Thermal stability of a reactive slab with time-periodic heating of one surface

Summary The stability of time-periodic thermal oscillations in a slab with chemical reaction is examined. One surface is at a fixed temperature and the temperature of the other varies with amplitude and frequency. The reaction, which is of zero-order, is characterised by the Frank-Kamenetskii parameter(,,), where(=RT ₀/E) is the activation energy parameter. Perturbation series in and are used to calculate the critical values _crit; for _crit the slab can support time-periodic temperature oscillations.

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Zusammenfassung Die Stabilität von zeitperiodischen thermischen Schwingungen in einem Stab mit chemischer Reaktion wird untersucht. Eine Oberfläche hat eine feste Temperatur und auf der anderen verändert sich die Temperatur mit der Amplitude und der Frequenz. Die Reaktion der Ordnung null, wird vom Frank-Kamenetskii Parameter(,,) bestimmt, wobei(=RT ₀/E) der Aktivierungs-Energie Parameter ist. Reihenentwicklungen in und werden für die Berechnung des kritischen Wertes _crit benützt; für _crit können im Stab zeitperiodische Temperaturschwingungen bestehen.

     

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.     

Doubly β-Derived Translation Planes

Existence and uniqueness of a doubly -derived translation plane of order 49 are proved. Furthermore, we give a complete classification of those translation planes of order 49 which can be obtained from the desarguesian plane of order 49 by a mixed double derivation, namely by applying a -derivation on and a classical derivation (also called Ostrom's derivation or -derivation) on .     

A limit theorem related to a new class of self similar processes

Summary We study partial sums of a stationary sequence of dependent random variables of the form . Here S _k =X ₁ + ... +X _k where the X _i are i.i.d. integer valued, and (n), n are also i.i.d. and independent of the X's. It is assumed that the X's and 's belong to the domains of attraction of different stable laws of indices 1<2 and 0<2. It is shown that for some > , n ^– W _[nt] converges weakly as n to a self similar process with stationary increments, which depends on and . The constant is related to and via =1– ^–1+()^–1.Supported by the NSF at Cornell UniversityTo Leo Schmetterer on his 60^th anniversary     

Donsker's Delta Function of Lévy Process

Let X={X(t):tR} be a Lévy process and a non-decreasing, right continuous, bounded function with (–)=0 (((1+u ²)/u ²)d(u) is the Lévy measure). In this paper we define the Donsker delta function (X(t)–a), t>0 and aR, as a generalized Lévy functional under the condition that (0)–(0–)>0. This leads us to define F(X(t)) for any tempered distribution F, and as an application, we derive an Itô formula for F(X(t)) when has jumps at 0 and 1.     

Parabelscharen und grenzkreise in der isotropen ebene

It is known by H. Sachs [5] that the classical curve theorem of ABRAMESCU also holds in isotropic geometry. Generalising an idea due to O. Röschel [2] we regard all inscribed parabolas (s, t) of a triangle (t). This triangle is formed by the tangents of three neighbouring points of a C -curve k(t) in an isotropic plane. Let U((t)) be the circumcircle of (t) and I((t)) the incircle of the triangle (t) whose midpoints of the sides are the vertices of (t). The circle U((t)) is the locus of the isotropic focal points of (s, t) and the incircle I((T)) the envelope of the isotropic axes of (s, t). We prove that the ABRAMESU-circle — lim U((t)) — is identical with the locus of the focal points of lim (s, t) and the circle lim I((t)) with the envelope of the axes of lim (s, t). The characteristic points, different from k(t), of the circles lim U((t)) and lim I((t)) determine the direction of the affine-normal of k(t).Herrn Professor Helmut Mäurer zum 60. Geburtstag gewidmet     

The concentration of the chromatic number of random graphs

We prove that for every constant >0 the chromatic number of the random graphG(n, p) withp=n ^–1/2– is asymptotically almost surely concentrated in two consecutive values. This implies that for any <1/2 and any integer valued functionr(n)O(n ) there exists a functionp(n) such that the chromatic number ofG(n,p(n)) is preciselyr(n) asymptotically almost surely.Research supported in part by a USA Israeli BSF grant and by a grant from the Israel Science Foundation.Research supported in part by a Charles Clore Fellowship.     

