On the Construction of Cosine Operator Functions and Semigroups on Function Spaces with Generator a(x)(d2dx2)+b(x)(d/dx)+c(x); Theory

In this paper we develop a method to solve exactly partial differential equations of the type ( ⁿ /t ⁿ )f(x,t)=(a(x)( ⁿ /x ⁿ )+b(x) (/x+c(x))f(x,t); n=1,2, with several boundary conditions, where f·,t) lies in a function space. The most powerful tool here is the theory of cosine operator functions and their connection to (holomorphic) semigroups. The method is that generally we are able to unify and generalize many theorems concerning problems in the theories of holomorphic semigroups, cosine operator functions, and approximation theory, especially these dealing with approximation by projections. These applications will be found in [14].     

The upper and lower second order directional derivatives of a sup-type function

The purpose of this paper is to give a formula for expressing the second order directional derivatives of the sup-type functionS(x) = sup{f(x, t); t T} in terms of the first and second derivatives off(x, t), whereT is a compact set in a metric space and we assume thatf, f/x and ² f/x ² are continuous on ⁿ × T. We will give a geometrical meaning of the formula. We will moreover give a sufficient condition forS(x) to be directionally twice differentiable.     

Smoothability of the Conformal Boundary of a Lorentz Surface Implies 'Global Smoothability'

In 1985, Kulkarni defined the conformal boundary of a simply connected and time-oriented Lorentzian surface . He also introduced a notion of 'smoothability' of this boundary, depending only on local properties of . In this paper we show that smoothability of is in fact a global property of . In doing so, we classify Lorentzian surfaces with smoothable boundaries up to conformal homeomorphism. To be specific, suppose that the Minkowski plane E ² ₁ is the x,y-plane with metric dxdy. Our main theorem states that if is smoothable then is conformally homeomorphic to the interior U of a Jordan curve in E ² ₁ that is locally the graph of a continuous function over either the x-axis or the y-axis at each point of U.     

Die Singularitätenfunktionen der gespannten Platte und der Kreiszylinderschale

Zusammenfassung Es wird eine Darstellung einer Fundamentallösung des OperatorsP()=Q()²–(c₁)^2m durch Fundamentallösungen der OperatorenQ()±(c₁) ^m angegeben. Als Anwendung berechnen wir die Singularitätenfunktionen der gespannten Platte und der Kreiszylinderschale.

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Summary A method is given, which allows to derive a fundamental solution of the operatorP()=Q()²–(c₁)^2m from some fundamental solutions of the operatorsQ()±(c₁) ^m . As an application we easily obtain the singular solutions of the unidirectionally stretched plate and of the circular cylindrical shell.

     

The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations

Summary The Skorohod oblique reflection problem for (D, , w) (D a general domain in ^d , (x),xD, a convex cone of directions of reflection,w a function inD(⁺, ^d )) is considered. It is first proved, under a condition on (D, ), corresponding to (x) not being simultaneously too large and too much skewed with respect to D, that given a sequence {w ⁿ} of functions converging in the Skorohod topology tow, any sequence {(x ⁿ, ⁿ)} of solutions to the Skorohod problem for (D, , w ⁿ) is relatively compact and any of its limit points is a solution to the Skorohod problem for (D, , w). Next it is shown that if (D, ) satisfies the uniform exterior sphere condition and another requirement, then solutions to the Skorohod problem for (D, , w) exist for everywD(⁺, ^d ) with small enough jump size. The requirement is met in the case when D is piecewiseC _b ¹ , is generated by continuous vector fields on the faces ofD and (x) makes and angle (in a suitable sense) of less than /2 with the cone of inward normals atD, for everyxD. Existence of obliquely reflecting Brownian motion and of weak solutions to stochastic differential equations with oblique reflection boundary conditions is derived.     

