Large Deviations of Local Times of Lévy Processes

For X(t) a real-valued symmetric Lévy process, its characteristic function is E(e ^iX(t))=exp(–t()). Assume that is regularly varying at infinity with index 1<2. Let L ^x _t denote the local time of X(t) and L* _t =sup _xR L ^x _t . Estimates are obtained for P(L ⁰ _t y) and P(L* _t y) as y and t fixed.     

On the strong controllability of the diffusion equation

Let (x,t)y (x,t),x[0, 1],t[0,T], be the solution of the diffusion equation in one spatial variable corresponding to zero initial conditions and boundary controluL ₂(0,T). GivenfL ₂(0, 1), it is not possible, in general, to find a controlu such thaty(·,T)=f. We extend the space of controls in such a manner thatL ₂(0,T) can be considered to be a subset of a new spaceS of control elements; this space contains elements which do provide a solution to the problem of moments associated with the problem of makingy(·,T)=f inL ₂(0, 1). We show then that the action of the elements ofS can be approximated by that of control functions inL ₂(0,T) in a suitable manner.     

Scattering techniques for a one dimensional inverse problem in geophysics

A one dimensional problem for SH waves in an elastic medium is treated which can be written as v_tt = A^?1 (Av_y)_y, A = (?μ)^1/2, ? = density, and μ = shear modulus. Assume A ? C¹ and A′/A ? L¹; from an input v_y(t, 0) = ?(t) let the response v(t, 0) = g(t) be measured (v(t, y) = 0 for t < 0). Inverse scattering techniques are generalized to recover A(y) for y > 0 in terms of the solution K of a Gelfand-Levitan type equation, .     

Time periodic solutions to a nonlinear wave equation with <Emphasis Type="Italic">x</Emphasis>-dependent coefficients

In this paper, we study the problem of time periodic solutions to the nonlinear wave equation with x-dependent coefficients on under the boundary conditions a ₁ y(0, t)+b ₁ y _x (0, t) = 0, ( for i = 1, 2) and the periodic conditions y(x, t + T) = y(x, t), y _t (x, t + T) = y _t (x, t). Such a model arises from the forced vibrations of a bounded nonhomogeneous string and the propagation of seismic waves in nonisotropic media. For , we establish the existence of time periodic solutions in the weak sense by utilizing some important properties of the wave operator with x-dependent coefficients. This work was supported by the 985 Project of Jilin University, the Specialized Research Fund for the Doctoral Program of Higher Education, and the Science Research Foundation for Excellent Young Teachers of College of Mathematics at Jilin University.     

On second order sublinear oscillation

The basic purpose of this paper is to present a new oscillation criterion for second order sublinear ordinary differential equations of the formx(t) +a(t)f[x(t)] = 0,t t ₀>0, wherea is a continuous function on [t ₀, ) without any restriction on its sign andf is a continuous function on the real line, which is continuously differentiable, except possibly at 0, and satisfiesyf(y)>0 andf(y)>0 fory 0, and . The results obtained include the average behavior of the integral of the coefficienta.     

Periodic solutions to one-dimensional wave equation with x-dependent coefficients

In this paper, we study the nonlinear one-dimensional periodic wave equation with x-dependent coefficients u(x)ytt−(ux(x)yx)+g(x,t,y)=f(x,t) on (0,π)×R under the boundary conditions a₁y(0,t)+b₁yx(0,t)=0, a₂y(π,t)+b₂yx(π,t)=0 ( for i=1,2) and the periodic conditions y(x,t+T)=y(x,t), yt(x,t+T)=yt(x,t). Such a model arises from the forced vibrations of a nonhomogeneous string and the propagation of seismic waves in nonisotropic media. A main concept is the notion “weak solution” to be given in Section 2. For T is the rational multiple of π, we prove some important properties of the weak solution operator. Based on these properties, the existence and regularity of weak solutions are obtained.     

Existence and Uniqueness of Strong Solutions for a Class of Quasi‐Linear Hyperbolic Equations with Order Degeneration

Let k(y) > 0, 𝓁(y) > 0 for y > 0, k(0) = 𝓁(0) = 0 and lim_{y → 0}k(y)/𝓁(y) exists; then the equation L(u) ≔ k(y)u_xx – ∂_y(𝓁(y)u_y) + a(x, y)u_x = f(x, y, u) is strictly hyperbolic for y > 0 and its order degenerates on the line y = 0. Consider the boundary value problem Lu = f(x, y, u) in G, u|_AC = 0, where G is a simply connected domain in ℝ² with piecewise smooth boundary ∂G = AB∪AC∪BC; AB = {(x, 0) : 0 ≤ x ≤ 1}, AC : x = F(y) = ∫^y₀(k(t)/𝓁(t))^1/2dt and BC : x = 1 – F(y) are characteristic curves. Existence of generalized solution is obtained by a finite element method, provided f(x, y, u) satisfies Carathéodory condition and |f(x, y, u)| ≤ Q(x, y) + b|u| with Q ∈ L²(G), b = const > 0. It is shown also that each generalized solution is a strong solution, and that fact is used to prove uniqueness under the additional assumption |f(x, y, u₁) – f(x, y, u₂| ≤ C|u₁ – u₂|, where C = const > 0.     

