We developed the arguments in geometric analysis and asymptotic analysis, and studied power concavity properties of solutions and singular phenomena such as blow-up phenomena. Furthermore, we established a new method to study asymptotic analysis which is applicable to fractional heat equations. More precisely, we studied the following topics:
(1) Power concavity of solutions; (2) Solvability of nonlinear elliptic equations with dynamical boundary conditions; (3) Initial trace of solutions to nonlinear diffusion equations; (4) Blow-up set for systems of nonlinear heat equations; (5) Asymptotic analysis for the heat equation with a potential and its applications; (6) Higher order asymptotic analysis for fractional heat equations.

In this research project we have shown that Lagrangian equivalence among Lagrangian submanifold germs and a certain equivalence relation among the corresponding graph-like wave fronts are the same. Applications of this result include the classical differential geometry, the geometry of the space-time, the differential geometry of singular surfaces and mappings, and so on. On the other hand, a new application of singularity theory to quantum mechanics is also discovered in this research project.

We investigated the asymptotic problems of partial differential equations such as the long-time asymptotic behavior of solutions of Hamilton-Jacobi equations and viscous Hamilton-Jacobi equation, the vanishing discount problem, and obtained many important new pieces of knowledge regarding these asymptotic problems as well as the theory of viscosity solutions. We developed the basic theory of the existence and uniqueness of solutions for singular diffusion equations and for integral-differential equations. Based on the analysis of solutions of Hamilton-Jacobi-Bellman equations, we established certain estimates on the large-time asymptotic behavior of the minimizing large deviation probabilities, the verification theorem for optimal consumption-investment in a non-complete market model, a new approach to the stochastic optimal transportation problem.

We obtained comparison principle for unbounded viscosity solutions of degenerate elliptic PDE with superlinear gradient terms. We presented a representation formula for viscosity solutions of integro-differential equations of Isaacs type. We established the local maximum principle fro Lp-viscosity solutions of fully nonlinear uniformly elliptic PDE with unbounded coefficients to the first derivatives. We discussed regularity and large time behavior of viscosity solutions of integro-differential equations with coercive first derivative terms. We obtained existence and uniqueness of entire solutions of fully nonlinear elliptic equations with superlinear growth in the first derivatives. We showed the Lipschitz continuity of viscosity solutions of mean curvature flow equations with bilateral obstacles.

We developed the method for studying geometric properties and asymptotic behavior of solutions of parabolic equations, and obtained the asymptotic behavior of hot spots and the optimal decay rates of the Lebesgue norms for the heat equation with a potential. Furthermore, we established a method of obtaining the higher order asymptotic expansions of the solutions behaving like the heat kernel. In addition, we study the location of the blow-up set for a semilinear heat equation by the profile of the solution just before the blow-up time. In particular, we gave a sufficient condition for no boundary blow-up.

In this research project we constructed the notion of 'lightlike curvature' for spacelike submanifolds of Lorentzian space forms by using the notion of 'lightcone Gauss maps'.As an application of the theory of Legendrian singularities, we described the singularities of the lighhtlike hypersurface along a spacelike submanifold. Moreover, we constructed a geometric framework to describe the caustics of world sheets which is an important notion in the theory of general relativity and the brane world scenario. We clarified the relation of the caustics and the wave front propagations iby using the theory of graph-like Legendrian unfoldings.

We studied nonlinear elliptic equations arising in various fields of mathematical physics by means of variational analysis, ordinary differential equations, and viscosity techniques. We studied orbital stability of standing waves, explicit blow-up solutions, and exponential decay of ground states for systems of nonlinear Schr\"odinger type equations.

The Helfrich variational problem is one for the bending energy of closed plane curves under constrains of length and enclosed volume. The problem can be formulated not only for curves but also for surfaces and hypersurface, i.e., higher dimensional case. We study the behavior of the corresponding gradient flow, called the “Helfrich flow". Firstly, we construct the Helfrich flow of general dimension, and discuss the uniqueness. Furthermore we get a new fact on the global existence of generalized rotational hypersurface which is useful for the analysis of behavior for the Helfrich flow.

Various types of nonlinear PDEs (nonlinear elliptic equations, nonlinear diffusion equations, nonlinear wave equations, nonlinear Schrodinger equations) arising in physics and engineering were synthetically studied from the viewpoint of the theory of nonlinear evolution equations by using the techniques from the theory of nonlinear functional analysis, the theory of functions of a real variable, the theory of ordinary differential equations and the calculus of variations.

