Fourier-Integral-Operator Approximation of Solutions to First-Order Hyperbolic Pseudodifferential Equations I: Convergence in Sobolev Spaces

An approximation Ansatz for the operator solution, U(z′,z), of a hyperbolic first-order pseudodifferential equation, ? _z  + a(z,x,D _x ) with Re (a) ≥ 0, is constructed as the composition of global Fourier integral operators with complex phases. An estimate of the operator norm in L(H ^(s),H ^(s)) of these operators is provided, which yields a convergence result for the Ansatz to U(z′,z) in some Sobolev space as the number of operators in the composition goes to ∞.     

Zeros of semilinear systems with applications to nonlinear partial difference equations on graphs†

Let Q be a m × m real matrix and f _j  : ? → ?, j = 1, …, m, be some given functions. If x and f(x) are column vectors whose j-coordinates are x _j and f _j (x _j ), respectively, then we apply the finite dimensional version of the mountain pass theorem to provide conditions for the existence of solutions of the semilinear system Qx = f(x) for Q symmetric and positive semi-definite. The arguments we use are a simple adaptation of the ones used by Neuberger. An application of the above concerns partial difference equations on a finite, connected simple graph. A derivation of a graph 𝒢 is just any linear operator D:C ⁰(𝒢) → C ⁰(𝒢), where C ⁰(𝒢) is the real vector space of real maps defined on the vertex set V of the graph. Given a derivation D and a function F:V × ? → ?, one has associated a partial difference equation Dμ = F(v,μ), and one searches for solutions μ ∈ C ⁰(𝒢). Sufficient conditions in order to have non-trivial solutions of partial difference equations on any finite, connected simple graph for D symmetric and positive semi-definite derivation are provided. A metric (or weighted) graph is a pair (𝒢, d), where 𝒢 is a connected finite degree simple graph and d is a positive function on the set of edges of the graph. The metric d permits to consider some classical derivations, such as the Laplacian operator ?₂. In (Neuberger, Elliptic partial difference equations on graphs, Experiment. Math. 15 (2006), pp. 91–107) was considered the nonlinear elliptic partial difference equations ?₂ u = F(u), for the metric d = 1.     

Real Zeros of Algebraic Polynomials with Dependent Random Coefficients

The expected number of real zeros of polynomials a ₀ + a ₁ x + a ₂ x ² +…+a _n?1 x ^n?1 with random coefficients is well studied. For n large and for the normal zero mean independent coefficients, irrespective of the distribution of coefficients, this expected number is known to be asymptotic to (2/π)log n. For the dependent cases studied so far it is shown that this asymptotic value remains O(log n). In this article, we show that when cov(a _i , a _j ) = 1 ? |i ? j|/n, for i = 0,…, n ? 1 and j = 0,…, n ? 1, the above expected number of real zeros reduces significantly to O(log n)^1/2.     

Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting

Abstract

Let X ₁, X ₂… and B ₁, B ₂… be mutually independent [0, 1]-valued random variables, with EB _j  = β > 0 for all j. Let Y _j  = B ₁ … sB _j?1 X _j for j ≥ 1. A complete comparison is made between the optimal stopping value V(Y ₁,…,Y _n ):=sup{EY _τ:τ is a stopping rule for Y ₁,…,Y _n } and E(max _1≤j≤n Y _j ). It is shown that the set of ordered pairs {(x, y):x = V(Y ₁,…,Y _n ), y = E(max _1≤j≤n Y _j ) for some sequence Y ₁,…,Y _n obtained as described} is precisely the set {(x, y):0 ≤ x ≤ 1, x ≤ y ≤ Ψ _{n, β}(x)}, where Ψ _{n, β}(x) = [(1 ? β)n + 2β]x ? β^?(n?2) x ² if x ≤ β ^n?1, and Ψ _{n, β}(x) = min _j≥1{(1 ? β)jx + β ^j } otherwise. Sharp difference and ratio prophet inequalities are derived from this result, and an analogous comparison for infinite sequences is obtained.     

