Local properties of the solution set of the operator equation in Banach spaces in a neighbourhood of a bifurcation point

In this work we study the problem of the existence of bifurcation in the solution set of the equation F(x, λ)=0, where F: X×R ^k →Y is a C ²-smooth operator, X and Y are Banach spaces such that X⊂Y. Moreover, there is given a scalar product 〈·,·〉: Y×Y→R ¹ that is continuous with respect to the norms in X and Y. We show that under some conditions there is bifurcation at a point (0, λ₀)∈X×R ^k and we describe the solution set of the studied equation in a small neighbourhood of this point.     

Vector subdivision schemes in (Lp(?s))r(1?p?∞) spaces

The purpose of this paper is to investigate the refinement equations of the form

Stability of the Reeb vector field of H-contact manifolds

It is well known that a Hopf vector field on the unit sphere S ²ⁿ⁺¹ is the Reeb vector field of a natural Sasakian structure on S ²ⁿ⁺¹. A contact metric manifold whose Reeb vector field ξ is a harmonic vector field is called an H-contact manifold. Sasakian and K-contact manifolds, generalized (k, μ)-spaces and contact metric three-manifolds with ξ strongly normal, are H-contact manifolds. In this paper we study, in dimension three, the stability with respect to the energy of the Reeb vector field ξ for such special classes of H-contact manifolds (and with respect to the volume when ξ is also minimal) in terms of Webster scalar curvature. Finally, we extend for the Reeb vector field of a compact K-contact (2n+1)-manifold the obtained results for the Hopf vector fields to minimize the energy functional with mean curvature correction. Supported by funds of the University of Lecce and M.I.U.R.(PRIN).     

<Emphasis Type="Italic">∂</Emphasis>-operations and <Emphasis Type="Italic">H</Emphasis><Subscript><Emphasis Type="Italic">V</Emphasis></Subscript>-fields

The hyperoperations, called theta-operations （δ）, are motivated from the usual property, which the derivative has on the derivation of a product of functions. Using any map on a set, one can define δ-operations. In this paper, we continue our study on the δ-operations on groupoids, rings, fields and vector spaces or on the corresponding hyperstructures. Using δ-operations one obtains, mainly, Hwstructures, which form the largest class of the hyperstructures. For representation theory of hyperstructures, by hypermatrices, one needs special Hv-rings or Hy-fields, so these hyperstructures can be used. Moreover, we study the relation of these δ-structures with other classes of hyperstructures, especially with the Hv-structures.     

p-Adic Haar Multiresolution Analysis and Pseudo-Differential Operators

The notion of p-adic multiresolution analysis (MRA) is introduced. We discuss a “natural” refinement equation whose solution (a refinable function) is the characteristic function of the unit disc. This equation reflects the fact that the characteristic function of the unit disc is a sum of p characteristic functions of mutually disjoint discs of radius p ⁻¹. This refinement equation generates a MRA. The case p=2 is studied in detail. Our MRA is a 2-adic analog of the real Haar MRA. But in contrast to the real setting, the refinable function generating our Haar MRA is 1-periodic, which never holds for real refinable functions. This fact implies that there exist infinity many different 2-adic orthonormal wavelet bases in ℒ²(ℚ₂) generated by the same Haar MRA. All of these new bases are described. We also constructed infinity many different multidimensional 2-adic Haar orthonormal wavelet bases for ℒ²(ℚ₂ ⁿ ) by means of the tensor product of one-dimensional MRAs. We also study connections between wavelet analysis and spectral analysis of pseudo-differential operators. A criterion for multidimensional p-adic wavelets to be eigenfunctions for a pseudo-differential operator (in the Lizorkin space) is derived. We proved also that these wavelets are eigenfunctions of the Taibleson multidimensional fractional operator. These facts create the necessary prerequisites for intensive using our wavelet bases in applications. Our results related to the pseudo-differential operators develop the investigations started in Albeverio et al. (J. Fourier Anal. Appl. 12(4):393–425, 2006).      

Homogenization of some parabolic operators with several time scales

The main focus in this paper is on homogenization of the parabolic problem ∂ _t uɛ − ∇ · (a(x/ɛ,t/ɛ,t/ɛ ^r )∇u ^ɛ ) = f. Under certain assumptions on a, there exists a G-limit b, which we characterize by means of multiscale techniques for r > 0, r ≠ 1. Also, an interpretation of asymptotic expansions in the context of two-scale convergence is made.     

