Our analysis adapts the robust energy method developed for the study of energy critical bubbles by Merle-Rapha¨el-Rodnianski, Rapha¨el-Rodnianski and Rapha¨el- Schweyer, the study of this issue for the supercritical semilinear heat equation done by Herrero-Vel´azquez, Matano-Merle and Mizoguchi, and the analogous result for the energy supercritical Schr¨odinger equation by Merle-Rapha¨el-Rodnianski.

The authors consider the energy super critical semilinear heat equation The authors first revisit the construction of radially symmetric self similar solutions performed through an ode approach and propose a bifurcation type argument which allows for a sharp control of the spectrum of the corresponding linearized operator in suitable weighted spaces. They then show how the sole knowledge of this spectral gap in weighted spaces implies the finite codimensional nonradial stability of these solutions for smooth well localized initial data using energy bounds. The whole scheme draws a route map for the derivation of the existence and stability of self-similar blow up in nonradial energy super critical settings.

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This memoir begins a program to classify a large subclass of the class of simple saturated 2-fusion systems of component type. Such a classification would be of great interest in its own right, but in addition it should lead to a significant simplification of the proof of the theorem classifying the finite simple groups. Why should such a simplification be possible? Part of the answer lies in the fact that there are advantages to be gained by working with fusion systems rather than groups. In particular one can hope to avoid a proof of the B-Conjecture, a important but difficult result in finite group theory, established only with great effort.

We introduce a class of multilinear singular integral forms which generalize the Christ-Journe multilinear forms. The research is partially motivated by an approach to Bressan’s problem on incompressible mixing flows. A key aspect of the theory is that the class of operators is closed under adjoints (i.e. the class of multilinear forms is closed under permutations of the entries). This, together with an interpolation, allows us to reduce the boundedness.

In a previous study, the authors built the Bellman function for integral functionals on the space. The present paper provides a development of the subject. They abandon the majority of unwanted restrictions on the function that generates the functional. It is the new evolutional approach that allows the authors to treat the problem in its natural setting. What is more, these new considerations lighten dynamical aspects of the Bellman function, in particular, the evolution of its picture.

This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These schemes are obtained by spatially discretizing the Kolmogorov equation associated with the SDE in such a way that the resulting semi-discrete equation generates a Markov jump process that can be realized exactly using a Monte Carlo method. In this construction the jump size of the approximation can be bounded uniformly in space, which often guarantees that the schemes are numerically stable for both finite and long time simulation of SDEs.