Oscillation theorems for second-order nonlinear differential equations with damped term

Several oscillation criteria are given for the second-order damped nonlinear differential equation (a(t)[y′(t)]^σ′i +p(t)[y′(t)]^σ +q(t)f(y(t)) = 0, where σ > 0 is any quotient of odd integers, a ϵ C(R, (0, ∞)), p(t) and q(t) are allowed to change sign on [t_o, ∞), and f ϵ Cl (R, R) such that xf (x) > 0 for x≠0. Our results improve and extend some known oscillation criteria. Examples are inserted to illustrate our results.     

Centralizers of generalized derivations on multilinear polynomials in prime rings

Let R be a prime ring of characteristic different from 2, with Utumi quotient ring U and extended centroid C, δ a nonzero derivation of R, G a nonzero generalized derivation of R, and f(x ₁, …, x _n ) a noncentral multilinear polynomial over C. If δ(G(f(r ₁, …, r _n ))f(r ₁, …, r _n )) = 0 for all r ₁, …, r _n ∈ R, then f(x ₁, …, x _n )² is central-valued on R. Moreover there exists a ∈ U such that G(x) = ax for all x ∈ R and δ is an inner derivation of R such that δ(a) = 0.     

Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions

A function f(x) defined on $\text{X}$ = $\text{X}$₁ × $\text{X}$₂ × … × $\text{X}$_n where each $\text{X}$_i is totally ordered satisfying f(x ∨ y) f(x ∧ y) ≥ f(x) f(y), where the lattice operations ∨ and ∧ refer to the usual ordering on $\text{X}$, is said to be multivariate totally positive of order 2 (MTP₂). A random vector Z = (Z₁, Z₂,…, Z_n) of n-real components is MTP₂ if its density is MTP₂. Classes of examples include independent random variables, absolute value multinormal whose covariance matrix Σ satisfies ?DΣ^?1D with nonnegative off-diagonal elements for some diagonal matrix D, characteristic roots of random Wishart matrices, multivariate logistic, gamma and F distributions, and others. Composition and marginal operations preserve the MTP₂ properties. The MTP₂ property facilitate the characterization of bounds for confidence sets, the calculation of coverage probabilities, securing estimates of multivariate ranking, in establishing a hierarchy of correlation inequalities, and in studying monotone Markov processes. Extensions on the theory of MTP₂ kernels are presented and amplified by a wide variety of applications.     

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.     

On the moments of some first passage times for sums of dependent random variables

Let S_n,n = 1, 2, …, denote the partial sums of integrable random variables. No assumptions about independence are made. Conditions for the finiteness of the moments of the first passage times N(c) = min {n: S_n>ca(n)}, where c ≥ 0and a(y) is a positive continuous function on [0, ∞), such that a(y) = o(y)as y → ∞, are given. With the further assumption that a(y) = yP,0 ≤ p < 1, a law of large numbers and the asymptotic behaviour of the moments when c → ∞ are obtained. The corresponding stopped sums are also studied.     

Weak solution of (r, (x, u(x)) u′(x))′ = (Fu)′(x) with r(0, u(0))u′(0) = ku(0), r(L, u(L))u′ (L) = hu(L) and k, h are suitable elements of [0, ∞]

We consider weak solutions to the nonlinear boundary value problem (r, (x, u(x)) u′(x))′ = (Fu)′(x) with r(0, u(0)) u′(0) = ku(0), r(L, u(L)) u′(L) = hu(L) and k, h are suitable elements of [0, ∞]. In addition to studying some new boundary conditions, we also relax the constraints on r(x, u) and (Fu)(x). r(x, u) > 0 may have a countable set of jump discontinuities in u and r(x, u)^?1?L_q((0, L) × (0, p)). F is an operator from a suitable set of functions to a subset of L_p(0, L) which have nonnegative values. F includes, among others, examples of the form (Fu)(x) = (1 ? H(x ? x₀)) u(x₀), (Fu)(x) = ∫_x^Lf(y, u(y)) dy where f(y, u) may have a countable set of jump discontinuities in u or F may be chosen so that (Fu)′(x) = ? g(x, u(x)) u′(x) ? q(x) u(x) ? f(x, u(x)) where q is a distributional derivative of an L₂(0, L) function.     

