Global existence and time decay of small solutions to the landau-ginzburg type equations

We study the Cauchy problem for the nonlinear dissipative equations (0.1) uo∂u-αδu + Β|u|^2/n u = 0,x ∃ Rⁿ,t } 0,u(0,x) = u0(x),x ∃ Rⁿ, where α,Β ∃ C, ℜα 0. We are interested in the dissipative case ℜα 0, and ℜδ(α,Β)≥ 0, θ = |∫ u0(x)dx| ⊋ 0, where δ(α, Β) = ##|α|^n-1n^n/2 / ((n + 1)|α|² + α^{2 n/2}. Furthermore, we assume that the initial data u₀ ∃ L^p are such that (1 + |x|)^αu0 ∃ L¹, with sufficiently small norm ∃ = (1 + |x|)^α u₀ 1 + u₀ p, wherep 1, α ∃ (0,1). Then there exists a unique solution of the Cauchy problem (0.1)u(t, x) ∃ C ((0, ∞); L^∞) ∩ C ([0, ∞); L¹ ∩ L^p) satisfying the time decay estimates for allt0 u(t)||_∞ Cɛt^-n/2(1 + η log 〈t〉)^-n/2, if hg = θ^2/n 2_π ℜδ(α, Β) 0; u(t)||_∞ Cɛt^-n/2(1 + Μ log 〈t〉)^-n/4, if η = 0 and Μ = θ^4/n 4π)² (ℑδ(α, Β))² ℜ((1 + 1/n) υ1-1 υ2) 0; and u(t)||_∞ Cɛt^-n/2(1 + κ log 〈t〉)^-n/6, if η = 0, Μ = 0, κ 0, where υl,l = 1,2 are defined in (1.2), κ is a positive constant defined in (2.31).     

Purely imaginary eigenvalues of operator semigroups

For aC ₀-contraction semigroup (S(t)) _t≥0 of bounded linear operators on a complex Banach spaceX, J. A. Goldstein and B. Nagy [6] have shown that, givenx∈X, S(t)x=e ^iλt x, t≥0, for some λ∈ℝ, provided lim _t→∞ |<S(t)x,x ^* >|=|<x,x ^* >| for allx ^*∈X^*. We present (a) an extension to the case of nonlinear nonexpansive mapsS(t), t≥0, and (b) various generalizations in the linear context.     

On perturbations of differentiable semigroups

LetX be a Banach space and letA be the infinitesimal generator of a differentiable semigroup {T(t) |t ≥ 0}, i.e. aC ₀-semigroup such thatt ↦T(t)x is differentiable on (0, ∞) for everyx εX. LetB be a bounded linear operator onX and let {S(t) |t ≥ 0} be the semigroup generated byA +B. Renardy recently gave an example which shows that {S(t) |t ≥ 0} need not be differentiable. In this paper we give a condition on the growth of ‖T′(t)‖ ast ↓ 0 which is sufficient to ensure that {S(t) |t ≥ 0} is differentiable. Moreover, we use Renardy’s example to study the optimality of our growth condition. Our results can be summarized roughly as follows:

On the asymptotic efficiency of estimators in an autoregressive process

Summary Let {X _t } be defined recursively byX _t =θX _t−1+U _t (t=1,2, ...), whereX ₀=0 and {U _t } is a sequence of independent identically distributed real random variables having a density functionf with mean 0 and varianceσ ². We assume that |θ|<1. In the present paper we obtain the bound of the asymptotic distributions of asymptotically median unbiased (AMU) estimators of θ and the sufficient condition that an AMU estimator be asymptotically efficient in the sense that its distribution attains the above bound. It is also shown that the least squares estimator of θ is asymptotically efficient if and only iff is a normal density function. University of Electro-Communications     

Linear functional differential equations of neutral type asymptotically autonomous

Summary It is studied the relationship between the solutions of the linear functional differential equations(1) (d/dx) D(x_t)=L(x_t) and its perturbed equation(2) [(d/dx) D(x_t)−G(t, x_t)]= =L(x_t)+F(t, x_t) and is proved, under certain hypotheses which will be precised bellow that, if μ is a simple characteristic root of(1), then there exist a σ > 0 and a non zero vector a such that system(2) has a solution satisfying where δ(t)=αd{F(t, ϕ_μ)+μG(t, ϕ_μ)+F(t, X₀G(t, ϕ_μ))}, ϕ_μ(θ)=c·exp (μθ), −r⩾θ⩾0 and α, d, X₀ are given constants. Entrata in Redazione il 5 gennaio 1972.     

