Random modulation of solitons for the stochastic Korteweg–de Vries equation

We study the asymptotic behavior of the solution of a Korteweg–de Vries equation with an additive noise whose amplitude ε   tends to zero. The noise is white in time and correlated in space and the initial state of the solution is a soliton solution of the unperturbed Korteweg–de Vries equation. We prove that up to times of the order of 1/ε²$1/{\epsilon }^2$, the solution decomposes into the sum of a randomly modulated soliton, and a small remainder, and we derive the equations for the modulation parameters. We prove in addition that the first order part of the remainder converges, as ε tends to zero, to a Gaussian process, which satisfies an additively perturbed linear equation.     

Perturbation of the SVD in the presence of small singular values

This paper gives SVD perturbation bounds and expansions that are of use when an m × n, m ? n matrix A has small singular values. The first part of the paper gives subspace bounds that are closely related to those of Wedin but are stated so as to isolate the effect of any small singular values to the left singular subspace. In the second part first and second order approximations are given for perturbed singular values. The subspace bounds are used to show that all approximations retain accuracy when applied to small singular values. The paper concludes by deriving a subspace bound for multiplicative perturbations and using that bound to give a simple approximation to a singular value perturbed by a multiplicative perturbation.     

Weak solutions to stochastic differential equations driven by fractional brownian motion

Existence of a weak solution to the n-dimensional system of stochastic differential equations driven by a fractional Brownian motion with the Hurst parameter H ∈ (0, 1) \ {1/2} is shown for a time-dependent but state-independent diffusion and a drift that may by split into a regular part and a singular one which, however, satisfies the hypotheses of the Girsanov Theorem. In particular, a stochastic nonlinear oscillator driven by a fractional noise is considered.     

The Cauchy Problem on a Characteristic Cone for the Einstein Equations in Arbitrary Dimensions

We derive explicit formulae for a set of constraints for the Einstein equations on a null hypersurface, in arbitrary space–time dimensions n + 1 ≥ 3. We solve these constraints and show that they provide necessary and sufficient conditions so that a spacetime solution of the Cauchy problem on a characteristic cone for the hyperbolic system of the reduced Einstein equations in wave-map gauge also satisfies the full Einstein equations. We prove a geometric uniqueness theorem for this Cauchy problem in the vacuum case.     

Entire solutions for a semilinear fourth order elliptic problem with exponential nonlinearity

We investigate entire radial solutions of the semilinear biharmonic equation Δ²u=λexp(u) in Rn, n?5, λ>0 being a parameter. We show that singular radial solutions of the corresponding Dirichlet problem in the unit ball cannot be extended as solutions of the equation to the whole of Rn. In particular, they cannot be expanded as power series in the natural variable s=log|x|. Next, we prove the existence of infinitely many entire regular radial solutions. They all diverge to −∞ as |x|→∞ and we specify their asymptotic behaviour. As in the case with power-type nonlinearities [F. Gazzola, H.-Ch. Grunau, Radial entire solutions for supercritical biharmonic equations, Math. Ann. 334 (2006) 905-936], the entire singular solution x?−4log|x| plays the role of a separatrix in the bifurcation picture. Finally, a technique for the computer assisted study of a broad class of equations is developed. It is applied to obtain a computer assisted proof of the underlying dynamical behaviour for the bifurcation diagram of a corresponding autonomous system of ODEs, in the case n=5.     

Stagnation-point flow and heat transfer over an exponentially shrinking sheet

An analysis is carried out to investigate the stagnation-point flow and heat transfer over an exponentially shrinking sheet. Using the boundary layer approximation and a similarity transformation in exponential form, the governing mathematical equations are transformed into coupled, nonlinear ordinary differential equations which are then solved numerically by a shooting method with fourth order Runge-Kutta integration scheme. The analysis reveals that a solution exists only when the velocity ratio parameter satisfies the inequality −1.487068 ? c/a. Also, the numerical calculations exhibit the existence of dual solutions for the velocity and the temperature fields; and it is observed that their boundary layers are thinner for the first solution (in comparison with the second). Moreover, the heat transfer from the sheet increases with an increase in c/a for the first solution, while the heat transfer decreases with increasing c/a for the second solution, and ultimately heat absorption occurs.     

