Spectral decomposition of self-adjoint cyclically compact operators and partial integral equations

We prove a spectral decomposition theorem for self-adjoint cyclically compact operators on Hilbert–Kaplansky module over a ring of bounded measurable functions. We apply this result to partial integral equations on the space with mixed norm of measurable functions. We give a condition of solvability of partial integral equations with self-adjoint kernel.     

Solution of one class of systems of dual summation equations for associated Legendre functions

We have obtained analytical solutions of one class of systems of dual summation equations for associated Legendre functions with fractional indices. Such equations appear in studying the interaction of vector electromagnetic fields with the circular edge of a conductive open cone in the low-frequency region. We have derived formulas for the reexpansion of Legendre functions, which are used for passage from summation equations to infinite systems of linear algebraic equations, containing convolution-type matrix operators. The operators inverse to them are applied for finding a solution in the required class of sequences. We give an example of determining the effect of interaction of TM- and TE-waves with the edge of a finite cone.     

Functions orthogonal to polynomials and their application in axially symmetric problems in physics

We investigate properties of sets of functions comprising countably many elements A_n such that every function A_n is orthogonal to all polynomials of degrees less than n. We propose an effective method for solving Fredholm integral equations of the first kind whose kernels are generating functions for these sets of functions. We study integral equations used to solve some axially symmetric problems in physics. We prove that their kernels are generating functions that produce functions in the studied families and find these functions explicitly. This allows determining the elements of the matrices of systems of linear equations related to the integral equations for considering the physical problems.     

Automatic computation of Stokes matrices

We describe a general procedure for computing Stokes matrices for solutions of linear differential equations with polynomial coefficients. The algorithms developed make an automation of the calculations possible, for a wide class of equations. We apply our techniques to some classical holonomic functions and also for some new special functions that are interesting in their own right: Ecalle’s accelerating functions.      

Evolution Systems for Differential Equations with Variable Time Lags

We consider nonautonomous retarded functional differential equations under hypotheses which are designed for the application to equations with variable time lags, which may be unbounded, and construct an evolution system of solution operators which are continuously differentiable. These operators are defined on manifolds of continuously differentiable functions. The results apply to pantograph equations and to nonlinear Volterra integro-differential equations, for example. For linear equations we also provide a simpler evolution system with solution operators on a Banach space of continuous functions.     

On Positivity Conditions for the Cauchy Function of Functional-Differential Equations

We study how the statements on estimates of solutions to linear functional-differential equations, analogous to the Chaplygin differential inequality theorem, are connected with the positivity of the Cauchy function and the fundamental solution. We prove a comparison theorem for the Cauchy functions and the fundamental solutions to two functional-differential equations. In the theorem, it is assumed that the difference of the operators corresponding to the equations (and acting from the space of absolutely continuous functions to the space of summable ones) is a monotone totally continuous Volterra operator. We also obtain the positivity conditions for the Cauchy function and the fundamental solution to some equations with delay as long as those of neutral type.     

Existence and stability of solitary-wave solutions of equations of Benjamin-Bona-Mahony type

We consider solitary-wave solutions of equations of Benjamin-Bona-Mahony type. We show that for a large class of equations of BBM type, there do exist stable sets consisting of solitary-wave profile functions. In the case of generalized BBM equations, we found that there are profile functions of stable solitary waves that are not the minimizers of the associated variational problem. Such a phenomenon is not known to exist for equations of Korteweg-de Vries type.     

Optimal Control of One-Dimensional Partial Differential Algebraic Equations with Applications

We present an approach to compute optimal control functions in dynamic models based on one-dimensional partial differential algebraic equations (PDAE). By using the method of lines, the PDAE is transformed into a large system of usually stiff ordinary differential algebraic equations and integrated by standard methods. The resulting nonlinear programming problem is solved by the sequential quadratic programming code NLPQL. Optimal control functions are approximated by piecewise constant, piecewise linear or bang-bang functions. Three different types of cost functions can be formulated. The underlying model structure is quite flexible. We allow break points for model changes, disjoint integration areas with respect to spatial variable, arbitrary boundary and transition conditions, coupled ordinary and algebraic differential equations, algebraic equations in time and space variables, and dynamic constraints for control and state variables. The PDAE is discretized by difference formulae, polynomial approximations with arbitrary degrees, and by special update formulae in case of hyperbolic equations. Two application problems are outlined in detail. We present a model for optimal control of transdermal diffusion of drugs, where the diffusion speed is controlled by an electric field, and a model for the optimal control of the input feed of an acetylene reactor given in form of a distributed parameter system.     

调和函数的Lipschitz型空间和Landau-Bloch型定理

主要研究调和函数和Poisson方程的解的性质.讨论了调和函数的Lipschitz型空间,建立了调和函数的Schwarz-Pick型引理,并利用所得结果证明了与调和Hardy空间有关的一个Landau-Bloch型定理.最后,还利用正规族理论讨论了与Poisson方程的解有关的Landau-Bloch型定理的存在性.     

