Estimates for the Torsion Function and Sobolev Constants

Let Ω be an open set in Euclidean space, and let u : Ω → ?^?+? be the expected lifetime of Brownian motion in Ω. It is shown that if u?∈?L ^p (Ω) for some p?∈?[1, ?∞?) then (i) u?∈?L ^q (Ω) for all q?∈?[p,?∞?], and (ii) \({trace}\left(e^{t\Delta_{\Omega}}\right)<\infty\) for all t?>?0, where ??Δ_Ω is the Dirichlet Laplacian acting in L ²(Ω). Pointwise bounds are obtained for u in terms of the first Dirichlet eigenfunction for Ω, assuming that the spectrum of ??Δ_Ω is discrete. It is shown that if Ω is open, bounded and connected in the plane and \(\partial\Omega\) has an interior wedge with opening angle α at vertex v then the first Dirichlet eigenfunction and u are comparable near v if and only if α?≥?π/2. Two sided estimates are obtained for the Sobolev constant

$ C_p(\Omega):= \inf\left\{\Vert \nabla u \Vert_2^2: u \in C_0^{\infty}(\Omega),\ \Vert u\Vert_p = 1\right\}, $

where 0?p?Ω satisfies a strong Hardy inequality, and the distance to the boundary function δ?∈?L ^2p/(2???p)(Ω).

     

On the Joint Distribution of First-passage Time and First-passage Area of Drifted Brownian Motion

For drifted Brownian motion X(t) = x-µ t + B _t (µ > 0) starting from x > 0, we study the joint distribution of the first-passage time below zero ,t(x), and the first-passage area ,A(x), swept out by X till the time t(x). In particular, we establish differential equations with boundary conditions for the joint moments E[t(x) ^m A(x) ⁿ ], and we present an algorithm to find recursively them, for any m and n. Finally, the expected value of the time average of X till the time t(x) is obtained.     

Torsional rigidity of submanifolds with controlled geometry

We prove explicit upper and lower bounds for the torsional rigidity of extrinsic domains of submanifolds P ^m with controlled radial mean curvature in ambient Riemannian manifolds N ⁿ with a pole p and with sectional curvatures bounded from above and from below, respectively. These bounds are given in terms of the torsional rigidities of corresponding Schwarz-symmetrization of the domains in warped product model spaces. Our main results are obtained using methods from previously established isoperimetric inequalities, as found in, e.g., Markvorsen and Palmer (Proc Lond Math Soc 93:253--272, 2006; Extrinsic isoperimetric analysis on submanifolds with curvatures bounded from below, p. 39, preprint, 2007). As in that paper we also characterize the geometry of those situations in which the bounds for the torsional rigidity are actually attained and study the behavior at infinity of the so-called geometric average of the mean exit time for Brownian motion.     

Jacobi method for symmetric 4 × 4 matrices converges for every cyclic pivot strategy

The paper studies the global convergence of the Jacobi method for symmetric matrices of size 4. We prove global convergence for all 720 cyclic pivot strategies. Precisely, we show that inequality S(A ^[t+3]) ≤ γ S(A ^[t]), t ≥ 1, holds with the constant γ < 1 that depends neither on the matrix A nor on the pivot strategy. Here, A ^[t] stands for the matrix obtained from A after t full cycles of the Jacobi method and S(A) is the off-diagonal norm of A. We show why three consecutive cycles have to be considered. The result has a direct application on the J-Jacobi method.     

Relationships between generalized Wiener integrals and conditional analytic Feynman integrals over continuous paths

Let C[0, t] denote a generalized Wiener space, the space of real-valued continuous functions on the interval [0, t], and define a random vector Z _n: C[0, t] → R ⁿ⁺¹ by \({Z_n}\left( x \right) = \left( {x\left( 0 \right) + a\left( 0 \right),\int_o^{{t_1}} {h\left( s \right)dx\left( s \right) + x\left( 0 \right) + a\left( {{t_1}} \right),...,\int_0^{{t_n}} {h\left( s \right)dx\left( s \right) + x\left( 0 \right) + a\left( {{t_n}} \right)} } } \right)\), where a ∈ C[0, t], h ∈ L ₂[0, t], and 0 < t ₁ <... < t _n ≤ t is a partition of [0, t]. Using simple formulas for generalized conditional Wiener integrals, given Z _n we will evaluate the generalized analytic conditional Wiener and Feynman integrals of the functions F in a Banach algebra which corresponds to Cameron-Storvick’s Banach algebra S. Finally, we express the generalized analytic conditional Feynman integral of F as a limit of the non-conditional generalized Wiener integral of a polygonal function using a change of scale transformation for which a normal density is the kernel. This result extends the existing change of scale formulas on the classical Wiener space, abstract Wiener space and the analogue of the Wiener space C[0, t].     

