A Strongly Semismooth Integral Function and Its Application

As shown by an example, the integral function f : ⁿ , defined by f(x) = _a ^b[B(x, t)]₊ g(t) dt, may not be a strongly semismooth function, even if g(t) 1 and B is a quadratic polynomial with respect to t and infinitely many times smooth with respect to x. We show that f is a strongly semismooth function if g is continuous and B is affine with respect to t and strongly semismooth with respect to x, i.e., B(x, t) = u(x)t + v(x), where u and v are two strongly semismooth functions in ⁿ . We also show that f is not a piecewise smooth function if u and v are two linearly independent linear functions, g is continuous and g 0 in [a, b], and n 2. We apply the first result to the edge convex minimum norm network interpolation problem, which is a two-dimensional interpolation problem.     

Conditions for separately subharmonic functions to be subharmonic

Letu be a function on ^m × ⁿ , wherem2 andn2, such thatu(x, .) is subharmonic on ⁿ for each fixedx in ^m andu(.,y) is subharmonic on ^m for each fixedy in ⁿ . We give a local integrability condition which ensures the subharmonicity ofu on ^m × ⁿ , and we show that this condition is close to being sharp. In particular, the local integrability of (log⁺ u ⁺) ^m+n–2+ is enough to secure the subharmonicity ofu if >0, but not if <0.     

Convergence of an upstream finite volume scheme for a nonlinear hyperbolic equation on a triangular mesh

Summary We study here the discretisation of the nonlinear hyperbolic equationu _t +div(vf(u))=0 in ³ × ₊, with given initial conditionu(.,0)=u ₀(.) in ², wherev is a function from ² × ₊ to ² such that divv=0 andf is a given nondecreasing function from to . An explicit Euler scheme is used for the time discretisation of the equation, and a triangular mesh for the spatial discretisation. Under a usual stability condition, we prove the convergence of the solution given by an upstream finite volume scheme towards the unique entropy weak solution to the equation.     

Finite extinction time for some perturbed Hamilton-Jacobi equations

In this paper we study initial value problems likeu _t–R¦u¦^m+u^q=0 in ⁿ× ₊, u(·,0⁺)=u_o(·) in ^N, whereR > 0, 0 <q < 1,m 1, andu _o is a positive uniformly continuous function verifying –R¦u _o¦^m+u ₀ ^q 0 in ^N . We show the existence of the minimum nonnegative continuous viscosity solutionu, as well as the existence of the function t(·) defined byu(x, t) > 0 if 0<t<t (x) andu(x, t)=0 ift t (x). Regularity, extinction rate, and asymptotic behavior of t(x) are also studied. Moreover, form=1 we obtain the representation formulau(x, t)=max{([(u _o(x – t))^1–q –(1–q)t]₊)^1/(1–q): ¦¦R}, (x, t) ₊ ^N+1 .Partially supported by the DGICYT No. 86/0405 project.     

Local Lipschitz continuity of the stop operator

On a closed convex set Z in ^N with sufficiently smooth (W ^2,) boundary, the stop operator is locally Lipschitz continuous from W ^1,1([0,T]^N) × Z into W ^1,1([0,T],^N). The smoothness of the boundary is essential: A counterexample shows that C ¹-smoothness is not sufficient.     

On Two-Point Boundary Conditions in Optimal Control Problems

Let x=g(t,x(t),u(t)) be the governing equation of an optimal control problem with two-point boundary conditions h ₀(x(a))+h ₁(x(b)) = 0, where x: [a,b] ⁿ is continuous, u: [a,b] ^k-n is piecewise continuous and left continuous, h₀,h₁: ^{n q} are continuously differentiable, and g:[a,b]× ^{k n} is continuous. The paper finds functions _i C¹([a,b]× ⁿ ) such that (x(t),u(t)) is a solution of the governing equation if and only if

Implicit elliptic boundary-value problems with discontinuous nonlinearities

Let be a bounded domain in ⁿ (n3) having a smooth boundary, let be an essentially bounded real-valued function defined on × ^h, and let be a continuous real-valued function defined on a given subset Y of Y ^h. In this paper, the existence of strong solutions u W ^2,p (, ^h) W _o ^1,p (n/2<p<+) to the implicit elliptic equation (–u)=(x,u), with u=(u₁, u₂, ..., u_h) and u=(u ₁, u ₂, ..., u _h), is established. The abstract framework where the problem is placed is that of set-valued analysis.     

