Correlation structure of intermittency in the parabolic Anderson model

Consider the Cauchy problem ∂u(x, t)/∂t = ℋu(x, t) (x∈ℤ^d, t≥ 0) with initial condition u(x, 0) ≡ 1 and with ℋ the Anderson Hamiltonian ℋ = κΔ + ξ. Here Δ is the discrete Laplacian, κ∈ (0, ∞) is a diffusion constant, and ξ = {ξ(x): x∈ℤ ^d } is an i.i.d.random field taking values in ℝ. G?rtner and Molchanov (1990) have shown that if the law of ξ(0) is nondegenerate, then the solution u is asymptotically intermittent. In the present paper we study the structure of the intermittent peaks for the special case where the law of ξ(0) is (in the vicinity of) the double exponential Prob(ξ(0) > s) = exp[−e ^{s /θ}] (s∈ℝ). Here θ∈ (0, ∞) is a parameter that can be thought of as measuring the degree of disorder in the ξ-field. Our main result is that, for fixed x, y∈ℤ ^d and t→∈, the correlation coefficient of u(x, t) and u(y, t) converges to ∥w _ρ∥⁻² _ℓ2Σ_{z ∈ℤd} w _ρ(x+z)w _ρ(y+z). In this expression, ρ = θ/κ while w _ρ:ℤ^d→ℝ⁺ is given by w _ρ = (v _ρ)^{⊗ d} with v _ρ: ℤ→ℝ⁺ the unique centered ground state (i.e., the solution in ℓ²(ℤ) with minimal l ²-norm) of the 1-dimensional nonlinear equation Δv + 2ρv log v = 0. The uniqueness of the ground state is actually proved only for large ρ, but is conjectured to hold for any ρ∈ (0, ∞). empty It turns out that if the right tail of the law of ξ(0) is thicker (or thinner) than the double exponential, then the correlation coefficient of u(x, t) and u(y, t) converges to δ _{x, y} (resp.the constant function 1). Thus, the double exponential family is the critical class exhibiting a nondegenerate correlation structure. Received: 5 March 1997 / Revised version: 21 September 1998     

Almost-sure central limit theorem for a Markov model of random walk in dynamical random environment

Summary We consider a model of random walk on ℤ^ν, ν≥2, in a dynamical random environment described by a field ξ={ξ _t (x): (t,x)∈ℤ^ν+1}. The random walk transition probabilities are taken as P(X _{t +1}= y|X _t = x,ξ _t =η) =P ₀( y−x)+ c(y−x;η(x)). We assume that the variables {ξ _t (x):(t,x) ∈ℤ^ν+1} are i.i.d., that both P ₀(u) and c(u;s) are finite range in u, and that the random term c(u;·) is small and with zero average. We prove that the C.L.T. holds almost-surely, with the same parameters as for P ₀, for all ν≥2. For ν≥3 there is a finite random (i.e., dependent on ξ) correction to the average of X _t , and there is a corresponding random correction of order to the C.L.T.. For ν≥5 there is a finite random correction to the covariance matrix of X _t and a corresponding correction of order to the C.L.T.. Proofs are based on some new L ^p estimates for a class of functionals of the field. Received: 4 January 1996/In revised form: 26 May 1997     

Further Results on the Existence of Splitting BIBDs and Application to Authentication Codes

Let (v,u×c,λ)-splitting BIBD denote a (v,u×c,λ)-splitting balanced incomplete block design of order v with block size u×c and index λ. Necessary conditions for the existence of a (v,u×c,λ)-splitting BIBD are v≥uc, λ(v−1)≡0 (mod c(u−1)) and λ v(v−1)≡0 (mod (c ² u(u−1))). We show in this paper that the necessary conditions for the existence of a (v,3×3,λ)-splitting BIBD are also sufficient with possible exceptions when (1) (v,λ)∈{(55,1),(39,9k):k=1,2,…}, (2) λ≡0 (mod 54) and v≡0 (mod 2). We also show that there exists a (v,3×4,1)-splitting BIBD when v≡1 (mod 96). As its application, we obtain a new infinite class of optimal 4-splitting authentication codes.     

