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).     

Solvability of Mixed Problems for the Klein–Gordon–Fock Equation in the Class <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> for <Emphasis Type="Italic">p</Emphasis> ≥ 1

We prove that the mixed problem for the Klein–Gordon–Fock equation u _tt (x, t) ? u _xx (x, t) + au(x, t) = 0, where a ≥ 0, in the rectangle Q _T = [0 ≤ x ≤ l] × [0 ≤ t ≤ T] with zero initial conditions and with the boundary conditions u(0, t) = μ(t) ∈ L _p [0, T ], u(l, t) = 0, has a unique generalized solution u(x, t) in the class L _p (Q _T ) for p ≥ 1. We construct the solution in explicit analytic form.     

Limit theorems for supremum of Gaussian processes over a random interval

Let {X(t), t ≥ 0} be a centered stationary Gaussian process with correlation r(t)such that 1-r(t) is asymptotic to a regularly varying function. With T being a nonnegative random variable and independent of X(t), the exact asymptotics of P(sup_(t∈[0,T])X(t) x) is considered, as x →∞.     

Inverse problem with nonlocal observation of finding the coefficient multiplying <Emphasis Type="Italic">u</Emphasis> <Subscript> <Emphasis Type="Italic">t</Emphasis> </Subscript> in the parabolic equation

We study the inverse problem of the reconstruction of the coefficient ?(x, t) = ?⁰(x, t) + r(x) multiplying u_t in a nonstationary parabolic equation. Here ?⁰(x, t) ≥ ?⁰ > 0 is a given function, and r(x) ≥ 0 is an unknown function of the class L_∞(Ω). In addition to the initial and boundary conditions (the data of the direct problem), we pose the problem of nonlocal observation in the form ∫₀^Tu(x, t) dμ(t) = χ(x) with a known measure dμ(t) and a function χ(x). We separately consider the case dμ(t) = ω(t)dt of integral observation with a smooth function ω(t). We obtain sufficient conditions for the existence and uniqueness of the solution of the inverse problem, which have the form of ready-to-verify inequalities. We suggest an iterative procedure for finding the solution and prove its convergence. Examples of particular inverse problems for which the assumptions of our theorems hold are presented.     

Lower bounds for polynomials of many variables

A polynomial P(ξ) = P(ξ₁,..., ξ _n ) is said to be almost hypoelliptic if all its derivatives D ^ν P(ξ) can be estimated from above by P(ξ) (see [16]). By a theorem of Seidenberg-Tarski it follows that for each polynomial P(ξ) satisfying the condition P(ξ) > 0 for all ξ ∈ R ⁿ , there exist numbers σ > 0 and T ∈ R¹ such that P(ξ) ≥ σ(1 + |ξ|) ^T for all ξ ∈ R ⁿ . The greatest of numbers T satisfying this condition, denoted by ST(P), is called Seidenberg-Tarski number of polynomial P. It is known that if, in addition, P ∈ I _n , that is, |P(ξ)| → ∞ as |ξ| → ∞, then T = T(P) > 0. In this paper, for a class of almost hypoelliptic polynomials of n (≥ 2) variables we find a sufficient condition for ST(P) ≥ 1. Moreover, in the case n = 2, we prove that ST(P) ≥ 1 for any almost hypoelliptic polynomial P ∈ I₂.     

Extremes of Gaussian processes with a smooth random variance

Let ξ(t) be a standard stationary Gaussian process with covariance function r(t), and η(t), another smooth random process. We consider the probabilities of exceedances of ξ(t)η(t) above a high level u occurring in an interval [0,T] with T>0. We present asymptotically exact results for the probability of such events under certain smoothness conditions of this process ξ(t)η(t), which is called the random variance process. We derive also a large deviation result for a general class of conditional Gaussian processes X(t) given a random element Y.     

Parisian ruin over a finite-time horizon

For a risk process R_u(t) = u + ct- X(t), t≥0, where u≥0 is the initial capital, c 0 is the premium rate and X(t), t≥0 is an aggregate claim process, we investigate the probability of the Parisian ruin P_S(u, T_u) = P{inf (t∈[0,S]_(s∈[t,t+T_u])) sup R_u(s) 0}, S, T_u 0.For X being a general Gaussian process we derive approximations of P_S(u, T_u) as u →∞. As a by-product, we obtain the tail asymptotic behaviour of the infimum of a standard Brownian motion with drift over a finite-time interval.     

