Quenched to annealed transition in the parabolic Anderson problem

We study limit behavior for sums of the form $\frac{1}{|\Lambda_{L|}}\sum_{x\in \Lambda_{L}}u(t,x),$ where the field $\Lambda_L=\left\{x\in {\bf{Z^d}}:|x|\le L\right\}$ is composed of solutions of the parabolic Anderson equation $$u(t,x) = 1 + \kappa \mathop{\int}_{0}^{t} \Delta u(s,x){\rm d}s + \mathop{\int}_{0}^{t}u(s,x)\partial B_{x}(s). $$ The index set is a box in Z ^d , namely $\Lambda_{L} = \left\{x\in {\bf Z}^{\bf d} : |x| \leq L\right\}$ and L = L(t) is a nondecreasing function $L : [0,\infty)\rightarrow {\bf R}^{+}. $ We identify two critical parameters $\eta(1) < \eta(2)$ such that for $\gamma > \eta(1)$ and L(t) = e^{γ t} , the sums $\frac{1}{|\Lambda_L|}\sum_{x\in \Lambda_L}u(t,x)$ satisfy a law of large numbers, or put another way, they exhibit annealed behavior. For $\gamma > \eta(2)$ and L(t) = e^{γ t} , one has $\sum_{x\in \Lambda_L}u(t,x)$ when properly normalized and centered satisfies a central limit theorem. For subexponential scales, that is when $\lim_{t \rightarrow \infty} \frac{1}{t}\ln L(t) = 0,$ quenched asymptotics occur. That means $\lim_{t\rightarrow \infty}\frac{1}{t}\ln\left (\frac{1}{|\Lambda_L|}\sum_{x\in \Lambda_L}u(t,x)\right) = \gamma(\kappa),$ where $\gamma(\kappa)$ is the almost sure Lyapunov exponent, i.e. $\lim_{t\rightarrow \infty}\frac{1}{t}\ln u(t,x)= \gamma(\kappa).$ We also examine the behavior of $\frac{1}{|\Lambda_L|}\sum_{x\in \Lambda_L}u(t,x)$ for L = e ^{γ t} with γ in the transition range $(0,\eta(1))$      

Difference Inequalities for the Groups and Semigroups of Operators on Banach Spaces

Let ${\mathbf{T}=\{T(t)\} _{t\in\mathbb{R}}}$ be a ??(X, F)-continuous group of isometries on a Banach space X with generator A, where ??(X, F) is an appropriate local convex topology on X induced by functionals from ${ F\subset X^{\ast}}$ . Let ?? _A (x) be the local spectrum of A at ${x\in X}$ and ${r_{A}(x):=\sup\{\vert\lambda\vert :\lambda \in \sigma_{A}(x)\},}$ the local spectral radius of A at x. It is shown that for every ${x\in X}$ and ${\tau\in\mathbb{R},}$ $$\left\Vert T(\tau) x-x\right\Vert \leq \left\vert \tau \right\vert r_{A}(x)\left\Vert x\right\Vert.$$ Moreover if ${0\leq \tau r_{A}(x)\leq \frac{\pi}{2},}$ then it holds that $$\left\Vert T(\tau) x-T(-\tau)x\right\Vert \leq 2\sin \left(\tau r_{A}(x)\right)\left\Vert x\right\Vert.$$ Asymptotic versions of these results for C ₀-semigroup of contractions are also obtained. If ${\mathbf{T}=\{T(t)\}_{t\geq 0}}$ is a C ₀-semigroup of contractions, then for every ${x\in X}$ and ????? 0, $$\underset{t\rightarrow \infty }{\lim } \left\Vert T( t+\tau) x-T(t) x\right\Vert\leq\tau\sup\left\{ \left\vert \lambda \right\vert :\lambda \in\sigma_{A}(x)\cap i \mathbb{R} \right\} \left\Vert x\right\Vert. $$ Several applications are given.     

