On positive solutions of perturbed nonlinear differential equations

Some results are given concerning positive solutions of equations of the form x⁽ⁿ⁾ + P(t) G(x) = Q(t, x).Let class I (II) consist of all n-times differentiable functions x(t), such that x(t)>0 and x^{(n ? 1)}(t) ? 0 (x^{(n ? 1)}(t) ? 0) for all large t. Two theorems are given guaranteeing the nonexistence of solutions in class I and II, respectively, and three theorems ensure the convergence to zero of positive solutions. A recent result of Hammett concerning the second-order case is extended to the general case.     

Limit theorems for the critical age-dependent branching process with infinite variance

Let Z(t) be the population at time t of a critical age-dependent branching process. Suppose that the offspring distribution has a generating function of the form f(s) = s + (1 ? s)^1+αL(1 ? s) where α ∈ (0, 1) and L(x) varies slowly as x → 0⁺. Then we find, as t → ∞, (P{Z(t)> 0})^αL(P{Z(t)>0})～ μ/αt where μ is the mean lifetime of each particle. Furthermore, if we condition the process on non-extinction at time t, the random variable P{Z(t)>0}Z(t) converges in law to a random variable with Laplace-Stieltjes transform 1 - u(1 + u^α)^?1/α for u ?/ 0. Moment conditions on the lifetime distribution required for the above results are discussed.     

Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series

Let S = (1/n) Σ_t=1ⁿ X(t) X(t)′, where X(1), …, X(n) are p × 1 random vectors with mean zero. When X(t) (t = 1, …, n) are independently and identically distributed (i.i.d.) as multivariate normal with mean vector 0 and covariance matrix Σ, many authors have investigated the asymptotic expansions for the distributions of various functions of the eigenvalues of S. In this paper, we will extend the above results to the case when {X(t)} is a Gaussian stationary process. Also we shall derive the asymptotic expansions for certain functions of the sample canonical correlations in multivariate time series. Applications of some of the results in signal processing are also discussed.     

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.     

Nonlinear parabolic equations with p-growth and unbounded data

The purpose of this paper is to prove the existence of a solution for a nonlinear parabolic equation in the form u_t - div(a(t, x, u, Du)) = H(t, x, u, Du) - div(g(t, x)) in Q_T =]0,T[×Ω, Ω ⊂ R^N, with an initial condition u(0) = u₀, where u₀ is not bounded, |H(t,x, u, ξ)⩽ β|ξ|^p + f(t,x) + βe^λ₁^|u|f, |g|^p/(p-1) ∈ L^r(Q_T) for some r = r{N) ⩾ 1, and - div(a(t,x,u, Du)) is the usual Leray-Lions operator.     

Growth estimates for solutions to initial-boundary value problems in viscoelasticity

For the abstract Volterra integro-differential equation u_tt ? Nu + ∝_?∞^t K(t ? τ) u(τ) dτ = 0 in Hilbert space, with prescribed past history u(τ) = U(τ), ? ∞ < τ < 0, and associated initial data u(0) = f, u_t(0) = g, we establish conditions on K(t), ? ∞ < t < + ∞ which yield various growth estimates for solutions u(t), belonging to a certain uniformly bounded class, as well as lower bounds for the rate of decay of solutions. Our results are interpreted in terms of solutions to a class of initial-boundary value problems in isothermal linear viscoelasticity.     

Attainable sets for linear stochastic control systems

Let x_t^u(w) be the solution process of the n-dimensional stochastic differential equation dx_t^u = [A(t)x_t^u + B(t) u(t)] dt + C(t) dW_t, where A(t), B(t), C(t) are matrix functions, W_t is a n-dimensional Brownian motion and u is an admissable control function. For fixed ? ? 0 and 1 ? δ ? 0, we say that x?Rⁿ is (?, δ) attainable if there exists an admissable control u such that P{x_t^u?S_?(x)} ? δ, where S_?(x) is the closed ?-ball in Rⁿ centered at x. The set of all (?, δ) attainable points is denoted by $\text{A}$(t). In this paper, we derive various properties of $\text{A}$(t) in terms of K(t), the attainable set of the deterministic control system $\text{x}\text{?}\text{= A(t)x + B(t)u}$. As well a stochastic bang-bang principle is established and three examples presented.     

Oscillation theorems for nth-order differential equations with deviating arguments

This paper is concerned with the study of the oscillatory behavior of solutions of the nth-order nonlinear differential equation (a(t)x^{(n ? v)}(t))^(v) + q(t)f(x[g(t)]) = 0, where n is even and 1 ? v ? n ? 1. A systematic study is attempted which extends and correlates a number of existing results.     