Parabolic problems for the Anderson model

Summary. This is a continuation of our previous work [6] on the investigation of intermittency for the parabolic equation (∂/∂t)u=Hu on ℝ₊×ℤ ^d associated with the Anderson Hamiltonian H=κΔ+ξ(·) for i.i.d. random potentials ξ(·). For the Cauchy problem with nonnegative homogeneous initial condition we study the second order asymptotics of the statistical moments <u(t,0) ^p > and the almost sure growth of u(t,0) as t→∞. We point out the crucial role of double exponential tails of ξ(0) for the formation of high intermittent peaks of the solution u(t,·) with asymptotically finite size. The challenging motivation is to achieve a better understanding of the geometric structure of such high exceedances which in one or another sense provide the essential contribution to the solution. Received: 10 December 1996 / In revised form: 30 September 1997     

Almost sure asymptotics for the continuous parabolic Anderson model

We consider the parabolic Anderson problem ∂ _t u = κΔu + ξ(x)u on ℝ₊×ℝ ^d with initial condition u(0,x) = 1. Here κ > 0 is a diffusion constant and ξ is a random homogeneous potential. We concentrate on the two important cases of a Gaussian potential and a shot noise Poisson potential. Under some mild regularity assumptions, we derive the second-order term of the almost sure asymptotics of u(t, 0) as t→∞. Received: 26 July 1999 / Revised version: 6 April 2000 / Published online: 22 November 2000     

Exact solution of one boundary-value problem

We study the boundary-value perlodic problem u _tt −u _xx =F(x, t), u(0, t)=u(π, t)=0, u(x, t+T)=u(x, t), (x, t) ∈ R ². By using the Vejvoda-Shtedry operator, we determine a solution of this problem. Ternopol Pedagogical Institute, Temopol. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 7, pp. 998–1001, July, 1997.     

Large deviations for the Ginzburg–Landau ∇φ interface model

Hydrodynamic large scale limit for the Ginzburg-Landau ∇φ interface model was established in [6]. As its next stage this paper studies the corresponding large deviation problem. The dynamic rate functional is given by

Asymptotic separation for independent trajectories of Markov processes

We say that n independent trajectories ξ₁(t),…,ξ _n (t) of a stochastic process ξ(t)on a metric space are asymptotically separated if, for some ɛ > 0, the distance between ξ _i (t _i ) and ξ _j (t _j ) is at least ɛ, for some indices i, j and for all large enough t ₁,…,t _n , with probability 1. We prove sufficient conitions for asymptotic separationin terms of the Green function and the transition function, for a wide class of Markov processes. In particular,if ξ is the diffusion on a Riemannian manifold generated by the Laplace operator Δ, and the heat kernel p(t, x, y) satisfies the inequality p(t, x, x) ≤ Ct ^−ν/2 then n trajectories of ξ are asymptotically separated provided . Moreover, if for some α∈(0, 2)then n trajectories of ξ^(α) are asymptotically separated, where ξ^(α) is the α-process generated by −(−Δ)^α/2. Received: 10 June 1999 / Revised version: 20 April 2000 / Published online: 14 December 2000 RID="*" ID="*" Supported by the EPSRC Research Fellowship B/94/AF/1782 RID="**" ID="**" Partially supported by the EPSRC Visiting Fellowship GR/M61573     

On a result of C. Mueller and E. Perkins

Summary. The equation du=(au&rdquo;+bu′+cu) dt+νu ^γ W(dx,dt) is considered for γ∈(0,1). It is proved that u(t,·) has compact support for all t≥0 if u(0,·) does. This result extends a result of C. Mueller and E. Perkins who considered the case a=1,b=c=0. The proof does not use the nonstandard analysis unlike the one by C. Mueller and E. Perkins. Received: 6 September 1996 / In revised form: 12 February 1997     

Guaranteed consistency of surface intersections and trimmed surfaces using a coupled topology resolution and domain decomposition scheme

