Convergent approximations in parabolic variational inequalities II: Hamilton-jacobi inequalities

In this paper we consider two-sided parabolic inequalities of the form (li) $$\psi _1 \leqslant u \leqslant \psi _2 , in{\mathbf{ }}Q;$$ (lii) $$\left[ { - \frac{{\partial u}}{{\partial t}} + A(t)u + H(x,t,u,Du)} \right]e \geqslant 0, in{\mathbf{ }}Q,$$ for alle in the convex support cone of the solution given by $$K(u) = \left\{ {\lambda (\upsilon - u):\psi _1 \leqslant \upsilon \leqslant \psi _2 ,\lambda > 0} \right\}{\mathbf{ }};$$ (liii) $$\left. {\frac{{\partial u}}{{\partial v}}} \right|_\Sigma = 0, u( \cdot ,T) = \bar u$$ where $$Q = \Omega \times (0,T), \sum = \partial \Omega \times (0,T).$$ Such inequalities arise in the characterization of saddle-point payoffsu in two person differential games with stopping times as strategies. In this case,H is the Hamiltonian in the formulation. A numerical scheme for approximatingu is obtained by the continuous time, piecewise linear, Galerkin approximation of a so-called penalized equation. A rate of convergence tou of orderO(h ^1/2) is demonstrated in theL ²(0,T; H ¹(Ω)) norm, whereh is the maximum diameter of a given triangulation.     

Mean value of weyl sums

We give a simple proof of a mean value theorem of I. M. Vinogradov in the following form. Suppose P, n, k, τ are integers, P≥1, n≥2, k≥n (τ+1), τ≥0. Put $$J_{k,n} (P) = \int_0^1 \cdots \int_0^1 {\left| {\sum\nolimits_{x = 1}^P {e^{2\pi i(a_1 x + \cdots + a_n x^n )} } } \right|^{2k} da_1 \ldots da_n .} $$ Then $$J_{k,n} \leqslant n!k^{2n\tau } n^{\sigma n^2 u} \cdot 2^{2n^2 \tau } P^{2k - \Delta } ,$$ where $$\begin{gathered} u = u_\tau = min(n + 1,\tau ), \hfill \\ \Delta = \Delta _\tau = n(n + 1)/2 - (1 - 1/n)^{\tau + 1} n^2 /2. \hfill \\ \end{gathered} $$      

Some approximation theorems for modified Bernstein-Durrmeyer operators

The modified Bernstein-Durrmeyer operators discussed in this paper are given byM_nf≡M_n(f,x)=(n+2)P_(n,k)∫_0~1p_n+1.k(t)f(t)dt,whereWe will show,for 0<α<1 and 1≤p≤∞     

A property of an autonomous minimax optimal control problem

A control system \(\dot x = f\left( {x,u} \right)\) ,u) with cost functional $$\mathop {ess \sup }\limits_{T0 \leqslant t \leqslant T1} G\left( {x\left( t \right),u\left( t \right)} \right)$$ is considered. For an optimal pair \(\left( {\bar x\left( \cdot \right),\bar u\left( \cdot \right)} \right)\) ,ū(·)), there is a maximum principle of the form $$\eta \left( t \right)f\left( {\bar x\left( t \right),\bar u\left( t \right)} \right) = \mathop {\max }\limits_{u \in \Omega \left( t \right)} \eta \left( t \right)f\left( {\bar x\left( t \right),u} \right).$$ By means of this fact, it is shown that \(\eta \left( t \right)f\left( {\bar x\left( t \right),\bar u\left( t \right)} \right)\) is equal to a constant almost everywhere.     

Time periodic solutions of nonlinear wave equations

Existence and regularity of solutions of $$(1)u_{tt} - u_{xx} = \varepsilon K(x,t,u,u_t )0< x< \pi ,0 \leqslant t \leqslant 2\pi $$ together with the periodicity and boundary conditions $$(2)u(x,t + 2\pi ) = u(x,t),u(0,t) = 0 = u(\pi ,t)$$ is studied both with an without the dissipation u_t. A solution is a pair (χ, u). A main feature of interest here is an infinite dimensional biofurcation problem. Under appropriate conditions on K, global existence results are obtained by a combination of analytical and topological methods.     

