Multiple wiener integrals and nonlinear functionals of a nuclear space valued Wiener process

In this work we develop techniques for the study of nonlinear functionals of a -valued Wiener processW _t, where is the dual of a countably Hilbert nuclear space. We construct stochastic integrals and multiple Wiener integrals of operator-valued processes with respect toW _t. The Wiener decomposition of the space of -valued nonlinear functionals ofW _t is established. We also obtain multiple stochastic integral expansions and representations of -valued nonlinear functionals ofW _t as operator-valued stochastic integrals of Itô type.This research was partially supported by CONACYT grants 22537 and PCEXCNA-040651, and Air Force Office of Scientific Research No. F49620 85 C 0144.Presently at CIMAT, A.P. 402 Guanajuato 36000, GTO, México.     

Logarithms and imaginary powers of closed linear operators

The imaginary powersA ^it of a closed linear operatorA, with inverse, in a Banach spaceX are considered as aC ₀-group {exp(itlogA);t R} of bounded linear operators onX, with generatori logA. Here logA is defined as the closure of log(1+A) – log(1+A ^–1). LetA be a linearm-sectorial operator of typeS(tan ), 0(/2), in a Hilbert spaceX. That is, |Im(Au, u)| (tan )Re(Au, u) foru D(A). Then ±ilog(1+A) ism-accretive inX andilog(1+A) is the generator of aC ₀-group {(1+A) ^it ;t R} of bounded imaginary powers, satisfying the estimate (1+A) ^it exp(|t|),t R. In particular, ifA is invertible, then ±ilogA ism-accretive inX, where logA is exactly given by logA=log(1+A)–log(1+A ^–1), and {A ^it;t R} forms aC ₀-group onX, with the estimate A ^it exp(|t|),t R. This yields a slight improvement of the Heinz-Kato inequality.     

Bijectivity of -endomorphisms of ℬ(H) and the unilateral shift

LetH be a separable infinite-dimensional complex Hilbert space. We prove that if : (H)(H) is a^*-preserving ring homomorphism whose range contains a rank-one operator and an operator with dense range, then is an isometric linear or conjugate-linear algebra automorphism of (H). In particular, if the unilateral shift is contained in the range of a^*-endomorphism of (H), then is bijective.Research partially supported by the Hungarian National Research Science Foundation, Operating Grant Number OTKA 1652 and K&H Bank Ltd., Universitas Foundation.     

Computing the Hilbert transform of a Jacobi weight function

We discuss the evaluation of the Hilbert transformf _–1 ¹ (t-)^–1 w(, )(t)dt,–1<<1, of the Jacobi weight functionw(, )(t)=(1–t))(1+t) by analytic and numerical means and also comment on the recursive computation of the quantitiesf _–1 ¹ )(t–)^–1 _n (t;w ^{(, ))} w ^{(, )}(t)dt,n=0, 1, 2, ..., where _n (·;w ^{(, )}) is the Jacobi polynomial of degreen.The work of the first author was supported in part by the National Science Foundation under grant DCR-8320561. The work of the second author was supported by the National Science Foundation under grant DMS-8419086.     

Fully discrete Galerkin approximations of parabolic boundary-value problems with nonsmooth boundary data

Summary In this paper we study the convergence properties of a fully discrete Galerkin approximation with a backwark Euler time discretization scheme. An approach based on semigroup theory is used to deal with the nonsmooth Dirichlet boundary data which cannot be handled by standard techniques. This approach gives rise to optimal rates of convergence inL _p[O,T;L ₂()] norms for boundary conditions inL _p[O,T;L ₂()], 1p.     

Consistency of a λ-theory withn-tuples and easy term

We give here a model-theoretical solution to the problem, raised by J.L: Krivine, of the consistency of +U(G)+=t, wheret is an arbitrary -term,G an arbitrary finite group of order, sayn, andU(G) the theory which expresses the existence of a surjectiven-tuple notion, such that each element ofG behaves simultaneously as a permutation of the components of then-tuple and as an automorphism of the model. This provides in particular a semantic proof of the -easiness of the -term .     