Serre dimension of monoid algebras

Let R be a commutative Noetherian ring of dimension d, M a commutative cancellative torsion-free monoid of rank r and P a finitely generated projective R[M]-module of rank t. Assume M is Φ-simplicial seminormal. If \(M\in \mathcal {C}({\Phi })\), then Serre dim R[M]≤d. If r≤3, then Serre dim R[int(M)]≤d. If \(M\subset \mathbb {Z}_{+}^{2}\) is a normal monoid of rank 2, then Serre dim R[M]≤d. Assume M is c-divisible, d=1 and t≥3. Then P?∧ ^t P⊕R[M] ^t?1. Assume R is a uni-branched affine algebra over an algebraically closed field and d=1. Then P?∧ ^t P⊕R[M] ^t?1.     

The Exact Value of Normal Structure Coefficients and WCS coefficients in a Class of Orlicz Function Spaces

Let φ be an N-function. Then the normal structure coefficients N and the weakly convergent sequence coefficients WCS of the Orlicz function spaces L ^φ[0, 1] generated by φ and equipped with the Luxemburg and Orlicz norms have the following exact values. (i) If F _φ(t) = t _?(t)/φ(t) is decreasing and 1 < C _φ < 2 (where \(C_\Phi = \lim _{t \to + \infty } t\varphi (t)/\Phi (t)\)), then N(L ^(φ)[0, 1]) = N(L ^φ[0, 1]) = WCS(L ^(φ)[0, 1]) = WCS(L ^φ[0, 1]) = 2^1?1/Cφ. (ii) If F _φ(t) is increasing and C _φ > 2, then N(L ^(φ)[0, 1]) = N(L ^φ[0, 1]) = WCS(L ^(φ)[0, 1]) = WCS(L ^φ[0, 1]) = 2^1/Cφ.     

Weak convergence of the past and future of Brownian motion given the present

In this paper, we show that for t > 0, the joint distribution of the past {W _t?s : 0 ≤ s ≤ t} and the future {W _{t + s} :s ≥ 0} of a d-dimensional standard Brownian motion (W _s ), conditioned on {W _t ∈ U}, where U is a bounded open set in ? ^d , converges weakly in C[0,∞)×C[0,∞) as t→∞. The limiting distribution is that of a pair of coupled processes Y + B ¹,Y + B ² where Y,B ¹,B ² are independent, Y is uniformly distributed on U and B ¹,B ² are standard d-dimensional Brownian motions. Let σ _t ,d _t be respectively, the last entrance time before time t into the set U and the first exit time after t from U. When the boundary of U is regular, we use the continuous mapping theorem to show that the limiting distribution as t → ∞ of the four dimensional vector with components \((W_{\sigma _{t}},t-\sigma _{t},W_{d_{t}},d_{t}-t)\), conditioned on {W _t ∈U}, is the same as that of the four dimensional vector whose components are the place and time of first exit from U of the processes Y + B ¹ and Y + B ² respectively.     

Vanishing power values of commutators with derivations

Let R be a prime ring of char R ≠ 2, let d be a nonzero derivation of R, and let ρ be a nonzero right ideal of R such that [[d(x)x ⁿ , d(y)] _m , [y, x] _s ] ^t = 0 for all x, y ? ρ, where n ≥ 1, m ≥ 0, s ≥ 0, and t ≥ 1 are fixed integers. If [ρ, ρ]ρ ≠ 0 then d(ρ)ρ = 0.     

Systems of dilated functions: Completeness,minimality, basisness

The completeness, minimality, and basis property in L ²[0, π] and L ^p[0, π], p ≠ 2, are considered for systems of dilated functions u _n (x) = S(nx), n ∈ N, where S is the trigonometric polynomial S(x) = Σ _k=0 ^m a _k sin(kx), a ₀ a _m ≠ 0. A series of results are presented and several unanswered questions are mentioned.     

The Joint Distribution of Running Maximum of a Slepian Process

Consider the Slepian process S defined by S(t) = B(t +?1) ? B(t),t ∈ [0, 1] with B(t), t ∈ ? a standard Brownian motion. In this contribution we analyze the properties between the maximum \(m_{s}=\max \limits _{0\leq u\leq s}S(u)\) and the maximum \(m_{t}=\max \limits _{0\leq u\leq t}S(u)\) for 0 ≤ s < t ≤?1 fixed. Explicit integral expressions are obtained for the joint distribution function between m _s and m _t and the distribution function of the partial maximum m _s . Further, we apply our results for the determination of the moments of m _s .     

