Polynomial growth rates

We consider linear equations v^′=A(t)v with a polynomial asymptotic behavior, that can be stable, unstable and central. We show that this behavior is exhibited by a large class of differential equations, by giving necessary and sufficient conditions in terms of generalized “polynomial” Lyapunov exponents for the existence of polynomial behavior. In particular, any linear equation in block form in a finite-dimensional space, with three blocks having “polynomial” Lyapunov exponents respectively negative, positive, and zero, has a nonuniform version of polynomial trichotomy, which corresponds to the usual notion of trichotomy but now with polynomial growth rates. We also obtain sharp bounds for the constants in the notion of polynomial trichotomy. In addition, we establish the persistence under sufficiently small nonlinear perturbations of the stability of a nonuniform polynomial contraction.     

Adaptive Semiparametric Estimation of the Memory Parameter

In Giraitis, Robinson, and Samarov (1997), we have shown that the optimal rate for memory parameter estimators in semiparametric long memory models with degree of “local smoothness” β is n^−r(β), r(β)=β/(2β+1), and that a log-periodogram regression estimator (a modified Geweke and Porter-Hudak (1983) estimator) with maximum frequency m=m(β)n^2r(β) is rate optimal. The question which we address in this paper is what is the best obtainable rate when β is unknown, so that estimators cannot depend on β. We obtain a lower bound for the asymptotic quadratic risk of any such adaptive estimator, which turns out to be larger than the optimal nonadaptive rate n^−r(β) by a logarithmic factor. We then consider a modified log-periodogram regression estimator based on tapered data and with a data-dependent maximum frequency m=m(β), which depends on an adaptively chosen estimator β of β, and show, using methods proposed by Lepskii (1990) in another context, that this estimator attains the lower bound up to a logarithmic factor. On one hand, this means that this estimator has nearly optimal rate among all adaptive (free from β) estimators, and, on the other hand, it shows near optimality of our data-dependent choice of the rate of the maximum frequency for the modified log-periodogram regression estimator. The proofs contain results which are also of independent interest: one result shows that data tapering gives a significant improvement in asymptotic properties of covariances of discrete Fourier transforms of long memory time series, while another gives an exponential inequality for the modified log-periodogram regression estimator.     

Asymptotic stability of ground states in 3D nonlinear Schrödinger equation including subcritical cases

We consider a class of nonlinear Schrödinger equation in three space dimensions with an attractive potential. The nonlinearity is local but rather general encompassing for the first time both subcritical and supercritical (in L²) nonlinearities. We study the asymptotic stability of the nonlinear bound states, i.e. periodic in time localized in space solutions. Our result shows that all solutions with small initial data, converge to a nonlinear bound state. Therefore, the nonlinear bound states are asymptotically stable. The proof hinges on dispersive estimates that we obtain for the time dependent, Hamiltonian, linearized dynamics around a careful chosen one parameter family of bound states that “shadows” the nonlinear evolution of the system. Due to the generality of the methods we develop we expect them to extend to the case of perturbations of large bound states and to other nonlinear dispersive wave type equations.     

Cesàro Asymptotics for Orthogonal Polynomials on the Unit Circle and Classes of Measures

The convergence in L²( ) of the even approximants of the Wall continued fractions is extended to the Cesàro–Nevai class CN, which is defined as the class of probability measures σ with lim_n→∞ ∑ⁿ⁻¹_k=0 |a_k|=0, {a_n}_n0 being the Geronimus parameters of σ. We show that CN contains universal measures, that is, probability measures for which the sequence {|_n|² dσ}_n0 is dense in the set of all probability measures equipped with the weak-* topology. We also consider the “opposite” Szeg class which consists of measures with ∑^∞_n=0 (1−|a_n|²)^1/2<∞ and describe it in terms of Hessenberg matrices.     

Robust M-estimators of location vectors

Let X₁,…,X_n be i.i.d. random vectors in R^m, let θεR^m be an unknown location parameter, and assume that the restriction of the distribution of X₁−θ to a sphere of radius d belongs to a specified neighborhood of distributions spherically symmetric about 0. Under regularity conditions on and d, the parameter θ in this model is identifiable, and consistent M-estimators of θ (i.e., solutions of Σ_i=1ⁿψ(|X_i− |)(X_i− )=0) are obtained by using “re-descenders,” i.e., ψ's wh satisfy ψ(x)=0 for x≥c. An iterative method for solving for is shown to produce consistent and asymptotically normal estimates of θ under all distributions in . The following asymptotic robustness problem is considered: finding the ψ which is best among the re-descenders according to Huber's minimax variance criterion.     

