Elliptic function of level 4

The article is devoted to the theory of elliptic functions of level n. An elliptic function of level n determines a Hirzebruch genus called an elliptic genus of level n. Elliptic functions of level n are also of interest because they are solutions of the Hirzebruch functional equations. The elliptic function of level 2 is the Jacobi elliptic sine function, which determines the famous Ochanine–Witten genus. It is the exponential of the universal formal group of the form F(u, v) = (u² ? v²)/(uB(v) ? vB(u)), B(0) = 1. The elliptic function of level 3 is the exponential of the universal formal group of the form F(u, v) = (u²A(v) ? v²A(u))/(uA(v)² ? vA(u)²), A(0) = 1, A″(0) = 0. In the present study we show that the elliptic function of level 4 is the exponential of the universal formal group of the form F(u, v) = (u²A(v) ? v²A(u))/(uB(v) ? vB(u)), where A(0) = B(0) = 1 and for B′(0) = A″(0) = 0, A′(0) = A₁, and B″(0) = 2B₂ the following relation holds: (2B(u) + 3A₁u)² = 4A(u)³ ? (3A₁² ? 8B₂)u²A(u)². To prove this result, we express the elliptic function of level 4 in terms of the Weierstrass elliptic functions.     

Meromorphic Solutions for a Class of Differential Equations and Their Applications

In this note, we study the admissible meromorphic solutions for algebraic differential equation fⁿf' + P_n?1(f) = R(z)e^α(z), where P_n?1(f) is a differential polynomial in f of degree ≤ n ? 1 with small function coefficients, R is a non-vanishing small function of f, and α is an entire function. We show that this equation does not possess any meromorphic solution f(z) satisfying N(r, f) = S(r, f) unless P_n?1(f) ≡ 0. Using this result, we generalize a well-known result by Hayman.     

A spectral method for nonlinear elliptic equations

Let Ω be an open, simply connected, and bounded region in \(\mathbb {R}^{d}\), d ≥ 2, and assume its boundary ?Ω is smooth and homeomorphic to \(\mathbb {S}^{d-1}\). Consider solving an elliptic partial differential equation L u = f(?, u) over Ω with zero Dirichlet boundary value. The function f is a nonlinear function of the solution u. The problem is converted to an equivalent elliptic problem over the open unit ball \(\mathbb {B}^{d}\) in \(\mathbb {R}^{d}\), say \(\widetilde {L}\widetilde {u} =\widetilde {f}(\cdot ,\widetilde {u})\). Then a spectral Galerkin method is used to create a convergent sequence of multivariate polynomials \(\widetilde {u} _{n}\) of degree ≤ n that is convergent to \(\widetilde {u}\). The transformation from Ω to \(\mathbb {B}^{d}\) requires a special analytical calculation for its implementation. With sufficiently smooth problem parameters, the method is shown to be rapidly convergent. For \(u\in C^{\infty } \left (\overline {\Omega }\right ) \) and assuming ?Ω is a C ^∞ boundary, the convergence of \(\left \Vert \widetilde {u} -\widetilde {u}_{n}\right \Vert _{H^{1}}\) to zero is faster than any power of 1/n. The error analysis uses a reformulation of the boundary value problem as an integral equation, and then it uses tools from nonlinear integral equations to analyze the numerical method. Numerical examples illustrate experimentally an exponential rate of convergence. A generalization to ?Δu + γ u = f(u) with a zero Neumann boundary condition is also presented.     

Continuous time random walks and the Cauchy problem for the heat equation

We deal with anomalous diffusions induced by continuous time random walks - CTRW in ?ⁿ. A particle moves in ?ⁿ in such a way that the probability density function u(·, t) of finding it in region Ω of ?ⁿ is given by ∫_Ωu(x, t)dx. The dynamics of the diffusion is provided by a space time probability density J(x, t) compactly supported in {t ≥ 0}. For t large enough, u satisfies the equation

$$u\left( {x,t} \right) = \left[ {\left( {J - \delta } \right)*u} \right]\left( {x,t} \right)$$

, where δ is the Dirac delta in space-time. We give a sense to a Cauchy type problem for a given initial density distribution f. We use Banach fixed point method to solve it and prove that under parabolic rescaling of J, the equation tends weakly to the heat equation and that for particular kernels J, the solutions tend to the corresponding temperatures when the scaling parameter approaches 0.

