On a nonconvolution Volterra resolvent

Under fairly weak assumptions, the solutions of the system of Volterra equations x(t) = ∝₀^ta(t, s) x(s) ds + f(t), t > 0, can be written in the form x(t) = f(t) + ∝₀^tr(t, s) f(s) ds, t > 0, where r is the resolvent of a, i.e., the solution of the equation r(t, s) = a(t, s) + ∝₀^ta(t, v) r(v, s)dv, 0 < s < t. Conditions on a are given which imply that the resolvent operator f ∝₀^tr(t, s) f(s) ds maps a weighted L¹ space continuously into another weighted L¹ space, and a weighted L^∞ space into another weighted L^∞ space. Our main theorem is used to study the asymptotic behavior of two differential delay equations.     

Nonlinear parabolic equations with p-growth and unbounded data

The purpose of this paper is to prove the existence of a solution for a nonlinear parabolic equation in the form u_t - div(a(t, x, u, Du)) = H(t, x, u, Du) - div(g(t, x)) in Q_T =]0,T[×Ω, Ω ⊂ R^N, with an initial condition u(0) = u₀, where u₀ is not bounded, |H(t,x, u, ξ)⩽ β|ξ|^p + f(t,x) + βe^λ₁^|u|f, |g|^p/(p-1) ∈ L^r(Q_T) for some r = r{N) ⩾ 1, and - div(a(t,x,u, Du)) is the usual Leray-Lions operator.     

Remarks on the equation dXt = a(Xt)dBt

We prove that if a global solution of the equation dX_t = a(X_t) dB_t, X₀ = x exists for some x ? $\text{R}$ and ∫^∞₀a²(X_s)ds = ∞, then one must have a ≠ 0 a.e.     

Potential theory associated with Uhlenbeck-Ornstein process

Some parallel results of Gross' paper (Potential theory on Hilbert space, J. Functional Analysis1 (1967), 123–181) are obtained for Uhlenbeck-Ornstein process U(t) in an abstract Wiener space (H, B, i). Generalized number operator $\text{N}$ is defined by $\text{N}$f(x) = ?lim_∈←0{E[f($\text{U}$(τ^∈_ξ))] ? f(x)}/E[τ^∈_ξ, where τ_x^? is the first exit time of U(t) starting at x from the ball of radius ? with center x. It is shown that $\text{N}$f(x) = ?trace D²f(x)+〈Df(x),x〉 for a large class of functions f. Let r_t(x, dy) be the transition probabilities of U(t). The λ-potential G_λf, λ > 0, and normalized potential Rf of f are defined by G_λf(X) = ∫₀^∞e^?λtr_tf(x) dt and Rf(x) = ∫₀^∞ [r_tf(x) ? r_tf(0)] dt. It is shown that if f is a bounded Lip-1 function then trace D²G_λf(x) ? 〈DG_λf(x), x〉 = ?f(x) + λG_λf(x) and trace D²Rf(x) ? 〈DRf(x), x〉 = ?f(x) + ∫_Bf(y)p₁(dy), where p₁ is the Wiener measure in B with parameter 1. Some approximation theorems are also proved.     

Numerical solutions with a priori error bounds for coupled self-adjoint time dependent partial differential systems

This paper is concerned with the construction of accurate continuous numerical solutions for partial self-adjoint differential systems of the type (P(t) u_t)_t = Q(t)u_xx, u(0, t) = u(d, t) = 0, u(x, 0) = f(x), u_t(x, 0) = g(x), 0 ≤ x ≤ d, t >- 0, where P(t), Q(t) are positive definite oR^r×r-valued functions such that P′(t) and Q′(t) are simultaneously semidefinite (positive or negative) for all t ≥ 0. First, an exact theoretical series solution of the problem is obtained using a separation of variables technique. After appropriate truncation strategy and the numerical solution of certain matrix differential initial value problems the following question is addressed. Given T > 0 and an admissible error ϵ > 0 how to construct a continuous numerical solution whose error with respect to the exact series solution is smaller than ϵ, uniformly in D(T) = {(x, t); 0 ≤ x ≤ d, 0 ≤ t ≤ T}. Uniqueness of solutions is also studied.     

