Linear periodic boundary-value problem for a second-order hyperbolic equation. II. Quasilinear problem

In three spaces, we find exact classical solutions of the boundary-value periodic problem u_tt - a²u_xx = g(x, t) u(0, t) = u(π, t) = 0, u(x, t + T) = u(x, t), x ∈ ℝ, t ∈ ℝ. We study the periodic boundary-value problem for a quasilinear equation whose left-hand side is the d’Alembert operator and whose right-hand side is a nonlinear operator. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 12, pp. 1680–1685, December, 1998.     

On the behavior of orbits of uniformly stable semigroups at infinity

For uniformly stable bounded analytic C ₀-semigroups {T(t)} _t≥0 of linear operators in a Banach space B, we study the behavior of their orbits T (t)x, x ∈ B, at infinity. We also analyze the relationship between the order of approaching the orbit T (t)x to zero as t → ∞ and the degree of smoothness of the vector x with respect to the operator A ⁻¹ inverse to the generator A of the semigroup {T(t)} _t≥0. In particular, it is shown that, for this semigroup, there exist orbits approaching zero at infinity not slower than , where a > 0, 0 < α < π/(2(π-θ)), θ is the angle of analyticity of {T(t)} _t≥0, and the collection of these orbits is dense in the set of all orbits. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 2, pp. 148–159, February, 2006.     

Interpolation of operators of weak type (ϕ<Subscript>0</Subscript>, ψ<Subscript>0</Subscript>, ϕ<Subscript>1</Subscript>, ψ<Subscript>1</Subscript>) in Lorentz spaces

We prove theorems on interpolation of quasilinear operators of weak type (ϕ₀, ψ₀, ϕ₀, ψ₁) in Lorentz spaces. The operators under study are analogs of the Calderón operator and the Benett operator for concave and convex functions ϕ₀(t), ψ₀(t), ϕ₁(t), and ψ₁(t). __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, No. 11, pp. 1490–1507, November, 2005.     

On perturbations of differentiable semigroups

LetX be a Banach space and letA be the infinitesimal generator of a differentiable semigroup {T(t) |t ≥ 0}, i.e. aC ₀-semigroup such thatt ↦T(t)x is differentiable on (0, ∞) for everyx εX. LetB be a bounded linear operator onX and let {S(t) |t ≥ 0} be the semigroup generated byA +B. Renardy recently gave an example which shows that {S(t) |t ≥ 0} need not be differentiable. In this paper we give a condition on the growth of ‖T′(t)‖ ast ↓ 0 which is sufficient to ensure that {S(t) |t ≥ 0} is differentiable. Moreover, we use Renardy’s example to study the optimality of our growth condition. Our results can be summarized roughly as follows:

Filtration of components of processes of random evolution

The problem of estimation of a nonobservable component θ_t for a two-dimensional process (θ_t, ξ_t) of random evolution (θ _t,ξ_t);x_t, 0≤t≤T, is investigated on the basis of observations of ξ_s. s≤t, where x _t is a homogeneous Markov process with infinitesimal operator Q. Applications to stochastic models of a (B,S)-market of securities is described under conditions of incomplete market. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 12, pp. 1701–1705, December, 1998.     

Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims

We will study the following problem.Let X_t,t∈[0,T],be an R~d-valued process defined on atime interval t∈[0,T].Let Y be a random value depending on the trajectory of X.Assume that,at each fixedtime t≤T,the information available to an agent(an individual,a firm,or even a market)is the trajectory ofX before t.Thus at time T,the random value of Y(ω) will become known to this agent.The question is:howwill this agent evaluate Y at the time t?We will introduce an evaluation operator ε_t[Y] to define the value of Y given by this agent at time t.Thisoperator ε_t[·] assigns an (X_s)0(?)s(?)T-dependent random variable Y to an (X_s)0(?)s(?)t-dependent random variableε_t[Y].We will mainly treat the situation in which the process X is a solution of a SDE (see equation (3.1)) withthe drift coefficient b and diffusion coefficient σcontaining an unknown parameter θ=θ_t.We then consider theso called super evaluation when the agent is a seller of the asset Y.We will prove that such super evaluation is afiltration consistent nonlinear expectation.In some typical situations,we will prove that a filtration consistentnonlinear evaluation dominated by this super evaluation is a g-evaluation.We also consider the correspondingnonlinear Markovian situation.     