Uniqueness of Solutions of Some Nonlocal Boundary-Value Problems for Operator-Differential Equations on a Finite Segment

For the equation L ₀ x(t) + L ₁ x ⁽¹⁾(t) + ... + L _n x ⁽ⁿ⁾(t) = 0, where L _k, k = 0, 1, ... , n, are operators acting in a Banach space, we formulate conditions under which a solution x(t) that satisfies some nonlocal homogeneous boundary conditions is equal to zero.     

On the classification of conditionally integrable evolution systems in (1 + 1) dimensions

We generalize earlier results of Fokas and Liu and find all locally analytic (1 + 1)-dimensional evolution equations of order n that admit an N-shock-type solution with N ≤ n + 1. For this, we develop a refinement of the technique from our earlier work, where we completely characterized all (1+1)-dimensional evolution systems u _t = F (x, t, u, ?u/?x,..., ?ⁿ u/? x ⁿ) that are conditionally invariant under a given generalized (Lie-Bäcklund) vector field Q(x, t, u, ?u/?x,..., ?^k u/?x ^k)?/?u under the assumption that the system of ODEs Q = 0 is totally nondegenerate. Every such conditionally invariant evolution system admits a reduction to a system of ODEs in t, thus being a nonlinear counterpart to quasi-exactly solvable models in quantum mechanics.     

Potential theory associated with Uhlenbeck-Ornstein process

Some parallel results of Gross' paper (Potential theory on Hilbert space, J. Functional Analysis1 (1967), 123–181) are obtained for Uhlenbeck-Ornstein process U(t) in an abstract Wiener space (H, B, i). Generalized number operator $\text{N}$ is defined by $\text{N}$f(x) = ?lim_∈←0{E[f($\text{U}$(τ^∈_ξ))] ? f(x)}/E[τ^∈_ξ, where τ_x^? is the first exit time of U(t) starting at x from the ball of radius ? with center x. It is shown that $\text{N}$f(x) = ?trace D²f(x)+〈Df(x),x〉 for a large class of functions f. Let r_t(x, dy) be the transition probabilities of U(t). The λ-potential G_λf, λ > 0, and normalized potential Rf of f are defined by G_λf(X) = ∫₀^∞e^?λtr_tf(x) dt and Rf(x) = ∫₀^∞ [r_tf(x) ? r_tf(0)] dt. It is shown that if f is a bounded Lip-1 function then trace D²G_λf(x) ? 〈DG_λf(x), x〉 = ?f(x) + λG_λf(x) and trace D²Rf(x) ? 〈DRf(x), x〉 = ?f(x) + ∫_Bf(y)p₁(dy), where p₁ is the Wiener measure in B with parameter 1. Some approximation theorems are also proved.     

Periodic boundary value problem of functional differential equations with perturbation

By coincidence degree, the existence of solution to the periodic boundary value problem of functional differential equations with perturbation     

Oscillation criteria for sublinear differential equations with damping

We present some criteria for the oscillation of the second order nonlinear differential equation [a(t)ψ(x(t))x'(t)]' + p(t)x'(t) + q(t)f (x(t)) =0, t≧t ₀> 0 with damping where a∈C ¹ ([t ₀,∞)) is a nonnegative function, p, q∈ C([t ₀,∞)) are allowed to change sign on [t ₀,∞), ψ, f∈C(R) with ψ(x) ≠ 0, xf(x)/ψ(x) > 0 for x≠ 0, and ψ, f have continuous derivatives on R{0} with [f(x) / ψ(x)]' ≧ 0 for x≠ 0. This criteria are obtained by using a general class of the parameter functions H(t,s) in the averaging techniques. An essential feature of the proved results is that the assumption of positivity of the function ψ(x) is not required. Consequently, the obtained criteria cover new classes of equations to which known results do not apply.     

On the rate for uniform strong consistency of empirical distributions of independent nonidentically distributed multivariate random variables

Let X_j = (X_1j ,…, X_pj), j = 1,…, n be n independent random vectors. For x = (x₁ ,…, x_p) in R^p and for α in [0, 1], let F_j${}^1$(x) = αI(X_1j < x₁ ,…, X_pj < x_p) + (1 ? α) I(X_1j ≤ x₁ ,…, X_pj ≤ x_p), where I(A) is the indicator random variable of the event A. Let F_j(x) = E(F_j${}^1$(x)) and D_n = sup_{x, α} max_{1 ≤ N ≤ n} |Σ₀ⁿ(F_j${}^1$(x) ? F_j(x))|. It is shown that P[D_n ≥ L] < 4pL exp{?2(L²n^?1 ? 1)} for each positive integer n and for all L² ≥ n; and, as n → ∞, $\text{D}{}_{\mathrm{n}}\text{= 0((n}\text{log}\text{n)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{)}$ with probability one.     

