Local Particles Numbers in Critical Branching Random Walk

Critical catalytic branching random walk on an integer lattice ? ^d is investigated for all d∈?. The branching may occur at the origin only and the start point is arbitrary. The asymptotic behavior, as time grows to infinity, is determined for the mean local particles numbers. The same problem is solved for the probability of the presence of particles at a fixed lattice point. Moreover, the Yaglom type limit theorem is established for the local number of particles. Our analysis involves construction of an auxiliary Bellman–Harris branching process with six types of particles. The proofs employ the asymptotic properties of the (improper) c.d.f. of hitting times with taboo. The latter notion was recently introduced by the author for a non-branching random walk on ? ^d .     

Exact Stratified Linear Rank Tests for Ordered Categorical and Binary Data

Abstract

We present an efficient algorithm for generating exact permutational distributions for linear rank statistics defined on stratified 2 × c contingency tables. The algorithm can compute exact p values and confidence intervals for a rich class of nonparametric problems. These include exact p values for stratified two-population Wilcoxon, Logrank, and Van der Waerden tests, exact p values for stratified tests of trend across several binomial populations, exact p values for stratified permutation tests with arbitrary scores, and exact confidence intervals for odds ratios embedded in stratified 2 × c tables. The algorithm uses network-based recursions to generate stratum-specific distributions and then combines them into an overall permutation distribution by convolution. Where only the tail area of a permutation distribution is desired, additional efficiency gains are achieved by backward induction and branch-and-bound processing of the network. The algorithm is especially efficient for highly imbalanced categorical data, a situation where the asymptotic theory is unreliable. The backward induction component of the algorithm can also be used to evaluate the conditional maximum likelihood, and its higher order derivatives, for the logistic regression model with grouped data. We illustrate the techniques with an analysis of two data sets: The leukemia data on survivors of the Hiroshima atomic bomb and data from an animal toxicology experiment provided by the U.S. Food and Drug Administration.     

Operations in A-theory

A construction for Segal operations for K-theory of categories with cofibrations, weak equivalences and a biexact pairing is given and coherence properties of the operations are studied. The model for K-theory, which is used, allows coherence to be studied by means of (symmetric) monoidal functors. In the case of Waldhausen A-theory it is shown how to recover the operations used in Waldhausen (Lecture Notes in Mathematics, Vol. 967, Springer, Berlin, 1982, pp. 390-409) for the A-theory Kahn-Priddy theorem. The total Segal operation for A-theory, which assembles exterior power operations, is shown to carry a natural infinite loop map structure. The basic input is the un-delooped model for K-theory, which has been developed from a construction by Grayson and Gillet for exact categories in Gunnarsson et al. (J. Pure Appl. Algebra 79 (1992) 255), and Grayson's setup for operations in Grayson (K-theory (1989) 247). The relevant material from these sources is recollected followed by observations on equivariant objects and pairings. Grayson's conditions are then translated to the context of categories with cofibrations and weak equivalences. The power operations are shown to be well behaved w.r.t. suspension and are extended to algebraic K-theory of spaces. Staying close with the philosophy of Waldhausen (1982) Waldhausen's maps are found. The Kahn-Priddy theorem follows from splitting the “free part” off the equivariant theory. The treatment of coherence of the total operation in A-theory involves results from Laplaza (Lecture Notes in Mathematics, Vol. 281, Springer, Berlin, 1972, pp. 29-65) and restriction to spherical objects in the source of the operation.     