Regression of polynomial statistics on the sample mean and natural exponential families

A polynomial Q = Q(X ₁, …, X _n ) of degree m in independent identically distributed random variables with distribution function F is an unbiased estimator of a functional q(α ₁(F), …, α _m (F)), where q(u ₁, …, u _m ) is a polynomial in u ₁, …, u _m and α _j (F) is the jth moment of F (assuming the necessary moment of F exists). It is shown that the relation E(Q | X ₁ + … + X n) = 0 holds if and only if q(α ₁(θ), …, α _m (θ)) ≡ 0, where α _j (θ) is the jth moment of the natural exponential family generated by F. This result, based on the fact that X ₁ + … + X n is a complete sufficient statistic for a parameter θ in a sample from a natural exponential family of distributions F _θ(x) = ∫_−∞ ^x e ^θu−k(θ) dF(u), explains why the distributions appearing as solutions of regression problems are the same as solutions of problems for natural exponential families though, at the first glance, the latter seem unrelated to the former.     

On the zeros of a class of generalised Dirichlet series-XIV

We prove a general theorem on the zeros of a class of generalised Dirichlet series. We quote the following results as samples. Theorem A.Let 0<θ<1/2and let {a _n }be a sequence of complex numbers satisfying the inequality for N = 1,2,3,…,also for n = 1,2,3,…let α _n be real and |α_n| ≤ C(θ)where C(θ) > 0is a certain (small)constant depending only on θ. Then the number of zeros of the function in the rectangle (1/2-δ⩽σ⩽1/2+δ,T⩽t⩽2T) (where 0<δ<1/2)is ≥C(θ,δ)T logT where C(θ,δ)is a positive constant independent of T provided T ≥T ₀(θ,δ)a large positive constant. Theorem B.In the above theorem we can relax the condition on a _n to and |a_N| ≤ (1/2-θ)^-1.Then the lower bound for the number of zeros in (σ⩾1/3−δ,T⩽t⩽2T)is > C(θ,δ) Tlog T(log logT)^-1.The upper bound for the number of zeros in σ⩾1/3+δ,T⩽t⩽2T) isO(T)provided for every ε > 0. Dedicated to the memory of Professor K G Ramanathan     

The density of rational points on non-singular hypersurfaces

LetF(x) =F[x₁,…,x_n]∈ℤ[x₁,…,x_n] be a non-singular form of degree d≥2, and letN(F, X)=#{xεℤ ⁿ ;F(x)=0, |x|⩽X}, where . It was shown by Fujiwara [4] [Upper bounds for the number of lattice points on hypersurfaces,Number theory and combinatorics, Japan, 1984, (World Scientific Publishing Co., Singapore, 1985)] thatN(F, X)≪X ^n−2+2/n for any fixed formF. It is shown here that the exponent may be reduced ton - 2 + 2/(n + 1), forn ≥ 4, and ton - 3 + 15/(n + 5) forn ≥ 8 andd ≥ 3. It is conjectured that the exponentn - 2 + ε is admissable as soon asn ≥ 3. Thus the conjecture is established forn ≥ 10. The proof uses Deligne’s bounds for exponential sums and for the number of points on hypersurfaces over finite fields. However a composite modulus is used so that one can apply the ‘q-analogue’ of van der Corput’s AB process. Dedicated to the memory of Professor K G Ramanathan     

The optimal stopping problem concerned with ultimate maximum of a Lévy process

For a Lévy process X = (X _t )₀≤t<∞ we consider the time θ = inf{t ≥ 0: sup _s≤t X _s = sup _s≥0 X _s }. We study an optimal approximation of the time θ using the information available at the current instant. A Lévy process being a combination of a Brownian motion with a drift and a Poisson process is considered as an example.     

Schrödinger Equations with Fractional Laplacians

It is shown that the unique solution of } can be represented as { } where X=(X _t , t≥ 0) is a stable process whose generator is (-Δ) ^α/2 with X ₀ =0 . Accepted 24 July 2000. Online publication 13 November 2000.     

