Multivalued Stochastic Differential Equations: Convergence of a Numerical Scheme

In this paper we show the strong mean square convergence of a numerical scheme for a R ^d -multivalued stochastic differential equation: dX _t +A(X _t )dtb(t,X _t )dt+(t,X _t )dW _t and obtain the rate of convergence O(( log(1/)^1/2) when the diffusion coefficient is bounded. By introducing a discrete Skorokhod problem, we establish L ^p -estimates (p2) for the solutions and prove the convergence by using a deterministic result. Numerical experiments for the rate of convergence are presented.     

On translations of double rays in graphs

Let be an infinite graph, let be a double ray in , and letd andd denote the distance functions in and in , respectively. One calls anaxis ifd(x,y)=d (x,y) and aquasi-axis if lim infd(x,y)/d (x,y)>0 asx, y range over the vertex set of andd (x,y). The present paper brings together in greater generality results of R. Halin concerning invariance of double rays under the action of translations (i.e., graph automorphisms all of whose vertex-orbits are infinite) and results of M. E. Watkins concerning existence of axes in locally finite graphs. It is shown that if is a translation whose directionD() is a thin end, then there exists an axis inD() andD(^–1) invariant under ^r for somer not exceeding the maximum number of disjoint rays inD().The thinness ofD() is necessary. Further results give necessary conditions and sufficient conditions for a translation to leave invariant a quasi-axis.     

Finite presentability of Steinberg groups over group rings

LetA be a finitely generated commutative -algebra with Krull dimensiond, and let be an arbitrary finite group. It is proved that the Steinberg groupSt _n (A) is finitely presented whenevern4. If, in addition,nd+3, andK ₁ (A) andK ₂ (A) are finitely generated, thenE _n (A) andGL _n (A) are finitely presented.The Project supported by National Natural Science Foundation of China.     

The best one-sided approximation of the classes WrHω

In this paper we calculate the upper bounds of the best one-sided approximations, by trigonometric polynomials and splines of minimal defect in the metric of the space L, of the classes W^rH (r = 2, 4, 6, ...) of all 2-periodic functions f(x) that are continuous together with their r-th derivative f^r(x) and such that for any points x and x we have ¦f ^r (x) f^r (x) ¦ (x–x¦), where (t) is a modulus of continuity that is convex upwards.Translated from Matematicheskie Zametki, Vol. 21, No. 3, 313–327, March, 1977.     

Discrete Spectrum of Differential Operators in Spectral Gaps under Nonnegative Perturbations of High Order

Let A be a self-adjoint elliptic second-order differential operator, let (, ) be an inner gap in the spectrum of A, and let B(t) = A + tW ^* W, where W is a differential operator of higher order. Conditions are obtained under which the spectrum of the operator B(t) in the gap (, ) is either discrete, or does not accumulate to the right-hand boundary of the spectral gap, or is finite. The quantity N(, A, W, ), (, ), > 0 (the number of eigenvalues of the operator B(t) passing the point (, ) as t increases from 0 to ) is considered. Estimates of N(, A, W, ) are obtained. For the perturbation W ^* W of a special form, the asymptotics of N(, A, W, ) as + is given. Bibliography: 5 titles.     

Аппроксимация субга рмонических функций

The following statement is proved. Letu be a subharmonic function in the region and _u the associated measure. Then there exists a functionf holomorphic in and such that if _f is the associated measure of the function in ¦f¦, then ¦u(z)–ln¦f(z)¦ A¦ln s¦+B¦ln diam¦+ s(¦lns¦+1)+C. hold at every point z for which the setsD(z, t)={w: ¦w–z¦},t(0,s) lie in and satisfy(D(z, t))t both for= _u and for= _f . In the case where is an unbounded region, In diam should be replaced by ln ¦z¦. The constants, , do not depend on andu.

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Discrete Series Characters for GL(n, q)

The discrete series characters of the finite general linear group GL(n, q) are expressed as uniquely defined integral linear combinations of characters induced from linear characters on certain subgroups Hd, n of GL(n, q). The coefficients in these linear combinations are determined (for all n, q) by a family of polynomials r(T) Z[T] indexed by the set of all partitions .     

Operatori lineariT-invarianti rispetto ad un gruppo di congruenze

Summary Let be an open subset of ⁿ, W_m() the linear space of m-vector valued functions defined on , G{} a group of orthogonal matrices mapping onto itself and T{T()} a linear representation of order m of G. A suitable groupC(G,T) of linear operators of W_m(), which leads to a general definition of T-invariant linear operator with respect to G, is here introduced. Characterization theorems concerning the linear differential and integral T-invariant operators are also given. When G is a finite group, projection operators are explicitly obtained; they define a «maximal» decomposition of W_m() into a direct sum of subspaces each of them invariant with respect to any T-invariant linear operator of W_m(). Some examples are givenc.

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Lavoro eseguito nell'ambito del progetto nazionale di ricerca «Analisi numerica e matematica computazionale» nell'anno 1985–86.     

On the interrelation of the generalized Besov-Nikol'skii and Weyl-Nikol'skii classes of functions

, , , . .

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Dedicated to Professors K. Tandori and L. Leindler on the occasion of their anniversaries

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This work was completed in support of the Russian Foundation of Fundamental Research (Project # 96-01-00094) and of the International Scientific Foundation (Grant # NCI-300).     

Limits of balayage measures

LetA be a subset of a balayage space (X,W) and a measure onX. It is shown that for every sequence _n of measures such that lim_nn and lim_{n n} ^A = the limit measure is of the formf+[(1-f)]^A for some (unique) Borel function 0f1_Cb(A). Furthermore, conditions are given such that any such functionf occurs.     

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.     

