Pathwise uniqueness for reflecting Brownian motion in Euclidean domains

For a bounded C ^1,α domain in ℝ ^d we show that there exists a strong solution to the multidimensional Skorokhod equation and that weak uniqueness holds for this equation. These results imply that pathwise uniqueness and strong uniqueness hold for the Skorokhod equation. Received: 3 February 1999 / Revised version: 2 September 1999 /?Published online: 11 April 2000     

Some properties of the range of super-Brownian motion

We consider a super-Brownian motion X. Its canonical measures can be studied through the path-valued process called the Brownian snake. We obtain the limiting behavior of the volume of the ɛ-neighborhood for the range of the Brownian snake, and as a consequence we derive the analogous result for the range of super-Brownian motion and for the support of the integrated super-Brownian excursion. Then we prove the support of X _t is capacity-equivalent to [0, 1]² in ℝ^d, d≥ 3, and the range of X, as well as the support of the integrated super-Brownian excursion are capacity-equivalent to [0, 1]⁴ in ℝ^d, d≥ 5. Received: 7 April 1998 / Revised version: 2 October 1998     

Kinetic Spanners in ℝ<Superscript><Emphasis Type="Italic">d</Emphasis></Superscript>

We present a new (1+ε)-spanner for sets of n points in ℝ ^d . Our spanner has size O(n/ε ^d−1) and maximum degree O(log  ^d n). The main advantage of our spanner is that it can be maintained efficiently as the points move: Assuming that the trajectories of the points can be described by bounded-degree polynomials, the number of topological changes to the spanner is O(n ²/ε ^d−1), and using a supporting data structure of size O(nlog  ^d n), we can handle events in time O(log  ^d+1 n). Moreover, the spanner can be updated in time O(log n) if the flight plan of a point changes. This is the first kinetic spanner for points in ℝ ^d whose performance does not depend on the spread of the point set.     

Cohomology classes of dynamically non-negative Ck functions

Let T:x↦2x (mod 1) be the doubling map of the circle ?=ℝ/ℤ. We construct a trigonometric polynomial f:?→ℝ with the following property: ∫f  dμ≥0 for every T-invariant probability measure μ, so that f is cohomologous to a non-negative Lipschitz function, yet f is not cohomologous to any non-negative C ¹ function. Oblatum 28-VI-2001 & 4-X-2001?Published online: 18 January 2002     

On the second derivative of the spherical contact distribution function of smooth grain models

We consider a stationary grain model Ξ in ℝ ^d with convex, compact and smoothly bounded grains. We study the spherical contact distribution function F of Ξ and derive (under suitable assumptions) an explicit formula for its second derivative F″. The value F″(0) is of a simple form and admits a clear geometric interpretation.For the Boolean model we obtain an interesting new formula for the(d− 1)-st quermass density. Received: 22 November 1999 / Revised version: 2 November 2000 /?Published online: 14 June 2001     

Almost sure asymptotics for the continuous parabolic Anderson model

We consider the parabolic Anderson problem ∂ _t u = κΔu + ξ(x)u on ℝ₊×ℝ ^d with initial condition u(0,x) = 1. Here κ > 0 is a diffusion constant and ξ is a random homogeneous potential. We concentrate on the two important cases of a Gaussian potential and a shot noise Poisson potential. Under some mild regularity assumptions, we derive the second-order term of the almost sure asymptotics of u(t, 0) as t→∞. Received: 26 July 1999 / Revised version: 6 April 2000 / Published online: 22 November 2000     

Smoothing properties of transition semigroups relative to SDEs with values in Banach spaces

In the present paper we consider the transition semigroup P _t related to some stochastic reaction-diffusion equations with the nonlinear term f having polynomial growth and satisfying some dissipativity conditions. We are proving that it has a regularizing effect in the Banach space of continuous functions , where ⊂ℝ ^d is a bounded open set. In L ²() the only result proved is the strong Feller property, for d=1. Here we are able to prove that if f∈C ^∞(ℝ) and d≤3, then for any and t>0. An important application is to the study of the ergodic properties of the system. These results are also of interest for some problem in stochastic control. Received: 20 August 1997 / Revised version: 27 May 1998     

The Wave Front Set of the Wigner Distribution and Instantaneous Frequency

We prove a formula expressing the gradient of the phase function of a function f:ℝ ^d ↦ℂ as a normalized first frequency moment of the Wigner distribution for fixed time. The formula holds when f is the Fourier transform of a distribution of compact support, or when f belongs to a Sobolev space H ^d/2+1+ε (ℝ ^d ) where ε>0. The restriction of the Wigner distribution to fixed time is well defined provided a certain condition on its wave front set is satisfied. Therefore we first need to study the wave front set of the Wigner distribution of a tempered distribution.     

Concerning the wave equation on asymptotically Euclidean manifolds

We obtain KSS, Strichartz and certain weighted Strichartz estimates for the wave equation on (ℝ ^d , g), d ≥ 3, when the metric g is non-trapping and approaches the Euclidean metric like 〈x〉^−ρ with ρ > 0. Using the KSS estimate, we prove almost global existence for quadratically semilinear wave equations with small initial data for ρ > 1 and d = 3. Also, we establish the Strauss conjecture when the metric is radial with ρ > 1 for d = 3.     