On the uniqueness of solutions to the Poisson equations for average cost Markov chains with unbounded cost functions

We consider the Poisson equations for denumerable Markov chains with unbounded cost functions. Solutions to the Poisson equations exist in the Banach space of bounded real-valued functions with respect to a weighted supremum norm such that the Markov chain is geometrically ergodic. Under minor additional assumptions the solution is also unique. We give a novel probabilistic proof of this fact using relations between ergodicity and recurrence. The expressions involved in the Poisson equations have many solutions in general. However, the solution that has a finite norm with respect to the weighted supremum norm is the unique solution to the Poisson equations. We illustrate how to determine this solution by considering three queueing examples: a multi-server queue, two independent single server queues, and a priority queue with dependence between the queues.     

On closed-form solutions of triple series equations involving Laguerre polynomials

We consider some triple series equations involving generalized Laguerre polynomials. These equations are reduced to triple integral equations for Bessel functions. The closed-form solutions of the triple integral equations for Bessel functions are obtained and, finally, we get the closed-form solutions of triple series equations for Laguerre polynomials.     

Reduction and construction of exact solutions for a nonlinear system of the parabolic type

We study a system of two equations of the parabolic type with two nonlinearities depending on the sum of squares of two unknown functions. We derive conditions under which the system can be reduced to a single equation. We indicate conditions under which this equation can be reduced to a linear heat equation or to semilinear equations. We construct parametric families of exact solutions defined by elementary functions. We derive a control law providing the existence of a wide class of functions that can be realized as exact solutions.     

Hypergeometric Solutions of Soliton Equations

We consider multivariable hypergeometric functions related to Schur functions and show that these hypergeometric functions are tau functions of the KP hierarchy and are simultaneously the ratios of Toda lattice tau functions evaluated at certain values of higher Toda lattice times. The variables of the hypergeometric functions are related to the higher times of those hierarchies via a Miwa change of variables. The discrete Toda lattice variable shifts the parameters of the hypergeometric functions. We construct the determinant representation and the integral representation of a special type for the KP tau functions. We write a system of linear differential and difference equations on these tau functions, which play the role of string equations.     

Regularization of linear difference equations with analytic coefficients and their applications

We propose a regularization method for four-element linear difference equations with analytic coefficients. We study these equations in the class of functions which are holomorphic in the complex plane with a cruciform cut and vanish at infinity. We give several examples illustrating the dependence of the solvability properties of equations on the choice of periodic coefficients. We describe various applications.     

On estimates for the Besov norms of solutions to 3D subelliptic equations

We consider a class of linear subelliptic equations for functions of three variables. We obtain estimates, similar to the Schauder estimates, for the Besov norms of the derivatives of weak solutions to the equations under consideration with coefficients in suitable Besov spaces.     

Blow-up and global existence for a general class of nonlocal nonlinear coupled wave equations

We study the initial-value problem for a general class of nonlinear nonlocal coupled wave equations. The problem involves convolution operators with kernel functions whose Fourier transforms are nonnegative. Some well-known examples of nonlinear wave equations, such as coupled Boussinesq-type equations arising in elasticity and in quasi-continuum approximation of dense lattices, follow from the present model for suitable choices of the kernel functions. We establish local existence and sufficient conditions for finite-time blow-up and as well as global existence of solutions of the problem.     

Heun equations coming from geometry

We give a list of Heun equations which are Picard-Fuchs associated to families of algebraic varieties. Our list is based on the classification of families of elliptic curves with four singular fibers done by Herfurtner. We also show that pull-backs of hypergeometric functions by rational Belyi functions with restricted ramification data give rise to Heun equations.     

Functional equations for local normal zeta functions of nilpotent groups

We give explicit formulae for the local normal zeta functions of torsion-free, class-2-nilpotent groups, subject to conditions on the associated Pfaffian hypersurface which are generically satisfied by groups with small centre and sufficiently large abelianization. We show how the functional equations of two types of zeta functions – the Weil zeta function associated to an algebraic variety and zeta functions of algebraic groups introduced by Igusa – match up to give a functional equation for local normal zeta functions of groups. We also give explicit formulae and derive functional equations for an infinite family of class-2-nilpotent groups known as Grenham groups, confirming conjectures of du Sautoy.Received: September 2003 Revision: February 2004with Appendix by A. Beauville     

BSDES IN GAMES,COUPLED WITH THE VALUE FUNCTIONS. ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS

We establish a new type of backward stochastic differential equations(BSDEs)connected with stochastic differential games(SDGs), namely, BSDEs strongly coupled with the lower and the upper value functions of SDGs, where the lower and the upper value functions are defined through this BSDE. The existence and the uniqueness theorem and comparison theorem are proved for such equations with the help of an iteration method. We also show that the lower and the upper value functions satisfy the dynamic programming principle. Moreover, we study the associated Hamilton-Jacobi-Bellman-Isaacs(HJB-Isaacs)equations, which are nonlocal, and strongly coupled with the lower and the upper value functions. Using a new method, we characterize the pair(W, U) consisting of the lower and the upper value functions as the unique viscosity solution of our nonlocal HJB-Isaacs equation. Furthermore, the game has a value under the Isaacs' condition.     

Functions of finite fractional variation and their applications to fractional impulsive equations

We introduce a notion of a function of finite fractional variation and characterize such functions together with their weak σ-additive fractional derivatives. Next, we use these functions to study differential equations of fractional order, containing a σ-additive term—we prove existence and uniqueness of a solution as well as derive a Cauchy formula for the solution. We apply these results to impulsive equations, i.e. equations containing the Dirac measures.