We describe a method that serves to simultaneously determine the topological configuration of the intersection curve of two parametric surfaces and generate compatible decompositions of their parameter domains, that are amenable to the application of existing perturbation schemes ensuring exact topological consistency of the trimmed surface representations. To illustrate this method, we begin with the simpler problem of topology resolution for a planar algebraic curve F(x,y)=0 in a given domain, and then extend concepts developed in this context to address the intersection of two tensor-product parametric surfaces p(s,t) and q(u,v) defined on (s,t)∈[0,1]² and (u,v)∈[0,1]². The algorithms assume the ability to compute, to any specified precision, the real solutions of systems of polynomial equations in at most four variables within rectangular domains, and proofs for the correctness of the algorithms under this assumption are given. Mathematics subject classification (2000)  65D17     

The blow-up rate for a system of heat equations with neumann boundary conditions

This paper deals with the blow-up properties of solutions to a system of heat equations u _t=Δu, v _t=Δv in B _R×(0, T) with the Neumann boundary conditions εu/εη=e ^v, εv/εη=e ^u on S _R×[0, T). The exact blow-up rates are established. It is also proved that the blow-up will occur only on the boundary. This work is supported by the National Natural Science Foundation of China     

Stochastic Equations with Time-Dependent Drift Driven by Levy Processes

The stochastic equation dX _t =dS _t +a(t,X _t )dt, t≥0, is considered where S is a one-dimensional Levy process with the characteristic exponent ψ(ξ),ξ∈ℝ. We prove the existence of (weak) solutions for a bounded, measurable coefficient a and any initial value X ₀=x ₀∈ℝ when (ℛe  ψ(ξ))⁻¹=o(|ξ|⁻¹) as |ξ|→∞. These conditions coincide with those found by Tanaka, Tsuchiya and Watanabe (J. Math. Kyoto Univ. 14(1), 73–92, 1974) in the case of a(t,x)=a(x). Our approach is based on Krylov’s estimates for Levy processes with time-dependent drift. Some variants of those estimates are derived in this note.     

An Application of a Mountain Pass Theorem

We are concerned with the following Dirichlet problem: −Δu(x) = f(x, u), x∈Ω, u∈H ¹ ₀(Ω), (P) where f(x, t) ∈C (×ℝ), f(x, t)/t is nondecreasing in t∈ℝ and tends to an L ^∞-function q(x) uniformly in x∈Ω as t→ + ∞ (i.e., f(x, t) is asymptotically linear in t at infinity). In this case, an Ambrosetti-Rabinowitz-type condition, that is, for some θ > 2, M > 0, 0 > θF(x, s) ≤f(x, s)s, for all |s|≥M and x∈Ω, (AR) is no longer true, where F(x, s) = ∫ ^s ₀ f(x, t)dt. As is well known, (AR) is an important technical condition in applying Mountain Pass Theorem. In this paper, without assuming (AR) we prove, by using a variant version of Mountain Pass Theorem, that problem (P) has a positive solution under suitable conditions on f(x, t) and q(x). Our methods also work for the case where f(x, t) is superlinear in t at infinity, i.e., q(x) ≡ +∞. Received June 24, 1998, Accepted January 14, 2000.     

Ergodic averages on circles

LetT ₁ andT ₂ be commuting invertible ergodic measure preserving flows on a probability space (X, A, μ). For t = (u,ν) ∈ ℝ², letT ^t =T ₁ ^u T ₂ ^v . LetS ¹ denote the unit circle in ℝ² and σ the rotation invariant unit measure on it. Then, forf∈Lp(X) withp>2, the averagesA _t f(x) = ∫ _s ¹ f(T ^ts x)σ(ds) conver the integral off for a. e.x, ast tends to 0 or infinity. This extends a result of R. Jones [J], who treated the case of three or more dimensions.     

