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In this paper we characterize the regularity structure, as well as show the global-in-time existence and uniqueness, of (energy) conservative solutions to the Hunter-Saxton equation by using the method of characteristics. The major difference between the current work and previous results is that we are able to characterize the singularities of energy measure and their nature in a very precise manner. In particular, we show that singularities, whose temporal and spatial locations are also explicitly given in this work, may only appear at at most countably many times, and are completely determined by the absolutely continuous part of initial energy measure. Our mathematical analysis is based on using the method of characteristics in a generalized framework that consists of the evolutions of solution to the Hunter-Saxton equation and the energy measure. This method also provides a clear description of the semi-group property for the solution and energy measure for all times., Comment: 26pages, a typo in abstract is corrected

Using a generalized framework that consists of evolution of the solution to the Camassa- Holm equation and its energy measure, we establish the global-in-time orbital stability of peakons with respect to the perturbed (energy) conservative solutions to the Camassa-Holm equation. Especially, we extend the H1-stability result obtained by Constantin and Strauss (Comm. Pure Appl. Math., 53(5), 603-610, 2000) globally-in-time, even after the perturbed solutions experience wave breaking. In addition, our result also shows that the singular part of the energy measure of the perturbed solutions will remain stable for all times., 12 pages

Although the nuclear fusion process has received a great deal of attention in recent years, the amount of mathematical analysis that supports the stability of the system seems to be relatively insufficient. This paper deals with the mathematical analysis of the magnetic confinement of the plasma via kinetic equations. We prove the global wellposedness of the Vlasov-Maxwell system in a two-dimensional annulus when a huge (but finite-in-time) external magnetic potential is imposed near the boundary. We assume that the solution is axisymmetric. The authors hope that this work is a step towards a more generalized work on the three-dimensional Tokamak structure. The highlight of this work is the physical assumptions on the external magnetic potential well which remains finite within a finite time interval and from that, we prove that the plasma never touches the boundary. In addition, we provide a sufficient condition on the magnitude of the external magnetic potential to guarantee that the plasma is confined in an annulus of the desired thickness which is slightly larger than the initial support. Our method uses the cylindrical coordinate forms of the Vlasov-Maxwell system., Comment: Accepted in a KRM special volume in the memory of Bob Glassey; 38 pages

The celebrated Fourier inversion formula provides a useful way to re-construct a regular enough, e.g. square-integrable, function via its own Fourier transform. In this article, we give the first probabilistic proof of this classical theorem, even for Euclidean spaces of arbitrary dimension. Particularly, our proof motivates why the one-half weight, for the one-dimensional case in Lemma 1 , comes naturally to play due to the inherent spatial symmetry; another similar interpretation can be found in the higher dimensional analogue.

We consider the harvesting of a population in a stochastic environment whose dynamics in the absence of harvesting is described by a one dimensional diffusion. Using ergodic optimal control, we find the optimal harvesting strategy which maximizes the asymptotic yield of harvested individuals. To our knowledge, ergodic optimal control has not been used before to study harvesting strategies. However, it is a natural framework because the optimal harvesting strategy will never be such that the population is harvested to extinction -- instead the harvested population converges to a unique invariant probability measure. When the yield function is the identity, we show that the optimal strategy has a bang-bang property: there exists a threshold $x^*>0$ such that whenever the population is under the threshold the harvesting rate must be zero, whereas when the population is above the threshold the harvesting rate must be at the upper limit. We provide upper and lower bounds on the maximal asymptotic yield, and explore via numerical simulations how the harvesting threshold and the maximal asymptotic yield change with the growth rate, maximal harvesting rate, or the competition rate. We also show that, if the yield function is $C^2$ and strictly concave, then the optimal harvesting strategy is continuous, whereas when the yield function is convex the optimal strategy is of bang-bang type. This shows that one cannot always expect bang-bang type optimal controls., 32 pages, 8 figures; significantly generalized the first version according to the suggestions of the referees

The classical inverse first passage time problem asks whether, for a Brownian motion $(B_t)_{t\geq 0}$ and a positive random variable $\xi$, there exists a barrier $b:\mathbb{R}_+\to\mathbb{R}$ such that $\mathbb{P}\{B_s>b(s), 0\leq s \leq t\}=\mathbb{P}\{\xi>t\}$, for all $t\geq 0$. We study a variant of the inverse first passage time problem for killed Brownian motion. We show that if $\lambda>0$ is a killing rate parameter and $\mathbb{1}_{(-\infty,0]}$ is the indicator of the set $(-\infty,0]$ then, under certain compatibility assumptions, there exists a unique continuous function $b:\mathbb{R}_+\to\mathbb{R}$ such that $\mathbb{E}\left[-\lambda \int_0^t \mathbb{1}_{(-\infty,0]}(B_s-b(s))\,ds\right] = \mathbb{P}\{\zeta>t\}$ holds for all $t\geq 0$. This is a significant improvement of a result of the first two authors (Annals of Applied Probability 24(1):1--33, 2014). The main difficulty arises because $\mathbb{1}_{(-\infty,0]}$ is discontinuous. We associate a semi-linear parabolic partial differential equation (PDE) coupled with an integral constraint to this version of the inverse first passage time problem. We prove the existence and uniqueness of weak solutions to this constrained PDE system. In addition, we use the recent Feynman-Kac representation results of Glau (Finance and Stochastics 20(4):1021--1059, 2016) to prove that the weak solutions give the correct probabilistic interpretation., Comment: 27 pages, to appear in Annals of Applied Probability

We find a new class of data for which the Prandtl boundary layer equations and the hydrostatic Euler equations are locally in time well-posed. In the case of the Prandtl equations, if the initial datum $u_0$ is monotone on a number of intervals (on some strictly increasing, on some strictly decreasing) and analytic on the complement of these intervals, we show that the local existence and uniqueness hold. The same result is true for the hydrostatic Euler equations if we assume these conditions for the initial vorticity $\omega_0=\partial_y u_0$.

In this paper we study the two-dimensional hydrostatic Euler equations in a periodic channel. We prove the local existence and uniqueness of Hs solutions under the local Rayleigh condition. This extends Brenier’s (Nonlinearity 12(3):495–512, 1999) existence result by removing an artificial condition and proving uniqueness. In addition, we prove weak–strong uniqueness, mathematical justification of the formal derivation and stability of the hydrostatic Euler equations. These results are based on weighted Hs a priori estimates, which come from a new type of nonlinear cancellation between velocity and vorticity.

In this article we will introduce a new model to describe the leading order behavior of an ideal and axisymmetric fluid moving in a very narrow domain. After providing a formal derivation of the model, we will prove the well-posedness and provide a rigorous mathematical justification for the formal derivation under a new sign condition. Finally, a blowup result regarding this model will be discussed as well., Comment: 33 pages

We prove local existence and uniqueness for the two-dimensional Prandtl system in weighted Sobolev spaces under the Oleinik's monotonicity assumption. In particular we do not use the Crocco transform. Our proof is based on a new nonlinear energy estimate for the Prandtl system. This new energy estimate is based on a cancellation property which is valid under the monotonicity assumption. To construct the solution, we use a regularization of the system that preserves this nonlinear structure. This new nonlinear structure may give some insight on the convergence properties from Navier-Stokes system to Euler system when the viscosity goes to zero., Comment: 53 pages

In this paper we prove that for a certain class of initial data, smooth solutions of the hydrostatic Euler equations blow up in finite time., 7 pages; added 1 reference in section 1, paraphrased lemma 2.2, but all mathematical details remain unchanged