Compact sets in the spaceL p (O,T; B)

Summary A characterization of compact sets in L^p (0, T; B) is given, where 1P and B is a Banach space. For the existence of solutions in nonlinear boundary value problems by the compactness method, the point is to obtain compactness in a space L^p (0,T; B) from estimates with values in some spaces X, Y or B where XBY with compact imbedding XB. Using the present characterization for this kind of situations, sufficient conditions for compactness are given with optimal parameters. As an example, it is proved that if {f_n} is bounded in L^q(0,T; B) and in L _loc ¹ (0, T; X) and if {f_n/t} is bounded in L _loc ¹ (0, T; Y) then {f_n} is relatively compact in L^p(0,T; B), p相似文献   

Multivalued Stochastic Differential Equations: Convergence of a Numerical Scheme

In this paper we show the strong mean square convergence of a numerical scheme for a R ^d -multivalued stochastic differential equation: dX _t +A(X _t )dtb(t,X _t )dt+(t,X _t )dW _t and obtain the rate of convergence O(( log(1/)^1/2) when the diffusion coefficient is bounded. By introducing a discrete Skorokhod problem, we establish L ^p -estimates (p2) for the solutions and prove the convergence by using a deterministic result. Numerical experiments for the rate of convergence are presented.     

Large Deviations of Local Times of Lévy Processes

For X(t) a real-valued symmetric Lévy process, its characteristic function is E(e ^iX(t))=exp(–t()). Assume that is regularly varying at infinity with index 1<2. Let L ^x _t denote the local time of X(t) and L* _t =sup _xR L ^x _t . Estimates are obtained for P(L ⁰ _t y) and P(L* _t y) as y and t fixed.     

Solving systems of polynomial inequalities over a real closed field in subexponential time

Let _m= (₁,..., _m) denote an ordered field, where _i+1>0 is infinitesimal relative to the elements of _i, 0 < –i < m (by definition, ₀= ). Given a system of inequalities f₁ > 0, ..., f_s > 0, f_s+1 0, ..., f_k 0, where f_{j m} [X₁,..., X_n] are polynomials such that, and the absolute value of any integer occurring in the coefficients of the f_js is at most 2^M. An algorithm is constructed which tests the above system of inequalities for solvability over the real closure of _m in polynomial time with respect to M, ((d)ⁿd₀)^n+m. In the case _m=, the algorithm explicitly constructs a family of real solutions of the system (provided the latter is consistent). Previously known algorithms for this problem had complexity of the order ofM(d d ₀ ^{m 2U(n)} .Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Maternaticheskogo Instituta im. V. A. Steklova Akad. Nauk SSSR, Vol. 174, pp. 3–36, 1988.     

A note on quasi-periodic solutions of some elliptic systems

We extend a recent method of proof of a theorem by Kolmogorov on the conservation of quasi-periodic motion in Hamiltonian systems so as to prove existence of (uncountably many) real-analytic quasi-periodic solutions for elliptic systems u=f _x (u, y), whereu y ^M u(y) ^N ,f=f(x, y) is a real-analytic periodic function and is a small parameter. Kolmogorov's theorem is obtained (in a special case) whenM=1 while the caseN=1 is (a special case of) a theorem by J. Moser on minimal foliations of codimension 1 on a torusT ^M +1. In the autonomous case,f=f(x), the above result holds for any .     

An embedding theorem for a limiting exponent

We consider the function space B _p ^l () of functionsf(x), defined on the domain of a certain class and characterized by specific differential-difference properties in L_p(). We prove a theorem on the embedding B _p,q ^l () L_q in the case whenl=n/p –n/q >0 and its generalization for vectorl, p, q.Translated from Matematicheski Zametki, Vol. 6, No. 2, pp. 129–138, August, 1969.     

Quadratic spline interpolation on uniform meshes

The interpolation problem at uniform mesh points of a quadratic splines(x _i)=f _i,i=0, 1,...,N ands(x ₀)=f₀ is considered. It is known that s–f=O(h ³) and s–f=O(h ²), whereh is the step size, and that these orders cannot be improved. Contrary to recently published results we prove that superconvergence cannot occur for any particular point independent off other than mesh points wheres=f by assumption. Best error bounds for some compound formulae approximatingf _i andf _i ⁽³⁾ are also derived.     

