Construction of immigration superprocesses with dependent spatial motion from one-dimensional excursions

A superprocess with dependent spatial motion and interactive immigration is constructed as the pathwise unique solution of a stochastic integral equation carried by a stochastic flow and driven by Poisson processes of one-dimensional excursions. Supported by an NSERC Research Grant and a Max Planck Award.Supported by the NSFC (No. 10121101 and No. 10131040).Mathematics Subject Classification (2000): Primary 60J80; Secondary 60G57 60H20     

CONDITIONED SUPERPROCESSES

ＣＯＮＤＩＴＩＯＮＥＤＳＵＰＥＲＰＲＯＣＥＳＳＥＳＬＩＣＵＮＨＡＮＧＷＵＲＯＮＧＡｂｓｔｒａｃｔＡｃｌａｓｓｏｆｓｕｐｅｒｐｒｏｃｅｓｅｓｗｈｉｃｈｄｉｅｓｏｕｔｉｓｉｎｖｅｓｔｉｇａｔｅｄ．Ｕｎｄｅｒｔｈｅｃｏｎｄｉｔｉｏｎｏｆｎｏｒｅｘｔｉ...     

On a Multivalued Version of the Sharkovskii Theorem and Its Application to Differential Inclusions, II

A multivalued version of the celebrated Sharkovskii theorem is established which is applicable to differential equations and inclusions for obtaining subharmonic periodic solutions. The results in our earlier paper (Set-Valued Anal. 10(1) (2002), 1–14) are completed to a sharp form. A multivalued analogue of the Levinson transformation theory (dissipativity implies the existence of harmonics) is stated.Mathematics Subject Classifications (2000) 34A60, 34C25, 47H04, 58C06.Jan Andres: Supported by the Council of Czech Goverment (J14/98:153100011) and by the grant No. 201-00-0768 of the Grant Agency of Czech Republic.     

Superprocesses with Coalescing Brownian Spatial Motion as Large-Scale Limits

A Superprocess with coalescing spatial motion is constructed in terms of one-dimensional excursions. Based on this construction, it is proved that the superprocess is purely atomic and arises as scaling limit of a special form of the superprocess with dependent spatial motion studied in Dawson et al. (Refs. 5, 19–20).     

An adaptive numerical method for solving linear Fredholm integral equations of the first kind

A general procedure is presented for numerically solving linear Fredholm integral equations of the first kind. The approximate solution is expressed as a continuous piecewise linear (spline) function. The method involves collocation followed by the solution of an appropriately scaled stabilized linear algebraic system. The procedure may be used iteratively to improve the accuracy of the approximate solution. Several numerical examples are given.Supported in part by the Office of Naval Research under Contract No. NR 044-457.Supported in part by the National Science Foundation under Grant No. GJ-31827.     

Some problems on super-diffusions and one class of nonlinear differential equations

The historical superprocesses are considered on bounded regular domains with a complete branching form, as a probabilistic argument, the limit property of superprocesses is studied when the domains enlarge to the whole space. As an important application of superprocess, the representation of solutions of involved differential equations is used in term of historical superprocesses. The differential equations including the existence of nonnegative solution, the closeness of solutions and probabilistic representations to the maximal and minimal solutions are discussed, which helps develop the well-known results on nonlinear differential equations. Project supported by the National Natural Science Foundation of China (Grant No. 19631060) and the Postdoctoral Foundation of China.     

Unique continuation for the linearized Benjamin-Bona-Mahony equation with space-dependent potential

 In this paper, we analyze a unique continuation problem for the linearized Benjamin-Bona-Mahony equation with space-dependent potential in a bounded interval with Dirichlet boundary conditions. The underlying Cauchy problem is a characteristic one. We prove two unique continuation results by means of spectral analysis and the (generalized) eigenvector expansion of the solution, instead of the usual Holmgren-type method or Carleman-type estimates. It is found that the unique continuation property depends very strongly on the nature of the potential and, in particular, on its zero set, and not only on its boundedness or integrability properties. Received: 6 December 2001 / Revised version: 13 June 2002 / Published online: 10 February 2003 RID="⋆" ID="⋆" Supported by a Postdoctoral Fellowship of the Spanish Education and Culture Ministry, the Foundation for the Author of National Excellent Doctoral Dissertation of P.R. China (Project No: 200119), and the NSF of China under Grant 19901024 RID="⋆⋆" ID="⋆⋆" Supported by grant PB96-0663 of the DGES (Spain) and the EU TMR Project "Homogenization and Multiple Scales". Mathematics Subject Classification (2000): 35B60, 47A70, 47B07     

An Upper and Lower Solution Theory for the Problem （G＇（y））＇ ＋ f（t,y）= 0 on Finite and Infinite Intervals

A new upper and lower solution theory is presented for the second order problem （G＇（y））＇＋ f（t, y） = 0 on finite and infinite intervals. The theory on finite intervals is based on a Leray-Schauder alternative, where as the theory on infinite intervals is based on results on the finite interval and a diagonalization process.     

Local time and Tanaka formula for a multitype Dawson–Watanabe superprocess

In [3] Dynkin defined the local time of a continuous superprocess as a stochastic integral and gave a criterion for existence of local time. Here we prove that the conditions in Dynkin's existence criterion are satisfied by the multitype Dawson–Watanabe superprocess, and give a Tanaka formula‐like representation of the local time which is used to show that the occupation measure of the multitype superprocess is absolutely continuous with respect to an appropriate reference measure, and that the corresponding density coincides a.s. with the local time. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Convergence to equilibrium of critical branching particle systems and superprocesses,and related nonlinear partial differential equations

We consider a class of multitype particle systems in ^d undergoing spatial diffusion and critical stable multitype branching, and their limits known as critical stable multitype Dawson-Watanabe processes, or superprocesses. We show that for large classes of initial states, the particle process and the superprocess converge in distribution towards known equilibrium states as time tends to infinity. As an application we obtain the asymptotic behavior of a system of nonlinear partial differential equations whose solution is related to the distribution of both the particle process and the superprocess.Research partially supported by CONACyT (Mexico), CNRS (France) and BMfWuF (Austria).     