Karhunen-Loève expansions of <Emphasis Type="Italic">α</Emphasis>-Wiener bridges

We study Karhunen-Loève expansions of the process(X _t ^(α)) _t∈[0,T) given by the stochastic differential equation $ dX_t^{(\alpha )} = - \frac{\alpha } {{T - t}}X_t^{(\alpha )} dt + dB_t ,t \in [0,T) $ dX_t^{(\alpha )} = - \frac{\alpha } {{T - t}}X_t^{(\alpha )} dt + dB_t ,t \in [0,T) , with the initial condition X ₀^(α) = 0, where α > 0, T ∈ (0, ∞), and (B _t )t≥0 is a standard Wiener process. This process is called an α-Wiener bridge or a scaled Brownian bridge, and in the special case of α = 1 the usual Wiener bridge. We present weighted and unweighted Karhunen-Loève expansions of X ^(α). As applications, we calculate the Laplace transform and the distribution function of the L ²[0, T]-norm square of X ^(α) studying also its asymptotic behavior (large and small deviation).     

Hypothesis testing for the common mean of two normal distributions in the presence of an indifference zone

Summary LetX ₁,...,X _m andY _t,...,Y be independent, random samples from populations which are N(θ,σ _x ² ) and N(θ,σ _y ² ), respectively, with all parameters unknown. In testingH ₀:θ=0 againstH ₁:θ≠0, thet-test based upon either sample is known to be admissible in the two-sample setting. If, however, one testsH ₀ againstH ₁:|θ|≧ε>0, with ε arbitrary, our main results show: (i) the construction of a test which is better than the particulart-test chosen, (ii) eacht-test is admissible under the invariance principle with respect to the group of scale changes, and (iii) there does not exist a test which simultaneously is better than botht-tests.     

Two point problems and analyticity of solutions of abstract parabolic equations

Fort ∈ [a, b], letA(t) be the unbounded operator inH ^0,p (G) associated with an elliptic-boundary value problem that satisfies Agmon’s conditions on the rays λ=±iτ, τ ≥0. Existence and uniqueness results are obtained for weak and strict solutions of two-point problems of the type (du/dt)−A(t) u(t) =f(t),E ₁(α)u (α)=u _α,E ₂ (β)u (β)=u _β. Here [α, β) χ- [a, b],E ₁ (α) andE ₂ (β) are spectral projections associated withA(α) andA(β) respectively, andA(α)E ₁ (α) and =A (β)E ₂ (β) are infinitesimal generators of analytic semigroups. WhenA(t) andf(t) are analytic in a convex, complex neighborhoodO of [a, b] we show that for someθ _i ,i=1,2, any solution ofdu/dt =A(t)u (t)=f(t) in [a, b] is analytic and satisfies the above equation in the setO∩{t; t ≠ a, t ≠ b, | arg (t −a) | <θ ₁, | arg (b −t) |θ ₂}. Research partially supported by N. N. F. grant at Brandeis University.     

Optimal properties of contraction semigroups in banach spaces

Suppose that(T _t )_t>0 is aC ₀ semi-group of contractions on a Banach spaceX, such that there exists a vectorx∈X, ‖x‖=1 verifyingJ ⁻¹(Jx)={x}, whereJ is the duality mapping fromX toP(X ^*). If |<T _t x,f>|→1, whent→+∞ for somef∈X ^*, ‖f‖≤1 thenx is an eigenvector of the generatorA, associated with a purcly imaginary eigenvalue. Because of Lin's example [L], the hypothesis onx∈X is the best possible. If the hypothesisJ ⁻¹(Jx)={x} is not verified, we can prove that ifJx is a singleton and ifJ ⁻¹(Jx) is weakly compact, then if |<T _t x, f>|→1, whent→+∞ for somef∈X ^*, ‖f‖≤1, there existsy∈J ⁻¹(Jx) such thaty is an eigenvector of the generatorA, associated with a purely imaginary eigenvalue. We give also a counter-example in the case whereX is one of the spaces ℓ₁ orL ₁.     

