Existence of solutions with turning points for nonlinear singularly perturbed boundary-value problems

We consider the following singularly perturbed boundary-value problem:

Precise asymptotics in the law of the iterated logarithm*

Let X₁, X₂, ... be i.i.d. random variables with EX₁ = 0 and positive, finite variance σ², and set S_n = X₁ + ... + X_n. For any α > −1, β > −1/2 and for κ_n(ε) a function of ε and n such that κ_n(ε) log log n → λ as n ↑ ∞ and , we prove that

On the rates of the other law of the logarithm

Let X, X1 , X2 , . . . be i.i.d. random variables, and set Sn = X1 +···+Xn , Mn = maxk≤n |Sk|, n ≥1. Let an = o( (n)(1/2)/logn). By using the strong approximation, we prove that, if EX = 0, VarX = σ2 0 and E|X| 2+ε ∞ for some ε 0, then for any r 1, lim ε1/(r-1)(1/2) [ε-2-(r-1)]∞∑n=1 nr-2 P{Mn ≤εσ (π2n/(8log n))(1/2) + an } = 4/π . We also show that the widest a n is o( n(1/2)/logn).     

Time-periodic solutions of dissipative ε-approximations for modified Navier-Stokes equations

In this paper, the existence “in the large” of time-periodic classical solutions (with period T) is proved for the following two dissipative ε-approximations for the Navier-Stokes equations modified in the sense of O. A. Ladyzhenskaya:

Homogenization of quasi-linear equations with natural growth terms

In this paper we deal with the limit behaviour of the bounded solutions u_ε of quasi-linear equations of the form of Ω with Dirichlet boundary conditions on σΩ. The map a=a(x,ϕ) is periodic in x, monotone in ϕ, and satisfies suitable coerciveness and growth conditions. The function H=H(x,s,ϕ) is assumed to be periodic in x, continuous in [s,ϕ] and to grow at most like |ξ|^p. Under these assumptions on a and H we prove that there exists a function H⁰=H⁰(s,ϕ) with the same behaviour of H, such that, up to a subsequence, (u_ε) converges to a solution u of the homogenized problem -div(b(Du)) + γ|u|^p-2u = H⁰(u,Du) + h(x) on Ω, where b depends only on a and has analogous qualitative properties.     

Convergence of solutions of stochastic differential equations to the Arratia flow

We consider the solution x _ε of the equation

Limit theorems on a linear explosive stochastic model for time series with moving average error

Summary LetX(t) be a linear autoregressively generated explosive time series, with autoregressive coefficientsb ₁,…,b_q, and a constant termb ₀, and an error term ; a₀=1. Where ε(t),t≧1 are independent, Eε(t)=0, and Eε ²(t)=σ² is positive and finite. In this paper two categories of -consisent and asymptotically singularly normal estimators are proposed for (b ₁,…,b_q, b₀) thus settling an open problem since the publication of the paper (Venkataraman [5]). Based on these estimators several additional limit theorems based on estimated error residuals are proved. The parameter-free limit theorems of Spectral and Quenouille types of this paper serve as asymptotic goodness of fit tests for the model generatingX(t).     

A general result on precise asymptotics for linear processes of positively associated sequences

Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers satisfying ∑j=0^∞｜aj｜〈∞.Define a linear process Xt=∑j=0^∞ ajεt-j,t≥1,and Sn=∑t=1^n Xt,n≥1.Assume that E｜ε1｜^2＋δ′〈 for some δ′〉0 and μ（n）=O（n^-ρ） for some ρ〉0.This paper achieves a general law of precise asymptotics for {Sn}.     

An Inverse Problem for Maxwell’s Equations in Anisotropic Media

The authors consider Maxwell's equations for an isomagnctic anisotropic and inhomogeneous medium in two dimensions, and discuss an inverse problem of determining the permittivity tensor (ε1ε2ε2ε3) and the permeabilityμin the constitutive relations from a finite number of lateral boundary measurements. Applying a Carlcman estimate, the authors prove an estimate of the Lipschitz type for stability, provided thatε1,ε2,ε3,μsatisfy some a priori conditions.     