Regularization of Nonlinear Ill-Posed Variational Inequalities and Convergence Rates

Let H be a Hilbert space and K be a nonempty closed convex subset of H. For f H, we consider the (ill-posed) problem of finding u K for which 0 for all v K, where A : H H is a monotone (not necessarily linear) operator. We study the approximation of the solutions of the variational inequality by using the following perturbed variational inequality: for f H, f – f , find u, K for which 0 for all v K, where , , and are positive parameters, and K, a perturbation of the set K, is a nonempty closed convex set in H. We establish convergence and a rate O(1 / 3) of convergence of the solutions of the regularized variational inequalities to a solution of the original variational inequality using the Mosco approximation of closed convex sets, where A is a weakly differentiable inverse-strongly-monotone operator.     

On the equation of similar profiles

Summary Considerf+ ff+ (1–f²)+ f=0 together with the boundary conditionsf(0)=f(0)=0,f ()=1. If=–1,>0, arbitrary there is at least one solution which satisfies 0<f<1 on (0, ). By the additional conditionf>0 on (0, ) or, alternately 0<1, the uniqueness of the solution is demonstrated.If=1,<0, arbitrary the existence of solutions for which –1<f<0 in some initial interval (0,t) and satisfying generallyf>1 is established. In both problems, bounds forf (0) and qualitative behavior of the solutions are shown.

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Sommario Si consideri il problema definito dall'equazionef+ f f+ (1–f²)+ f=0 e dalle condizioni al contornof(0)=f (0)=0,f()=1. Assumendo=–1,>0, arbitrario si dimostra che esiste almeno una soluzione che soddisfa 0<f<1 nell'intervallo (0, ). Se in aggiunta si ipotizzaf>0 in (0, ), oppure 0<=1, l'unicità délia soluzione è assicurata.Successivamente si considéra il problema di valori al contorno con=1,<0, arbitrario. In questo caso esiste un'intera classe di soluzioni che soddisfano –1<f<0 in un intorno dell'origine e tali chef>1, in generale.Di detti problemi viene studiato il comportamento délle soluzioni e vengono determinate dalle maggiorazioni e minorazioni del valoref(0).

     

On the Self-Decomposability of Euler's Gamma Function

Let be Euler's Gamma function. We prove that, for all 0, > 0, > 0, > 0, the function (( + iz)/() ^{i z)} , z R ¹, is a self-decomposable characteristic function from the Thorin class and derive its explicit canonical form. Similarly to [1], we also describe several classes of Lévy-type stochastic processes related to .     

Flat points of two-dimensional Brownian motion

Summary SupposeZ(·) is a two-dimensional Brownian motion. It is shown that a.s. there existt ₀ and >0 such thatZ(t ₀) is an extremal point of the convex hull of {Z(t)|t ₀–tt₀} and also an extremal point of the convex hull of {Z(t)|t ₀tt₀+} and, moreover, the tangent lines to the convex hulls atZ(t ₀) form a non-zero angle.The result is related to the following unsolved problem of S.J. Taylor. Do there exist a.s.t ₀ and >0 such that the intersection of the convex hulls of {Z(t)|t ₀–tt₀} and {Z(t)|t ₀tt₀+} contains onlyZ(t ₀)?This research was partially supported by Grant-in-Aid for Scientific Research (No. 400101540202), Ministry of Education, Science and Culture     

Approximating derivations on ideals ofC *-algebras

For each^*-derivation of a separableC ^*-algebraA and each >0 there is an essential idealI ofA and a self-adjoint multiplierx ofI such that (–ad(ix))|I< and x.     

Empirical and Poisson processes on classes of sets or functions too large for central limit theorems

Summary Let P be the uniform probability law on the unit cube I ^d in d dimensions, and P _n the corresponding empirical measure. For various classes of sets AI ^d , upper and lower bounds are found for the probable size of sup {¦P _n –P) (A)¦ A }. If is the collection of lower layers in I ², or of convex sets in I ³, an asymptotic lower bound is ((log n)/n) ^1/2(log log n)^––1/2 for any >0. Thus the law of the iterated logarithm fails for these classes.If >0, is the greatest integer <, and 0 d f(x₁,...,x _d-1)} where f has all its partial derivatives of orders bounded by K and those of order satisfy a uniform Hölder condition ¦D ^p (f(x)–f(y))¦K¦x –y¦ ^–. For 0<–/(d–1+) for a constant = (d,)>0. When = d-1 the same lower bound is obtained as for the lower layers in I ² or convex sets in I ³. For 0 – 1 there is also an upper bound equal to a power of log n times the lower bound, so the powers of n are sharp.This research was partially supported by National Science Foundation Grant MCS-79-04474     

On Piecewise-Constant Approximation of Continuous Functions of n Variables in Integral Metrics

We consider the approximation by piecewise-constant functions for classes of functions of many variables defined by moduli of continuity of the form (₁, ..., _n ) = ₁(₁) + ... + _n ( _n ), where _i ( _i ) are ordinary moduli of continuity that depend on one variable. In the case where _i ( _i ) are convex upward, we obtain exact error estimates in the following cases: (i) in the integral metric L ₂ for (₁, ..., _n ) = ₁(₁) + ... + _n ( _n ); (ii) in the integral metric L _p (p 1) for (₁, ..., _n ) = c ₁₁ + ... + c _{n n} ; (iii) in the integral metric L _{(2, ..., 2, 2r)} (r = 2, 3, ...) for (₁, ..., _n ) = ₁(₁) + ... + _{n – 1}( _{n – 1}) + c _{n n} .     

