Second term of the logarithmic asymptotics of path integrals

In the survey results are presented related to the construction of asymptotic expansions of Green's function of the Cauchy problem for the heat equation. The basic attention is devoted to the first two terms of the logarithmic asymptotics which are obtained locally by probabilistic methods and globally by the method of convolution of the sequence of asymptotic solutions over small time.Translated from Itogi Nauki i Tekhniki, Seriya Teoriya Veroyatnostei, Matematicheskaya Statistika, Teoreticheskaya Kibernetika, Vol. 19, pp. 127–154, 1982.     

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.     

Solutions of external boundary problems for small values of the spectral parameter

The present paper is concerned with some properties of the resolvent kernel of the perturbed operator (–)^m on Rⁿ, where 2m>n3, n is odd, for small values of the spectral parameter. Results are applied to asymptotics of solutions of corresponding parabolic problems as t.Dedicated to the memory of David Milman     

Asymptotic behavior for t→∞ of the solutions of the equation ψxx+u(x,t)ψ+(λ/4)ψ=0 with a potential u,satisfying the Korteweg-de Vries equation. II

This is the third paper in a series of papers of the authors, devoted to a rigorous investigation of the asymptotic behavior of the solutions of the KdV equation as t. The immediate purpose of the paper is the investigation of the solution of the Schrödinger equation in the neighborhood of the singular point x=3t for a special class of potentials, introduced in the previous papers. As it will be proved, in the final analysis this class of potentials describes the asymptotic behavior of the solutions, decreasing for x, of the KdV equation as t. The solution , far from the singular point, has been investigated earlier. In the paper we investigate a series which gives the solution of the Schrödinger equation and we consider the asymptotic properties of this series.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 138, pp. 8–32, 1984.     

Method of isomonodromic deformations for “degenerate” third Painlevé equation

To study the solutions of the equation (u)=e^u–eu which is a version of the degenerate third Painlevé equation we consider a linear ordinary differential equation in 3×3 matrices. By means of the monodromy data of this linear equation we parametrize the asymptotics of all solutions as 0, as well as the asymptotics of regular solutions of the nonlinear equation studied as ±.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 161, pp. 45–53, 1987.The author thanks A. R. Its for posing the problem.     

Minimax filtration of linear transformations of stationary sequences

We will consider the problem of determining a linear, mean-square optimal estimate of the transformation of a stationary random sequence (k) with density f() from observations of the sequence (k) + n(k) withk0, where (k) is a stationary sequence not correlated with (k) with density g(). The least favorable spectral densities and minimax (robust) spectral characteristics of an optimal estimate A for different classes of densities are found.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 1, pp. 92–99, January, 1991.     

On third Poisson structure of KdV equation

The third Poisson structure of the KdV equation in terms of canonical free fields and the reduced WZNW model is discussed. We prove that it is diagonalized in the Lagrange variables which were used before in the formulation of 2d gravity. We propose a quantum path integral for the KdV equation based on this representation.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 103, No. 3, pp. 461–466, June, 1995.     

Darboux transformations for higher-rank Kadomtsev-Petviashvili and Krichever-Novikov equations

It is shown that the action of a special rank 2 or rank 3 Darboux transformation, calledtransference, upon a pair of commuting ordinary differential operators of orders 4 and 6 implements the Abelian sum on their elliptic joint spectrum. A consequence of this is that, under the deformation of these commuting operators by the KP flow, every rank 2 KP solution corresponds to a solution of the Krichever-Novikov (KN) equation, and vice versa, with the transference process providing the correspondence between (2+1) and (1+1) dimensions. For a singular joint spectrum, it is further shown that transference at the singular point produces a correspondence between solutions of the singular KN equation and those of the KdV equation. These correspondences are illustrated by considering examples of a nondecaying rational KdV or Boussinesq solutions and the corresponding rational, singular-KN and rational KP solutions which the transference process generates.     

On the periodic solutions of a forced second-order equation

Summary We study the equations for two-dimensional irrotational motion induced in a rectangular tank of water which is forced to oscillate horizontally in a periodic fashion (shallow water sloshing). The problem reduces to a second-order non-autonomous ordinary differential equation. We rigorously show the existence of many solutions obtained previously by numerical computations, and in addition we show that there are many other bounded solutions. We use simple shooting to obtain irregular solutions of the kind obtained by the methods of dynamical systems. In addition, we obtain a kind of kneading theory whereby we can order the initial conditions according to the pattern of spikes exhibited by the solutions.     

Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation

In this paper we study the existence of optimal trajectories associated with a generalized solution to the Hamilton-Jacobi-Bellman equation arising in optimal control. In general, we cannot expect such solutions to be differentiable. But, in a way analogous to the use of distributions in PDE, we replace the usual derivatives with contingent epiderivatives and the Hamilton-Jacobi equation by two contingent Hamilton-Jacobi inequalities. We show that the value function of an optimal control problem verifies these contingent inequalities.Our approach allows the following three results: (a) The upper semicontinuous solutions to contingent inequalities are monotone along the trajectories of the dynamical system. (b) With every continuous solutionV of the contingent inequalities, we can associate an optimal trajectory along whichV is constant. (c) For such solutions, we can construct optimal trajectories through the corresponding optimal feedback.They are also viscosity solutions of a Hamilton-Jacobi equation. Finally, we prove a relationship between superdifferentials of solutions introduced by Crandallet al. [10] and the Pontryagin principle and discuss the link of viscosity solutions with Clarke's approach to the Hamilton-Jacobi equation.     

