Contractive properties for the heat equation in Sobolev spaces

Consider the heat equation ?_ru ? Δ_xu = 0 in a cylinder Ω × [0,T] ? $\text{R}$ⁿ⁺¹ smooth lateral boundary under zero Neumann or Dirichlet conditions. Geometric conditions for Ω are given that guarantee that for a given P, 6▽_xu(·, t)6_L^p will be non-increasing for any solution. Decay rates are also given. For arbitrary Ω and p, it is shown how to construct an equivalent L^p-norm, such that ▽_x(·, t) is non-increasing in this norm.     

A maximum principle in Rn + 1

In this paper we establish maximum principles of the Cauchy problem for hyperbolic equations in $\text{R}$³ and $\text{R}$^{n + 1}(n ? 2). Our maximum principles generalize the results of Weinberger [5], and Sather [3, 4] for a class of equations such that the coefficients can be allowed to depend upon t, as well, in {x₁, x₂, t}-space and {x₁, x₂,…, x_n, t}-space. Throughout this paper, the influence of the work of Douglis [1] is apparent. See [2].     

On moment-discretization and least-squares solutions of linear integral equations of the first kind

Let K(s, t) be a continuous function on [0, 1] × [0, 1], and let $\text{K}$ be the linear integral operator induced by the kernel K(s, t) on the space $\text{L}$₂[0, 1]. This note is concerned with moment-discretization of the problem of minimizing 6K_x?y6 in the $\text{L}$₂-norm, where y is a given continuous function. This is contrasted with the problem of least-squares solutions of the moment-discretized equation: ∝₀¹K(s_i, t) x(t) dt = y(s_i), i = 1, 2,h., n. A simple commutativity result between the operations of “moment-discretization” and “least-squares” is established. This suggests a procedure for approximating $\text{K2y}$ (where $\text{K}$² is the generalized inverse of $\text{K}$), without recourse to the normal equation $\text{K1Kx = K1y}$, that may be used in conjunction with simple numerical quadrature formulas plus collocation, or related numerical and regularization methods for least-squares solutions of linear integral equations of the first kind.     

Perturbations with several independent parameters

In this paper we discuss the problem of determining a T-periodic solution $\text{x}{}^1\text{(·, λ)}$ of the differential equation x = A(t)x + f(t, x, λ) + b(t), where the perturbation parameter λ is a vector in a parameter-space R^k. The customary approach assumes that λ = λ(?), ??R. One then establishes the existence of an ?₀ > 0 such that the differential equation has a T-periodic solution $\text{x}{}^1\text{(·, λ(?))}$ for all ? satisfying 0 < ? < ?₀. More specifically it is usually assumed that λ(?) has the form λ(?) = ?λ₀ where λ₀ is a fixed vector in R^k. This means that attention is confined in the perturbation procedure to examining the dependence of $\text{x}{}^1\text{(·, λ)}$ on λ as λ varies along a line segment terminating at the origin in the parameter-space R^k. The results established here generalize this previous work by allowing one to study the dependence of $\text{x}{}^1\text{(·, λ)}$ on λ as λ varies through a “conical-horn” whose vertex rests at the origin in R^k. In the process an implicit-function formula is developed which is of some interest in its own right.     

Attainable sets for linear stochastic control systems

Let x_t^u(w) be the solution process of the n-dimensional stochastic differential equation dx_t^u = [A(t)x_t^u + B(t) u(t)] dt + C(t) dW_t, where A(t), B(t), C(t) are matrix functions, W_t is a n-dimensional Brownian motion and u is an admissable control function. For fixed ? ? 0 and 1 ? δ ? 0, we say that x?Rⁿ is (?, δ) attainable if there exists an admissable control u such that P{x_t^u?S_?(x)} ? δ, where S_?(x) is the closed ?-ball in Rⁿ centered at x. The set of all (?, δ) attainable points is denoted by $\text{A}$(t). In this paper, we derive various properties of $\text{A}$(t) in terms of K(t), the attainable set of the deterministic control system $\text{x}\text{?}\text{= A(t)x + B(t)u}$. As well a stochastic bang-bang principle is established and three examples presented.     

On an inequality of Tosio Kato for degenerate-elliptic operators

Let Ω be a domain in Rⁿ and T = ∑_{j,k = 1}ⁿ(?_j ? ib_j(x)) a_jk(x)(?_k ? ib_k(x)), where the a_jk and the b_j are real valued functions in $\text{C}{}^1\text{(Ω)}$, and the matrix (a_jk(x)) is symmetric and positive definite for every $\text{x ? Ω}$. If T₀ is the same as T but with b_j = 0, j = 1,…, n, and if u and Tu are in $\text{L}{}_{\mathrm{<mtext>loc</mtext>}}{}^1\text{(Ω)}$, then T. Kato has established the distributional inequality $\text{T}{}_0\text{¦ u ¦ ?}\text{Re[(sign}$ ū) Tu]. He then used this result to obtain selfadjointness results for perturbed operators of the form T ? q on Rⁿ. In this paper we shall obtain Kato's inequality for degenerate-elliptic operators with real coefficients. We then use this to get selfadjointness results for second order degenerate-elliptic operators on Rⁿ.     