We considered the portfolio optimization problems related to expected utility maximization and valuation of the derivatives as certain kinds of stochastic control problems and developed analysis based on filtering theory and the dynamic programming principles. In particular, we obtained notable results e.g. duality theorems etc., on the large deviation control problems by bringing new aspects in considering down side risk minimization.

We improved the standard theory on instability of standing wave solutions for nonlinear Schrodinger equations. In particular, we proved a new instability result for a borderline case between stability and instability. Moreover, we applied the abstract theory to a system of nonlinear Schrodinger equations related to the Raman amplification in plasma. Furthermore, under a general condition, we proved that linear instability implies nonlinear instability.

The basic theory for viscosity solutions of fully nonlinear second order elliptic partial differential equations is studied. In case when uniformly elliptic equations contain unbounded coefficients to the first derivatives, it is proved that the weak Harnack inequality holds for Lp-viscosity solutions. As applications, it turns out that qualitative properties such as the strong maximum principle, the maximum principle for unbounded domains, the Phragmen-Lindelov theorem etc. are shown.
In case when degenerate elliptic equations contain the first derivative terms with supearlinear growth, by setting appropriate function spaces, to which viscosity solutions belong, the comparison principle for them is proved.

We gave maxima and maximizer of joint distribution function of maximally dependent random variables and its application. We defined a generalization of the Knothe-Rozenblatt Rearrangement (KRR)and its stochastic version Knothe-Rozenblatt process (KRP), proved the existence and the uniqueness and gave a characterization as the limit of the minimizer of a class of variational problem with a small parameter. We also gave a representation theorem for a random probability density function of a stochastic flow of KRP. We proved that the mean of a logarithm of the random probability density function with space variable replaced by KRP is convex.

In this research project, we applied Singularity Theory to some areas in Mathematics such as Differential Geometry, Symplectic Geometry, non-linear Partial Differential Equations etc, so that we have obtained several results. Moreover, we have obtained related results on some boundary areas such as Astrophysics etc. Especially, we applied Singularity Theory to Differential Geometry of submanifolds in several kinds of space forms. Then we constructed new geometries (Horospherical Geometry, Slant Geometry) and induced some new invariants. We also clarified the geometric meanings of these invariants. As a result, we have a geometric characterization of the singularities andthe shape of event horizons

On the theme of researching the theory of viscosity solutions of differential equations and its applications, we investigated viscosity solutions of boundary value problems, weak KAM theory, regularity of viscosity solutions, optimizations problems, several kinds of asymptotic problems in differential equations, curvature flows and motions of phase boundaries, mass transportation problems, problems in engineering and economics. Based on the investigations done before, we have succeeded to obtain many, new observations on each of subjects listed above. Our contributions to research on Aubry sets in weak KAM theory and its application to asymptotic problems are significant.

In this research we investigate the gradient flow with constraints for functionals defined for family of curves and surfaces as geometric evolution equations. The gradient flow, which decreases the value of functionals via deformation, is one of the method for finding critical points. Various shapes in the nature should be stable in some sense. Functionals are the measure of stability, and therefore the limit of gradient flow should be stable in this sense.
Nagasawa and Kohsaka consider the Willmore functional for surfaces with prescribed area and enclosed volume (the Helfrich variational problem), and construct the associate gradient flow (the Helfrich flow), and analyze the structure of center manifold near sphere. On the stationary problem for the problem, solutions bifurcating from sphere with more 2, 4, 6 and 8 are constructed by Nagasawa. We reduce the bifurcation equation by use of the group equivariance but not the equivariant branching lemma of the bifurcation theory. Furthermore Nagasawa considers the Helfrich flow for plane curves. There an approximate problem such that the constraints are realized as a singular limit is proposed. It is shown that the uniform estimates for solutions for approximate problem and their convergence.
In many case, equations of gradient flow are parabolic type. Koike investigates the maximum principle and comparison results for fully nonlinear parabolic and elliptic equations. Ohta studies the stability of solutions for evolution equation of hyperbolic type. Sakamoto investigates the CR-structure of manifolds. Kohsaka studies the nonlinear stability of stationary solutions for surface diffusion with boundary conditions. Solutions of geometric variational problem are weak solution of a nonlinear equation. Hence it is important to analyze their regularity. Tachikawa studies the regularity theory of minimal critical points for integral functional with discontinuous coefficients.