Fast verification of solutions of matrix equations

Summary. In this paper, we are concerned with a matrix equation where A is an real matrix and x and b are n-vectors. Assume that an approximate solution is given together with an approximate LU decomposition. We will present fast algorithms for proving nonsingularity of A and for calculating rigorous error bounds for . The emphasis is on rigour of the bounds. The purpose of this paper is to propose different algorithms, the fastest with flops computational cost for the verification step, the same as for the LU decomposition. The presented algorithms exclusively use library routines for LU decomposition and for all other matrix and vector operations. Received June 16, 1999 / Revised version received January 25, 2001 / Published online June 20, 2001     

Error Estimates for Finite-Element Navier-Stokes Solvers without Standard Inf-Sup Conditions

The authors establish error estimates for recently developed finite-element methods for incompressible viscous flow in domains with no-slip boundary conditions. The methods arise by discretization of a well-posed extended Navier-Stokes dynamics for which pressure is determined from current velocity and force fields. The methods use C^1 elements for velocity and C^0 elements for pressure. A stability estimate is proved for a related finite-element projection method close to classical time-splitting methods of Orszag, Israeli, DeVille and Karniadakis.     

The Clique Complex and Hypergraph Matching

The width of a hypergraph is the minimal for which there exist such that for any , for some . The matching width of is the minimal such that for any matching there exist such that for any , for some . The following extension of the Aharoni-Haxell matching Theorem [3] is proved: Let be a family of hypergraphs such that for each either or , then there exists a matching such that for all . This is a consequence of a more general result on colored cliques in graphs. The proofs are topological and use the Nerve Theorem. Received June 14, 1999     

On non‐Newtonian incompressible fluids with phase transitions

A modified model for a binary fluid is analysed mathematically. The governing equations of the motion consists of a Cahn–Hilliard equation coupled with a system describing a class of non‐Newtonian incompressible fluid with p‐structure. The existence of weak solutions for the evolution problems is shown for the space dimension d=2 with p? 2 and for d=3 with p? 11/5. The existence of measure‐valued solutions is obtained for d=3 in the case 2? p< 11/5. Similar existence results are obtained for the case of nondifferentiable free energy, corresponding to the density constraint |ψ| ? 1. We also give regularity and uniqueness results for the solutions and characterize stable stationary solutions. Copyright © 2006 John Wiley & Sons, Ltd.     

Approximating Runge-Kutta matrices by triangular matrices

The implementation of implicit Runge-Kutta methods requires the solution of large systems of non-linear equations. Normally these equations are solved by a modified Newton process, which can be very expensive for problems of high dimension. The recently proposed triangularly implicit iteration methods for ODE-IVP solvers [5] substitute the Runge-Kutta matrixA in the Newton process for a triangular matrixT that approximatesA, hereby making the method suitable for parallel implementation. The matrixT is constructed according to a simple procedure, such that the stiff error components in the numerical solution are strongly damped. In this paper we prove for a large class of Runge-Kutta methods that this procedure can be carried out and that the diagnoal entries ofT are positive. This means that the linear systems that are to be solved have a non-singular matrix. The research reported in this paper was supported by STW (Dutch Foundation for Technical Sciences).     

Book Vignettes

Miklos, Mary Oellerich Dalnoki, Preparation for Criterion-Referenced Tests: A Brief Review of Mathematical Competencies for Teachers of Early Childhood. Blackwelder, Sheila Kyser, Science For All Seasons: Science Experiences for Young Children Environment Policies for the 1980s. Organisation for Economic Co-operation and Development Mitchell, John and The Massachusetts Audubon Society, The Curious Naturalist. Hungerford, Harold, R., Posters on Weathering and Erosion.     

The randomized algorithm for finding an eigenvector of the stochastic matrix with application to PageRank

The problem of finding the eigenvector corresponding to the largest eigenvalue of a stochastic matrix has numerous applications in ranking search results, multi-agent, consensus, networked control and data mining. The power method is a typical tool for its solution. However randomized methods could be competitors vs standard ones; they require much less calculations for one iteration and are well tailored for distributed computations. We propose a new randomized algorithm and provide upper bound for its rate of convergence which is O(lnN/n), where N is the dimension and n is the number of iterations. The bound looks promising because lnN is not large even for very high dimensions. The algorithm is based on the mirror-descent method for convex stochastic optimization. Applications to PageRank problem are discussed. Published in Russian in Doklady Akademii Nauk, 2009, Vol. 426, No. 6, pp. 734–737. Presented by Academician S.N. Vasil’ev February 9, 2009 The article was translated by the authors.     

