Stability criterion for a family of nonlocal difference schemes

We consider finite-difference schemes for the heat equation with nonlocal boundary conditions that contain a real parameter γ. A stability criterion for finite-difference schemes with respect to the initial data was earlier obtained for |γ| ≤ 1. In the present paper, we consider the case in which γ ∈ (−cosh π,−1) and the original differential problem is stable, while the stability conditions for the finite-difference schemes substantially depend on γ. We obtain estimates for the energy norm of the solution of the finite-difference problem via the same norm of the initial data and prove the equivalence of the energy norm and the grid L ₂-norm.     

Beyond all orders: Singular perturbations in a mapping

Summary We consider a family ofq-dimensional (q>1), volume-preserving maps depending on a small parameterε. Asε → 0⁺ these maps asymptote to flows which attain a heteroclinic connection. We show that for smallε the heteroclinic connection breaks up and that the splitting between its components scales withε likeε ^γexp[-β/ε]. We estimateβ using the singularities of theε → 0⁺ heteroclinic orbit in the complex plane. We then estimateγ using linearization about orbits in the complex plane. These estimates, as well as the assertions regarding the behavior of the functions in the complex plane, are supported by our numerical calculations. Deceased.     

Approach to equilibrium of a rotating sphere in a Stokes flow

We study the unsteady rotary motion of a sphere immersed in a Stokes fluid. The equation of motion for the sphere leads to an integro-differential equation, and we are interested in the asymptotic behavior in time of the solution. Preparing initially the system (sphere + fluid) as a stationary state, we prove that the angular velocity of the sphere slows down with a law t ^−3/2 if no other forces than the one exerted by the fluid act on the sphere, while if the sphere is subject also to an elastic torque the asymptotic behavior of the angular position of the sphere is t ^−γ , with γ = 5/2 if the initial angular velocity is zero, γ = 3/2 otherwise. This behavior is due to the memory effect of the surrounding fluid. We discuss briefly other initial preparations of the system.     

Evolution linear equations of the Sobolev type on a graph

We analyze the stability and solvability of the Cauchy problem for the equations λu _jt − u _jtxx = βu _jxx − αu _jxxxx +γu _j + f _j , which appear in filtration theory and are defined on a finite connected directed graph with continuity and flow balance conditions at its vertices.     

Existence and analyticity of eigenvalues of a two-channel molecular resonance model

We consider a family of operators H_γμ(k), k ∈ \mathbbT^d \mathbb{T}^d := (−π,π]^d, associated with the Hamiltonian of a system consisting of at most two particles on a d-dimensional lattice ℤ^d, interacting via both a pair contact potential (μ > 0) and creation and annihilation operators (γ > 0). We prove the existence of a unique eigenvalue of H_γμ(k), k ∈ \mathbbT^d \mathbb{T}^d , or its absence depending on both the interaction parameters γ,μ ≥ 0 and the system quasimomentum k ∈ \mathbbT^d \mathbb{T}^d . We show that the corresponding eigenvector is analytic. We establish that the eigenvalue and eigenvector are analytic functions of the quasimomentum k ∈ \mathbbT^d \mathbb{T}^d in the existence domain G ⊂ \mathbbT^d \mathbb{T}^d .     

On extremal point distributions in the Euclidean plane

We ask for the maximum σ _n ^γ of Σ _i,j=1 ⁿ ‖x _i-x _j‖^γ, where x ₁,χ,x _n are points in the Euclidean plane R ² with ‖x_i-x_j‖ ≦1 for all 1≦ i,j ≦ n and where ‖.‖^γ denotes the γ-th power of the Euclidean norm, γ ≧ 1. (For γ =1 this question was stated by L. Fejes Tóth in [1].) We calculate the exact value of σ _n ^γ for all γ γ 1,0758χ and give the distributions which attain the maximum σ _n ^γ . Moreover we prove upper bounds for σ _n ^γ for all γ ≧ 1 and calculate the exact value of σ ₄ ^γ for all γ ≧ 1. This revised version was published online in June 2006 with corrections to the Cover Date.     

The Effects of Flexion and Torsion on a Fluid Flow Through a Curved Pipe

We consider an injection of incompressible viscous fluid in a curved pipe with a smooth central curve γ . The one-dimensional model is obtained via singular perturbation of the Navier—Stokes system as ɛ , the ratio between the cross-section area and the length of the pipe, tends to zero. An asymptotic expansion of the flow in powers of ɛ is computed. The first term in the expansion depends only on the tangential injection along the central curve γ of the pipe and the velocity as well as the pressure drop are in the tangential direction. The second term contains the effects of the curvature (flexion) of γ in the direction of the tangent while the effects of torsion appear in the direction of the normal and the binormal to γ . The boundary layers at the ends of the pipe are studied. The error estimate is proved. Accepted 21 March 2001. Online publication 9 August 2001.     