Isoperimetric inequalities in a boundary value problem on a Riemannian manifold

In this paper the problem u+1=0 in ,u=0 on is considered. Here is a finite domain on a Riemannian manifold and the associated Laplace-Beltrami operator. By means of maximum principles isoperimetric bounds for the maximum ofu and the maximum of the absolute value of the gradient ofu, as well as some related bounds are derived.

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Zusammenfassung Diese Arbeit behandelt das Problem u+1=0 in ,u=0 auf , wobei ein Gebiet auf einer zweidimensionalen Riemann'schen Mannigfaltigkeit ist, und der zugehörige Laplace-Beltrami Operator. Es werden isoperimetrische Schranken für das Maximum vonu und |u| aus gewissen Maximumsprinzipien hergeleitet, sowie einige verwandte Resultate.

     

Existence theorems for nonlinear evolution inclusions

Summary In this paper we obtain an existence theorem for the abstract Cauchy problem for multivalued differential equations of the form u–^– f(u)+G(u), u(O)=x₀, where ^– f is the Fréchet subdifferential of a functionf defined on an open subset of a real separable Hilbert space H, taking its values in R {+} and G is a multifunction from C([0, T], ) into the nonempty subsets of L²([0, T], H). As an application we obtain an existence theorem for the multivalued perturbed problem x–^– f(x)+F(t, x), x(0)=x₀, where F:[0, T]×(H) is a multifunction satisfying some regularity assumptions.     

Perturbation of the poles of the scattering matrix under variation of the boundary condition

The behavior of the poles z_n(), n=1,2,... of the scattering matrix of the operatorl u=–u(x), x , (u/n)+(x)u|=0 as 0 is considered. It is proved that |z_n()–z_n|=0(^(1/2)qn), where q_n is the order of the pole of the scattering matrix for the operator ₀u=–u, u/=0.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 117, pp. 183–191, 1981.     

Analogues of hadwiger's theorem in space ℝ n —Sufficient conditions for a convex domain to enclose another

We estimate the kinematic measure of one convex domain moving to another under the groupG of rigid motions in ⁿ . We first estimate the kinematic formula for the total scalar curvature D ₀gD ₁ Rdv of then–2 dimensional intersection submanifold D ₀gD ₁. Then we use Chern and Yen's kinematic fundamental formula and our integral inequality to obtain a sufficient condition for one convex domain to contain another in ⁿ (4). Forn=4, we directly obtain another sufficient condition in ⁴.     

Contraction of Exterior Powers in Characteristic 2 and the Spin Module

Let K be a field of characteristic 2 and letV be a vector space of dimension 2m over K. Let f be a non-degenerate alternating bilinear form defined on V × V. The symplectic group Sp(2m, K) acts on the exterior powers ^k V for 0 k. 2m There is a contraction map defined on the exterior algebra , which commutes with the Sp(2m, K) action and satisfies ² = 0 and ( ^k V) ^k–1 V We prove that ( ^k V)= ker ^k–1 V except when k=m+2. In the exceptional case, ( ^m+2 V) has codimension 2^m in ker ^m V and we show that the quotient module ker ^m V/ ^m+2 V is a spin module for Sp(2m,K). When K is algebraically closed, we show that this spin module occurs with multiplicity 1 in ^m V and multiplicity 0 in all other components of V.     

Intrinsic ultracontractivity of Dirichlet Laplacians in non-smooth domains

We give a general criterion for the intrinsic ultracontractivity of Dirichlet Laplacians – _D on domainsD ofR ^d d 3, based on the Lieb's formula. It applies to various classes of domains (e.g. John, Hölder andL ^p-averaging domains) and gives new conditions for intrinsic ultracontractivity in terms of the Minkowski dimension of the boundary D. In particular, isotropic self-similar fractals and domains satisfying a c-covering condition are considered.     

