Dini Set-Valued Directional Derivative in Locally Lipschitz Vector Optimization

The present paper studies the following constrained vector optimization problem: min  _C f(x), g(x)∈−K, h(x)=0, where f:ℝ ⁿ →ℝ ^m , g:ℝ ⁿ →ℝ ^p and h:ℝ ⁿ →ℝ ^q are locally Lipschitz functions and C⊂ℝ ^m , K⊂ℝ ^p are closed convex cones. In terms of the Dini set-valued directional derivative, first-order necessary and first-order sufficient conditions are obtained for a point x ⁰ to be a w-minimizer (weakly efficient point) or an i-minimizer (isolated minimizer of order 1). It is shown that, under natural assumptions (given by a nonsmooth variant of the implicit function theorem for the equality constraints), the obtained conditions improve some given by Clarke and Craven. Further comparison is done with some recent results of Khanh, Tuan and of Jiiménez, Novo.     

Analytic functions over a field of power series

 We extend the notion of absolute convergence for real series in several variables to a notion of convergence for series in a power series field ℝ((t ^Γ)) with coefficients in ℝ. Subsequently, we define a natural notion of analytic function at a point of ℝ((t ^Γ))^m. Then, given a real function f analytic on a open box I of ℝ ^m , we extend f to a function f ^★ which is analytic on a subset of ℝ((t ^Γ)) ^m containing I. We prove that the functions f ^★ share with real analytic functions certain basic properties: they are , they have usual Taylor development, they satisfy the inverse function theorem and the implicit function theorem. Received: 5 October 2000 / Revised version: 19 June 2001 / Published online: 12 July 2002     

On periodic solutions of even-order ordinary differential equations

Optimal in a certain sense sufficient conditions are given for the existence and uniqueness of ω-periodic solutions of the nonautonomous ordinary differential equation u ^(2m) =f(t,u,...,u ^(m-1) ), where the function f:ℝ×ℝ ^m →ℝ is periodic with respect to the first argument with period ω. Received: December 21, 1999; in final form: August 12, 2000?Published online: October 2, 2001     

Uniqueness of Nelsons diffusions

Let ℒ≔Δ/2+(∇φ/φ) ·∇ be a generalized Schr?dinger operator or generator of Nelsons diffusion, defined on C ^∞ ₀(D) where φ is a continuous and strictly positive function on an open domain D⊂ℝ ^d such that ∇φ∈L _loc ²(D). Some results are given about the two questions below: (i) Whether does ℒ generate a unique semigroup in L ¹(D, φ² dx)? (ii) Whether the semigroup determined by ℒ is strong Feller? Received: 21 October 1997 / Revised version: 3 September 1998     

Properties of <Emphasis Type="Italic">C</Emphasis><Superscript>1</Superscript>-smooth mappings with one-dimensional gradient range

We find necessary and sufficient conditions for a curve in ℝ ^m×n to be the gradient range of a C ¹-smooth function υ: Ω ⊂ ℝ ⁿ → ℝ ^m . We show that this curve has tangents in a weak sense; these tangents are rank 1 matrices and their directions constitute a function of bounded variation. We prove also that in this case v satisfies an analog of Sard’s theorem, while the level sets of the gradient mapping ▿υ: Ω → ℝ ^m×n are hyperplanes.     

Univalence Criteria Starting from the Method of Loewner Chains

The paper continues the work of Royster (Duke Math J 19:447–457, 1952), Mocanu [Mathematica (Cluj) 22(1):77–83, 1980; Mathematica (Cluj) 29:49–55, 1987], Cristea [Mathematica (Cluj) 36(2):137–144, 1994; Complex Var 42:333–345, 2000; Mathematica (Cluj) 43(1):23–34, 2001; Mathematica (Cluj), 2010, to appear; Teoria Topologica a Functiilor Analitice, Editura Universitatii Bucuresti, Romania, 1999] of extending univalence criteria for complex mappings to C ¹ mappings. We improve now the method of Loewner chains which is usually used in complex univalence theory for proving univalence criteria or for proving quasiconformal extensions of holomorphic mappings f : B → C ⁿ to C ⁿ . The results are surprisingly strong. We show that the usual results from the theory, like Becker’s univalence criteria remain true for C ¹ mappings and since we use a stronger form of Loewner’s theory, we obtain results which are stronger even for holomorphic mappings f : B → C ⁿ . In our main result (Theorem 4.1) we end the researches dedicated to quasiconformal extensions of K-quasiregular and holomorphic mappings f : B → C ⁿ to C ⁿ . We show that a C ¹ quasiconformal map f : B → C ⁿ can be extended to a quasiconformal map F : C ⁿ → C ⁿ , without any metric condition imposed to the map f.     