Inverse problem of finding n coefficients of lower derivatives in a parabolic equation

We consider the problem of reconstructing the vector function $\vec b(x) = (b_1 ,...,b_n )$ in the term $(\vec b,\nabla u)$ in a linear parabolic equation. This coefficient inverse problem is considered in a bounded domain Ω ? R ⁿ . To find the above-mentioned function $\vec b(x)$ , in addition to initial and boundary conditions we pose an integral observation of the form $\int_0^T {u(x,t)\vec \omega (t)dt = \vec \chi (x)} $ , where $\vec \omega (t) = (\omega _1 (t),...,\omega _n (t))$ is a given weight vector function. We derive sufficient existence and uniqueness conditions for the generalized solution of the inverse problem. We present an example of input data for which the assumptions of the theorems proved in the paper are necessarily satisfied.     

A Nonlinear Loaded Parabolic Equation and a Related Inverse Problem

The solvability of the nonlocal-in-time boundary-value problem for the nonlinear parabolic equation $$u_t - \Delta u + c(\bar u(x,T))u = f(x,t),$$ where $\bar u(x,t) = \alpha (t)u(x,t) + \int_0^t {\beta (\tau )u(x,\tau )d\tau } $ for given functions $\alpha (t)$ and $\beta (t)$ , is studied. Existence and uniqueness theorems for regular solutions are proved; it is shown that the results obtained can be used to study the solvability of coefficient inverse problems.     

The Wiener--Hopf Integral Equation in the Supercritical Case

We consider the scalar homogeneous equation $S(x) = \int_0^\infty {K(x - t)S(t)dt,{\text{ }}x \in \mathbb{R}^ + \equiv (0,\infty ),}$ with symmetric kernel $K:K( - x) = K(x),{\text{ }}x \in \mathbb{R}_1$ satisfying the conditions $0 \leqslant K \in L_1 (\mathbb{R}^ + ) \cap C^{\left( 2 \right)} (\mathbb{R}^ + )$ , $\int_0^\infty {K(t)dt > \frac{1}{2}} $ , $K' \leqslant 0{\text{ }}and 0 \leqslant K'' \downarrow {\text{ }}on \mathbb{R}^ + $ . We prove the existence of a real solution S of the equation given above with asymptotic behavior $S(x) = O(x){\text{ as }}x \to + \infty $ .     

Extinction profile of the logarithmic diffusion equation

Let ${N \geq 3}$ and u be the solution of u _t = Δ log u in ${\mathbb{R}^N \times (0, T)}$ with initial value u ₀ satisfying ${B_{k_1}(x, 0) \leq u_{0} \leq B_{k_2}(x, 0)}$ for some constants k ₁ > k ₂ > 0 where ${B_k(x, t) = 2(N - 2)(T - t)_{+}^{N/(N - 2)}/(k + (T - t)_{+}^{2/(N - 2)}|x|^{2})}$ is the Barenblatt solution for the equation and ${u_0 - B_{k_0} \in L^{1}(\mathbb{R}^{N})}$ for some constant k ₀ > 0 if ${N \geq 4}$ . We give a new different proof on the uniform convergence and ${L^1(\mathbb{R}^N)}$ convergence of the rescaled function ${\tilde{u}(x, s) = (T - t)^{-N/(N - 2)}u(x/(T - t)^{-1/(N - 2)}, t), s = -{\rm log}(T - t)}$ , on ${\mathbb{R}^N}$ to the rescaled Barenblatt solution ${\tilde{B}_{k_0}(x) = 2(N - 2)/(k_0 + |x|^{2})}$ for some k ₀ > 0 as ${s \rightarrow \infty}$ . When ${N \geq 4, 0 \leq u_0(x) \leq B_{k_0}(x, 0)}$ in ${\mathbb{R}^N}$ , and ${|u_0(x) - B_{k_0}(x, 0)| \leq f \in L^{1}(\mathbb{R}^{N})}$ for some constant k ₀ > 0 and some radially symmetric function f, we also prove uniform convergence and convergence in some weighted L ¹ space in ${\mathbb{R}^N}$ of the rescaled solution ${\tilde{u}(x, s)}$ to ${\tilde{B}_{k_0}(x)}$ as ${s \rightarrow \infty}$ .     

