Discrete wave-analysis of continuous stochastic processes

The behaviour of a continuous-time stochastic process in the neighbourhood of zero-crossings and local maxima is compared with the behaviour of a discrete sampled version of the same process.For regular processes, with finite crossing-rate or finite rate of local extremes, the behaviour of the sampled version approaches that of the continuous one as the sampling interval tends to zero. Especially the zero-crossing distance and the wave-length (i.e., the time from a local maximum to the next minimum) have asymptotically the same distributions in the discrete and the continuous case. Three numerical illustrations show that there is a good agreement even for rather big sampling intervals.For non-regular processes, with infinite crossing-rate, the sampling procedure can yield useful results. An example is given in which a small irregular disturbance is superposed over a regular process. The structure of the regular process is easily observable with a moderate sampling interval, but is completely hidden with a small interval.     

Spaces of Wald-Berestovskii curvature bounded below

We consider inner metric spaces of curvature bounded below in the sense of Wald, without assuming local compactness or existence of minimal curves. We first extend the Hopf-Rinow theorem by proving existence, uniqueness, and “almost extendability” of minimal curves from any point to a denseG _δ subset. An immediate consequence is that Alexandrov’s comparisons are meaningful in this setting. We then prove Toponogov’s theorem in this generality, and a rigidity theorem which characterizes spheres. Finally, we use our characterization to show the existence of spheres in the space of directions at points in a denseG _δ set. This allows us to define a notion of “local dimension” of the space using the dimension of such spheres. If the local dimension is finite, the space is an Alexandrov space.     

Global existence for degenerate parabolic equations with a non-local forcing

We establish local existence and comparison for a model problem which incorporates the effects of non-linear diffusion, convection and reaction. The reaction term to be considered contains a non-local dependence, and we show that local solutions can be obtained via monotone limits of solutions to appropriately regularized problems. Utilizing this construction, it is further shown that, under conditions of either ‘weak reaction’ or ‘sufficiently small’ initial mass, solutions exist for all time. Finally, we provide an alternative analysis of global existence and investigate blow up in finite time for the case of power law diffusion and convection. These results show the extent to which the assumption of weak reaction may be relaxed and still obtain global existence. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Slice theorem and orbit type stratification in infinite dimensions

We establish a general slice theorem for the action of a locally convex Lie group on a locally convex manifold, which generalizes the classical slice theorem of Palais to infinite dimensions. We discuss two important settings under which the assumptions of this theorem are fulfilled. First, using Glöckner's inverse function theorem, we show that the linear action of a compact Lie group on a Fréchet space admits a slice. Second, using the Nash–Moser theorem, we establish a slice theorem for the tame action of a tame Fréchet Lie group on a tame Fréchet manifold. For this purpose, we develop the concept of a graded Riemannian metric, which allows the construction of a path-length metric compatible with the manifold topology and of a local addition. Finally, generalizing a classical result in finite dimensions, we prove that the existence of a slice implies that the decomposition of the manifold into orbit types of the group action is a stratification.     

Denumerable state semi-Markov decision processes with unbounded costs,average cost criterion

This paper establishes a rather complete optimality theory for the average cost semi-Markov decision model with a denumerable state space, compact metric action sets and unbounded one-step costs for the case where the underlying Markov chains have a single ergotic set. Under a condition which, roughly speaking, requires the existence of a finite set such that the supremum over all stationary policies of the expected time and the total expected absolute cost incurred until the first return to this set are finite for any starting state, we shall verify the existence of a finite solution to the average costs optimality equation and the existence of an average cost optimal stationary policy.     

On steady state Euler-Poisson models for semiconductors

This paper is concerned with an analysis of the Euler-Poisson model for unipolar semiconductor devices in the steady state isentropic case. In the two-dimensional case we prove the existence of smooth solutions under a smallness assumption on the prescribed outflow velocity (small boundary current) and, additionally, under a smallness assumption on the gradient of the velocity relaxation time. The latter assumption allows a control of the vorticity of the flow and the former guarantees subsonic flow. The main ingredient of the proof is a regularization of the equation for the vorticity.Also, in the irrotational two- and three-dimensional cases we show that the smallness assumption on the outflow velocity can be replaced by a smallness assumption on the (physical) parameter multiplying the drift-term in the velocity equation. Moreover, we show that solutions of the Euler-Poisson system converge to a solution of the drift-diffusion model as this parameter tends to zero.     

A new discrete Hopf–Rinow theorem

We prove a version of the Hopf–Rinow theorem with respect to path metrics on discrete spaces. The novel aspect is that we do not a priori assume local finiteness but isolate a local finiteness type condition, called essentially locally finite, that is indeed necessary. As a side product we identify the maximal weight, called the geodesic weight, generating the path metric in the situation when the space is complete with respect to any of the equivalent notions of completeness proven in the Hopf–Rinow theorem. As an application we characterize the graphs for which the resistance metric is a path metric induced by the graph structure.     

