Numerical implementation of coherence for the example of the “Swiss Cross”

Summary We consider the two-dimensional Helmholtz equation u+u=0 inD with the boundary conditionsu=0 on D. D is the Swiss Cross — a region consisting of five unit squares. A method based on the concept of Coherence is utilized to determine an approximation for the first eigenvalue= ₁ more accurate than calculated by classical difference methods. The numerical result is used to illustrate isoperimetric upper and lower bounds for ₁, and to test some conjectures on its relations with torsional rigidity.Dedicated to the memory of Professor Lathar Collatz     

On the semimartingale representation of reflecting Brownian motion in a cusp

Summary LetC be the symmetric cusp {(x, y)²:–x yx ,x0} where >1. In this paper we decide whether or not reflecting Brownian motion inC has a semimartingale representation. Here the reflecting Brownian motion has directions of reflection that make constant angles with the unit inward normals to the boundary. Our results carry through for a wide class of asymmetric cusps too.     

Numerical stability of descent methods for solving linear equations

Summary In this paper we perform a round-off error analysis of descent methods for solving a liner systemAx=b, whereA is supposed to be symmetric and positive definite. This leads to a general result on the attainable accuracy of the computed sequence {x _i } when the method is performed in floating point arithmetic. The general theory is applied to the Gauss-Southwell method and the gradient method. Both methods appear to be well-behaved which means that these methods compute an approximationx _i to the exact solutionA ^–1 b which is the exact solution of a slightly perturbed linear system, i.e. (A+A)x _i =b, A of order A, where is the relative machine precision and · denotes the spectral norm.     

On a variational problem with lack of compactness: the topological effect of the critical points at infinity

We study the subcritical problemsP :–u=u ^p–,u>0 on;u=0 on , being a smooth and bounded domain in ^N,N–3,p+1=2N/N–2 the critical Sobolev exponent and >0 going to zero — in order to compute the difference of topology that the critical points at infinity induce between the level sets of the functional corresponding to the limit case (P₀).

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Résumé Nous étudions les problèmes sous-critiquesP :–u=u ^p–,u > 0 sur;u=0 sur –où est un domaine borné et régulier de ^N,N–3,p + 1=2N/N –2 est l'exposant critique de Sobolev, et >0 tend vers zéro, afin de calculer la différence de toplogie induite par les points critiques à l'infini entre les ensembles de niveau de la fonctionnelle correspondant au cas limite (P₀).

     

Propriété de stabilité de la fonction extrémale relative

Nous donnons une caractérisation des domaines DX pour lesquels la fonction extrémale relative ^*(,E,D) a la propriété de stabilité pour tout ED, i.e. lim _k^*(,E,D _k )=^*(,E,D), ED. Ensuite, nous étudions la relation entre cette propriété et les enveloppes pluripolaires. Nous concluons par quelques remarques sur la propriété de stabilité lim _k^*(,E _k ,D)=^*(,E,D).     

Black holes on the plane drawn by a Wiener process

Summary We say that the discD()R ², of radius , located around the origin isp-covered in timeT by a Wiener processW(·) if for anyzD() there exists a 0tT such thatW(t) is a point of the disc of radiusp, located aroundz. The supremum of those 's (0) is studied for which,D() isp-covered inT.     

Implicit elliptic boundary-value problems with discontinuous nonlinearities

Let be a bounded domain in ⁿ (n3) having a smooth boundary, let be an essentially bounded real-valued function defined on × ^h, and let be a continuous real-valued function defined on a given subset Y of Y ^h. In this paper, the existence of strong solutions u W ^2,p (, ^h) W _o ^1,p (n/2<p<+) to the implicit elliptic equation (–u)=(x,u), with u=(u₁, u₂, ..., u_h) and u=(u ₁, u ₂, ..., u _h), is established. The abstract framework where the problem is placed is that of set-valued analysis.     

