Quenched to annealed transition in the parabolic Anderson problem

We study limit behavior for sums of the form $\frac{1}{|\Lambda_{L|}}\sum_{x\in \Lambda_{L}}u(t,x),$ where the field $\Lambda_L=\left\{x\in {\bf{Z^d}}:|x|\le L\right\}$ is composed of solutions of the parabolic Anderson equation $$u(t,x) = 1 + \kappa \mathop{\int}_{0}^{t} \Delta u(s,x){\rm d}s + \mathop{\int}_{0}^{t}u(s,x)\partial B_{x}(s). $$ The index set is a box in Z ^d , namely $\Lambda_{L} = \left\{x\in {\bf Z}^{\bf d} : |x| \leq L\right\}$ and L = L(t) is a nondecreasing function $L : [0,\infty)\rightarrow {\bf R}^{+}. $ We identify two critical parameters $\eta(1) < \eta(2)$ such that for $\gamma > \eta(1)$ and L(t) = e^{γ t} , the sums $\frac{1}{|\Lambda_L|}\sum_{x\in \Lambda_L}u(t,x)$ satisfy a law of large numbers, or put another way, they exhibit annealed behavior. For $\gamma > \eta(2)$ and L(t) = e^{γ t} , one has $\sum_{x\in \Lambda_L}u(t,x)$ when properly normalized and centered satisfies a central limit theorem. For subexponential scales, that is when $\lim_{t \rightarrow \infty} \frac{1}{t}\ln L(t) = 0,$ quenched asymptotics occur. That means $\lim_{t\rightarrow \infty}\frac{1}{t}\ln\left (\frac{1}{|\Lambda_L|}\sum_{x\in \Lambda_L}u(t,x)\right) = \gamma(\kappa),$ where $\gamma(\kappa)$ is the almost sure Lyapunov exponent, i.e. $\lim_{t\rightarrow \infty}\frac{1}{t}\ln u(t,x)= \gamma(\kappa).$ We also examine the behavior of $\frac{1}{|\Lambda_L|}\sum_{x\in \Lambda_L}u(t,x)$ for L = e ^{γ t} with γ in the transition range $(0,\eta(1))$      

A Characterization of Lie Algebras of Skew-Symmetric Elements

A characterization of Lie algebras of skew-symmetric elements of associative algebras with involution is obtained. It is proved that a Lie algebra L is isomorphic to a Lie algebra of skew-symmetric elements of an associative algebra with involution if and only if L admits an additional (Jordan) trilinear operation {x,y,z} that satisfies the identities $$\{x,y,z\}=\{z,y,x\},$$ $$[[x,y],z]=\{x,y,z\}-\{y,x,z\},$$ $$[\{x,y,z\},t]=\{[x,t],y,z\}+\{x,[y,t],z\}+\{x,y,[z,t]\},$$ $$\{\{x,y,z\},t,v\}=\{\{x,t,v\},y,z\}-\{x,\{y,v,t\},z\}+\{x,y,\{z,t,v\}\},$$ where [x,y] stands for the multiplication in L.     

Difference Inequalities for the Groups and Semigroups of Operators on Banach Spaces

Let ${\mathbf{T}=\{T(t)\} _{t\in\mathbb{R}}}$ be a ??(X, F)-continuous group of isometries on a Banach space X with generator A, where ??(X, F) is an appropriate local convex topology on X induced by functionals from ${ F\subset X^{\ast}}$ . Let ?? _A (x) be the local spectrum of A at ${x\in X}$ and ${r_{A}(x):=\sup\{\vert\lambda\vert :\lambda \in \sigma_{A}(x)\},}$ the local spectral radius of A at x. It is shown that for every ${x\in X}$ and ${\tau\in\mathbb{R},}$ $$\left\Vert T(\tau) x-x\right\Vert \leq \left\vert \tau \right\vert r_{A}(x)\left\Vert x\right\Vert.$$ Moreover if ${0\leq \tau r_{A}(x)\leq \frac{\pi}{2},}$ then it holds that $$\left\Vert T(\tau) x-T(-\tau)x\right\Vert \leq 2\sin \left(\tau r_{A}(x)\right)\left\Vert x\right\Vert.$$ Asymptotic versions of these results for C ₀-semigroup of contractions are also obtained. If ${\mathbf{T}=\{T(t)\}_{t\geq 0}}$ is a C ₀-semigroup of contractions, then for every ${x\in X}$ and ????? 0, $$\underset{t\rightarrow \infty }{\lim } \left\Vert T( t+\tau) x-T(t) x\right\Vert\leq\tau\sup\left\{ \left\vert \lambda \right\vert :\lambda \in\sigma_{A}(x)\cap i \mathbb{R} \right\} \left\Vert x\right\Vert. $$ Several applications are given.     

