Some oscillation criteria for second order nonlinear functional ordinary differential equations

The main objective of this article is to study the oscillatory behavior of the solutions of the following nonlinear functional differential equations (a(t)x'(t))' δ1p(t)x'(t) δ2q(t)f(x(g(t))) = 0,for 0 ≤ t0 ≤ t, where δ1 = ±1 and δ2 = ±1. The functions p,q,g : [t0, ∞) → R, f :R → R are continuous, a(t) ＞ 0, p(t) ≥ 0,q(t) ≥ 0 for t ≥ t0, limt→∞ g(t) = ∞, and q is not identically zero on any subinterval of [t0, ∞). Moreover, the functions q(t),g(t), and a(t) are continuously differentiable.     

On the approximate behavior of the posterior distribution for an extreme multivariate observation

The behavior of the posterior for a large observation is considered. Two basic situations are discussed; location vectors and natural parameters.Let X = (X₁, X₂, …, X_n) be an observation from a multivariate exponential distribution with that natural parameter Θ = (Θ₁, Θ₂, …, Θ_n). Let θ_x^* be the posterior mode. Sufficient conditions are presented for the distribution of Θ − θ_x^* given X = x to converge to a multivariate normal with mean vector 0 as |x| tends to infinity. These same conditions imply that E(Θ | X = x) − θ_x^* converges to the zero vector as |x| tends to infinity.The posterior for an observation X = (X₁, X₂, …, X_n is considered for a location vector Θ = (Θ₁, Θ₂, …, Θ_n) as x gets large along a path, γ, in Rⁿ. Sufficient conditions are given for the distribution of γ(t) − Θ given X = γ(t) to converge in law as t → ∞. Slightly stronger conditions ensure that γ(t) − E(Θ | X = γ(t)) converges to the mean of the limiting distribution.These basic results about the posterior mean are extended to cover other estimators. Loss functions which are convex functions of absolute error are considered. Let δ be a Bayes estimator for a loss function of this type. Generally, if the distribution of Θ − E(Θ | X = γ(t)) given X = γ(t) converges in law to a symmetric distribution as t → ∞, it is shown that δ(γ(t)) − E(Θ | X = γ(t)) → 0 as t → ∞.     

Rewarding Maps: On Greedy Optimization of Set Functions

Given a set function, that is, a map ƒ: (E) → {−∞} from the set (E) of subsets of a finite set E into the reals including −∞, the standard greedy algorithm (GA) for optimizing ƒ starts with the empty set and then proceeds by enlarging this set greedily, element by element. A set function ƒ is said to be tractable if in this way a sequence x₀ , x₁, . . ., x_N E (N #E) of subsets with max(ƒ) {ƒ(x₀), ƒ(x₁), . . ., ƒ(x_N)} will always be found. In this note, we will reinterpret and transcend the traditions of classical GA-theory (cf., e.g., [KLS]) by establishing necessary and sufficient conditions for a set function ƒ not just to be tractable as it stands, but to give rise to a whole family of tractable set functions ƒ(η) : (E) → : x ƒ(x) + Σ_{e x}η(e), where η runs through all real valued weighting schemes η : E → , in which case ƒ will be called rewarding. In addition, we will characterize two important subclasses of rewarding maps, viz. truncatably rewarding (or well-layered) maps, that is, set functions ƒ such that [formula] is rewarding for every i = 1, . . ., N, and matroidal maps, that is, set functions ƒ such that for every η : E → and every ƒ_eta-greedy sequence x₀, x₁, . . ., x_N as above, one has max(ƒ_η) = ƒ_η(x_i) for the unique i {0, . . ., N} with ƒ_η(x₀) < ƒ_η(x₁) < ··· < ƒ_η(x_i) ≥ ƒ_η(x_{i + 1}).     

