Can quantum effects due to a massless conformally coupled field avoid gravitational singularities?

Using quantum corrections from massless fields conformally coupled to gravity, we study the possibility of avoiding singularities that appear in the flat Friedmann-Robertson-Walker model. We assume that the universe contains a barotropic perfect fluid with the state equation p = ωρ, where p is the pressure and ρ is the energy density. We study the dynamics of the model for all values of the parameter ω and also for all values of the conformal anomaly coefficients α and β. We show that singularities can be avoided only in the case where α > 0 and β < 0. To obtain an expanding Friedmann universe at late times with ω > −1 (only a one-parameter family of solutions, but no a general solution, has this behavior at late times), the initial conditions of the nonsingular solutions at early times must be chosen very exactly. These nonsingular solutions consist of a general solution (a two-parameter family) exiting the contracting de Sitter phase and a one-parameter family exiting the contracting Friedmann phase. On the other hand, for ω < −1 (a phantom field), the problem of avoiding singularities is more involved because if we consider an expanding Friedmann phase at early times, then in addition to fine-tuning the initial conditions, we must also fine-tune the parameters α and β to obtain a behavior without future singularities: only a oneparameter family of solutions follows a contracting Friedmann phase at late times, and only a particular solution behaves like a contracting de Sitter universe. The other solutions have future singularities.     

Traveling waves in the complex Ginzburg-Landau equation

Summary In this paper we consider a modulation (or amplitude) equation that appears in the nonlinear stability analysis of reversible or nearly reversible systems. This equation is the complex Ginzburg-Landau equation with coefficients with small imaginary parts. We regard this equation as a perturbation of the real Ginzburg-Landau equation and study the persistence of the properties of the stationary solutions of the real equation under this perturbation. First we show that it is necessary to consider a two-parameter family of traveling solutions with wave speedυ and (temporal) frequencyθ; these solutions are the natural continuations of the stationary solutions of the real equation. We show that there exists a two-parameter family of traveling quasiperiodic solutions that can be regarded as a direct continuation of the two-parameter family of spatially quasi-periodic solutions of the integrable stationary real Ginzburg-Landau equation. We explicitly determine a region in the (wave speedυ, frequencyθ)-parameter space in which the weakly complex Ginzburg-Landau equation has traveling quasi-periodic solutions. There are two different one-parameter families of heteroclinic solutions in the weakly complex case. One of them consists of slowly varying plane waves; the other is directly related to the analytical solutions due to Bekki & Nozaki [3]. These solutions correspond to traveling localized structures that connect two different periodic patterns. The connections correspond to a one-parameter family of heteroclinic cycles in an o.d.e. reduction. This family of cycles is obtained by determining the limit behaviour of the traveling quasi-periodic solutions as the period of the amplitude goes to ∞. Therefore, the heteroclinic cycles merge into the stationary homoclinic solution of the real Ginzburg-Landau equation in the limit in which the imaginary terms disappear.     

The Moment Problem Associated with the q -Laguerre Polynomials

   Abstract. We consider the indeterminate Stieltjes moment problem associated with the q -Laguerre polynomials. A transformation of the set of solutions, which has all the classical solutions as fixed points, is established and we present a method to construct, for instance, continuous singular solutions. The connection with the moment problem associated with the Stieltjes—Wigert polynomials is studied; we show how to come from q -Laguerre solutions to Stieltjes—Wigert solutions by letting the parameter α —> ∞ , and we explain how to lift a Stieltjes—Wigert solution to a q -Laguerre solution at the level of Pick functions. Based on two generating functions, expressions for the four entire functions from the Nevanlinna parametrization are obtained.     

Disagreement point axioms and the egalitarian bargaining solution

We provide new characterizations of the egalitarian bargaining solution on the class of strictly comprehensive n-person bargaining problems. The main axioms used in all of our results are Nash’s IIA and disagreement point monotonicity—an axiom which requires a player’s payoff to strictly increase in his disagreement payoff. For n = 2 these axioms, together with other standard requirements, uniquely characterize the egalitarian solution. For n > 2 we provide two extensions of our 2-person result, each of which is obtained by imposing an additional axiom on the solution. Dropping the axiom of anonymity, strengthening disagreement point monotonicity by requiring player i’s payoff to be a strictly decreasing function of the disagreement payoff of every other player j ≠ i, and adding a “weak convexity” axiom regarding changes of the disagreement point, we obtain a characterization of the class of weighted egalitarian solutions. This “weak convexity” axiom requires that a movement of the disagreement point in the direction of the solution point should not change the solution point. We also discuss the so-called “transfer paradox” and relate it to this axiom.     