Mixed finite elements in ℝ3

Summary We present here some new families of non conforming finite elements in ³. These two families of finite elements, built on tetrahedrons or on cubes are respectively conforming in the spacesH(curl) andH(div). We give some applications of these elements for the approximation of Maxwell's equations and equations of elasticity.First, we introduce some notations K is a tetrahedron or a cube, thevolume of which is - K is its boundary - f is a face ofK, thesurface of which is - a is an edge, the length of which is - L ² (K) is the usual Hilbert space of square integrable functions defined onK - H ^m (K) {L ²(K); L ²(K); ||m}, where =(₁, ₂, ₃) is a multi-index; ||=₁+₂+₃ - curlu u, (defined by using the distributional derivative) foru=(u ₁,u ₂,u ₃);u _iL ² (K) - H(curl) {u(L ² (K))³; curlu(L ² (K)) ³} - divu ·u - H(div) {u(L ² (K)) ³; divuL ² (K)} - D ^k u is thek-th differential operator associated tou, which is a (k+1)-multilinear operator acting on ³ - k is an index - _k is the linear space of polynomials, the degree of which is less or equal tok - _k is the group of all permutations of the set {1, 2, ...,k} - c orc will stand for any constant depending possibly on      

On the approximation of singular integral equations by equations with smooth kernels

Singular integral equations with Cauchy kernel and piecewise-continuous matrix coefficients on open and closed smooth curves are replaced by integral equations with smooth kernels of the form(t–)[(t–) ²–n ² (t) ²]^–1,0, wheren(t), t , is a continuous field of unit vectors non-tangential to . we give necessary and sufficient conditions under which the approximating equations have unique solutions and these solutions converge to the solution of the original equation. For the scalar case and the spaceL ₂() these conditions coincide with the strong ellipticity of the given equation.This work was fulfilled during the first author's visit to the Weierstrass Institute for Applied Analysis and Stochastics, Berlin in October 1993.     

The finite element method for nonlinear elliptic equations with discontinuous coefficients

Summary The study of the finite element approximation to nonlinear second order elliptic boundary value problems with discontinuous coefficients is presented in the case of mixed Dirichlet-Neumann boundary conditions. The change in domain and numerical integration are taken into account. With the assumptions which guarantee that the corresponding operator is strongly monotone and Lipschitz-continuous the following convergence results are proved: 1. the rate of convergenceO(h ) if the exact solutionuH ¹ () is piecewise of classH ¹⁺ (0<1);2. the convergence without any rate of convergence ifuH ¹ () only.     

Stability radius of polynomials occurring in the numerical solution of initial value problems

This paper deals with polynomial approximations(x) to the exponential function exp(x) related to numerical procedures for solving initial value problems. Motivated by stability requirements, we present a numerical study of the largest diskD()={z C: |z+|} that is contained in the stability regionS()={z C: |(z)|1}. The radius of this largest disk is denoted byr(), the stability radius. On the basis of our numerical study, several conjectures are made concerningr _m,p=sup {r(): _m,p}. Here _{m, p} (1pm; p, m integers) is the class of all polynomials(x) with real coefficients and degree m for which(x)=exp(x)+O(x ^p+1) (forx 0).     

Quelques propriétés des solutions de l'équation de Ginzburg-Landau sur un ouvert de ∝2

For a solution u of –u=u(1–|u|²) on the whole plane, |u|<1 holds everywhere unless u=eⁱ for some ; the derivatives of order k have moduli a constant M _kdepending only on k. For a solution u on an open set ², the moduli of u and its derivatives have upper bounds depending only on the distance to ²\ therefore the set of solutions on a given is compact in C() for the topology of uniform convergence on compact subsets of . For a solution u such that |u|<1, 1–|u| satisfies an estimation similar to the classical Harnack inequality for positive harmonic functions.Finally, if is bounded and |u| has a lim supm at each boundary point, the |u|m in if m1, but if m<1 then |u| admits only a majorant S _m with values in ]m, 1[ and sufficient conditions are given for lim S _m =0 or S _m =O(m) as m0.

     

A study on Markovian maximality,change of probability and regularity

LetE be a rigid separable Banach space andm a bounded Borel measure onE. Let Ext denote the family of all gradient type Dirichlet forms onL ²(E, m) such that the domain of their extended generators (cf. Definition 1.1) contain the smooth functions. We prove three results. First, we prove the existence of the maximum element in Ext whenever Ext is not empty. Secondly, let be the maximum element in Ext (when Ext Ø) and let be a positive function in D(). We define a new measure =²·m and we consider the family Ext associated with the measure . We prove that if is associated with a diffusion process, Ext is not empty and its maximum element is also associated with a diffusion process. Finally, whenm is a centered Gaussian measure onE, we can prove that Ext contains exactly one element.     

A symmetry problem in the calculus of variations

Let be a ball in ^N, centered at zero, and letu be a minimizer of the nonconvex functional over one of the classesC _M := {w W _loc ^1, () 0 w(x) M in,w concave} orE _M := {w W _loc ^1,2 () 0 w(x) M in,w 0 inL()}of admissible functions. Thenu is not radial and not unique. Therefore one can further reduce the resistance of Newton's rotational body of minimal resistance through symmetry breaking.     

