Unitarization of symplectics and stability for causal differential equations in Hilbert space

Let Sp($\text{H}$) be the symplectic group for a complex Hibert space $\text{H}$. Its Lie algebra sp($\text{H}$) contains an open invariant convex cone C₀; each element of C₀ commutes with a unique sympletic complex structure. The Cayley transform $\text{C}$: X∈ sp($\text{H}$)→(I + X)¹∈ Sp($\text{H}$) is analyzed and compared with the exponential mapping. As an application we consider equations of the form $\text{(}\text{d}\text{dt}\text{) S = A(t)S,}\text{where}\text{t → A(t) ?}\text{C}\text{?}{}_0$ is strongly continuous, and show that if ∝_?∞^∞ ∥A(t)∥ dt < 2 and ∝_{? t8}^∞A(t) dt?C₀, the (scattering) operator

, where S_t′(t) is the solution such that S_t′(t′) = I, is in the range of $\text{B}$ restricted to C₀. It follows that S leaves invariant a unique complex structure; in particular, it is conjugate in Sp($\text{H}$) to a unitary operator.     

Générateurs et semi-groupes dans les espaces de Banach uniformement lisses

Let C be a closed convex subset of a uniformly smooth Banach space. Let S(t) : C → C be a semigroup of type ω. Then the generator A₀ of S(t) has a dense domain in C. Moreover there is is an operator A such that: (i) A₀ ? A and $\text{D(A)}\text{= C, (ii) A + gwI}$ accretive, (iii) R(I + λA) ? C for λ > 0 and ωλ < 1, (iv) $\text{S(t)x =}\text{lim}{}_{\mathrm{n\; \to \; \infty }}\text{(I + (}\text{t}\text{n}\text{)A)}{}^{\mathrm{?n}}\text{x}$ for every x?C.     

Convergence of convex integrals in Lp spaces

We consider functionals of the form: I_f(u) = ∝_Tf[t, u(t)]μ(dt), which are defined on spaces L^p(T, R^k), and we study for these functionals the properties of a convergence for which the conjugacy $\text{I}{}_{\mathrm{f}}\text{→ I}{}_{\mathrm{f1}}$ is a continuous operator.     

Asymptotic evaluation of two families of integrals

In this paper the integrals $\text{f}{}_{\mathrm{mv}}\text{(τ) = ∝}{}_0{}^{\mathrm{\infty }}\text{exp}\text{[?(t + τ)]t}{}^{\mathrm{v}}\text{(}\text{ln}\text{t)}{}^{\mathrm{m}}\text{(t + τ)}{}^{\mathrm{?1}}\text{dt}\text{and}\text{g}{}_{\mathrm{mv}}\text{(τ) = ∝}{}_0{}^{\mathrm{\infty }}\text{exp}\text{[? ¦ ? τ ¦]t}{}^{\mathrm{v}}\text{(}\text{ln}\text{t)}{}^{\mathrm{m}}\text{(t ? τ)}{}^{\mathrm{?1}}\text{dt}$ are investigated for positive real values of the variable τ. Here, m is a nonnegative integer, v is a complex variable with Re(v) > ?1. Both integrals are related to the complex integral Φ_mγ(z) = ∝₀^∞exp[?(t ? z)]t^?γ(ln t)^m(t ? z)^?1dt with 0 ? Re(γ) < 1, the behavior of which is analyzed in detail. The results are applied to obtain asymptotic representations for f_mn(τ) and g_mn(τ), m and n both nonnegative integers, near τ = 0. The latter integrals play a role in the study of the equations of neutron transport and radiative transfer.     

On asymptotic solutions of the renewal equation

Consider the renewal equation in the form (¹) $\text{u(t) = g(t) + ∝}{}_{\mathrm{o}}{}^{\mathrm{t}}\text{u(t ? τ) ?(τ) dτ}$, where $\text{?(t)}$ is a probability density on [0, ∞) and lim_{t → ∞}g(t) = g₀. Asymptotic solutions of (¹) are given in the case when f(t) has no expectation, i.e., $\text{∝}{}_0{}^{\mathrm{\infty }}\text{t?(t)dt = ∞}$. These results complement the classical theorem of Feller under the assumption that f(t) possesses finite expectation.     

