Divergence theorems in path space II: degenerate diffusions

Let x denote an elliptic diffusion process defined on a smooth compact manifold M. In a previous work, we introduced a class of vector fields on the path space of x and studied the admissibility of this class of vector fields with respect to the law of x. In the present Note, we extend this study to the case of degenerate diffusions. To cite this article: D. Bell, C. R. Acad. Sci. Paris, Ser. I 342 (2006).     

Asymptotics of the principal eigenvalue and expected hitting time for positive recurrent elliptic operators in a domain with a small puncture

Let X(t) be a positive recurrent diffusion process corresponding to an operator L on a domain D⊆R^d with oblique reflection at ∂D if D≠R^d. For each x∈D, we define a volume-preserving norm that depends on the diffusion matrix a(x). We calculate the asymptotic behavior as ε→0 of the expected hitting time of the ε-ball centered at x and of the principal eigenvalue for L in the exterior domain formed by deleting the ball, with the oblique derivative boundary condition at ∂D and the Dirichlet boundary condition on the boundary of the ball. This operator is non-self-adjoint in general. The behavior is described in terms of the invariant probability density at x and Det(a(x)). In the case of normally reflected Brownian motion, the results become isoperimetric-type equalities.     

On a nonlinear eigenvalue problem in ODE

In this paper we shall study the following variant of the logistic equation with diffusion:

−du^″(x)=g(x)u(x)−u²(x)     

Ornstein-Uhlenbeck processes on Lie groups

We consider Ornstein-Uhlenbeck processes (OU-processes) associated to hypo-elliptic diffusion processes on finite-dimensional Lie groups: let L be a hypo-elliptic, left-invariant “sum of the squares”-operator on a Lie group G with associated Markov process X, then we construct OU-processes by adding negative horizontal gradient drifts of functions U. In the natural case U(x)=−logp(1,x), where p(1,x) is the density of the law of X starting at identity e at time t=1 with respect to the right-invariant Haar measure on G, we show the Poincaré inequality by applying the Driver-Melcher inequality for “sum of the squares” operators on Lie groups. The resulting Markov process is called the natural OU-process associated to the hypo-elliptic diffusion on G. We prove the global strong existence of these OU-type processes on G under an integrability assumption on U. The Poincaré inequality for a large class of potentials U is then shown by a perturbation technique. These results are applied to obtain a hypo-elliptic equivalent of standard results on cooling schedules for simulated annealing on compact homogeneous spaces M.     

Observation and prediction for one-dimensional diffusion equations

The object of this paper is to extend to diffusion processes governed by u_t = Lu: = (pu_x)_x ? qu various results obtained by the author and others concerning observation and prediction problems for the one-dimensional heat equation.     

The Legendre-Burgers equation: When artificial dissipation fails

Artificial viscosity is a common device for stabilizing flows with shocks and fronts. The computational diffusion smears the frontal zone over a small distance μ where μ is chosen so that the discretization has a couple of grid points in the front, and thus is able to resolve the shock. Spectral element methods use a Legendre spectral viscosity whose effect is to damp the coefficient of P_n(x) by some amount that depends only on the degree n of the Legendre polynomial. Legendre viscosity is better than ordinary diffusion because it does not require spurious boundary conditions, does not increase the temporal stiffness of the differential equations, and can be applied locally on an element-by-element basis. Unfortunately, Legendre diffusion is equivalent to a diffusion with a spatially-varying coefficient that goes to zero at the boundaries. Using the simplest example, one in which the second derivative of Burgers equation is replaced by the Legendre operator to give the “Legendre-Burgers” equation, u_t + uu_x = ν[(1 − x²)u_x]_x, we show that the width of the computational front can similarly tend to zero at the endpoints, causing a numerical catastrophe.     

Nonlinear reaction-diffusion models for interacting populations

This paper proves that several initial-boundary value problems for a wide class of nonlinear reaction-diffusion equations have solutions c_i(x, t), 1 ? i ? N (with c_i(x, t) representing the concentration of the ith species at position x in a set $\text{Ω}$ at time t ? 0), which exist for all t ? 0 and are unique, smooth, nonnegative, and strictly positive for t > 0. The Volterra-Lotka predator-prey model with diffusion (to which the results above are proved to apply) is then studied in more detail. It is proved that any bounded solution of this model loses its spatial dependence and behaves like a periodic function of time alone as t → ∞. It is proved that if the spatial dimension is one or if the diffusion coefficients of the two species are equal, then all solutions are bounded.     