A quantitative refinement of Rado's theorem

The fundamental result of the paper is the following. Theorem: Let be a k-quasiconformal Jordan curve and let be another Jordan curve (not necessarily quasiconformal). Assume that f maps conformallyext ontoext , f()=, f()>0. We assume that there exists a homeomorphism between and such that Then there exist numbers =(k)>0 and A=A(k), such that f(())– A, .Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 157, pp. 103–112, 1987.     

Best approximation and best unilateral approximation of the kernel of a biharmonic equation and optimal renewal of the values of operators

For the classB _p , 0 < 1, 1p , of 2-periodic functions of the form f(t)=u(,t), whereu (,t) is a biharmonic function in the unit disk, we obtain the exact values of the best approximation and best unilateral approximation of the kernel K(t) of the convolution f= K *g, gl, with respect to the metric of L₁. We also consider the problem of renewal of the values of the convolution operator by using the information about the values of the boundary functions.Translated from Ukrainskii Matematicheskii Zhurnal, Vol.47, No. 11, pp. 1549–1557, November, 1995.     

Explicitly solvable model of Mössbauer scattering

An explicitly solvable model of Mössbauer scattering of rays by a nucleus bound in a harmonic-oscillator potential is constructed. The probability of elastic scattering, which is proportional to the Debye—Waller factor, is calculated in the framework of the explicitly solvable scattering problem. It is assumed that the rms deviation x of the nucleus and the photon wave numberk satisfykxE /E , whereE andE are typical energy levels of the photon and the oscillator states.St Petersburg State University. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 95, No. 3, pp. 439–430, June, 1993.     

Remarks on the perturbation of analytic matrix functions III

As in [N], [LN] the Newton diagram is used in order to get information about the first terms of the Puiseux expansions of the eigenvalues () of the perturbed matrix pencilT(, )=A()+B(, ) in the neighbourhood of an unperturbed eigenvalue () ofA(). In fact sufficient conditions are given which assure that the orders of these first terms correspond to the partial multiplicities of the eigenvalue ₀ ofA().     

Quasiresolvent Models and B-Models

Relations among classes of resolvent, quasiresolvent, intrinsically enumerable models, and B-models are established. It is proved that every linear order containing a -subset isomorphic to or to ^- is not quasiresolvent. It is stated that every model of a countably categorical theory is a B-model. And it is shown that for every B-model in a hereditarily finite admissible set, the uniformization theorem fails.     

Continuity of the Multifractal Spectrum of a Random Statistically Self-Similar Measure

Until now [see Kahane;⁽¹⁹⁾ Holley and Waymire;⁽¹⁶⁾ Falconer;⁽¹⁴⁾ Olsen;⁽²⁹⁾ Molchan;⁽²⁸⁾ Arbeiter and Patzschke;⁽¹⁾ and Barral⁽³⁾] one determines the multifractal spectrum of a statistically self-similar positive measure of the type introduced, in particular by Mandelbrot,^{(26, 27)} only in the following way: let be such a measure, for example on the boundary of a c-ary tree equipped with the standard ultrametric distance; for 0, denote by E the set of the points where possesses a local Hölder exponent equal to , and dim E the Hausdorff dimension of E ; then, there exists a deterministic open interval I *₊ and a function f: I *₊ such that for all in I, with probability one, dim E =f(). This statement is not completely satisfactory. Indeed, the main result in this paper is: with probability one, for all I, dim E =f(). This holds also for a new type of statistically self-similar measures deduced from a result recently obtained by Liu.⁽²²⁾ We also study another problem left open in the previous works on the subject: if =inf(I) or =sup(I), one does not know whether E is empty or not. Under suitable assumptions, we show that E ø and calculate dim E .     

Inadmissibility and admissibility results for unbiased loss estimators based on gauss-markov estimators

LetY be distributed according to ann-variate normal distribution with a meanX and a nonsingular covariance matrix ² V, where bothX andV are known, R ^p is a parameter, > 0 is known or unknown. Denote and . Assume thatF is linearly estimable. When is known, it is proved that the unbiased loss estimator ²tr(F(XV ^–1 X)^– F) of is admissible for rank (F)=k4 and inadmissible fork 5 with the squared error loss . When is unknown and rank (X) <n, it is established that the loss estimatorcS ², wherec is any nonnegative constant, of is inadmissible and that the unbiased loss estimator tr(F(XV ^–1 X)^– F) of is admissible fork 4, and inadmissible fork 5 with squared error loss.This project is supported by the National Natural Science Foundation of China.     

The Discrete Spectrum Asymptotics with Respect to a Large Coupling Constant under Strong Nonnegative Perturbations

Let A be a self-adjoint operator, let (, ) be an inner gap in the spectrum of the operator A, and let B(t) = A + tW ^* W, where the operator W(A – iI)^-1 is not necessarily bounded. Conditions are obtained under which the spectrum of B(t) in (, ) is discrete. Let N(, A, W, ), (, ), > 0, be the number of eigenvalues of the operator B(t) passing the point (, ) as t increases from 0 to . The asymptotics of N(, A, W, ) as + is obtained in terms of the spectral asymptotics of a certain self-adjoint compact operator. Bibliography: 5 titles.     

Admissibility of linear estimators of regression coefficients under quadratic loss

For the general fixed effects linear model:Y=X+, N(0,V),V0, we obtain the necessary and sufficient conditions forLY+a to be admissible for a linear estimable functionS in the class of all estimators under the loss function (d -S)D(d -S), whereD0 is known. For the general random effects linear model: =XV ₁₁ X+XV ₁₂+V ₂₁ X+V ₂₂0, we also get the necessary and sufficient conditions forLY+a to be admissible for a linear estimable functionS+Q in the class of all estimators under the loss function (d -S -Q)D(d -S -Q), whereD0 is known.