Ergodic limits of tensor product semigroups

Let e^tSande^?tT be (C₀)-semigroups on a Banach space X. Their tensor product $\text{L}$(t) is defined by $\text{L}$(t)A = e^tSAe^tT (A?B(X)) and has the generator Δ formally of the form ΔA = SA ? AT. Under the assumption that {$\text{L}$(t); t ? 0} is bounded, we investigate the Abel limit and the Cesàro limit of $\text{L}$(t)A at ∞. If $\text{gW}{}_{\mathrm{s}}\text{[Ω}{}_{\mathrm{u}}\text{]}$ denotes the set of operators A for which the Abel limit P_s(A) [resp. P_u(A)] exists in the strong [resp. uniform] operator topology, then

$\text{N(Δ)⊕}\text{R(Δ)}\text{= ω}{}_{\mathrm{u}}\text{? ω}{}_{\mathrm{s}}\text{? N(Δ) +}\text{R(Δ)}$

and the limit defines a projection P_s[P_u] from $\text{Ω}{}_{\mathrm{s}}$ [resp. $\text{Ω}{}_{\mathrm{u}}$] onto N(Δ) with N(Δ) with $\text{R(Δ)}\text{= N(P}{}_{\mathrm{u}}\text{) ? N(P}{}_{\mathrm{u}}\text{) ?}\text{R(Δ)}$. If, in addition, S and T are Hilbert space normal operators such that _gq(S) ∩ _gq(T) ≠ φ, then $\text{Ω}{}_{\mathrm{u}}$ contains all compact operators.     

Concrete model theory for a class of operators with unitary part

Let m and v_t, 0 ? t ? 2π be measures on T = [0, 2π] with m smooth. Consider the direct integral $\text{H}$ = ⊕L²(v^t) dm(t) and the operator $\text{(L?)(t, λ) = e}{}^{\mathrm{?i\lambda }}\text{?(t, λ) ? 2e}{}^{\mathrm{?i\lambda }}\text{∫}{}_{\mathrm{t}}{}^{\mathrm{2\pi }}\text{∫}{}_{\mathrm{T}}\text{?(s, x) e(s, t) dv}{}_{\mathrm{s}}\text{(x) dm(s)}$ on $\text{H}$, where e(s, t) = exp ∫_s^t ∫_Tdv_λ(θ) dm(λ). Let μ_t be the measure defined by $\text{∫}{}_{\mathrm{T}}\text{?(x) dμ}{}_{\mathrm{t}}\text{(x) = ∫}{}_0{}^{\mathrm{t}}\text{∫}{}_{\mathrm{T}}\text{?(x) dv}{}_{\mathrm{s}}\text{dm(s)}$ for all continuous ?, and let ?_t(z) = exp[?∫ (e^iθ + z)(e^iθ ? z)^?1dμ_t(gq)]. Call {v_t} regular iff for all $\text{t, ¦?}{}_{\mathrm{t}}\text{(e}{}^{\mathrm{i\theta }}\text{)¦ = ¦?}{}_{\mathrm{2\pi }}\text{(e}{}^{\mathrm{i\theta }}\text{)¦}$ for 1 a.e.     

Boundary layer methods for certain nonlinear singularly perturbed optimal control problems

We shall examine the control problem consisting of the system $\text{dx}\text{dt}\text{= f}{}_1\text{(x, z, u, t, ?)}$$\text{?(}\text{dz}\text{dt}\text{) = f}{}_2\text{(x, z, u, t, ?)}$ on the interval 0 ? t ? 1 with the initial values x(0, ?) and z(0, ?) prescribed, where the cost functional J(?) = π(x(1, ?), z(1, ?), ?) + ∝₀¹V(x(t, ?), z(t, ?), u(t, ?), t, ?) dt is to be minimized. We shall restrict attention to the special problem where the f_i's are linear in z and u, V is quadratic in z and independent of z when ? = 0, π and V are positive semidefinite functions of x and z, and V is a positive definite function of u. Under appropriate conditions, we shall obtain an asymptotic solution of the problem valid as the small parameter ? tends to zero. The techniques of constructing such asymptotic expansions will be stressed.     

