First passage time for some stationary processes

For a 1-dependent stationary sequence {X_n} we first show that if u satisfies p₁=p₁(u)=P(X₁>u)0.025 and n>3 is such that 88np₁³1, then

P{max(X₁,…,X_n)u}=ν·μⁿ+O{p₁³(88n(1+124np₁³)+561)}, n>3,

where

ν=1−p₂+2p₃−3p₄+p₁²+6p₂²−6p₁p₂,μ=(1+p₁−p₂+p₃−p₄+2p₁²+3p₂²−5p₁p₂)⁻¹

with

p_k=p_k(u)=P{min(X₁,…,X_k)>u}, k1

and

|O(x)||x|.

From this result we deduce, for a stationary T-dependent process with a.s. continuous path {Y_s}, a similar, in terms of P{max_0skTY_s<u}, k=1,2 formula for P{max_0stY_su}, t>3T and apply this formula to the process Y_s=W(s+1)−W(s), s0, where {W(s)} is the Wiener process. We then obtain numerical estimations of the above probabilities.     

A stability property of the stochastic heat equation

In this paper we consider continuity properties of a stochastic heat equation of the form ∂u(t,x)/∂t = ∂²u(t,x)/∂x² + f(u(t,x))W_x,t. We prove that the solutions of this equation depend continuously on the function f and give some new estimates for this connection.     

On oscillation of second order neutral type delay differential equations

Oscillation criteria are obtained by using the so called H-method for the second order neutral type delay differential equations of the form

(r(t)ψ(x(t))z^′(t))^′+q(t)f(x(σ(t)))=0, tt₀,

where z(t)=x(t)+p(t)x(τ(t)), r, p, q, τ, σ, C([t₀,∞),R) and f,ψC(R,R).

The results of the paper contains several results obtained previously as special cases. Furthermore, we are also able to fix an error in a recent paper related to the oscillation of second order nonneutral delay differential equations.     

Weak convergence to the multiple Stratonovich integral

We have considered the problem of the weak convergence, as tends to zero, of the multiple integral processes

in the space , where fL²([0,T]ⁿ) is a given function, and {η(t)}_>0 is a family of stochastic processes with absolutely continuous paths that converges weakly to the Brownian motion. In view of the known results when n2 and f(t₁,…,t_n)=1_{t1<t2<<tn}, we cannot expect that these multiple integrals converge to the multiple Itô–Wiener integral of f, because the quadratic variations of the η are null. We have obtained the existence of the limit for any {η}, when f is given by a multimeasure, and under some conditions on {η} when f is a continuous function and when f(t₁,…,t_n)=f₁(t₁)f_n(t_n)1_{t1<t2<<tn}, with f_iL²([0,T]) for any i=1,…,n. In all these cases the limit process is the multiple Stratonovich integral of the function f.     

Global well-posedness of the 3D generalized rotating magnetohydrodynamics equations

In this paper,we establish the global well-posedness of the generalized rotating magnetohydrodynamics equations if the initial data are in X~(1-2α) defined by X~(1-2α)={u∈D'(R~3):∫_(R~3)|ξ|~(1-2α)|(ξ)|dξ+∞}.In addition,we also give Gevrey class regularity of the solution.     

Choosability conjectures and multicircuits

This paper starts with a discussion of several old and new conjectures about choosability in graphs. In particular, the list-colouring conjecture, that ch′=χ′ for every multigraph, is shown to imply that if a line graph is (a : b)-choosable, then it is (ta : tb)-choosable for every positive integer t. It is proved that ch(H²)=χ(H²) for many “small” graphs H, including inflations of all circuits (connected 2-regular graphs) with length at most 11 except possibly length 9; and that ch″(C)=χ″(C) (the total chromatic number) for various multicircuits C, mainly of even order, where a multicircuit is a multigraph whose underlying simple graph is a circuit. In consequence, it is shown that if any of the corresponding graphs H² or T(C) is (a : b)-choosable, then it is (ta : tb)-choosable for every positive integer t.     

The range of the p-Laplacian

We prove that for λ ≥ 0, p ≥ 3, there exists an open ball B L²(0,1) such that the problem

− (|u′|^p−2 u′)′ − λ|u|^p−2u = f, in (0,1)

, subject to certain separated boundary conditions on (0,1), has a solution for f B.     