On 1-isometries of affine quadrics over finite fields

Letq be a regular quadratic form on a vector space (V, $\mathbb{F}$ ) and assume $4 \leqslant dim V \leqslant \infty \wedge |\mathbb{F}| \in \mathbb{N}$ . A 1-isometry of the central quadric $\mathcal{F}: = \{ x \in V|q(x) = 1\}$ is a permutation ? of $\mathcal{F}$ such that (*) $$q(x - y) = \nu \Leftrightarrow q(x^\varphi - y^\varphi ) = \nu \forall x,y \in \mathcal{F}$$ holds true for a fixed element ν of $\mathbb{F}$ . For arbitraryν ∈ $\mathbb{F}$ we prove that? is induced (in a certain sense) by a semi-linear bijection $(\sigma ,\varrho ):(V,\mathbb{F}) \to (V,\mathbb{F})$ such thatq oσ =? oq, provided $\mathcal{F}$ contains lines and the exceptional case $(\nu = 2 \Lambda |\mathbb{F}| = 3 \Lambda \dim V = 4 \Lambda |\mathcal{F}| = 24)$ is excluded. In the exceptional case and as well in case of dim V = 3 there are counterexamples. The casesν ≠ 2 and v=2 require different techniques.     

Differentiable vectors and unitary representations of Fréchet–Lie supergroups

A locally convex Lie group G has the Trotter property if, for every $x_1, x_2 \in \mathfrak{g }$ , $$\begin{aligned} \exp _G(t(x_1 + x_2))=\lim _{n \rightarrow \infty } \left(\exp _G\left(\frac{t}{n}x_1\right)\exp _G\left(\frac{t}{n}x_2\right)\right)^n \end{aligned}$$ holds uniformly on compact subsets of $\mathbb{R }$ . All locally exponential Lie groups have this property, but also groups of automorphisms of principal bundles over compact smooth manifolds. A key result of the present article is that, if G has the Trotter property, $\pi : G \rightarrow {\mathrm{GL}}(V)$ is a continuous representation of G on a locally convex space, and $v \in V$ is a vector such that $\overline{\mathtt{d}\pi }(x)v :=\frac{d}{dt}|_{t=0} \pi (\exp _G(tx))v$ exists for every $x \in \mathfrak{g }$ , then the map $\mathfrak{g }\rightarrow V,x \mapsto \overline{\mathtt{d}\pi }(x)v$ is linear. Using this result we conclude that, for a representation of a locally exponential Fréchet–Lie group G on a metrizable locally convex space, the space of $\mathcal{C }^{k}$ -vectors coincides with the common domain of the k-fold products of the operators $\overline{\mathtt{d}\pi }(x)$ . For unitary representations on Hilbert spaces, the assumption of local exponentiality can be weakened to the Trotter property. As an application, we show that for smooth (resp., analytic) unitary representations of Fréchet–Lie supergroups $(G,\mathfrak{g })$ where G has the Trotter property, the common domain of the operators of $\mathfrak{g }=\mathfrak{g }_{\overline{0}}\oplus \mathfrak{g }_{\overline{1}}$ can always be extended to the space of smooth (resp., analytic) vectors for G.     