Algebraic Theory of Causal Double Products

Corresponding to each “rectangular” double product in the form of a formal power series R[h] with coefficients in the tensor product ?(?)⊙ ? (?) with itself of the Itô Hopf algebra, we construct “triangular” elements T[h] of ?(?) satisfying ΔT[h] = T[h]⁽¹⁾ R[h]T{h]⁽²⁾. In Fock space representations of ?(?) by iterated quantum stochastic integrals when ? is the algebra of Itô differentials of the calculus, these correspond to “causal” double product integrals in a single Fock space.     

Probabilities of high extremes for a Gaussian stationary process in a random environment

Let ξ(t) be a zero-mean stationary Gaussian process with the covariance function r(t) of Pickands type, i.e., r(t) = 1 ? |t| ^α + o(|t| ^α ), t → 0, 0 < α ≤ 2, and η(t), ζ(t) be periodic random processes. The exact asymptotic behavior of the probabilities P(max _t∈[0,T] η(t)ξ(t) > u), P(max _t∈[0,T] (ξ(t) + η(t)) > u) and P(max _t∈[0,T] (η(t)ξ(t) + ζ(t)) > u) is obtained for u → ∞ for any T > 0 and independent ξ(t), η(t), ζ(t).     

Generalized <Emphasis Type="Italic">n</Emphasis>-Laplacian: boundedness of weak solutions to the Dirichlet problem with nonlinearity in the critical growth range

Let n ≥ 2 and let Ω ? ? ⁿ be an open set. We prove the boundedness of weak solutions to the problem

$$u \in W_0^1 L^\Phi \left( \Omega \right) and - div\left( {\Phi '\left( {\left| {\nabla u} \right|} \right)\frac{{\nabla u}}{{\left| {\nabla u} \right|}}} \right) + V\left( x \right)\Phi '\left( {\left| u \right|} \right)\frac{u}{{\left| u \right|}} = f\left( {x,u} \right) + \mu h\left( x \right) in \Omega ,$$

where ? is a Young function such that the space W ₀ ¹ L ^Φ(Ω) is embedded into an exponential or multiple exponential Orlicz space, the nonlinearity f(x, t) has the corresponding critical growth, V(x) is a continuous potential, h ∈ L ^Φ(Ω) is a non-trivial continuous function and µ ≥ 0 is a small parameter. We consider two classical cases: the case of Ω being an open bounded set and the case of Ω = ? ⁿ .

     

The Exact Hausdorff Measure of the Zero Set of Fractional Brownian Motion

Let {X(t), t∈? ^N } be a fractional Brownian motion in ? ^d of index H. If L(0,I) is the local time of X at 0 on the interval I?? ^N , then there exists a positive finite constant c(=c(N,d,H)) such that

$m_\phi\bigl(X^{-1}(0)\cap I\bigr)=cL(0,I),$

where \(\phi(t)=t^{N-dH}(\log\log\frac{1}{t})^{dH/N}\), and m _φ (E) is the Hausdorff φ-measure of E. This refines a previous result of Xiao (Probab. Theory Relat. Fields 109: 126–197, 1997) on the relationship between the local time and the Hausdorff measure of zero set for d-dimensional fractional Brownian motion on ? ^N .

     

On the total-variation convergence of regularizing algorithms for ill-posed problems

It is well known that ill-posed problems in the space V[a, b] of functions of bounded variation cannot generally be regularized and the approximate solutions do not converge to the exact one with respect to the variation. However, this convergence can be achieved on separable subspaces of V[a, b]. It is shown that the Sobolev spaces W ₁ ^m [a, b], m ∈ ? can be used as such subspaces. The classes of regularizing functionals are indicated that guarantee that the approximate solutions produced by the Tikhonov variational scheme for ill-posed problems converge with respect to the norm of W ₁ ^m [a, b]. In turn, this ensures the convergence of the approximate solutions with respect to the variation and the higher order total variations.     

On decompositions of trigonometric polynomials

Let R _t [θ] be the ring generated over R by cosθ and sinθ, and R _t (θ) be its quotient field. In this paper we study the ways in which an element p of R _t [θ] can be decomposed into a composition of functions of the form p = R ? q, where R ∈ R(x) and q ∈ R _t (θ). In particular, we describe all possible solutions of the functional equation R ₁ ? q ₁ = R ₂ ? q ₂, where R ₁,R ₂ ∈ R[x] and q ₁, q ₂ ∈ R _t [θ].     