     

Rearranged series by Haar system

For the orthonormal Haar system {X _n} the paper proves that for each 0 < ? < 1 there exist a measurable set E ? [0, 1] with measure | E | > 1 ? ? and a series of the form Σ _n=1 ^∞ a _n X _n with a _i ↘ 0, such that for every function f ∈ L ¹(0, 1) one can find a function \(\tilde f\) ∈ L ¹(0, 1) coinciding with f on E, and a series of the form

$\sum\limits_{i = 1}^\infty {\delta _i a_i \chi _i } where \delta _i = 0 or 1$

, that would converge to \(\tilde f\) in L ¹(0, 1).

     

A pure smoothness condition for radó’s theorem for α-analytic functions

Let \(\Omega \subset {{\Bbb C}^n}\) be a bounded, simply connected ?-convex domain. Let α ∈ ?₊ⁿ and let f be a function on Ω which is separately \({C^{2{\alpha _j} - 1}}\)-smooth with respect to z_j (by which we mean jointly \({C^{2{\alpha _j} - 1}}\)-smooth with respect to Rez_j, Imz_j). If f is α-analytic on Ω\f^?1(0), then f is α-analytic on Ω. The result is well-known for the case α_i = 1, 1 ? i ? n, even when f a priori is only known to be continuous.     

Homoclinic solutions for a class of second order discrete Hamiltonian systems

Consider the second order discrete Hamiltonian systems Δ2u(n-1)-L(n)u(n) + ▽W (n, u(n)) = f(n),where n ∈ Z, u ∈ RN and W : Z × RN → R and f : Z → RN are not necessarily periodic in n. Under some comparatively general assumptions on L, W and f , we establish results on the existence of homoclinic orbits. The obtained results successfully generalize those for the scalar case.     

Equiconvergence of expansions in multiple Fourier series and in fourier integrals with “lacunary sequences of partial sums”

We investigate the equiconvergence on T^N = [?π, π)^N of expansions in multiple trigonometric Fourier series and in the Fourier integrals of functions f ∈ L_p(T^N) and g ∈ L_p(R^N), p > 1, N ≥ 3, g(x) = f(x) on T^N, in the case where the “partial sums” of these expansions, i.e., S_n(x; f) and J_α(x; g), respectively, have “numbers” n ∈ Z^N and α ∈ R^N (n_j = [α_j], j = 1,..., N, [t] is the integral part of t ∈ R¹) containing N ? 1 components which are elements of “lacunary sequences.”     

On criteria of estimation of the errors of cubature formulas

The paper considers cubature formulas for calculating integrals of functions f(X), X = (x ₁, …, x _n ) which are defined on the n-dimensional unit hypercube K ⁿ = [0, 1] ⁿ and have integrable mixed derivatives of the kind \(\partial _{\begin{array}{*{20}c} {\alpha _1 \alpha _n } \\ {x_1 , \ldots , x_n } \\ \end{array} } f(X)\), 0 ≤ α _j ≤ 2. We estimate the errors R[f] = \(\smallint _{K^n } \) f(X)dX ? Σ _{k = 1} ^N c _k f(X(k)) of cubature formulas (c _k > 0) as functions of the weights c _k of nodes X(k) and properties of integrable functions. The error is estimated in terms of the integrals of the derivatives of f over r-dimensional faces (r≤n) of the hypercube K ⁿ : |R(f)| ≤ \(\sum _{\alpha _j } \) G(α _j )\(\int_{K^r } {\left| {\partial _{\begin{array}{*{20}c} {\alpha _1 \alpha _n } \\ {x_1 , \ldots , x_n } \\ \end{array} } f(X)} \right|} \) dX _r , where coefficients G(α _j ) are criteria which depend only on parameters c _k and X(k). We present an algorithm to calculate these criteria in the two- and n-dimensional cases. Examples are given. A particular case of the criteria is the discrepancy, and the algorithm proposed is a generalization of those used to compute the discrepancy. The results obtained can be used for optimization of cubature formulas as functions of c _k and X(k).     