We considered expected power utility maximization problems on infinite time horizon with transaction costs. Related risk-sensitive quasi-variational inequalities were deduced. The solution of the inequality consists of the pair of constant and a function. We constructed an optimal strategy by using the function of the solution and showed the constant give the optimal value of the problem.
We studied problems on equilibrium price for insider trading and showed that there exists a stable equilibrium price for such models even though insiders affect stock prices.
We studied asymptotic behavior of the solution to a Hamilton-Jacobi equation and showed that the solution converges to the asymptotic solution on the whole. Euclidean space under relatively general assumptions.
By introducing the notion of Lp viscosity solutions we proved the existence of Lp viscosity solutions by a modified version of the Perron's method. Moreover we showed his solution turns out to be Holder continuous if the equation is uniform elliptic.
By proving differentiabilities of viscosity solutions of the obstacle problems arising from mathematical finance we constructed optimal controls.
By taking up linear Gaussian models which are incomplete market models we considered the problem minimizing a probability that growth rate of the wealth process lies below the prescribed value. The asymptotics of the probability is characterized as the dual of risk-sensitive portfolio optimization problem.

The Aleksandrov-Bakelman-Pucci maximum principle for Lp-viscosity solutions of fully nonlinear second order uniformly elliptic/parabolic partial differential equations with possibly superllinear growth terms of the first derivatives, unbounded coefficients, unbounded inhomogeneous terms has been established under appropriate hypotheses in two research papers with A. Swiech. Some counter-examples have been presented when there are no hypotheses.
Perron's method has been first applied to Lp-viscosity solutions of fully nonlinear elliptic partial differential equations by introducing semicontinuous Lp-visosity solutions.
For several nonlinear variational inequalities arising in Mathematical Finance, optimal controls have been constructed by showing that associated value functions admit enough regularity in research papers with H. Morimoto, and H. Morimoto and S. Sakaguchi.

We consider Thom-Bordman manifolds $Sigma^{i, j}$ (and their Zariski closure) in the jet space. We discussed the Cohen-Macaulay property (It is a big problem to decide whether it is Cohen-Macaulay or not from the view point in intersection theory in algebraic geometry.). It is composed by Mr.Ronga's desingularization and construct complecies supported $Sigma^{n^-p+1,1}$. An explicit formula counting the number of cusps which appeared in stable perturbation of the map-germ $(C^n,0) to(C^2,0)$ when n=2,3,4. (The first paper in the next page)
Next, a classical differential geometry is discussed from the singular view point, significant point theory. We also discuss several differential equation appeared in this context. The notion of Thom-Boardman submanifold in the foregoing paragraph plays key rule to analyse this.. The notion of rounding and flattening are defined in this way. We also discuss to define the index if these points are isolated. We remark that we can bundle exactly the same way if do not the submanifold has singularities.
We also obtain an analogy of Lowner's conjecture for rank 1 map $g : R^2to R^3$ (The rounding index is 1 or less for such maps number). Moreover, several differential equation of two variables was caught as generalization of the differential equation of principal line, and define the notion of totally real and investigate the fundamental properties of index, classification of their singularities are discussed. (the third paper in the next page t)
It is interesting problem to consider the restriction of function to the level of function. A certain map can be naturally defined when the levels of the later function are parallelizable It is shown that its mapping degree are differences of Euler characteristics signposts of a positive point locus and negative point locus. The necessary and sufficient condition for parallelizability was also discussed. This is related with quotanion number structure and the Carey structures. (the fourth paper in next page)
Additionally, we show the inverse-map theorem concerning the arc analysis map (the second paper in the next page) and the recent progress of the theory of the blow analysis map (the sixth paper in the next page).

(1) We shall constract the Shimura correspondence S from Hilbert-Maass wave forms f of half integral weight over algebraic number field to Hilbert-Maass wave forms S(f) of integral weight over algebraic number fields. Moreover, we establish an explicit connection between the square of Fourier coefficients of f and the central value of quadratic twisted L-series associated with the image S(f) off.
(2) W.Kohnen reformulated the Ikeda lifting as a linear mapping and he formulated a Maass space of Siegel modular forms of degree 2n. Moreover, he purposed a conjecture that the image of Ikeda lifting is equal to the Maass space of degree 2n. In a joint work with W.Kohnen, we proved that this conjecture is ture in the case where 4|n and 4|n-1.