Large and moderate deviations for intersection local times

We study the large and moderate deviations for intersection local times generated by, respectively, independent Brownian local times and independent local times of symmetric random walks. Our result in the Brownian case generalizes the large deviation principle achieved in Mansmann (1991) for the L ₂-norm of Brownian local times, and coincides with the large deviation obtained by Csörgö, Shi and Yor (1991) for self intersection local times of Brownian bridges. Our approach relies on a Feynman-Kac type large deviation for Brownian occupation time, certain localization techniques from Donsker-Varadhan (1975) and Mansmann (1991), and some general methods developed along the line of probability in Banach space. Our treatment in the case of random walks also involves rescaling, spectral representation and invariance principle. The law of the iterated logarithm for intersection local times is given as an application of our deviation results.Supported in part by NSF Grant DMS-0102238Supported in part by NSF Grant DMS-0204513 Mathematics Subject Classification (2000):Primary: 60J55; Secondary: 60B12, 60F05, 60F10, 60F15, 60F25, 60G17, 60J65     

A superprocess involving both branching and coalescing

We consider a superprocess with coalescing Brownian spatial motion. We first point out a dual relationship between two systems of coalescing Brownian motions. In consequence we can express the Laplace functionals for the superprocess in terms of coalescing Brownian motions, which allows us to obtain some explicit results. We also point out several connections between such a superprocess and the Arratia flow. A more general model is discussed at the end of this paper.     

A super-Brownian motion with a locally infinite catalytic mass

Summary. A super-Brownian motion in with “hyperbolic” branching rate , is constructed, which symbolically could be described by the formal stochastic equation (with a space-time white noise ). Starting at this superprocess will never hit the catalytic center: There is an increasing sequence of Brownian stopping times strictly smaller than the hitting time of such that with probability one Dynkin's stopped measures vanish except for finitely many Received: 27 November 1995 / In revised form: 24 July 1996     

The Dirichlet problem for the equation of prescribed scalar curvature in Minkowski space

We prove a maximum principle for the curvature of spacelike admissible solutions of the equation of prescribed scalar curvature in Minkowski space. This enables us to extend to higher dimensions a recent existence result of Bayard for the Dirichlet problem in three and four dimensions. We also prove an interior curvature bound which permits us to prove the existence of locally smooth solutions in the case of spacelike affine boundary data. Uniform convexity of the boundary data is assumed throughout.Received: 11 November 2002, Accepted: 23 January 2003, Published online: 16 May 2003Mathematics Subject Classification (1991): 35J60, 35J65, 53C50John Urbas: Supported by an Australian Research CouncilSenior Research Fellowship     

Bifurcation phenomena associated to a class of p-Laplacian like operators

 Global bifurcation of positive solutions for some degenerate quasilinear elliptic problems is considered. The uniform estimate of the gradient of weak solutions is given. This estimate is crucial in our arguments. Received: 10 August 2001 Supported in part by Grant-in-Aid for Scientific Research (No. 11640207), Ministry of Education, Science, Sports and Culture, Japan. Mathematics Subject Classification (2000): 35B32, 35J25, 35J70     

The bipolar quantum drift-diffusion model

A fourth order parabolic system, the bipolar quantum drift-diffusion model in semiconductor simulation, with physically motivated Dirichlet-Neumann boundary condition is studied in this paper. By semidiscretization in time and compactness argument, the global existence and semiclassical limit are obtained, in which semiclassieal limit describes the relation between quantum and classical drift-diffusion models, Furthermore, in the case of constant doping, we prove the weak solution exponentially approaches its constant steady state as time increases to infinity.     

Boundedness of the solution of the third problem for the Laplace equation

A necessary and sufficient condition for the boundedness of a solution of the third problem for the Laplace equation is given. As an application a similar result is given for the third problem for the Poisson equation on domains with Lipschitz boundary.Supported by GACR, Grant No. 201/00/1515.     

Joint continuity of the solutions to a class of nonlinear SPDEs

For a one-dimensional superprocess in random environment, a nonlinear SPDE was derived by Dawson et?al. (Ann Inst Henri Poincaré Probab Stat 36(2):167–180, 2000) for its density process. The time-space joint continuity of the density process was left as an open problem. In this paper we give an affirmative answer to this problem.     

On a Modified Subgradient Algorithm for Dual Problems via Sharp Augmented Lagrangian*

We study convergence properties of a modified subgradient algorithm, applied to the dual problem defined by the sharp augmented Lagrangian. The primal problem we consider is nonconvex and nondifferentiable, with equality constraints. We obtain primal and dual convergence results, as well as a condition for existence of a dual solution. Using a practical selection of the step-size parameters, we demonstrate the algorithm and its advantages on test problems, including an integer programming and an optimal control problem. *Partially Supported by 2003 UniSA ITEE Small Research Grant Ero2. Supported by CAPES, Brazil, Grant No. 0664-02/2, during her visit to the School of Mathematics and Statistics, UniSA.     

A Note on Doubly Connected Surfaces of Constant Mean Curvature with Prescribed Boundary

In this paper we prove the existence of a constant mean curvature surface spanning two given convex curves in parallel planes of ℝ³ under hypotheses relating the distance between the planes, the curvature of the curves and the mean curvature. It is also proved that the surface is a radial graph over a unit sphere.This author was partially Supported by Fapergs. Mathematics Subject Classifications (2000): 53A10, 53C42, 35J60