Karush-Kuhn-Tucker systems: regularity conditions,error bounds and a class of Newton-type methods

 We consider optimality systems of Karush-Kuhn-Tucker (KKT) type, which arise, for example, as primal-dual conditions characterizing solutions of optimization problems or variational inequalities. In particular, we discuss error bounds and Newton-type methods for such systems. An exhaustive comparison of various regularity conditions which arise in this context is given. We obtain a new error bound under an assumption which we show to be strictly weaker than assumptions previously used for KKT systems, such as quasi-regularity or semistability (equivalently, the R ₀-property). Error bounds are useful, among other things, for identifying active constraints and developing efficient local algorithms. We propose a family of local Newton-type algorithms. This family contains some known active-set Newton methods, as well as some new methods. Regularity conditions required for local superlinear convergence compare favorably with convergence conditions of nonsmooth Newton methods and sequential quadratic programming methods. Received: December 10, 2001 / Accepted: July 28, 2002 Published online: February 14, 2003 Key words. KKT system – regularity – error bound – active constraints – Newton method Mathematics Subject Classification (1991): 90C30, 65K05     

Optimal buffer size for a stochastic processing network in heavy traffic

We consider a one-dimensional stochastic control problem that arises from queueing network applications. The state process corresponding to the queue-length process is given by a stochastic differential equation which reflects at the origin. The controller can choose the drift coefficient which represents the service rate and the buffer size b>0. When the queue length reaches b, the new customers are rejected and this incurs a penalty. There are three types of costs involved: A “control cost” related to the dynamically controlled service rate, a “congestion cost” which depends on the queue length and a “rejection penalty” for the rejection of the customers. We consider the problem of minimizing long-term average cost, which is also known as the ergodic cost criterion. We obtain an optimal drift rate (i.e. an optimal service rate) as well as the optimal buffer size b ^*>0. When the buffer size b>0 is fixed and where there is no congestion cost, this problem is similar to the work in Ata, Harrison and Shepp (Ann. Appl. Probab. 15, 1145–1160, 2005). Our method is quite different from that of (Ata, Harrison and Shepp (Ann. Appl. Probab. 15, 1145–1160, 2005)). To obtain a solution to the corresponding Hamilton–Jacobi–Bellman (HJB) equation, we analyze a family of ordinary differential equations. We make use of some specific characteristics of this family of solutions to obtain the optimal buffer size b ^*>0. A.P. Weerasinghe’s research supported by US Army Research Office grant W911NF0510032.     

Existence and regularity properties of non-isotropic singular elliptic equations

We establish existence and sharp regularity results for solutions to singular elliptic equations of the order u ^−β , 0 < β < 1, with gradient dependence and involving a forcing term λ f(x, u). Our approach is based on a singularly perturbed technique. We show that if the forcing parameter λ > 0 is large enough, our solution is positive. For λ small solutions vanish on a nontrivial set and therefore they exhibit free boundaries. We also establish regularity results for the free boundary and study the asymptotic behavior of the problem as b\searrow 0{\beta\searrow 0} and b\nearrow 1{\beta\nearrow 1}. In the former, we show that our solutions u _β converge to a C ^1,1 function which is a solution to an obstacle type problem. When b\nearrow 1{\beta\nearrow 1} we recover the Alt-Caffarelli theory.     

Existence,uniqueness and regularity of stationary solutions to inhomogeneous Navier-Stokes equations in ℝ<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>

For a bounded domain Ω ⊂ ℝ ⁿ , n ⩾ 3, we use the notion of very weak solutions to obtain a new and large uniqueness class for solutions of the inhomogeneous Navier-Stokes system − Δu + u · ∇u + ∇p = f, div u = k, u _|aΩ = g with u ∈ L ^q , q ⩾ n, and very general data classes for f, k, g such that u may have no differentiability property. For smooth data we get a large class of unique and regular solutions extending well known classical solution classes, and generalizing regularity results. Moreover, our results are closely related to those of a series of papers by Frehse & Růžička, see e.g. Existence of regular solutions to the stationary Navier-Stokes equations, Math. Ann. 302 (1995), 669–717, where the existence of a weak solution which is locally regular is proved.      

