Large deviation principle for the diffusion-transmutation processes and dirichlet problem for PDE systems with small parameter

Summary The diffusion-transmutation processes are considered as the diffusivities are of order ,0 and the transmutation intensities are of order ^–1. We prove a large deviation principle for the position joint with the type occupation times as 0 and study the exit problem for this process. We consider the Levinson case where a trajectory of the average drift field exits from a domain in finite time in a regular way and the large deviation case where the average drift field on the boundary points inward at the domain. The exit place and the type distribution at the exit time are determined as 0; this gives the limit of the Dirichlet problems for the corresponding PDE systems with a parameter 0.Supported in part by ARO Grant DAAL03-92-G0219Supported in part by NSF DMS9207928     

Homogenization of Some Elasticity Problems with Rapidly Oscillating Convex Constraints on Displacements

The problem of homogenization is considered for an elastic body occupying a perforated domain = obtained from a fixed domain and an -contraction of a 1-periodic domain .     

Spectral parameter asymptotics of the Weyl solutions of Sturm-Liouville equations

In the paper one investigates the dependence of Weyl's solution ,)=c(,)+n()s(,) of the Sturm-Liouville equation y+q()y=²y on the spectral parameter . Under the condition that the potential q is bounded from below and q()exp(c₀+c[in1 ¦¦), it is proved for {ie217-01} for any positive values and A. If q()>1 and {ie217-02} for all >0, then in the semiplane >0 the Weyl solution (, ) is obtained from the Weyl solution (,x) is obtained from the Weyl solution e^ix with zero potential, with the aid of a generalization of B. Ya Levin's transformation operators.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 170, pp. 184–206, 1989.I express my sincere gratitude to L. A. Pastur and I. V. Ostrovskii for valuable advice and discussions.     

On the sums of a family of Kapteyn series

The series ₁ n ^r–1 J _n (n)J _n (n) (r 0, 0 < 1) arise in studying the emission and absorption of radiation by a charged particle on a Kepler orbit. For the first few even,r, the sums are obtained in closed form, and for oddr they are given in terms of a certain definite integral. The integral is expressed as a power series in for ||<1, and, near =1, an asymptotic expansion in powers of (1–²)^1/2 may be obtained.

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Résumé La série ₁ n ^r–1 J _n (n)J _n (n) (r 0, 0 < 1) se trouve par l'émission et l'absorption du rayonnement d'une particule chargée sur l'orbite Keplerien. Pour les plus petites valuers paires der, les sommes s'obtienment en forme compacte, et pour les valuers impaires, elles se déterminent d'après une intégrale definie. Pour ||<1, cette intégrale se développe dans une série de puissances de , et dans le voisinage de =1, on obtient une série asymptotique et puissances de (1–²)^1/2.

     

A Distortion Theorem for Univalent Gap Series

We prove a distortion theorem for conformal mappings of the unit disk for which log f is representable as the Hadamard gap series. This theorem implies in particular that such conformal mapping is almost bounded, i.e., for every >0, there is a positive constant C such that |f,(z)|C (1–|z|) ^–.     

Shift invariant spaces inL 2

If is a complex, separable Hilbert space, letL ² () denote theL ²-space of functions defined on the unit circle and having values in . The bilateral shift onL ²() is the operator (U f)()=f(). A Hilbert spaceH iscontractively contained in the Hilbert spaceK ifHK and the inclusion mapH–K is a contraction. We describe the structure of those Hilbert spaces, contractively contained inL ²(), that are carried into themselves contractively byU . We also do this for the subcase of those spaces which are carried into themselves unitarily byU .     

Inverse power law potentials in rectangular configurations

Summary Calculations based on a (distance)^– intermolecular potential (>3) enable study of the effects on adsorption of the geometry of the solid. This paper gives the closed form solution for the adsorptive potential about a homogeneous solid rectangular corner; and, through systematic superposition, closed form solutions for the following configurations also: the rectangular corner of a cavity; laminae and rectangular cracks occupying a quarter plane; semi-infinite rectangular prisms and prismatic cavities; rectangular parallelepipeds and brick-shaped cavities. These various results are developed in detail for the cases =6 and =4. The paradox that potentials for >3 seem to be obtainable more readily than Newtonian potentials (=1) is explained by the existence only for >3 of simple fundamental solutions for infinite homogeneous solid configurations.