Remarks on the stochastic integral

In Karandikar-Rao [11], the quadratic variation [M, M] of a (local) martingale was obtained directly using only Doob’s maximal inequality and it was remarked that the stochastic integral can be defined using [M, M], avoiding using the predictable quadratic variation 〈M, M〉 (of a locally square integrable martingale) as is usually done. This is accomplished here- starting with the result proved in [11], we construct ∫ f dX where X is a semimartingale and f is predictable and prove dominated convergence theorem (DCT) for the stochastic integral. Indeed, we characterize the class of integrands f for this integral as the class L(X) of predictable processes f such that |f| serves as the dominating function in the DCT for the stochastic integral. This observation seems to be new.We then discuss the vector stochastic integral ∫ 〈f, dY〉 where f is ? ^d valued predictable process, Y is ? ^d valued semimartingale. This was defined by Jacod [6] starting from vector valued simple functions. Memin [13] proved that for (local) martingales M¹, … M ^d : If N ⁿ are martingales such that N _t ⁿ → N _t for every t and if ?f ⁿ such that N _t ⁿ = ∫ 〈f ⁿ , dM〉, then ?f such that N = ∫ 〈f, dM〉.Taking a cue from our characterization of L(X), we define the vector integral in terms of the scalar integral and then give a direct proof of the result due to Memin stated above.This completeness result is an important step in the proof of the Jacod-Yor [4] result on martingale representation property and uniqueness of equivalent martingale measure. This result is also known as the second fundamental theorem of asset pricing.     

Elliptic equations with absorption in a half-space

We give a necessary and sufficient condition, in the spirit of the classical works by Keller and Osserman, for the elliptic equation Δu = f (u) to have a solution in a half-space of R^N. The function f is supposed to be nondecreasing and nonnegative, and we are interested in solutions whose range is where f > 0. The possibility of obtaining such a necessary and sufficient condition has been an open question for a long time.     

Solvability of vector integro-differential equations of convolution type on the semiaxis

The paper deals with vector integro-differential equation of convolution type that have the form

$ - \frac{{d^2 f_i }}{{dx^2 }} + a_i f_i (x) = g_i (x) + \sum\limits_{j = 1}^N {\int\limits_0^\infty {K_{ij} (x - t)f_j (t)dt, } i = 1,2, \ldots ,N,} $

where \(\vec f\) = (f ₁, f ₂, ..., f _N ) ^T is the unknown vector-function, a _i are nonnegative numbers, \(\vec g\) = (g ₁, g ₂, ..., g _N ) ^T ? L ₁ ^×N (0,+∞) ≡ L ₁ (0,+∞) × ... × L (0,+∞) is the independent term of the equation with nonnegative components and 0 ≤ K _ij ? L ₁ (?∞,+∞), i, j = 1, 2, …,N are the kernel-functions. These equations have significant applications in the wave non-local interaction theory. Using some special factorization methods, solvability of the system is proved in different functional spaces.

     

When a smooth self-map of a semi-simple Lie group can realize the least number of periodic points

There are two algebraic lower bounds of the number of n-periodic points of a self-map f : M → M of a compact smooth manifold of dimension at least 3: NF_n(f) = min{#Fix(g~n); g ～ f; g continuous} and NJD_n(f) = min{#Fix(g~n); g ～ f; g smooth}. In general, NJD_n(f) may be much greater than NF_n(f). We show that for a self-map of a semi-simple Lie group, inducing the identity fundamental group homomorphism,the equality NF_n(f) = NJD_n(f) holds for all n ? all eigenvalues of a quotient cohomology homomorphism induced by f have moduli 1.     

Removable singularities of solutions of semi-elliptic equations

Let P(D) be a quasihomogeneous semi-elliptic linear differential operator with constant coefficients in ? ⁿ . We prove a metric criterion for the removability of singular sets of solutions of the equation P(D)f = 0 in function classes defined by solutions of this equation with the use of local approximations in mean.     

On the Bessel Heat Equation Related to the Bessel Diamond Operator

In this article, we study the equation

$\frac{\partial }{\partial t}u(x,t)=c^{2}\Diamond _{B}^{k}u(x,t)$

with the initial condition u(x,0)=f(x) for x∈? _n ⁺ . The operator ? _B ^k is named to be Bessel diamond operator iterated k-times and is defined by