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.     

Fractional weak discrepancy and split semiorders

The fractional weak discrepancywd_F(P) of a poset P=(V,?) was introduced in Shuchat et al. (2007) [6] as the minimum nonnegative k for which there exists a function f:V→R satisfying (i) if a?b then f(a)+1≤f(b) and (ii) if a∥b then |f(a)−f(b)|≤k. In this paper we generalize results in Shuchat et al. (2006, 2009) [5] and [7] on the range of wd_F for semiorders to the larger class of split semiorders. In particular, we prove that for such posets the range is the set of rationals that can be represented as r/s for which 0≤s−1≤r<2s.     

Identification of the unknown diffusion coefficient in a linear parabolic equation by the semigroup approach

In this article, we study the semigroup approach for the mathematical analysis of the inverse coefficient problems of identifying the unknown coefficient k(x) in the linear parabolic equation ut(x,t)=(k(x)uxx(x,t)), with Dirichlet boundary conditions u(0,t)=ψ₀, u(1,t)=ψ₁. Main goal of this study is to investigate the distinguishability of the input-output mappings Φ[⋅]:K→C¹[0,T], Ψ[⋅]:K→C¹[0,T] via semigroup theory. In this paper, we show that if the null space of the semigroup T(t) consists of only zero function, then the input-output mappings Φ[⋅] and Ψ[⋅] have the distinguishability property. Moreover, the values k(0) and k(1) of the unknown diffusion coefficient k(x) at x=0 and x=1, respectively, can be determined explicitly by making use of measured output data (boundary observations) f(t):=k(0)ux(0,t) or/and h(t):=k(1)ux(1,t). In addition to these, the values k^′(0) and k^′(1) of the unknown coefficient k(x) at x=0 and x=1, respectively, are also determined via the input data. Furthermore, it is shown that measured output dataf(t) and h(t) can be determined analytically, by an integral representation. Hence the input-output mappings Φ[⋅]:K→C¹[0,T], Ψ[⋅]:K→C¹[0,T] are given explicitly in terms of the semigroup. Finally by using all these results, we construct the local representations of the unknown coefficient k(x) at the end points x=0 and x=1.     

A necessary and sufficient condition for the existence of a spanning tree with specified vertices having large degrees

Let G be a connected simple graph, let X?V (^G) and let f be a mapping from X to the set of integers. When X is an independent set, Frank and Gyárfás, and independently, Kaneko and Yoshimoto gave a necessary and sufficient condition for the existence of spanning tree T in G such that d _T (x) for all x ∈ X, where d _T (x) is the degree of x and T. In this paper, we extend this result to the case where the subgraph induced by X has no induced path of order four, and prove that there exists a spanning tree T in G such that d _T (x) ≥ f(x) for all x ∈ X if and only if for any nonempty subset S ? X, |N _G (S) ? S| ? f(S) + 2|S| ? ω _G (S) ≥, where ω _G (S) is the number of components of the subgraph induced by S.     

A general approach to optimal control of a regression experiment

Let $\text{θ}\text{θ}\text{?}$ = ($\text{θ}\text{θ}\text{?}$₁, $\text{θ}\text{θ}\text{?}$₂, …, $\text{θ}\text{θ}\text{?}$_n)′ be the least-squares estimator of θ = (θ₁, θ₂, …, θ_n)′ by the realization of the process y(t) = Σ_{k = 1}ⁿθ_kf_k(t) + ξ(t) on the interval T = [a, b] with f = (f₁, f₂, …, f_n)′ belonging to a certain set X. The process satisfies E(ξ(t))≡0 and has known continuous covariance r(s, t) = E(ξ(s)ξ(t)) on T × T. In this paper, A-, D-, and D_s-optimality are used as criteria for choosing f in X. A-, D-, and D_s-optimal models can be constructed explicitly by means of r.     