Concrete model theory for a class of operators

The operator $\text{L?(t, λ) = e}{}^{\mathrm{?i\lambda }}\text{(t, λ) ? 2e}{}^{\mathrm{?i\lambda }}\text{∝}{}_{\mathrm{t}}{}^{\mathrm{2\pi }}\text{∝}{}_{\mathrm{T}}\text{?(s, x) e(s, t) dv}{}_{\mathrm{s}}\text{(x) dm(s)}$ acting on H=∝₀^2π⊕L²(v_t), where m and v_t, 0 ? t ? 2π are measures on [0, 2π] with m smooth and e(s, t) = exp[?∝_t^s∝_Tdv_λ(θ) dm(λ)], satisfies $\text{rank}\text{(I ? LL}{}^1\text{) =}\text{rank}\text{(I ? L}{}^1\text{L) = 1}$. It is, therefore, unitarily equivalent to a scalar Sz.-Nagy-Foia? canonical model. The purpose of this paper is to determine the model explicitly and to give a formula for the unitary equivalence.     

Subnormal weighted translation semigroups

A weighted translation semigroup {S_t} on L²($\text{R}$₊) is defined by $\text{(S}{}_{\mathrm{t}}\text{f)(x) =}\text{(φ(x)}\text{φ(x ? t)}\text{)f(x ? t)}$ for x ? t and 0 otherwise, where φ is a continuous nonzero scalar-valued function on $\text{R}$₊. It is shown that {S_t} is subnormal if and only if φ² is the product of an exponential function and the Laplace-Stieltjes transform of an increasing function of total variation one. A necessary and sufficient condition for similarity of weighted translation semigroups is developed.     

The one-dimensional diffusion process and unitary representations of R1

Given a cocycle a(t) of a unitary group {U¹}, ?∞ < t < ∞, on a Hilbert space $\text{H}$, such that a(t) is of bounded variation on [O, T] for every T > O, a(t) is decomposed as a(t) = f;^t₀U^sxds + β(t) for a unique x ? $\text{H}$, β(t) yielding a vector measure singular with respect to Lebesgue measure. The variance is defined as $\text{σ}{}^2\text{({rmU}{}^{\mathrm{t}}\text{}, a(t)) =}\text{lim}{}_{\mathrm{T\to \infty }}\text{(}\text{1}\text{T}\text{)∥∝}{}^{\mathrm{t}}{}_0\text{U}{}^{\mathrm{s}}\text{x ds∥}{}^2$ if existing. For a stationary diffusion process on $\text{R}$¹, with Ω₁, the space of paths which are natural extensions backwards in time, of paths confined to one nonsingular interval J of positive recurrent type, an information function I(ω) is defined on $\text{Ω}{}_1$, based on the paths restricted to the time interval [0, 1]. It is shown that $\text{I(Ω)}$ is continuous and bounded on $\text{Ω}{}_1$. The shift τ_t, defines a unitary representation {U^t}. Assuming , dm being the stationary measure defined by the transition probabilities and the invariant measure on J, $\text{I(Ω)}$ has a C^∞ spectral density function f;. It is then shown that σ²({U^t}, I) = f;(O).     

The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory

We derive sufficient conditions for ∝ λ (dx)6Pⁿ(x, ·) - π6 to be of order o(ψ(n)^-1), where Pⁿ (x, A) are the transition probabilities of an aperiodic Harris recurrent Markov chain, π is the invariant probability measure, λ an initial distribution and ψ belongs to a suitable class of non-decreasing sequences. The basic condition involved is the ergodicity of order ψ, which in a countable state space is equivalent to $\text{Σ ψ(n)}\text{P}{}_{\mathrm{i}}\text{{τ}{}_{\mathrm{i}}\text{?n} <∞}$ for some i, where τ_i is the hitting time of the tate i. We also show that for a general Markov chain to be ergodic of order ψ it suffices that a corresponding condition is satisfied by a small set.We apply these results to non-singular renewal measures on $\text{R}$ providing a probabilisite method to estimate the right tail of the renewal measure when the increment distribution F satisfies ∝ tF(dt) 0; > 0 and ∝ ψ(t)(1- F(t))dt< ∞.     