Bombieri's theorem in short intervals

The well-known Bombieri-A. I. Vinogradov theorem states that (1) $$\sum\limits_{q \leqslant x^{\tfrac{1}{2}} (\log x)^{ - s} } {\mathop {\max }\limits_{(a,q) = 1} \mathop {\max }\limits_{y \leqslant x} } \left| {\psi (y,q;a) - \frac{y}{{\varphi (q)}}} \right| \ll \frac{x}{{(\log x)^A }},$$ whereA is an arbitrary positive constant,B=B(A)>0, and as usual, $$\psi (x,q;a) = \sum\limits_{\mathop {n \leqslant x}\limits_{n = a(q)} } {\Lambda (n),}$$ Λ being the Von Mangoldt's function. The problem of finding a result analogous to (1) for short intervals was investigated by many authors. Using Heath-Brown's identity and the approximate functional equation for DirichletL-functions, A. Perelli, J. Pintz and S. Salerno in 1985 established the following extension of Bombieri's theorem: Theorem 1. (2) $$\sum\limits_{q \leqslant Q} {\mathop {\max }\limits_{(a,q) = 1} \mathop {\max }\limits_{h \leqslant y} \mathop {\max }\limits_{\frac{x}{2}< \approx \leqslant x} } \left| {\psi (z + h,q;a) - \psi (z,q;a) - \frac{h}{{\varphi (q)}}} \right| \ll \frac{y}{{(\log x)^A }}$$ where A>0 is an arbitrary constant,y=x ^θ $$\frac{7}{{12}}< \theta \leqslant 1, Q = x^{\frac{1}{{40}}} .$$ ,Q=x ^1/40. By improving the basic lemma which A. Perelli, J. Pintz and S. Salerno used as the main tool to prove Theorem 1, we obtain Theorem 2.Under the same condition as in Theorem 1,for Q=x ^1/38.5, (2)still holds.     

Sufficient conditions for absolute asymptotic stability of linear equations in a Banach space

For a linear differential equation of the type (1) $$\frac{{dx}}{{dt}} = A_0 x(t) + A_1 x(t - \Delta _1 ) + ... + A_n x(t - \Delta _n )$$ we establish the followingTHEOREM. If $$\overline {\left| {z_1 } \right| = ...\underline{\underline \cup } \left| z \right|_n = 1\sigma \left( {A_0 + \sum\nolimits_{k = 1}^n {z_k A_k } } \right)} \subset \left\{ {\lambda :\operatorname{Re} \lambda< 0} \right\}$$ then system (1) is absolutely asymptotically stable.     

A mixed boundary-value problem for a hyperbolic-parabolic equation

Let Ω be a bounded domain in the n-dimensional Euclidean space. In the cylindrical domain QT=Ω x [0, T] we consider a hyperbolic-parabolic equation of the form (1) $$Lu = k(x,t)u_{tt} + \sum\nolimits_{i = 1}^n {a_i u_{tx_i } - } \sum\nolimits_{i,j = 1}^n {\tfrac{\partial }{{\partial x_i }}} (a_{ij} (x,t)u_{x_j } ) + \sum\nolimits_{i = 1}^n {t_i u_{x_i } + au_t + cu = f(x,t),} $$ where \(k(x,t) \geqslant 0,a_{ij} = a_{ji} ,\nu |\xi |^2 \leqslant a_{ij} \xi _i \xi _j \leqslant u|\xi |^2 ,\forall \xi \in R^n ,\nu > 0\) . The classical and the “modified” mixed boundary-value problems for Eq. (1) are studied. Under certain conditions on the coefficients of the equation it is proved that these problems have unique solution in the Sobolev spaces W ₂ ¹ (QT) and W ₂ ² (QT).     

