A global multiplicity result for N-Laplacian with critical nonlinearity of concave-convex type

Let Ω⊂RN, N?2, be a bounded domain. We consider the following quasilinear problem depending on a real parameter λ>0:

     

Locally bounded set-valued mappings and monotone countable paracompactness

We prove that the following statements are equivalent for a space X: (1) X is monotonically countably paracompact; (2) for every metric space Y there exists an operator Φ assigning to each locally bounded mapping , a locally bounded l.s.c. mapping with ?⊂Φ(?) such that Φ(?)⊂Φ(?^′) whenever ?⊂?^′, where B(Y) is the set of all non-empty closed bounded sets of Y; (3) for every metric space Y, there exist operators Φ and Ψ assigning to each u.s.c. mapping , an l.s.c. mapping and a u.s.c. mapping with ?⊂Φ(?)⊂Ψ(?) such that Φ(?)⊂Φ(?^′) and Ψ(?)⊂Ψ(?^′) whenever ?⊂?^′.     

On reflecting diffusion processes and Skorokhod decompositions

Summary LetG be ad-dimensional bounded Euclidean domain, H¹ (G) the set off in L²(G) such that f (defined in the distribution sense) is in L²(G). Reflecting diffusion processes associated with the Dirichlet spaces (H¹(G), ) on L²(G, dx) are considered in this paper, where A=(a^ij is a symmetric, bounded, uniformly ellipticd×d matrix-valued function such thata ^ij H¹(G) for eachi,j, and H¹(G) is a positive bounded function onG which is bounded away from zero. A Skorokhod decomposition is derived for the continuous reflecting Markov processes associated with (H¹(G), ) having starting points inG under a mild condition which is satisfied when G has finite (d–1)-dimensional lower Minkowski content.     

On weakly unitarily invariant norm and the λ-Aluthge transformation for invertible operator

Let T∈B(H) be an invertible operator with polar decomposition T = UP and B∈B(H) commute with T. In this paper we prove that ∣∣∣P^λBUP^1−λ∣∣∣ ? ∣∣∣BT∣∣∣, where ∣∣∣ · ∣∣∣ is a weakly unitarily invariant norm on B(H) and 0 ? λ ? 1. As the consequence of this result, we have ∣∣∣f(P^λUP^1−λ)∣∣∣ ? ∣∣∣f(T)∣∣∣ for any polynomial f.     

Fluctuations of the empirical quantiles of independent Brownian motions

We consider iid Brownian motions, B_j(t), where B_j(0) has a rapidly decreasing, smooth density function f. The empirical quantiles, or pointwise order statistics, are denoted by B_j:n(t), and we consider a sequence Q_n(t)=B_j(n):n(t), where j(n)/n→α∈(0,1). This sequence converges in probability to q(t), the α-quantile of the law of B_j(t). We first show convergence in law in C[0,∞) of F_n=n^1/2(Q_n−q). We then investigate properties of the limit process F, including its local covariance structure, and Hölder-continuity and variations of its sample paths. In particular, we find that F has the same local properties as fBm with Hurst parameter H=1/4.     

Schur product of matrices and numerical radius (range) preserving maps

Let F(A) be the numerical range or the numerical radius of a square matrix A. Denote by A ° B the Schur product of two matrices A and B. Characterizations are given for mappings on square matrices satisfying F(A ° B) = F(?(A) ° ?(B)) for all matrices A and B. Analogous results are obtained for mappings on Hermitian matrices.     

Nodal solutions for singularly perturbed equations with critical exponential growth

The existence and concentration behavior of nodal solutions are established for the equation −?²Δu+V(z)u=f(u) in Ω, where Ω is a domain in R², not necessarily bounded, V is a positive Hölder continuous function and f∈C¹ is an odd function having critical exponential growth.     

On upper bounds for positive solutions of semilinear equations

Suppose that E is a bounded domain of class C^2,λ in and L is a uniformly elliptic operator in E. The set of all positive solutions of the equation Lu=ψ(u) in E was investigated by a number of authors for various classes of functions ψ. In Dynkin and Kuznetsov (Comm. Pure Appl. Math. 51 (1998) 897) we defined, for every Borel subset Γ of ∂E, two such solutions u_Γ?w_Γ. We also introduced a class of solutions u_ν in 1-1 correspondence with a certain class of σ-finite measures ν on ∂E. With every we associated a pair (Γ,ν) where Γ is a Borel subset of ∂E and . We called this pair the fine boundary trace of u and we denoted in tr(u).Let u⊕v stand for the maximal solution dominated by u+v. We say that u belongs to the class if the condition tr(u)=(Γ,ν) implies that u?w_Γ⊕u_ν and we say that u belongs to if the condition tr(u)=(Γ,ν) implies that u?u_Γ⊕u_ν.It was proved in Dynkin and Kuznetsov (1998) that, under minimal assumptions on L and ψ, the class contains all bounded domains. It follows from results of Mselati (Thése de Doctorat de l'Université Paris 6, 2002; C.R. Acad. Sci. Paris Sér. I 332 (2002); Mem. Amer. Math. Soc. (2003), to appear), that all E of the class C⁴ belong to where Δ is the Laplacian and ψ(u)=u². [Mselati proved that, in his case, u_Γ=w_Γ and therefore the condition tr(u)=(Γ,ν) implies u=u_Γ⊕u_ν=w_Γ⊕u_ν.]By modifying Mselati's arguments, we extend his result to ψ(u)=u^α with 1<α?2 and all bounded domains of class C^2,λ.We start from proving a general localization theorem: under broad assumptions on L, ψ if, for every y∈∂E there exists a domain such that E′⊂E and ∂E∩∂E′ contains a neighborhood of y in ∂E.     