Phaseless Sampling and Reconstruction of Real-Valued Signals in Shift-Invariant Spaces

Sampling in shift-invariant spaces is a realistic model for signals with smooth spectrum. In this paper, we consider phaseless sampling and reconstruction of real-valued signals in a high-dimensional shift-invariant space from their magnitude measurements on the whole Euclidean space and from their phaseless samples taken on a discrete set with finite sampling density. The determination of a signal in a shift-invariant space, up to a sign, by its magnitude measurements on the whole Euclidean space has been shown in the literature to be equivalent to its nonseparability. In this paper, we introduce an undirected graph associated with the signal in a shift-invariant space and use connectivity of the graph to characterize nonseparability of the signal. Under the local complement property assumption on a shift-invariant space, we find a discrete set with finite sampling density such that nonseparable signals in the shift-invariant space can be reconstructed in a stable way from their phaseless samples taken on that set. In this paper, we also propose a reconstruction algorithm which provides an approximation to the original signal when its noisy phaseless samples are available only. Finally, numerical simulations are performed to demonstrate the robustness of the proposed algorithm to reconstruct box spline signals from their noisy phaseless samples.

     

The polytopal structure of the tight-span of a totally split-decomposable metric

The tight-span of a finite metric space is a polytopal complex that has appeared in several areas of mathematics. In this paper we determine the polytopal structure of the tight-span of a totally split-decomposable (finite) metric. These metrics are a generalization of tree-metrics and have importance within phylogenetics. In previous work, we showed that the cells of the tight-span of such a metric are zonotopes that are polytope isomorphic to either hypercubes or rhombic dodecahedra. Here, we extend these results and show that the tight-span of a totally split-decomposable metric can be broken up into a canonical collection of polytopal complexes whose polytopal structures can be directly determined from the metric. This allows us to also completely determine the polytopal structure of the tight-span of a totally split-decomposable metric. We anticipate that our improved understanding of this structure may lead to improved techniques for phylogenetic inference.     

Global smooth solutions for the quasilinear wave equation with boundary dissipation

We consider the existence of global solutions of the quasilinear wave equation with a boundary dissipation structure of an input-output in high dimensions when initial data and boundary inputs are near a given equilibrium of the system. Our main tool is the geometrical analysis. The main interest is to study the effect of the boundary dissipation structure on solutions of the quasilinear system. We show that the existence of global solutions depends not only on this dissipation structure but also on a Riemannian metric, given by the coefficients and the equilibrium of the system. Some geometrical conditions on this Riemannian metric are presented to guarantee the existence of global solutions. In particular, we prove that the norm of the state of the system decays exponentially if the input stops after a finite time, which implies the exponential stabilization of the system by boundary feedback.     

On the lower bound of energy functionalE 1 (I)—A stability theorem on the Kähler Ricci flow

In the present article, we prove a stability theorem for the Kaehler Ricci flow near the infimum of the functional E₁ under the assumption that the initial metric has Ricci >−1 and ⋎Riem÷ bounded. At present stage, our main theorem still need a topological assumption (1.2) which we hope to be removed in subsequent articles. The underlying moral is: If a Kaehler metric is sufficiently closed to a Kaehler Einstein metric, then the Kaehler Ricci flow converges to it. The present work should be viewed as a first step in a more ambitious program of deriving the existence of Kaehler Einstein metrics with an arbitrary energy level, provided that this energy functional has a uniform lower bound in this kaehler class.     

The Dirichlet boundary problem for a nonlocal Cahn-Hilliard equation

We study the existence, uniqueness and continuous dependence on initial data of the solution for a nonlocal Cahn-Hilliard equation with Dirichlet boundary condition on a bounded domain. Under a nondegeneracy assumption the solutions are classical but when this is relaxed, the equation is satisfied in a weak sense. Also we prove that there exists a global attractor in some metric space.     

Initial boundary value problems for a quantum hydrodynamic model of semiconductors: Asymptotic behaviors and classical limits

The present paper proves the existence and the asymptotic stability of a stationary solution to the initial boundary value problem for a quantum hydrodynamic model of semiconductors over a one-dimensional bounded domain. We also discuss on a singular limit from this model to a classical hydrodynamic model without quantum effects. Precisely, we prove that a solution for the quantum model converges to that for the hydrodynamic model as the Planck constant tends to zero. Here we adopt a non-linear boundary condition which means quantum effect vanishes on the boundary. In the previous researches, the existence and the asymptotic stability of a stationary solution are proved under the assumption that a doping profile is flat, which makes the stationary solution also flat. However, the typical doping profile in actual devices does not satisfy this assumption. Thus, we prove the above theorems without this flatness assumption. Firstly, the existence of the stationary solution is proved by the Leray-Schauder fixed-point theorem. Secondly, we show the asymptotic stability theorem by using an elementary energy method, where the equation for an energy form plays an essential role. Finally, the classical limit is considered by using the energy method again.     