We proposed and proved the effectiveness of singular diffusions in the vertical direction in the level set approach to first-order partial differential equations (pde for short). We established the strong maximum principle to viscosity solutions of fully nonlinar elliptic pde including the minimal surface eqaution. We builded an example of fully nonlinear uniformly elliptic pde for which the maximum principle does not holds, and established the maximum principle, Holder regularity, and the solvability of the Dirichlet problem for such nonlinear pde under suitable hypotheses. We introduced the convexified Gauss curvature flow, formulated the level set approach to its generalizations, and established existence and uniqueness of solutions of the pde which appears in the level set approach. We also introduced a stochastic approaximation scheme to the generalized convexified Gauss flow and proved its convergence. We proved on a mathematical basis the occurrence of Berg's effect when the crystal shape is a cylinder. For the BMO (Bence-Merrima-Osher) scheme, we gave a new proof of its convergence to the mean curvature flow and the optimal estimate on the rate of convergence. We proved the convergence the asymptotic solutions as time goes to infinity of solutions of parabolic pde with the Ornstein-Uhlenbeck operator. We analized the simultaneous effects of homogenization and vanishing viscosity in periodic homogenization of uniformly elliptic pde. We proved existence and uniqueness of the limit in the zero-noise of certain h-path processes and established existence and uniqueness of the Monge-Kantorovich problem with a quadratic cost. Regarding mathematical finance, we studied optimal stopping time problems and risk-sensitive portfolio optimization problems for general factor models and constructed their optimal strategies. We analized the asymptotic behavior of solutions of p-Laplace equations as p goes to infinity in a fairly general setting.

In this research, we consider gradient flows associated to functionals defined on some family of hypersurfaces. Gradient flow, which is the deformation of an object to the steepest direction of the gradient of functional, is one of methods for finding critical points of functionals. Therefore it is important for the research to analyze properties of functionals.
The Helfrich variational problem is the minimizing problem of Willmore functional among the closed suefaces with the prescribed area and enclosed volume. This is one of models for shape transformation theory of human red blood cell. The associated gradient flow is called the Helfrich flow. It is not difficult to see spheres are stationary solutions. Nagasawa and Kohsaka studied this geometric flow, and obtained the flowing facts, (1)The time local existence theorem and the uniqueness theorem for arbitrary initial surfaces. (2)The global existence theorem for initial surfaces that are close to spheres. (3)The existence of the center manifold near spheres and estimates of its dimension. These results have been submitted for an academic journal. Nagasawa and Takagi studied stationary solutions bifurcating from spheres. They had already obtained results of the existence and stability for axially symmetric bifurcating solutions before this research project. To study the existence of not necessarily axially symmetric solutions, the reduced bifurcation equation was derived. Furthermore we deduced the normal form from the reduced bifurcation equation, and determined all of solutions for modes 2 and 4. Perturbing them it might be possible to construct solutions of the bifurcation equation.
Sakamoto considered the functional defined by the squared integral of normal curvature associated immersions of manifold. He derived the first variation formula and investigated the structure of critical points. The Willmore functional is a special case of his study. Yanagida considered the geometric flow associated with three-face free boundary problem with triple junction, and he got a criterion for stability of steady solutions. Tachikawa researched the regularity of weak solutions to equations from geometric variational problem. In particular he obtained a result on the regularity of harmonic maps into Finsler manifold. Koike and Arisawa considered various equations containing geometric evolution equations by using the theory of viscosity solutions. Ohta and Shimokawa researched on the blowup problem of solutions.