The Rayleigh–Stokes problem for an edge in a generalized Oldroyd-B fluid

The velocity field corresponding to the Rayleigh–Stokes problem for an edge, in an incompressible generalized Oldroyd-B fluid has been established by means of the double Fourier sine and Laplace transforms. The fractional calculus approach is used in the constitutive relationship of the fluid model. The obtained solution, written in terms of the generalized G-functions, is presented as a sum of the Newtonian solution and the corresponding non-Newtonian contribution. The solution for generalized Maxwell fluids, as well as those for ordinary Maxwell and Oldroyd-B fluids, performing the same motion, is obtained as a limiting case of the present solution. This solution can be also specialized to give the similar solution for generalized second grade fluids. However, for simplicity, a new and simpler exact solution is established for these fluids. For β → 1, this last solution reduces to a previous solution obtained by a different technique.     

On the modulus of continuity for spectral measures in substitution dynamics

The paper gives first quantitative estimates on the modulus of continuity of the spectral measure for weak mixing suspension flows over substitution automorphisms, which yield information about the “fractal” structure of these measures. The main results are, first, a Hölder estimate for the spectral measure of almost all suspension flows with a piecewise constant roof function; second, a log-Hölder estimate for self-similar suspension flows; and, third, a Hölder asymptotic expansion of the spectral measure at zero for such flows. Our second result implies log-Hölder estimates for the spectral measures of translation flows along stable foliations of pseudo-Anosov automorphisms. A key technical tool in the proof of the second result is an “arithmetic-Diophantine” proposition, which has other applications. In Appendix A this proposition is used to derive new decay estimates for the Fourier transforms of Bernoulli convolutions.     

On energy estimates for second order hyperbolic equations with Levi conditions for higher order regularity

We consider energy estimates for second order homogeneous hyperbolic equations with time dependent coefficients. The property of energy conservation, which holds in the case of constant coefficients, does not hold in general for variable coefficients; in fact, the energy can be unbounded as t → ∞ in this case. The conditions to the coefficients for the generalized energy conservation (GEC), which is an equivalence of the energy uniformly with respect to time, has been studied precisely for wave type equations, that is, only the propagation speed is variable. However, it is not true that the same conditions to the coefficients conclude (GEC) for general homogeneous hyperbolic equations. The main purpose of this paper is to give additional conditions to the coefficients which provide (GEC); they will be called as C ^k -type Levi conditions due to the essentially same meaning of usual Levi condition for the well-posedness of weakly hyperbolic equations.     

The Newton Bracketing method for the minimization of convex functions subject to affine constraints

The Newton Bracketing method [Y. Levin, A. Ben-Israel, The Newton Bracketing method for convex minimization, Comput. Optimiz. Appl. 21 (2002) 213-229] for the minimization of convex functions f:Rⁿ→R is extended to affinely constrained convex minimization problems. The results are illustrated for affinely constrained Fermat-Weber location problems.     

On the optimal switching level for an M/G/1 queueing system

A cost function is studied for an M/G/1 queueing model for which the service rate of the virtual waiting time process U_t for U_t<K differs from that for U_t > K. The costs considered are costs for maintaining the service rate, costs for switching the service rate and costs proportional to the inventory U_t. The relevant cost factors for the system operating below level K differ from those when U_t > K. The cost function which is considered only for the stationary situation of the U_t-process expresses the average cost per unit time. The problem is to find that K for which the cost function reaches a minimum. Criteria for the possibly optimal cases are found; they have an interesting intuitive interpretation, and require the knowledge of only the first moment of the service time distribution.     