A characterization of semimartingales on nuclear spaces

Summary This work is devoted to prove the following fact: Suppose that is a nuclear space whose dual is nuclear under the strong topology. IfX is a weakly adapted mapping with values in such that for any,X'() has a modification which is a semimartingale then there exists a unique projective system of Hubert space-valued semimartingales indexed by the Hilbert-Schmidt neighbourhood base of the dual space whose projective limit isX.In the last part we study in detail a semimartingale defined as the convolution of a distribution by a random Dirac measure whose support is determined by the trajectories of a real-valued semimartingale.     

A variational principle for eigenvalues of pencils of Hermitian matrices

LetH=(A, B) be a pair of HermitianN×N matrices. A complex number is an eigenvalue ofH ifdet(A–B)=0 (we include = ifdetB=0). For nonsingularH (i.e., for which some is not an eigenvalue), we show precisely which eigenvalues can be characterized as _k ⁺ =sup{inf{*A:*B=1,S},SS _k},S _k being the set of subspaces of C ^N of codimensionk–1.Dedicated to the memory of our friend and colleague Branko NajmanResearch supported by NSERC of Canada and the I.W.Killam FoundationProfessor Najman died suddenly while this work was at its final stage. His research was supported by the Ministry of Science of CroatiaResearch supported by NSERC of Canada     

Model reduction techniques for sampled-data systems

An approximately balanced realization of linear finite-dimensional sampled-data systems is proposed. The theoretical support of the approximately balancing algorithm is represented by a result on the asymptotic expansions with respect to the sampling step of the sampled controllability and observability graminas. Reduced order models obtained as singular perturbational approximations of approximately balanced realizations of sampled-data systems are shown to be acceptable solutions to the sampled-data system model reduction problem in the sense that, enjoying some asymptotic properties, they come close to the exact solutions as the sampling step decreases. An example illustrates the results.     

On dominant operators

This paper is devoted to the study of dominant operators with an emphasis on their spectral properties. In particular the equation (T–)f() x (T a dominant or hyponormal operator on the Hilbert space ,x andf a function from the open setU to ) is investigated in an effort to discover necessary and/or sufficient conditions for the analyticity off.Supported in part by the National Science Foundation.     

Asymptotic formulas for Toeplitz and Wiener-Hopf operators

For certain analytic functions f, the expression trace {f(T_n[]) – f(T_n[]T_n[])} is computed asymptotically. Here T_n[] is the finite Toeplitz matrix generated by the function . The analogous expression for Wiener-Hopf operators is also computed asymptotically. These results in turn yield information concerning the asymptotic behavior of determinants of finite Toeplitz and Wiener-Hopf operators with discontinuous generating function.     

Latteninterpolation bei einer Funktion von zwei Veränderlichen

Summary In each lattice point , of a rectangular net a numerical valueu is given. A bicubical and twice continuously differentiable function is constructed interpolating the valuesu . The method is known as «spline interpolation».     

On rearrangements of the Haar system in the space BMO

, .     

On certain imbedding and extension theorems for a weighted class of functions

n- , S n–1 m (0m<n), () S . () , ().     

The continuous solution of a functional equation of Abel

Summary The functional equation(x) + (y) = (xf(y) + yf(x)) (1) for the unknown functionsf, and mapping reals into reals appears in the title of N. H. Abel's paper [1] from 1827 and its differentiable solutions are given there. In 1900 D. Hilbert pointed to (1), and to other functional equations considered by Abel, in the second part of his fifth problem. He asked if these equations could be solved without, for instance, assumption of differentiability of given and unknown functions. Hilbert's question was recalled by J. Aczél in 1987, during the 25th International Symposium on Functional Equations in Hamburg-Rissen. In particular Aczél asked for all continuous solutions of (1). An answer to his question is contained in our paper. We determine all continuous functionsf: I ,: A _f (I × I) and: I that satisfy (1). HereI denotes a real interval containing 0 andA _f (x,y) := xf(y) + yf(x), x, y I. The list contains not only the differentiable solutions, implicitly described by Abel, but also some nondifferentiable ones.Applying some results of C. T. Ng and A. Járai we are able to obtain even a more general result. For instance, the assertion (i.e. the list of solutions) remains unchanged if we replace continuity of and by local boundedness of orf(0)I from above or below. Strengthening a bit the assumptions onf we can preserve a large part of the assertion requiring only the measurability of either orf(0)I.     

Additive functions

1<q<2 L:= _n=1 1/q ⁿ=1/q–1. [0,1] _n()=1, A _n:= _i=1 ^n–1 _i(x)/q^i+1/n x _n(x)=0, _n>. , = _{n=1 n}(x)/qⁿ. F: [0,L]R , F(x)= _{n=1 n}(x)a_n, _n=1 ¦a _n¦<. [0,L]. q(1,2), . , q(1, 2), . .