1. We considered risk-sensitive portfolio optimization problems on infinite time horizon for linear Gaussian models and general factormodels. Proving existence of solutions of ergodic type Bellman equations we got the results constructing explicitly the optimal strategies from the solutions. As for linear Gaussian models we got the same results in the case of partial information as well by only using the informations of security prices.
2. In the case of partial information, using the information of only security prices, we obtained maximum principle as necessary conditions for optimality for the problems on a finite time horizon
3. In the above case we showed that optimal strategies could be expressed explicitly by using the solution of Bellman equation with degenerate coefficients for conditionally Gaussian models
4. We showed semi-classical behavior of the minimum eigenvalues of Schrodinger operators on Wiener space can be captured in a similar way to the case of finite dimensions. By using similar idea we proved rough lower estimates holds for the minimum eigenvalues of the operators on path spaces (not pinned) on Riemannian manifolds. We also proved, by considering semi-classical limits on the pinned pathe space on Lie groups, that it implies that harmonic forms vanishes
5. We studied estimates of log derivatives of the heat kernels on Riemannian manifolds in which curvatures rapidly decrease enough and proved log Sobolev inequalities on path spaces. We also studied relationships between Brownian rough path and weak type poincare inequalities.
6. We studied optimization problems concerning exponential hedging in mathematical finance. In particular we calculated asymptotic expansion of the backward stochastic differential equations with respect to small parameter and obtained asymptotics of the optimal controls
7. We constructed optimal portfolio by getting higher order differentiability of the solutions of nonlinear partial differential equations arising from mathematical finance
8. We got interested in solving optimization problem by the methods of convex duality in mathematical finance and extended known. results in applying the methods to the case of partial information, or super hedging under constraints with respect to delta
9. We got the results on exsistence and uniqueness of viscosity solutions by deriving Euler equations as singular limits of minimum elements of minimization problems of functionals topologically equivalent. We got the Holder estimates of Lp viscosity solutions of fully nonlinear elliptic partial differential equation with super-linear growth with respect to first order derivatives.
10. We discussed hydrodynamic limits of critical surface models on walls and derived variational inequalities of evolution type. We also derived Alt-Caffarelli variational problems by proving large deviation principles for equilibrium systems of the critical surfaces with pinning.

The results obtained in our project are : (1) In 1974, W. Firey proposed the Gauss curvature flow as a mathematical model of the wearing process of a stone rolling on the beach by wave. This model assumes that the stone has a convex shape. In our research we considered the case when a stone is not convex. We introduced the convexified Gauss curvature flow which models the wearing process of a nonconvex stone rolling on the beach and established the level set approach based on viscosity solutions method. (2) We introduced weak solutions to the integral equation which describes the convexified Gauss curvature flow, proved that the uniqueness of the weak solution for the Cauchy problem, and proved its existence by a discrete stochastic approximation. (3) We studied a general stochastic optimal control problem with state constraint and proved, under relatively weak assumptions, the Lipschitz continuity and Holder continuity of the associated value function, that the value function satisfy the corresponding Bellman equation in the viscosity sense and that the state constraint problem for the Bellman equation has a unique viscosity solution. (4) We introduced the notion of proper viscosity solutions of a wide class of first-order partial differential equations including the Burgers equation, proved the unique existence of proper viscosity solutions for the class of equations, which may not have divergence form, and established the convergence of the approximation by the vanishing viscosity method to proper viscosity solutions in the sense of convergence of graphs with respect to the Hausdorff distance.

(1) Showing the equivalence of boundary conditions between Dirichlet and state-constraint types, we characterize the value function of minimum arrival time problems, and give a representation formula of it. We also prove the equivalence between the property of semicontinuous viscosity solution and the dynamic programming principle.
(2) We set up a typical differential game "pursuit-evasion" problem to characterize the value function. We also obtain the convergence of semi-discretized approximate value functions.
(3) We construct ε-optimal controls for state constraint problems directly from the Hamilton-Jacobi equations without using semi-discrete approximations.
(4) We study fully nonlinear second order uniformly elliptic PDEs with superlinear growth for first derivatives, and with possibly discontinuous coefficients and inhomogenious terms. When the growth order is less than quadratic, by the Aleksandrov-Bakelman-Pucci (ABP for short) maximum principle and Caffarelli's argument, we obtain the Harnack inequality to show the Holder continuity. In the quadaratic case, we give a counter-example for the ABP maximum principle while we present a sufficient condition so that the ABP maximum principle holds, and obtain the existence of L^p-viscosity solutions for Dirichlet problems.
(5) We characterize viscosity solutions for fully discontinuous limit PDEs of variational problems with various energies having equivalent norms.
(6) We obtain locally W^<2,∞> estimates on solutions of obstacle problems arising in mathematical finance to construct optimal policy via one-dimensional Ito formula.

