Zero-dispersion limit to the Korteweg-de Vries equation: a dressing chain approach

An asymptotic solution of the KdV equation with small dispersion is studied for the case of smooth hump-like initial condition with monotonically decreasing slopes. Despite the well-known approaches by Lax-Levermore and Gurevich-Pitaevskii, a new way of constructing the asymptotics is proposed using the inverse scattering transform together with the dressing chain technique developed by A. Shabat [1]. It provides the Whitham-type approximaton of the leading term by solving the dressing chain through a finite-gap asymptotic ansatz. This yields the Whitham equations on the Riemann invariants together with hodograph transform which solves these equations explicitly. Thus we reproduce an uniform in x asymptotics consisting of smooth solution of the Hopf equation outside the oscillating domain and a slowly modulated cnoidal wave within the domain. Finally, the dressing chain technique provides the proof of an asymptotic estimate for the leading term.      

Whitham Equations, Bergman Kernel and Lax—Levermore Minimizer

We study multiphase solutions of the Whitham equations. The Whitham equations describe the zero dispersion limit of the Cauchy problem for the Korteweg—de Vries (KdV) equation. The zero dispersion solution of the KdV equation is determined by the Lax—Levermore minimization problem. The minimizer is a measurable function on the real line. When the support of the minimizer consists of a finite number of disjoint intervals to be determined, the minimization problem can be reduced to a scalar Riemann Hilbert (RH) problem. For each fixed x and t 0, the end-points of the contour are determined by the solution of the Whitham equations. The Lax—Levermore minimizer and the solution of the Whitham equations are described in terms of a kernel related to the Bergman kernel. At t = 0 the support of the minimizer consists of one interval for any value of x, while for t > 0, the number of intervals is larger than one in some regions of the (x,t) plane where the multiphase solutions of the Whitham equations develop. The increase of the number of intervals happens whenever the solution of the Whitham equations has a point of gradient catastrophe. For a class of smooth monotonically increasing initial data, we show that the support of the Lax—Levermore minimizer increases or decreases the number of its intervals by one near each point of gradient catastrophe. This result justifies the formation and extinction of the multiphase solutions of the Whitham equations. Furthermore we characterize a class of initial data for which all the points of gradient catastrophe occur only a finite number of times and therefore the support of the Lax—Levermore minimizer consists of a finite number of disjoint intervals for any x and t 0. This corresponds to give an upper bound to the genus of the solution of the Whitham equations. Similar results are obtained for the semi-classical limit of the defocusing nonlinear Schrödinger equation.     

Piecewise-Convex Maximization Problems

A function F:Rⁿ R is called a piecewise convex function if it can be decomposed into , where f _j:Rⁿ R is convex for all jM={1,2...,m}. We consider subject to xD. It generalizes the well-known convex maximization problem. We briefly review global optimality conditions for convex maximization problems and carry one of them to the piecewise-convex case. Our conditions are all written in primal space so that we are able to proposea preliminary algorithm to check them.     

Local extrema of analytic functions

We give a complete answer to the problem of the finite decidability of the local extremality character of a real analytic function at a given point, a problem that found partial answers in some works by Severi and ojasiewicz. Consider a real analytic functionf defined in a neighbourhood of a pointx ₀R ⁿ . Restrictf to the spherical surface centered inx ₀ and with radiusr0 and take its infimumm(r) and its supremumM(r). We establish some properties ofm(r) andM(r) for smallr>0. In particular, we prove that they have asymptotic expansions of the formf(x ₀)+c·(r +o(r )) asr0 for a realc and a rational 1 (of course the parameters will usually be different form andM).This work was supported by the Brazilian Fundação Carlos Chagas and by the Italian Consiglio Nazionale delle Ricerche.     

Sequential gradient-restoration algorithm for the minimization of constrained functions—Ordinary and conjugate gradient versions

The problem of minimizing a functionf(x) subject to the constraint (x)=0 is considered. Here,f is a scalar,x ann-vector, and aq-vector. Asequential algorithm is presented, composed of the alternate succession of gradient phases and restoration phases.In thegradient phase, a nominal pointx satisfying the constraint is assumed; a displacement x leading from pointx to a varied pointy is determined such that the value of the function is reduced. The determination of the displacement x incorporates information at only pointx for theordinary gradient version of the method (Part 1) and information at both pointsx and for theconjugate gradient version of the method (Part 2).In therestoration phase, a nominal pointy not satisfying the constraint is assumed; a displacement y leading from pointy to a varied point is determined such that the constraint is restored to a prescribed degree of accuracy. The restoration is done by requiring the least-square change of the coordinates.If the stepsize of the gradient phase is ofO(), then x=O() and y=O(²). For sufficiently small, the restoration phase preserves the descent property of the gradient phase: the functionf decreases between any two successive restoration phases.This research, supported by the NASA Manned Spacecraft Center, Grant No. NGR-44-006-089, and by the Office of Scientific Research, Office of Aerospace Research, United States Air Force, Grant No. AF-AFOSR-828-67, is a condensation of the investigations reported in Refs. 1 and 2.     