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Zusammenfassung Berechnungen, denen ein intermolekulares Potential der Form (Abstand)^– (>3) zugrunde gelegt ist, ermöglichen eine Untersuchung von Effekten der Adsorption auf die Geometrie des Festkörpers. Die vorliegende Arbeit gibt die Lösung in geschlossener Form für das Adsorptionspotential um eine feste, homogene, rechtwinklige Ecke an. Ausserdem werden durch systematische Superposition Lösungen in geschlossener Form für die folgenden Konfigurationen angegeben: die rechtwinklige Innenecke einer Mulde; viertelunendliche, ebene Platten und rechteckige Spalten; halbunendliche, reckteckige Prismen und prismatische Mulden; Quader und quaderförmige Höhlen. Diese Ergebnisse sind ausführlich dargestellt für die Fälle =4. Das Paradoxon. dass Potentiale mit >3 scheinbar leichter zugänglich sind als das Gravitationspotential (=1), wird dadurch erklärt, dass nur für >3 einfache Grundlösungen für unendliche, homogene Festköperkonfigurationen existieren.

     

Approximation Schemes for Scheduling Jobs with Common Due Date on Parallel Machines to Minimize Total Tardiness

The problem of scheduling n nonpreemptive jobs having a common due date d on m, m 2, parallel identical machines to minimize total tardiness is studied. Approximability issues are discussed and two families of algorithms {A } and {B } are presented such that (T ⁰ – T*)/(T* + d) holds for any problem instance and any given > 0, where T* is the optimal solution value and T ⁰ is the value of the solution delivered by A or B . Algorithms A and B run in O(n ^2m / ^m–1) and O(n ^m+1/ ^m ) time, respectively, if m is a constant. For m = 2, algorithm A can be improved to run in O(n ³/) time.     

Characterization of Dirichlet Forms by their Excessive and Co–Excessive Elements

It is proved that if S, T are two elliptic Dirichlet operators on an ordered Hilbert space such that the excessive (resp. coexcessive) elements with respect to S and T are the same then there exists > 0 with T = S. Particularly if , are two elliptic Dirichlet forms on L² ( ) having the same domain of definition and the same -excessive (resp. -coexcessive) elements for any > 0 then = .     

Homogenization and concentrated capacity for the heat equation with non-linear variational data in reticular almost disconnected structures and applications to visual transduction

Out of a right, circular cylinder of height H and cross-section a disc of radius R+ one removes a stack of nH/ parallel, equi-spaced cylinders C_j,j=1,2,...,n, each of radius R and height . Here , are fixed positive numbers and is a positive parameter to be allowed to go to zero. The union of the C_j almost fills in the sense that any two contiguous cylinders C_j are at a mutual distance of the order of and that the outer shell, i.e., the gap S=-_o has thickness of the order of (_o is obtained from by formally setting =0). The cylinder from which the C_j are removed, is an almost disconnected structure, it is denoted by , and it arises in the mathematical theory of phototransduction.For each >0 we consider the heat equation in the almost disconnected structure , for the unknown function u, with variational boundary data on the faces of the removed cylinders C_j. The limit of this family of problems as 0 is computed by concentrating heat capacity and diffusivity on the outer shell, and by homogenizing the u within the limiting cylinder _o.It is shown that the limiting problem consists of an interior diffusion in _o and a boundary diffusion on the lateral boundary S of _o. The interior diffusion is governed by the 2-dimensional heat equation in _o, for an interior limiting function u. The boundary diffusion is governed by the Laplace–Beltrami heat equation on S, for a boundary limiting function u_S. Moreover the exterior flux of the interior limit u provides the source term for the boundary diffusion on S. Finally the interior limit u, computed on S in the sense of the traces, coincides with the boundary limit u_S. As a consequence of the geometry of , local arguments do not suffice to prove convergence in _o, and also we have to take into account the behavior of the solution in S. A key, novel idea consists in extending equi-bounded and equi-Hölder continuous functions in -dependent domains, into equi-bounded and equi-Hölder continuous functions in the whole ^N, by means of the Kirzbraun–Pucci extension technique.The biological origin of this problem is traced, and its application to signal transduction in the retina rod cells of vertebrates is discussed. Mathematics Subject Classification (2000) 35B27, 35K50, 92C37     

Lower semicontinuity of attractors of gradient systems and applications

Summary For 0₀, let T(t), t0, be a family of semigroups on a Banach space X with local attractors A. Under the assumptions that T₀(t) is a gradient system with hyperbolic equilibria and T(t) converges to T₀(t) in an appropriate sense, it is shown that the attractors {A, 0₀} are lower-semicontinuous at zero. Applications are given to ordinary and functional differential equations, parabolic partial differential equations and their space and time discretizations. We also give an estimate of the Hausdorff distance between A and A₀, in some examples.Research supported by U.S. Army Research Office DAAL-03-86-K-0074 and the National Science Foundation DMS-8507056.     

Homogenization of a Singularly Perturbed Parabolic Problem in a Thick Periodic Junction of the Type 3:2:1

We prove a convergence theorem and obtain asymptotic (as 0) estimates for a solution of a parabolic initial boundary-value problem in a junction that consists of a domain ₀ and a large number N ² of -periodically located thin cylinders whose thickness is of order = O(N ^–1).     