Order-convergence and iterative interval methods

In the first part of this paper we introduce order-convergence in partially ordered spaces having lattice properties. Lipschitz assumptions are made for an operator equation Tx = Θ, and additional operators are then derived from the Lipschitz operators. We show how to solve the operator equation by means of these operators, using iterative methods which produce interval sequences, and we state some theorems on the inclusion and the existence of a solution of the equation as well as on the convergence of the interval sequences. In the second part of the paper we show how these theorems can be used to find the solution of a real equation, a nonlinear system of equations in $\text{R}$ⁿ and an algebraic eigenvalue problem.     

Partial differential equations driven by rough paths

We study a class of linear first and second order partial differential equations driven by weak geometric p-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving rough path. This allows a robust approach to stochastic partial differential equations. In particular, we may replace Brownian motion by more general Gaussian and Markovian noise. Support theorems and large deviation statements all become easy corollaries of the corresponding statements of the driving process. In the case of first order equations with Gaussian noise, we discuss the existence of a density with respect to the Lebesgue measure for the solution.     

Multicomplex algebras on polynomials and generalized Hamilton dynamics

Generator of the complex algebra within the framework of general formulation obeys the quadratic equation. In this paper we explore multicomplex algebra with the generator obeying n-order polynomial equation with real coefficients. This algebra induces generalized trigonometry ((n+1)-gonometry), underlies of the nth order oscillator model and nth order Hamilton equations. The solution of an evolution equation generated by (n×n) matrix is represented via the set of (n+1)-gonometric functions. The general form of the first constant of motion of the evolution equation is established.     

Large time behavior and L−L estimate of solutions of 2-dimensional nonlinear damped wave equations

We show the asymptotic behavior of the solution to the Cauchy problem of the two-dimensional damped wave equation. It is shown that the solution of the linear damped wave equation asymptotically decompose into a solution of the heat and wave equations and the difference of those solutions satisfies the L^p−L^q type estimate. This is a two-dimensional generalization of the three-dimensional result due to Nishihara (Math. Z. 244 (2003) 631). To show this, we use the Fourier transform and observe that the evolution operators of the damped wave equation can be approximated by the solutions of the heat and wave equations. By using the L^p−L^q estimate, we also discuss the asymptotic behavior of the semilinear problem of the damped wave equation with the power nonlinearity |u|^αu. Our result covers the whole super critical case α>1, where the α=1 is well known as the Fujita exponent when n=2.     

Global solutions of the derivative Schrödinger equation in a class of functions analytic in a strip

Lower bounds on the rate of decrease in time of a uniform radius of spatial analyticity for solutions of the derivative Schrödinger equation are derived. The bounds depend algebraically on time. They are valid as long as the initial datum is of order one in L²-norm and satisfies suitable spatial decay requirements on the real axis.     

On the behavior of the oscillatory solutions of first or second order delay differential equations

Some new results are given concerning the behavior of the oscillatory solutions of first or second order delay differential equations. These results establish that all oscillatory solutions x of a first or second order delay differential equation satisfy x(t)=O(v(t)) as t→∞, where v is a nonoscillatory solution of a corresponding first or second order linear delay differential equation. Some applications of the results obtained are also presented.     

Solution of a Loewner chain equation in several complex variables

We find a solution to the Loewner chain equation in the case when the infinitesimal generator satisfies h(0,t)=0, Dh(0,t)=A for any A∈L(Cn,Cn) with m(A)>0. We also study the related classes of spirallike mappings, mappings with parametric representation and asymptotically spirallike mappings.     