Basic boundary value problems of thermoelasticity for anisotropic bodies with cuts. I

The three-dimensional problems of the mathematical theory of thermoelasticity are considered for homogeneous anisotropic bodies with cuts. It is assumed that the two-dimensional surface of a cut is a smooth manifold of an arbitrary configuration with a smooth boundary. The existence and uniqueness theorems for boundary value problems of statics and pseudo-oscillations are proved in the Besov ( ) and Bessel-potential ( ) spaces by means of the classical potential methods and the theory of pseudodifferential equations on manifolds with boundary. Using the embedding theorems, it is proved that the solutions of the considered problems are Hölder continuous. It is shown that the displacement vector and the temperature distribution function areC -regular with any exponent <1/2.This paper consists of two parts. In this part all the principal results are formulated. The forthcoming second part will deal with the auxiliary results and proofs.     

Singularities of the Green function of a random walk on a discrete group

LetX be a countable discrete group and let be an irreducible probability onX. The radius of convergence of the Green function is finite, and independent ofx. Let 0} \right\}$$ " align="middle" border="0"> be the period of . We show that for eachxX the singularities of the analytic functionzG(x; z) on the circle {z:|z|=} are precisely the points e ^2ik/d k=0, ...,d–1. In particular, is the only singularity on the circle in the aperiodic cased=1 (which occurs, for example, when (e)>0). This affirms a conjecture ofLalley [5]. When is symmetric, i.e., (x ^–1)=(x) for allxX, d is either 1 or 2. As another particular case of our result, we see that- is then a singularity ofzG (x; z) if and only ifd=2, in which caseX is bicolored. This answers a question ofde la Harpe, Robertson andValette [2].     

Bootstrap,wild bootstrap,and asymptotic normality

Summary We show for an i.i.d. sample that bootstrap estimates consistently the distribution of a linear statistic if and only if the normal approximation with estimated variance works. An asymptotic approach is used where everything may depend onn. The result is extended to the case of independent, but not necessarily identically distributed random variables. Furthermore it is shown that wild bootstrap works under the same conditions as bootstrap.This work has been supported by the Deutsche Forschungsgemeinschaft, Sonderforschungsbereich 123 Stochastische Mathematische Modelle     

Finitary automorphisms of groups

We introduce the so-called multiscale limit for spectral curves associated with real finite-gap sine-Gordon solutions. This technique allows us to solve the old problem of calculating the density of the topological charge for real finite-gap sine-Gordon solutions directly from the θ-functional formulae.     

Complex whitham deformations in problems with “integrable instability”

The focusing nonlinear Schrödinger equation with finite-density boundary conditions as |x| is considered. The asymptotic behavior of the solution ast is investigated by means of the complex theory of deformations of Whitham.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 104, No. 3, pp. 393–419, September, 1995.     

Small-amplitude solutions of the sine-Gordon equation on an interval under dirichlet or Neumann boundary conditions

Summary We give a complete classification of the small-amplitude finite-gap solutions of the sine-Gordon (SG) equation on an interval under Dirichlet or Neumann boundary conditions. Our classification is based on an analysis of the finite-gap solutions of the boundary problems for the SG equation by means of the Schottky uniformization approach.On leave from IPPI, Moscow, Russia     

On the statistical derivation of the Schrödinger equation

The transition from reversible microscopic operator equations to irreversible equations for a deterministic density matrix is considered for examples of simple systems—the hydrogen atom or a free electron in an electromagnetic field. As a result of the transition, a system of a particle and field oscillators is replaced by a continuous medium. The Schrödinger equation for the deterministic wave function also describes the evolution of a continuum but without allowance for dissipative terms. In this sense, there is an analogy between the Schrödinger equation in quantum mechanics and Euler's equation in hydrodynamics. The smallest size of a point of a continuous medium is described by the classical electron radiusr _e . It also determines the effective Thomson cross section for scattering of photons by free electrons. The lengthr _e and the corresponding time interval _e =r _e /c play the role of hidden parameters in quantum mechanics. Two methods of calculating the effective Thomson cross section in terms of the extinction coefficient are considered. The first of them is based on the equation of motion of a free electron in a field with allowance for radiative friction. This equation leads to well-known difficulties. Moreover, the velocity fluctuations calculated on its basis lead to a contradiction with the second law of thermodynamics. The second method is based on the introduction of a constant friction coefficient = _e ^–1 , the presence of which reflects loss of information on smoothing over the volume of a point of the continuous medium. Such a method of calculation leads to the same expression for the effective cross section but makes it possible to avoid the difficulties with the second law of thermodynamics. In the derivation of quantum kinetic equations, the physically infinitesimally small scales are determined by the Compton length _C and the corresponding time interval. The introduction of these scales makes it possible to separate and eliminate small-scale fluctuations, the collision integrals being expressed in terms of the correlation functions of these fluctuations.In memory of Dmitrii Nikolaevich ZubarevMoscow State University. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 97, No. 1, pp. 3–26, October, 1993.     