Bubble towers for supercritical semilinear elliptic equations

We construct positive solutions of the semilinear elliptic problem with Dirichet boundary conditions, in a bounded smooth domain Ω⊂R^N(N?4), when the exponent p is supercritical and close enough to and the parameter λ∈R is small enough. As , the solutions have multiple blow up at finitely many points which are the critical points of a function whose definition involves Green's function. Our result extends the result of Del Pino et al. (J. Differential Equations 193(2) (2003) 280) when Ω is a ball and the solutions are radially symmetric.     

The influence of a log-type small ball factor in the study of the lower classes

Let {BH₁,H₂(t₁,t₂),t₁?0,t₂?0} be a fractional Brownian sheet with indexes 0<H₁,H₂<1. When H₁=H₂:=H, there is a logarithmic factor in the small ball function of the sup-norm statistic of BH,H. First, we state general conditions (one based on a logarithmic factor in the small ball function) on some statistics of BH,H. Then we characterize the sufficiency part of the lower classes of these statistics by an integral test. Finally, when we consider the sup-norm statistic, the influence of the log-type small ball factor in the necessity part is measured by a second integral test.     

Lipschitz stability of controlled invariant subspaces

Let (A,B)∈C^n×n×C^n×m and M be an (A, B)-invariant subspace. In this paper the following results are presented: (i) If M∩ImB={0}, necessary and sufficient conditions for the Lipschitz stability of M are given. (ii) If M contains the controllability subspace of the pair (A, B), sufficient conditions for the Lipschitz stability of the subspace M are given.     

γ-Bounded representations of amenable groups

Let G be an amenable group, let X be a Banach space and let π:G→B(X) be a bounded representation. We show that if the set is γ-bounded then π extends to a bounded homomorphism w:C^∗(G)→B(X) on the group C^∗-algebra of G. Moreover w is necessarily γ-bounded. This extends to the Banach space setting a theorem of Day and Dixmier saying that any bounded representation of an amenable group on Hilbert space is unitarizable. We obtain additional results and complements when G=Z, R or T, and/or when X has property (α).     

Elliptic problems with lack of compactness via a new fixed point theorem

This paper provides a new fixed point theorem for increasing self-mappings G:B→B of a closed ball B⊂X, where X is a Banach semilattice which is reflexive or has a weakly fully regular order cone X₊. By means of this fixed point theorem, we are able to establish existence results of elliptic problems with lack of compactness.     

Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes

The exit rate from a ‘safe region’ plays an important role in dynamic reliability theory with multivariate random loads. For Gaussian processes the exit rate is simply calculated only for spherical or linear boundaries. However, many smooth boundaries, not of any of these types, are asymptotically spherical in variables of lower dimension, having a greater curvature in the remaining variables. As is shown in this paper, the asymptotic exit rate is then simply expressed as the exit rate from a sphere for a process of the lower dimensions, corrected by an explicit factor.The procedure circumvents the need to calculate complicated exit rate integrals for general boundaries, reducing the problem to a Gaussian probability integral for independent variables.A result of independent interest relates the tail distribution for a sum of a noncentral χ²-variable and a weighted sum of squares of noncentral normal variables, to the tail distribution of the χ²-variable only.     

Ruin probability in the Cramér-Lundberg model with risky investments

We consider the Cramér-Lundberg model with investments in an asset with large volatility, where the premium rate is a bounded nonnegative random function c_t and the price of the invested risk asset follows a geometric Brownian motion with drift a and volatility σ>0. It is proved by Pergamenshchikov and Zeitouny that the probability of ruin, ψ(u), is equal to 1, for any initial endowment u≥0, if ρ?2a/σ²≤1 and the distribution of claim size has an unbounded support. In this paper, we prove that ψ(u)=1 if ρ≤1 without any assumption on the positive claim size.     

A note on Gaussian correlation inequalities for nonsymmetric sets

We consider the Gaussian correlation inequality for nonsymmetric convex sets. More precisely, if A⊂R^d is convex and the origin 0∈A, then for any ball B centered at the origin, it holds γ_d(A∩B)≥γ_d(A)γ_d(B), where γ_d is the standard Gaussian measure on R^d. This generalizes Proposition 1 in [Cordero-Erausquin, Dario, 2002. Some applications of mass transport to Gaussian-type inequalities. Arch. Ration. Mech. Anal. 161, 257-269].     

Multiple positive solutions for a quasilinear elliptic equation with critical exponential nonlinearity

Let Ω be a bounded domain in R^N,N≥2, with C² boundary. In this work, we study the existence of multiple positive solutions of the following problem:

     

An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control

Given a bounded domain Ω⊂Rd and two integro-differential operators L¹, L² of the form we study the fully nonlinear Bellman equation

(0.1)     

Brownian bridge on hyperbolic spaces and on homogeneous trees

Let B be the Brownian motion on a noncompact non Euclidean rank one symmetric space H. A typical examples is an hyperbolic space H _n , n > 2. For ν > 0, the Brownian bridge B ^(ν) of length ν on H is the process B _t , 0 ≤t≤ν, conditioned by B ₀ = B _ν = o, where o is an origin in H. It is proved that the process converges weakly to the Brownian excursion when ν→ + ∞ (the Brownian excursion is the radial part of the Brownian Bridge on ℝ³). The same result holds for the simple random walk on an homogeneous tree. Received: 4 December 1998 / Revised version: 22 January 1999