Existence of Semilinear Differential Equations with Nonlocal Initial Conditions

In this paper we give the existence of mild solutions for semilinear Cauchy problems u′（t） = Au（t） ＋f（t, u（t））, t ∈ I, a.e. with nonlocal initial condition u（O） = g（u） ＋uo when the map g loses compactness in Banach spaces.     

A Riemann-Hilbert Approach to the Chen-Lee-Liu Equation on the Half Line

In this paper, the Fokas unified method is used to analyze the initial-boundary value for the Chen- Lee-Liu equation

$i{\partial _t}u + {\partial_{xx}u - i |u{|^2}{\partial _x}u = 0}$

on the half line (?∞, 0] with decaying initial value. Assuming that the solution u(x, t) exists, we show that it can be represented in terms of the solution of a matrix Riemann-Hilbert problem formulated in the plane of the complex spectral parameter λ. The jump matrix has explicit (x, t) dependence and is given in terms of the spectral functions {a(λ), b(λ)} and {A(λ), B(λ)}, which are obtained from the initial data u₀(x) = u(x, 0) and the boundary data g₀(t) = u(0, t), g₁(t) = u_x(0, t), respectively. The spectral functions are not independent, but satisfy a so-called global relation.

     

An integro-local theorem applicable on the whole half-axis to the sums of random variables with regularly varying distributions

We obtain an integro-local limit theorem for the sum S(n) = ξ(1)+?+ξ(n) of independent identically distributed random variables with distribution whose right tail varies regularly; i.e., it has the form P(ξ≥t) = t ^?β L(t) with β > 2 and some slowly varying function L(t). The theorem describes the asymptotic behavior on the whole positive half-axis of the probabilities P(S(n) ∈ [x, x + Δ)) as x → ∞ for a fixed Δ > 0; i.e., in the domain where the normal approximation applies, in the domain where S(n) is approximated by the distribution of its maximum term, as well as at the “junction” of these two domains.     

Criterion for the Solvability of the Weighted Cauchy Problem for an Abstract Euler–Poisson–Darboux Equation

In a Banach space E, we consider the abstract Euler–Poisson–Darboux equation u″(t) + kt^?1u′(t) = Au(t) on the half-line. (Here k ∈ ? is a parameter, and A is a closed linear operator with dense domain on E.) We obtain a necessary and sufficient condition for the solvability of the Cauchy problem u(0) = 0, lim _t→0+t ^k u′(t) = u₁, k < 0, for this equation. The condition is stated in terms of an estimate for the norms of the fractional power of the resolvent of A and its derivatives. We introduce the operator Bessel function with negative index and study its properties.     

Blow-up of critical norms for the 3-D Navier-Stokes equations

Let u =(uh, u3) be a smooth solution of the 3-D Navier-Stokes equations in R3× [0, T). It was proved that if u3 ∈ L∞(0, T;˙B-1+3/p p,q(R3)) for 3 p, q ∞ and uh∈ L∞(0, T; BMO-1(R3)) with uh(T) ∈ VMO-1(R3), then u can be extended beyond T. This result generalizes the recent result proved by Gallagher et al.(2016), which requires u ∈ L∞(0, T;˙B-1+3/pp,q(R3)). Our proof is based on a new interior regularity criterion in terms of one velocity component, which is independent of interest.     

Analytic operator Lipschitz functions in the disk and a trace formula for functions of contractions

In this paper we prove that for an arbitrary pair {T ₁, T ₀} of contractions on Hilbert space with trace class difference, there exists a function ξ in L ¹(T) (called a spectral shift function for the pair {T ₁, T ₀}) such that the trace formula trace(f(T ₁) ? f(T ₀)) = ∫_T f′(ζ)ξ(ζ)dζ holds for an arbitrary operator Lipschitz function f analytic in the unit disk.     

Boundary displacement control at one end of a string in the presence of a nonlocal boundary condition of one of four types,and its optimization

In the present paper, we exhaustively solve the problem of boundary control by the displacement u(0, t) = µ(t) at the end x = 0 of the string in the presence of a model nonlocal boundary condition of one of four types relating the values of the displacement u(x, t) or its derivative u _x (x, t) at the boundary point x = l of the string to their values at some interior point \(\mathop x\limits^ \circ\).     