$\Diamond _{B}^{k}=\bigl[(B_{x_{1}}+B_{x_{2}}+\cdots +B_{x_{p}})^{2}-(B_{x_{p+1}}+\cdots +B_{x_{p+q}})^{2}\bigr]^{k},$

where k is a positive integer, p+q=n, \(B_{x_{i}}=\frac{\partial ^{2}}{\partial x_{i}^{2}}+\frac{2v_{i}}{x_{i}}\frac{\partial }{\partial x_{i}},\) 2v _i =2α _i +1,\(\;\alpha _{i}>-\frac{1}{2}\), x _i >0, i=1,2,…,n, and n is the dimension of the ? _n ⁺ , u(x,t) is an unknown function of the form (x,t)=(x ₁,…,x _n ,t)∈? _n ⁺ ×(0,∞), f(x) is a given generalized function and c is a positive constant (see Levitan, Usp. Mat. 6(2(42)):102–143, 1951; Y?ld?r?m, Ph.D. Thesis, 1995; Y?ld?r?m and Sar?kaya, J. Inst. Math. Comput. Sci. 14(3):217–224, 2001; Y?ld?r?m, et al., Proc. Indian Acad. Sci. (Math. Sci.) 114(4):375–387, 2004; Sar?kaya, Ph.D. Thesis, 2007; Sar?kaya and Y?ld?r?m, Nonlinear Anal. 68:430–442, 2008, and Appl. Math. Comput. 189:910–917, 2007). We obtain the solution of such equation, which is related to the spectrum and the kernel, which is so called Bessel diamond heat kernel. Moreover, such Bessel diamond heat kernel has interesting properties and also related to the kernel of an extension of the heat equation.

     

On the Monge–Ampère equation with boundary blow-up: existence,uniqueness and asymptotics

We consider the Monge–Ampère equation det D ² u = b(x)f(u) > 0 in Ω, subject to the singular boundary condition u = ∞ on ?Ω. We assume that \(b\in C^\infty(\overline{\Omega})\) is positive in Ω and non-negative on ?Ω. Under suitable conditions on f, we establish the existence of positive strictly convex solutions if Ω is a smooth strictly convex, bounded domain in \({\mathbb R}^N\) with N ≥ 2. We give asymptotic estimates of the behaviour of such solutions near ?Ω and a uniqueness result when the variation of f at ∞ is regular of index q greater than N (that is, \(\lim_{u\to \infty} f(\lambda u)/f(u)=\lambda^q\) , for every λ > 0). Using regular variation theory, we treat both cases: b > 0 on ?Ω and \(b\equiv 0\) on ?Ω.     

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.     

Modified boundary element method for problems on oscillations of flat membranes

In the space L ² of real-valued measurable 2π-periodic functions that are square summable on the period [0, 2π], the Jackson-Stechkin inequality

$$E_n (f) \leqslant \mathcal{K}_n (\delta ,\omega )\omega (\delta ,f), f \in L^2 $$

, is considered, where E _n (f) is the value of the best approximation of the function f by trigonometric polynomials of order at most n and ω(δ, f) is the modulus of continuity of the function f in L ² of order 1 or 2. The value

$$\mathcal{K}_n (\delta ,\omega ) = \sup \left\{ {\frac{{E_n (f)}}{{\omega (\delta ,f)}}:f \in L^2 } \right\}$$

is found at the points δ = 2π/m (where m ∈ ?) for m ≥ 3n ² + 2 and ω = ω ₁ as well as for m ≥ 11n ⁴/3 ? 1 and ω = ω ₂.

     

Order of magnitude of multiple Fourier coefficients of functions of bounded <Emphasis Type="Italic">p</Emphasis>-variation

For a Lebesgue integrable complex-valued function f defined over the n-dimensional torus \(\mathbb{T}^n \):= [0, 2π) ⁿ , let \(\hat f\)(k) denote the Fourier coefficient of f, where k = (k ₁, … k _n ) ∈ ? ⁿ . In this paper, defining the notion of bounded p-variation (p ≧ 1) for a function from [0, 2π] ⁿ to ? in two diffierent ways, the order of magnitude of Fourier coefficients of such functions is studied. As far as the order of magnitude is concerned, our results with p = 1 give the results of Móricz [5] and Fülöp and Móricz [3].     

Sieve Functions in Arithmetic Bands,II

An arithmetic function f is called a sieve function of range Q if its Eratosthenes transform g = f * μ is supported in [1,Q] ∩ N, where g(q) ? _ε q ^ε (?ε > 0). We continue our study of the distribution of f(n) over short arithmetic bands, n ≡ ar + b (mod q), with n ∈ (N,2N] ∩ N, 1 ≤ a ≤ H = o(N) and r,b ∈ Z such that g:c:d:(r,q) = 1. In particular, the optimality of some results is discussed.