Dynamics of a family of piecewise-linear area-preserving plane maps III. Cantor set spectra

This paper studies the behavior under iteration of the maps T _ab (x,y) = (F _ab (x) ? y, x) of the plane ?², in which F _ab (x) = ax if x ≥ 0 and bx if x < 0. These maps are area-preserving homeomorphisms of ?² that map rays from the origin to rays from the origin. Orbits of the map correspond to solutions of the nonlinear difference equation x _n+2 = 1/2(a ? b)|x _n+1|+1/2(a+b)x _n+1 ? x _n . This difference equation can be rewritten in an eigenvalue form for a nonlinear difference operator of Schrödinger type ? x _n+2+2x _n+1 ? x _n +V _μ(x _n+1)x _n+1 = Ex _n+1, in which μ = (1/2)(a ? b) is fixed, and V _μ(x) = μ(sgn(x)) is an antisymmetric step function potential, and the energy E = 2 ? 1/2(a+b). We study the set Ω _SB of parameter values where the map T _ab has at least one bounded orbit, which correspond to l _∞-eigenfunctions of this difference operator. The paper shows that for transcendental μ the set Spec_∞[μ] of energy values E having a bounded solution is a Cantor set. Numerical simulations suggest the possibility that these Cantor sets have positive (one-dimensional) measure for all real values of μ.     

A necessary condition for the local solvability of the operator Pm2(x, D) + P2m − 1(x, D)

It is shown that a necessary condition for the local solvability of the operator P(x, D) = P_m²(x, D) + P_{2m ? 1}(x, D), where P_m(x, D) is an mth-order homogeneous differential operator of principal type with real coefficients, is that along any null-bicharacteristic strip of P_m(x, ξ) the imaginary part of the sub-principal symbol cannot have an odd-order zero where its real part does not vanish.     

Asymptotic Behavior of Poisson Kernels on NA Groups

On a Lie group S = NA, that is a split extension of a nilpotent Lie group N by a one-parameter group of automorphisms A, a probability measure μ is considered and treated as a distribution according to which transformations s ∈ S acting on N = S/A are sampled. Under natural conditions, formulated some over thirty years ago, there is a μ-invariant measure m on N. Properties of m have been intensively studied by a number of authors. The present article deals with the situation when μ(A) = ?(s _t  ∈ A), where ?⁺ ? t → s _t  ∈ S is the diffusion on S generated by a second order subelliptic, hypoelliptic, left-invariant operator on S. In this article the most general operators of this kind are considered. Precise asymptotic for m at infinity and for the Green function of the operator are given. To achieve this goal a pseudodifferential calculus for operators with coefficients of finite smoothness is formulated and applied.     

Localization and Catenarity in Iterated Differential Operator Rings

ABSTRACT

Let k be a field, R an associative k-algebra with identity, Δ a finite set of derivations of R, and R[Θ₁, δ₁] ··· [Θ _n , δ _n ] an iterated differential operator k-algebra over R such that δ _j (Θ _i ) ∈ R[Θ₁, δ₁] ··· [Θ _i?1, δ _i?1]; 1 ≤ i < j ≤ n. If R is Noetherian Δ-hypercentral, then every prime ideal P of A is classically localizable. The aim of this article is to show that under some additional hypotheses on the Δ-prime ideals of R, the local ring A _P is regular in the sense of Robert Walker. We use this result to study the catenarity of A and to compute the numbers μ _i of Bass. Let g be a nilpotent Lie algebra of finite dimension n acting on R by derivations and U(g) the enveloping algebra of g. Then the crossed product of R by U(g) is an iterated differential operator k-algebra as above. In this particular case, our results are known if k has characteristic zero.     

Microlocal properties of scattering matrices

We consider the scattering theory for a pair of operators H₀ and H = H₀ + V on L²(M, m), where M is a Riemannian manifold, H₀ is a multiplication operator on M, and V is a pseudodifferential operator of order ? μ, μ > 1. We show that a time-dependent scattering theory can be constructed, and the scattering matrix is a pseudodifferential operator on each energy surface. Moreover, the principal symbol of the scattering matrix is given by a Born approximation type function. The main motivation of the study comes from applications to discrete Schrödigner operators, and it also applies to various differential operators with constant coefficients and short-range perturbations on Euclidean spaces.     

Inverse Problems for Time-Dependent Singular Heat Conductivities: Multi-Dimensional Case