Multi-Faithful Spanning Trees of Infinite Graphs

For an end and a tree T of a graph G we denote respectively by m() and m _T () the maximum numbers of pairwise disjoint rays of G and T belonging to , and we define tm() := min{m _T(): T is a spanning tree of G}. In this paper we give partial answers — affirmative and negative ones — to the general problem of determining if, for a function f mapping every end of G to a cardinal f() such that tm() f() m(), there exists a spanning tree T of G such that m _T () = f() for every end of G.     

Brownian charges around loops

Summary Let (X _t ⁿ ) be a Poisson sequence of independent Brownian motions in ^d ,d3; Let be a compact oriented submanifold of d, of dimensiond–2 and volume ; let t be the sum of the windings of (X _s ⁿ , 0st) around ; then t/t converges in law towards a Cauchy variable of parameter /2. A similar result is valid when the winding is replaced by the integral of a harmonic 1-form in ^d .     

Description of Hyperinvariant Subspaces of a Contraction in Terms of Its Characteristic Function

If T is a completely nonunitary contraction on a Hilbert space and L is its invariant subspace corresponding to a regular factorization of its characteristic function = , then L is hyperinvariant if and only if the following two conditions are fulfilled: (1) supp _* supp is of Lebesgue measure zero; (2) for every pair A H (E E) and A _* H (E _* E _*) intertwining by , i.e., such that A =A _*, there exists a function A _F H (F F) intertwining with A by and with A _* by , i.e., such that A = A _F and A _F = A _*. Bibliography: 4 titles.     

Mouvement moyen et système dynamique gaussien

Summary In the situation of the classical mean motion, we haven planets moving in the plane, planetk+1 being a satellite of planetk. A classcal result then states that planetn has a mean motion,i.e. its mean angular speed between time 0 and timet has a limit whent. We show in this article that any real gaussian dynamical system can be interpreted as the limit of this situation, whenn. From a given nonatomic probability measure on [0,], we construct a transformationT of the complex brownian path (B _u)_0u1 which preserves Wiener measure.T is defined as the limit of a sequenceT _n, whereT _n acts as the motion of 2ⁿ planets. In this way we get a real gaussian dynamical system, whose spectral measure is the symetric probability on [-,] obtained from . The transformationT can be inserted in a flow (T ^t) _t, and the orbitstZ _t=B ₁T ^t still have almost surely a mean motion, which is the mean of .     

A new interpolation procedure for adapting Runge-Kutta methods to delay differential equations

This paper deals with adapting Runge-Kutta methods to differential equations with a lagging argument. A new interpolation procedure is introduced which leads to numerical processes that satisfy an important asymptotic stability condition related to the class of testproblemsU(t)=U(t)+U(t–) with , C, Re()<–||, and >0. Ifc _i denotes theith abscissa of a given Runge-Kutta method, then in thenth stept _n–1t _n :=t _n–1+h of the numerical process our interpolation procedure computes an approximation toU(t _n–1+c _i h–) from approximations that have already been generated by the process at pointst _j–1+c _i h(j=1,2,3,...). For two of these new processes and a standard process we shall consider the convergence behaviour in an actual application to a given, stiff problem.     

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.

     

Superstable implicit Runge-Kutta methods for second order initial value problems

Using the well known properties of thes-stage implicit Runge-Kutta methods for first order differential equations, single step methods of arbitrary order can be obtained for the direct integration of the general second order initial value problemsy=f(x, y, y),y(x _o)=y _o,y(x _o)=y _o. These methods when applied to the test equationy+2y+ ² y=0, ,0, +>0, are superstable with the exception of a finite number of isolated values ofh. These methods can be successfully used for solving singular perturbation problems for which f/y and/or f/y are negative and large. Numerical results demonstrate the efficiency of these methods.     

Spaces betweenX and its Freudenthal compactification

Let X indicate the Freudenthal compactification of a rimcompact, completely regular Hausdorff spaceX. In this paper the spacesY which satisfyXYX are characterized. From this a characterization of whenX lies between its locally compact partL(X) and (L(X)) follows. Such spaces necessarily possess a compactification X for whichCl _X (X–X) is 0-dimensional. Conditions, including those internal toX, are provided which are necessary and sufficient for this property to hold.This research was partially supported by a grant from Moorhead State University.     