Some new estimates of the Fourier transform in \mathbb{L}_2 (ℝ)

Given a function $\mathbb{L}_2 $ (?), its Fourier transform $g(x) = \hat f(x) = F[f](x) = \frac{1} {{\sqrt {2\pi } }}\int\limits_{ - \infty }^{ + \infty } {f(x)e^{ - ixt} dt} ,f(t) = F^{ - 1} [g](t) = \frac{1} {{\sqrt {2\pi } }}\int\limits_{ - \infty }^{ + \infty } {g(x)e^{ - ixt} dx} $ and the inverse Fourier transform are considered in the space f ε $\mathbb{L}_2 $ (?). New estimates are presented for the integral $\int\limits_{|t| \geqslant N} {|g(t)|^2 dt} = \int\limits_{|t| \geqslant N} {|\hat f(t)|^2 dt} ,N \geqslant 1,$ in the vase of f ε $\mathbb{L}_2 $ (?) characterized by the generalized modulus of continuity of the kth order constructed with the help of the Steklov function. Some other estimates associated with this integral are proved.     

On permutations of central quadrics which preserve an inner distance

Letq be a regular quadratic form on a vector space (V, $\mathbb{F}$ ) and assume dimV ≥ 4 and ¦ $\mathbb{F}$ ¦ ≥ 4. We consider a permutation ? of the central affine quadric $\mathcal{F}$ := {x εV ¦q(x) = 1} such that $$(*)x \cdot y = \mu \Leftrightarrow x^\varphi \cdot y^\varphi = \mu \forall x,y\varepsilon \mathcal{F}$$ holds true, where μ is a fixed element of $\mathbb{F}$ and where “·” is the scalar product associated withq. We prove that ? is induced (in a certain sense) by a semi-linear bijection (σ,?): (V, $\mathbb{F}$ ) → (V, $\mathbb{F}$ ) such thatq o ?o q, provided $\mathcal{F}$ contains lines and the pair (μ, $\mathbb{F}$ ) has additional properties if there ar no planes in $\mathcal{F}$ . The cases μ,≠ 0 and μ = 0 require different techniques.     

An abstract Dirichlet problem in the Hilbert space

In the present paper, we consider an abstract partial differential equation of the form $\frac{{\partial ^2 u}}{{\partial t^2 }} - \frac{{\partial ^2 u}}{{\partial x^2 }} + A\left( {x,t} \right)u = f\left( {x,t} \right)$ , where $\left\{ {A\left( {x,t} \right):\left( {x,t} \right) \in \bar G} \right\}$ is a family of linear closed operators and $\bar G = G \cup \partial G,G$ is a suitable bounded region in the (x, t)-plane with boundary?G. It is assumed thatu is given on the boundary?G. The objective of this paper is to study the considered Dirichlet problem for a wide class of operatorsA(x, t). A Dirichlet problem for non-elliptic partial differential equations of higher orders is also considered.     

Oscillation and global attractivity in a periodic delay hematopoiesis model

In this paper we shall consider the nonlinear delay differential equation $$p'(t) = \frac{{\beta (t)}}{{1 + p^n (t - m\omega )}} - \delta (t)p(t),$$ wherem is a positive integer, β(t) and δ(t) are positive periodic functions of period ω. In the nondelay case we shall show that (*) has a unique positive periodic solution $\bar p(t)$ , and show that $\bar p(t)$ is a global attractor all other positive solutions. In the delay case we shall present sufficient conditions for the oscillation of all positive solutions of (*) about $\bar p(t)$ , and establish sufficient conditions for the global attractivity of $\bar p(t)$ . Our results extend and improve the well known results in the autonomous case.     

Necessary and Sufficient Conditions for Associated Differential Operators in Quaternionic Analysis and Applications to Initial Value Problems