Existence and comparison theorems for nonlinear diffusion systems

In this paper we prove existence, uniqueness, and regularity results for systems of nonlinear second order parabolic equations with boundary conditions of the Dirichlet, Neumann, and regular oblique derivative types. Let K(t) consist of all functions (v¹(x), v²(x),…, v^m(x)) from $\text{Ω ? R}{}^{\mathrm{n}}$ into R^m which satisfy ψⁱ(x, t) ? vⁱ(x) ? θⁱ(x, t) for all $\text{x ? Ω}\text{and}\text{1 ? i ? m}$, where ψⁱand θⁱ are extended real-valued functions on $\text{}\text{?}\text{gW × [0, T)}$. We find conditions which will ensure that a solution U(x, t) ≡ (u¹(x, t), u²(x, t),…, u^m(x, t)) which satisfies U(x, 0) ?K(0) will also satisfy U(x, t) ?K(t) for all 0 ? t < T. This result, which has some similarity to the Gronwall Inequality, is then used to prove a global existence theorem.     

Weak solutions for a nonlinear dispersive equation

In this paper we study the existence, uniqueness, and regularity of the solutions for the Cauchy problem for the evolution equation $\text{u}{}_{\mathrm{t}}\text{+ (f (u))}{}_{\mathrm{x}}\text{? u}{}_{\mathrm{xxt}}\text{= g(x, t), (}{}^1\text{)}\text{where}\text{u = u(x, t), x}$ is in (0, 1), 0 ? t ? T, T is an arbitrary positive real number,f(s)?C¹$\text{R}$, and g(x, t)?L^∞(0, T; L²(0, 1)). We prove the existence and uniqueness of the weak solutions for (¹) using the Galerkin method and a compactness argument such as that of J. L. Lions. We obtain regular solutions using eigenfunctions of the one-dimensional Laplace operator as a basis in the Galerkin method.     

Spectral theory of finite volume domains in Rn

Let Ω be an arbitrary open subset of $\text{R}$ⁿ of finite positive measure, and assume the existence of a subset Λ ? $\text{R}$ⁿ such that the exponential functions e_λ = exp i(λ₁x₁ + … + λ_nx_n), λ = (λ₁,…, λ_n) ∈ Λ, form an orthonormal basis for $\text{L}{}_2\text{(Ω)}$ with normalized measure. Assume 0 ∈ Λ and define subgroups K and A of ($\text{R}$ⁿ, +) by K = Λ⁰ = {γ ∈ $\text{R}$ⁿ:γ·λ ∈ 2π$\text{Z}$}, A = {a ∈ $\text{R}$ⁿ:U_a$\text{m}$ U1_a = $\text{m}$}, where U_t is the unitary representation of $\text{R}$ⁿ on $\text{L}{}_2\text{(Ω)}$ given by U_te = e^itλe_λ, t ∈ $\text{R}$ⁿ, λ ∈ Λ, and where $\text{m}$ is the multiplication algebra of $\text{L}{}_{\mathrm{\infty }}\text{(Ω)}$ on L₂. Assume that A is discrete. Then there is a discrete subgroup D ? A of dimension n, a fundamental domain $\text{D}$ for D, and finite sets of representers R_Λ, R_Γ, $\text{R}{}_{\mathrm{\Omega }}$, each containing 0, R_Λ for $\text{A}\text{K}$ in K⁰, and $\text{R}{}_{\mathrm{\Omega }}$ for $\text{A}\text{K}$ in A such that Ω is disjoint union of translates of $\text{D}$: Ω = ∪_a∈RΩ (a + $\text{D}$), neglecting null sets, and Λ = R_Λ ⊕ D⁰. If R_Γ is a set of representers for $\text{D}\text{A}$ in D, then Γ = R_Γ ⊕ K is a translation set for Ω, i.e., Ω ⊕ Γ = $\text{R}$ⁿ, direct sum, (neglecting null sets). The case A = $\text{R}$ⁿ corresponds to Ω = $\text{D}$, Λ = D⁰ and Γ = K. This last case corresponds in turn to a function theoretic assumption of Forelli.     