Almost-sure central limit theorem for a Markov model of random walk in dynamical random environment

Summary We consider a model of random walk on ℤ^ν, ν≥2, in a dynamical random environment described by a field ξ={ξ _t (x): (t,x)∈ℤ^ν+1}. The random walk transition probabilities are taken as P(X _{t +1}= y|X _t = x,ξ _t =η) =P ₀( y−x)+ c(y−x;η(x)). We assume that the variables {ξ _t (x):(t,x) ∈ℤ^ν+1} are i.i.d., that both P ₀(u) and c(u;s) are finite range in u, and that the random term c(u;·) is small and with zero average. We prove that the C.L.T. holds almost-surely, with the same parameters as for P ₀, for all ν≥2. For ν≥3 there is a finite random (i.e., dependent on ξ) correction to the average of X _t , and there is a corresponding random correction of order to the C.L.T.. For ν≥5 there is a finite random correction to the covariance matrix of X _t and a corresponding correction of order to the C.L.T.. Proofs are based on some new L ^p estimates for a class of functionals of the field. Received: 4 January 1996/In revised form: 26 May 1997     

Some path properties of generalized Lévy sheet

Let X(t) be an N parameter generalized Lévy sheet taking values in ℝ^d with a lower index α, ℜ = {(s, t] = ∏ _i=1 ^N (s _i, t _i], s _i < t _i}, E(x, Q) = {t ∈ Q: X(t) = x}, Q ∈ ℜ be the level set of X at x and X(Q) = {x: ∃t ∈ Q such that X(t) = x} be the image of X on Q. In this paper, the problems of the existence and increment size of the local times for X(t) are studied. In addition, the Hausdorff dimension of E(x, Q) and the upper bound of a uniform dimension for X(Q) are also established.     

Asymptotic relation for the density of a multidimensional random evolution with rare poisson switchings

A symmetric random evolution X(t) = (X ₁ (t), …, X _m (t)) controlled by a homogeneous Poisson process with parameter λ > 0 is considered in the Euclidean space ℝ ^m , m ≥ 2. We obtain an asymptotic relation for the transition density p(x, t), t > 0, of the process X(t) as λ → 0 and describe the behavior of p(x, t) near the boundary of the diffusion domain in spaces of different dimensions. Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 12, pp. 1631 – 1641, December, 2008.     

On the behavior of orbits of uniformly stable semigroups at infinity

For uniformly stable bounded analytic C ₀-semigroups {T(t)} _t≥0 of linear operators in a Banach space B, we study the behavior of their orbits T (t)x, x ∈ B, at infinity. We also analyze the relationship between the order of approaching the orbit T (t)x to zero as t → ∞ and the degree of smoothness of the vector x with respect to the operator A ⁻¹ inverse to the generator A of the semigroup {T(t)} _t≥0. In particular, it is shown that, for this semigroup, there exist orbits approaching zero at infinity not slower than , where a > 0, 0 < α < π/(2(π-θ)), θ is the angle of analyticity of {T(t)} _t≥0, and the collection of these orbits is dense in the set of all orbits. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 2, pp. 148–159, February, 2006.     

Excursion theory for rotation invariant Markov processes

Summary Let (X _t,P ^x) be a rotation invariant (RI) strong Markov process onR ^d{0} having a skew product representation [|X _t |, ], where ( _t ) is a time homogeneous, RI strong Markov process onS ^d–1, |X _t|, and _t are independent underP ^x andA _t is a continuous additive functional of |X _t|. We characterize the rotation invariant extensions of (X _t,P ^x) toR ^d. Two examples are given: the diffusion case, where especially the Walsh's Brownian motion (Brownian hedgehog) is considered, and the case where (X _t,P ^x) is self-similar.     

Failure rates of regenerative systems with heavy tails

Let ξ_t be a regenerative process and assume that, at each state x, the process can fail with intensity α(x). If the inter-regeneration times have a finite exponential moment orinf _xα(x)>0, then α(ξ_t) tends to some limiting positive intensity as t→∞ (under mild additional restrictions). This fact is widely used in engineering because the limiting intensity can be employed in various calculations, say, in reliability theory. The paper contains a variety of examples showing that α(ξ_t) provided that inter-regeneration time has no exponential moment andinf _x α(x)=0. The speed of convergence depends, in general, on both the tail of inter-regeneration time and α(x). Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló, Hungary, 1997, Part III.