Combined free and forced laminar convection in internally finned square ducts

Analysis is presented for the heat transfer performance of square ducts with internal fins from each wall in the case of combined free and forced convection by fully developed laminar flow. Numerical results are obtained for the Nusselt number and the pressure drop parameter for various values of finlengths and heat source parameter. For various values of Rayleigh numbers, the Nusselt number increases with the increase in finlength and decreases with the increase in heat source parameter.

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Zusammenfassung Es wird eine Analyse für den Wärmeaustausch von quadratischen Rohren mit inneren Rippen an jeder Wand im Falle einer Kombination von freier und erzwungener Konvektion bei voll entwickelter laminarer Strömung gegeben. Numerische Resultate für die Nusselt-Zahl und den Druckabfall-Koeffizienten für verschiedene Rippenbreiten und Parameter der Wärmequelle werden erhalten. Für einige Werte der Rayleighzahl wächst die Nusselt-Zahl mit der Rippenbreite und fällt mit wachsendem Parameter der Wärmequelle.

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Nomenclature A cross sectional area of the duct - B _2k Bernoulli numbers - c _p specific heat at constant pressure - D _h hydraulic diameter of finless duct - E _n complex constants (20) - F heat source parameter,Q/c _p - F _n () defined by Equation (14) - G(, , , ) Green's function (15, 16) - g gravitational acceleration - H() Heaviside function - h() defined by Equation (22) - i imaginary unit,i ²=–1 - ImW imaginary part ofW - K(,t) kernel of the integral equation, defined by (25) - k thermal conductivity - L pressure drop parameter, –D _h ² (p/x+ _w )/ - l fin length of each fin, Figure (1) - N _u Nusselt number, Equation (32) - p pressure - Q heat generation rate - R() defined by Equation (26) - R _A Rayleigh number, _w gc _p D _h ⁴ /k - ReW real part ofW - T dimensionless temperature, (t–t _w )/(c _p D _h ² /k) - T _mx dimensionless mixed mean temperature, Equation (33) - t fluid temperature - t ₀ reference temperature atx=0 - u local axial velocity - mean axial velocity - V u/ - W complex function defined by Equation (6) - w suffix denoting wall conditions - W ₀ defined by Equation (9) - W ₁ W–W ₀, Equation (18) - x axial coordinate along the length of the duct - y, z cross-sectional coordinates - constant temperature gradient, t/x - coefficient of thermal expansion of the fluid - fluid density - _n - dynamic viscosity - () Dirac delta function - ² Laplacian operator, ²/y ²/²/z ² - , y/D _h ,z/D _h      

On strong solutions of Poisson's equation in Beppo Levi spaces

LetG sun (n 2) be an unbounded open set having a compact complement and a smooth boundary G of classC ². InG we consider the equations — u=f,u¦G= and prove the existence of a solutionu L ^2,q(G) providedf L ^q(G) and W ^{2 —1/q-q}(G) (1 <q < ). HereL ^2,q(G) is the space of all functionsu L _Ioc ^q (G) having all second order distributional derivatives inL ^q(G). Concerning the uniqueness of this solution we show that the corresponding nullspace has dimensionn + 1 (n 2).

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Zusammenfassung SciG ⁿ (n 2) eine unbeschränkte offene Menge mit kompaktem Komplement und mit glattem Rand G der KlasseC ². InG betrachten wir das Randwertproblem — u=f,u¦g= und beweisen die Existenz einer Lösungu L ^2,q(G) für beliebigef L ^q(G) und Randwerte W ^2-1/q,q(G) (1 <q < ). Dabei istL ^2,q(G) der Raum aller Funktionenu L _Ioc ^q (G), die Distributionsableitungen zweiter Ordnung inL ^q (G) besitzen. Bezüglich der Eindeutigkeit solcher Lösungen zeigen wir, daß der entsprechende Nullraum die Dimensionn + 1 (n 2) besitzt.