A Note on Aluthge Transforms of Complex Symmetric Operators and Applications

In this paper, we reprove that: (i) the Aluthge transform of a complex symmetric operator [(T)\tilde] = |T|^\frac12 U|T|^\frac12\tilde{T} = |T|^{\frac{1}{2}} U|T|^{\frac{1}{2}} is complex symmetric, (ii) if T is a complex symmetric operator, then ([(T)\tilde])^*(\tilde{T})^{*} and [(T^*)\tilde]\widetilde{T^{*}} are unitarily equivalent. And we also prove that: (iii) if T is a complex symmetric operator, then [((T^*))\tilde]_s,t\widetilde{(T^{*})}_{s,t} and ([(T)\tilde]_t,s)^*(\tilde{T}_{t,s})^{*} are unitarily equivalent for s, t > 0, (iv) if a complex symmetric operator T belongs to class wA(t, t), then T is normal.     

Difference estimates for continuous and discrete operator semigroups

For suitable bounded operator semigroups (e ^tA ) _t≥0 in a Banach space, we characterize the estimate ‖Ae ^tA ‖≤c/F(t) for large t, where F is a function satisfying a sublinear growth condition. The characterizations are by holomorphy estimates on the semigroup, and by estimates on powers of the resolvent. We give similar characterizations of the difference estimate ‖T ⁿ −T ⁿ⁺¹‖≤c/F(n) for a power-bounded linear operator T, when F(n) grows faster than n ^1/2 for large n.     

Approximating a Feller Semigroup by Using the Yosida Approximation of the Symbol of its Generator

We show that if the pseudodifferential operator −q(x,D) generates a Feller semigroup (T_t)_t≥0 then the Feller semigroups (T_t^(v))_t≥0 generated by the pseudodifferential operators with symbol will converge strongly to (T_t)_t≥0 as ν →∞.     

On the partially microlocal hypoellipticity for a class of totally characteristic operators with characteristics of constant multiplicity

In this paper, I study the microlocal hypoellipticity for a class of totally characteristic operators (1.1). My main result is as follows: Under the conditions (I), (II), if the indicial operator of (1.1) is microlocally hypoelliptic in the complement ofWF _x(Pu(t,·)) for anyu(t,x)∈C _b ^∞ ([0,T], ℰ),t∈[0,T], λ∈ℤ, then the operator (1.1) is microlocally hypoelliptic in the variablex. Supported by the Natural Science Foundation and Young Men's Science Foundation of Academia Sinica     

On a criterion for the uniform boundedness of a <Emphasis Type="Italic">C</Emphasis><Subscript>0</Subscript>-semigroup of operators in a Hilbert space

Let T(t), t ≥ 0, be a C ₀-semigroup of linear operators acting in a Hilbert space H with norm ‖·‖. We prove that T(t) is uniformly bounded, i.e., ‖T(t)‖ ≤ M, t ≥ 0, if and only if the following condition is satisfied:

Exact solution of one boundary-value problem

We study the boundary-value perlodic problem u _tt −u _xx =F(x, t), u(0, t)=u(π, t)=0, u(x, t+T)=u(x, t), (x, t) ∈ R ². By using the Vejvoda-Shtedry operator, we determine a solution of this problem. Ternopol Pedagogical Institute, Temopol. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 7, pp. 998–1001, July, 1997.     

<Emphasis Type="Italic">BV</Emphasis> functions and parabolic initial boundary value problems on domains

Given a uniformly elliptic second order operator on a possibly unbounded domain , let (T(t)) _t≥0 be the semigroup generated by in L ¹(Ω), under homogeneous co-normal boundary conditions on ∂Ω. We show that the limit as t → 0 of the L ¹-norm of the spatial gradient D _x T(t)u ₀ tends to the total variation of the initial datum u ₀, and in particular is finite if and only if u ₀ belongs to BV(Ω). This result is true also for weighted BV spaces. A further characterization of BV functions in terms of the short-time behaviour of (T(t)) _t≥0 is also given.      

The solvability of a boundary-value periodic problem

In the space of functions B _a³⁺={g(x, t)=−g(−x, t)=g(x+2π, t)=−g(x, t+T₃/2)=g(x, −t)}, we establish that if the condition aT ₃ (2s−1)=4πk, (4πk, a (2s−1))=1, k ∈ ℤ, s ∈ ℕ, is satisfied, then the linear problem u _u −a ² u _xx =g(x, t), u(0, t)=u(π, t)=0, u(x, t+T ₃ )=u(x, t), ℝ², is always consistent. To prove this statement, we construct an exact solution in the form of an integral operator. Ternopol’ Pedagogical Institute, Ternopol’. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 2, pp. 302–308, Feburary, 1997 Ternopol’ Pedagogical Institute, Ternopol’. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 2, pp. 302–308, Feburary, 1997     

Weyl’s Theorem and Perturbations

In the present paper we examine the stability of Weyl’s theorem under perturbations. We show that if T is an isoloid operator on a Banach space, that satisfies Weyl’s theorem, and F is a bounded operator that commutes with T and for which there exists a positive integer n such that Fⁿ is finite rank, then T + F obeys Weyl’s theorem. Further, we establish that if T is finite-isoloid, then Weyl’s theorem is transmitted from T to T + R, for every Riesz operator R commuting with T. Also, we consider an important class of operators that satisfy Weyl’s theorem, and we give a more general perturbation results for this class.     