This paper deals with the initial value problem of type $$\begin{array}{ll} \qquad \frac{\partial u}{\partial t} = \mathcal{L} u := \sum \limits^3_{i=0} A^{(i)} (t, x) \frac{\partial u}{\partial x_{i}} + B(t, x)u + C(t, x)\\ u (0, x) = u_{0}(x)\end{array}$$ in the space of generalized regular functions in the sense of Quaternionic Analysis satisfying the differential equation $$\mathcal{D}_{\lambda}u := \mathcal{D} u + \lambda u = 0,$$ where ${t \in [0, T]}$ is the time variable, x runs in a bounded and simply connected domain in ${\mathbb{R}^{4}, \lambda}$ is a real number, and ${\mathcal{D}}$ is the Cauchy-Fueter operator. We prove necessary and sufficient conditions on the coefficients of the operator ${\mathcal{L}}$ under which ${\mathcal{L}}$ is associated with the operator ${\mathcal{D}_{\lambda}}$ , i.e. ${\mathcal{L}}$ transforms the set of all solutions of the differential equation ${\mathcal{D}_{\lambda}u = 0}$ into solutions of the same equation for fixedly chosen t. This criterion makes it possible to construct operators ${\mathcal{L}}$ for which the initial value problem is uniquely soluble for an arbitrary initial generalized regular function u ₀ by the method of associated spaces constructed by W. Tutschke (Teubner Leipzig and Springer Verlag, 1989) and the solution is also generalized regular for each t.     

An Analog of the Cameron--Johnson Theorem for Linear ℂ-Analytic Equations in Hilbert Space

The well-known Cameron--Johnson theorem asserts that the equation $\dot x = \mathcal{A}\left( t \right)x$ with a recurrent (Bohr almost periodic) matrix $\mathcal{A}\left( t \right)$ can be reduced by a Lyapunov transformation to the equation $\dot y = \mathcal{B}\left( t \right)y$ with a skew-symmetric matrix $\mathcal{B}\left( t \right)$ , provided that all solutions of the equation $\dot x = \mathcal{A}\left( t \right)x$ and of all its limit equations are bounded on the whole line. In the note, a generalization of this result to linear $\mathbb{C}$ -analytic equations in a Hilbert space is presented.     

The formal translation equation for iteration groups of type II

We investigate the translation equation $$F(s+t, x) = F(s, F(t, x)),\quad \quad s,t\in{\mathbb{C}},\qquad\qquad\qquad\qquad({\rm T})$$ in ${\mathbb{C}\left[\kern-0.15em\left[{x}\right]\kern-0.15em\right]}$ , the ring of formal power series over ${\mathbb{C}}$ . Here we restrict ourselves to iteration groups of type II, i.e. to solutions of (T) of the form ${F(s, x) \equiv x + c_k(s)x^k {\rm mod} x^{k + 1}}$ , where k ≥ 2 and c _k ≠ 0 is necessarily an additive function. It is easy to prove that the coefficient functions c _n (s) of $$F(s, x) = x + \sum_{n \ge q k}c_n(s)x^n$$ are polynomials in c _k (s). It is possible to replace this additive function c _k by an indeterminate. In this way we obtain a formal version of the translation equation in the ring ${(\mathbb{C}[y])\left[\kern-0.15em\left[{x}\right]\kern-0.15em\right]}$ . We solve this equation in a completely algebraic way, by deriving formal differential equations or an Aczél–Jabotinsky type equation. This way it is possible to get the structure of the coefficients in great detail which are now polynomials. We prove the universal character (depending on certain parameters, the coefficients of the infinitesimal generator H of an iteration group of type II) of these polynomials. Rewriting the solutions G(y, x) of the formal translation equation in the form ${\sum_{n\geq 0}\phi_n(x)y^n}$ as elements of ${(\mathbb{C}\left[\kern-0.15em\left[{x}\right]\kern-0.15em\right])\left[\kern-0.15em\left[{y}\right]\kern-0.15em\right]}$ , we obtain explicit formulas for ${\phi_n}$ in terms of the derivatives H ^(j)(x) of the generator ${H}$ and also a representation of ${G(y, x)}$ as a Lie–Gröbner series. Eventually, we deduce the canonical form (with respect to conjugation) of the infinitesimal generator ${H}$ as x ^k + hx ^2k-1 and find expansions of the solutions ${G(y, x) = \sum_{r\geq 0} G_r(y, x)h^r}$ of the above mentioned differential equations in powers of the parameter h.     

