Classification of solutions for an integral equation

Let n be a positive integer and let 0 < α < n. Consider the integral equation We prove that every positive regular solution u(x) is radially symmetric and monotone about some point and therefore assumes the form with some constant c = c(n, α) and for some t > 0 and x₀ ? ?ⁿ. This solves an open problem posed by Lieb 12 . The technique we use is the method of moving planes in an integral form, which is quite different from those for differential equations. From the point of view of general methodology, this is another interesting part of the paper. Moreover, we show that the family of well‐known semilinear partial differential equations is equivalent to our integral equation (0.1), and we thus classify all the solutions of the PDEs. © 2005 Wiley Periodicals, Inc.     

Almost Sure Convergence in Extreme Value Theory

Let X₁, …, X_n be independent random variables with common distribution function F. Define and let G(x) be one of the extreme-value distributions. Assume F ∈ D(G), i.e., there exist a_n> 0 and b_n ∈ ? such that . Let l(?∞,x)(·) denote the indicator function of the set (?∞,x) and S(G) =: {x : 0 < G(x) < 1}. Obviously, 1(?∞,x)((M_n?b_n)/a_n) does not converge almost surely for any x ∈ S(G). But we shall prove .     

Conditions for Correct Solvability of a Simplest Singular Boundary Value Problem

We consider a boundary value problem where f(x) ∈ L_p(R), p ∈ [1,∞] (L_∞(R) ≔ C(R) and 0 ≤ q(x) ∈ L^loc₁( R). Boundary value problem (0.1) is called correctly solvable in the given space L_p(R) if for any f(x) ∈ L_p(R) there is a unique solution y(x) ∞ L_p(R) and the following inequality holds with absolute constant c(p) ∈ (0,∞). We find criteria for correct solvability of the problem (0.1) in L_p(R).     

Decay estimates for the wave and Dirac equations with a magnetic potential

We study the electromagnetic wave equation and the perturbed massless Dirac equation on ℝ_t × ℝ³: where the potentials A(x), B(x), and V(x) are assumed to be small but may be rough. For both equations, we prove the expected time decay rate of the solution where the norm ‖f‖_X can be expressed as the weighted L²-norm of a few derivatives of the data f. © 2006 Wiley Periodicals, Inc.     

Ruin probabilities of small noise jump‐diffusions with heavy tails

Let X^ε(x) be a solution of a stochastic differential equation , where L is a Lévy process with heavy tails. In the limit of the scale parameter ε ↓ 0 we determine the finite horizon ruin probability P . Copyright © 2007 John Wiley & Sons, Ltd.     

The ground state eigenvalue of Hill's equation with white noise potential

The distribution of the ground state eigenvalue λ₀(Q) of Hill's operator Q = −d²/dx² + q(x) on the circle of perimeter 1 is expressed in two different ways in case the potential q is standard white noise. Let WN be the associated white noise measure, and let CBM be the measure for circular Brownian motion p(x), 0 ≤ x < 1, formed from the standard Brownian motion b(x), 0 ≤ x ≤ 1, starting at b(0) = a, by conditioning so that b(1) = a, and distributing this common level over the line according to the measure da. The connection is based upon the Ricatti correspondence q(x) = λ + p′ (x) + p²(x). The two versions of the distribution are (1) in which $\overline{p}$ is the mean value ∫ pdx, and (2) the left‐hand side of (2) being the density for (1) and CBM₀ the conditional circular Brownian measure on $\overline{p}$ = 0. (1) and (2) are related by the divergence theorem in function space as suggested by the recognition of the Jacobian factor the outward‐pointing normal component of the vector field v(x) = ∂Δ(λ)/∂q(x), 0 ≤ x < 1, Δ being the Hill's discriminant for Q. The Ricatti correspondence prompts the idea that (1) and (2) are instances of the Cameron‐Martin formula, but it is not so: The latter has to do with the initial value problem for Ricatti, but it is the periodic problem that figures here, so the proof must be done by hand, by finite‐dimensional approximation. The adaptation of 1 and 2 to potentials of Ornstein‐Uhlenbeck type is reported without details. © 1999 John Wiley & Sons, Inc.     

