The maximum of the conformal radius in the families of domains satifying additional conditions

We solve the problems on the maximum of the conformal radius R(D,1) in the family D(R₀) of all simply connected domains D ⊃ ℂ containing the points 0 and 1 and having a fixed value of the conformal radius R(D,0)=R₀, and in the family D(R₀, ρ) of domains from D(R₀) with given hyperbolic distance ρ=ρ_D(0,1) between 0 and 1. Analogs of the mentioned problems for doubly-connected domains with given conformal module are considered. Solution of the above problems is based on results of general character in the theory of problems of extremal decomposition and related module problems. Bibliography: 7 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 226, 1996, pp. 93–108.     

Random evolutions with locally independent increments on increasing time intervals

Three main schemes of limit theorems for random evolutions are discussed: averaging, diffusion approximation, and the asymptotics of large deviations. Markov stochastic evolutions with locally independent increments on increasing time intervals T _ε  = t/ε → ∞, ε → 0, are considered. The asymptotic behavior of random evolutions is investigated with the use of solutions of the singular perturbation problems for reducibly invertible operators.     

On singular perturbation in non well posed problems

Summary Let L_εu and L ₀ v be the elliptic and “backward” heat operators defined by(1.1) and(1.2), respectively. The following question is considered for a pair of “non-well posed” initial-boundary value problems for L_ε and L ₀ : if u and v are the respective solutions, under what restrictions on the classes of admissible solutions and in what sense, if any, does u converge to v as ɛ →0? This research was supported in part by the National Science Foundation Grant No. GP 5882 with Cornell University.     

Two-phase Stefan problem with vanishing specific heat

The unique solvability of the two-phase Stefan problem with a small parameter ε ∈ [0; ε ₀] at the time derivative in the heat equations is proved. The solution is obtained on a certain time interval [0; t ₀] independent of ε. The solution of the Stefan problem is compared with the solution to the Hele–Shaw problem corresponding to the case ε = 0. The solutions of both problems are not assumed to coincide at the initial moment of time. Bibliography: 18 titles. Dedicated to Vsevolod Alekseevich Solonnikov on the occasion of his jubilee Published in Zapiski Nauchnykh Seminarov POMI, Vol. 362, 2008, pp. 337–363.     

On the use of AGE algorithm with a high accuracy Numerov type variable mesh discretization for 1D non-linear parabolic equations

In this paper, the use of N-AGE and Newton-N-AGE iterative methods on a variable mesh for the solution of one dimensional parabolic initial boundary value problems is considered. Using three spatial grid points, a two level implicit formula based on Numerov type discretization is discussed. The local truncation error of the method is of O(k²h_l^-1 +kh_l +h_l³)O({k^2h_l^{-1} +kh_l +h_l^3}), where h _l  > 0 and k > 0 are the step lengths in space and time directions, respectively. We use a special technique to handle singular parabolic equations. The advantage of using these algorithms is highlighted computationally.     

Estimation of a distribution function by an indirect sample

The problem of estimation of a distribution function is considered in the case where the observer has access only to a part of the indicator random values. Some basic asymptotic properties of the constructed estimates are studied. The limit theorems are proved for continuous functionals related to the estimation of [^(F)]_n(x) {\hat{F}_n}(x) in the space C[a, 1 - a], 0 < a < 1/2.     

Some extremal problems for functions of bounded boundary rotation

A variational method is developed within the class of functions of boundary rotation not exceedingkπ which is based on the fact that the set of representing measuresμ is convex. It shows that an extremal problem related to a functional with Gateaux derivative and some constraints leads to extremal measuresμ ₀ with finite support. The positive and negative part of aμ ₀ is located at points where a functionJ (depending onμ ₀) reaches its maximum and minimum respectively. The method is tested successfully on various problems.     

Stationary critical points of the heat flow in the plane

In previous papers [MS 1, 2], we considered stationary critical points of solutions of the initial-boundary value problems for the heat equation on bounded domains in ℝ^N,N ≧ 2. In [MS 1], we showed that a solutionu has a stationary critical pointO if and only ifu satisfies a certain balance law with respect toO for any time. Furthermore, we proved necessary and sufficient conditions relating the symmetry of the domain to the initial datau ₀; in this way, we gave a characterization of the ball in ℝ^N([MS 1]) and of centrosymmetric domains ([MS 2]). In the present paper, we consider a rotationA _dby an angle 2π/d,d ≧ 2 for planar domains and give some necessary and some sufficient conditions onu ₀ which relate to domains invariant underA _d. We also establish some conjectures. This research was partially supported by a Grant-in-Aid for Scientific Research (C) (# 10640175) and (B) (# 12440042) of the Japan Society for the Promotion of Science. The first author was supported also by the Italian MURST.     