Construction of a CPA contraction metric for periodic orbits using semidefinite optimization

A Riemannian metric with a local contraction property can be used to prove existence and uniqueness of a periodic orbit and determine a subset of its basin of attraction. While the existence of such a contraction metric is equivalent to the existence of an exponentially stable periodic orbit, the explicit construction of the metric is a difficult problem.In this paper, the construction of such a contraction metric is achieved by formulating it as an equivalent problem, namely a feasibility problem in semidefinite optimization. The contraction metric, a matrix-valued function, is constructed as a continuous piecewise affine (CPA) function, which is affine on each simplex of a triangulation of the phase space. The contraction conditions are formulated as conditions on the values at the vertices.The paper states a semidefinite optimization problem. We prove on the one hand that a feasible solution of the optimization problem determines a CPA contraction metric and on the other hand that the optimization problem is always feasible if the system has an exponentially stable periodic orbit and the triangulation is fine enough. An objective function can be used to obtain a bound on the largest Floquet exponent of the periodic orbit.     

Operating Points in Infinite Nonlinear Networks Approximated by Finite Networks

Given a nonlinear infinite resistive network, an operating point can be determined by approximating the network by finite networks obtained by shorting together various infinite sets of nodes, and then taking a limit of the nodal potential functions of the finite networks. Initially, by taking a completion of the node set of the infinite network under a metric given by the resistances, limit points are obtained that represent generalized ends, which we call ``terminals,' of the infinite network. These terminals can be shorted together to obtain a generalized kind of node, a special case of a 1-node. An operating point will involve Kirchhoff's current law holding at 1-nodes, and so the flow of current into these terminals is studied. We give existence and bounds for an operating point that also has a nodal potential function, which is continuous at the 1-nodes. The existence is derived from the said approximations.

     

Approximation algorithms for the single allocation problem in hub-and-spoke networks and related metric labeling problems

This paper deals with a single allocation problem in hub-and-spoke networks. We present a simple deterministic 3-approximation algorithm and randomized 2-approximation algorithm based on a linear relaxation problem and a randomized rounding procedure. We handle the case where the number of hubs is three, which is known to be NP-hard, and present a (5/4)-approximation algorithm.The single allocation problem includes a special class of the metric labeling problem, defined by introducing an assumption that both objects and labels are embedded in a common metric space. Under this assumption, we can apply our algorithms to the metric labeling problem without losing theoretical approximation ratios. As a byproduct, we also obtain a (4/3)-approximation algorithm for an ordinary metric labeling problem with three labels.     

On the existence of nontrivial extremal metrics on complete noncompact surfaces

In this paper, we consider the 2-dimensional local Calabi flow on a complete noncompact surface . Then, based on the Harnack-type estimate, we show the long-time existence and asymptotic convergence of a subsequence of solutions of such a flow on with and bounded from above by a negative constant on a ball. For its applications, this will lead to the existence of extremal metrics on a complete noncompact surface of finite topological type. In particular, there exists an extremal metric of nonconstant Gaussian curvature on or Received: 21 June 2001 / 18 January 2002 / Published online: 27 June 2002 Research supported in part by NSC and NCTS.     

On the Cauchy problem for macroscopic model of pedestrian flows

In this paper, we discuss the limit behavior of hyperbolic systems of conservation laws with stiff relaxation terms to the local systems as the relaxation time tends to zero. The prototype is crowd models derived from crowd dynamics according to macroscopic scaling when the flow of crowds is supposed to satisfy the paradigms of continuum mechanics. Under an appropriate structural stability condition, the asymptotic expansion is obtained when one assumes the existence of a smooth solution to the equilibrium system. In this case, the local existence of a classical solution is also shown.     

Vanishing viscosity for hemivariational inequalities modeling dynamic problems in elasticity

In this paper we consider a mathematical model describing a dynamic linear elastic contact problem with nonmonotone skin effects. The subdifferential multivalued and multidimensional reaction–displacement law is employed. We treat an evolution hemivariational inequality of hyperbolic type which is a weak formulation of this mechanical problem. We establish a result on the existence of solutions to the Cauchy problem for the hemivariational inequality. This result is a consequence of an existence theorem for second order evolution inclusion. For the latter, using the parabolic regularization method, we obtain the solution as a limit when the viscosity term tends to zero.