Finite-difference method for solving the first boundary-value problem for a second-order nonlinear ordinary differential equation with a divergent principal part

The approximation is studied of the first boundary-value problem for the equation (1) $$- \frac{d}{{dx}}K(x,\frac{{du}}{{dx}}) + f(x,u) = 0,0< x< 1,$$ with boundary conditions (2) $$u(0) = u(1) = 0$$ by difference boundary-value problems of form (3) $$- \left[ {a(x,w_{\bar x} )} \right]_x + \varphi (x,w) = 0,x \in w_r ,$$ (4) $$w(0) = w(1) = 0.$$ Theorems are established on the solvability of problem (3), (4). Theorems are proved on uniform convergence and on the order of uniform convergence. Here, as usual, boundedness is not assumed, but just the summability of the corresponding derivatives of the solutions of problem (1), (2). Also considered are singular boundary-value problems of form (1), (2), where uniform convergence with order h is proved under assumption of piecewise absolute continuity of the functionf(x,u(x)).     

On the Fourier coefficients of contracted functions

РАБОтА пОсВьЩЕНА ИжУ ЧЕНИУ сВьжИ кОЁФФИцИ ЕНтОВ ФУРьЕ ФУНкцИИ ?(x) И g(x) тАкИх ЧтО (1) $$\parallel \Delta _h^m g(x)\parallel _{L^2 } \leqq \parallel \Delta _h^m f(x)\parallel _{L^2 } $$ Дль ВськОгОh≧0 И НЕкОт ОРОгОт. пОкАжАНО, ЧтО сУЩЕстВ УУт НЕпРЕРыВНыЕ ФУНк цИь ?(x) Иg(x), УДОВлЕтВОРьУЩИЕ сОО т-НОшЕНИУ (1), И тАкИЕ, ЧтО $$\mathop \sum \limits_{n = 0}^\infty [a_n^2 (f) + b_n^2 (f)]^{\alpha /2}< \infty $$ Дль ВськОгО α>0 И $$\mathop \sum \limits_{n = 0}^\infty [a_n^2 (g) + b_n^2 (g)]^{\beta /2} = \infty $$ Дль ВськОгОΒ<2. АНАлОгИЧНыИ РЕжУльт Ат ДОкАжыВАЕтсь И Дль пЕРИОДИЧЕскИх МУльт ИплИкАтИВНых ОР-тОНО РМИРОВАННых сИстЕМ.     

Optimal trajectories for quadratic variational processes via invariant imbedding

Consider minimizing the integral $$I = \int_0^T {[\dot w^2 + g(y)w^2 ] dy}$$ where $$w = w(y), \dot w = dw/dy, w(T) = 1, w(0) = free$$ ForT sufficiently small, it is shown that $$w_{opt} = x(t,T), 0 \leqslant t \leqslant T$$ where the functionx, viewed as a function ofT, is a solution of the Cauchy problem $$\begin{gathered} x_T (t,T) = r(T)x(t,T), T \geqslant t \hfill \\ x(t,t) = 1 \hfill \\\end{gathered}$$ and the auxiliary functionr satisfies the Riccati system $$\begin{gathered} r_T = ---g(T) + r^2 , T \geqslant 0 \hfill \\ r(0) = 0 \hfill \\\end{gathered}$$ In the derivation of the Cauchy problem, no use is made of Euler equations, dynamic programming, or Pontryagin's maximum principle. Only ordinary differential equations are employed. The Cauchy problem provides a one-sweep integration procedure; it is intimately connected with the theory of the second variation.     

Eventual uniform asymptotic stability for stochastic differential equation based on semimartingale with spatial parameter

Given a stochastic differential equation based on semimartingale with spatial parameter (1) $$\varphi _t = x_0 + \int_{t_0 }^t {F(\varphi _s ,ds) } on t \geqslant t_0 $$ and it perturbed system (2) $$\psi _t = x_0 + \int_{t_0 }^t {F\left( {\psi \alpha _s , ds} \right)} + \int_{t_0 }^t {G\left( {\psi _s , ds} \right)} on t \geqslant t_0 $$ In this paper we give some sufficient conditions under which the eventual uniform asymptotic stability of Eq. (1) is shared by Eq. (2).     