Quadratic spline interpolation on uniform meshes

The interpolation problem at uniform mesh points of a quadratic splines(x _i)=f _i,i=0, 1,...,N ands(x ₀)=f₀ is considered. It is known that s–f=O(h ³) and s–f=O(h ²), whereh is the step size, and that these orders cannot be improved. Contrary to recently published results we prove that superconvergence cannot occur for any particular point independent off other than mesh points wheres=f by assumption. Best error bounds for some compound formulae approximatingf _i andf _i ⁽³⁾ are also derived.     

A Distortion Theorem for Univalent Gap Series

We prove a distortion theorem for conformal mappings of the unit disk for which log f is representable as the Hadamard gap series. This theorem implies in particular that such conformal mapping is almost bounded, i.e., for every >0, there is a positive constant C such that |f,(z)|C (1–|z|) ^–.     

Functional Approach of Large Deviations in General Spaces

Let X be a topological space, ( ) a net of Borel probability measures on X, and (t) a net in ]0,[ converging to 0. Let be a set of continuous functions such that for all x X that can be suitably distinguished by some continuous functions from any closed set not containing contains such a distinguishing function. Assuming that exists for all , we give a sufficient condition in order that ( ₎ satisfies a large deviation principle with powers (t₎ and not necessary tight rate function. When X is completely regular (not necessary Hausdorff), this condition is also necessary, and so strictly weaker than exponential tightness; this allows us to strengthen Brycs theorem in various ways. We give the general form of a rate function in terms of . A Prohorov-type theorem with a weaker notion than exponential tightness is obtained, which improves known results.     

Topological classification of linear endomorphisms

Letf=f ₊f _–f f ₀ be a linear direct sum decomposition of a real endomorphismf End ⁿ , where the components correspond respectively to absolute values of eigenvalues ||: 0<||<1(f ₊); ||>1(f _–); ||=0(f ); and ||=1(f ₀). We conjecture that a complete set of invariants with respect to topological equivalence consists of the dimensions and orientations off ₊ and off _–, together with the linear isomorphy classes off andf ₀. We prove that this is true in case ⁿ contains nof-periodic points of periods 5 or 7. The conjecture is also true in case it is true for all periodic rotations. In §9 we make some comments on this unsolved case. The main interest of the paper is in §6 and 7.Research supported by the National Science Foundation (Contract number 144-B 695), the Wisconsin Alumni Research Foundation (project number 120432), and l'Institut des Hautes Etudes Scientifiques.     

Numerical application of Euler's series transformation and its generalizations

Summary A nonlinear generalizationÊ _z of Euler's series transformation is compared with the (linear) Euler-Knopp transformationE _z and a twoparametric methodE . It is shown how to applyE orE _, to compute the valuef(z_o) of a functionf from the power series at 0 iff is holomorphic in a half plane or in the cut plane. BothE andE _, are superior toÊ _z . A compact recursive algorithm is given for computingE andE _,.     

On monotone extensions of boundary data

Summary A functionf C (), is called monotone on if for anyx, y the relation x – y ₊ ^s impliesf(x)f(y). Given a domain with a continuous boundary and given any monotone functionf on we are concerned with the existence and regularity ofmonotone extensions i.e., of functionsF which are monotone on all of and agree withf on . In particular, we show that there is no linear mapping that is capable of producing a monotone extension to arbitrarily given monotone boundary data. Three nonlinear methods for constructing monotone extensions are then presented. Two of these constructions, however, have the common drawback that regardless of how smooth the boundary data may be, the resulting extensions will, in general, only be Lipschitz continuous. This leads us to consider a third and more involved monotonicity preserving extension scheme to prove that, when is the unit square [0, 1]² in ², strictly monotone analytic boundary data admit a monotone analytic extension.Research supported by NSF Grant 8922154Research supported by DARPA: AFOSR #90-0323