A note on the stationarity of a threshold first-order bilinear process

In the present note we study the threshold first-order bilinear model

X(t)=aX(t−1)+(b₁1_{X(t−1)<c}+b₂1_{X(t−1)c})X(t−1)e(t−1)+e(t), tεN

where {e(t), tεN} is a sequence of i.i.d. absolutely continuous random variables, X(0) is a given random variable and a, b₁, b₂ and c are real numbers. Under suitable conditions on the coefficients and lower semicontinuity of the densities of the noise sequence, we provide sufficient conditions for the existence of a stationary solution process to the present model and of its finite moments of order p.     

Large 2P3-free graphs with bounded degree

Let ex^* (D;H) be the maximum number of edges in a connected graph with maximum degree D and no induced subgraph H; this is finite if and only if H is a disjoint union of paths. If the largest component of such an H has order m, then ex^*(D; H) = O(D²ex^*(D; P_m)). Constructively, ex^*(D;qP_m) = Θ(gD²ex^*(D;P_m)) if q>1 and m> 2(Θ(gD²) if m = 2). For H = 2P₃ (and D 8), the maximum number of edges is if D is even and

Full-size image

if D is odd, achieved by a unique extremal graph.     

The consistency of a non-linear least squares estimator from diffusion processes

Consider the following Itô stochastic differential equation dX(t) = ƒ(θ⁰, X(t)) dt + dW(t), where (W(t), t 0), is a standard Wiener process in R^N. On the basis of discrete data 0 = t₀ < t₁ < …<t_n = T; X(t₁),...,X(t_n) we would like to estimate the parameter θ⁰. We shall define the least squares estimator and show that under some regularity conditions, is strongly consistent.     

Quasi-periodic solutions for class of Hamiltonian partial differential equations with fixed constant potential

We consider Hamiltonian partial differential equations u_tt +|∂_x|u+ σu = f(u), x ∈ T, t ∈?, with periodic boundary conditions, where f(u) is a real-analytic function of the form f(u) = u⁵ + o(u⁵) near u = 0, σ ∈ (0, 1) is a fixed constant, and \mathbb{T}=?/\mathrm{2}\pi \mathbb{Z}T= R/2πZ. A family of quasi-periodic solutions with 2-dimensional are constructed for the equation above with σ ∈ (0, 1)\ ?. The proof is based on infinite-dimensional KAM theory and partial Birkhoff normal form.     

Impulsive effects on global existence of solutions for degenerate semilinear parabolic equations

Let q be a nonnegative real number, and λ and σ be positive constants. This article studies the following impulsive problem: for n = 1, 2, 3,…,

. The number λ^* is called the critical value if the problem has a unique global solution u for λ < λ^*, and the solution blows up in a finite time for λ > λ^*. For σ < 1, existence of a unique λ^* is established, and a criterion for the solution to decay to zero is studied. For σ > 1, existence of a unique λ^* and three criteria for the blow-up of the solution in a finite time are given respectively. It is also shown that there exists a unique T^* such that u exists globally for T> T^*, and u blows up in a finite time for T < T^*.     

The space localization of unbounded boundary perturbations in nonlinear heat conduction with transfer

We consider the nonlinear parabolic equation u_t = (k(u)u_x)_x + b(u)_x, where u = u(x, t, x ε R¹, t > 0; k(u) ≥ 0, b(u) ≥ 0 are continuous functions as u ≥ 0, b (0) = 0; k, b > 0 as u > 0. At t = 0 nonnegative, continuous and bounded initial value is prescribed. The boundary condition u(0, t) = Ψ(t) is supposed to be unbounded as t → +∞. In this paper, sufficient conditions for space localization of unbounded boundary perturbations are found. For instance, we show that nonlinear equation u_t = (uⁿu_x)_x + (u^β)_x, n ≥ 0, β >; n + 1, exhibits the phenomenon of “inner boundedness,” for arbitrary unbounded boundary perturbations.     