Legendre Galerkin method for weakly singular Fredholm integral equations and the corresponding eigenvalue problem

In this paper, we consider Galerkin method for weakly singular Fredholm integral equations of the second kind and its corresponding eigenvalue problem using Legendre polynomial basis functions of degree ≤n. We obtain the convergence rates for the approximated solution and iterated solution in weakly singular Fredholm integral equations of the second kind and also obtain the error bounds for the approximated eigenelements in the corresponding eigenvalue problem. We illustrate our results with numerical examples.     

Periodicity and convergence for xn+1=|xn−xn−1|

Each solution {x_n} of the equation in the title is either eventually periodic with period 3 or else, it converges to zero—which case occurs depends on whether the ratio of the initial values of {x_n} is rational or irrational. Further, the sequence of ratios {x_n/x_n−1} satisfies a first-order difference equation that has periodic orbits of all integer periods except 3. p-cycles for each p≠3 are explicitly determined in terms of the Fibonacci numbers. In spite of the non-existence of period 3, the unique positive fixed point of the first-order equation is shown to be a snap-back repeller so the irrational ratios behave chaotically.     

Chebyshev and L1 solutions of overdetermined systems of linear equations with bounded variables

Two algorithms are here presented. The first one is for obtaining a Chebyshev solution of an overdetermined system of linear equations subject to bounds on the elements of the solution vector. The second algorithm is for obtaining an L₁ solution of an overdetermined system of linear equations subject to the same constraints. Efficient solutions are obtained using linear programming techniques. Numerical results and comments are given.     

An application of gomory cuts in number theory

Frobenius has stated the following problem. Suppose thata ₁, a₂, ?, a_n are given positive integers and g.c.d. (a ₁, ? , a_n) = 1. The problem is to determine the greatest positive integerg so that the equation $$\sum\limits_{i = 1}^n {a_i x_i = g} $$ has no nonnegative integer solution. Showing the interrelation of the original problem and discrete optimization we give lower bounds for this number using Gomory cuts which are tools for solving discrete programming problems. In the first section an important theorem is cited after some remarks. In Section 2 we state a parametric knapsack problem. The Frobenius problem is equivalent with finding the value of the parameter where the optimal objective function value is maximal. The basis of this reformulation is the above mentioned theorem. Gomory's cutting plane method is applied for the knapsack problem in Section 3. Only one cut is generated and we make one dual simplex step after cutting the linear programming optimum of the knapsack problem. Applying this result we gain lower bounds for the Frobenius problem in Section 4. In the last section we show that the bounds are sharp in the sense that there are examples with arbitrary many coefficients where the lower bounds and the exact solution of the Frobenius problem coincide.     

On a resonant-superlinear elliptic problem

We start by discussing the solvability of the following superlinear problem where , is a smooth bounded domain and f satisfies a one-sided Landesman-Lazer condition. We also consider systems of semilinear elliptic equations with nonlinearities of the above form, so exhibiting superlinearity as and resonance as . A priori bounds for the solutions of the equation and the system are obtained by using Hardy-type inequalities . Existence of solutions is then obtained using topological degree arguments. Received: 18 March 2002 / Accepted: 8 May 2002 / Published online: 5 September 2002     

Extinction in nonautonomous competitive Lotka-Volterra systems with infinite delay

The principle of competitive exclusion is extended to n-species nonautonomous Lotka-Volterra competition systems of differential equations with infinite delay. It is shown that if the coefficients are bounded, continuous and satisfy certain inequalities, then any solution with initial function in an appropriate space will have n−1 of its components tend to zero, while the remaining one will stabilize at a certain solution of a logistic differential equation.     

Global weak solutions of a three-dimensional flow model for a multi-species mixture in porous media

We consider an initial boundary value problem for a non-linear differential system consisting of one equation of parabolic type coupled with a n × n semi-linear hyperbolic system of first order. This system of equations describes the compressible miscible displacement of n + 1 chemical species in a porous medium, in the absence of diffusion and dispersion. We assume the viscosity of the fluid mixture to be constant. We prove, in three space dimensions, the existence of a global weak solution with non-smooth initial data for the concentration. The proof is based on the artificial viscosity method together with a compensated compactness argument. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.