Convergence rates of the LIL for random fields in Hilbert spaces

Considering the positive d-dimensional lattice point Z ₊ ^d (d ≥ 2) with partial ordering ≤, let {X _k: k ∈ Z ₊ ^d } be i.i.d. random variables taking values in a real separable Hilbert space (H, ‖ · ‖) with mean zero and covariance operator Σ, and set $ S_n = \sum\limits_{k \leqslant n} {X_k } $ S_n = \sum\limits_{k \leqslant n} {X_k } , n ∈ Z ₊ ^d . Let σ _i ², i ≥ 1, be the eigenvalues of Σ arranged in the non-increasing order and taking into account the multiplicities. Let l be the dimension of the corresponding eigenspace, and denote the largest eigenvalue of Σ by σ ². Let logx = ln(x ∨ e), x ≥ 0. This paper studies the convergence rates for $ \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right) $ \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right) . We show that when l ≥ 2 and b > −l/2, E[‖X‖²(log ‖X‖) ^d−2(log log ‖X‖) ^b+4] < ∞ implies $ \begin{gathered} \mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\ = \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}} {2}} \Gamma (b + l/2)}} {{\Gamma (l/2)(d - 1)!}} \hfill \\ \end{gathered} $ \begin{gathered} \mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\ = \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}} {2}} \Gamma (b + l/2)}} {{\Gamma (l/2)(d - 1)!}} \hfill \\ \end{gathered} , where Γ(·) is the Gamma function and $ \prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} } $ \prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} } .     

A proximal point algorithm for minimax problems

This paper presents a proximal point algorithm for solving discretel _∞ approximation problems of the form minimize ∥Ax−b∥_∞. Let ε_∞ be a preassigned positive constant and let ε _l ,l = 0,1,2,... be a sequence of positive real numbers such that 0 < ε _l < ε_∞. Then, starting from an arbitrary pointz ₀, the proposed method generates a sequence of points z _l ,l= 0,1,2,..., via the rule . One feature that characterizes this algorithm is its finite termination property. That is, a solution is reached within a finite number of iterations. The smaller are the numbers ε _l the smaller is the number of iterations. In fact, if ε ₀ is sufficiently small then z₁ solves the original minimax problem. The practical value of the proposed iteration depends on the availability of an efficient code for solving a regularized minimax problem of the form minimize where ∈ is a given positive constant. It is shown that the dual of this problem has the form maximize , and ify solves the dual thenx=A ^T y solves the primal. The simple structure of the dual enables us to apply a wide range of methods. In this paper we design and analyze a row relaxation method which is suitable for solving large sparse problems. Numerical experiments illustrate the feasibility of our ideas.     

Precise Asymptotics in the Law of the Iterated Logarithm of Moving-Average Processes

In this paper, we discuss the moving-average process Xk = ∑i=-∞ ^∞ ai＋kεi, where {εi;-∞ 〈 i 〈 ∞} is a doubly infinite sequence of identically distributed ψ-mixing or negatively associated random variables with mean zeros and finite variances, {ai;-∞ 〈 i 〈 -∞） is an absolutely solutely summable sequence of real numbers.     

Ingham divisor problem with square-free numbers

For the number N(x) of solutions to the equation aq − bc = 1 in positive integers a, b, c and square-free numbers q satisfying the condition aq ≤ x the asymptotic formula

Operator error estimates in <Emphasis Type="Italic">L</Emphasis><Subscript>2</Subscript> for homogenization of an elliptic dirichlet problem

In a bounded domain O ⊂ ℝd with C ^1,1 boundary a matrix elliptic second-order operator A _D,ɛ with Dirichlet boundary condition is studied. The coefficients of this operator are periodic and depend on x/ɛ, where ɛ s 0 is a small parameter. The sharp-order error estimate $ \left\| {A_{D,\varepsilon }^{ - 1} - \left( {A_D^0 } \right)^{ - 1} } \right\|\left. {L_2 \to L_2 \leqslant C\varepsilon } \right| $ \left\| {A_{D,\varepsilon }^{ - 1} - \left( {A_D^0 } \right)^{ - 1} } \right\|\left. {L_2 \to L_2 \leqslant C\varepsilon } \right|      

Représentation intégrale de fonctionnelles convexes sur un espace de mesures

Résumé Partant d’un résultat abstrait de représentation intègrale pour une fonctionnelle convexe faiblement s.c.i. sur [M _b (Ω)] ^d (obtenu grace à [1]); on établit un résultat de convergence pour une suite de fonctionnelles du type μ _n εM _b ⁺ (Ω),f _n : Ω×R ^d →−∞, +∞] inté Quelques exemples motivés par des applications à la mécanique sont ensuite traités.