Multifunctions of faces for conditional expectations of selectors and Jensen's inequality

Let (T, , P) be a probability space, a P-complete sub-δ-algebra of and X a Banach space. Let multifunction t → Γ(t), t T, have a (X)-measurable graph and closed convex subsets of X for values. If x(t) ε Γ(t) P-a.e. and y(·) ε E_p x(·), then y(t) ε Γ(t) P-a.e. Conversely, x(t) ε F(Γ(t), y(t)) P-a.e., where F(Γ(t), y(t)) is the face of point y(t) in Γ(t). If X = , then the same holds true if Γ(t) is Borel and convex, only. These results imply, in particular, extensions of Jensen's inequality for conditional expectations of random convex functions and provide a complete characterization of the cases when the equality holds in the extended Jensen inequality.     

Instability of Certain Nonlinear Stochastic Differential Equations

We prove existence and uniqueness of the solution X^ε_t of the SDE, X^ε_t = εB_t + ∫^t₀u^{q −1} _ε(s, X^ε_t) ds, where X^ε_t is a one-dimensional process and u_ε(t, x) the density of X^ε_t (ε > 0, q > 1). We show that the closure of (X^ε_t; 0 ≤ t ≤ 1) with respect to Hölder norm, when ε goes to 0, is a.s. equal to an explicit family of continuous functions. We obtain similar results, considering SDE′s where the drift coefficient is equal to ± sgn(x) u(t, x).     

The Discrete Spectrum in the Spectral Gaps of Semibounded Operators with Non-sign-definite Perturbations

Given two self-adjoint operators A and V = V₊  − V₋ , we study the motion of the eigenvalues of the operator A(t) = A − tV as t increases. Let α > 0 and let λ be a regular point for A. We consider the quantities N₊ (V; λ, α), N₋ (V; λ, α), and N₀(V; λ, α) defined as the number of eigenvalues of the operator A(t) that pass point λ from the right to the left, from the left to the right, or change the direction of their motion exactly at point λ, respectively, as t increases from 0 to α > 0. We study asymptotic characteristics of these quantities as α → ∞. In the present paper, the results obtained previously [O. L. Safronov, Comm. Math. Phys.193 (1998), 233–243] are extended and given new applications to differential operators.     

Limit theorems for sums of random exponentials

We study limiting distributions of exponential sums as t→∞, N→∞, where (X_i) are i.i.d. random variables. Two cases are considered: (A) ess sup X_i = 0 and (B) ess sup X_i = ∞. We assume that the function h(x)= -log P{X_i>x} (case B) or h(x) = -log P {X_i>-1/x} (case A) is regularly varying at ∞ with index 1 < ϱ <∞ (case B) or 0 < ϱ < ∞ (case A). The appropriate growth scale of N relative to t is of the form , where the rate function H₀(t) is a certain asymptotic version of the function (case B) or (case A). We have found two critical points, λ₁<λ₂, below which the Law of Large Numbers and the Central Limit Theorem, respectively, break down. For 0 < λ < λ₂, under the slightly stronger condition of normalized regular variation of h we prove that the limit laws are stable, with characteristic exponent α = α (ϱ, λ) ∈ (0,2) and skewness parameter β ≡ 1.Research supported in part by the DFG grants 436 RUS 113/534 and 436 RUS 113/722.Mathematics Subject Classification (2000): 60G50, 60F05, 60E07     

Parameter estimation in linear filtering

Suppose on a probability space (Ω, F, P), a partially observable random process (x_t, y_t), t ≥ 0; is given where only the second component (y_t) is observed. Furthermore assume that (x_t, y_t) satisfy the following system of stochastic differential equations driven by independent Wiener processes (W₁(t)) and (W₂(t)): dx_t=−βx_tdt+dW₁(t), x₀=0, dy_t=αx_tdt+dW₂(t), y₀=0; α, β∞(a,b), a>0. We prove the local asymptotic normality of the model and obtain a large deviation inequality for the maximum likelihood estimator (m.l.e.) of the parameter θ = (α, β). This also implies the strong consistency, efficiency, asymptotic normality and the convergence of moments for the m.l.e. The method of proof can be easily extended to obtain similar results when vector valued instead of one-dimensional processes are considered and θ is a k-dimensional vector.     