A family of diffusion processes on Sierpinski carpets

We construct a family of diffusions P ^α = {P ^x} on the d-dimensional Sierpinski carpet F^. The parameter α ranges over d _H < α < ∞, where d _H = log(3 ^d − 1)/log 3 is the Hausdorff dimension of the d-dimensional Sierpinski carpet F^. These diffusions P ^α are reversible with invariant measures μ = μ^[α]. Here, μ are Radon measures whose topological supports are equal to F^ and satisfy self-similarity in the sense that μ(3A) = 3^α·μ(A) for all A∈ℬ(F^). In addition, the diffusion is self-similar and invariant under local weak translations (cell translations) of the Sierpinski carpet. The transition density p = p(t, x, y) is locally uniformly positive and satisfies a global Gaussian upper bound. In spite of these well-behaved properties, the diffusions are different from Barlow-Bass' Brownian motions on the Sierpinski carpet. Received: 30 September 1999 / Revised version: 15 June 2000 / Published online: 24 January 2000     

Canonical isotopies in Euclidean space

LetG(n,k) denote the space (with the compact-open topology) of homeomorphisms ofR ⁿ which are fixed onR ^k. Theorem 1:G(n, n−2) deforms inG(n, 0) toO(2), whereO(2) is the orthogonal group. Corollary 2: (forn=2) the Kneser theorems. Corollary 3: A EuclideanR ⁿ bundleξ ⁿ overS ^m(m≦∞) which contains anR ⁿ−2 subbundleξ ^{n − 2} is isomorphic, as aG(n,0) bundle, to a Whitney sumξ ^{n − 2} ⊕ξ ². Corollary 4: (n−2) stable homeomorphisms ofR ⁿ orS ⁿ are (n−1) stable, hence stable if orientation preserving. Part of this work represents a portion of the author’s Ph.D. thesis at the University of California, Los Angeles, written under the direction of D. S. Gillman and R. C. Kirby.     

A nucleation-and-growth model

Summary. We consider the following simple nucleation-and-growth model. On the lattice ℤ ^d , starting with all sites unoccupied, a site becomes occupied at rate e ^−ℬΓ if it has no occupied neighbors, at rate ɛ= e ^−βγ if it has 1 occupied neighbor, and at rate 1 if it has 2 or more occupied neighbors. Occupied sites remain occupied forever. The parameters Γ≧γ are fixed, and we are interested in the behavior of the system as β→∞. We show that the relaxation time of this system scales as e ^βκc , where κ _c = max {γ,( Γ + γ)/(d+1)}. Received: 20 February 1996 / In revised form: 15 June 1996     

Near-interpolation

Summary.  A parametric curve fL ₂ ^(m) ([a,b]ℝ ^d ) is a ``near-interpolant' to prescribed data z <sub>ij</sub> ℝ <sup>d</sup> at data sites t <sub>i</sub> [a,b] within tolerances 0<ɛ <sub>ij</sub> ≤∞ if |f <sup>(j−1)</sup> (t <sub>i</sub> )−z <sub>ij</sub> |≤ɛ <sub>ij</sub> for i=1:n and j=1:m, and a ``best near-interpolant' if it also minimizes ∫ _a ^b |f ^(m) |². In this paper optimality conditions are derived for these best near-interpolants. Based on these conditions it is shown that the near-interpolants are actually smoothing splines with weights that appear as Lagrange multipliers corresponding to the constraints. The optimality conditions are applied to the computation of near-interpolants in the last sections of the paper. Received September 4, 2001 / Revised version received July 22, 2002 / Published online October 29, 2002 Mathematics Subject Classification (1991): 41A05, 41A15, 41A29     

On the chromatic polynomial of a graph

Let P(G,λ) be the chromatic polynomial of a graph G with n vertices, independence number α and clique number ω. We show that for every λ≥n, ()^α≤≤ () ^{n −ω}. We characterize the graphs that yield the lower bound or the upper bound.?These results give new bounds on the mean colour number μ(G) of G: n− (n−ω)() ^{n −ω}≤μ(G)≤n−α() ^α. Received: December 12, 2000 / Accepted: October 18, 2001?Published online February 14, 2002     

An Ito formula for domain-valued processes driven by stochastic flows

 We consider a natural class of stochastic processes taking values in the space of smoothly bounded domains in ℝ ⁿ with compact closure. These processes are generated by stochastic flows on ℝ ⁿ which are obtained as the solutions of stochastic differential equations on ℝ ⁿ . We establish an Ito formula for smooth domain functionals, applied to processes in this class. Received: 2 March 2001 / Revised version: 10 January 2002 / Published online: 22 August 2002     

Some remarks on Legendrian rectifiable currents

A rectifiable current of dimension n−1 in the sphere bundle Sℝⁿ≃ℝⁿ×S ^{n −1} for euclidean space is Legendrian if it annihilates the contact 1-form α (i.e. T(α∧φ)=0 for all forms φ of degree n−2). Such a current may be naturally associated to any convex set or to any singular real analytic variety, and induces the curvature measures of such a set. We prove that the projection to ℝⁿ of a carrier of a general such T is C ²-rectifiable in the sense of Anzellotti–Serapioni. We deduce that the boundary of a set with positive reach, as well as its singular skeleta, are C ²-rectifiable. In case ∂T= 0 we prove also that the curvature measures associated to T satisfy the analogues of the classical variational formulas for curvature integrals. It follows that such formulas are valid for the curvature measures of subsets of space forms. Received: 3 December 1997/ Revised version: 25 May 1998     