On strong summahility of Fourier series and differentiability of functions

ПустьS _n (f, x) — суммы Фурье периодической сумми руемой функцииf(x). Доказано, что если фун кцияФ(u), определенная, непрерывная и выпукл ая вверх для u≧0 (Ф(0)=0), удовлетворяет ус ловию (1) $$\int\limits_{ + 0} {\frac{{du}}{{\Phi (u)}}< \infty ,} $$ то имеет место следую щее вложение классов функций (2) $$S(\Phi ) = \left\{ {f:\mathop {\max }\limits_x \sum\limits_{n = o}^\infty \Phi (\left| {f(x) - S_n (fx)} \right|)< \infty } \right\} \subset Lip1,$$ и, более того, при услов ии (1) все функции из кла ссаS(Ф) непрерывно дифферен цируемы, а их производные имеют равномерно сходящие ся ряды Фурье. Установлено также, чт о если функция Ф удовл етворяет условию lim supФ(u/2)/Ф(u)<1, то условие (1) является н е только достаточным, но и необходимым для влож ения (2).     

On linear summation methods of Fourier series

Получены новые оценк иL-нормы тригонометр ических полиномов $$T_n (t) = \frac{{\lambda _0 }}{2} + \mathop \sum \limits_{k = 1}^n \lambda _k \cos kt$$ в терминах коэффицие нтовλ _k и их разностейΔλ _k=λ _k?λ _k?1: (1) $$\mathop \smallint \limits_{ - \pi }^\pi |T_n (t)|dt \leqq \frac{c}{n}\mathop \sum \limits_{k = 0}^n |\lambda _\kappa | + c\left\{ {x(n,\varphi )\mathop \sum \limits_{k = 0}^n \Delta \lambda _\kappa \mathop \sum \limits_{l = 0}^n \Delta \lambda _l \delta _{\kappa ,l} (\varphi )} \right\}^{{1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} ,$$ где $$\kappa (n,\varphi ) = \mathop \smallint \limits_{1/n}^\pi [t^2 \varphi (t)]^{ - 1} dt, \delta _{k,1} (\varphi ) = \mathop \smallint \limits_0^\infty \varphi (t)\sin \left( {k + \frac{1}{2}} \right)t \sin \left( {l + \frac{1}{2}} \right)t dt,$$ a ?(t) — произвольная фун кция ≧0, для которой опр еделены соответствующие инт егралы. Из (1) следует, что методы $$\tau _n (f;t) = (N + 1)^{ - 1} \mathop \sum \limits_{k = 0}^{\rm N} S_{[2^{k^\varepsilon } ]} (f;t), n = [2^{N\varepsilon } ],$$ являются регулярным и для всех 0<ε≦1/2. ЗдесьS _m (f, x) частные суммы ряда Фу рье функцииf(x). В статье исследуется многомерный случай. П оказано, что метод суммирования (о бобщенный метод Рисса) с коэффиц иентами $$\lambda _{\kappa ,l} = (R^v - k^\alpha - l^\beta )^\delta R^{ - v\delta } (0 \leqq k^\alpha + l^\beta \leqq R^v ;\alpha \geqq 1,\beta \geqq 1,v< 0)$$ является регулярным, когда δ > 1.     

Well-posedness of a semilinear heat equation with weak initial data

This article mainly consists of two parts. In the first part the initial value problem (IVP) of the semilinear heat equation $$\begin{gathered} \partial _t u - \Delta u = \left| u \right|^{k - 1} u, on \mathbb{R}^n x(0,\infty ), k \geqslant 2 \hfill \\ u(x,0) = u_0 (x), x \in \mathbb{R}^n \hfill \\ \end{gathered} $$ with initial data in $\dot L_{r,p} $ is studied. We prove the well-posedness when $$1< p< \infty , \frac{2}{{k(k - 1)}}< \frac{n}{p} \leqslant \frac{2}{{k - 1}}, and r =< \frac{n}{p} - \frac{2}{{k - 1}}( \leqslant 0)$$ and construct non-unique solutions for $$1< p< \frac{{n(k - 1)}}{2}< k + 1, and r< \frac{n}{p} - \frac{2}{{k - 1}}.$$ In the second part the well-posedness of the avove IVP for k=2 with μ₀?H ^s (? ⁿ ) is proved if $$ - 1< s, for n = 1, \frac{n}{2} - 2< s, for n \geqslant 2.$$ and this result is then extended for more general nonlinear terms and initial data. By taking special values of r, p, s, and u₀, these well-posedness results reduce to some of those previously obtained by other authors [4, 14].     