Oscillation criteria for fourth‐order differential equations with middle term

Oscillation criteria for self‐adjoint fourth‐order differential equations were established for various conditions on the coefficients r(x) > 0, q(x) and p(x). However, most of these results deal with the case when lim_{x → ∞}∫^x₁q(s) ds < +∞. In this note we give a new oscillation criterion in the case when this condition is not fulfilled, in particular when q(x)↗ + ∞ (even with exponential growth).     

A Nonlinear Dirichlet Problem on the Unit Ball

In the present paper, we consider the nonlinear Dirichlet problem - Δu(x) u^β(x) = 0 is the unit ball and q is a continuous radially symmetric function on B which may be singular on ?B. We state some mild conditions for the function q so that the Dirichlet problem has a positive classical solution.     

A best approximation for the solution of one‐dimensional variable‐coefficient Burgers' equation

In this article, an iterative method for the approximate solution to one‐dimensional variable‐coefficient Burgers' equation is proposed in the reproducing kernel space W_(3,2). It is proved that the approximation w_n(x,t) converges to the exact solution u(x,t) for any initial function w₀(x,t) ε W_(3,2), and the approximate solution is the best approximation under a complete normal orthogonal system . Moreover the derivatives of w_n(x,t) are also uniformly convergent to the derivatives of u(x,t).© 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Partitions of finite vector spaces into subspaces

Let V_n(q) denote a vector space of dimension n over the field with q elements. A set of subspaces of V_n(q) is a partition of V_n(q) if every nonzero element of V_n(q) is contained in exactly one element of . Suppose there exists a partition of V_n(q) into x_i subspaces of dimension n_i, 1 ≤ i ≤ k. Then x₁, …, x_k satisfy the Diophantine equation . However, not every solution of the Diophantine equation corresponds to a partition of V_n(q). In this article, we show that there exists a partition of V_n(2) into x subspaces of dimension 3 and y subspaces of dimension 2 if and only if 7x + 3y = 2ⁿ ? 1 and y ≠ 1. In doing so, we introduce techniques useful in constructing further partitions. We also show that partitions of V_n(q) induce uniformly resolvable designs on qⁿ points. © 2007 Wiley Periodicals, Inc. J Combin Designs 16: 329–341, 2008     

Existence of multiple positive solutions for −Δu−μ(u/∣x∣2)=u2*−1+σf(x)

In this paper, we consider the semilinear elliptic problem where Ω??^N (N?3) is a bounded smooth domain such that 0∈Ω, σ>0 is a real parameter, and f(x) is some given function in L^∞(Ω) such that f(x)?0, f(x)?0 in Ω. Some existence results of multiple solutions have been obtained by implicit function theorem, monotone iteration method and Mountain Pass Lemma. Copyright © 2002 John Wiley & Sons, Ltd.     

Explicit formula for scalar non-linear conservation laws with boundary condition

We prove an uniqueness and existence theorem for the entropy weak solution of non-linear hyperbolic conservation laws of the form , with initial data and boundary condition. The scalar function u = u(x, t), x > 0, t > 0, is the unknown; the function f = f(u) is assumed to be strictly convex. We also study the weighted Burgers' equation: α ? ? . We give an explicit formula, which generalizes a result of Lax. In particular, a free boundary problem for the flux f(u(.,.)) at the boundary is solved by introducing a variational inequality. The uniqueness result is obtained by extending a semigroup property due to Keyfitz.     

Sharp Bounds for the Ratio of q – Gamma Functions

Let Γ_q (0 < q ≠ 1) be the q–gamma function and let s ∈ (0, 1) be a real number. We determine the largest number α = α(q, s) and the smallest number β = β(q, s) such that the inequalities hold for all positive real numbers x. Our result refines and extends recently published inequalities by Ismail and Muldoon (1994).     