On Fine Limits and Curving-Shaped Limits

This paper studies the boundary behavior of the so-called SIH-functions, i.e., the functions satisfying the scale invariant Harnack inequality on a domain D R^N (N 2). Suppose that D contains a curving-cone at a point D and u is a SIH-function on D. Then u has a curving-shaped limit L at , if u has a -fine limit (especially, a p-fine limit in the sense of [6] or an -fine limit in the sense of the Riesz potential theory [4]) L at .AMS Subject Classification (2000): 31B25, 31C15, 30C65     

The monotone follower problem in stochastic decision theory

We consider the problem of optimally tracking the random demandx+w _t, w. Brownian motion, by a nondecreasing process. adapted to the Brownian past, so as to minimize the expected lossE ₀ ^T (x+w_t–_t)dt. The decision problem is reduced to a free boundary one, and the latter is studied and solved for a large class of cost functions().This research was supported in part by the Air Force Office of Scientific Research, under AF-AFOSR 77-3063.     

Sur la mesure de sortie du super mouvement brownien

Summary We study some properties of the exit measure of super Brownian motion from a smooth domainD inR ^d . In particular, we give precise estimates for the probability that the exit measure gives a positive mass to a small ball on the boundary. As an application, we compute the Hausdorff dimension of the support of the exit measure. In dimension 2, we prove that the exit measure is absolutely continuous with respect to the Lebesgue measure on the boundary. In connection with Dynkin's work, our results give some information on the behavior of solutions of u=u ² inD, and are related to the characterization of removable singularities at the boundary. As a consequence of our estimates, we give a sufficient condition for the uniqueness of the positive solution of u=u ² inD that tends to on an open subsetO of D and to 0 on the complement in D of the closure ofO. Our proofs use the path-valued process studied in [L2, L3].

     

Mouvement moyen et système dynamique gaussien

Summary In the situation of the classical mean motion, we haven planets moving in the plane, planetk+1 being a satellite of planetk. A classcal result then states that planetn has a mean motion,i.e. its mean angular speed between time 0 and timet has a limit whent. We show in this article that any real gaussian dynamical system can be interpreted as the limit of this situation, whenn. From a given nonatomic probability measure on [0,], we construct a transformationT of the complex brownian path (B _u)_0u1 which preserves Wiener measure.T is defined as the limit of a sequenceT _n, whereT _n acts as the motion of 2ⁿ planets. In this way we get a real gaussian dynamical system, whose spectral measure is the symetric probability on [-,] obtained from . The transformationT can be inserted in a flow (T ^t) _t, and the orbitstZ _t=B ₁T ^t still have almost surely a mean motion, which is the mean of .     

The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations

Summary The Skorohod oblique reflection problem for (D, , w) (D a general domain in ^d , (x),xD, a convex cone of directions of reflection,w a function inD(⁺, ^d )) is considered. It is first proved, under a condition on (D, ), corresponding to (x) not being simultaneously too large and too much skewed with respect to D, that given a sequence {w ⁿ} of functions converging in the Skorohod topology tow, any sequence {(x ⁿ, ⁿ)} of solutions to the Skorohod problem for (D, , w ⁿ) is relatively compact and any of its limit points is a solution to the Skorohod problem for (D, , w). Next it is shown that if (D, ) satisfies the uniform exterior sphere condition and another requirement, then solutions to the Skorohod problem for (D, , w) exist for everywD(⁺, ^d ) with small enough jump size. The requirement is met in the case when D is piecewiseC _b ¹ , is generated by continuous vector fields on the faces ofD and (x) makes and angle (in a suitable sense) of less than /2 with the cone of inward normals atD, for everyxD. Existence of obliquely reflecting Brownian motion and of weak solutions to stochastic differential equations with oblique reflection boundary conditions is derived.     

On the asymptotic and invariantσ-algebras of random walks on locally compact groups

Summary Consider a random walk of law on a locally compact second countable groupG. Let the starting measure be equivalent to the Haar measure and denote byQ the corresponding Markov measure on the space of pathsG . We study the relation between the spacesL (G , ^a ,Q) andL (G , ⁱ ,Q) where ^a and ⁱ stand for the asymptotic and invariant -algebras, respectively. We obtain a factorizationL (G , ^a ,Q) L (G , ⁱ ,Q)L (C) whereC is a cyclic group whose order (finite or infinite) coincides with the period of the Markov shift and is determined by the asymptotic behaviour of the convolution powers ⁿ.