(1) In the first year of the term of the project, the head investigator researched controllability of a system coupled by two Euler- Bernoulli beams with control at the coupled point. First he studied asymptotic behavior of eigenvalues of a fourth order differential operator related to the Euler-BernouIIi equation. Then controllability problem is reduced a moment problem in a Hilbert space. The method to solve controllability by reducing to a moment problem is called moment problem method. Our ultimate object of the project is to study controllability of a system coupled several Euler-Bernoulli beams. However corresponding moment problem method is too complicated and does not work to our problem. So this problem is still open. In the second and third year of the term of the project, he turned to controllability of evolution equations with singular boundary condition. A boundary condition in an evolution equation is called singular if its order in spatial derivative is as same as that of the equation. We investigated controllability of wave equation with singular boundary condition using moment problem method. A. similar result will be obtained for Euler-Bernoulli equation with singular boundary condition.
(2) Investigator Koike contributed greatly to optimal control theory related to viscosity solution. Various problems are proposed and solved by him.

The head investigator considered the asymptotic behavior of the surface waves of viscous incomplessible fluids. The suaface waves are governed by the Euler equation with the free boundary condition on the surface. We studied the dispersive behavior of the solutions to the linearlized equation. By using the Airy integral, we gave the asymptotic formula for the solutions at degenerate points. We also studied the coherent states of the light in the quantum mecanics. The coherent states are not mutually orthogonal but make a complete system of the quantum states of the light. Making use of the coherent states expantion, we obtained another derivation for the fundamental solutions to the Harmonic oscilators.
The head investigator writing a book on the partial differential equations. Some of the above results will be included in this book.

The results obtained are summarized as follows. 1. We introduced a method of constructing an approximate feedback control for state-constraint control problems via viscosity solutions of the corresponding Hamilton-Jacobi equations. 2. The uniqueness and existence theorem due to Barron-Jensen on semicontinuous viscosity solutions of Hamilton-Jacobi equations is a fundamental tool in characterizing value functions in optimal control when the value functions are semicontinuous. We established a theorem similar to the Barron-Jensen theorem in Hilbert spaces. 3. We considered the Hamilton-Jacobi equation in ergodic control and gave a characterization of the existence of viscosity solutions of the Hamilton-Jacobi equation through a kind of value function of the corresponding ergodic optimal control. 4. In the Barron-Jensen theory of semicontinuous viscosity solutions the convexity of Hamiltonians is a key assumption. We introduced a notion of semicontinuous viscosity solution for Hamilton-Jacobi equations with non-convex Hamiltonian for which nice uniqueness and existence properties hold. 5. We studied the solvability, uniqueness, smoothness of solutions of Bellman equations in risk-sensitive stochastic control as well as the relation between its singular limit and a differential game. 6. We introduced a geometric approximation scheme for Gauss curvature flow of a convex body and proved its convergence. 7. We proved the equivalence between the invariance of a controlled stochastic differential equation with respect to a compact set and the restriction property to the compact set of viscosity solutions of the corresponding Bellman equation. 8. We studied the waiting time phenomena for Gauss curvature flow of a convex set and proved that if two principal curvatures vanish at a point on the initial surface then the waiting time of the point is positive.

(1) We obtain the uniqueness and representation formula for lower semicontinuous (lsc for short) viscosity solutions of Hamilton-Jacobi (HJ for short) equations with degenerate coefficients.
This is a "lsc" version of a result of Ishii and Ramaswamy.
(2) We show the uniqueness of viscosity solutions of pursuit-evasion games of the state constraint (SC for short) problem and the convergence of time-discrete approximations to the value function. These results generalize those of Alziary.
(3) We show the uniqueness of lsc viscosity solutions for the minimum time problem. To show the equivalence between the Dirichlet type boundary condition and the SC type one, we prove in general that a function is a lsc viscosity solution of the associated PDE if and only if it satisfies the Dynamic Programming Principle. This extends the corresponding result by P.-L. Lions for continuous viscosity solutions.
(4) We construct ε-optimal feedback controls for the SC problem. To construct them, we use the information from the associated HJ equation. Furthermore, we need the inf-convolution approximations, the monotone formula for super-differentials and the convergence of value functions for SC problems of smaller domains.
(5) We obtain (a) the comparison principle and (b) interior Holder continuity of viscosity solutions of fully nonlinear, second-order, uniformly elliptic PDEs which involve superlinear growth terms for the gradient. The result (a) extends that of Caffarelli, Crandall, Kocan and Swiech while the result (b) generalizes that of Caffarelli.
To show (b), we need a generalized Alexandroff-Bakelman-Pucci maximum principle, a precise construction of classical supersolutions of the associated extremal PDEs, and a modified cube decomposition lemma.