We consider an inverse boundary value problem for the heat equation ? _t u = div (γ? _x u) in (0, T) × Ω, u = f on (0, T) × ?Ω, u| _t=0 = u ₀, in a bounded domain Ω ? ? ⁿ , n ≥ 2, where the heat conductivity γ(t, x) is piecewise constant and the surface of discontinuity depends on time: γ(t, x) = k ² (x ∈ D(t)), γ(t, x) = 1 (x ∈ Ω?D(t)). Fix a direction e* ∈ 𝕊 ^n?1 arbitrarily. Assuming that ?D(t) is strictly convex for 0 ≤ t ≤ T, we show that k and sup {e*·x; x ∈ D(t)} (0 ≤ t ≤ T), in particular D(t) itself, are determined from the Dirichlet-to-Neumann map : f → ?_ν u(t, x)|_{(0, T)×?Ω}. The knowledge of the initial data u ₀ is not used in the proof. If we know min_0≤t≤T (sup _x∈D(t) x·e*), we have the same conclusion from the local Dirichlet-to-Neumann map. Numerical examples of stationary and moving circles inside the unit disk are shown. The results have applications to nondestructive testing. Consider a physical body consisting of homogeneous material with constant heat conductivity except for a moving inclusion with different conductivity. Then the location and shape of the inclusion can be monitored from temperature and heat flux measurements performed at the boundary of the body. Such a situation appears for example in blast furnaces used in ironmaking.     

Formally Real Involutions on Central Simple Algebras

An involution # on an associative ring R is formally real if a sum of nonzero elements of the form r ^# r where r ? R is nonzero. Suppose that R is a central simple algebra (i.e., R = M _n (D) for some integer n and central division algebra D) and # is an involution on R of the form r ^# = a ^?1 r? a, where ? is some transpose involution on R and a is an invertible matrix such that a? = ±a. In Section 1 we characterize formal reality of # in terms of a and ?| _D . In later sections we apply this result to the study of formal reality of involutions on crossed product division algebras. We can characterize involutions on D = (K/F, Φ) that extend to a formally real involution on the split algebra D ? _F K ? M _n (K). Every such involution is formally real but we show that there exist formally real involutions on D which are not of this form. In particular, there exists a formally real involution # for which the hermitian trace form x ? tr(x ^# x) is not positive semidefinite.     

Small Data Scattering for the One-Dimensional Nonlinear Dirac Equation with Power Nonlinearity

We study scattering problems for the one-dimensional nonlinear Dirac equation (?_t + α?_x + iβ)Φ = λ|Φ|^p?1Φ. We prove that if p > 3 (resp. p > 3 + 1/6), then the wave operator (resp. the scattering operator) is well-defined on some 0-neighborhood of a weighted Sobolev space. In order to prove these results, we use linear operators D(t)xD(?t) and t?_x + x?_t ? α/2, where {D(t)}_t∈? is the free Dirac evolution group. For the reader's convenience, in an appendix we list and prove fundamental properties of D(t)xD(?t) and t?_x + x?_t ? α/2.     

Completeness of Averaged Scattering Solutions and Inverse Scattering at a Fixed Energy

We prove that the averaged scattering solutions to the Schrödinger equation with short-range electromagnetic potentials (V, A) where V(x) = O(|x|^?ρ), A(x) = O(|x|^?ρ), |x| → ∞, ρ > 1, are dense in the set of all solutions to the Schrödinger equation that are in L ²(K) where K is any connected bounded open set in ? ⁿ ,n ≥ 2, with smooth boundary. We use this result to prove that if two short-range electromagnetic potentials (V ₁, A ₁) and (V ₂, A ₂) in ? ⁿ , n ≥ 3, have the same scattering matrix at a fixed positive energy and if the electric potentials V _j and the magnetic fields F _j : = curl A _j , j = 1, 2, coincide outside of some ball they necessarily coincide everywhere. In a previous paper of Weder and Yafaev the case of electric potentials and magnetic fields that are asymptotic sums of homogeneous terms at infinity was studied. It was proven that all these terms can be uniquely reconstructed from the singularities in the forward direction of the scattering amplitude at a fixed positive energy. The combination of the new uniqueness result of this paper and the result of Weder and Yafaev implies that the scattering matrix at a fixed positive energy uniquely determines electric potentials and magnetic fields that are a finite sum of homogeneous terms at infinity, or more generally, that are asymptotic sums of homogeneous terms that actually converge, respectively, to the electric potential and to the magnetic field.     

Vanishing Derivations and Co-Centralizing Generalized Derivations on Multilinear Polynomials in Prime Rings

Let R be a noncommutative prime ring of characteristic different from 2 with Utumi quotient ring U and extended centroid C, and f(x₁,…, x_n) be a multilinear polynomial over C, which is not central valued on R. Suppose that F and G are two generalized derivations of R and d is a nonzero derivation of R such that d(F(f(r))f(r) ? f(r)G(f(r))) = 0 for all r = (r₁,…, r_n) ∈ Rⁿ, then one of the following holds:

1. There exist a, p, q, c ∈ U and λ ∈C such that F(x) = ax + xp + λx, G(x) = px + xq and d(x) = [c, x] for all x ∈ R, with [c, a ? q] = 0 and f(x₁,…, x_n)² is central valued on R;