Solutions of the Allen-Cahn equation which are invariant under screw-motion

Let ${\phi(x)}$ be a rational function of degree >?1 defined over a number field K and let ${\Phi_{n}(x,t) = \phi^{(n)}(x)-t \in K(x,t)}$ where ${\phi^{(n)}(x)}$ is the nth iterate of ${\phi(x)}$ . We give a formula for the discriminant of the numerator of Φ _n (x, t) and show that, if ${\phi(x)}$ is postcritically finite, for each specialization t ₀ of t to K, there exists a finite set ${S_{t_0}}$ of primes of K such that for all n, the primes dividing the discriminant are contained in ${S_{t_0}}$ .     

Extinction profile of the logarithmic diffusion equation

Let ${N \geq 3}$ and u be the solution of u _t = Δ log u in ${\mathbb{R}^N \times (0, T)}$ with initial value u ₀ satisfying ${B_{k_1}(x, 0) \leq u_{0} \leq B_{k_2}(x, 0)}$ for some constants k ₁ > k ₂ > 0 where ${B_k(x, t) = 2(N - 2)(T - t)_{+}^{N/(N - 2)}/(k + (T - t)_{+}^{2/(N - 2)}|x|^{2})}$ is the Barenblatt solution for the equation and ${u_0 - B_{k_0} \in L^{1}(\mathbb{R}^{N})}$ for some constant k ₀ > 0 if ${N \geq 4}$ . We give a new different proof on the uniform convergence and ${L^1(\mathbb{R}^N)}$ convergence of the rescaled function ${\tilde{u}(x, s) = (T - t)^{-N/(N - 2)}u(x/(T - t)^{-1/(N - 2)}, t), s = -{\rm log}(T - t)}$ , on ${\mathbb{R}^N}$ to the rescaled Barenblatt solution ${\tilde{B}_{k_0}(x) = 2(N - 2)/(k_0 + |x|^{2})}$ for some k ₀ > 0 as ${s \rightarrow \infty}$ . When ${N \geq 4, 0 \leq u_0(x) \leq B_{k_0}(x, 0)}$ in ${\mathbb{R}^N}$ , and ${|u_0(x) - B_{k_0}(x, 0)| \leq f \in L^{1}(\mathbb{R}^{N})}$ for some constant k ₀ > 0 and some radially symmetric function f, we also prove uniform convergence and convergence in some weighted L ¹ space in ${\mathbb{R}^N}$ of the rescaled solution ${\tilde{u}(x, s)}$ to ${\tilde{B}_{k_0}(x)}$ as ${s \rightarrow \infty}$ .     

On multiplicative functions which are small on average

Let f be a completely multiplicative function that assumes values inside the unit disc. We show that if ${\sum_{n \leq x}f(n)\ll x/(\rm log x)^A}$ ∑ n ≤ x f ( n ) ? x / ( l o g x ) A , ${x \geq 2}$ x ≥ 2 , for some A > 2, then either f(p) is small on average or f pretends to be ${\mu(n)n^{it}}$ μ ( n ) n i t for some t.     

