Characterization of radially symmetric finite time blowup in multidimensional aggregation equations,

This paper studies the transport of a mass $\mu$ in $\real^d, d \geq 2,$ by a flow field $v= -\nabla K*\mu$. We focus on kernels $K=|x|^\alpha/ \alpha$ for $2-d\leq \alpha<2$ for which the smooth densities are known to develop singularities in finite time. For this range This paper studies the transport of a mass $\mu$ in $\real^d, d \geq 2,$ by a flow field $v= -\nabla K*\mu$. We focus on kernels $K=|x|^\alpha/ \alpha$ for $2-d\leq \alpha<2$ for which the smooth densities are known to develop singularities in finite time. For this range we prove the existence for all time of radially symmetric measure solutions that are monotone decreasing as a function of the radius, thus allowing for continuation of the solution past the blowup time. The monotone constraint on the data is consistent with the typical blowup profiles observed in recent numerical studies of these singularities. We prove monotonicity is preserved for all time, even after blowup, in contrast to the case $\alpha >2$ where radially symmetric solutions are known to lose monotonicity. In the case of the Newtonian potential ($\alpha=2-d$), under the assumption of radial symmetry the equation can be transformed into the inviscid Burgers equation on a half line. This enables us to prove preservation of monotonicity using the classical theory of conservation laws. In the case $2 -d < \alpha < 2$ and at the critical exponent $p$ we exhibit initial data in $L^p$ for which the solution immediately develops a Dirac mass singularity. This extends recent work on the local ill-posedness of solutions at the critical exponent.Comment: 30 page

On Generalized Self-Duality Equations Towards Supersymmetric Quantum Field Theories Of Forms

We classify possible `self-duality' equations for p-form gauge fields in space-time dimension up to D=16, generalizing the pioneering work of Corrigan et al. (1982) on Yang-Mills fields (p=1) for D from 5 to 8. We impose two crucial requirements. First, there should exist a 2(p+1)-form T invariant under a sub-group H of SO(D). Second, the representation for the SO(D) curvature of the gauge field must decompose under H in a relevant way. When these criteria are fulfilled, the `self-duality' equations can be candidates as gauge functions for SO(D)-covariant and H-invariant topological quantum field theories. Intriguing possibilities occur for dimensions greater than 9, for various p-form gauge fields.Comment: 20 pages, Late

Volatility Comovement: A Multifrequency Approach

We implement a multifrequency volatility decomposition of three exchange rates and show that components with similar durations are strongly correlated across series. This motivates a bivariate extension of the Markov-Switching Multifractal (MSM) introduced in Calvet and Fisher (2001, 2004). Bivariate MSM is a stochastic volatility model with a closed-form likelihood. Estimation can proceed by ML for state spaces of moderate size, and by simulated likelihood via a particle filter in high-dimensional cases. We estimate the model and confirm its main assumptions in likelihood ratio tests. Bivariate MSM compares favorably to a standard multivariate GARCH both in- and out-of-sample. We extend the model to multivariate settings with a potentially large number of assets by proposing a parsimonious multifrequency factor structure.

Measurement-based Run-to-run Optimization of a Batch Reaction-distillation System

Measurement-based optimization schemes have been developed to deal with uncertainty and process variations. One of the methods therein, labeled NCO tracking, relies on appropriate parameterization of the input profiles and adjusts the corresponding input parameters using measurements so as to satisfy the necessary conditions of optimality (NCO). The applicability of NCO-tracking schemes has been demonstrated on several academic-size examples. The goal of this paper is to show that it can be applied with similar ease to more complex real-life systems. Run-to-run optimization of a batch reaction-separation system with propylene glycol is used for illustration

The various manifestations of collisionless dissipation in wave propagation

The propagation of an electrostatic wave packet inside a collisionless and initially Maxwellian plasma is always dissipative because of the irreversible acceleration of the electrons by the wave. Then, in the linear regime, the wave packet is Landau damped, so that in the reference frame moving at the group velocity, the wave amplitude decays exponentially with time. In the nonlinear regime, once phase mixing has occurred and when the electron motion is nearly adiabatic, the damping rate is strongly reduced compared to the Landau one, so that the wave amplitude remains nearly constant along the characteristics. Yet, we show here that the electrons are still globally accelerated by the wave packet, and, in one dimension, this leads to a non local amplitude dependence of the group velocity. As a result, a freely propagating wave packet would shrink, and, therefore, so would its total energy. In more than one dimension, not only does the magnitude of the group velocity nonlinearly vary, but also its direction. In the weakly nonlinear regime, when the collisionless damping rate is still significant compared to its linear value, this leads to an effective defocussing effect which we quantify, and which we compare to the self-focussing induced by wave front bowing.Comment: 23 pages, 6 figure