Complemented subspaces of sums and products of banach spaces

Summary We prove that, when X is one of the Banach spaces l^p (1p ) or c₀, then every infinite-dimensional complemented subspace of X^N (resp. X^(N)) is isomorphic to one of the following spaces: (, X, × X, X^N (resp. , X, X, X^(N)). Therefore, X^N and X^(N) are primary. We also give some consequences and related results.The second author acknowledges partial support from the Italian Ministero della Pubblica Istruzione.     

Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes

We consider the Markov chainX _n+1=T(X _n )+ _n , where { _n ;n1} is a ^d -valued random sequence of independent identically distributed random variables, and the functionT: ^{d d} is measurable and satisfies a suitable growth condition. Under certain conditions involvingT and the probability distribution of _n , we show that this Markov chain is ergodic. Moreover, we obtain sharp upper bounds for the tail of the corresponding stationary probability density function. In our proofs, we make use of the Leray-Schauder fixed-point theorem.     

On the boundedness of Weyl sums

Leta be irrational and letf:[0,1] be Riemann-integrable with integral zero. Letf _n (x) denote the Weyl sumf _n (x):= _k=0 ^n–1 f({x k>}),x/[0,1[,n. We prove criteria for the boundedness of the sequence (f _n ) _n1 and discuss the relation of this question to irregularities of the distribution of sequences.     

Application of Topological Degree to the Study of Bifurcation in von Kármán Equations

The aim of this paper is to illustrate the use of topological degree for the study of bifurcation in von Kármán equations with two real positive parameters and for a thin elastic disk lying on the elastic base under the action of a compressing force, which may be written in the form of an operator equation F(x, , ) = 0 in some real Banach spaces X and Y. The bifurcation problem that we study is a mathematical model for a certain physical phenomenon and it is very important in the mechanics of elastic constructions. We reduce the bifurcation problem in the solution set of equation F(x, , ) = 0 at a point (0, ₀, ₀) X × IR ₊ ² to the bifurcation problem in the solution set of a certain equation in IR ⁿ at a point (0, ₀, ₀) IR ⁿ × IR ₊ ², where n = dim Ker F _x (0, ₀, ₀) and F _x (0, ₀, ₀): X Y is a Fréchet derivative of F with respect to x at (0, ₀, ₀). To solve the bifurcation problem obtained as a result of reduction, we apply homotopy and degree theory.     

Limit theorems for multitype continuous time Markov branching processes

Summary Let X(t)=(X ₁ (t), X ₂ (t), , X _t (t)) be a k-type (2k<) continuous time, supercritical, nonsingular, positively regular Markov branching process. Let M(t)=((m _ij (t))) be the mean matrix where m _ij (t)=E(X _j (t)¦X _r (0)= _ir for r=1, 2, , k) and write M(t)=exp(At). Let be an eigenvector of A corresponding to an eigenvalue . Assuming second moments this paper studies the limit behavior as t of the stochastic process . It is shown that i) if 2 Re >₁, then · X(t)e{–t¦ converges a.s. and in mean square to a random variable. ii) if 2 Re ₁ then [ · X(t)] f(v · X(t)) converges in law to a normal distribution where f(x)=(x) ^–1 if 2 Re <₁ and f(x)=(x log x)^–1 if 2 Re =₁, ₁ the largest real eigenvalue of A and v the corresponding right eigenvector.Research supported in part under contracts N0014-67-A-0112-0015 and NIH USPHS 10452 at Stanford University.     

A Strong Maximum Principle for some quasilinear elliptic equations

In its simplest form the Strong Maximum Principle says that a nonnegative superharmonic continuous function in a domain ⁿ ,n 1, is in fact positive everywhere. Here we prove that the same conclusion is true for the weak solutions of – u + (u) = f with a nondecreasing function ,(0)=0, andf0 a.e. in if and only if the integral((s)s) ^–1/2 ds diverges ats=0+. We extend the result to more general equations, in particular to – _p u + (u) =f where _p (u) = div(|Du| ^p-2 Du), 1 <p < . Our main result characterizes the nonexistence of a dead core in some reaction-diffusion systems.This work was partly done while the author was visiting the University of Minnesota as a Fulbright Scholar.     