On the cohomology of flows of stochastic and random differential equations

We consider the flow of a stochastic differential equation on d-dimensional Euclidean space. We show that if the Lie algebra generated by its diffusion vector fields is finite dimensional and solvable, then the flow is conjugate to the flow of a non-autonomous random differential equation, i.e. one can be transformed into the other via a random diffeomorphism of d-dimensional Euclidean space. Viewing a stochastic differential equation in this form which appears closer to the setting of ergodic theory, can be an advantage when dealing with asymptotic properties of the system. To illustrate this, we give sufficient criteria for the existence of global random attractors in terms of the random differential equation, which are applied in the case of the Duffing-van der Pol oscillator with two independent sources of noise. Received: 25 May 1999 / Revised version: 19 October 2000 / Published online: 26 April 2001     

Nondegenerate cohomology pairing for transitive Lie algebroids,characterization

The Evens-Lu-Weinstein representation (Q _A , D) for a Lie algebroid A on a manifold M is studied in the transitive case. To consider at the same time non-oriented manifolds as well, this representation is slightly modified to (Q _A ^or , D^or) by tensoring by orientation flat line bundle, Q _A ^or =Q_A⊗or (M) and D ^or=D⊗∂ _A ^or . It is shown that the induced cohomology pairing is nondegenerate and that the representation (Q _A ^or , D^or) is the unique (up to isomorphy) line representation for which the top group of compactly supported cohomology is nontrivial. In the case of trivial Lie algebroid A=TM the theorem reduce to the following: the orientation flat bundle (or (M), ∂ _A ^or ) is the unique (up to isomorphy) flat line bundle (ξ, ∇) for which the twisted de Rham complex of compactly supported differential forms on M with values in ξ possesses the nontrivial cohomology group in the top dimension. Finally it is obtained the characterization of transitive Lie algebroids for which the Lie algebroid cohomology with trivial coefficients (or with coefficients in the orientation flat line bundle) gives Poincaré duality. In proofs of these theorems for Lie algebroids it is used the Hochschild-Serre spectral sequence and it is shown the general fact concerning pairings between graded filtered differential ℝ-vector spaces: assuming that the second terms live in the finite rectangular, nondegeneration of the pairing for the second terms (which can be infinite dimensional) implies the same for cohomology spaces.     

A generalization of an inequality by N. V. Krylov

In Krylov (Journal of the Juliusz Schauder Center 4 (1994), 355–364), a parabolic Littlewood–Paley inequality and its application to an L ^p -estimate of the gradient of the heat kernel are proved. These estimates are crucial tools in the development of a theory of parabolic stochastic partial differential equations (Krylov, Mathematical Surveys and Monographs vol. 64 (1999), 185–242). We generalize these inequalities so that they can be applied to stochastic integrodifferential equations.      

Multivariate Refinement Equations and Convergence of Cascade Algorithms in Lp（0〈p〈1）Spaces

We consider the solutions of refinement equations written in the form

The algebra of generalized jacobifields

We study the structure of those vector fields on the tangent bundle of an arbitrary smooth manifold which commute with the geodesic vector field defined by an affine connection. The study is restricted to polylinear fields generated by a pair of symmetric pseudotensor fields of type (k, 1) and (k+1,1), k≥0, defined on the manifold. We establish an isomorphism between the space of infinitesimal automorphisms of fixed type and the space ℌ_k of the solutions of a partial differential equation generalizing the Jacobi equation for the infinitesimal automorphisms of the connection. It is shown that the spaces ℌ_k are finite-dimensional and form a graduated Lie algebra ℌ=⊕ _k=0 ^∞ ℌ_k. These algebras are classified in the case of one-dimensional manifolds. It is proved that if the geodesic vector field is complete, then so are the automorphisms corresponding to covariant constant fields of type (1, 1). Bibliography: 5 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 231, 1995, pp. 222–244. Translated by V. S. Kal’nitskii.     

A variational theory for monotone vector fields

Monotone vector fields were introduced almost 40 years ago as nonlinear extensions of positive definite linear operators, but also as natural extensions of gradients of convex potentials. These vector fields are not always derived from potentials in the classical sense, and as such they are not always amenable to the standard methods of the calculus of variations. We describe here how the selfdual variational calculus, developed recently by the author, provides a variational approach to PDEs and evolution equations driven by maximal monotone operators. To any such vector field T on a reflexive Banach space X, one can associate a convex selfdual Lagrangian L _T on the phase space X × X ^* that can be seen as a “potential” for T, in the sense that the problem of inverting T reduces to minimizing a convex energy functional derived from L _T . This variational approach to maximal monotone operators allows their theory to be analyzed with the full range of methods—computational or not—that are available for variational settings. Standard convex analysis (on phase space) can then be used to establish many old and new results concerned with the identification, superposition, and resolution of such vector fields. Dedicated to Felix Browder on his 80th birthday     