A convexity property and a new characterization of Euler’s gamma function

Our main results are:

1. Let α ≠ 0 be a real number. The function (Γ ? exp) ^α is convex on ${\mathbf{R}}$ if and only if $$\alpha \geq \max_{0<{t}<{x_0}}\Big(-\frac{1}{t\psi(t)} - \frac{\psi'(t)}{\psi(t)^2}\Big) = 0.0258... .$$ Here, x ₀ = 1.4616... denotes the only positive zero of ${\psi = \Gamma'/\Gamma}$ .

1. Assume that a function f: (0, ∞) → (0, ∞) is bounded from above on a set of positive Lebesgue measure (or on a set of the second category with the Baire property) and satisfies $$f(x+1) = x f(x) \quad{\rm for}\quad{x > 0}\quad{\rm and}\quad{f(1) = 1}.$$

If there are a number b and a sequence of positive real numbers (a _n ) ${(n \in \mathbf{N})}$ with ${{\rm lim}_{n\to\infty} a_n =0}$ such that for every n the function ${(f \circ {\rm exp})^{a_n}}$ is Jensen convex on (b, ∞), then f is the gamma function.     

Strong Regularizing Effect of a Gradient Term in the Heat Equation with a Weight

We deal with the following parabolic problem, $$(P)\left\{\begin{array}{lll} u_t - \Delta{u} + |\nabla{u}|^q \quad=\quad \lambda{g}(x)u + f(x, t),\quad u > 0 \; {\rm in} \; \Omega \; \times \; (0, T),\\ \qquad\quad\quad\; u(x, t) \quad=\quad 0 \quad{\rm on}\; {\partial}{\Omega}\; \times ; (0, T),\\ \qquad\quad\quad\; u(x, 0) \quad=\quad u_{0}(x), \quad x \in {\Omega},\end{array}\right.$$ where is a bounded regular domain or ${\Omega = \mathbb{R}^N}$ , ${1 < q \leq 2, \lambda > 0\; {\rm and}\; f \geq 0, u_{0} \geq 0}$ are in a suitable class of functions. We give assumptions on g with respect to q for which for all λ >  0 and all ${f \in L^1(\Omega_T ), f \geq 0}$ , problem (P) has a positive solution. Under some additional conditions on the data, the Cauchy problem and the asymptotic behavior of the solution are also considered.     

Quadratic polynomials represented by norm forms

Let ${P(t) \in \mathbb{Q}[t]}$ be an irreducible quadratic polynomial and suppose that K is a quartic extension of ${\mathbb{Q}}$ containing the roots of P(t). Let ${{\bf N}_{K/\mathbb{Q}}({\rm x})}$ be a full norm form for the extension ${K/\mathbb{Q}}$ . We show that the variety $$\begin{array}{ll}P(t)={\bf N}_{K/\mathbb{Q}}({\rm x})\neq 0\end{array}$$ satisfies the Hasse principle and weak approximation. The proof uses analytic methods.     

On the Linear Dependence of a Finite Set of Additive Functions

In this note we prove the following: Let n?≥ 2 be a fixed integer. A system of additive functions ${A_{1},A_{2},\ldots,A_{n}:\mathbb{R} \to\mathbb{R}}$ is linearly dependent (as elements of the ${\mathbb{R}}$ vector space ${\mathbb{R}^{\mathbb{R}}}$ ), if and only if, there exists an indefinite quadratic form ${Q:\mathbb{R}^{n}\to\mathbb{R} }$ such that ${Q(A_{1}(x),A_{2}(x),\ldots,A_{n}(x))\geq 0}$ or ${Q(A_{1}(x),A_{2}(x),\ldots,A_{n}(x))\leq 0}$ holds for all ${x\in\mathbb{R}}$ .