A family of (2+1)-dimensional hydrodynamic type systems possessing a pseudopotential

We construct a family of integrable hydrodynamic type systems with three independent and n ≥ 2 dependent variables in terms of solutions of a linear system of PDEs with rational coefficients. We choose the existence of a pseudopotential as a criterion of integrability. In the case n = 2 this family is a general solution of the classification problem for such systems. We also give an elliptic analog of this family in the case n > 2.     

Construction of Solutions and L^1-error Estimates of Viscous Methods for Scalar Conservation Laws with Boundary

This paper is concerned with an initial boundary value problem for strictly convex conservation laws whose weak entropy solution is in the piecewise smooth solution class consisting of finitely many discontinuities. By the structure of the weak entropy solution of the corresponding initial value problem and the boundary entropy condition developed by Bardos-Leroux Nedelec, we give a construction method to the weak entropy solution of the initial boundary value problem. Compared with the initial value problem, the weak entropy solution of the initial boundary value problem includes the following new interaction type： an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary. According to the structure and some global estimates of the weak entropy solution, we derive the global L^1-error estimate for viscous methods to this initial boundary value problem by using the matching travelling wave solutions method. If the inviscid solution includes the interaction that an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary, or the inviscid solution includes some shock wave which is tangent to the boundary, then the error of the viscosity solution to the inviscid solution is bounded by O（ε^1/2） in L^1-norm; otherwise, as in the initial value problem, the L^1-error bound is O（ε｜ In ε｜）.     

Boundary-Crossing Identities for Diffusions Having the Time-Inversion Property

We review and study a one-parameter family of functional transformations, denoted by (S ^(β)) _β∈ℝ, which, in the case β<0, provides a path realization of bridges associated to the family of diffusion processes enjoying the time-inversion property. This family includes Brownian motions, Bessel processes with a positive dimension and their conservative h-transforms. By means of these transformations, we derive an explicit and simple expression which relates the law of the boundary-crossing times for these diffusions over a given function f to those over the image of f by the mapping S ^(β), for some fixed β∈ℝ. We give some new examples of boundary-crossing problems for the Brownian motion and the family of Bessel processes. We also provide, in the Brownian case, an interpretation of the results obtained by the standard method of images and establish connections between the exact asymptotics for large time of the densities corresponding to various curves of each family.     

Singular solutions of some nonlinear parabolic equations

We consider the existence and uniqueness of singular solutions for equations of the formu ₁=div(|Du|^p−2 Du)-φu), with initial datau(x, 0)=0 forx⇑0. The function ϕ is a nondecreasing real function such that ϕ(0)=0 andp>2. Under a growth condition on ϕ(u) asu→∞, (H1), we prove that for everyc>0 there exists a singular solution such thatu(x, t)→cδ(x) ast→0. This solution is unique and is called a fundamental solution. Under additional conditions, (H2) and (H3), we show the existence of very singular solutions, i.e. singular solutions such that ∫_|x|≤r u(x,t)dx→∞ ast→0. Finally, for functions ϕ which behave like a power for largeu we prove that the very singular solution is unique. This is our main result. In the case ϕ(u)=u ^q, 1≤q, there are fundamental solutions forq<p*=p-1+(p/N) and very singular solutions forp-1<q<p*. These ranges are optimal. Dedicated to Professor Shmuel Agmon     

Algorithms of Intrinsic Complexity for Point Searching in Compact Real Singular Hypersurfaces

For a real square-free multivariate polynomial F, we treat the general problem of finding real solutions of the equation F=0, provided that the real solution set {F=0}_ℝ is compact. We allow that the equation F=0 may have singular real solutions. We are going to decide whether this equation has a non-singular real solution and, if this is the case, we exhibit one for each generically smooth connected component of {F=0}_ℝ. We design a family of elimination algorithms of intrinsic complexity which solves this problem. In the worst case, the complexity of our algorithms does not exceed the already known extrinsic complexity bound of (nd) ^O(n) for the elimination problem under consideration, where n is the number of indeterminates of F and d its (positive) degree. In the case that the real variety defined by F is smooth, there already exist algorithms of intrinsic complexity that solve our problem. However, these algorithms cannot be used in case when F=0 admits F-singular real solutions.     