An integral equation and a representation for a Green's function

The final step in the mathematical solution of many problems in mathematical physics and engineering is the solution of a linear, two-point boundary-value problem such as $$\begin{gathered} \ddot u - q(t)u = - g(t), 0< t< x \hfill \\ (0) = 0, \dot u(x) = 0 \hfill \\ \end{gathered} $$ Such problems frequently arise in a variational context. In terms of the Green's functionG, the solution is $$u(t) = \int_0^x {G(t, y, x)g(y) dy} $$ It is shown that the Green's function may be represented in the form $$G(t,y,x) = m(t,y) - \int_y^x {q(s)m(t, s) m(y, s)} ds, 0< t< y< x$$ wherem satisfies the Fredholm integral equation $$m(t,x) = k(t,x) - \int_0^x k (t,y) q(y) m(y, x) dy, 0< t< x$$ and the kernelk is $$k(t, y) = min(t, y)$$      

Behaviour at infinity of solutions of some linear functional equations in normed spaces

Let \({\mathbb{K} \in \{\mathbb{R}, \mathbb{C}\}, I = (d, \infty), \phi : I \to I}\) be unbounded continuous and increasing, X be a normed space over \({\mathbb{K}, \mathcal{F} : = \{f \in X^I : {\rm lim}_{t \to \infty} f(t) {\rm exists} \, {\rm in} X\},\hat{a} \in \mathbb{K}, \mathcal{A}(\hat{a}) : = \{\alpha \in \mathbb{K}^I : {\rm lim}_{t \to \infty} \alpha(t) = \hat{a}\},}\) and \({\mathcal{X} : = \{x \in X^I : {\rm lim} \, {\rm sup}_{t \to \infty} \|x(t)\| < \infty\}}\) . We prove that the limit lim _{t → ∞} x(t) exists for every \({f \in \mathcal{F}, \alpha \in \mathcal{A}(\hat{a})}\) and every solution \({x \in \mathcal{X}}\) of the functional equation $$x(\phi(t)) = \alpha(t) x(t) + f(t)$$ if and only if \({|\hat{a}| \neq 1}\) . Using this result we study behaviour of bounded at infinity solutions of the functional equation $$x(\phi^{[k]}(t)) = \sum_{j=0}^{k-1} \alpha_j(t) x (\phi^{[j]}(t)) + f(t),$$ under some conditions posed on functions \({\alpha_j(t), j = 0, 1,\ldots, k - 1,\phi}\) and f.     

On the convergence to infinity of Fourier series along dense subsequences of numbers

В статье доказываетс я Теорема.Какова бы ни была возрастающая последовательность натуральных чисел {H _k } _{k = 1} ^∞ c $$\mathop {\lim }\limits_{k \to \infty } \frac{{H_k }}{k} = + \infty$$ , существует функцияf∈L(0, 2π) такая, что для почт и всех x∈(0, 2π) можно найти возраст ающую последовательность номеров {n_k(x)} _k=1 ^∞ ,удовлетворяющую усл овиям 1) $$n_k (x) \leqq H_k , k = 1,2, ...,$$ 2) $$\mathop {\lim }\limits_{t \to \infty } S_{n_{2t} (x)} (x,f) = + \infty ,$$ 3) $$\mathop {\lim }\limits_{t \to \infty } S_{n_{2t - 1} (x)} (x,f) = - \infty$$ .     

Decreasing Regularly Varying Solutions of Sublinearly Perturbed Superlinear Thomas–Fermi Equation

We consider the perturbed Thomas–Fermi equation $$\begin{array}{ll} x^{\prime \prime}\, =\, p(t)|x|^{\gamma-1}x\, +\, q(t)|x|^{\delta-1}x, \qquad \qquad \qquad (A) \end{array}$$ where δ and γ are positive constants with \({\delta < 1 < \gamma}\) and p(t) and q(t) are positive continuous functions on \({[a,\infty), a > 0}\) . Our aim here is to establish criteria for the existence of positive solutions of (A) decreasing to zero as \({t \to \infty}\) in the case where p(t) and q(t) are regularly varying functions (in the sense of Karamata). Generalization of the obtained results to equations of the form $$\begin{array}{ll} \left(r(t)x^{\prime}\right)^{\prime}\, =\, p(t)|x|^{\gamma-1}x \,+ \,q(t)|x|^{\delta-1}x, \qquad \qquad \qquad (B) \end{array}$$ is also given.     