Limit theorems for supremum of Gaussian processes over a random interval

Let {X(t), t ≥ 0} be a centered stationary Gaussian process with correlation r(t)such that 1-r(t) is asymptotic to a regularly varying function. With T being a nonnegative random variable and independent of X(t), the exact asymptotics of P(sup_(t∈[0,T])X(t) x) is considered, as x →∞.     

The error term in Nevanlinna’s inequality

An upper bound is given for the error termS(r, |a _j |,f) in Nevanlinna’s inequality. For given positive increasing functions p and $ with ∫ ₁ ^∞ dr/p(r) = ∫ ₁ ^∞ dr/r ?(r) = ∞, setP(r) = ∫ ₁ ^r dt/p,Ψ(r) = ∫ ₁ ^r dt/t ?(t) We prove that $$S(r, \left\{ {a_j } \right\}, f) \leqslant \log \frac{{T(r, f)\phi (T(r, f))}}{{p(r)}} + O(1)$$ holds, with a small exceptional set of r, for any finite set of points |a _j | in the extended plane and any meromorphic function f such thatΨ(T(r, f)) =O(P(r)). This improves the known results of A. Hinkkanen and Y. F. Wang. The sharpness of the estimate is also considered.     

Factorizing multivariate time series operators

Motivated by problems occurring in the empirical identification and modelling of a n-dimensional ARMA time series X(t) we study the possibility of obtaining a factorization (I + a₁B + … + a_pB^p) X(t) = [Π_i=1^p (I ? α_iB)] X(t), where B is the backward shift operator. Using a result in [3] we conclude that as in the univariate case such a factorization always exists, but unlike the univariate case in general the factorization is not unique for given a₁, a₂,…, a_p. In fact the number of possibilities is limited upwards by $\text{(np)!}\text{(n!)}{}^{\mathrm{p}}$, there being cases, however, where this maximum is not reached. Implications for the existence and possible use of transformations which removes nonstationarity (or almost nonstationarity) of X(t) are mentioned.     

Operator-valued Feynman integral via conditional Feynman integrals on a function space

Let C ₀ ^r [0; t] denote the analogue of the r-dimensional Wiener space, define X _t : C ^r [0; t] → ?^2r by X _t (x) = (x(0); x(t)). In this paper, we introduce a simple formula for the conditional expectations with the conditioning function X _t . Using this formula, we evaluate the conditional analytic Feynman integral for the functional $$ \Gamma _t \left( x \right) = exp \left\{ {\int_0^t {\theta \left( {s,x\left( s \right)} \right)d\eta \left( s \right)} } \right\}\varphi \left( {x\left( t \right)} \right) x \in C^r \left[ {0,t} \right] $$ , where η is a complex Borel measure on [0, t], and θ(s, ·) and φ are the Fourier-Stieltjes transforms of the complex Borel measures on ? ^r . We then introduce an integral transform as an analytic operator-valued Feynman integral over C ^r [0, t], and evaluate the integral transform for the function Γ _t via the conditional analytic Feynman integral as a kernel.     

Nonparametric estimation of mixed partial derivatives of a multivariate density

On the basis of a random sample of size n on an m-dimensional random vector X, this note proposes a class of estimators f_n^(p) of f^(p), where f is a density of X w.r.t. a σ-finite measure dominated by the Lebesgue measure on R^m, p = (p₁,…,p_m), p_j ≥ 0, fixed integers, and for x = (x₁,…,x_m) in R^m, f^(p)(x) = ?^p₁+…+p_m f(x)/(?^p₁x₁ … ?^p_mx_m). Asymptotic unbiasedness as well as both almost sure and mean square consistencies of f_n^(p) are examined. Further, a necessary and sufficient condition for uniform asymptotic unbisedness or for uniform mean square consistency of f_n^(p) is given. Finally, applications of estimators of this note to certain statistical problems are pointed out.     