The totalty of irredeuchible regular Prehomogenous Vector spaces are classified into 29 types.
For almost all types, their p-adic zeta functions are determined. But zeta functions for the type SL (5) xGL (4) has not been determined. T.Yano studied in detail for this space, and published a result. For its p-adic zeta functions, we determined several factors in the denominator.
Zeta functions are defined for algebraic curves. F.Sakai studied them.
M.Nagase studeied geometric aspects, and T.Fukui made an effort from the singularity point of view.

(1)研究代表者櫻井はSymplecticな特性集合を持つ偏微分方程式の超局所的性質について研究を行なった.Symplecticな特性集合を持つ作用素をHeisenberg群にモデル化し,その上の調和解析の理論を構築することにより方程式の解が持つ特異性について詳細に調べた.具体的には,Sub-elliptic条件をみたす不変作用素のParametricを(1/2,1/2)タイプの擬微分作用素として実現し,そののち,Sub-elliptic条件を満たさない作用素に対して摂動論を展開した.この研究は“Analytic hypoellipticity and local solvability for a class of pseudo-differential operators with symplectic characteristics" (Bnach Center Publications,33,1996,315-335)にまとめられている.
(2)分担者奥村は主に複素射影空間のある種のCR-部分多様体の上でラプラシアンの固有値とスカラー曲率との関係について研究し,Y.W.Choe-M.Okumura:Scalar curvature of a certain CR-submamifold of complex projective space (to appear in Arkev der Math.)に発表した.
(3)分担者小池は決定論的な状態拘束条件下での効用関数の,対応する一階Bellman方程式の境界条件を特徴付け,その下で効用関数が一意的な粘性解であることを示した.(A new formulation of state constraint problems for first-order PDEs,SAIM J.,34(1996))
また,制御集合が状態に依存する場合のBellman方程式の解の一意性のための十分条件を示し,その条件が満たされない場合の例をあげた.

Sakai generalizel Zarishi's theorem on cyolic coverings of the projective plane to the cyclic coveings of algebraic surfaces under the hyposhesis that the degree of the covering's a power of a prime number and the Branch euwe could be reducible. He also improve an estimate of the total Milnor member of plane cuwes with simple singulinties.
Okumura obtained a sufficient condition which guaranties that a CR-submeniforld of a complex projective opere is a product of odd dimensional sphers.
Takeuchi classified all moduler subgroups G of the modular group SL_2 (TS) which has signatine (o ; e_1, e_2, e_3). Moreour, he gave the matrix forms.
Koike considored the solution of a Bell monequotion. He obtoineda sufficient condition for the uniqueness of the solution.
Egashira studied C^2-class codimeusion one foliatiation on a compact monifold.

We studied basic properties and their applications of viscosity solutions of first and second order partial differential equations. In particular, we obtained several results in the fundamental theory and applications of level set approach to evolutions of surfaces and deterministic optimal control of differential equations.
1. We analyzed some of mathematical models of etching in manufacturing of computer chips, showed that the level set approach gives the right way to study these models, and thus justified the former numerical computations. This research was done jointly by H.Ishii and L.C.Evans.
2. We showed for semilinear parabolic partial differential equations with periodic functions like the sine function as nonlinear term that under appropriate scalings solutions of these equations coverge to those functions of which every level sets evolve by mean curvature motion. This result was obtained by H.Ishii.
3. We unified the Bence, Merriman, Osher algorithm and the threshold growth dynamics by Griffeath and others to the threshold dynamics and applied this threshold dynamics to yield approximation schemes for anisotropic mean curvature motions and curvature-independent motions. This research was done jointly by H.Ishii, G.E.Pir** and P.E.Souganidis.
4. We showed that the usual formulation of ergodc problems for Hamilton-Jacobiequations in finite-dimensional spaces is not sufficient to treat the ergodic problems in infinite-dimensional spaces. This research was done jointly by M.Arisawa, H.Ishii, and P.L.Lions.
5. We studied surface energy-driven motion of curves when the interface energy is not smooth and extended the theory of viscosity solutions to cover the motion by the nonsmooth energy including crystalline energy. This was done by Y.Giga and M.-H.Giga.
7. We studied differential games with state constraints and showed that the value function is a unique continuous viscosity solution of the Bellman equation when the boundary condition is appropriately interpreted. This was done jointly by M.Bardi, S.Koike, and P.Soravia.