Perturbation theory in large order

For many quantum mechanical models, the behavior of perturbation theory in large order is strikingly simple. For example, in the quantum anharmonic oscillator, which is defined by−″ + (x²/4+εx⁴/4−E)y=0, y(±∞)=0,the perturbation coefficients A_n in the expansion for the ground-state energysimplify dramatically as n → ∞:.We use the methods of applied mathematics to investigate the nature of perturbation theory in quantum mechanics and we show that its large-order behavior is determined by the semiclassical content of the theory. In quantum field theory the perturbation coefficients are computed by summing Feynman graphs. We present a statistical procedure in a simple λ⁴ model for summing the set of all graphs as the number of vertices → ∞. Finally, we discuss the connection between the large-order behavior of perturbation theory in quantum electrodynamics and the value of α, the charge on the electron.     

C-Cosine Functions and the Abstract Cauchy Problem, II

For a bounded linear injectionCon a Banach spaceXand a closed linear operatorA : D(A) X → Xwhich commutes withCwe prove that (1) the abstract Cauchy problem,u″(t) = Au(t),t R,u(0) = Cx,u′(0) = Cy, has a unique strong solution for everyx,y D(A) if and only if (2)A₁ = AD(A²) generates aC₁-cosine function onX₁(D(A) with the graph norm), if (and only if, in caseAhas nonempty resolvent set) (3)Agenerates aC-cosine function onX. HereC₁ = CX₁. Under the assumption thatAis densely defined andC⁻¹AC = A, statement (3) is also equivalent to each of the following statements: (4) the problemv″(t) = Av(t) + C(x + ty) + ∫^t₀ Cg(r) dr,t R,v(0) = v′(0) = 0, has a unique strong solution for everyg L¹_locandx, y X; (5) the problemw″(t) = Aw(t) + Cg(t),t R,w(0) = Cx,w′(0) = Cy, has a unique weak solution for everyg L¹_locandx, y X. Finally, as an application, it is shown that for any bounded operatorBwhich commutes withCand has range contained in the range ofC,A + Bis also a generator.     

Stationary distributions of the simplest dynamical systems in R perturbed by generalized Poisson process

Let z(t) Rⁿ be a generalized Poisson process with parameter λ and let A: Rⁿ → Rⁿ be a linear operator. The conditions of existence and limiting properties as λ → ∞ or as λ → 0 of the stationary distribution of the process x(t) Rⁿ which satisfies the equation dx(t) = Ax(t)dt + dz(t) are investigated.     

Ar approximation theorem for semigroups of growth order α and an extension of the Trotter-Lie formula

A semigroup {T(t); t > 0} of linear operators is called of growth order α 0 if its norm behaves like t^−α as t → 0+, essentially. A discrete approximation theorem for convergence of a certain sequence of powers of linear operators towards such a semigroup is proved. Due to the low degree of stability required by this theorem, an extension of the Trotter-Lie product formula can be derived, i.e., a representation of the semigroup generated by , where A and B are the infinitesimal generators of semigroups of growth orders α and β respectively.     

Rates for approximation of unbounded functions by positive linear operators

Let g_a(t) and g_b(t) be two positive, strictly convex and continuously differentiable functions on an interval (a, b) (−∞ a < b ∞), and let {L_n} be a sequence of linear positive operators, each with domain containing 1, t, g_a(t), and g_b(t). If L_n(ƒ; x) converges to ƒ(x) uniformly on a compact subset of (a, b) for the test functions ƒ(t) = 1, t, g_a(t), g_b(t), then so does every ƒ ε C(a, b) satisfying ƒ(t) = O(g_a(t)) (t → a⁺) and ƒ(t) = O(g_b(t)) (t → b⁻). We estimate the convergence rate of L_nƒ in terms of the rates for the test functions and the moduli of continuity of ƒ and ƒ′.     