Continuous modified Newton’s-type method for nonlinear operator equations

A nonlinear operator equation F(x)=0, F:H→H, in a Hilbert space is considered. Continuous Newton’s-type procedures based on a construction of a dynamical system with the trajectory starting at some initial point x ₀ and becoming asymptotically close to a solution of F(x)=0 as t→+∞ are discussed. Well-posed and ill-posed problems are investigated. Received: June 29, 2001; in final form: February 26, 2002?Published online: February 20, 2003 This paper was finished when AGR was visiting Institute for Theoretical Physics, University of Giessen. The author thanks DAAD for support     

Numerical solution of a nonlinear time-optimal control problem

Nonlinear systems with a stationary (i.e., explicitly time independent) right-hand side are considered. For time-optimal control problems with such systems, an iterative method is proposed that is a generalization of one used to solve nonlinear time-optimal control problems for systems divided by phase states and controls. The method is based on constructing finite sequences of simplices with their vertices lying on the boundaries of attainability domains. Assuming that the system is controllable, it is proved that the minimizing sequence converges to an ɛ-optimal solution after a finite number of iterations. A pair {T, u(·)} is called an ɛ-optimal solution if |T − T _opt| − ɛ, where T _opt is the optimal time required for moving the system from the initial state to the origin and u is an admissible control that moves the system to an ɛ-neighborhood of the origin over the time T.     

Selection from poisson processes

Summary There are givenk Poisson processes with mean arrival times 1/λ₁,...1/λ _k . Let λ_[1]≦λ_[2]≦...≦λ_[k] denote the ordered set of values λ₁...,λ_[k]. We consider three procedures for selecting the process corresponding to λ_[k]. The processes are observed until there areN arrivals from any of the given processes, when the processes are observed continuously, or until there are at leastN arrivals, when the processes are observed at successive intervals of time whereN is a pre-determined positive integer. In the continuous case, the process for which theNth arrival time is shortest, is selected. In the discrete case, the selection involves certain randomization. Given (λ_[k]/λ_[k-1])≧0>1, it is shown that the probability of a correct selection (Pcs) is minimized whenθλ_[1]=θλ_[2]=...=θλ_[k-1]=θλ_[k]=θλ, say. The Pcs for this configuration is independent of λ for two of the given procedures, and monotone increasing in λ for the third. The value ofN is determined by a lower bound placed on the value of the Pcs. The problem of selecting from given Poisson processes for the discrete case is related to the problem of selecting from given Poisson populations. An application of the given procedures to a problem of selecting the “most probable event” from a multinomial population, is considered.     

The optimal stopping problem concerned with ultimate maximum of a Lévy process

For a Lévy process X = (X _t )₀≤t<∞ we consider the time θ = inf{t ≥ 0: sup _s≤t X _s = sup _s≥0 X _s }. We study an optimal approximation of the time θ using the information available at the current instant. A Lévy process being a combination of a Brownian motion with a drift and a Poisson process is considered as an example.     

Generation of cosine families via Lord Kelvin’s method of images

We show that generation theorems for cosine families related to one-dimensional Laplacians in C[0, ∞] may be obtained by Lord Kelvin’s method of images, linking them with existence of invariant subspaces of the basic cosine family. This allows us to deal with boundary conditions more general than those considered before (Bátkal and Engel in J Differ Equ 207:1–20, 2004; Chill et al. in Functional analysis and evolution equations. The Günter Lumer volume, Birkhauser, Basel, pp 113–130, 2007; Xiao and Liang in J Funct Anal 254:1467–1486, 2008) and to give explicit formulae for transition kernels of related Brownian motions on [0, ∞). As another application we exhibit an example of a family of equibounded cosine operator functions in C[0, ∞] that converge merely on C ₀(0, ∞] while the corresponding semigroups converge on the whole of C[0, ∞].     

The central connection problem at turning points of linear differential equations

A system of linear differential equations of the vectorial form εdy/dx=A (x, ε) y is considered, where ε is a positive parameter, and the matrixA (x, ε) is holomorphic in |x|⩽x ₀, 0 < ε ⩽ ε₀ , with an asymptotic expansionsA (x, ε) ∼ ∑ _r=0 ^∞ A _r (x) ε ^r , as ε→0. The eigenvalues ofA ₀(x) are supposed to coalesce atx=0 so as to make this point a simple turning point. With the help of refinements of the representations for the inner and outer asymptotic solutions, as ε→0, that were introduced in the articles [9] and [10] by the author (see the references at the end of the paper), explicit connection formulas between these solutions are calculated. As part of this derivation it is shown that only the diagonal entries of the connection matrix are asymptotically relevant.     