On quadratic spline interpolation

Using the quadratic spline interpolates(x) fitting the data (x _i,y _i), 0in and satisfying the end conditions_o=y_o, we give formulae approximatingy andy at selected knots by orders up toO(h ⁴).     

On measures integrating all functions of a given vector lattice

LetE be a vector lattice of real-valued functions defined on a setX, and (E):={{f1}:fE}. Among others, it is shown that, under some additional assumptions onE, every measure that integrates all functionsfE is (E)--smooth iffX is (E)-complete. An application of this general result to various topological situations yields some new measure-theoretic characterizations of realcompact, Borel-complete andN-compact spaces, respectively.     

Separately <Emphasis Type="Italic">F</Emphasis>σ-measurable functions are close to functions of the first Baire class

We prove that a Borel separately F -measurable function f: X×YR on the product of Polish spaces is a function of the first Baire class on the complement X×Y\M of a certain projectively meager set MX×Y.Translated from Ukrainskyi Matematychnyi Zhurnal, Vol. 56, No. 4, pp. 573–576, April, 2004.     

Limit Theorems for the Maximum Terms of a Sequence of Random Variables with Marginal Geometric Distributions

Let X _n1 ^* , ... X _nn ^* be a sequence of n independent random variables which have a geometric distribution with the parameter p _n = 1/n, and M _n ^* = \max\{X _n1 ^* , ... X _nn ^* }. Let Z ₁, Z₂, Z₃, ... be a sequence of independent random variables with the uniform distribution over the set N _n = {1, 2, ... n}. For each j N _n let us denote X _nj = min{k : Z_k = j}, M _n = max{X_n1, ... X_nn}, and let S _n be the 2nd largest among X _n1, X_n2, ... X_nn. Using the methodology of verifying D(u_n) and D'(u_n) mixing conditions we prove herein that the maximum M _n has the same type I limiting distribution as the maximum M _n ^* and estimate the rate of convergence. The limiting bivariate distribution of (S_n, M_n) is also obtained. Let _n, _n N_n, , and T _n = min{M(A_n), M(B_n)}. We determine herein the limiting distribution of random variable T _n in the case _n , _n/_n > 0, as n .     

Posterior Sensitivity to the Sampling Distribution and the Prior: More than One Observation

Sensitivity of a posterior quantity (f, P) to the choice of the sampling distribution f and prior P is considered. Sensitivity is measured by the range of (f, P) when f and P vary in nonparametric classes ^f and ^P respectively. Direct and iterative methods are described which obtain the range of (f, P) over f ^f when prior P is fixed, and also the overall range over f ^f and P ^P . When multiple i.i.d. observations X ₁,...,X _k are observed from f, the posterior quantity (f, P) is not a ratio-linear function of f. A method of steepest descent is proposed to obtain the range of (f, P). Several examples illustrate applications of these methods.     

Convexity of Nonlinear Image of a Small Ball with Applications to Optimization

Let f: XY be a nonlinear differentiable map, X,Y are Hilbert spaces, B(a,r) is a ball in X with a center a and radius r. Suppose f (x) is Lipschitz in B(a,r) with Lipschitz constant L and f (a) is a surjection: f (a)X=Y; this implies the existence of >0 such that f (a)^* yy, yY. Then, if r,/(2L), the image F=f(B(a,)) of the ball B(a,) is convex. This result has numerous applications in optimization and control. First, duality theory holds for nonconvex mathematical programming problems with extra constraint x–a. Special effective algorithms for such optimization problems can be constructed as well. Second, the reachability set for small power control is convex. This leads to various results in optimal control.     

Extremal problems of Bloch function spaces

Letf be analytic in a hyperbolic region . The Bloch constant _f off is defined by , where (z)|dz| is the Poincaré metric in . Suppose is hyperbolic and where . Then for allf withf() , we have _f 1/(). In this paper we study the extremal functions defined by _f =1/() and the existence of those functions.Supported by the National Natural Science Foundation of China.