A remark on the tail probability of a distribution

Let {X_n}_n≥1 be a sequence of independent and identically distributed random variables. For each integer n ≥ 1 and positive constants r, t, and ?, let S_n = Σ_j=1ⁿX_j and $\text{E{N}{}_{\mathrm{\infty }}\text{(r, t, ?)} = Σ}{}_{\mathrm{n=1}}{}^{\mathrm{\infty }}\text{n}{}^{\mathrm{r?2}}\text{P{|S}{}_{\mathrm{n}}\text{| > ?n}{}^{\mathrm{<mtext>r</mtext><mtext>t</mtext>}}\text{}}$. In this paper, we prove that (1) lim_?→0+?^α(r?1)E{N_∞(r, t, ?)} = K(r, t) if E(X₁) = 0, Var(X₁) = 1, and E(| X₁ |^t) < ∞, where 2 ≤ t < 2r ≤ 2t, $\text{K(r, t) =}\text{{2}{}^{\mathrm{<mtext>\alpha (r?1)</mtext><mtext>2</mtext>}}\text{Γ(}\text{(1 + α(r ? 1))}\text{2}\text{)}}\text{{(r ? 1) Γ(}\text{1}\text{2}\text{)}}$, and $\text{α =}\text{2t}\text{(2r ? t)}$; (2) $\text{lim}{}_{\mathrm{?\to 0+}}\text{G(t, ?)}\text{H(t, ?)}\text{= 0}$ if 2 < t < 4, E(X₁) = 0, Var(X₁) > 0, and E(|X₁|^t) < ∞, where G(t, ?) = E{N_∞(t, t, ?)} = Σ_n=1^∞n^t?2P{| S_n | > ?n} → ∞ as ? → 0+ and $\text{H(t, ?) = E{N}{}_{\mathrm{\infty }}\text{(t, t, ?)} = Σ}{}_{\mathrm{n=1}}{}^{\mathrm{\infty }}\text{n}{}^{\mathrm{t?2}}\text{P{| S}{}_{\mathrm{n}}\text{| > ?n}{}^{\mathrm{<mtext>2</mtext><mtext>t</mtext>}}\text{} → ∞}\text{as}\text{? → 0+}$, i.e., H(t, ?) goes to infinity much faster than G(t, ?) as ? → 0+ if 2 < t < 4, E(X₁) = 0, Var(X₁) > 0, and E(| X₁ |^t) < ∞. Our results provide us with a much better and deeper understanding of the tail probability of a distribution.     

An integral operator connected with the Helmholtz equation

Let Lu be the integral operator defined by $\text{(L}{}_{\mathrm{k?}}\text{)(x, y) = ∝ s ∝ ?(x′, y′)(}\text{e}{}^{\mathrm{ik?}}\text{?}\text{) dx′ dy′, (x, y) ? S}$ where S is the interior of a smooth, closed Jordan curve in the plane, k is a complex number with Re k ? 0, Im k ? 0, and ?² = (x ?x′)² + (y ? y′)². We define $\text{q(x, y) = [}\text{dist}\text{((x, y), ?S)]}\text{1}\text{2}\text{, (x, y) ? S; L}{}_2\text{(q, S) = {? : ∝ s ∝ ¦ ?(x, y)¦}{}^2\text{q(x, y) dx dy < ∞}; W}{}_2{}^1\text{(q, S) = {? : ? ? L}{}_2\text{(q, S),}\text{??}\text{?x}\text{,}\text{?f}\text{?y}\text{? L}{}_2\text{(q, S)}}$, where in the definition of W₂¹(q, S) the derivatives are taken in the sense of distributions. We prove that L_k is a continuous 1-l mapping of L₂(q, S) onto W₂¹(q, S).     

A limit theorem for perturbed operator semigroups with applications to random evolutions

Let U(t) and S(t) be strongly continuous contraction semigroups on a Banach space L with infinitesimal operators A and B, respectively. Suppose the closure of A + αB generates a semigroup T_α(t). The behavior of T_α(t) as α goes to infinity is examined. In particular, suppose S(t) converges strongly to P. If the closure of PA generates a semigroup T(t) on $\text{R}$(P), then T_α(t) goes to T(t) on $\text{R}$(P). If PA = 0 and if BVf = ?f for fε$\text{N}$(P), conditions are given that imply T_α(αt) converges on $\text{R}$(P) to a semigroup generated by the closure of PAVA.The results are used to obtain new and known limit theorems for random evolutions, which in turn give approximation theorems for diffusion processes.     

Threshold phenomena for a reaction-diffusion system

We consider the pure initial value problem for the system of equations $\text{ν}{}_{\mathrm{t}}\text{= ν}{}_{\mathrm{xx}}\text{+ ?(ν) ? w, w}{}_{\mathrm{t}}\text{= ε(ν ? γw), ε, γ ? 0}$, the initial data being (ν(x, 0), w(x, 0)) = (?(x), 0). Here $\text{?(v) = ?v + H(v ? a)}$, where H is the Heaviside step function and $\text{a ? (0,}\text{1}\text{2}\text{)}$. This system is of the FitzHugh-Nagumo type and has several applications including nerve conduction and distributed chemical/ biochemical systems. It is demonstrated that this system exhibits a threshold phenomenon. This is done by considering the curve s(t) defined by s(t) = sup{x: v(x, t) = a}. The initial datum, ?(x), is said to be superthreshold if lim_{t→∞ s(t) = ∞}. It is proven that the initial datum is superthreshold if ?(x) > a on a sufficiently long interval, ?(x) is sufficiently smooth, and ?(x) decays sufficiently fast to zero as $\text{¦x¦ → ∞}$.     

