Exponential families of mixed Poisson distributions

If I=(I₁,…,I_d) is a random variable on [0,∞)^d with distribution μ(dλ₁,…,dλ_d), the mixed Poisson distribution MP(μ) on N^d is the distribution of (N₁(I₁),…,N_d(I_d)) where N₁,…,N_d are ordinary independent Poisson processes which are also independent of I. The paper proves that if F is a natural exponential family on [0,∞)^d then MP(F) is also a natural exponential family if and only if a generating probability of F is the distribution of v₀+v₁Y₁+?+v_qY_q for some q?d, for some vectors v₀,…,v_q of [0,∞)^d with disjoint supports and for independent standard real gamma random variables Y₁,…,Y_q.     

Validity of nonlinear geometric optics for entropy solutions of multidimensional scalar conservation laws

Nonlinear geometric optics with various frequencies for entropy solutions only in L^∞ of multidimensional scalar conservation laws is analyzed. A new approach to validate nonlinear geometric optics is developed via entropy dissipation through scaling, compactness, homogenization, and L¹-stability. New multidimensional features are recognized, especially including nonlinear propagations of oscillations with high frequencies. The validity of nonlinear geometric optics for entropy solutions in L^∞ of multidimensional scalar conservation laws is justified.     

Blow-up phenomena for a family of Burgers-like equations

By introducing a stress multiplier we derive a family of Burgers-like equations. We investigate the blow-up phenomena of the equations both on the real line R and on the circle S to get a comparison with the Degasperis-Procesi equation. On the line R, we first establish the local well-posedness and the blow-up scenario. Then we use conservation laws of the equations to get the estimate for the L^∞-norm of the strong solutions, by which we prove that the solutions to the equations may blow up in the form of wave breaking for certain initial profiles. Analogous results are provided in the periodic case. Especially, we find differences between the Burgers-like equations and the Degasperis-Procesi equation, see Remark 4.1.     

The asymptotic behavior of globally smooth solutions of the multidimensional isentropic hydrodynamic model for semiconductors

In this paper we study the asymptotic behavior of globally smooth solutions of the Cauchy problem for the multidimensional isentropic hydrodynamic model for semiconductors in R^d. We prove that smooth solutions (close to equilibrium) of the problem converge to a stationary solution exponentially fast as t→+∞.     

Blow-up problem for semilinear heat equation with absorption and a nonlocal boundary condition

In this paper we consider a semilinear parabolic equation u_t=Δu−c(x,t)u^p for (x,t)∈Ω×(0,∞) with nonlinear and nonlocal boundary condition u∣_{∂Ω×(0,∞)}=∫_Ωk(x,y,t)u^ldy and nonnegative initial data where p>0 and l>0. We prove some global existence results. Criteria on this problem which determine whether the solutions blow up in finite time for large or for all nontrivial initial data are also given.     

Affine Systems: Asymptotics at Infinity for Fractal Measures

We study measures on ℝ ^d which are induced by a class of infinite and recursive iterations in symbolic dynamics. Beginning with a finite set of data, we analyze prescribed recursive iteration systems, each involving subdivisions. The construction includes measures arising from affine and contractive iterated function systems with and without overlap (IFSs), i.e., limit measures μ induced by a finite family of affine mappings in ℝ ^d (the focus of our paper), as well as equilibrium measures in complex dynamics. By a systematic analysis of the Fourier transform of the measure μ at hand (frequency domain), we identify asymptotic laws, spectral types, dichotomy, and chaos laws. In particular we show that the cases when μ is singular carry a gradation, ranging from Cantor-like fractal measures to measures exhibiting chaos, i.e., a situation when small changes in the initial data produce large fluctuations in the outcome, or rather, the iteration limit (in this case the measures). Our method depends on asymptotic estimates on the Fourier transform of μ for paths at infinity in ℝ ^d . We show how properties of μ depend on perturbations of the initial data, e.g., variations in a prescribed finite set of affine mappings in ℝ ^d , in parameters of a rational function in one complex variable (Julia sets and equilibrium measures), or in the entries of a given infinite positive definite matrix.      