A property of an autonomous minimax optimal control problem

A control system \(\dot x = f\left( {x,u} \right)\) ,u) with cost functional $$\mathop {ess \sup }\limits_{T0 \leqslant t \leqslant T1} G\left( {x\left( t \right),u\left( t \right)} \right)$$ is considered. For an optimal pair \(\left( {\bar x\left( \cdot \right),\bar u\left( \cdot \right)} \right)\) ,ū(·)), there is a maximum principle of the form $$\eta \left( t \right)f\left( {\bar x\left( t \right),\bar u\left( t \right)} \right) = \mathop {\max }\limits_{u \in \Omega \left( t \right)} \eta \left( t \right)f\left( {\bar x\left( t \right),u} \right).$$ By means of this fact, it is shown that \(\eta \left( t \right)f\left( {\bar x\left( t \right),\bar u\left( t \right)} \right)\) is equal to a constant almost everywhere.     

Quadratic polynomials represented by norm forms

Let ${P(t) \in \mathbb{Q}[t]}$ be an irreducible quadratic polynomial and suppose that K is a quartic extension of ${\mathbb{Q}}$ containing the roots of P(t). Let ${{\bf N}_{K/\mathbb{Q}}({\rm x})}$ be a full norm form for the extension ${K/\mathbb{Q}}$ . We show that the variety $$\begin{array}{ll}P(t)={\bf N}_{K/\mathbb{Q}}({\rm x})\neq 0\end{array}$$ satisfies the Hasse principle and weak approximation. The proof uses analytic methods.     

Inverse problem of finding n coefficients of lower derivatives in a parabolic equation

We consider the problem of reconstructing the vector function $\vec b(x) = (b_1 ,...,b_n )$ in the term $(\vec b,\nabla u)$ in a linear parabolic equation. This coefficient inverse problem is considered in a bounded domain Ω ? R ⁿ . To find the above-mentioned function $\vec b(x)$ , in addition to initial and boundary conditions we pose an integral observation of the form $\int_0^T {u(x,t)\vec \omega (t)dt = \vec \chi (x)} $ , where $\vec \omega (t) = (\omega _1 (t),...,\omega _n (t))$ is a given weight vector function. We derive sufficient existence and uniqueness conditions for the generalized solution of the inverse problem. We present an example of input data for which the assumptions of the theorems proved in the paper are necessarily satisfied.     

Rational approximations of real numbers

For anyx ∈ r put $$c(x) = \overline {\mathop {\lim }\limits_{t \to \infty } } \mathop {\min }\limits_{(p,q\mathop {) \in Z}\limits_{q \leqslant t} \times N} t\left| {qx - p} \right|.$$ . Let [x₀; x₁,..., x_n, ...] be an expansion of x into a continued fraction and let \(M = \{ x \in J,\overline {\mathop {\lim }\limits_{n \to \infty } } x_n< \infty \}\) .Forx∈M put D(x)=c(x)/(1?c(x)). The structure of the set \(\mathfrak{D} = \{ D(x),x \in M\}\) is studied. It is shown that $$\mathfrak{D} \cap (3 + \sqrt 3 ,(5 + 3\sqrt 3 )/2) = \{ D(x^{(n,3} )\} _{n = 0}^\infty \nearrow (5 + 3\sqrt 3 )/2,$$ where \(x^{(n,3)} = [\overline {3;(1,2)_n ,1} ].\) This yields for \(\mu = \inf \{ z,\mathfrak{D} \supset (z, + \infty )\}\) (“origin of the ray”) the following lower bound: μ?(5+3√3)/2=5.0n>(5 + 3/3)/2=5.098.... Suppose a∈n. Put \(M(a) = \{ x \in M,\overline {\mathop {\lim }\limits_{n \to \infty } } x_n = a\}\) , \(\mathfrak{D}(a) = \{ D(x),x \in M(a)\}\) . The smallest limit point of \(\mathfrak{D}(a)(a \geqslant 2)\) is found. The structure of (a) is studied completely up to the smallest limit point and elucidated to the right of it.     