制御理論に表れる状態拘束問題を研究した.具体的には,対応する値関数(value function)が満たすべき正しい境界値問題を設定し,値関数が唯一の粘性解であることを示し,これを特徴付けた.
1.状態拘束問題における値関数を特徴付ける境界値問題は,Soner(1996年)により導入され様々な一般化が研究されたが,解の定義に「連続性」の制約が付き一般理論との間にギャップがあった.これを1階Bellman型偏微分方程式に対して,動的計画原理に基づいた正確な定義を与え,解の表現・一意性・微分可能性等を得た.
2.微分ゲームに対しても状態拘束問題を提唱し,対応する境界値問題を与えた.その問題の値関数は制限付き戦略(strategy)を用いて与えられた始めてのものと思われる。更に,同問題において解の表現・一意性等を示し,値関数の特徴付けをした.
3.実際の制御問題では制御が空間の位置によって制御を受けることが重要であり,一般論を展開する必要がある.しかし,その様な問題は,本質的に不連続なHamiltonianを考えることであり,困難が予想される.現在は,制御の制約が比較的緩やかな場合の一般論と急激な制御の変化のある特殊な場合について値関数の特徴付けを研究中である。

本研究は,特異な境界条件を持った偏微分方程式の最適制御理論の数学の各分野からの総合的な共同研究である.
1 ビーム,プレートを支配する偏微分方程式その他いくつかの偏微分方程式に関する最適制御理論については,解の一意存在定理,最適条件,可制御性などが得られており,これらについて特異な境界条件を付して研究することは可能である.
2 ロボットアームの運動の制御問題に関し,線形システムの場合に解の一意存在定理,近似可制御性については,京都大学数理解析研究所の講究録に研究代表者辻岡の得た結果が発表されている.
3 非線形制御理論について
(1)可制御性は不動点定理および,関数解析的なHUM法を用いた研究が盛んで,LIONS学派のLIONS,ZUAZUA,イタリヤのLADIESKA,TRIGGIANI,東大の山本,熊本大の内藤,神戸大の中桐等の研究がある.最適理論については,凸解析の手法が用いられ,中国のYONG,米国のFATTORINIの研究がある.
(2)粘性解の理論について,研究分担者小池およびその共同研究者によって,いくつかの秀れた成果が得られており,専門学術雑誌に発表もしくは発表が決定している.
4 代数学的あるいは幾何学側面からは,研究分担者竹内,酒井,長瀬の結果がありそれぞれ発表予定である.

長瀬“Gauss-Bonnet operator on singular algebraic curves"において特異点を持つ曲線上のGauss-Bonnet作用素D=d+δの(L^2-)指数の考察がなされた。この研究はAtiyah-Singerの指数定理の一つの拡張であった。この研究ののち,その指数定理の出発点となったスピン構造論の拡張に取り組んだ。投稿中のため11.研究発表には記入しなかったが,現在そのスピン構造の四元数ケーラー多様体に適した変形物の導入に成功している(Nagase,Spin^q structures(preprint,1992),q=quaternionic)。AtiyahとSingerはSpin構造の導入と同時に複素多様体に適したそれの変形物,Spin^c構造(c=complex),をも導入している。今回,研究代表者は,最近の四元数ケーラー多様体への関心の高まりに刺激されてそれに適した変形に取り組んだ。Spin^q群の表現,概四元数構造の可く標準的Spin^q構造,Spin^qベクトル束,Dirac作用素,その指数,等,について上述preprintにおいて論じている。いうなればSpin,Spin^Cにおいて論じられた代表的テーマを,Spin^qについても考察してみた。
このSpin^q構造の研究はこれで終わりか?そのことについて,今後の展開をも含めて少々述べて起きたい。一見(Spin^c構造がある意味でそうであるように)Spin^q構造はSpin,Spin^cの類似物でしかないように見える。著者自身の感触も初期の段階ではその程度であった。ところがその後の考察によるとSpin^cとSpin^qはtwistor理論を介して深いつながりを持つことがわかってきている(Spin,Spin^cの間にはない関係)。この点については現在研究が進行中の段階でもあり詳しくは述べられないが,標語だけでもSpin^c,Spin^q,twistor,Diracといったつながりは何かを予感させるものがある。

粘性解の最適制御理論への応用

粘性解理論による数理ファイナンスの基礎理論