Riesz transforms for a non-symmetric Ornstein-Uhlenbeck semigroup

Let (ℋ _t ) _t≥0 be the Ornstein-Uhlenbeck semigroup on ℝ ^d with covariance matrix I and drift matrix −λ(I+R), where λ>0 and R is a skew-adjoint matrix and denote by γ _∞ the invariant measure for (ℋ _t ) _t≥0. Semigroups of this form are the basic building blocks of Ornstein-Uhlenbeck semigroups which are normal on L ²(γ _∞). We investigate the weak type 1 estimate of the Riesz transforms for (ℋ _t ) _t≥0. We prove that if the matrix R generates a one-parameter group of periodic rotations then the first order Riesz transforms are of weak type 1 with respect to the invariant measure γ _∞. We also prove that the Riesz transforms of any order associated to a general Ornstein-Uhlenbeck semigroup are bounded on L ^p (γ _∞) if 1<p<∞. The authors have received support by the Italian MIUR-PRIN 2005 project “Harmonic Analysis” and by the EU IHP 2002-2006 project “HARP”.     

Two-dimensional incompressible viscous flow around a small obstacle

In this work we study the asymptotic behavior of viscous incompressible 2D flow in the exterior of a small material obstacle. We fix the initial vorticity ω₀ and the circulation γ of the initial flow around the obstacle. We prove that, if γ is sufficiently small, the limit flow satisfies the full-plane Navier–Stokes system, with initial vorticity ω₀ + γδ, where δ is the standard Dirac measure. The result should be contrasted with the corresponding inviscid result obtained by the authors in Iftimie et al. (Comm. Part. Differ. Eqn. 28, 349–379 (2003)), where the effect of the small obstacle appears in the coefficients of the PDE and not only in the initial data. The main ingredients of the proof are L ^p − L ^q estimates for the Stokes operator in an exterior domain, a priori estimates inspired on Kato’s fixed point method, energy estimates, renormalization and interpolation.     

On the renewal of a Wiener field on a plane with the use of its values on closed curves

Forw(u, v), (u, v)∉ γ (here,w(x, y), x≥0, y≥0, is a Wiener field and γ is a certain closed curve on a plane), we construct the best mean-square estimate on the basis of the values ofw(x, y) for (x, y)∈ γ. We also calculate the error of this estimate. Donetsk University, Donetsk. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 6, pp. 744–752, June, 1999.     

On Vertices, focal curvatures and differential geometry of space curves

The focal curve of an immersed smooth curve γ : θ ↦ γ (θ), in Euclidean space ℝ^m+1, consists of the centres of its osculating hyperspheres. This curve may be parametrised in terms of the Frenet frame of γ (t, n₁, . . . , n_m), as C_γ (θ) = (γ +c₁n₁+ c₂n₂ + • • • + c_mn_m)(θ), where the coefficients c₁, . . . , c_m-1 are smooth functions that we call the focal curvatures of γ . We discovered a remarkable formula relating the Euclidean curvatures κ_i , i = 1, . . . ,m, of γ with its focal curvatures. We show that the focal curvatures satisfy a system of Frenet equations (not vectorial, but scalar!). We use the properties of the focal curvatures in order to give, for ℓ = 1, . . . ,m, necessary and sufficient conditions for the radius of the osculating ℓ-dimensional sphere to be critical. We also give necessary and sufficient conditions for a point of γ to be a vertex. Finally, we show explicitly the relations of the Frenet frame and the Euclidean curvatures of γ with the Frenet frame and the Euclidean curvatures of its focal curve C_γ.     

Gauss-Hermite quadratures for functions from Hilbert spaces with Gaussian reproducing kernels

We study univariate integration with the Gaussian weight for a positive variance α. This is done for the reproducing kernel Hilbert space with the Gaussian kernel for a positive shape parameter γ. We study Gauss-Hermite quadratures, although this choice of quadratures may be questionable since polynomials do not belong to this space of functions. Nevertheless, we provide the explicit formula for the error of the Gauss-Hermite quadrature using n function values. In particular, for 2αγ ²<1 we have an exponential rate of convergence, and for 2αγ ²=1 we have no convergence, whereas for 2αγ ²>1 we have an exponential divergence.     

Polygons inscribed in a closed curve and a three-dimensional convex body

Here are samples of results obtained in the paper. Let γ be a centrally symmetric closed curve in ℝ ⁿ that does not contain its center of symmetry, O. Then γ is circumscribed about a square (with center O), as well as about a rhombus (also with center O) whose vertices split γ into parts of equal length. If n is odd, then there is a centrally symmetric equilateral 2n-link polyline inscribed in γ and lying in a hyperplane. Let K ⊂ ℝ³ be a convex body, and let x ∈ (0; 1). Then K is circumscribed about an affine-regular pentagonal prism P such that the ratio of the lateral edge l of P to the longest chord of K parallel to l is equal to x. Bibliography: 7 titles.     