Symmetrization of diagonalizable complex differential systems

Let L be a first order system where D₀=∂/∂x₀, Dj=∂/∂xj, y is a real vector parameter, I is the idendity 3×3 matrix and aj(y) is a 3×3 matrix-valued complex smooth function.Let L(y,ξ) be the symbol of L(y,D). We assume: ∀y, the real reduced dimension of L in y is 5 and L(y,ξ) is symmetrizable: ∃T(y) such that: T−1(y)L(y,ξ)T(y) is hermitian ∀ξ. We assume the nonexistence of some double characteristics depending on the reduced form of the system. Then: L(y,ξ) is smoothly symmetrizable ? ∃T(y) smooth (same smoothness as the coefficients) such that: T−1(y)L(y,ξ)T(y) is hermitian ∀ξ.     

On the Instability of Linear Nonautonomous Delay Systems

The unstable properties of the linear nonautonomous delay system x(t) = A(t)x(t) + B(t)x(t – r(t)), with nonconstant delay r(t), are studied. It is assumed that the linear system y(t) = (A(t) + B(t))y(t) is unstable, the instability being characterized by a nonstable manifold defined from a dichotomy to this linear system. The delay r(t) is assumed to be continuous and bounded. Two kinds of results are given, those concerning conditions that do not include the properties of the delay function r(t) and the results depending on the asymptotic properties of the delay function.     

On Local Invertible Operators in L2 (ℝ1, H)

We study operators of the form Lu = — G(t) u(t) in L²([t₀ — δ, t₀ + δ], H) with = L² ([t₀— δ, t₀ + δ], H ) in the neighbourhood [t₀— δ, t₀ + δ] of a point t₀ ∈ ℝ¹. Such problems arise in questions on local solvability of partial differential equations (see [6] and [7]). For these operators,one of the major questions is if they are invertible in a neighbourhood of a point t ∈ ℝ¹. To solve this problem we establish needed commutator estimates. Using the commutator estimates and factorization theorems for nonanalytic operator-functions we give additional conditions for the nonanalytic operator -function G(t) and show that the operator L (or ) with some boundary conditions is local invertible.     

Some properties of third order differential operators

Consider the third order differential operator L given by and the related linear differential equation L(x)(t) + x(t) = 0. We study the relations between L, its adjoint operator, the canonical representation of L, the operator obtained by a cyclic permutation of coefficients a _i , i = 1,2,3, in L and the relations between the corresponding equations.We give the commutative diagrams for such equations and show some applications (oscillation, property A).     

On the Contractivity and Asymptotic Stability of Systems of Delay Differential Equations of Neutral Type

In this paper we investigate both the contractivity and the asymptotic stability of the solutions of linear systems of delay differential equations of neutral type (NDDEs) of the form y(t) = Ly(t) + M(t)y(t – (t)) + N(t)y(t – (t)). Asymptotic stability properties of numerical methods applied to NDDEs have been recently studied by numerous authors. In particular, most of the obtained results refer to the constant coefficient version of the previous system and are based on algebraic analysis of the associated characteristic polynomials. In this work, instead, we play on the contractivity properties of the solutions and determine sufficient conditions for the asymptotic stability of the zero solution by considering a suitable reformulation of the given system. Furthermore, a class of numerical methods preserving the above-mentioned stability properties is also presented.     

A Note on a Boundary Value Problem

In this note, we prove that, for Robins boundary value problem, a unique solution exists if f_x(t, x, x), f_x(t, x, x), (t), and (t) are continuous, and f_x -(t), f_x -(t), 4(t) ² + ²(t) ++ 2(t), and 4(t) ² + ²(t) + 2(t).AMS Subject Classification (2000) 34B15     

On a multiplicative functional transformation arising in nonlinear filtering theory

Summary This paper concerns the nonlinear filtering problem of calculating estimates E[f(x_t)¦y _s, st] where {x _t} is a Markov process with infinitesimal generator A and {y _t} is an observation process given by dy _t=h(x_t)dt +dw_twhere {w _t} is a Brownian motion. If h(x_t) is a semimartingale then an unnormalized version of this estimate can be expressed in terms of a semigroup T _s,t ^y obtained by a certain y-dependent multiplicative functional transformation of the signal process {x _t}. The objective of this paper is to investigate this transformation and in particular to show that under very general conditions its extended generator is A _t ^y f=e^y(t)h(A– 1/2h²)(e^–y(t)h f).Work partially supported by the U.S. Department of Energy (Contract ET-76-C-01-2295) at the Massachusetts Institute of Technology     

Numerical Solution of the Bagley-Torvik Equation

We consider the numerical solution of the Bagley-Torvik equation Ay(t) + BD _* ^3/2 y(t) + Cy(t) = f(t), as a prototype fractional differential equation with two derivatives. Approximate solutions have recently been proposed in the book and papers of Podlubny in which the solution obtained with approximate methods is compared to the exact solution. In this paper we consider the reformulation of the Bagley-Torvik equation as a system of fractional differential equations of order 1/2. This allows us to propose numerical methods for its solution which are consistent and stable and have arbitrarily high order. In this context we specifically look at fractional linear multistep methods and a predictor-corrector method of Adams type.     