A priori error estimates for finite element methods with numerical quadrature for nonmonotone nonlinear elliptic problems

The effect of numerical quadrature in finite element methods for solving quasilinear elliptic problems of nonmonotone type is studied. Under similar assumption on the quadrature formula as for linear problems, optimal error estimates in the L ² and the H ¹ norms are proved. The numerical solution obtained from the finite element method with quadrature formula is shown to be unique for a sufficiently fine mesh. The analysis is valid for both simplicial and rectangular finite elements of arbitrary order. Numerical experiments corroborate the theoretical convergence rates.     

Algebraic K-theory of groups wreath product with finite groups

The Farrell-Jones Fibered Isomorphism Conjecture for the stable topological pseudoisotopy theory has been proved for several classes of groups. For example, for discrete subgroups of Lie groups [F.T. Farrell, L.E. Jones, Isomorphism conjectures in algebraic K-theory, J. Amer. Math. Soc. 6 (1993) 249-297], virtually poly-infinite cyclic groups [F.T. Farrell, L.E. Jones, Isomorphism conjectures in algebraic K-theory, J. Amer. Math. Soc. 6 (1993) 249-297], Artin braid groups [F.T. Farrell, S.K. Roushon, The Whitehead groups of braid groups vanish, Internat. Math. Res. Notices 10 (2000) 515-526], a class of virtually poly-surface groups [S.K. Roushon, The isomorphism conjecture for 3-manifold groups and K-theory of virtually poly-surface groups, math.KT/0408243, K-Theory, in press] and virtually solvable linear group [F.T. Farrell, P.A. Linnell, K-Theory of solvable groups, Proc. London Math. Soc. (3) 87 (2003) 309-336]. We extend these results in the sense that if G is a group from the above classes then we prove the conjecture for the wreath product G?H for H a finite group. The need for this kind of extension is already evident in [F.T. Farrell, S.K. Roushon, The Whitehead groups of braid groups vanish, Internat. Math. Res. Notices 10 (2000) 515-526; S.K. Roushon, The Farrell-Jones isomorphism conjecture for 3-manifold groups, math.KT/0405211, K-Theory, in press; S.K. Roushon, The isomorphism conjecture for 3-manifold groups and K-theory of virtually poly-surface groups, math.KT/0408243, K-Theory, in press]. We also prove the conjecture for some other classes of groups.     

Asymptotic expansions for partial solutions of the sixth Painlevé equation

A formalism for an averaging method for the Painlevé equations, in particular, the sixth equation, is developed. The problem is to describe the asymptotic behavior of the sixth Painlevé transcendental in the case where the module of the independent variable tends to infinity. The corresponding expansions contain an elliptic function (ansatz) in the principal term. The parameters of this function depend on the variable because of the modulation equation. The elliptic ansatz and the modulation equation for the sixth Painlevé equation are obtained in their explicit form. A partial solution of the modulation equation leading to a previously unknown asymptotic expansion for the partial solution of the sixth Painlevé equation is obtained.     

The Calderón Projector for an elliptic operator in divergence form

The Calderón Projector, is one of the most important tools in the study of boundary value problems for elliptic operators. Its construction is well known for elliptic operators with C^∞ coefficients on C^∞ domains and even for the Laplacian operator on C¹ domains. The aim of this article is to extend the results for the Laplacian case to elliptic operators in divergence form with Lipschitz coefficients on C¹ domains.     

On exact solutions of Stokes second problem for a Burgers�� fluid, II. The cases �� =?��2/4 and �� > ��2/4

In this study, the exact solutions of the Stokes second problem for a Burgers?? fluid are presented when the relaxation time satisfies the conditions ?? =???²/4 and ?? >???²/4. The velocity field and the associated tangential stress, when only one initial condition is necessary for velocity, are determined by means of the Laplace transform. The physical interpretation for the emerging parameters is discussed with the help of graphical illustrations. The similar solutions for the Stokes?? first problem are obtained as the limiting cases of our solutions.