Steady flows of Jeffrey–Hamel type from the half-plane into an infinite channel. 1. Linearization on an antisymmetric solution

In this paper our objective is to provide physically reasonable solutions for the stationary Navier–Stokes equations in a two-dimensional domain with two outlets to infinity, a semi-strip Π₋ and a half-plane K. The same problem in an aperture domain, i.e. in a domain with two half-plane outlets to infinity, has been studied but only under symmetry restrictions on the data. Here, we assume that the main asymptotic term of the solution takes an antisymmetric form in K and apply the technique of weighted spaces with detached asymptotics, i.e. we use spaces where the functions have prescribed asymptotic forms in the outlets.After first showing that the corresponding Stokes problem admits a unique solution if and only if certain compatibility conditions are satisfied, we write the Navier–Stokes equations as a perturbation of the Stokes problem and the crucial compatibility condition as an algebraic equation by which the flux becomes determined. Assuming that the coefficient of the main (antisymmetric) asymptotic term of the solution in K does not vanish and that the data are sufficiently small, we use a contraction principle to solve the Navier–Stokes system coupled with the algebraic equation.Finally, we discuss the ill-posedness of the Navier–Stokes problem with prescribed flux.     

A general framework of compactly supported splines and wavelets

Let {V_k} be a nested sequence of closed subspaces that constitute a multiresolution analysis of L²( ). We characterize the family Φ = {φ} where each φ generates this multiresolution analysis such that the two-scale relation of φ is governed by a finite sequence. In particular, we identify the ε Φ that has minimum support. We also characterize the collection Ψ of functions η such that each η generates the orthogonal complementary subspaces W_k of V_k, . In particular, the minimally supported ψ ε Ψ is determined. Hence, the “B-spline” and “B-wavelet” pair (, ψ) provides the most economical and computational efficient “spline” representations and “wavelet” decompositions of L² functions from the “spline” spaces V_k and “wavelet” spaces W_k, k . A very general duality principle, which yields the dual bases of both {(·−j):j and {η(·−j):j } for any η ε Ψ by essentially interchanging the pair of two-scale sequences with the pair of decomposition sequences, is also established. For many filtering applications, it is very important to select a multiresolution for which both and ψ have linear phases. Hence, “non-symmetric” and ψ, such as the compactly supported orthogonal ones introduced by Daubechies, are sometimes undesirable for these applications. Conditions on linear-phase φ and ψ are established in this paper. In particular, even-order polynomial B-splines and B-wavelets φ_m and ψ_m have linear phases, but the odd-order B-wavelet only has generalized linear phases.     

Compactly supported tight and sibling frames with maximum vanishing moments

The notion of vanishing-moment recovery (VMR) functions is introduced in this paper for the construction of compactly supported tight frames with two generators having the maximum order of vanishing moments as determined by the given refinable function, such as the mth order cardinal B-spline N_m. Tight frames are also extended to “sibling frames” to allow additional properties, such as symmetry (or antisymmetry), minimum support, “shift-invariance,” and inter-orthogonality. For N_m, it turns out that symmetry can be achieved for even m and antisymmetry for odd m, that minimum support and shift-invariance can be attained by considering the frame generators with two-scale symbols 2^−m(1−z)^m and 2^−mz(1−z)^m, and that inter-orthogonality is always achievable, but sometimes at the sacrifice of symmetry. The results in this paper are valid for all compactly supported refinable functions that are reasonably smooth, such as piecewise Lipα for some α>0, as long as the corresponding two-scale Laurent polynomial symbols vanish at z=−1. Furthermore, the methods developed here can be extended to the more general setting, such as arbitrary integer scaling factors, multi-wavelets, and certainly biframes (i.e., allowing the dual frames to be associated with a different refinable function).     

Asymptotic behaviour of nonlinear parabolic equations with critical exponents. A dynamical systems approach

We investigate the large-time behaviour of solutions to the nonlinear heat-conduction equation with absorption u_t = Δ(u^{σ + 1}) − u^β in Q = R^N × (0, ∞) (E) with N 1, σ > 0 and critical absorption exponent β = σ + 1 + 2/N; the initial function u(x, 0) = 0 is assumed to be integrable, nonnegative and compactly supported. We prove that u converges as t → ∞ to a unique self-similar function which is a contracted version of one of the asymptotic profiles of the nonabsorptive problem u_t = Δ(u^{σ + 1}), the same for any initial data. The cornerstone of the proof is a result about ω-limits of (infinite-dimensional) asymptotical dynamical systems. Combining this result with an asymptotic evaluation of the mass function as well as typical PDE estimates gives the behaviour of (E) for large times.Similar unusual asymptotic behaviour is obtained for the equation u_t = div(¦Du¦^σ Du) − u^β with same conditions on σ and u(x, 0) and critical value for β = σ + 1 + (σ + 2)/N.     