Grothendieck’s theorem for operator spaces

We prove several versions of Grothendieck’s Theorem for completely bounded linear maps T:E→F ^*, when E and F are operator spaces. We prove that if E, F are C ^*-algebras, of which at least one is exact, then every completely bounded T:E→F ^* can be factorized through the direct sum of the row and column Hilbert operator spaces. Equivalently T can be decomposed as T=T _r +T _c where T _r (resp. T _c ) factors completely boundedly through a row (resp. column) Hilbert operator space. This settles positively (at least partially) some earlier conjectures of Effros-Ruan and Blecher on the factorization of completely bounded bilinear forms on C ^*-algebras. Moreover, our result holds more generally for any pair E, F of “exact” operator spaces. This yields a characterization of the completely bounded maps from a C ^*-algebra (or from an exact operator space) to the operator Hilbert space OH. As a corollary we prove that, up to a complete isomorphism, the row and column Hilbert operator spaces and their direct sums are the only operator spaces E such that both E and its dual E ^* are exact. We also characterize the Schur multipliers which are completely bounded from the space of compact operators to the trace class. Oblatum 31-I-2002 & 3-IV-2002?Published online: 17 June 2002     

A Rank Theorem of Operators between Banach Spaces

Suppose that E and F are two Banach spaces and that B(E, F) is the space of all bounded linear operators from E to F. Let T ₀∈B(E, F) with a generalized inverse T ₀ ⁺∈B(F, E). This paper shows that, for every T∈B(E, F) with ‖T ₀ ⁺ (T−T ₀)‖<1, B ≡ (I + T ₀ ⁺(T−T ₀))⁻¹ T ₀ ⁺ is a generalized inverse of T if and only if (I−T ₀ ⁺ T ₀)N(T) = N(T ₀), where N(·) stands for the null space of the operator inside the parenthesis. This result improves a useful theorem of Nashed and Cheng and further shows that a lemma given by Nashed and Cheng is valid in the case where T ₀ is a semi-Fredholm operator but not in general.     

A fragmentation process connected to Brownian motion

Let (B _s , s≥ 0) be a standard Brownian motion and T ₁ its first passage time at level 1. For every t≥ 0, we consider ladder time set ℒ ^(t) of the Brownian motion with drift t, B ^(t) _s = B _s + ts, and the decreasing sequence F(t) = (F ₁(t), F ₂(t), …) of lengths of the intervals of the random partition of [0, T ₁] induced by ℒ ^(t) . The main result of this work is that (F(t), t≥ 0) is a fragmentation process, in the sense that for 0 ≤t < t′, F(t′) is obtained from F(t) by breaking randomly into pieces each component of F(t) according to a law that only depends on the length of this component, and independently of the others. We identify the fragmentation law with the one that appears in the construction of the standard additive coalescent by Aldous and Pitman [3]. Received: 19 February 1999 / Revised version: 17 September 1999 /?Published online: 31 May 2000     

An anisotropic integral operator in high temperature superconductivity

A simplified model in superconductivity theory studied by P. Krotkov and A. Chubukov [KC1, KC2] led to an integral operator K — see (1), (2). They guessed that the equation E ₀(a, T) = 1, where E ₀ is the largest eigenvalue of the operator K, has a solution

Mixing of Cartesian squares of positive operators

LetT be a power bounded positive operator inL ₁(X, Σ, m)of a probability space, given by a transition measureP (x, A). The Cartesian squareS is the operator onL ₁ (X × X, Σ × Σ, m × m) induced by the transition measure Q((x, y), A × B)=P(x, A)P(y, B).T iscompletely mixing if ∝u e dm=0 impliesT ⁿ u→0 weakly (where 0≦e ∈L _∞ withT ^* e=e).Theorem. IfT has no fixed points, thenT is completely mixing if and only ifS is completely mixing. Part of this research was done at The Hebrew University of Jerusalem.