Approximate solutions of functional differential equations

The author discusses the best approximate solution of the functional differential equation x′(t) = F(t, x(t), x(h(t))), 0 < t < l satisfying the initial condition x(0) = x₀, where x(t) is an n-dimensional real vector. He shows that, under certain conditions, the above initial value problem has a unique solution y(t) and a unique best approximate solution $\text{p}\text{?}{}_{\mathrm{k}}\text{(t)}$ of degree k (cf. [1]) for a given positive integer k. Furthermore, $\text{sup}{}_{\mathrm{0?t?l}}\text{¦}\text{p}\text{?}{}_{\mathrm{k}}\text{(t) ? y(t)¦ → 0}\text{as}\text{k → ∞}$, where ¦ · ¦ is any norm in Rⁿ.     

Fourier transforms of smooth functions on certain nilpotent Lie groups

The authors consider irreducible representations $\text{π ?}\text{N}\text{?}$ of a nilpotent Lie group and define a Fourier transform for Schwartz class (and other) functions φ on N by forming the kernels K_φ(x, y) of the trace class operations π_φ = ∝_Nφ(n)π_ndn, regarding the π as modeled in L²(R^k) for all π in general position. For a special class of groups they show that the models, and parameters λ labeling the representations in general position, can be chosen so the joint behavior of the kernels K_φ(x, y, λ) can be interpreted in a useful way. The variables (x, y, λ) run through a Zariski open set in Rⁿ, n = dim N. The authors show there is a polynomial map u = A(x, y, λ) that is a birational isomorphism A: Rⁿ → Rⁿ with the following properties. The Fourier transforms F₁φ = K_φ(x, y, λ) all factor through A to give “rationalized” Fourier transforms Fφ(u) such that Fφ ° A = F₁φ. On the rationalized parameter space a function f(u) is of the form F_φ = f ? f is Schwartz class on Rⁿ. If polynomial operators T?P(N) are transferred to operators $\text{T}\text{?}$ on Rⁿ such that $\text{F(Tφ) =}\text{T}\text{?}\text{(Fφ), P(N)}$ is transformed isomorphically to P(Rⁿ).     

A note on k-plane integral transforms

Let Π be a k-dimensional subspace of Rⁿ, n ? 2, and write x = (x′, x″) with x′ in Π and x″ in the orthogonal complement Π^⊥. The k-plane transform of a measurable function ? in the direction Π at the point x″ is defined by $\text{L?(Π, x″) = ∝Π?(x′, x″) dx′}$. In this article certain a priori inequalities are established which show in particular that if $\text{? ? L}{}^{\mathrm{p}}\text{(R}{}^{\mathrm{n}}\text{)}$, $\text{1 ? p}\text{\$}\text{?}\text{n}\text{k}$, then ? is integrable over almost every translate of almost every k-space. Mapping properties of the k-plane transform between the spaces L^p(Rⁿ), p ? 2, and certain Lebesgue spaces with mixed norm on a vector bundle over the Grassmann manifold of k-spaces in Rⁿ are also obtained.     

Oscillatory and asymptotic behavior of solutions of differential equations with deviating arguments

The oscillatory and asymptotic behavior of solutions of a class of nth order nonlinear differential equations, with deviating arguments, of the form (E, δ) L_nx(t) + δq(t) f(x[g₁(t)],…, x[g_m(t)]) = 0, where δ = ± 1 and L₀x(t) = x(t), L_kx(t) = a_k(t)(L_{k ? 1}x(t))^., $\text{k = 1, 2,…, n (}{}^{\mathrm{.}}\text{=}\text{d}\text{dt}\text{)}$, is examined. A classification of solutions of (E, δ) with respect to their behavior as t → ∞ and their oscillatory character is obtained. The comparisons of (E, 1) and (E, ?1) with first and second order equations of the form y^.(t) + c₁(t) f(y[g₁(t)],…, y[g_m(t)]) = 0 and (a_{n ? 1}(t)z^.(t))^. ? c₂(t) f(z[g₁(t)],…, z[g_m(t)]) = 0, respectively, are presented. The obtained results unify, extend and improve some of the results by Graef, Grammatikopoulos and Spikes, Philos and Staikos.     

Symplectic groups and the Klein-Gordon field

In this paper a Cohen factorization theorem x = a^t · x_t (t > 0) is proved for a Banach algebra A with a bounded approximate identity, where t ? a^t is a continuous one-parameter semigroup in A. This theorem is used to show that a separable Banach algebra B has a bounded approximate identity bounded by 1 if and only if there is a homomorphism θ from L¹($\text{R}$⁺) into B such that ∥ θ ∥ = 1 and θ(L¹($\text{R}$⁺)). B = B = B · θ(L¹($\text{R}$⁺)). Another corollary is that a separable Banach algebra with bounded approximate identity has a commutative bounded approximate identity, which is bounded by 1 in an equivalent algebra norm.     