Asymptotic behaviour of Gaussian random fields

Summary Let X={X(t), t ^N} be a centred Gaussian random field with covariance X(t)X(s)=r(t–s) continuous on ^N×^N and r(0)=1. Let (t,s)=((X(t)–X(s)) ²)^1/2; (t,s) is a pseudometric on ^N. Assume X is -separable. Let D ₁ be the unit cube in ^N and for 0<k, D _k= {x^N: k ^–1 xD₁}, Z(k)=sup{X(t),tD _k}. If X is sample continuous and ¦r(t)¦ =o(1/log¦t¦) as ¦t¦8 then Z(k)-(2Nlogk) ^1/20 as k a.s.     

Über den algorithmischen Nachweis von Ungleichungen I

We shall develop a method to prove inequalities in a unified manner. The idea is as follows: It is quite often possible to find a continuous functional : ⁿ , such that the left- and the right-hand side of a given inequality can be written in the form (u)(v) for suitable points,v=v(u). If one now constructs a map ^{n n} , which is functional increasing (i.e. for each x ⁿ (which is not a fixed point of ) the inequality (x)<((x)) should hold) one specially gets the chain (u)( u))( ²(u))... ⁿ (u)). Under quite general conditions one finds that the sequence { ⁿ (u)} _n converges tov=v(u). As a consequence one obtains the inequality (u)(v).     

On local oscillatory integrals with variable Calderón-Zygmund kernels

Letp(1, ). In this paper, the authors investigate the uniformL ^p ( ⁿ ) in of the oscillatory singular integral operatorT defined by

On solvability of linear difference equations in smooth and real analytic vector functions of several variables

We investigate the multidimensional equations _j=1 ^q A_j(x)y(x+e _j )=f(x),e _j ⁿ wherex ⁿ andA _j : ⁿ Hom( ^p , ^m ),f : ^{n m} are given maps. Sufficient conditions for smooth and analytic solvability for anyf C ^k ,k are found.Research partially supported by the Israel Ministry of ScienceAMS classification 39B Functional equations     

Lototsky-Schnabl operators on compact convex sets and their associated limit semigroups

Given a metrizable compact convex setX of a locally convex Hausdorff space, a positive projectionT:C(X, )C(X, ) and a continuous function :X[0, 1], it is shown that under suitable assumptions there exists a positive contraction semigroup onC(X, ) that can be represented in terms of the Lototsky-Schnabl operators associated withT and . Several properties of this semigroup are investigated. In particular, its infinitesimal generator is determined in a core of its domain. WhenX ^p for somep1, then the generator is shown to be a degenerate elliptic second order differential operator.Dedicated to Professor George Maltese on the occasion of his 60^th birthday     

On homogenization of periodic parabolic systems

We study homogenization in the small period limit for a periodic parabolic Cauchy problem in ^d and prove that the solutions converge in L ₂(^d) to the solution of the homogenized problem for each t > 0. For the L₂(^d)-norm of the difference, we obtain an order-sharp estimate uniform with respect to the L ₂(^d)-norm of the initial value.Translated from Funktsionalnyi Analiz i Ego Prilozheniya, Vol. 38, No. 4, pp. 86–90, 2004Original Russian Text Copyright © by T. A. SuslinaSupported by RFBR grant No. 02-01-00798.     