Existence of stable equilibrium point for dynamical systems of Volterra type

This paper presents sufficient conditions for the existence of a nonnegative and stable equilibrium point of a dynamical system of Volterra type, (1) $\text{(}\text{d}\text{dt}\text{) x}{}_{\mathrm{i}}\text{(t) = ?x}{}_{\mathrm{i}}\text{(t)[f}{}_{\mathrm{i}}\text{(x}{}_1\text{(t),…, x}{}_{\mathrm{n}}\text{(t)) ? q}{}_{\mathrm{i}}\text{], i = 1,…, n}$, for every q = (q₁,…, q_n)^T?Rⁿ. Results of a nonlinear complementarity problem are applied to obtain the conditions. System (1) has a nonnegative and stable equilibrium point if (i) f(x) = (f₁(x),…,f_n(x))^T is a continuous and differentiable M-function and it satisfies a certain surjectivity property, or (ii), f(x) is continuous and strongly monotone on R₊₀ⁿ.     

A new inequality for symmetric functions

Let x_i ≥ 0, y_i ≥ 0 for i = 1,…, n; and let a_j(x) be the elementary symmetric function of n variables given by a_j(x) = ∑_{1 ≤ ii < … <ij ≤ n}x_ii … x_ij. Define the partical ordering x <y if a_j(x) ≤ a_j(y), j = 1,… n. We show that $\text{x}\text{\$}\text{?}\text{y ? x}{}^{\mathrm{\alpha }}\text{\$}\text{?}\text{y}{}^{\mathrm{\alpha }}\text{, 0}\text{\$}\text{?}\text{α ≤ 1}$, where {x^α}_i = x^α_i. We also give a necessary and sufficient condition on a function f(t) such that x <y ? f(x) <f(y). Both results depend crucially on the following: If x <y there exists a piecewise differentiable path z(t), with z_i(t) ≥ 0, such that z(0) = x, z(1) = y, and z(s) <z(t) if 0 ≤ s ≤ t ≤ 1.     

Characterization of a class of bivariate distribution functions

Let F_X,Y(x,y) be a bivariate distribution function and P_n(x), Q_m(y), n, m = 0, 1, 2,…, the orthonormal polynomials of the two marginal distributions F_X(x) and F_Y(y), respectively. Some necessary conditions are derived for the co-efficients c_n, n = 0, 1, 2,…, if the conditional expectation E[P_n(X) ∥ Y] = c_nQ_n(Y) holds for n = 0, 1, 2,…. Several examples are given to show the application of these necessary conditions.     

Almost sure central limit theorem for partial sums and maxima

Let X, X₁, X₂, … be i.i.d. random variables with nondegenerate common distribution function F, satisfying EX = 0, EX² = 1. Let X_i and M_n = max{X_i, 1 ≤ i ≤ n }. Suppose there exists constants a_n > 0, b_n ∈ R and a nondegenrate distribution G (y) such that Then, we have almost surely, where f (x, y) denotes the bounded Lipschitz 1 function and Φ(x) is the standard normal distribution function (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A nonlinear three-point boundary value problem

We consider the differential equation ?(py′)′ + qy + λay + μby + f(x, y, y′) = 0, x? (α, γ) subject to the boundary conditions cos(α₁) y(α) ? sin(α₁) y′(α) = 0cos(β₁) y(β) ? sin(β₁) y′(β) = 0 β? (α, γ)cos(γ₁) y(γ) ? sin(γ₁) y′(γ) = 0. The functions p, g, a, b, and f are well-behaved functions of x; f is smooth and of “higher order” in y and y′; the scalars λ and μ are eigenparameters. With mild restrictions on a and b it is known that the linearized problem, f ≡ 0, has eigensolutions, ($\text{λ}{}^1\text{, μ}{}^1\text{, ψ}{}^1$). In this paper we use an Implicit Function Theorem argument to establish the existence of a local branch of solutions, bifurcating from ($\text{λ}{}^1\text{, μ}{}^1\text{, 0}$), to the above nonlinear two-parameter eigenvalue problem.     