Order of a function on the Bruschlinsky group of a two-dimensional polyhedron

Homotopy classes of mappings of a compact polyhedron X to the circle T form an Abelian group B(X), which is called the Bruschlinsky group and is cananically isomorphic to H ¹ (X; ℤ), Let L be an Abelian group, and let f: B(X) → L be a function. One says that the order of f does not exceed r if for each mapping a: X → T the value f([a]) is ℤ-linearly expressed via the characteristic function I _r (a): (X × T) ^r → ℤ of (Γ _a ) ^r , where Γ _a ⊂ X × T is the graph of a. The (algebraic) degree of f is not greater than r if the finite differences of f of order r + 1 vanish. Conjecturally, the order of f is equal to the algebraic degree of f. The conjecture is proved in the case where dim X ≤ 2. Bibliography: 1 title.     

Spin depolarization decay rates in α-symmetric stable fields on cubic lattices

We study the asymptotic, long-time behavior of the energy function where {X_s : 0 ≤ s < ∞} is the standard random walk on the d-dimensional lattice Z^d, 1 < α ≤ 2, and f:R⁺ → R⁺ is any nondecreasing concave function. In the special case f(x) = x, our setting represents a lattice model for the study of transverse magnetization of spins diffusing in a homogeneous, α-stable, i.i.d., random, longitudinal field {λV(x) : x ∈ Z^d} with common marginal distribution, the standard α-symmetric stable distribution; the parameter λ describes the intensity of the field. Using large-deviation techniques, we show that S_c(λ α f) = lim_t→∞ E(t; λ f) exists. Moreover, we obtain a variational formula for this decay rate S_c. Finally, we analyze the behavior S_c(λ α f) as λ → 0 when f(x) = x^β for all 1 ≥ β > 0. Consequently, several physical conjectures with respect to lattice models of transverse magnetization are resolved by setting β = 1 in our results. We show that S_c(λ, α, 1) ≈ λ^α for d ≥ 3, λ^agr;(ln 1/λ)^α−1 in d = 2, and in d = 1. © 1996 John Wiley & Sons, Inc.     

On Osgood theorem in Banach spaces

Let X be a real Banach space, ω : [0, +∞) → ? be an increasing continuous function such that ω(0) = 0 and ω(t + s) ≤ ω(t) + ω(s) for all t, s ∈ [0, +∞). According to the infinite dimensional analog of the Osgood theorem if ∫¹₀ (ω(t))^?1 dt = ∞, then for any (t₀, x₀) ∈ ?×X and any continuous map f : ?×X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all t ∈ ?, x, y ∈ X, the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has a unique solution in a neighborhood of t₀. We prove that if X has a complemented subspace with an unconditional Schauder basis and ∫¹₀ (ω(t))^?1 dt < ∞ then there exists a continuous map f : ? × X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all (t, x, y) ∈ ? × X × X and the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has no solutions in any interval of the real line.     

Grow-up of critical solutions for a non-local porous medium problem with Ohmic heating source

We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation ${u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2}We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation u_t = (uⁿ)_xx + lf(u)/(ò_-1¹ f(u)dx)²{u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2} with Dirichlet boundary conditions and positive initial data. The function f satisfies: f(s),−f ′ (s) > 0 for s ≥ 0 and s ^n-1 f(s) is integrable at infinity. Due to the conditions on f, there exists a critical value of parameter λ, say λ*, such that for λ > λ* the solution u = u(x, t; λ) blows up globally in finite time, while for λ ≥ λ* the corresponding steady-state problem does not have any solution. For 0 < λ < λ* there exists a unique steady-state solution w = w(x; λ) while u = u(x, t; λ) is global in time and converges to w as t → ∞. Here we show the global grow-up of critical solution u* =  u(x, t; λ*) (u* (x, t) → ∞, as t → ∞ for all x ? (-1,1){x\in(-1,1)}.     

Periodic and almost periodic solutions of volterra integral differential equations with infinite memory

Conditions are given which guarantee that if T > 0 is sufficiently small, then x(t) = ∝₀^∞ [dE(s)] x(t — s)+ f(t) has a unique T-periodic solution x for each continuous T-periodic function f. The vectors x and f are n-dimensional; the matrix function E(s) is n × n with bounded total variation. The proof adapts readily to provide an analogous result when x and f are almost periodic functions whose non-zero Fourier frequencies are bounded away from zero. The results are applied to study certain perturbations of the above equation.