Brownian motion with drift on spaces with varying dimension

Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in Chen and Lou (2018). In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation). Such a process can be conveniently defined by a regular Dirichlet form that is not necessarily symmetric. Through the method of Duhamel’s principle, it is established in this paper that the transition density of BMVD with drift has the same type of two-sided Gaussian bounds as that for BMVD (without drift). As a corollary, we derive Green function estimate for BMVD with drift.     

Using block designs in crossing number bounds

The crossing number $\mathrm{\text{CR}}\left(G\right)$ of a graph $G=\left(V,E\right)$ is the smallest number of edge crossings over all drawings of $G$ in the plane. For any $k\ge 1$, the $k$‐planar crossing number of $G,{\mathrm{\text{CR}}}_k\left(G\right)$, is defined as the minimum of $\text{CR}\left(G_1\right)+\text{CR}\left(G_2\right)+?+\text{CR}\left(G_k\right)$ over all graphs $G_1,G_2,\dots ,G_k$ with ${\cup }_{i=1}^k{G}_i=G$. Pach et al [Comput. Geom.: Theory Appl. 68 (2018), pp. 2–6] showed that for every $k\ge 1$, we have ${\text{CR}}_k\left(G\right)\le (2/k^2?1/k^3)\text{CR}\left(G\right)$ and that this bound does not remain true if we replace the constant $2/k^2?1/k^3$ by any number smaller than $1/k^2$. We improve the upper bound to $(1/k^2)\left(1+o\left(1\right)\right)$ as $k\to \infty$. For the class of bipartite graphs, we show that the best constant is exactly $1/k^2$ for every $k$. The results extend to the rectilinear variant of the $k$‐planar crossing number.     

Singular Hamiltonian elliptic systems with critical exponential growth in dimension two

We will focus on the existence of nontrivial solutions to the following Hamiltonian elliptic system where are numbers belonging to the interval [0, 2), V is a continuous potential bounded below on by a positive constant and the functions f and g possess exponential growth range established by Trudinger–Moser inequalities in Lorentz–Sobolev spaces. The proof involves linking theorem and a finite‐dimensional approximation.     

Weighted estimates for the multilinear maximal function on the upper half‐spaces

For a general dyadic grid, we give a Calderón–Zygmund type decomposition, which is the principle fact about the multilinear maximal function on the upper half‐spaces. Using the decomposition, we study the boundedness of . We obtain a natural extension to the multilinear setting of Muckenhoupt's weak‐type characterization. We also partially obtain characterizations of Muckenhoupt's strong‐type inequalities with one weight. Assuming the reverse Hölder's condition, we get a multilinear analogue of Sawyer's two weight theorem. Moreover, we also get Hytönen–Pérez type weighted estimates.     

Optimal strategy of vaccination and treatment in an SIRS model with Markovian switching

Medical treatment and vaccination decisions are often sequential and uncertain. Markov decision process is an appropriate means to model and handle such stochastic dynamic decisions. This paper studies the near‐optimality of a stochastic SIRS epidemic model that incorporates vaccination and saturated treatment with regime switching. The stochastic model takes white noises and color noise into account. We first prove some priori estimates of the susceptible, infected, and recovered populations. Moreover, we establish some sufficient and necessary conditions of the near‐optimality by Pontryagin stochastic maximum principle. Our results show that the two kinds of environmental noises have great impacts on the infectious diseases. Finally, we illustrate our conclusions through numerical simulations.