Some Asymptotic Formulae for Gaussian Distributions

This paper considers asymptotic expansions of certain expectations which appear in the theory of large deviation for Gaussian random vectors with values in a separable real Hilbert space. A typical application is to calculation of the “tails” of distributions of smooth functionals,p(r)=P{Φ(r⁻¹ξ)0},r→∞, e.g., the probability that a centered Gaussian random vector hits the exterior of a large sphere surrounding the origin. The method provides asymptotic formulae for the probability itself and not for its logarithm in a situation, where it is natural to expect thatp(r)=c′r^D exp{−c″r²}. Calculations are based on a combination of the method of characteristic functionals with the Laplace method used to find asymptotics of integrals containing a fast decaying function with “small” support.     

The Lebesgue Constant for Higher Order Hermite-Fejér Interpolation on the Chebyshev Nodes

For a fixed integer m ≥ 0, and for n = 1, 2, 3, ..., let λ_{2m, n}(x) denote the Lebesgue function associated with (0, 1,..., 2m) Hermite-Fejér polynomial interpolation at the Chebyshev nodes {cos[(2k−1) π/(2n)]: k=1, 2, ..., n}. We examine the Lebesgue constant Λ_{2m, n} max{λ_{2m, n}(x): −1 ≤ x ≤ 1}, and show that Λ_{2m, n} = λ_{m, n}(1), thereby generalising a result of H. Ehlich and K. Zeller for Lagrange interpolation on the Chebyshev nodes. As well, the infinite term in the asymptotic expansion of Λ_{2m, n)} as n → ∞ is obtained, and this result is extended to give a complete asymptotic expansion for Λ_{2, n}.     

Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter

In this work we study connections between various asymptotic properties of the nonlinear filter. It is assumed that the signal has a unique invariant probability measure. The key property of interest is expressed in terms of a relationship between the observation σ field and the tail σ field of the signal, in the stationary filtering problem. This property can be viewed as the permissibility of the interchange of the order of the operations of maximum and countable intersection for certain σ-fields. Under suitable conditions, it is shown that the above property is equivalent to various desirable properties of the filter such as

(a) uniqueness of invariant measure for the signal,

(b) uniqueness of invariant measure for the pair (signal, filter),

(c) a finite memory property of the filter,

(d) a property of finite time dependence between the signal and observation σ fields and

(e) asymptotic stability of the filter.

Previous works on the asymptotic stability of the filter for a variety of filtering models then identify a rich class of filtering problems for which the above equivalent properties hold.     

Large time behavior for nonlinear higher order convection–diffusion equations

We study the large time asymptotic behavior, in L^p (1p∞), of higher derivatives D^γu(t) of solutions of the nonlinear equation

(1)

where the integers n and θ are bigger than or equal to 1, a is a constant vector in with . The function ψ is a nonlinearity such that and ψ(0)=0, and is a higher order elliptic operator with nonsmooth bounded measurable coefficients on . We also establish faster decay when .     

Asymptotic behavior of Solutions for Hénon systems with nearly critical exponent

We consider in this paper the problem

(0.1)

where Ω is the unit ball in centered at the origin, 0α<pN, β>0, N8, p>1, q_ε>1. Suppose q_ε→q>1 as ε→0⁺ and q_ε,q satisfy respectively

we investigate the asymptotic behavior of the ground state solutions (u_ε,v_ε) of (0.1) as ε→0⁺. We show that the ground state solutions concentrate at a point, which is located at the boundary. In addition, the ground state solution is non-radial provided that ε>0 is small.     