The formal translation equation for iteration groups of type II

We investigate the translation equation $$F(s+t, x) = F(s, F(t, x)),\quad \quad s,t\in{\mathbb{C}},\qquad\qquad\qquad\qquad({\rm T})$$ in ${\mathbb{C}\left[\kern-0.15em\left[{x}\right]\kern-0.15em\right]}$ , the ring of formal power series over ${\mathbb{C}}$ . Here we restrict ourselves to iteration groups of type II, i.e. to solutions of (T) of the form ${F(s, x) \equiv x + c_k(s)x^k {\rm mod} x^{k + 1}}$ , where k ≥ 2 and c _k ≠ 0 is necessarily an additive function. It is easy to prove that the coefficient functions c _n (s) of $$F(s, x) = x + \sum_{n \ge q k}c_n(s)x^n$$ are polynomials in c _k (s). It is possible to replace this additive function c _k by an indeterminate. In this way we obtain a formal version of the translation equation in the ring ${(\mathbb{C}[y])\left[\kern-0.15em\left[{x}\right]\kern-0.15em\right]}$ . We solve this equation in a completely algebraic way, by deriving formal differential equations or an Aczél–Jabotinsky type equation. This way it is possible to get the structure of the coefficients in great detail which are now polynomials. We prove the universal character (depending on certain parameters, the coefficients of the infinitesimal generator H of an iteration group of type II) of these polynomials. Rewriting the solutions G(y, x) of the formal translation equation in the form ${\sum_{n\geq 0}\phi_n(x)y^n}$ as elements of ${(\mathbb{C}\left[\kern-0.15em\left[{x}\right]\kern-0.15em\right])\left[\kern-0.15em\left[{y}\right]\kern-0.15em\right]}$ , we obtain explicit formulas for ${\phi_n}$ in terms of the derivatives H ^(j)(x) of the generator ${H}$ and also a representation of ${G(y, x)}$ as a Lie–Gröbner series. Eventually, we deduce the canonical form (with respect to conjugation) of the infinitesimal generator ${H}$ as x ^k + hx ^2k-1 and find expansions of the solutions ${G(y, x) = \sum_{r\geq 0} G_r(y, x)h^r}$ of the above mentioned differential equations in powers of the parameter h.     

Necessary and Sufficient Conditions for Associated Differential Operators in Quaternionic Analysis and Applications to Initial Value Problems

This paper deals with the initial value problem of type $$\begin{array}{ll} \qquad \frac{\partial u}{\partial t} = \mathcal{L} u := \sum \limits^3_{i=0} A^{(i)} (t, x) \frac{\partial u}{\partial x_{i}} + B(t, x)u + C(t, x)\\ u (0, x) = u_{0}(x)\end{array}$$ in the space of generalized regular functions in the sense of Quaternionic Analysis satisfying the differential equation $$\mathcal{D}_{\lambda}u := \mathcal{D} u + \lambda u = 0,$$ where ${t \in [0, T]}$ is the time variable, x runs in a bounded and simply connected domain in ${\mathbb{R}^{4}, \lambda}$ is a real number, and ${\mathcal{D}}$ is the Cauchy-Fueter operator. We prove necessary and sufficient conditions on the coefficients of the operator ${\mathcal{L}}$ under which ${\mathcal{L}}$ is associated with the operator ${\mathcal{D}_{\lambda}}$ , i.e. ${\mathcal{L}}$ transforms the set of all solutions of the differential equation ${\mathcal{D}_{\lambda}u = 0}$ into solutions of the same equation for fixedly chosen t. This criterion makes it possible to construct operators ${\mathcal{L}}$ for which the initial value problem is uniquely soluble for an arbitrary initial generalized regular function u ₀ by the method of associated spaces constructed by W. Tutschke (Teubner Leipzig and Springer Verlag, 1989) and the solution is also generalized regular for each t.     