Gaussian approximations of Brownian motion in a stochastic integral

Given a Brownian motionB, Gaussian approximationsB , >0, of the form B _t = ₀ ^t K (u, s)dB _s du, t O , including polygonal and mollifier approximations, are considered. A limit theorem is proved for the integrals _T ⁰ X _t dB ^t as O. In particular, in the case of symmetric kernelsK the limit is the Fisk-Stratonovich integral ₀ ^t X _t odB _t.Vilnius University, Naugarduko 24, 2006 Vilnius, Lithuania. Vilnius Pedagogical University, Studentu 39, 2034 Vilnius, Lithuania. Translated from Lietuvos Matematikos Rinkinys, Vol. 33, No. 4, pp. 508–526, October–December, 1993. Translated by V. Mackeviius     

A Higher Level Bailey Lemma: Proof and Application

In a recent letter, new representations were proposed for the pair of sequences (,), as defined formally by Bailey in his famous lemma. Here we extend and prove this result, providing pairs (,) labelled by the Lie algebra AN – 1, two nonnegative integers and k and a partition , whose parts do not exceed N – 1. Our results give rise to what we call a higher level Bailey lemma. As an application it is shown how this lemma can be applied to yield general q-series identities, which generalize some well-known results of Andrews and Bressoud.     

A class of non-Moufang Bol loops isomorphic to all their loop isotopes

For any two primes, , such that< and divides–1, it is shown that there exists a non-Moufang Bol loop of order ² which is isomorphic to each of its loop isotopes.     

On a Modification of the Jacobi Linear Functional: Asymptotic Properties and Zeros of the Corresponding Orthogonal Polynomials

The paper deals with orthogonal polynomials in the case where the orthogonality condition is related to semiclassical functionals. The polynomials that we discuss are a generalization of Jacobi polynomials and Jacobi-type polynomials. More precisely, we study some algebraic properties as well as the asymptotic behaviour of polynomials orthogonal with respect to the linear functional U U=J _,+A ₁(x–1)+B ₁(x+1)–A ₂(x–1)–B ₂(x+1), where J _, is the Jacobi linear functional, i.e. J _,,p›=_–1 ¹ p(x)(1–x)(1+x)dx,,>–1, pP, and P is the linear space of polynomials with complex coefficients. The asymptotic properties are analyzed in (–1,1) (inner asymptotics) and C[–1,1] (outer asymptotics) with respect to the behaviour of Jacobi polynomials. In a second step, we use the above results in order to obtain the location of zeros of such orthogonal polynomials. Notice that the linear functional U is a generalization of one studied by T. H. Koornwinder when A ₂=B ₂=0. From the point of view of rational approximation, the corresponding Markov function is a perturbation of the Jacobi–Markov function by a rational function with two double poles at ±1. The denominators of the [n–1/n] Padé approximants are our orthogonal polynomials.     

The convergence rates of empirical Bayes estimation in a multiple linear regression model

Empirical Bayes (EB) estimation of the parameter vector =(,²) in a multiple linear regression modelY=X+ is considered, where is the vector of regression coefficient, N(0,² I) and ² is unknown. In this paper, we have constructed the EB estimators of by using the kernel estimation of multivariate density function and its partial derivatives. Under suitable conditions it is shown that the convergence rates of the EB estimators areO(n ^{-(k-1)(k-2)/k(2k+p+1)}), where the natural numberk3, 1/3<<1, andp is the dimension of vector .The project is supported by the National Natural Science Foundation of China.     

Weak solutions of the Stokes problem in weighted Sobolev spaces

For n2 we consider the Stokes problem in ⁿ, -u + p=f, -divu=g, in weighted Soboiev spaces H ₆ ^m,r , where the weights are proportional to (1+|x|). We prove the existence of weak solutions for any K, whereK is a discrete set of critical values. Furthermore, we characterize the solutions of the homogeneous problem.This research was supported by the DFG research group Equations of Hydrodynamics, Universities of Bayreuth and Paderborn.