Gauss map and Lyapunov exponents of interacting particles in a billiard

We show that the Lyapunov exponent (LE) of periodic orbits with Lebesgue measure zero from the Gauss map can be used to determine the main qualitative behavior of the LE of a Hamiltonian system. The Hamiltonian system is a one-dimensional box with two particles interacting via a Yukawa potential and does not possess Kolmogorov–Arnold–Moser (KAM) curves. In our case the Gauss map is applied to the mass ratio (γ = m₂/m₁) between particles. Besides the main qualitative behavior, some unexpected peaks in the γ dependence of the mean LE and the appearance of ‘stickness’ in phase space can also be understand via LE from the Gauss map. This shows a nice example of the relation between the “instability” of the continued fraction representation of a number with the stability of non-periodic curves (no KAM curves) from the physical model. Our results also confirm the intuition that pseudo-integrable systems with more complicated invariant surfaces of the flow (higher genus) should be more unstable under perturbation.     

Curve Fitting, Differential Equations And The Riemann Hypothesis

It is known that the Riemann zeta function ζ (s) in the critical strip 0 < Re(s) < 1, may be represented as the Mellin transform of a certain function φ (x) which is related to one of the theta functions. The function φ (x) satisfies a well known functional equation, and guided by this property we deduce a family of approximating functions involving an arbitrary parameter α. The approximating function corresponding to the value of α = 2 gives rise to a particularly accurate numerical approximation to the function φ (x). Another approximation to φ (x), which is based upon the first one, is obtained by solving a certain differential equation. Yet another approximating function may be determined as a simple extension of the first. All three approximations, when used in conjunction with the Mellin transform expression for ζ (s) in the critical strip, give rise to an explicit expression from which it is clear that Re(s) = 1/2 is a necessary and sufficient condition for the vanishing of the imaginary part of the integral, the real part of which is non-zero. Accordingly, the analogy with the Riemann hypothesis is only partial, but nevertheless Re(s) = 1/2 emerges from the analysis in a fairly explicit manner. While it is generally known that the imaginary part of the Mellin transform must vanish along Re(s) = 1/2, the major contribution of this paper is the presentation of the actual calculation for three functions which approximate φ (x). The explicit nature of these calculation details may facilitate progress towards the corresponding calculation for the actual φ (x), which may be necessary in a resolution of the Riemann hypothesis.2000 Mathematics Subject Classification: Primary—11M06, 11M26     

Fuzzy Relation Equations for Compression/Decompression Processes of Colour Images in the RGB and YUV Colour Spaces

We use particular fuzzy relation equations for compression/decompression of colour images in the RGB and YUV spaces, by comparing the results of the reconstructed images obtained in both cases. Our tests are made over well known images of 256×256 pixels (8 bits per pixel in each band) extracted from Corel Gallery. After the decomposition of each image in the three bands of the RGB and YUV colour spaces, the compression is performed using fuzzy relation equations of “min - →_t” type, where “t” is the Lukasiewicz t-norm and “→_t” is its residuum. Any image is subdivided in blocks and each block is compressed by optimizing a parameter inserted in the Gaussian membership functions of the fuzzy sets, used as coders in the fuzzy equations. The decompression process is realized via a fuzzy relation equation of max-t type. In both RGB and YUV spaces we evaluate and compare the root means square error (RMSE) and the consequentpeak signal to noise ratio (PSNR) on the decompressed images with respect to the original image under several compression rates.     

Positive Solutions of the Equation (t) = −c(t)x(t − τ) in the Critical Case

The equation (t) − c(t)x(t − τ) is considered in the critical case. For it, the asymptotic behavior of dominant and subdominant solutions is studied. A generalization is made and connections with known results are discussed.     

k-Best Solutions under Distance Constraints in Valuated -Matroids

In discrete maximization problems one usually wants to find an optimal solution. However, in several topics like “alignments,” “automatic speech recognition,” and “computer chess” people are interested to find thekbest solutions for somek ≥ 2. We demand that theksolutions obey certain distance constraints to avoid that thekalternatives are too similar. Several results for valuated -matroids are presented, some of them concerning time complexity of algorithms.     

On the spectral function of the Poisson–Voronoi cells

Denote by (t)=∑_n1e^−λ_nt, t>0, the spectral function related to the Dirichlet Laplacian for the typical cell of a standard Poisson–Voronoi tessellation in . We show that the expectation E(t), t>0, is a functional of the convex hull of a standard d-dimensional Brownian bridge. This enables us to study the asymptotic behaviour of E(t), when t→0⁺,+∞. In particular, we prove that the law of the first eigenvalue λ₁ of satisfies the asymptotic relation lnP{λ₁t}−2^dω_dj_(d−2)/2^d·t^−d/2 when t→0⁺, where ω_d and j_(d−2)/2 are respectively the Lebesgue measure of the unit ball in and the first zero of the Bessel function J_(d−2)/2.