THE FUNDAMENTAL GROUP OF THE AUTOMORPHISM GROUP OF A NONCOMMUTATIVE TORUS

Assume that each completely irrational noncommutative torus is realized as an inductive limit of circle algebras, and that for a completely irrational noncommutative torus Aw of rank m there are a completely irrational noncommutative torus Aρ of rank m and a positive integer d such that tr(Aw)=1/d.tr(Aρ).It is proved that the set of all C^*-algebras of sections of locally trivial C^*-algebra bundles over S^2 with fibres Aω has a group sturcture,denoted by π1^s(Aut(Aω)),which is isomorphic to Zif Ed&gt;1 and {0} if d&gt;1.Let Bcd be a cd-homogeneous C^*-algebra over S^2&#215;T^2 of which no non-trivial matrix algebra can be factored out.The spherical noncommutative torus Sρ^cd is defined by twisting C^*(T2&#215;Z^m-2) in Bcd &#215;C^*(Z^m-3) by a totally skew multiplier ρ on T^2&#215;Z^m-2。It is shown that Sρ^cd&#215;Mρ∞ is isomorphic to C(S^2)&#215;C^*(T^2&#215;Z^m-2,ρ）&#215; Mcd(C)&#215;Mρ∞ if and only if the set of prime factors of cd is a subset of the set of prime factors of p.     

Backward SDEs and Cauchy problem for semilinear equations in divergence form

 We extend the definition of solutions of backward stochastic differential equations to the case where the driving process is a diffusion corresponding to symmetric uniformly elliptic divergence form operator. We show existence and uniqueness of solutions of such equations under natural assumptions on the data and show its connections with solutions of semilinear parabolic partial differential equations in Sobolev spaces. Received: 22 January 2002 / Revised version: 10 September 2002 / Published online: 19 December 2002 Research supported by KBN Grant 0253 P03 2000 19. Mathematics Subject Classification (2002): Primary 60H30; Secondary 35K55 Key words or phrases: Backward stochastic differential equation – Semilinear partial differential equation – Divergence form operator – Weak solution     

Extending analyticK-subanalytic functions

Letg:U→ℝ (U open in ℝⁿ) be an analytic and K-subanalytic (i. e. definable in ℝ _an ^K , whereK, the field of exponents, is any subfield ofℝ) function. Then the set of points, denoted Σ, whereg does not admit an analytic extension is K-subanalytic andg can be extended analytically to a neighbourhood of Ū\∑. Partially supported by the European RTN Network RAAG (contract no. HPRN-CT-00271)     

On the weak non-defectivity of veronese embeddings of projective spaces

Fix integers n, x, k such that n≥3, k>0, x≥4, (n, x)≠(3, 4) and k(n+1)<( _n ^n+x ). Here we prove that the order x Veronese embedding ofP ⁿ is not weakly (k−1)-defective, i.e. for a general S⊃P ⁿ such that #(S) = k+1 the projective space | I _2S (x)| of all degree t hypersurfaces ofP ⁿ singular at each point of S has dimension ( _n ^/n+x )−1− k(n+1) (proved by Alexander and Hirschowitz) and a general F∈| I _2S (x)| has an ordinary double point at each P∈ S and Sing (F)=S. The author was partially supported by MIUR and GNSAGA of INdAM (Italy).     

On one-dimensional stochastic differential equations driven by stable processes

We consider the one-dimensional stochastic differential equation dX _t=b(t, X_t−) dZ _t, whereZ is a symmetric α-stable Lévy process with α ε (1, 2] andb is a Borel function. We give sufficient conditions under which the equation has a weak nonexploding solution. Partially supported by Programma Professori Visitatori of G. N. A. F. A. (Italy). Partially supported by MURST (Italy). The present research was completed while the second author was visiting the Institute of Mathematics and Informatics (Vilnius, Lithuania) in spring of 1999. Translated from Lietuvos Matematikos Rinkinys, Vol. 40, No. 3, pp. 361–385, July–September, 2000. Translated by H. Pragarauskas     

Variational Inequalities in Hilbert Spaces with Measures and Optimal Stopping Problems

We study the existence theory for parabolic variational inequalities in weighted L ² spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for finite and infinite dimensional diffusions as a generalized solution of such a variational inequality. The weighted L ² setting allows us to cover some singular cases, such as optimal stopping for stochastic equations with degenerate diffusion coefficient. As an application of the theory, we consider the pricing of American-style contingent claims. Among others, we treat the cases of assets with stochastic volatility and with path-dependent payoffs.     

Long vectors for quasi-Newton updates

This work concerns the derivation of formulae for updating quasi-Newton matrices used in algorithms for computing approximate minima of smooth unconstrained functions. The paper concentrates strictly on the techniques used to derive update formulae. It demonstrates a technique in which problems of finding matrices in ℝ ^{n ×n} of minimum Frobenius norm are converted to equivalent problems, using vector representations in ℝ ⁿ² and ℝ ^n(n+1)/2 of these matrices, and then solvingl ₂-minimization problems. These problems are more directly dealt with, and indeed, the paper demonstrates how this technique may be used to handle weighted sparse updates.