A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay

In this note, we prove the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay (INSFDEs in short) in which the initial value belongs to the phase space BC((-∞,0]R^d), which denotes the family of bounded continuous R^d-value functions φ defined on (-∞,0] with norm ||φ||=sup_-∞<θ?0|φ(θ)|, under some Carathéodory-type conditions on the coefficients by means of the successive approximation. Especially, we extend the results appeared in Ren et al. [Y. Ren, S. Lu, N. Xia, Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay, J. Comput. Appl. Math. 220 (2008) 364-372], Ren and Xia [Y. Ren, N. Xia, Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay, Appl. Math. Comput. 210 (2009) 72-79] and Zhou and Xue [S. Zhou, M. Xue, The existence and uniqueness of the solutions for neutral stochastic functional differential equations with infinite delay, Math. Appl. 21 (2008) 75-83].     

Convergence rates to traveling waves for viscous conservation laws with dispersion

In this paper we investigate the time decay rates of perturbations of the traveling waves for viscous conservation laws with dispersion. The convergence rates in time to traveling waves are obtained when the initial data have different asymptotic limits at the far fields ±∞. This improves previous results on decay rates.     

Convergence rate of the solution toward boundary layer solution for initial-boundary value problem of the 2-D viscous conservation laws

In this paper, we study the large time behavior of the solution to the initial boundary value problem for 2-D viscous conservation laws in the space x ? bt. The global existence and the asymptotic stability of a stationary solution are proved by Kawashima et al. [1]. Here, we investigate the convergence rate of solution toward the boundary layer solution with the non-degenerate case where f′(u₊) − b < 0. Based on the estimate in the H² Sobolev space and via the weighted energy method, we draw the conclusion that the solution converges to the corresponding boundary layer solution with algebraic or exponential rate in time, under the assumption that the initial perturbation decays with algebraic or exponential in the spatial direction.     

Selfdecomposable distributions for maxima of independent random vectors

Summary In the present paper the limit laws for conveniently normalized multivariate sample extremes are characterized by means of the decomposability of probability distributions. Continuous automorphisms ofR ^d =[–,]^d with respect to the operation v defined by x y=(max(x _i, y_i),i=1... d) are treated as norming mappings. An integral representation of the limit distributions is found using their log-concavity and a decomposition ofR ^d in orbits of the norming family. Finally an example is given as an illustration.Research supported in part by the Committee of Science, Bulgarian Concil of Ministers, under contract no. 60/1987     

Friedrichs extensions of Schrödinger operators with singular potentials

The Friedrichs extension for the generalized spiked harmonic oscillator given by the singular differential operator −d²/dx²+Bx²+Ax⁻²+λx^−α (B>0, A?0) in L₂(0,∞) is studied. We look at two different domains of definition for each of these differential operators in L₂(0,∞), namely C₀^∞(0,∞) and D(T_2,F)∩D(M_λ,α), where the latter is a subspace of the Sobolev space W_2,2(0,∞). Adjoints of these differential operators on C₀^∞(0,∞) exist as result of the null-space properties of functionals. For the other domain, convolutions and Jensen and Minkowski integral inequalities, density of C₀^∞(0,∞) in D(T_2,F)∩D(M_λ,α) in L₂(0,∞) lead to the other adjoints. Further density properties C₀^∞(0,∞) in D(T_2,F)∩D(M_λ,α) yield the Friedrichs extension of these differential operators with domains of definition D(T_2,F)∩D(M_λ,α).     

Scalar multidimensional conservation laws IBVP in noncylindrical Lipschitz domains

We study the initial-boundary-value problems for multidimensional scalar conservation laws in noncylindrical domains with Lipschitz boundary. We show the existence-uniqueness of this problem for initial-boundary data in L^∞ and the flux-function in the class C¹. In fact, first considering smooth boundary, we obtain the L¹-contraction property, discuss the existence problem and prove it by the Young measures theory. In the end we show how to pass the existence-uniqueness results on to some domains with Lipschitz boundary.     

Stability of Riemann solutions with large oscillation for the relativistic Euler equations

We are concerned with entropy solutions of the 2×2 relativistic Euler equations for perfect fluids in special relativity. We establish the uniqueness of Riemann solutions in the class of entropy solutions in L^∞∩BV_loc with arbitrarily large oscillation. Our proof for solutions with large oscillation is based on a detailed analysis of global behavior of shock curves in the phase space and on special features of centered rarefaction waves in the physical plane for this system. The uniqueness result does not require specific reference to any particular method for constructing the entropy solutions. Then the uniqueness of Riemann solutions yields their inviscid large-time stability under arbitrarily largeL¹∩L^∞∩BV_loc perturbation of the Riemann initial data, as long as the corresponding solutions are in L^∞ and have local bounded total variation that allows the linear growth in time. We also extend our approach to deal with the uniqueness and stability of Riemann solutions containing vacuum in the class of entropy solutions in L^∞ with arbitrarily large oscillation.     