2. There exists a ∈ U such that F(x) = xa and G(x) = ax for all x ∈ R;

3. There exist a, b, c ∈ U and λ ∈C such that F(x) = λx + xa ? bx, G(x) = ax + xb and d(x) = [c, x] for all x ∈ R, with b + αc ∈ C for some α ∈C;

4. R satisfies s₄ and there exist a, b ∈ U and λ ∈C such that F(x) = λx + xa ? bx and G(x) = ax + xb for all x ∈ R;

5. There exist a′, b, c ∈ U and δ a derivation of R such that F(x) = a′x + xb ? δ(x), G(x) = bx + δ(x) and d(x) = [c, x] for all x ∈ R, with [c, a′] = 0 and f(x₁,…, x_n)² is central valued on R.

     

An Annihilator Condition with Generalized Derivations on Multilinear Polynomials

Let R be a non-commutative prime ring of characteristic different from 2, U its right Utumi quotient ring, C its extended centroid, F a generalized derivation on R, and f(x ₁,…, x _n ) a noncentral multilinear polynomial over C. If there exists a ∈ R such that, for all r ₁,…, r _n  ∈ R, a[F ²(f(r ₁,…, r _n )), f(r ₁,…, r _n )] = 0, then one of the following statements hold: 1. a = 0;

2. There exists λ ∈C such that F(x) = λx, for all x ∈ R;

3. There exists c ∈ U such that F(x) = cx, for all x ∈ R, with c ² ∈ C;

4. There exists c ∈ U such that F(x) = xc, for all x ∈ R, with c ² ∈ C.

     

On the Prime Ideal Structure of Bhargava Rings

Let D be an integral domain with quotient field K. A Bhargava ring over D is defined to be 𝔹 _x (D): = {f ∈ K[X] | ? a ∈ D, f(xX + a) ∈ D[X]}, where x ∈ D. A Bhargava ring over D is a subring of the ring of integer-valued polynomials over D. In this article, we study the prime ideal structure and calculate the Krull and valuative dimension of Bhargava rings over a general domain D.     

On B(n,k) 2-groups

A finite group G is said to be a B(n, k) group if for any n-element subset {a ₁,…, a _n } of G, |{a _i a _j |1 ≤ i, j ≤ n}| ≤k. In this article, we give characterizations of the B(5, 19) 2-groups, and the B(6, k) 2-groups for 21 ≤ k ≤ 28.     

Uniform Estimates for a Class of Evolution Equations

L^∞ estimates are derived for the oscillatory integral ∫⁺₀^∞e^{−i(xλ + (1/m) tλm)}a(λ) dλ, where 2 ≤ m and (x, t) × ₊. The amplitude a(λ) can be oscillatory, e.g., a(λ) = e^{it (λ)} with (λ) a polynomial of degree ≤ m − 1, or it can be of polynomial type, e.g., a(λ) = (1 + λ)^k with 0 ≤ k ≤ (m − 2). The estimates are applied to the study of solutions of certain linear pseudodifferential equations, of the generalized Schrödinger or Airy type, and of associated semilinear equations.     

Systems of equations driven by stable processes

Let Z^j_t, j = 1, . . . , d, be independent one-dimensional symmetric stable processes of index α ∈ (0,2). We consider the system of stochastic differential equations where the matrix A(x)=(A_ij(x))1≤ i, j ≤ d is continuous and bounded in x and nondegenerate for each x. We prove existence and uniqueness of a weak solution to this system. The approach of this paper uses the martingale problem method. For this, we establish some estimates for pseudodifferential operators with singular state-dependent symbols. Let λ₂ > λ₁ > 0. We show that for any two vectors a, b∈ ℝ_d with |a|, |b| ∈ (λ₁, λ₂) and p sufficiently large, the L^p-norm of the operator whose Fourier multiplier is (|u · a|^α - |u · b|^α) / ∑_j=1^d |u_i|^α is bounded by a constant multiple of |a−b|^θ for some θ > 0, where u=(u₁ , . . . , u_d) ∈ ℝ^d. We deduce from this the L^p-boundedness of pseudodifferential operators with symbols of the form ψ(x,u)=|u · a(x)|^α / ∑_j=1^d |u_i|^α, where u=(u₁,...,u_d) and a is a continuous function on ℝ^d with |a(x)|∈ (λ₁, λ₂) for all x∈ ℝ^d. Research partially supported by NSF grant DMS-0244737. Research partially supported by NSF grant DMS-0303310.