Convergence of Probability Measures. By P. Billingsley. Chichester, Sussex, Wiley, 1968. xii, 253 p. 9 1/4“. 117s.

Convergence of Probability Measures

This paper deals with the fractional Sobolev spaces W s;p . We analyze the relations among some of their possible denitions and their role in the trace theory. We prove continuous and compact embeddings, investigating the problem of the extension domains and other regularity results. Most of the results we present here are probably well known to the experts, but we believe that our proofs are original and we do not make use of any interpolation techniques nor pass through the theory of Besov spaces. We also present some counterexamples in non-Lipschitz domains.

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Hitchhiker's guide to the fractional Sobolev spaces

to be done in this area. Face recognition is a problem that scarcely clamoured for attention before the computer age but, having surfaced, has involved a wide range of techniques and has attracted the attention of some fine minds (David Mumford was a Fields Medallist in 1974). This singular application of mathematical modelling to a messy applied problem of obvious utility and importance but with no unique solution is a pretty one to share with students: perhaps, returning to the source of our opening quotation, we may invert Duncan's earlier observation, 'There is an art to find the mind's construction in the face!'.

Linear and nonlinear waves, by G. B. Whitham. Pp.636. £50. 1999. ISBN 0 471 35942 4 (Wiley).

Non-Gaussian processes of Ornstein–Uhlenbeck (OU) type offer the possibility of capturing important distributional deviations from Gaussianity and for flexible modelling of dependence structures. This paper develops this potential, drawing on and extending powerful results from probability theory for applications in statistical analysis. Their power is illustrated by a sustained application of OU processes within the context of finance and econometrics. We construct continuous time stochastic volatility models for financial assets where the volatility processes are superpositions of positive OU processes, and we study these models in relation to financial data and theory.

Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics

New High-Resolution Central Schemes for Nonlinear Conservation Laws and Convection—Diffusion Equations

https://www.math.ntnu.no/conservation/2005/028.pdf

On the well-posedness of the Degasperis-Procesi equation

Splitting methods for partial differential equations with rough solutions : analysis and MATLAB programs

We study nonlinear degenerate parabolic equations where the
 flux function $f(x,t,u)$ does not depend Lipschitz
 continuously on the spatial location $x$.
 By properly adapting the "doubling of variables" device due
 to Kružkov [25] and Carrillo [12], we prove
 a uniqueness result within the class of
 entropy solutions for the initial value problem.
 We also prove a result concerning the continuous dependence
 on the initial data and the flux function for degenerate
 parabolic equations with flux function of the form
 $k(x)f(u)$, where $k(x)$ is a vector-valued function
 and $f(u)$ is a scalar function.

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On the uniqueness and stability of entropy solutions of nonlinear degenerate parabolic equations with rough coefficients

We propose a general framework for the study of L1 contractive semigroups of solutions to conservation laws with discontinuous flux: 

$$ u_t + \mathfrak{f}(x,u)_x=0, \qquad \mathfrak{f}(x,u)= \left\{\begin{array}{ll} f^l(u),& x 0, \end{array} \right\quad\quad\quad (\rm CL) $$

where the fluxes fl, fr are mainly assumed to be continuous Developing the ideas of a number of preceding works (Baiti and Jenssen in J Differ Equ 140(1):161–185, 1997; Towers in SIAM J Numer Anal 38(2):681–698, 2000; Towers in SIAM J Numer Anal 39(4):1197–1218, 2001; Towers et al in Skr K Nor Vidensk Selsk 3:1–49, 2003; Adimurthi et al in J Math Kyoto University 43(1):27–70, 2003; Adimurthi et al in J Hyperbolic Differ Equ 2(4):783–837, 2005; Audusse and Perthame in Proc Roy Soc Edinburgh A 135(2):253–265, 2005; Garavello et al in Netw Heterog Media 2:159–179, 2007; Burger et al in SIAM J Numer Anal 47:1684–1712, 2009), we claim that the whole admissibility issue is reduced to the selection of a family of “elementary solutions”, which are piecewise constant weak solutions of the form 

$$ c(x)=c^l11_{\left\{{x 0}\right\}} $$

We refer to such a family as a “germ” It is well known that (CL) admits many different L1 contractive semigroups, some of which reflect different physical applications We revisit a number of the existing admissibility (or entropy) conditions and identify the germs that underly these conditions We devote specific attention to the “vanishing viscosity” germ, which is a way of expressing the “Γ-condition” of Diehl (J Hyperbolic Differ Equ 6(1):127–159, 2009) For any given germ, we formulate “germ-based” admissibility conditions in the form of a trace condition on the flux discontinuity line {x = 0} [in the spirit of Vol’pert (Math USSR Sbornik 2(2):225–267, 1967)] and in the form of a family of global entropy inequalities [following Kruzhkov (Math USSR Sbornik 10(2):217–243, 1970) and Carrillo (Arch Ration Mech Anal 147(4):269–361, 1999)] We characterize those germs that lead to the L1-contraction property for the associated admissible solutions Our approach offers a streamlined and unifying perspective on many of the known entropy conditions, making it possible to recover earlier uniqueness results under weaker conditions than before, and to provide new results for other less studied problems Several strategies for proving the existence of admissible solutions are discussed, and existence results are given for fluxes satisfying some additional conditions These are based on convergence results either for the vanishing viscosity method (with standard viscosity or with specific viscosities “adapted” to the choice of a germ), or for specific germ-adapted finite volume schemes

/pdf/a-theory-of-l-1-dissipative-solvers-for-scalar-conservation-1i23lfwa38.pdf

A Theory of L 1 -Dissipative Solvers for Scalar Conservation Laws with Discontinuous Flux

We consider a generalized hyperelastic-rod wave equation (or generalized Camassa--Holm equation) describing nonlinear dispersive waves in compressible hyperelastic rods. We establish existence of a strongly continuous semigroup of global weak solutions for any initial data from $H^1(\R)$. We also present a "weak equals strong" uniqueness result.

/pdf/global-weak-solutions-to-a-generalized-hyperelastic-rod-wave-52dyzl5bzp.pdf

Kenneth H. Karlsen

Papers

On the well-posedness of the Degasperis-Procesi equation

Splitting methods for partial differential equations with rough solutions : analysis and MATLAB programs

On the uniqueness and stability of entropy solutions of nonlinear degenerate parabolic equations with rough coefficients

A Theory of L 1 -Dissipative Solvers for Scalar Conservation Laws with Discontinuous Flux

Global weak solutions to a generalized hyperelastic-rod wave equation