Homogenization of eigenvalue problems in perforated domains

In this paper, we treat some eigenvalue problems in periodically perforated domains and study the asymptotic behaviour of the eigenvalues and the eigenvectors when the number of holes in the domain increases to infinity Using the method of asymptotic expansion, we give explicit formula for the homogenized coefficients and expansion for eigenvalues and eigenvectors. If we denote by ε the size of each hole in the domain, then we obtain the following aysmptotic expansion for the eigenvalues: Dirichlet: λ_ε = ε⁻² λ + λ₀ +O (ε), Stekloff: λ_ε = ελ₁ +O (ε²), Neumann: λ_ε = λ₀ + ελ₁ +O (ε²). Using the method of energy, we prove a theorem of convergence in each case considered here. We briefly study correctors in the case of Neumann eigenvalue problem.     

Some remarks on a question of D. H. Fremlin regarding ε-density

We show the relative consistency of ℵ₁ satisfying a combinatorial property considered by David Fremlin (in the question DU from his list) in certain choiceless inner models. This is demonstrated by first proving the property is true for Ramsey cardinals. In contrast, we show that in ZFC, no cardinal of uncountable cofinality can satisfy a similar, stronger property. The questions considered by D. H. Fremlin are if families of finite subsets of ω₁ satisfying a certain density condition necessarily contain all finite subsets of an infinite subset of ω₁, and specifically if this and a stronger property hold under MA + ?CH. Towards this we show that if MA + ?CH holds, then for every family ? of ℵ₁ many infinite subsets of ω₁, one can find a family ? of finite subsets of ω₁ which is dense in Fremlins sense, and does not contain all finite subsets of any set in ?. We then pose some open problems related to the question. Received: 2 June 1999 / Revised version: 2 February 2000 / Published online: 18 July 2001     

Asymptotic estimates of the difference between the Dirichlet and Neumann counting functions

The Dirichlet and Neumann problems for the Laplace operator in a bounded domain in Euclidean space are considered. Some estimates of the difference N _N(λ) - N _D(λ) of counting functions are discussed.     

On a nonhomogeneous Burgers’ equation

In this paper the Cauchy problem for the following nonhomogeneous Burgers’ equation is considered : (1)u _t +uu _x =μu _xx −kx,x ∈R,t > 0, where μ and k are positive constants. Since the nonhomogeneous term kx does not belong to any L^p(R) space, this type of equation is beyond usual Sobolev framework in some sense. By Hopf-Cole transformation, (1) takes the form (2)ϕ _t −ϕ _xx = −x ² ϕ. With the help of the Hermite polynomials and their properties, (1) and (2) are solved exactly. Moreover, the large time behavior of the solutions is also considered, similar to the discussion in Hopf’s paper. Especially, we observe that the nonhomogeneous Burgers’ equation (1) is nonlinearly unstable.     

Inverse problems for Sturm—Liouville operators with potentials in Sobolev spaces: Uniform stability

Two inverse problems for the Sturm-Liouville operator Ly = s-y″ + q(x)y on the interval [0, fy] are studied. For θ ⩾ 0, there is a mapping F:W ₂^θ → l _B ^θ, F(σ) = {s _k }₁^∞, related to the first of these problems, where W ₂^∞ = W ₂^∞[0, π] is the Sobolev space, σ = ∫ q is a primitive of the potential q, and l _B ^θ is a specially constructed finite-dimensional extension of the weighted space l ₂^θ, where we place the regularized spectral data s = {s _k }₁^∞ in the problem of reconstruction from two spectra. The main result is uniform lower and upper bounds for ∥σ - σ₁∥_θ via the l _B ^θ-norm ∥s − s₁∥_θ of the difference of regularized spectral data. A similar result is obtained for the second inverse problem, that is, the problem of reconstructing the potential from the spectral function of the operator L generated by the Dirichlet boundary conditions. The result is new even for the classical case q ∈ L ₂, which corresponds to θ = 1.     

Complex ordering and stochastic oscillations in a class of reaction-diffusion systems with small diffusion

Summary We consider four models of partial differential equations obtained by applying a generalization of the method of normal forms to two-component reaction-diffusion systems with small diffusionu _t=εDu _xx+(A+εA ₁)u+F(u),u ∈ ℝ². These equations (quasinormal forms) describe the behaviour of solutions of the original equation forε → 0. One of the quasinormal forms is the well-known complex Ginzburg-Landau equation. The properties of attractors of the other three equations are considered. Two of these equations have an interesting feature that may be called asensitivity to small parameters: they contain a new parameterϑ(ε)=−(aε ^−1/2 mod 1) that influences the behaviour of solutions, but changes infinitely many times whenε → 0. This does not create problems in numerical analysis of quasinormal forms, but makes numerical study of the original problem involvingε almost impossible.