Estimation of the field in the shadow zone for diffraction of a spherical wave by a convex,infinitely differentiable surface

Let DR³ be an infinite domain with bounded, smooth boundary having positive Gaussian curvature. Green's function of the Helmholtz operator is studied. The main result is the estimate |G| const exp (– K^1/3– const)( is an arbitrary positive number) in the shadow zone.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 51, pp. 93–118, 1975.     

An isolation theorem for decomposable forms of purely real algebraic fields of degree n⩾3

Let M be a complete module of a purely algebraic field of degree n3, let be the lattice of this module and let F(X) be its form. By we denote any lattice for which we have = , where is a nondiagonal matrix satisfying the condition ¦-I¦ , I being the identity matrix. The complete collection of such lattices will be denoted by {}. To each lattice we associate in a natural manner the decomposable form F(X). The complete collection of forms, corresponding to the set {}, will be denoted by {F} It is shown that for any given arbitrarily small interval (N–, N+), one can select an such that for each F(X) from {F} there exists an integral vector X₀ such that N– < F(X₀) < N+.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 112, pp. 167–171, 1981.     

Constraint decomposition algorithms in global optimization

Many global optimization problems can be formulated in the form min{c(x, y): x X, y Y, (x, y) Z, y G} where X, Y are polytopes in ^p , ⁿ , respectively, Z is a closed convex set in ^p+n, while G is the complement of an open convex set in ⁿ . The function c: ^p+n is assumed to be linear. Using the fact that the nonconvex constraints depend only upon they-variables, we modify and combine basic global optimization techniques such that some new decomposition methods result which involve global optimization procedures only in ⁿ . Computational experiments show that the resulting algorithms work well for problems with smalln.     

A sum-product estimate in finite fields,and applications

Let A be a subset of a finite field for some prime q. If for some > 0, then we prove the estimate for some = () > 0. This is a finite field analogue of a result of [ErS]. We then use this estimate to prove a Szemerédi-Trotter type theorem in finite fields, and obtain a new estimate for the Erdös distance problem in finite fields, as well as the three-dimensional Kakeya problem in finite fields.     

ε-Enlargements of Maximal Monotone Operators in Banach Spaces

Given a maximal monotone operator T in a Banach space, we consider an enlargement T, in which monotonicity is lost up to , in a very similar way to the -subdifferential of a convex function. We establish in this general framework some theoretical properties of T, like a transportation formula, local Lipschitz continuity, local boundedness, and a Brøndsted–Rockafellar property.     

Inverse Problems in the Theory of Singular Perturbations

First, in joint work with S. Bodine of the University of Puget Sound, Tacoma, Washington, USA, we consider the second-order differential equation ² y'=(1+² (x, ))y with a small parameter , where is analytic and even with respect to . It is well known that it has two formal solutions of the form y^±(x,)=e^±x/h^±(x,), where h^±(x,) is a formal series in powers of whose coefficients are functions of x. It has been shown that one (resp. both) of these solutions are 1-summable in certain directions if satisfies certain conditions, in particular concerning its x-domain. We show that these conditions are essentially necessary for 1-summability of one (resp. both) of the above formal solutions. In the proof, we solve a certain inverse problem: constructing a differential equation corresponding to a certain Stokes phenomenon. The second part of the paper presents joint work with Augustin Fruchard of the University of La Rochelle, France, concerning inverse problems for the general (analytic) linear equations ^r y' = A(x,) y in the neighborhood of a nonturning point and for second-order (analytic) equations y' - 2xy'-g(x,) y=0 exhibiting resonance in the sense of Ackerberg-O'Malley, i.e., satisfying the Matkowsky condition: there exists a nontrivial formal solution such that the coefficients have no poles at x=0.     

On the Incompleteness of (k, n)-arcs in Desarguesian Planes of Order q Where n Divides q

We investigate the completeness of an ( nq – q + n – , n)-arc in the Desarguesian plane of order q where n divides q. It is shown that such arcs are incomplete for 0< n/2 if q/n3. For q = 2n they are incomplete for 0 < < 0.381n and for q = 3n they are incomplete for 0 < < 0.476n. For q odd it is known that such arcs do not exist for = 0 and, hence, we improve the upper bound on the maximum size of such a ( k, n)-arc.     

Sharp Large Deviation Estimates for the Stochastic Heat Equation

We consider the family {X , 0} of solution to the heat equation on [0,T]×[0,1] perturbed by a small space-time white noise, that is _t X = X +b({X })+({X }) . Then, for a large class of Borelian subsets of the continuous functions on [0,T]×[0,1], we get an asymptotic expansion of P({X }A) as 0. This kind of expansion has been handled for several stochastic systems, ranging from Wiener integrals to diffusion processes.