Boundedness of solutions of a system of integro-differential equations

Let b: [?1, 0] →$\text{R}$ be a nondecreasing, strictly convex C²-function with b(? 1) = 0, and let g: $\text{R}$ⁿ → $\text{R}$ⁿ be a locally Lipschitzian mapping, which is the gradient of a function G: $\text{R}$ⁿ → $\text{R}$. Consider the following vector-valued integro-differential equation of the Levin-Nohel type

$\text{x}\text{?}\text{(t)=?∝}{}_{\mathrm{?1}}{}^0\text{b(θ)g(x(t + θ))dθ}$

. (E) This equation is used in applications to model various viscoelastic phenomena. By LaSalle's invariance principle, every bounded solution x(t) goes to a connected set of zeros of g, as time t goes to infinity. It is the purpose of this paper to give several geometric criteria assuring the boundedness of solutions of (E) or some of its components.     

On a generalization of Minkowski's convex body theorem

Given a lattice $\text{Λ ? R}{}^{\mathrm{n}}$ and a bounded function g(x), x ∈ Rⁿ, vanishing outside of a bounded set, the functions ?(x)$\text{g}\text{?}\text{(x)?}$max_u∈Λg(u +x), ?(x)?Σ_{u∈Λ g(u +x)}, and ?₊(x)?Σ_u∈Λ max_{v∈Λ min {g(v + x); g(u + v + x)}} are defined and periodic mod Λ on Rⁿ. In the paper we prove that ?(x) + ?₊(x) ? 2?(x) ≥ ?(x) + h?₊(x) ? 2?(x) holds for all x ∈ Rⁿ, where h(x) is any “truncation” of g by a constant c ≥ 0, i.e., any function of the form h(x)?g(x) if g(x) ≤ c and h(x)?c if g(x) > c. This inequality easily implies some known estimations in the geometry of numbers due to Rado [1] and Cassels [2]. Moreover, some sharper and more general results are also derived from it. In the paper another inequality of a similar type is also proved.     

Subnormal weighted translation semigroups

A weighted translation semigroup {S_t} on L²($\text{R}$₊) is defined by $\text{(S}{}_{\mathrm{t}}\text{f)(x) =}\text{(φ(x)}\text{φ(x ? t)}\text{)f(x ? t)}$ for x ? t and 0 otherwise, where φ is a continuous nonzero scalar-valued function on $\text{R}$₊. It is shown that {S_t} is subnormal if and only if φ² is the product of an exponential function and the Laplace-Stieltjes transform of an increasing function of total variation one. A necessary and sufficient condition for similarity of weighted translation semigroups is developed.     

Product formulas for semigroups with elliptic generators

Real constant coefficient nth order elliptic operators, Q, which generate strongly continuous semigroups on L²($\text{R}$^k) are analyzed in terms of the elementary generator,

$\text{A = (?n)}{}^{\mathrm{<mtext>(</mtext><mtext>n</mtext><mtext>2</mtext><mtext>\; ?\; 1</mtext>}}\text{)(n!)}{}^{\mathrm{?1}}\text{∑}\text{k}\text{j = 1}\text{?}{}^{\mathrm{n}}\text{?x}{}_{\mathrm{j}}{}^{\mathrm{n}}$

, for n even. Integral operators are defined using the fundamental solutions p_n(x, t) to u_t = Au and using real polynomials q_l,…, q_k on $\text{R}$^m by the formula, for q = (q_l,…, q_k),

$\text{(F(t)?)(x) = ∫}$

_$\text{R}$m

$\text{?(x + q(z)) P}{}_{\mathrm{n}}\text{(z, t)dz}$

. It is determined when, strongly on L²($\text{R}$^k),

$\text{e}{}^{\mathrm{tQ}}\text{=}\text{lim}\text{j → ∞}\text{F}\text{t}\text{j}{}^{\mathrm{j}}$

. If n = 2 or k = 1, this can always be done. Otherwise the symbol of Q must have a special form.     

Fractional part sums and divisor functions

Elementary methods are used to study sums of the form $\text{Σ}{}_{\mathrm{d\le x}}\text{{}\text{x}\text{d}\text{}}{}^{\mathrm{t}}$ for integers p and t, t > 0, where {x} denotes the fractional part of x. These sums are then used to study sums of the form $\text{Σ}{}_{\mathrm{d\le x}}\text{d}{}^{\mathrm{p}}\text{P}{}_{\mathrm{t}}\text{(}\text{x}\text{d}\text{)}$ for integers p and t, t > 0, where P_t(x) = B_t({x}) and B_t(x) are Bernoulli polynomials. some general results on sums of error terms are used to study sums of the form Σ_n≤xn^tσ_a(n) and Σ_n≤xE_t(n) for integers t and a, a ≥ 0, where σ_a(n) is the sum of the ath powers of the divisors of n and E_t(x) is the error term in the sum Σ_n≤xn^tσ_a(n).