Proof of a tournament partition conjecture and an application to 1-factors with prescribed cycle lengths

In 1982 Thomassen asked whether there exists an integer f(k,t) such that every strongly f(k,t)-connected tournament T admits a partition of its vertex set into t vertex classes V ₁,…V _t such that for all i the subtournament T[V _i] induced on T by V _i is strongly k-connected. Our main result implies an affirmative answer to this question. In particular we show that f(k, t)=O(k ⁷ t ⁴) suffices. As another application of our main result we give an affirmative answer to a question of Song as to whether, for any integer t, there exists aninteger h(t) such that every strongly h(t)-connected tournament has a 1-factor consisting of t vertex-disjoint cycles of prescribed lengths. We show that h(t)=O(t ⁵) suffices.     

Multiple recurrence and convergence for hardy sequences of polynomial growth

We study the limiting behavior of multiple ergodic averages involving sequences of integers that satisfy some regularity conditions and have polynomial growth. We show that for “typical” choices of Hardy field functions a(t) with polynomial growth, the averages

${1 \over N}\sum\nolimits_{n = 1}^N {{f_1}({T^{[a(n)]}}x) \cdots {f_\ell }({T^{\ell [a(n)]}}x)} $

converge in mean and we determine their limit. For example, this is the case if a(t) = t ^3/2, t log t, or t ² + (log t)². Furthermore, if {a ₁(t), …, a _? (t)} is a “typical” family of logarithmico-exponential functions of polynomial growth, then for every ergodic system, the averages

${1 \over N}\sum\nolimits_{n = 1}^N {{f_1}({T^{[{a_1}(n)]}}x) \cdots {f_\ell }({T^{[{a_\ell }(n)]}}x)} $

converge in mean to the product of the integrals of the corresponding functions. For example, this is the case if the functions a _i (t) are given by different positive fractional powers of t. We deduce several results in combinatorics. We show that if a(t) is a non-polynomial Hardy field function with polynomial growth, then every set of integers with positive upper density contains arithmetic progressions of the form {m,m + [a(n)], …, m + ?[a(n)]}. Under suitable assumptions, we get a related result concerning patterns of the form {m,m + [a ₁(n)], …,m + [a _? (n)]}.

     

Detailed error analysis for a fractional Adams method with graded meshes

We consider a fractional Adams method for solving the nonlinear fractional differential equation \(\,^{C}_{0}D^{\alpha }_{t} y(t) = f(t, y(t)), \, \alpha >0\), equipped with the initial conditions \(y^{(k)} (0) = y_{0}^{(k)}, k=0, 1, \dots , \lceil \alpha \rceil -1\). Here, α may be an arbitrary positive number and ?α? denotes the smallest integer no less than α and the differential operator is the Caputo derivative. Under the assumption \(\,^{C}_{0}D^{\alpha }_{t} y \in C^{2}[0, T]\), Diethelm et al. (Numer. Algor. 36, 31–52, 2004) introduced a fractional Adams method with the uniform meshes t _n = T(n/N),n = 0,1,2,…,N and proved that this method has the optimal convergence order uniformly in t _n , that is O(N ^?2) if α > 1 and O(N ^?1?α ) if α ≤ 1. They also showed that if \(\,^{C}_{0}D^{\alpha }_{t} y(t) \notin C^{2}[0, T]\), the optimal convergence order of this method cannot be obtained with the uniform meshes. However, it is well-known that for y ∈ C ^m [0,T] for some \(m \in \mathbb {N}\) and 0 < α < m, the Caputo fractional derivative \(\,^{C}_{0}D^{\alpha }_{t} y(t) \) takes the form “\(\,^{C}_{0}D^{\alpha }_{t} y(t) = c t^{\lceil \alpha \rceil -\alpha } + \text {smoother terms}\)” (Diethelm et al. Numer. Algor. 36, 31–52, 2004), which implies that \(\,^{C}_{0}D^{\alpha }_{t} y \) behaves as t ^?α??α which is not in C ²[0,T]. By using the graded meshes t _n = T(n/N) ^r ,n = 0,1,2,…,N with some suitable r > 1, we show that the optimal convergence order of this method can be recovered uniformly in t _n even if \(\,^{C}_{0}D^{\alpha }_{t} y\) behaves as t ^σ ,0 < σ < 1. Numerical examples are given to show that the numerical results are consistent with the theoretical results.