Existence and non-existence of global solutions for a semilinear heat equation

The existence and non-existence of global solutions and theL ^p blow-up of non-global solutions to the initial value problemu′(t)=Δu(t)+u(t) ^γ onR ⁿ are studied. We consider onlyγ>1. In the casen(γ − 1)/2=1, we present a simple proof that there are no non-trivial global non-negative solutions. Ifn(γ−1)/2≦1, we show under mild technical restrictions that non-negativeL ^p solutions always blow-up inL ^p norm in finite time. In the casen(γ−1)/2>1, we give new sufficient conditions on the initial data which guarantee the existence of global solutions. Research partially supported by NSF grant MCS79-03636.     

First Colonization of a Spectral Outpost in Random Matrix Theory

We describe the distribution of the first finite number of eigenvalues in a newly-forming band of the spectrum of the random Hermitian matrix model. The method is rigorously based on the Riemann–Hilbert analysis of the corresponding orthogonal polynomials. We provide an analysis with an error term of order N ^−2γ where 1/γ=2ν+2 is the exponent of non-regularity of the effective potential, thus improving even in the usual case the analysis of the pertinent literature. The behavior of the first finite number of zeroes (eigenvalues) appearing in the new band is analyzed and connected with the location of the zeroes of certain Freud polynomials. In general, all these newborn zeroes approach the point of nonregularity at the rate N ^−γ , whereas one (a stray zero) lags behind at a slower rate of approach. The kernels for the correlator functions in the scaling coordinate near the emerging band are provided together with the subleading term. In particular, the transition between K and K+1 eigenvalues is analyzed in detail.      

On γ-semi-open sets

Summary We introduce the concepts of γ-semi-open set, γ_s-set, γ^s-set, generalized γ_s-set, generalized γ^s-set, semi-T₁^γspace and semi-R₀^γspace by using γ-open-sets.     

Dependent sets of a family of relations of full measure on a probability space

For a probability space (X, B,μ) a subfamily F of theσ-algebra B is said to be a regular base if every B∈B can be arbitrarily approached by some member of F which contains B in the sense of the measure theory. Assume that {γr}γ∈Γis a countable family of relations of the full measure on a probability space (X,B,μ), i.e. for everyγ∈Γthere is a positive integer sγsuch that Rγ(?)Xsγwithμsγ(Rγ) = 1. In the present paper we show that if (X, B,μ) has a regular base, the cardinality of which is not greater than the cardinality of the continuum, then there exists a set K(?)X withμ*(K) = 1 such that (x1,...,xsγ)∈γr for anyγ∈Γand for any sγdistinct elements x1,..., xsγof K, whereμ* is the outer measure induced by the measureμ. Moreover, an application of the result mentioned above is given to the dynamical systems determined by the iterates of measure-preserving transformations.     

Composition of an efficient portfolio in the Bielecki and Pliska market model

We study the continuous time portfolio optimization model due to Bielecki and Pliska where the mean returns of individual securities or asset categories are explicitly affected by underlying economic factors. We introduce the functional Q _γ featuring the expected earnings yield of portfolio minus a penalty term proportional with a coefficient γ to the variance when we keep the value of the factor levels fixed. The coefficient γ plays the role of a risk-aversion parameter. We find the optimal trading positions that can be obtained as the solution to a maximization problem for Q _γ at any moment of time. The single-factor case is analyzed in more details. We present a simple asset allocation example featuring a Vasicek-type interest rate which affects a stock index and also serves as a second investment opportunity. Then we compare our results with the theory of Bielecki and Pliska where the authors employ the methods of the risk-sensitive control theory thereby using an infinite horizon objective featuring the long run expected growth rate, the asymptotic variance, and a risk-aversion parameter similar to γ.     

Weak solutions for steady compressible Navier-Stokes-Fourier system in two space dimensions

We consider steady compressible Navier-Stokes-Fourier system in a bounded two-dimensional domain. We show the existence of a weak solution for arbitrarily large data for the pressure law p(ϱ, ϑ) ∼ ϱ ^γ + ϱϑ if γ > 1 and p(ϱ, ϑ) ∼ ϱ ln ^α (1 + ϱ) + ϱϑ if γ = 1, α > 0, depending on the model for the heat flux.     

Estimating a general function of a quadratic function

Let be an observation from a spherically symmetric distribution with unknown location parameter . For a general non-negative function c, we consider the problem of estimating c(||x − θ||²) under the usual quadratic loss. For p ≥ 5, we give sufficient conditions for improving on the unbiased estimator γ₀ of c(||x − θ||²) by competing estimators γ _s = γ₀ + s correcting γ₀ with a suitable function s. The main condition relies on a partial differential inequality of the form k Δs + s ² ≤ 0 for a certain constant k ≠ 0. Our approach unifies, in particular, the two problems of quadratic loss estimation and confidence statement estimation and allows to derive new results for these two specific cases. Note that we formally establish our domination results (that is, with no recourse to simulation).