Computing a family of reproducing kernels for statistical applications

For an open subset of , an integer,m, and a positive real parameter , the Sobolev spacesH ^m () equipped with the norms: u²=u(t)²dt+(1/^2m u ^(m)(t)² constitute a family of reproducing kernel Hilbert spaces. When is an open interval of the real line, we describe the computation of their reproducing kernels. We derive explicit formulas for these kernels for all values ofm in the case of the whole real line, and form=1 andm=2 in the case of a bounded open interval.This research was partly supported by NSF Grant DMS-9002566.     

Total oscillation diminishing property for scalar conservation laws

Summary. We prove a BV estimate for scalar conservation laws that generalizes the classical Total Variation Diminishing property. In fact, for any Lipschitz continuous monotone :, we have that |(u)|_TV() is nonincreasing in time. We call this property Total Oscillation Diminishing because it is in contradiction with the oscillations observed recently in some numerical computations based on TVD schemes. We also show that semi-discrete Total Variation Diminishing finite volume schemes are TOD and that the fully discrete Godunov scheme is TOD.Mathematics Subject Classification (2000): 35L65, 35K55, 65M20     

Blow-up rates for parabolic systems

Let ⁿ be a bounded domain andB _R be a ball in ⁿ of radiusR. We consider two parabolic systems: ut=u +f(), i= +g(u) in × (0,T) withu=v=0 on × (0,T) andu _t =u, v _t =v inB _r × (0,T) withe/v=f (v), e/v=g(u) onB _R × (0,T). Whenf(v) andg(u) are power law or exponential functions, we establish estimates on the blow-up rates for nonnegative solutions of the systems.     

On independent statistical decision problems and products of diffusions

Summary LetZ _t be a null recurrent diffusion on ^p with generatorG=(1/r)·(r ) for smooth positiver. This note constructs an independent recurrent diffusionZ _ton ¹ such that (Z _t, Z_t)is transient in ^p+1. This resolves negatively an old question in simultaneous estimation: Is there an admissible but not Bayes estimator(X) of the mean of a multivariate normal distribution for quadratic loss with the property: for every admissible (X), whereX is normal and independent ofX, (, ) remains admissible in the combined problem obtained by summing the component losses?Work supported by NSF at Mathematical Sciences Research Institute, Berkeley     

Zur Lösung parameterabhängiger nichtlinearer Gleichungen mit singulären Jacobi-Matrizen

Summary For solving the nonlinear systemG(x, t)=0,G| ⁿ × ^{1 n} , which is assumed to have a smooth curve of solutions a continuation method with self-choosing stepsize is proposed. It is based on a PC-principle using an Euler-Cauchy-predictor and Newton's iteration as corrector. Under the assumption thatG is sufficiently smooth and the total derivative (₁ G(x, t)₂ G(x, t)) has full rankn along the method is proven to terminate with a solution (x ^N , 1) of the system fort=1. It works succesfully, too, if the Jacobians ₁ G(x, t) become singular at some points of , e.g., if has turning points. The method is especially able to give a point-wise approximation of the curve implicitly defined as solution of the system mentioned above.

     

Implicit elliptic differential equations

Let be a bounded domain in ⁿ (n 3) having a smooth boundary, letY be a closed, connected and locally connected subset of ^h , letf be a real-valued function defined on × ^h × ^nh ×Y, and letL be a linear, second-order elliptic operator. In this paper, the existence of strong solutionsu W ^2,p (, ^h ) W ₀ ^1,p (, ^h ) (n<p<+) to the implicit elliptic equationf(x, u, Du, Lu)=0, whereu=(u ₁,u ₂, ...,u _h ),Du=(Du ₁,Du ₂, ...,Du _h ) andLu=(Lu ₁,Lu ₂, ...,Lu _h ), is established. The abstract framework where the equation is studied is that of set-valued analysis.Dedicated to Professor G. Pulvirenti on the occasion of his sixtieth birthday     

Perturbation of the Laplacian by the Coulomb potential and a point interaction in L p (ℝ)3

Perturbations of -+/|x| (with >0) by a point interaction centered at zero are defined in L ^p(³). This is done for 3/20 (³{0}), such that the extension is the negative generator of an analytic semigroup on L ^p(³).