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     

The total reducibility order of a polynomial in two variables

LetK be an algebraically closed field of characteristic zero. ForA ∈K[x, y] let σ(A) = {λ ∈K:A − λ is reducible}. For λ ∈ σ(A) letA − λ = ∏ _i=1 ^n(λ) A _iλ ^k _μ whereA _iλ are distinct primes. Let ϱ_λ(A) =n(λ) − 1 and let ρ(A) = Σ_λɛσ(A)ϱ_λ(A). The main result is the following: Theorem.If A ∈ K[x, y] is not a composite polynomial, then ρ(A) < degA.     

On the Construction of Permutation Arrays via Mappings from Binary Vectors to Permutations

An (n, d, k)-mapping f is a mapping from binary vectors of length n to permutations of length n + k such that for all x, y {0,1}ⁿ, d_H (f(x), f(y)) ≥ d_H (x, y) + d, if d_H (x, y) ≤ (n + k) − d and d_H (f(x), f(y)) = n + k, if d_H (x, y) > (n + k) − d. In this paper, we construct an (n,3,2)-mapping for any positive integer n ≥ 6. An (n, r)-permutation array is a permutation array of length n and any two permutations of which have Hamming distance at least r. Let P(n, r) denote the maximum size of an (n, r)-permutation array and A(n, r) denote the same setting for binary codes. Applying (n,3,2)-mappings to the design of permutation array, we can construct an efficient permutation array (easy to encode and decode) with better code rate than previous results [Chang (2005). IEEE Trans inf theory 51:359–365, Chang et al. (2003). IEEE Trans Inf Theory 49:1054–1059; Huang et al. (submitted)]. More precisely, we obtain that, for n ≥ 8, P(n, r) ≥ A(n − 2, r − 3) > A(n − 1,r − 2) = A(n, r − 1) when n is even and P(n, r) ≥ A(n − 2, r − 3) = A(n − 1, r − 2) > A(n, r − 1) when n is odd. This improves the best bound A(n − 1,r − 2) so far [Huang et al. (submitted)] for n ≥ 8. The work was supported in part by the National Science Council of Taiwan under contract NSC-93-2213-E-009-117     

Barrier strips and positive solutions of first order singular and regular initial value problems

We use the barrier strip method to prove sufficient conditions for the global solvability of the initial value problem f(t, x, x′) = 0, x(0) = A, including the case in which the function (t, x, y) → f(t, x, y) has a singularity at x = A.     

Zero-Eigenvalue Eigenfunctions for Differences of Elliptic Relativistic Calogero-Moser Hamiltonians

Letting A_l(x) denote the commuting analytic difference operators of elliptic relativistic Calogero-Moser type, we present and study zero-eigenvalue eigenfunctions for the operators A_l(x) − A_l(−y) (with l = 1, 2,..., N and x, y ∈ ℂ ^N). The eigenfunctions are products of elliptic gamma functions. They are invariant under permutations of x₁,..., x_N and y₁,..., y_N and under interchange of the step-size parameters. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 146, No. 1, pp. 31–41, January, 2006.     

Nonlocal initial-boundary-value problems for a degenerate hyperbolic equation

We consider the equation y ^m u _xx − u _yy − b ² y ^m u = 0 in the rectangular area {(x, y) | 0 < x < 1, 0 < y < T}, where m < 0, b ≥ 0, T > 0 are given real numbers. For this equation we study problems with initial conditions u(x, 0) = τ(x), u _y (x, 0) = ν(x), 0 ≤ x ≤ 1, and nonlocal boundary conditions u(0, y) = u(1, y), u _x (0, y) = 0 or u _x (0, y) = u _x (1, y), u(1, y) = 0 with 0≤y≤T. Using the method of spectral analysis, we prove the uniqueness and existence theorems for solutions to these problems     

Multidimensional version of M. A. Krasnoseľskii’s generalized contraction principle