Half-inverse problem for diffusion operators on the finite interval

The potential function q(x) in the regular and singular Sturm-Liouville problem can be uniquely determined from two spectra. Inverse problem for diffusion operator given at the finite interval eigenvalues, normal numbers also on two spectra are solved. Half-inverse spectral problem for a Sturm-Liouville operator consists in reconstruction of this operator by its spectrum and half of the potential. In this study, by using the Hochstadt and Lieberman's method we show that if q(x) is prescribed on , then only one spectrum is sufficient to determine q(x) on the interval for diffusion operator.     

On the Ni(x) integral function and its application to the Airy’s non-homogeneous equation

In this article, we discuss a recently introduced function, Ni(x), to which we will refer as the Nield-Kuznetsov function. This function is attractive in the solution of inhomogeneous Airy’s equation. We derive and document some elementary properties of this function and outline its application to Airy’s equation subject to initial conditions. We introduce another function, Ki(x), that arises in connection with Ni(x) when solving Airy’s equation with a variable forcing function. In Appendix A, we derive a number of properties of both Ni(x) and Ki(x), their integral representation, ascending and asymptotic series representations. We develop iterative formulae for computing all derivatives of these functions, and formulae for computing the values of the derivatives at x = 0. An interesting finding is the type of differential equations Ni(x) satisfies. In particular, it poses itself as a solution to Langer’s comparison equation.     

Global regularity to the 2D incompressible MHD with mixed partial dissipation and magnetic diffusion in a bounded domain

This article considers the global regularity to the initial–boundary value problem for the 2D incompressible MHD with mixed partial dissipation and magnetic diffusion.To overcome the difficulty caused by the vanishing viscosities,we first establish the elliptic system for uxand by,which are estimated by▽×u_x and▽×b_y,respectively.Then,we establish the global estimates for▽×u and▽×b.     

Stochastic quantization and ergodic theorem for density of diffusions

For a given probability density function ρ(x) on Rd,we construct a(non-stationary) diffusion process xt,starting at any point x in Rd,such that 1/T∫T0 δ(xt-x)dt converges to ρ(x) almost surely.The rate of this convergence is also investigated.To find this rate,we mainly use the Clark-Ocone formula from Malliavin calculus and the Girsanov transformation technique.     

An iteration regularization for a time-fractional inverse diffusion problem

In the present paper we consider a time-fractional inverse diffusion problem, where data is given at x = 1 and the solution is required in the interval 0 < x < 1. This problem is typically ill-posed: the solution (if it exists) does not depend continuously on the data. We give a new iteration regularization method to deal with this problem, and error estimates are obtained for a priori and a posteriori parameter choice rules, respectively. Furthermore, numerical implement shows the proposed method works effectively.     

Milnor open books and Milnor fillable contact 3-manifolds

We say that an oriented contact manifold (M,ξ) is Milnor fillable if it is contactomorphic to the contact boundary of an isolated complex-analytic singularity (X,x). In this article we prove that any three-dimensional oriented manifold admits at most one Milnor fillable contact structure up to contactomorphism. The proof is based on Milnor open books: we associate an open book decomposition of M with any holomorphic function f:(X,x)→(C,0), with isolated singularity at x and we verify that all these open books carry the contact structure ξ of (M,ξ)—generalizing results of Milnor and Giroux.     

Stability for the functional equation of cubic type

In this article, we establish the stability of the orthogonally cubic type functional equation (1.2) for all x₁,x₂,x₃ with xi⊥xj(i,j=1,2,3), where ⊥ is the orthogonality in the sense of Rätz, and investigate the stability of the n-dimensional cubic type functional equation (1.3), where n?3 is an integer.     