Fujita type conditions to heat equation with variable source

This paper studies heat equation with variable exponent u _t = Δu + u^p(x) + u ^q in ? ^N × (0, T), where p(x) is a nonnegative continuous, bounded function, 0 < p_? = inf p(x) ≤ p(x) ≤ sup p(x) = p₊. It is easy to understand for the problem that all nontrivial nonnegative solutions must be global if and only if max {p₊, q} ≤ 1. Based on the interaction between the two sources with fixed and variable exponents in the model, some Fujita type conditions are determined that that all nontrivial nonnegative solutions blow up in finite time if 0 < q ≤ 1 with p₊ > 1, or 1 < q < 1 + \(\frac{2}{N}\). In addition, if q > 1 + \(\frac{2}{N}\), then (i) all solutions blow up in finite time with 0 < p_? ≤ p₊ ≤ 1 + \(\frac{2}{N}\); (ii) there are both global and nonglobal solutions for p_? > 1 + \(\frac{2}{N}\); and (iii) there are functions p(x) such that all solutions blow up in finite time, and also functions p(x) such that the problem possesses global solutions when p_? < 1 + \(\frac{2}{N}\) < p₊.     

Factorization of the reaction-diffusion equation,the wave equation,and other equations

We investigate equations of the form D _t u = Δu + ξ? _u for an unknown function u(t, x), t ∈ ?, x ∈ X, where D _t u = a ₀(u, t) + Σ _k=1 ^r a _k (t, u)? _t ^k u, Δ is the Laplace-Beltrami operator on a Riemannian manifold X, and ξ is a smooth vector field on X. More exactly, we study morphisms from this equation within the category PDE of partial differential equations, which was introduced by the author earlier. We restrict ourselves to morphisms of a special form—the so-called geometric morphisms, which are given by maps of X to other smooth manifolds (of the same or smaller dimension). It is shown that a map f: X → Y defines a morphism from the equation D _t u = Δu + ξ? _u if and only if, for some vector field Ξ and a metric on Y, the equality (Δ + ξ?)f*v = f*(Δ + Ξ?)v holds for any smooth function v: Y → ?. In this case, the quotient equation is D _t v = Δv + Ξ?v for an unknown function v(t, y), y ∈ Y. It is also shown that, if a map f: X → Y is a locally trivial bundle, then f defines a morphism from the equation D _t u = Δu if and only if fibers of f are parallel and, for any path γ on Y, the expansion factor of a fiber translated along the horizontal lift γ to X depends on γ only.     

Existence and concentration behavior of sign-changing solutions for quasilinear Schrödinger equations

We consider the quasilinear Schrödinger equations of the form ?ε²Δu + V(x)u ? ε²Δ(u²)u = g(u), x∈ R^N, where ε > 0 is a small parameter, the nonlinearity g(u) ∈ C¹(R) is an odd function with subcritical growth and V(x) is a positive Hölder continuous function which is bounded from below, away from zero, and inf_ΛV(x) < inf?_ΛV(x) for some open bounded subset Λ of R^N. We prove that there is an ε₀ > 0 such that for all ε ∈ (0, ε₀], the above mentioned problem possesses a sign-changing solution uε which exhibits concentration profile around the local minimum point of V(x) as ε → 0⁺.     

Global Well-posedness of the Stochastic Generalized Kuramoto-Sivashinsky Equation with Multiplicative Noise

Global well-posedness of the initial-boundary value problem for the stochastic generalized Kuramoto- Sivashinsky equation in a bounded domain D with a multiplicative noise is studied. It is shown that under suitable sufficient conditions, for any initial data u₀ ∈ L₂(D × Ω), this problem has a unique global solution u in the space L₂(Ω, C([0, T], L₂(D))) for any T >0, and the solution map u₀ ? u is Lipschitz continuous.     

On a class of differential operators with constant coefficients

A linear differential operator P(D) = P(D ₁, …, D _n ) with constant coefficients is called almost hypoelliptic if all the derivatives D ^α P of the characteristic polynomial P(ξ ₁, …, ξ _n ) can be estimated by P. The paper proves that if P is an almost hypoelliptic operator and f is an infinitely differentiable function, square-summable with a definite exponential weight, then any square summable with the same weight solution u of the equation P(D)u = f is again an infinitely differentiable function and P(ξ) → ∞ as ξ → ∞.