On directed diffusion with measurable background

We show that the ‘directed diffusion equation’ with periodic boundary conditions has a unique weak solution u whenever b is measurable and bounded above and below by positive constants. Also, lim_t→∞u(t,x) in L^p, 1?p≤∞.     

Eigenvalue bounds for Hill's equation

For Hill's equation the lowest eigenvalue a₀ of the boundary value problem y(x + 1) = y(x) is considered. Introducing L_p norms of the function f (x), lower bounds for a₀ which depend only on this norm are derived for p = 1,2 and ∞ by solving a variational principle. For these lower bounds analytical expressions are obtained. The quality of the approximations thus obtained is discussed for Mathieu's equation and an application in magnetohydrodynamics is considered.     

Existence for a characteristic boundary value problem for an equation of mixed type in three-dimensional space

The equation of mixed type With k(x₃) = sign x₃|x₃|^m, m > 0, d?C¹(?), x = (x₁, x₂, x₃), is considered in the threedimensional region G which is bounded by the surfaces: a piecewise smooth surface Γ₀ lying in the half-space x₃ > 0 which intersects the plane x₃ = 0 in the unit circle, and for x₃ < 0 by the characteristic surfaces We prove existence of a generalized solution for the characteristic boundary value problem: Lu = fin G, u_Γ0∪Γ1 = 0. The result is obtained by using a variant of the energy-integral method.     

On uniqueness of Neumann-Tricomi problem in R2

We consider the equation of mixed type (k(y) ? 0 whenever y ? 0) in a region G which is bounded by the curves: A piecewise smooth curve Γ lying in the half-plane y > 0 which intersects the line y = 0 at the points A(-1, 0) and B(0, 0). For y < 0 by a piecewise smooth curve Γ through A which meets the characteristic of (1) issued from B at the point P and the curve Γ which consists of the portion PB of the characteristic through B. We obtain sufficient conditions for the uniqueness of the solution of the problem L[u] = f, d_nu: = k(y)u_xdy – u_ydx|γ0 = = Ψ(s) for a “general” function k(y), when r(x, y) is not necessarily zero and Γ₁ is of a more general form then in the papers of V. P. Egorov [6], [7].     

One-Dimensional Diffusions and Approximation

Consider the Voronovskaja operator A of a sequence of positive linear operators and let u(t, x) be the solution of the Cauchy problem for A. In the spirit of Altomare’s theory this solution can be studied by using the semigroup (T(t))_{t ≥ 0} generated by A and represented in terms of the operators L_n.One associates to A a stochastic equation; its solution can be also used in order to represent u(t, x).The relations between all these objects are described in the case of the operator A associated with some Meyer-König and Zeller type operators.     

Estimation of the Density of Hypoelliptic Diffusion Processes with Application to an Extended Itô's Formula

We prove a uniform bound for the density, p _t (x), of the solution at time t(0, 1] of a 1-dimensional stochastic differential equation, under hypoellipticity conditions. A similar bound is obtained for an expression involving the distributional derivative (with respect to x) of p _t (x). These results are applied to extend the Itô formula to the composition of a function (satisfying slight regularity conditions) with a hypoelliptic diffusion process in the spirit of the work of Föllmer et al. ⁽⁵⁾     

Semilinear wave equation with time dependent potential

We consider the following semilinear wave equation: (1) for (t,x) ∈ ?_t × ?. We prove that if the potential V(t,x) is a measurable function that satisfies the following decay assumption: ∣V(t,x)∣?C(1+t)(1+∣x∣) for a.e. (t,x) ∈ ?_t × ? where C, σ₀>0 are real constants, then for any real number λ that satisfies there exists a real number ρ(f,g,λ)>0 such that the equation has a global solution provided that 0<ρ?ρ(f,g,λ). Copyright © 2004 John Wiley & Sons, Ltd.