A convexity property and a new characterization of Euler’s gamma function

Our main results are:

1. Let α ≠ 0 be a real number. The function (Γ ? exp) ^α is convex on ${\mathbf{R}}$ if and only if $$\alpha \geq \max_{0<{t}<{x_0}}\Big(-\frac{1}{t\psi(t)} - \frac{\psi'(t)}{\psi(t)^2}\Big) = 0.0258... .$$ Here, x ₀ = 1.4616... denotes the only positive zero of ${\psi = \Gamma'/\Gamma}$ .

1. Assume that a function f: (0, ∞) → (0, ∞) is bounded from above on a set of positive Lebesgue measure (or on a set of the second category with the Baire property) and satisfies $$f(x+1) = x f(x) \quad{\rm for}\quad{x > 0}\quad{\rm and}\quad{f(1) = 1}.$$

If there are a number b and a sequence of positive real numbers (a _n ) ${(n \in \mathbf{N})}$ with ${{\rm lim}_{n\to\infty} a_n =0}$ such that for every n the function ${(f \circ {\rm exp})^{a_n}}$ is Jensen convex on (b, ∞), then f is the gamma function.     

Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness

In this paper we study viscosity solutions to the system $$\begin{array}{ll} \min \{ -\mathcal{H}u_i(x,t)-\psi _i(x,t),u_i(x,t) - \max_{j \neq i} (-c_{i ,j} (x,t) + u_j (x,t)) \} = 0,\\ u_i(x,T)=g_i (x), \, i \in \{1,\ldots , d \},\end{array}$$ where \({(x,t)\in{\mathbb{R}}^{N} \times [0,T]}\) . Concerning \({{\mathcal{H}}}\) , we assume that \({{\mathcal{H}}={\mathcal{L}}+{\mathcal{I}}}\) where \({{\mathcal{L}}}\) is a linear, possibly degenerate, parabolic operator of second order and \({{\mathcal{I}}}\) is a non-local integro-partial differential operator. A special case of this type of system of variational inequalities with terminal data occurs in the context of optimal switching problems when the dynamics of the underlying state variables is described by an N-dimensional Levy process. We establish a general comparison principle for viscosity sub- and supersolutions to the system under mild regularity, growth and structural assumptions on the data, i.e., on the operator \({{\mathcal{H}}}\) and on the continuous functions \({\psi_i}\) , c _i,j , and g _i . Using the comparison principle we prove the existence of a unique viscosity solution (u ₁, . . . , u _d ) to the system by Perron’s method. Our main contribution is that we establish existence and uniqueness of viscosity solutions, in the setting of Levy processes and non-local operators, with no sign assumption on the switching costs {c _{i, j} } and allowing c _{i, j} to depend on x as well as t.     

Comparison and oscillatory behavior for certain second order nonlinear dynamic equations

We present some new necessary and sufficient conditions for the oscillation of second order nonlinear dynamic equation $$\bigl(a\bigl(x^{\Delta }\bigr)^{\alpha }\bigr)^{\Delta }(t)+q(t)x^{\beta }(t)=0$$ on an arbitrary time scale $\mathbb{T}$ , where α and β are ratios of positive odd integers, a and q are positive rd-continuous functions on $\mathbb{T}$ . Comparison results with the inequality $$\bigl(a\bigl(x^{\Delta }\bigr)^{\alpha }\bigr)^{\Delta }(t)+q(t)x^{\beta }(t)\leqslant 0\quad (\geqslant 0)$$ are established and application to neutral equations of the form $$\bigl(a(t)\bigl(\bigl[x(t)+p(t)x[\tau (t)]\bigr]^{\Delta }\bigr)^{\alpha }\bigr)^{\Delta }+q(t)x^{\beta }\bigl[g(t)\bigr]=0$$ are investigated.