Convergence Theorems for Best Approximations in a Nonreflexive Banach Space

In this paper, we study continuity properties of the mappingP: (x, A)→P_A(x) in a nonreflexive Banach space where PA is the metric projection onto A. Our results extend the existing convergence theorems on the best approximations in a reflexive Banach space to nonreflexive Banach spaces by using Wijsman convergence of sets.     

On nonautonomous linear systems of differential and difference equations with -symmetric coefficient matrices

Let denote the set of continuous n×n matrices on an interval . We say that is a nontrivial k-involution if where ζ=e^-2πi/k, d₀+d₁++d_k-1=n, and with . We say that is R-symmetric if R(t)A(t)R^-1(t)=A(t), , and we show that if A is R-symmetric then solving x^′=A(t)x or x^′=A(t)x+f(t) reduces to solving k independent d_ℓ×d_ℓ systems, 0ℓk-1. We consider the asymptotic behavior of the solutions in the case where . Finally, we sketch analogous results for linear systems of difference equations.     

On the characters of exponential groups

Let G be an exponential solvable group, O an orbit of the coadjoint representation and T the corresponding irreducible unitary representation of G. A polynomial function P, such that P ¦ O is positive and semi-invariant, determines a positive, self-adjoint operator A on the space of T. Using the resulution of singularities by H. Hironaka, one shows, under suitable conditions on O, that the function t → Tr(A^tT()A^t)( ε C_c^∞(G), fix) admits a meromorphic analytic continuation, with poles on the real axis.     

Asymptotic forms of solutions of certain linear ordinary differential equations

We analyze the asymptotic behavior as x → ∞ of the product integral Π_x0^xe^A(s)ds, where A(s) is a perturbation of a diagonal matrix function by an integrable function on [x₀,∞). Our results give information concerning the asymptotic behavior of solutions of certain linear ordinary differential equations, e.g., the second order equation y″ = a(x)y.     

The wave equation for Dunkl operators

Let k = (k_α)_αε, be a positive-real valued multiplicity function related to a root system , and Δ_k be the Dunkl-Laplacian operator. For (x, t) ε ^N, × , denote by u_k(x, t) the solution to the deformed wave equation Δ_ku_k,(x, t) = δ_ttu_k(x, t), where the initial data belong to the Schwartz space on ^N. We prove that for k 0 and N l, the wave equation satisfies a weak Huygens' principle, while a strict Huygens' principle holds if and only if (N − 3)/2 + Σ_αε+k_α ε . Here ⁺ is a subsystem of positive roots. As a particular case, if the initial data are supported in a closed ball of radius R > 0 about the origin, the strict Huygens principle implies that the support of u_k(x, t) is contained in the conical shell {(x, t), ε ^N × | |t| − R x |t| + R}. Our approach uses the representation theory of the group SL(2, ), and Paley-Wiener theory for the Dunkl transform. Also, we show that the (t-independent) energy functional of u_k is, for large |t|, partitioned into equal potential and kinetic parts.     

The short range expansion

Let V_i be short range potential and λ_i(ε) analytic functions. We show that the Hamiltonians H_ε = −Δ + ε⁻²∑_{i = l}ⁿλ_i(ε)V_i((· − x_i)/ε converge in the strong resolvent sense to the point interactions as ε → 0, and if V_i have compact support then the eigenvalues and resonances of H_ε, which remains bounded as ε → 0, are analytic in ε in a complex neighborhood of zero. We compute in closed form the eigenvalues and resonances of H_ε to the first order in ε.     

On the factorization of matrix polynomials with commuting coefficients

We study the decomposability of a regular matrix polynomial A(x)=A₀x³+A₁x^s–7+.+A_s with commuting coefficients into factors under the assumption that some coefficient A_t has one of the following properties: A_t has only one elementary divisor; all the characteristic roots of the matrix A_t have multiplicity at most two.Translated fromMatematicheskie Metody i Fiziko-Mekhanicheskie Polya, Issue 32, 1990, pp. 20–23.