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Riassunto Partendo da un risultato astratto di rappresentazione integrale per un funzionale convesso debolmente s.c.i. su [M _b (Ω)] ^d (ottenuto grazie a [1]), si dimostra un risultato di convergenza per una successione di funzionali del tipo con μ _n εM _b ⁺ (Ω),f _n : Ω×R ^d →−∞, +∞] integrando normale convesso. Vengono inoltre trattati alcuni esempi motivati da applicazioni alla Meccanica.

     

Precise Rates in the Law of Iterated Logarithm for the Moment of I.I.D. Random Variables

Let{X,Xn;n≥1} be a sequence of i,i.d, random variables, E X = 0, E X^2 = σ^2 〈 ∞.Set Sn=X1＋X2＋…＋Xn,Mn=max k≤n│Sk│,n≥1.Let an=O（1/loglogn）.In this paper,we prove that,for b〉-1,lim ε→0 →^2（b＋1）∑n=1^∞ （loglogn）^b/nlogn n^1/2 E{Mn-σ（ε＋an）√2nloglogn}＋σ2^-b/（b＋1）（2b＋3）E│N│^2b＋3∑k=0^∞ （-1）k/（2k＋1）^2b＋3 holds if and only if EX=0 and EX^2=σ^2〈∞.     

On the Boundedness of Singular Integral Operators in Symmetric Spaces

We consider the integral convolution operators \varepsilon } {k\left( {x - y} \right)f\left( y \right)dy}$$ " align="middle" border="0"> defined on spaces of functions of several real variables. For the kernels k(x) satisfying the Hörmander condition, we establish necessary and sufficient conditions under which the operators {T } are uniformly bounded from Lorentz spaces into Marcinkiewicz spaces.     

Onextensions of the Gale-Berlekamp switching problem and constants ofl q —spaces

For positive integersn, m and realp≥1, let Upper and lower bounds for this quantity are derived, extending results of Brown and Spencer forB ₁(n,n), corresponding to the Gale-Berlekamp switching problem. For a Minkowski spaceM of dimensionm, define a quantity investigated by Dvoretzky and Rogers.     

Global-in-time Uniform Convergence for Linear Hyperbolic-Parabolic Singular Perturbations

We consider the Cauchy problem εu^″ε ＋ δu′ε ＋ Auε = 0, uε（0） = uo, u′ε（0） = ul, where ε 〉 0, δ 〉 0, H is a Hilbert space, and A is a self-adjoint linear non-negative operator on H with dense domain D（A）. We study the convergence of （uε） to the solution of the limit problem ,δu＇ ＋ Au = 0, u（0） = u0. For initial data （u0, u1） ∈ D（A1/2）× H, we prove global-in-time convergence with respect to strong topologies. Moreover, we estimate the convergence rate in the case where （u0, u1）∈ D（A3/2） ∈ D（A1/2）, and we show that this regularity requirement is sharp for our estimates. We give also an upper bound for ｜u′ε（t）｜ which does not depend on ε.     

Homogenization of the Neumann problem for the Lamé equations of linear elasticity in domains with a periodic system of channels of small length

The problem of homogenization is considered for the solutions of the Neumann problem for the Lamé system of plane elasticity in two-dimensional domains with channels that have the form of rectilinear cylinders of length ε ^q (ε is a small positive parameter, q = const > 0) and radius a _ɛ. The bases of the channels form an ε-periodic structure on the hyperplane {x ∈ ℝ²: x ₁ = 0} and their number is equal to N _ɛ= O(ɛ⁻¹) as ε → 0. Under the limit condition lim on the parameters characterizing the geometry of the domain, the weak H ¹-limit of the generalized solution of this problem is found. __________ Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 25, pp. 310–322, 2005.