Exponential decay of solutions to nonlinear elliptic equations with potentials

Exponential decay estimates are obtained for complex-valued solutions to nonlinear elliptic equations in where the linear term is given by Schr?dinger operators H = − Δ + V with nonnegative potentials V and the nonlinear term is given by a single power with subcritical Sobolev exponent in the attractive case. We describe specific rates of decay in terms of V, some of which are shown to be optimal. Moreover, our estimates provide a unified understanding of two distinct cases in the available literature, namely, the vanishing potential case V = 0 and the harmonic potential case V(x) = |x|². Dedicated to Professor Jun Uchiyama on the occasion of his sixtieth birthday Received: May 4, 2004     

The chaotic behaviour of search algorithms

Certain search algorithms produce a sequence of decreasing regions converging to a pointx ^*. After renormalizing to a standard region at each iteration, the renormalized location ofx ^*, sayx _x, may obey a dynamic process. In this case, simple ergodic theory might be used to compute asymptotic rates. The family of second-order line search algorithms which contains the Golden Section (GS) method have this property. The paper exhibits several alternatives to GS which have better almost sure ergodic rates of convergence for symmetric functions despite the fact that GS is asymptotically minimax. The discussion in the last section includes weakening of the symmetry conditions and announces a backtracking bifurcation algorithm with optimum asymptotic rate.     

Complete Asymptotics of the Deviation of a Class of Differentiable Functions from the Set of Their Harmonic Poisson Integrals

On a class of differentiable functions W ^r and the class of functions conjugate to them, we obtain a complete asymptotic expansion of the upper bounds of deviations of the harmonic Poisson integrals of the functions considered.     

Legendre Gauss Spectral Collocation for the Helmholtz Equation on a Rectangle

A spectral collocation method with collocation at the Legendre Gauss points is discussed for solving the Helmholtz equation –u+(x,y)u=f(x,y) on a rectangle with the solution u subject to inhomogeneous Robin boundary conditions. The convergence analysis of the method is given in the case of u satisfying Dirichlet boundary conditions. A matrix decomposition algorithm is developed for the solution of the collocation problem in the case the coefficient (x,y) is a constant. This algorithm is then used in conjunction with the preconditioned conjugate gradient method for the solution of the spectral collocation problem with the variable coefficient (x,y).     

Asymptotic Behavior of Solutions to Nonlinear Equations with Dissipation for Large x and t

In this paper we continue to study large time asymptotic behavior of solutions to the Cauchy problem for a class of nonlinear nonlocal equations with dissipation. When t → ∞ and x → ∞ simultaneously, the asymptotics of solutions for a generalization of the Kolmogorov-Petrovsky-Piscounov equation, a model equation studied by Whitham, and an equation introduced by Ott, Sudan, and Ostrovsky is found. The character of asymptotics obtained is quasilinear.     

A and the vanishing topology of discriminants

Summary Suppose thatf: ⁿ , 0 ^p , 0 is finitely -determined withnp. We define a Milnor fiber for the discriminant off; it is the discriminant of a stabilization off. We prove that this discriminant Milnor fiber has the homotopy type of a wedge of spheres of dimensionp–1, whose number we denote byµ (f). One of the main theorems of the paper is a = type result: if (n, p) is in the range of nice dimensions in the sense of Mather, then -codium,with equality iff is weighted homogeneous. Outside the nice dimensions we obtain analogous formulae with correction terms measuring the presence of unstable but topologically stable germs in the stabilization. These results are further extended to nonlinear sections of free divisors.Oblatum 15-VIII-1990Partially supported by a grant from the National Science Foundation and a Fullbright Fellowship     

Prediction for discrete time series

Let {X_n} be a stationary and ergodic time series taking values from a finite or countably infinite set Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times _n along which we will be able to estimate the conditional probability P(=x|X₀,...,) from data segment (X₀,...,) in a pointwise consistent way for a restricted class of stationary and ergodic finite or countably infinite alphabet time series which includes among others all stationary and ergodic finitarily Markovian processes. If the stationary and ergodic process turns out to be finitarily Markovian (among others, all stationary and ergodic Markov chains are included in this class) then almost surely. If the stationary and ergodic process turns out to possess finite entropy rate then _n is upperbounded by a polynomial, eventually almost surely.Mathematics Subject Classification (2000): 62G05, 60G25, 60G10