Two strong limit theorems for processes with independent increments

Two related almost sure limit theorems are obtained in connection with a stochastic process {ξ(t), ?∞ < t < ∞} with independent increments. The first result deals with the existence of a simultaneous stabilizing function H(t) such that $\text{(ξ(t) ? ξ(0))}\text{H(t)}\text{→ 0}$ for almost all sample functions of the process. The second result deals with a wide-sense stationary process whose random spectral distributions is ξ. It addresses the question: Under what conditions does $\text{(2T)}{}^{\mathrm{?1}}\text{∫}{}_{\mathrm{?T}}{}^{\mathrm{T}}\text{X(t)}\text{X(t + τ)}\text{dt}$ converge as T → ∞ for all τ for almost all sample functions?     

Unbounded operators: Perturbations and commutativity problems

Let H be a complex Hilbert space, and let G_i, i = 1, 2, be closed and orthogonal subspaces of the product space H × H. The subspace G = G₁ ⊕ G₂ is called a (graph) perturbation. We give conditions for invariance of regular operators (R.O.) under graph perturbations: When is the perturbation of a R.O. again a R.O.? If N is a Hilbert space we consider R.O. (i.e., densely defined and closed operators T) in H=$\text{L}$(N) such that G(T)=G(S)⊕V$\text{H}$(M, where G denotes the graph, S is a decomposable operator in H, V a decomposable partial isometry such that the initial space of V(t) is equal to M a.e. t, and finally $\text{H}$(M) is the Hardy space of analytic $\text{L}$₂ vector functions with values in M ? N × N. Such operators T commute with the bilateral shift U; but, unless M = 0, T does not commute with $\text{U}{}^1$. Conversely, this is a canonical model for all R.O. with said commutativity properties. Moreover, the model is unique when T is given, and M = G(w) where w is a partial isometry in N. The detailed structure of the model is analyzed in the special case where dim N = dim M = 1. We relate the problem to a condition of Szeg? by showing that T is a $\text{R.O. iff}\text{∝}{}_0{}^{\mathrm{2\pi }}\text{log}\text{¦ V}{}_2\text{(t)¦ dt = ?∞,}\text{where}\text{V = (V}{}_1\text{, V}{}_2\text{)}$ is the partial isometry in the special case of dimension one. Szeg?'s conditions enters in a different way in the analysis of the case M = N × N, as well as in the spectral analysis of T. Our results provide an answer to a commutativity problem posed by Fuglede. If T is an arbitrary densely defined operator, and A?B(H) is normal, we prove two theorems stating conditions for the implication $\text{A}{}_{\mathrm{\cup }}\text{T ? A}{}_{\mathrm{\cup }}{}^1\text{T}$. These conditions cannot generally be relaxed.     

Some asymptotic formulas on generalized divisor functions,II

Let A be an infinite sequence of positive integers a₁ < a₂ <… and put $\text{f}{}_{\mathrm{A}}\text{(x) =}\text{Σ}{}_{\mathrm{a\in A,\; a\le x}}\text{(}\text{1}\text{a}\text{)}$, $\text{D}{}_{\mathrm{A}}\text{(x) =}\text{max}{}_{\mathrm{1\le n\le x}}\text{Σ}{}_{\mathrm{<mtext>a\in A,</mtext><mtext>a</mtext><mtext>n</mtext>}}\text{1}$. In Part I, it was proved that $\text{lim}{}_{\mathrm{x\to +\infty }}\text{sup}\text{D}{}_{\mathrm{A}}\text{(x)}\text{f}{}_{\mathrm{A}}\text{(x)}\text{= +∞}$. In this paper, this theorem is sharpened by estimating D_A(x) in terms of f_A(x). It is shown that lim_x→+∞sup D_A(x) exp(?c₁(logf_A(x))²) = +∞ and that this assertion is not true if c₁ is replaced by a large constant c₂.