High-order one-step P-stable methods for the numerical integration of periodic initial value problems

Using Lobatto nodes, one-step methods of order six and eight have been obtained for the second-order differential equation y″ = f(x, y), y(x₀) = y₀, y′(x₀) = y′₀. The methods are shown to be P-stable. If

, then at each integration step a system of dimension 3s, 4s, respectively, has to be solved. The numerical results, for two problems, obtained by using these methods are given in the end.     

On a problem of Katona on minimal separating systems

Let S be an n-element set. In this paper, we determine the smallest number f(n) for which there exists a family of subsets of S{A₁,A₂,…,A_f(n)} with the following property: Given any two elements x, y ∈ S (x ≠ y), there exist k, l such that A_k ∩ A_l= ?, and x ∈ A_k, y ∈ A_l. In particular it is shown that f(n)= 3 log₃n when n is a power of 3.     

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.     

A Dini type test on the pointwise convergence of double Fourier integrals

We give sufficient conditions for the convergence of the double Fourier integral of a complex-valued function f ∈ L ¹(?²) with bounded support at a given point (x ₀,y ₀) ∈ ?². It turns out that this convergence essentially depends on the convergence of the single Fourier integrals of the marginal functions f(x,y ₀), x ∈ ?, and f(x ₀,y), y ∈ ?, at the points x:= x ₀ and y:= y ₀, respectively. Our theorem applies to functions in the multiplicative Zygmund classes of functions in two variables.     

Solution of the Szili type conjugate problem on the roots of the laguerre polynomials

Let ?1<α≤0 and let $$L_n^{(\alpha )} (x) = \frac{1}{{n!}}x^{ - \alpha } e^x \frac{{d^n }}{{dx^n }}(x^{\alpha + n} e^{ - x} )$$ be the generalizednth Laguerre polynomial,n=1,2,… Letx ₁,x ₂,…,x _n andx*₁,x*₂,…,x* _n?1 denote the roots ofL _n ^(α) (x) andL _n ^(α)′ (x) respectively and putx*₀=0. In this paper we prove the following theorem: Ify ₀,y ₁,…,y _n ?1 andy ₁ ^′ ,…,y _n ^′ are two systems of arbitrary real numbers, then there exists a unique polynomialP(x) of degree 2n?1 satisfying the conditions $$\begin{gathered} P\left( {x_k^* } \right) = y_k (k = 0,...,n - 1) \hfill \\ P'\left( {x_k } \right) = y_k^\prime (k = 1,...,n). \hfill \\ \end{gathered} $$ .     

Ruzsa’s constant on additive functions

A function f : N → R is called additive if f(mn)= f(m)+f(n)for all m, n with(m, n)= 1. Let μ(x)= max n≤x(f(n)f(n + 1))and ν(x)= max n≤x(f(n + 1)f(n)). In 1979, Ruzsa proved that there exists a constant c such that for any additive function f , μ(x)≤ cν(x 2 )+ c f , where c f is a constant depending only on f . Denote by R af the least such constant c. We call R af Ruzsa's constant on additive functions. In this paper, we prove that R af ≤ 20.     

Permanence and Positive Periodic Solutions for Kolmogorov Competing Species Systems

We prove the existence of periodic solutions in a compact attractor of (R⁺)ⁿ for the Kolmogorov system x′_i = x_if_i(t, x₁, …, x_n), i = l, …, n in the competitive case. Extension to differential delay equations are con- sidered too. Applications are given to Lotka-Volterra systems with periodic coefficients.     

Convergence in distribution of quotients of order statistics

Let X₁, X₂,… be i.i.d. random variables with continuous distribution function F < 1. It is known that if 1 - F(x) varies regularly of order - p, the successive quotients of the order statistics in decreasing order of X₁,…,X_n are asymptotically independent, as n→∞, with distribution functions x^kp, k = 1, 2, …. A strong converse is proved, viz. convergence in distribution of this type of one of the quotients implies regular varation of 1 - F(x).