Nonlinear elliptic equations with large supercritical exponents

The paper deals with the existence of positive solutions of the problem -Δ u=u^p in Ω, u=0 on ∂Ω, where Ω is a bounded domain of , n≥ 3, and p>2. We describe new concentration phenomena, which arise as p→ +∞ and can be exploited in order to construct, for p large enough, positive solutions that concentrate, as p→ +∞, near submanifolds of codimension 2. In this paper we consider, in particular, domains with axial symmetry and obtain positive solutions concentrating near (n-2)-dimensional spheres, which approach the boundary of Ω as p→ +∞. The existence and multiplicity results we state allow us to find positive solutions, for large p, also in domains which can be contractible and even arbitrarily close to starshaped domains (while no solution can exist if Ω is starshaped and , as a consequence of the Pohožaev's identity). Mathematics Subject Classification (2000) 35J20, 35J60, 35J65     

Hyperbolic conservation laws with vanishing nonlinear diffusion and linear dispersion in heterogeneous media

We analyze family of solutions to multidimensional scalar conservation law, with flux depending on the time and space explicitly, regularized with vanishing diffusion and dispersion terms. Under a condition on the balance between diffusion and dispersion parameters, we prove that the family of solutions is precompact in L¹_loc{L^1_{\rm loc}}. Our proof is based on the methodology developed in Sazhenkov (Sibirsk Math Zh 47(2):431–454, 2006), which is in turn based on Panov’s extension (Panov and Yu in Mat Sb 185(2):87–106, 1994) of Tartar’s H-measures (Tartar in Proc R Soc Edinb Sect A 115(3–4):193–230, 1990), or Gerard’s micro-local defect measures (Gerard Commun Partial Differ Equ 16(11):1761–1794, 1991). This is new approach for the diffusion–dispersion limit problems. Previous results were restricted to scalar conservation laws with flux depending only on the state variable.     

Symmetry breaking for a class of semilinear elliptic problems and the bifurcation diagram for a 1-dimensional problem

We study the behaviour of the positive solutions to the Dirichlet problem IR ⁿ in the unit ball in IR ^R wherep<(N+2)/(N−2) ifN≥3 and λ varies over IR. For a special class of functionsg viz.,g(x)=u ₀ ^p (x) whereu ₀ is the unique positive solution at λ=0, we prove that for certain λ’s nonradial solutions bifurcate from radially symmetric positive solutions. WhenN=1, we obtain the complete bifurcation diagram for the positive solution curve.     

Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion

Any solution of the functional equation

On Global Attractors of Multivalued Semiflows Generated by the 3D Bénard System

In this paper we prove the existence of solutions for the 3D Bénard system in the class of functions which are strongly continuous with respect to the second component of the vector (that is, the one corresponding to the parabolic equation). We construct then a multivalued semiflow generated by such solutions and obtain the existence of a global φ −attractor for the weak-strong topology. Moreover, a family of multivalued semiflows is defined on suitable convex bounded subsets of the phase space, proving for them the existence of a global attractor (which is the same for every semiflow of the family) for the weak-strong topology.     

A homotopy operator for Spencer’s sequence in the C ∞-case

The main result of the formal theory of overdetermined systems of differential equations says that any regular system Au = f with smooth coefficients on an open set U ⊂ ℝ ⁿ admits a solution in smooth sections of the bundle of formal power series provided that f satisfies a compatibility condition in U. Our contribution consists in detailed study of the dependence of formal solutions on the point of the base U of the bundle. We also parameterize these solutions by their Cauchy data. In doing so, we prove that, under absence of topological obstructions, there is a formal solution which smoothly depends on the point of the base. This leads to a concept of a finitely generated system (do not mix up it with holonomic or finite -type systems) for which we then prove a C ^∞-Poincaré lemma. The text was submitted by the authors in English.     

Radial solutions to the wave equation

We study some boundedness properties of radial solutions to the Cauchy problem associated to the wave equation (∂ _t ²-▵ _x )u(t,x)=0 and meanwhile we give a new proof of the solution formula. Received: July 7, 1998?Published online: March 19, 2002