Identification of the unknown diffusion coefficient in a linear parabolic equation by the semigroup approach

In this article, we study the semigroup approach for the mathematical analysis of the inverse coefficient problems of identifying the unknown coefficient k(x) in the linear parabolic equation ut(x,t)=(k(x)uxx(x,t)), with Dirichlet boundary conditions u(0,t)=ψ₀, u(1,t)=ψ₁. Main goal of this study is to investigate the distinguishability of the input-output mappings Φ[⋅]:K→C¹[0,T], Ψ[⋅]:K→C¹[0,T] via semigroup theory. In this paper, we show that if the null space of the semigroup T(t) consists of only zero function, then the input-output mappings Φ[⋅] and Ψ[⋅] have the distinguishability property. Moreover, the values k(0) and k(1) of the unknown diffusion coefficient k(x) at x=0 and x=1, respectively, can be determined explicitly by making use of measured output data (boundary observations) f(t):=k(0)ux(0,t) or/and h(t):=k(1)ux(1,t). In addition to these, the values k^′(0) and k^′(1) of the unknown coefficient k(x) at x=0 and x=1, respectively, are also determined via the input data. Furthermore, it is shown that measured output dataf(t) and h(t) can be determined analytically, by an integral representation. Hence the input-output mappings Φ[⋅]:K→C¹[0,T], Ψ[⋅]:K→C¹[0,T] are given explicitly in terms of the semigroup. Finally by using all these results, we construct the local representations of the unknown coefficient k(x) at the end points x=0 and x=1.     

On the ritz penalty method for solving the control of a diffusion equation

The study of the finite-element method for the solution of a variety of complicated scientific problems has enjoyed a period of intense activity and stimulation, because of its simplicity in concept and elegance in development. These qualities have led eventually to its growing acceptance as a promising technique equipped with a powerful mathematical basis. The finite-element method operates on the subdomain principle; this means that the domain of the equation to be solved is usually divided into a number of separate regions or subdomains. The unknown solution function is then approximated in each subdomain by some functions, generally known as pyramid functions or basis functions. In the present article, the Ritz penalty method, which is based on finite-element processes, is the programming method used for establishing our numerical results. Our intent is to demonstrate extensively the effect of large penalty constants on the profile of the inputU(x,t) that minimizes the diffusion control problem, Problem (P1). We show that, as the penalty constant tends to infinity in an attempt to attain close constraint satisfaction, the rate of convergence of our method deteriorates sharply.     

Fixed points of continuous DCPOs

In this article we show that for a continuous DCPO D, the set of fixed points of every self-map is a continuous DCPO if and only if x<y implies x is way below y. We also prove that some classes of continuous functions have the property that if a self-map on a DCPO is in the class then the set of fixed points is a continuous DCPO. We also investigate when the set of fixed points is a retract.     

Separation of variables and exact solutions to nonlinear diffusion equations with x-dependent convection and absorption

This paper considers nonlinear diffusion equations with x-dependent convection and source terms: ut=(Dx(u)ux)+Q(x,u)ux+P(x,u). The functional separation of variables of the equations is studied by using the generalized conditional symmetry approach. We formulate conditions for such equations which admit the functionally separable solutions. As a consequence, some exact solutions to the resulting equations are constructed. Finally, we consider a special case for the equations which admit the functionally separable solutions when the convection and source terms are independent of x.     

MATHEMATICAL PROGRAMS WITH SYSTEM OF GENERALIZED VECTOR QUASI-EQUILIBRIUM CONSTRAINTS IN FC-SPACES

In this article, four new classes of systems of generalized vector quasi-equilibrium problems are introduced and studied in FC-spaces without convexity structure. The notions of Ci（x）-FC-partially diagonally quasiconvex, Ci（x）-FC-quasiconvex, and Ci（x）-FC- quasiconvex-like for set-valued mappings are also introduced in FC-spaces. By applying these notions and a maximal element theorem, the nonemptyness and compactness of solution sets for four classes of systems of generalized vector quasi-equilibrium problems are proved in noncompact FC-spaces. As applications, some new existence theorems of solutions for mathematical programs with system of generalized vector quasi-equilibrium constraints are obtained in FC-spaces. These results improve and generalize some recent known results in literature.     

A note on the Ostrowski-Schneider type inertia theorem in Euclidean Jordan algebras

In a recent paper [7], Gowda et al. extended Ostrowski-Schneider type inertia results to certain linear transformations on Euclidean Jordan algebras. In particular, they showed that In(a)=In(x) whenever a°x>0 by the min-max theorem of Hirzebruch, where the inertia of an element x in a Euclidean Jordan algebra is defined by

In(x):=(π(x),ν(x),δ(x)),