Newton Polygons of L Functions Associated with Exponential Sums of Polynomials of Degree Four over Finite Fields

Let F_q be the finite field of q elements with characteristic p and F_q^m its extension of degree m. Fix a nontrivial additive character Ψ of F_p. If f(x₁,…, x_n)∈F_q[x₁,…, x_n] is a polynomial, then one forms the exponential sum S_m(f)=∑_{(x1,…,xn)∈(Fq^m)ⁿ}Ψ(Tr_Fq^m/Fp(f(x₁,…,x_n))). The corresponding L functions are defined by L(f, t)=exp(∑^∞_m=0S_m(f)t^m/m). In this paper, we apply Dwork's method to determine the Newton polygon for the L function L(f(x), t) associated with one variable polynomial f(x) when deg f(x)=4. As an application, we also give an affirmative answer to Wan's conjecture for the case deg f(x)=4.     

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.     

Some well-posed functional equations which generate semigroups

Consider the abstract linear functional equation (FE) (Dx)(t) = f(t) (t ? 0), x(t) = ?(t) (t ? 0) in a Banach space B. A theorem is proven which contains the following result as a special case. Let Y(R; B; η) be a L^p-space or C₀-space on R = (?t8, ∞), with a suitable weight function η, and with values in B. Let D be a closed (unbounded) causal linear operator in Y(R; B; η), which commutes with translations. Suppose that D + λI has a continuous causal inverse for some complex λ, and that D restricted to those functions in Y(R;B;η) which vanish on R^? = (?∞, 0] has a continuous causal inverse. Then (FE) generates a strongly continuous semigroup of translation type on a Banach space, which is essentially the cross product of the restriction of the domain of D to R^? and Y(R⁺; B; η). Examples with B = Cⁿ on how the theory applies to a neutral functional differential equation, a difference equation, a Volterra integrodifferential equation (with nonintegrable kernel but integrable resolvent), and a fractional order functional differential equation are given. Also, an abstract neutral functional differential equation in a Hilbert space is studied and applications to an abstract Volterra integrodifferential equation in a Banach space are indicated.     

Three positive solutions to a discrete focal boundary value problem

We are concerned with the discrete focal boundary value problem Δ³x(t − k) = f(x(t)), x(a) = Δx(t₂) = Δ²x(b + 1) = 0. Under various assumptions on f and the integers a, t₂, and b we prove the existence of three positive solutions of this boundary value problem. To prove our results we use fixed point theorems concerning cones in a Banach space.     

Single point blow-up for a semilinear initial value problem

The initial value problem on [?R, R] is considered: u_t(t, x) = u_xx(t, x) + u(t, x)^γu(t, ±R) = 0u(0, x) = ?(x), where ? ? 0 and γ is a fixed large number. It is known that for some initial values ? the solution u(t, x) exists only up to some finite time T, and that ∥u(t, ·)∥_∞ → ∞ as t → T. For the specific initial value ? = kψ, where ψ ? 0, ψ_xx + ψ^γ = 0, ψ(±R) = 0, k is sufficiently large, it is shown that if x ≠ 0, then lim_{t → T}u(t, x) and lim_{t → T}u_x(t, x) exist and are finite. In other words, blow-up occurs only at the point x = 0.     

The distribution of Brownian motion in Rn at a natural stopping time

For a measure μ on Rⁿ let ((B_t, P^μ) be Brownian motion in Rⁿ with initial distribution μ. Let D be an open subset of Rⁿ with exit time ζ ≡ inf {t > 0: B_t ? D}. In the case where D is a Green region with Green function G and μ is a measure in D such that G_μ is not identically infinite on any component of D, we have given necessary and sufficient conditions for a measure ν in D to be of the form ν(dx) = P^μ(B_T ? dx, T <ζ), where T is some natural stopping time for (B_t), and we have applied this characterization to show that a measure ν in D satisfies G_ν ? G_μ iff ν is of the form ν(dx) = P^α(B_T ? dx, T <ζ) + β(dx), where T is some natural stopping time for (B_t) and α and β are measures in D such that α + β = μ and β lives on a polar set. We have proved analogous results in the case where D = R² and μ is a finite measure on R² such that ∫ log⁺ ∥x∥ du(x) < ∞, and applied this to give a characterization of the stopping times T for Brownian motion in R² such that (log⁺ ∥B_T∧t∥)_0<t<∞ is P^μ-uniformly integrable.