Computing simple paths among obstacles

Given a set X of points in the plane, two distinguished points s,tX, and a set Φ of obstacles represented by line segments, we wish to compute a simple polygonal path from s to t that uses only points in X as vertices and avoids the obstacles in Φ. We present two results: (1) we show that finding such simple paths among arbitrary obstacles is NP-complete, and (2) we give a polynomial-time algorithm that computes simple paths when the obstacles form a simple polygon P and X is inside P. Our algorithm runs in time O(m²n²), where m is the number of vertices of P and n is the number of points in X.     

Uniqueness of positive solutions for quasilinear boundary value problems

Sufficient conditions for the uniqueness of positive solutions of boundary value problems for quasilinear differential equations of the type

(|u′|^m−2u′)′ + f(t,u,u′)=0, m 2

are established. These problems arise, for example, in the study of the m-Laplace equation in annular regions.     

Oscillation theorems for second-order half-linear differential equations

Oscillation criteria for the second-order half-linear differential equation

[r(t)|ξ′(t)|⁻¹ ξ′(t)]′ + p(t)|ξ(t)|⁻¹ξ(t)=0, t t₀

are established, where > 0 is a constant and exists for t [t₀, ∞). We apply these results to the following equation:

where , D = (D₁,…, D_N), Ω_a = x ^N : |x| ≥ a} is an exterior domain, and c C([a, ∞), ), n > 1 and N ≥ 2 are integers. Here, a > 0 is a given constant.     

A two-sided estimate in the Hsu-Robbins-Erdös law of large numbers

Let X₁, X₂, … be independent identically distributed random variables. Then, Hsu and Robbins (1947) together with Erdös (1949, 1950) have proved that

,

if and only if E[X²₁] < ∞ and E[X₁] = 0. We prove that there are absolute constants C₁, C₂ (0, ∞) such that if X₁, X₂, … are independent identically distributed mean zero random variables, then

c₁λ⁻² E[X₁²·1_{|X1|λ}]S(λ)C₂λ⁻² E[X₁²·1_{|X1|λ}]

,

for every λ > 0.     

A bidimensional inverse Stefan problem: Identification of boundary value

We propose to regularize the bidimensional inverse Stefan problem that is to determine the boundary temperature u(x,0,t) in the liquid phase in a medium of water and melting ice. This ill-posed problem is regularized by means of a convolution equation and an error estimate in L²(R²) is obtained. Numerical results are given.     

Partitions of finite affine geometries into caps

In a finite geometry of order q² we define a (q^mq^r)-affine cap to be a set of cardinality q^m which is a disjoint union ot q^m affine subgeometrics AG(r,q). such that no three points are coliinear unless contained in the same AG(r,q).

Given a PG(n,q²), where n = 2t + 1 or 2t + 2, and an n + 1 by n + 1 Hermitian matrix H over Gh(q²) with minimal polynomial (x - λ)^{n + 1}. we show that H induces a partition of the AG(n, q²) obtained by deleting a distinguished hyperplane from the PG, into (qⁿ,q^{l + 1})-affine caps; these caps can be viewed as the "large points" of an AG (n,q) with a natural incidence relation. It is also shown that H induces another partition of AG(n,q²), into q^{n - l 1}-caps, constituting the "large points" of an affine geometry AG(n + t + 1,q).

Also, the collineation C of PG(n, q²) given by x^c = H^Tx induces collineations on the AG(n,q) and AG(n + t + 1,q).     

Smoothness of the gradient of weak solutions of degenerate linear equations

Let Q(x) be a nonnegative definite, symmetric matrix such that (Q(x))(1/2) is Lipschitz continuous. Given a real-valued function b(x) and a weak solution u(x) of div(Q▽u) = b, we find sufficient conditions in order that Q(1/2)▽u has some first order smoothness. Specifically, if Ω is a bounded open set in R~n, we study when the components of Q(1/2)▽u belong to the first order Sobolev space W_Q~(1,2)(Ω)defined by Sawyer and Wheeden. Alternately, we study when each of n first order Lipschitz vector field derivatives X_iu has some first order smoothness if u is a weak solution in Ω of ∑_(i=1)~n X′_iX_(iu) + b = 0.We do not assume that {X_i} is a Hormander collection of vector fields in Ω. The results signal ones for more general equations.