Diffusion approximation for the convection-diffusion equation with random drift

We consider the asymptotic behavior of the solutions ofscaled convection-diffusion equations ∂ _t u _ɛ (t, x) = κΔ _x (t, x) + 1/ɛV(t/ɛ²,xɛ) ·∇ _x u _ɛ (t, x) with the initial condition u _ɛ(0,x) = u ₀(x) as the parameter ɛ↓ 0. Under the assumptions that κ > 0 and V(t, x), (t, x) ∈R ^d is a d-dimensional,stationary, zero mean, incompressible, Gaussian random field, Markovian and mixing in t we show that the laws of u _ɛ(t,·), t≥ 0 in an appropriate functional space converge weakly, as ɛ↓ 0, to a δ-type measureconcentrated on a solution of a certain constant coefficient heat equation. Received: 23 March 2000 / Revised version: 5 March 2001 / Published online: 9 October 2001     

Viability for a class of semilinear differential equations of retarded type

Let X be a Banach space, A ： D（A） X → X the generator of a compact C0- semigroup S（t） ： X → X, t ≥ 0, D a locally closed subset in X, and f ： （a, b） × X →X a function of Caratheodory type. The main result of this paper is that a necessary and sufficient condition in order to make D a viable domain of the semilinear differential equation of retarded type u＇（t） = Au（t） ＋ f（t, u（t - q））, t ∈ [to, to ＋ T], with initial condition uto = φ ∈C（[-q, 0]; X）, is the tangency condition lim infh10 h^-1d（S（h）v（O）＋hf（t, v（-q））; D） = 0 for almost every t ∈ （a, b） and every v ∈ C（[-q, 0]; X） with v（0）, v（-q）∈ D.     

Stokes and Navier–Stokes problems in a half-space: the existence and uniqueness of solutions a priori nonconvergent to a limit at infinity

The Cauchy problem and the initial boundary value problem in the half-space of the Stokes and Navier–Stokes equations are studied. The existence and uniqueness of classical solutions (u, π) (considered at least C ² × C ¹ smooth with respect to the space variable and C ¹ × C ⁰ smooth with respect to the time variable) without requiring convergence at infinity are proved. A priori the fields u and π are nondecreasing at infinity. In the case of the Stokes problem, the existence, for any t > 0, and the uniqueness of solutions with kinetic field and pressure field are established for some β ∈ (0, 1) and γ ∈ (0, 1 − β). In the case of Navier–Stokes equations, the existence (local in time) and the uniqueness of classical solutions to the Navier–Stokes equations are shown under the assumption that the initial data are only continuous and bounded, by proving that, for any t ∈ (0, T), the kinetic field u(x, t) is bounded and, for any γ ∈ (0, 1), the pressure field π(x, t) is O(1 + |x| ^γ ). Bibliography: 20 titles. To V. A. Solonnikov on his 75th birthday Published in Zapiski Nauchnykh Seminarov POMI, Vol. 362, 2008, pp. 176–240.     

Linear periodic boundary-value problem for a second-order hyperbolic equation. I

In three spaces, we obtain exact classical solutions of the boundary-value periodic problem u _tt−a ² u _xx=g(x,t), u(0,t)=u(π,t)=0, u(x,t+T)=u(x,t)=0, x,t∈ĝ Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 11, pp. 1537–1544, November, 1998.     

Annihilating power values of co-commutators with generalized derivations

Let R be a prime ring with its Utumi ring of quotient U, H and G be two generalized derivations of R and L a noncentral Lie ideal of R. Suppose that there exists 0 ≠ a ∈ R such that a(H(u)u − uG(u)) ⁿ  = 0 for all u ∈ L, where n ≥ 1 is a fixed integer. Then there exist b′,c′ ∈ U such that H(x) = b′x + xc′, G(x) = c′x for all x ∈ R with ab′ = 0, unless R satisfies s ₄, the standard identity in four variables.     

Group Chromatic Number of Graphs without K5-Minors

 Let G be a graph with a fixed orientation and let A be a group. Let F(G,A) denote the set of all functions f: E(G) ↦A. The graph G is A -colorable if for any function f∈F(G,A), there is a function c: V(G) ↦A such that for every directed e=u v∈E(G), c(u)−c(v)≠f(e). The group chromatic numberχ₁(G) of a graph G is the minimum m such that G is A-colorable for any group A of order at least m under a given orientation D. In [J. Combin. Theory Ser. B, 56 (1992), 165–182], Jaeger et al. proved that if G is a simple planar graph, then χ₁(G)≤6. We prove in this paper that if G is a simple graph without a K ₅-minor, then χ₁(G)≤5. Received: August 18, 1999 Final version received: December 12, 2000