influence the measured pore pressure and volumetric strain during undrained thermal or mechanical loading in a triaxial cell. A correction method is presented in this paper to correct these effects during an undrained isotropic compression test or an undrained heating test. A parametric study has demonstrated that the porosity and the drained compressibility of the tested material and the ratio of the vol-ume of the drainage system to the one of the tested sample are the key parameters which influence the most the error induced on the measurements by the drainage system

HMM-based Offline Recognition of Handwritten Words Crossed Out with Different Kinds of Strokes

In this work, we investigate the recognition of words that have been crossed-out by the writers and are thus degraded. The degradation consists of one or more ink strokes that span the whole word length and simulate the signs that writers use to cross out the words. The simulated strokes are superimposed to the original clean word images. We considered two types of strokes: wave-trajectory strokes created with splines curves and line-trajectory strokes generated with the delta-lognormal model of rapid line movements. The experiments have been performed using a recognition system based on hidden Markov models and the results show that the performance decrease is moderate for single writer data and light strokes, but severe for multiple writer data

Convolutions of singular measures and applications to the Zakharov system

Uniform L^2-estimates for the convolution of singular measures with respect to transversal submanifolds are proved in arbitrary space dimension. The results of Bennett-Bez are used to extend previous work of Bejenaru-Herr-Tataru. As an application, it is shown that the 3D Zakharov system is locally well-posed in the full subcritical regime

Focusing Singularity in a Derivative Nonlinear Schr\"odinger Equation

We present a numerical study of a derivative nonlinear Schr\"odinger equation with a general power nonlinearity, $|\psi|^{2\sigma}\psi_x$. In the $L^2$-supercritical regime, $\sigma>1$, our simulations indicate that there is a finite time singularity. We obtain a precise description of the local structure of the solution in terms of blowup rate and asymptotic profile, in a form similar to that of the nonlinear Schr\"odinger equation with supercritical power law nonlinearity.Comment: 24 pages, 17 figure