Regenerative embedding of Markov sets

Summary.  Given a closed Markov (i.e. regenerative) set in [0,∞), we characterize the laws of the Markov sets which are regeneratively embedded into the latter. Typically, let Φ⁽¹⁾ and Φ⁽²⁾ be two Laplace exponents corresponding to two regenerative laws, and M ⁽²⁾ a Markov set with exponent Φ⁽²⁾. There exists a Markov set M ⁽¹⁾ with exponent Φ⁽¹⁾ which is regeneratively embedded into M ⁽²⁾ if and only if Φ⁽¹⁾/Φ⁽²⁾ is a completely monotone function. Several examples and applications are discussed. Received: 12 April 1996 / In revised form: 12 March 1997     

Self-adjointness of some infinite-dimensional elliptic operators and application to stochastic quantization

We consider an operator K˚ϕ = Lϕ−: <CDU(x), Dϕ> in a Hilbert space H, where L is an Ornstein–Uhlenbeck operator, U∈W ^1,4(H, μ) and μ is the invariant measure associated with L. We show that K˚ is essentially self-adjoint in the space L ²(H, ν) where ν is the “Gibbs” measure ν(dx) = Z ^−:1 e ^−:2U(x) dx. An application to Stochastic quantization is given. Received: 13 August 1998 / Revised version: 20 September 1999 / Published online: 8 August 2000     

A covering lemma for L(ℝ)

Jensen's celebrated Covering Lemma states that if 0^# does not exist, then for any uncountable set of ordinals X, there is a Y∈L such that X⊆Y and |X| = |Y|. Working in ZF + AD alone, we establish the following analog: If ℝ^# does not exist, then L(ℝ) and V have exactly the same sets of reals and for any set of ordinals X with |X| ≥Θ ^{L (ℝ)}, there is a Y∈L(ℝ) such that X⊆Y and |X| = |Y|. Here ℝ is the set of reals and Θ is the supremum of the ordinals which are the surjective image of ℝ. Received: 29 October 1999 / Published online: 12 December 2001     

Invariant manifolds for weak solutions to stochastic equations

Viability and invariance problems related to a stochastic equation in a Hilbert space H are studied. Finite dimensional invariant C ² submanifolds of H are characterized. We derive Nagumo type conditions and prove a regularity result: any weak solution, which is viable in a finite dimensional C ² submanifold, is a strong solution. These results are related to finding finite dimensional realizations for stochastic equations. There has recently been increased interest in connection with a model for the stochastic evolution of forward rate curves. Received: 15 April 1999 / Revised version: 4 February 2000 / Published online: 18 September 2000     

Index sets and parametric reductions

We investigate the index sets associated with the degree structures of computable sets under the parameterized reducibilities introduced by the authors. We solve a question of Peter Cholakand the first author by proving the fundamental index sets associated with a computable set A, {e : W _e ≤ _q ^u A} for q∈ {m, T} are Σ₄ ⁰ complete. We also show hat FPT(≤ _q ⁿ ), that is {e : W _e computable and ≡ _q ⁿ ?}, is Σ₄ ⁰ complete. We also look at computable presentability of these classes. Received: 13 July 1996 / Revised version: 14 April 2000 / Published online: 18 May 2001     

Smoothing properties of transition semigroups relative to SDEs with values in Banach spaces

In the present paper we consider the transition semigroup P _t related to some stochastic reaction-diffusion equations with the nonlinear term f having polynomial growth and satisfying some dissipativity conditions. We are proving that it has a regularizing effect in the Banach space of continuous functions , where ⊂ℝ ^d is a bounded open set. In L ²() the only result proved is the strong Feller property, for d=1. Here we are able to prove that if f∈C ^∞(ℝ) and d≤3, then for any and t>0. An important application is to the study of the ergodic properties of the system. These results are also of interest for some problem in stochastic control. Received: 20 August 1997 / Revised version: 27 May 1998     

Sharp metastability threshold for two-dimensional bootstrap percolation

 In the bootstrap percolation model, sites in an L by L square are initially independently declared active with probability p. At each time step, an inactive site becomes active if at least two of its four neighbours are active. We study the behaviour as p→0 and L→∞ simultaneously of the probability I(L,p) that the entire square is eventually active. We prove that I(L,p)→1 if , and I(L,p)→0 if , where λ=π²/18. We prove the same behaviour, with the same threshold λ, for the probability J(L,p) that a site is active by time L in the process on the infinite lattice. The same results hold for the so-called modified bootstrap percolation model, but with threshold λ^′=π²/6. The existence of the thresholds λ,λ^′ settles a conjecture of Aizenman and Lebowitz [3], while the determination of their values corrects numerical predictions of Adler, Stauffer and Aharony [2]. Received: 12 May 2002 / Revised version: 12 August 2002 / Published online: 14 November 2002 Research funded in part by NSF Grant DMS-0072398 Mathematics Subject Classification (2000): Primary 60K35; Secondary 82B43 Key words or phrases: Bootstrap percolation – Cellular automaton – Metastability – Finite-size scaling