     

The asymptotic interrelation of the Cauchy problem solutions corresponding to parabolic and telegraph type equations

Mass and heat transport processes modelled by parabolic and telegraph type equations are discussed. In order to do this the fundamental solution of the Cauchy ProblemE(x, t) for the telegraph equation (²²/t ² + 2m /t–c ²)E(x, t)=0 (xR ⁿ ,m andc are positive constants, is assumed to be a small one, the boundaries are absent) is considered. It is shown that its support may be subdivided into 4 subrogions according to the type of the asymptotic expansion. Within two of them the asymptotics ofE(x, t) is equivalent to the Poisson kernel. It is shown that the telegraph equation may be used to solve the above mentioned problems if and only ifn=1 together with the conditionsu(x, 0) 0 and u(x, 0)/t=0 imposed on the initial values. Various types of solutions corresponding to the initial data of this kind are considered and sufficient conditions for the asymptotic transition to the traditional formalism based on parabolic equations are presented. Analogous results for the asymptotic expansion of the mass flow density are also given. It is shown that the presented methods are suitable to obtain an asymptotic expansion of the solution of the Cauchy problem if the initial data functions belong toL ₁(–, ) and their supports are compact. The connection of the considered methods with those of the probability theory is outlined as well.     

Projections on Lp-spaces of polyanalytic functions

The fundamental result: for an arbitrary bounded, simply connected domain in , the subspace L_n,m ^p() of the space L^p(, ) ( is the plane Lebesgue measure, p 1), consisting of the (m, n)-analytic functions in , is complemented in LP(, ) (a function f is said to be (m, n)-analytic if (^m+n/¯Z^mZⁿ)f=0 in ). Consequently, by virtue of a theorem of J. Lindenstrauss and A. Pelczyski, the space L_n,m ^P() is linearly homeomorphic to lP. In particular, for m=n=1 we obtain that the space of all harmonic L^P-functions in is complemented in L^P(, ). This result has been known earlier only for smooth domains.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 190, pp. 15–33, 1991.     

Some remarks on the boundary regularity for minima of variational problems with obstacles

We minimize the Dirichlet-integral in a class of vector-valued functions u:^N defined by Dirichlet-boundary conditions and a side-condition of the form u()M with M bounded and open in ^N having smooth boundary M. If the boundary values are sufficiently regular we show that the minimizer can only have interior singularities, i.e. the solution is smooth in a neighborhood of .     

A Method of Solution for the One-Dimensional Heat Equation Subject to Nonlocal Conditions

The problem of solving the one-dimensional heat equation /t - ²/x² = f(x, t) subject to given initial and nonlocal conditions is considered. It is solved in the Laplace transform domain by taking the Laplace transform of the unknown function with respect to time t. The physical solution is recovered with the help of a numerical technique for inverting the Laplace transform.AMS Subject Classification (1991): 35K20.     

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     

Hydrodynamic limit for a spin system on a multidimensional lattice

Summary The hydrodynamic limit for a Markov process of [0, )-valued spin fields on a periodic multidimensional lattice is studied. In the process a positive real number, called energy, is attached to each site of the lattice and each couple of adjacent sites exchange thier energy by random amounts at random times. The law of the exchange is such that the sum of the total energy is conserved, and that the process is reversible and of gradient type for the energy distribution. We show that under diffusion type scaling of space and time, the macroscopic energy distribution converges to a deterministic limit which is characterized by a non-linear diffusion equation /t=2^–1P(), whereP is an increasing function which in a typical case equals const·².     

On the Uniqueness ofL 2-solutions in half-space of certain differential equations

Square integrable solutions to the equation{– ²/y² + P(D_x)+b(y)–}u(x, y) = f(x, y) are considered in the half-spacey>0, x ⁿ , whereP(D _x) is a constant coefficient operator. Under suitable conditions on lim_y0u(x, y), b(y), f(x, y) and , it is shown that suppu = suppf. This generalizes a result due to Walter Littman.Research partially supported by USNSF Grant 79-02538-A02.