Let M be a complete K-metric space with n-dimensional metric ρ(x, y): M × M → R ⁿ , where K is the cone of nonnegative vectors in R ⁿ . A mapping F: M → M is called a Q-contraction if ρ (Fx,Fy) ⩽ Qρ (x,y), where Q: K → K is a semi-additive absolutely stable mapping. A Q-contraction always has a unique fixed point x* in M, and ρ(x*,a) ⩽ (I - Q)^-1 ρ(Fa, a) for every point a in M. The point x* can be obtained by the successive approximation method x _k = Fx _k-1, k = 1, 2,..., starting from an arbitrary point x ₀ in M, and the following error estimates hold: ρ (x*, x _k ) ⩽ Q ^k (I - Q)^-1ρ(x ₁, _x ⁰) ⩽ (I - Q)^-1 Q ^k ρ(x ₁, x ₀), k = 1, 2,.... Generally the mappings (I - Q)^-1 and Q ^k do not commute. For n = 1, the result is close to M. A. Krasnosel’skii’s generalized contraction principle.     

On embedding trees into uniformly convex Banach spaces

We investigate the minimum value ofD =D(n) such that anyn-point tree metric space (T, ρ) can beD-embedded into a given Banach space (X, ∥·∥); that is, there exists a mappingf :T →X with 1/D ρ(x,y) ≤ ∥f(x) −f(y)∥ ≤ρ(x,y) for anyx,y εT. Bourgain showed thatD(n) grows to infinity for any superreflexiveX (and this characterized super-reflexivity), and forX =ℓ _p, 1 <p < ∞, he proved a quantitative lower bound of const·(log logn)^min(1/2,1/p). We give another, completely elementary proof of this lower bound, and we prove that it is tight (up to the value of the constant). In particular, we show that anyn-point tree metric space can beD-embedded into a Euclidean space, with no restriction on the dimension, withD =O(√log logn). This paper contains results from my thesis [Mat89] from 1989. Since the subject of bi-Lipschitz embeddings is becoming increasingly popular, in 1997 I finally decided to publish this English version. Supported by Czech Republic Grant GAČR 0194 and by Charles University grants No. 193, 194.     

The solution of characteristic value-vector problems by Newton's method

LetT(λ) be a bounded linear operator in a Banach spaceX for eachλ in the scalar fieldS. The characteristic value-vector problemT(λ)x = 0 with a normalization conditionφ x = 1, whereφ ε X ^*, is formulated as a nonlinear problem inX xS:P(y) ≡ (T(λ)x, φ x - 1) = 0,y= (X, A). Newton's method and the Kantorovič theorem are applied. For this purpose, representations and criteria for existence ofP′(y)⁻¹ are obtained. The continuous dependence onT of characteristic values and vectors is investigated. A numerical example withT(λ) =A +λB +λ ² C is presented. Sponsored by the Mathematics Research Center, United States Army, Madison, Wisconsin, under Contract No.: DA-31-124-ARO-D-462.     

Equations fonctionnelles et estimations de normes de matrices

We solve independently the equations 1/θ(x)θ(y)=ψ(x)−ψ(y)+φ(x−y)/θ(x−y) and 1/θ(x)θ(y)=σ(x)−σ(y)/θ(x−y)+τ(x)τ(y), τ(0)=0. In both cases we find θ²=aθ⁴+bθ²+c. We deduce estimates for the spectral radius of a matrix of type(1/θ(x _r −x _s )) (the accent meaning that the coefficients of the main diagonal are zero) and we study the case where thex _r are equidistant.

Dédié to à Monsieur le Professeur Otto Haupt à l'occasion de son cententiare avec les meilleurs voeux     

A Generalized Cubic Functional Equation

In this paper, we determine the general solution of the functional equation f1 （2x ＋ y） ＋ f2（2x - y） = f3（x ＋ y） ＋ f4（x - y） ＋ f5（x） without assuming any regularity condition on the unknown functions f1,f2,f3, f4, f5 ： R→R. The general solution of this equation is obtained by finding the general solution of the functional equations f（2x ＋ y） ＋ f（2x - y） = g（x ＋ y） ＋ g（x - y） ＋ h（x） and f（2x ＋ y） - f（2x - y） = g（x ＋ y） - g（x - y）. The method used for solving these functional equations is elementary but exploits an important result due to Hosszfi. The solution of this functional equation can also be determined in certain type of groups using two important results due to Szekelyhidi.     