Analysis and control of a scalar conservation law modeling a highly re-entrant manufacturing system

In this paper, we study a scalar conservation law that models a highly re-entrant manufacturing system as encountered in semi-conductor production. As a generalization of Coron et al. (2010) [14], the velocity function possesses both the local and nonlocal character. We prove the existence and uniqueness of the weak solution to the Cauchy problem with initial and boundary data in L^∞. We also obtain the stability (continuous dependence) of both the solution and the out-flux with respect to the initial and boundary data. Finally, we prove the existence of an optimal control that minimizes, in the Lp-sense with 1?p?∞, the difference between the actual out-flux and a forecast demand over a fixed time period.     

The Dirichlet-to-Neumann operator on rough domains

We consider a bounded connected open set Ω⊂Rd whose boundary Γ has a finite (d−1)-dimensional Hausdorff measure. Then we define the Dirichlet-to-Neumann operator D₀ on L₂(Γ) by form methods. The operator −D₀ is self-adjoint and generates a contractive C₀-semigroup S=(St)_t>0 on L₂(Γ). We show that the asymptotic behaviour of St as t→∞ is related to properties of the trace of functions in H¹(Ω) which Ω may or may not have.     

Caricature of hydrodynamics for lattice dynamics

We consider the lattice dynamics in the half-space, with zero boundary condition. The initial data are supposed to be random function. We introduce the family of initial measures {?? ₀ ^? , ? > 0} depending on a small scaling parameter ?. We assume that the measures ?? ₀ ^? are locally homogeneous for space translations of order much less than ? ^?1 and nonhomogeneous for translations of order ? ^?1. Moreover, the covariance of ?? ₀ ^? decreases with distance uniformly in ?. Given ?? ?? ? / 0, r ?? ? ₊ ^d , and ?? > 0, we consider the distributions of random solution in the time moments t = ??/? _?? and at lattice points close to [r/?] ?? ? ₊ ^d . Themain goal is to study the asymptotic behavior of these distributions as ? ?? 0 and to derive the limit hydrodynamic equations of the Euler or Navier-Stokes type.     

Canonical ensemble of particles in a self-avoiding random walk

We consider an ensemble of particles not interacting with each other and randomly walking in the d-dimensional Euclidean space ? ^d . The individual moves of each particle are governed by the same distribution, but after the completion of each such move of a particle, its position in the medium is “marked” as a region in the form of a ball of diameter r ₀, which is not available for subsequent visits by this particle. As a result, we obtain the corresponding ensemble in ? ^d of marked trajectories in each of which the distance between the centers of any pair of these balls is greater than r ₀. We describe a method for computing the asymptotic form of the probability density W _n (r) of the distance r between the centers of the initial and final balls of a trajectory consisting of n individual moves of a particle of the ensemble. The number n, the trajectory modulus, is a random variable in this model in addition to the distance r. This makes it necessary to determine the distribution of n, for which we use the canonical distribution obtained from the most probable distribution of particles in the ensemble over the moduli of their trajectories. Averaging the density W _n (r) over the canonical distribution of the modulus n allows finding the asymptotic behavior of the probability density of the distance r between the ends of the paths of the canonical ensemble of particles in a self-avoiding random walk in ? ^d for 2 ≤ d < 4.     

A nonlocal nonlinear diffusion equation in higher space dimensions

We study the initial-value problem for a nonlocal nonlinear diffusion operator which is analogous to the porous medium equation, in the whole RN, N?1, or in a bounded smooth domain with Neumann or Dirichlet boundary conditions. First, we prove the existence, uniqueness and the validity of a comparison principle for solutions of these problems. In RN we show that if initial data is bounded and compactly supported, then the solutions is compactly supported for all positive time t, this implies the existence of a free boundary. Concerning the Neumann problem, we prove that the asymptotic behavior of the solutions as t→∞, they converge to the mean value of the initial data. For the Dirichlet problem we prove that the asymptotic behavior of the solutions as t→∞, they converge to zero.     

Multiple zeta functions and asymptotic structure of free Abelian groups of finite rank

We define the multiple zeta function of the free Abelian group Z^d as

ζ_Z^d(s₁,…,s_d)=∑_|Z^d:H|<∞α₁(H)^−s₁?α_d(H)^−s_d,