On the convergence of double Fourier series of functions from Lp,p > 1

It is proved that if a function from L_p, p > 1, satisfies the condition $$\frac{1}{{t \cdot \tau }}\int_0^t {\int_0^\tau {\left| {f(x + u,y + v) - f(x,y)} \right|} dudv = O\left( {\left[ {1n\frac{1}{{(t^2 + \tau ^2 )}}} \right]^{ - 2} } \right),}$$ then the double Fourier series of function f, under summation over a rectangle, converges almost everywhere.     

Interpolation with lagrange polynomials a simple proof of Markov inequality and some of its generalizations

The following theorem is provedTheorem 1.Let q be a polynomial of degree n(qP_n)with n distinct zeroes lying inthe interval[-1,1] and△'_q={-1}∪{τ_i:q'(τ_i)=0,i=1,n-1}∪{1}.If polynomial pP_n satisfies the inequalitythen for each k=1,n and any x[-1,1]its k-th derivative satisfies the inequality丨p~(k)(x)丨≤max{丨q~((k))(x)丨,丨1/k(x~2-1)q~(k+1)(x)+xq~((k))(x)丨}.This estimate leads to the Markov inequality for the higher order derivatives ofpolynomials if we set q=T_n,where Tn is Chebyshev polynomial least deviated from zero.Some other results are established which gives evidence to the conjecture that under theconditions of Theorem 1 the inequality ‖p~((k))‖≤‖q~(k)‖holds.     

On the convolution equation with positive kernel expressed via an alternating measure

We consider the integral convolution equation on the half-line or on a finite interval with kernel $$K(x - t) = \int_a^b {e^{ - \left| {x - t} \right|s} d\sigma (s)} $$ with an alternating measure dσ under the conditions $$K(x) > 0, \int_a^b {\frac{1}{s}\left| {d\sigma (s)} \right| < + \infty } , \int_{ - \infty }^\infty {K(x)dx = 2} \int_a^b {\frac{1}{s}d\sigma (s) \leqslant 1} .$$ The solution of the nonlinear Ambartsumyan equation $$\varphi (s) = 1 + \varphi (s) \int_a^b {\frac{{\varphi (p)}}{{s + p}}d\sigma (p)} ,$$ is constructed; it can be effectively used for solving the original convolution equation.     

On the order of the error function of the square-full integers

LetL(x) denote the number of square full integers ≤x. By a square-full integer, we mean a positive integer all of whose prime factors have multiplicity at least two. It is well known that $$\left. {L(x)} \right| \sim \frac{{\zeta ({3 \mathord{\left/ {\vphantom {3 2}} \right. \kern-\nulldelimiterspace} 2})}}{{\zeta (3)}}x^{{1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} + \frac{{\zeta ({2 \mathord{\left/ {\vphantom {2 3}} \right. \kern-\nulldelimiterspace} 3})}}{{\zeta (2)}}x^{{1 \mathord{\left/ {\vphantom {1 3}} \right. \kern-\nulldelimiterspace} 3}} ,$$ where ζ(s) denotes the Riemann Zeta function. Let Δ(x) denote the error function in the asymptotic formula forL(x). On the basis of the Riemann hypothesis (R.H.), it is known that \(\Delta (x) = O(x^{\tfrac{{13}}{{81}} + \varepsilon } )\) for every ε>0. In this paper, we prove the following results on the assumption of R.H.: (1) $$\frac{1}{x}\int\limits_1^x {\Delta (t)dt} = O(x^{\tfrac{1}{{12}} + \varepsilon } ),$$ (2) $$\int\limits_1^x {\frac{{\Delta (t)}}{t}\log } ^{v - 1} \left( {\frac{x}{t}} \right) = O(x^{\tfrac{1}{{12}} + \varepsilon } )$$ for any integer ν≥1. In fact, we prove some general results and deduce the above from them. On the basis of (1) and (2) above, we conjecture that \(\Delta (x) = O(x^{{1 \mathord{\left/ {\vphantom {1 {12}}} \right. \kern-0em} {12}} + \varepsilon } )\) under the assumption of R.H.