Distance-Regular Graph with <Emphasis Type="Italic">c</Emphasis><Subscript>2</Subscript> > 1 and <Emphasis Type="Italic">a</Emphasis><Subscript>1</Subscript> = 0 < <Emphasis Type="Italic">a</Emphasis><Subscript>2</Subscript>

Let Γ be a distance-regular graph of diameter d ≥ 3 with c ₂ > 1. Let m be an integer with 1 ≤ m ≤ d − 1. We consider the following conditions:

Quantitative form of the Luzin <Emphasis Type="Italic">C</Emphasis>-property

We prove the following statement, which is a quantitative form of the Luzin theorem on C-property: Let (X, d, μ) be a bounded metric space with metric d and regular Borel measure μ that are related to one another by the doubling condition. Then, for any function f measurable on X, there exist a positive increasing function η ∈ Ω (η(+0) = 0 and η(t)t ^−a decreases for a certain a > 0), a nonnegative function g measurable on X, and a set E ⊂ X, μE = 0 , for which

On some characterization of probability distributions in Hilbert spaces

Summary The aim of this paper is to prove the following theorem about characterization of probability distributions in Hilbert spaces:Theorem. — Let x₁, x₂, …, x_n be n (n≥3) independent random variables in the Hilbert spaceH, having their characteristic functionals f_k(t) = E[e^i(t,x _k)], (k=1, 2, …, n): let y₁=x₁ + x_n, y₂=x₂ + x_n, …, y_n−1=x_n−1 + x_n. If the characteristic functional f(t₁, t₂, …, t_n−1) of the random variables (y₁, y₂, …, y_n−1) does not vanish, then the joint distribution of (y₁, y₂, …, y_n−1) determines all the distributions of x₁, x₂, …, x_n up to change of location.     

On Maps Preserving Zero Jordan Products

Let R be a ring, A = M _n (R) and θ: A → A a surjective additive map preserving zero Jordan products, i.e. if x,y ∈ A are such that xy + yx = 0, then θ(x)θ(y) + θ(y)θ(x) = 0. In this paper, we show that if R contains \frac12\frac{1}{2} and n ≥ 4, then θ = λϕ, where λ = θ(1) is a central element of A and ϕ: A → A is a Jordan homomorphism.     

On Certain Power-Associative,Lie-Admissible Subalgebras of Matrix Algebras

The theory of functional identities is applied to the classification of the third-power-associative products * which can be defined on certain Lie subalgebras A of the matrix algebra M _n (F) over a field F such that x * y − y * x = xy − yx for all x, y ∈ A, where xy denotes the usual associative product in M _n (F) and A is the matrix algebra itself, a Lie ideal, a one-sided ideal, the Lie algebra of skew elements, or the algebra of upper triangular matrices. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 13, Algebra, 2004.     

Diameter preserving linear maps and isometries, II

We study linear bijections of simplex spacesA(S) which preserve the diameter of the range, that is, the seminorm ϱ(f)=sup{|f(x)−f(y)|:x,yεS}.     

An Extremal Problem on Degree Sequences of Graphs

 Let G=(I _n ,E) be the graph of the n-dimensional cube. Namely, I _n ={0,1} ⁿ and [x,y]∈E whenever ||x−y||₁=1. For A⊆I _n and x∈A define h _A (x) =#{y∈I _n A|[x,y]∈E}, i.e., the number of vertices adjacent to x outside of A. Talagrand, following Margulis, proves that for every set A⊆I _n of size 2 ⁿ⁻¹ we have for a universal constant K independent of n. We prove a related lower bound for graphs: Let G=(V,E) be a graph with . Then , where d(x) is the degree of x. Equality occurs for the clique on k vertices. Received: January 7, 2000 RID="*" ID="*" Supported in part by BSF and by the Israeli academy of sciences     

Asymptotic behaviour of a Brownian motion on exterior domains

We study the asymptotic behaviour of the transition density of a Brownian motion in ?, killed at ∂?, where ? ^c is a compact non polar set. Our main result concern dimension d = 2, where we show that the transition density p ^? _t (x, y) behaves, for large t, as u(x)u(y)(t(log t)²)⁻¹ for x, y∈?, where u is the unique positive harmonic function vanishing on (∂?) ^r , such that u(x) ∼ log ∣x∣. Received: 29 January 1999 / Revised version: 11 May 1999