Oblique derivative problem for general Chaplygin-Rassias equations

The present paper deals with the oblique derivative problem for general second order equations of mixed (elliptic-hyperbolic) type with the nonsmooth parabolic degenerate line K_1(y)u_(xx) |K_2(x)|u_(yy) a(x,y)u_x b(x, y)u_y c(x,y)u=-d(x,y) in any plane domain D with the boundary D=Γ∪L_1∪L_2∪L_3∪L_4, whereΓ(■{y>0})∈C_μ~2 (0<μ<1) is a curve with the end points z=-1,1. L_1, L_2, L_3, L_4 are four characteristics with the slopes -H_2(x)/H_1(y), H_2(x)/H_1(y),-H_2(x)/H_1(y), H_2(x)/H_1(y)(H_1(y)=|k_1(y)|~(1/2), H_2(x)=|K_2(x)|~(1/2) in {y<0}) passing through the points z=x iy=-1,0,0,1 respectively. And the boundary condition possesses the form 1/2 u/v=1/H(x,y)Re[λuz]=r(z), z∈Γ∪L_1∪L_4, Im[λ(z)uz]|_(z=z_l)=b_l, l=1,2, u(-1)=b_0, u(1)=b_3, in which z_1, z_2 are the intersection points of L_1, L_2, L_3, L_4 respectively. The above equations can be called the general Chaplygin-Rassias equations, which include the Chaplygin-Rassias equations K_1(y)(M_2(x)u_x)_x M_1(x)(K_2(y)u_y)_y r(x,y)u=f(x,y), in D as their special case. The above boundary value problem includes the Tricomi problem of the Chaplygin equation: K(y)u_(xx) u_(yy)=0 with the boundary condition u(z)=φ(z) onΓ∪L_1∪L_4 as a special case. Firstly some estimates and the existence of solutions of the corresponding boundary value problems for the degenerate elliptic and hyperbolic equations of second order are discussed. Secondly, the solvability of the Tricomi problem, the oblique derivative problem and Frankl problem for the general Chaplygin- Rassias equations are proved. The used method in this paper is different from those in other papers, because the new notations W(z)=W(x iy)=u_z=[H_1(y)u_x-iH_2(x)u_y]/2 in the elliptic domain and W(z)=W(x jy)=u_z=[H_1(y)u_x-jH_2(x)u_y]/2 in the hyperbolic domain are introduced for the first time, such that the second order equations of mixed type can be reduced to the mixed complex equations of first order with singular coefficients. And thirdly, the advantage of complex analytic method is used, otherwise the complex analytic method cannot be applied.     

On the Oscillation of Second Order Neutral Differential Equations of Emden-Fowler Type

Some oscillation criteria are established by the averaging technique for the second order neutral delay differential equation of Emden-Fowler type where x(t) = y(t) + p(t)y(t − τ), τ, σ₁ and σ₂ are nonnegative constants, α > 0, β > 0, and a, p, q ₁, . The results of this paper extend and improve some known results. In particular, two interesting examples that point out the importance of our theorems are also included.     

Detailed Error Analysis for a Fractional Adams Method

We investigate a method for the numerical solution of the nonlinear fractional differential equation D _* y(t)=f(t,y(t)), equipped with initial conditions y ^(k)(0)=y ₀ ^(k), k=0,1,...,–1. Here may be an arbitrary positive real number, and the differential operator is the Caputo derivative. The numerical method can be seen as a generalization of the classical one-step Adams–Bashforth–Moulton scheme for first-order equations. We give a detailed error analysis for this algorithm. This includes, in particular, error bounds under various types of assumptions on the equation. Asymptotic expansions for the error are also mentioned briefly. The latter may be used in connection with Richardson's extrapolation principle to obtain modified versions of the algorithm that exhibit faster convergence behaviour.     

On an Embedding Theorem

We prove a theorem giving conditions under which a discrete-time dynamical system as (x _t ,y _t ) = (f;(x _{t – 1}, y _{t – 1}), g(x _{t – 1}, y _{t – 1})) can be reconstructed from a scalar valued time series ( _t ) _t , which depends only on x _t where _t = (x _t ). This theorem allows us to use the delay-coordinate method in this setting.     

Positive solutions to certain classes of singular nonlinear second order boundary value problems

This paper is devoted to the problem of existence of solutions to the nonlinear singular two point boundary value problem , withy satisfying either mixed boundary datay(1)=Lim_y0+p(t)y(t)=0 or dirichlet boundary datay(0)=y(1)=0. Throughout our nonlinear termqf is allowed to be singular att=0,t=1,y=0 and/orpy=0.