Properties of the Flows Generated by Stochastic Equations with Reflection

We consider the properties of a random set ϕ _t (ℝ ₊ ^d ), where ϕ _t (x) is a solution of a stochastic differential equation in ℝ ₊ ^d with normal reflection from the boundary that starts from a point x. We characterize inner and boundary points of the set ϕ _t (ℝ ₊ ^d ) and prove that the Hausdorff dimension of the boundary ∂ϕ _t (ℝ ₊ ^d ) does not exceed d − 1. __________ Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 57, No. 8, pp. 1069 – 1078, August, 2005.     

Wiener’s test for super-Brownian motion and the Brownian snake

We prove a Wiener-type criterion for super-Brownian motion and the Brownian snake.If F is a Borel subset of ℝ ^d and x ∈ ℝ ^d , we provide a necessary and sufficientcondition for super-Brownian motion started at δ _x to immediately hit the set F. Equivalently, this condition is necessary and sufficient for the hitting time of F by theBrownian snake with initial point x to be 0. A key ingredient of the proof isan estimate showing that the hitting probability of F is comparable, up to multiplicative constants,to the relevant capacity of F. This estimate, which is of independent interest, refines previous results due to Perkins and Dynkin. An important role is played by additivefunctionals of the Brownian snake, which are investigated here via the potentialtheory of symmetric Markov processes. As a direct application of our probabilisticresults, we obtain a necessary and sufficient condition for the existence in a domain D of a positivesolution of the equation Δ; u = u ² which explodes at a given point of ∂ D. Received: 5 January 1996 / In revised form: 30 October 1996     

Harnack Inequalities for some Lévy Processes

In this paper we prove Harnack inequality for nonnegative functions which are harmonic with respect to random walks in ℝ ^d . We give several examples when the scale invariant Harnack inequality does not hold. For any α ∈ (0,2) we also prove the Harnack inequality for nonnegative harmonic functions with respect to a symmetric Lévy process in ℝ ^d with a Lévy density given by $c|x|^{-d-\alpha}1_{\{|x|\leq 1\}}+j(|x|)1_{\{|x|>1\}}$c|x|^{-d-\alpha}1_{\{|x|\leq 1\}}+j(|x|)1_{\{|x|>1\}}, where 0 ≤ j(r) ≤ cr ^{− d − α} , ∀ r > 1, for some constant c. Finally, we establish the Harnack inequality for nonnegative harmonic functions with respect to a subordinate Brownian motion with subordinator with Laplace exponent ϕ(λ) = λ ^α/2ℓ(λ), λ > 0, where ℓ is a slowly varying function at infinity and α ∈ (0,2).     

A spectral method for elliptic equations: the Neumann problem

Let Ω be an open, simply connected, and bounded region in ℝ ^d , d ≥ 2, and assume its boundary ∂Ω is smooth. Consider solving the elliptic partial differential equation − Δu + γu = f over Ω with a Neumann boundary condition. The problem is converted to an equivalent elliptic problem over the unit ball B, and then a spectral method is given that uses a special polynomial basis. In the case the Neumann problem is uniquely solvable, and with sufficiently smooth problem parameters, the method is shown to have very rapid convergence. Numerical examples illustrate exponential convergence.     

Euclidean models of first-passage percolation

Summary. We introduce a new family of first-passage percolation (FPP) models in the context of Poisson-Voronoi tesselations of ℝ ^d . Compared to standard FPP on ℤ ^d , these models have some technical complications but also have the advantage of statistical isotropy. We prove two almost sure results: a shape theorem (where isotropy implies an exact Euclidean ball for the asymptotic shape) and nonexistence of certain doubly infinite geodesics (where isotropy yields a stronger result than in standard FPP). Received: 21 May 1996 / In revised form: 19 November 1996     

On a class of stochastic partial differential equations related to turbulent transport

Summary. We consider the Cauchy problem for the mass density ρ of particles which diffuse in an incompressible fluid. The dynamical behaviour of ρ is modeled by a linear, uniformly parabolic differential equation containing a stochastic vector field. This vector field is interpreted as the velocity field of the fluid in a state of turbulence. Combining a contraction method with techniques from white noise analysis we prove an existence and uniqueness result for the solution ρ∈C ^1,2([0,T]×ℝ ^d ,(S)^*), which is a generalized random field. For a subclass of Cauchy problems we show that ρ actually is a classical random field, i.e. ρ(t,x) is an L ²-random variable for all time and space parameters (t,x)∈[0,T]×ℝ ^d . Received: 27 March 1995 / In revised form: 15 May 1997     

Search for maximum points of a vector criterion based on decomposition properties

We address the problem of optimal reconstruction of the values of a linear operator on ℝ ^d or ℤ ^d from approximate values of other operators. Each operator acts as the multiplication of the Fourier transform by a certain function. As an application, we present explicit expressions for optimal methods of reconstructing the solution of the heat equation (for continuous and difference models) at a given instant of time from inaccurate measurements of this solution at other time instants.     

Hausdorff measures of different dimensions are not Borel isomorphic

We show that Hausdorff measures of different dimensions are not Borel isomorphic; that is, the measure spaces (ℝ, B, H ^s ) and (ℝ, B, H ^t ) are not isomorphic if s ≠ t, s, t ∈ [0, 1], where B is the σ-algebra of Borel subsets of ℝ and H ^d is the d-dimensional Hausdorff measure. This answers a question of B. Weiss and D. Preiss. To prove our result, we apply a random construction and show that for every Borel function ƒ: ℝ → ℝ and for every d ∈ [0, 1] there exists a compact set C of Hausdorff dimension d such that ƒ(C) has Hausdorff dimension ≤ d. We also prove this statement in a more general form: If A ⊂ ℝⁿ is Borel and ƒ: A → ℝ^m is Borel measurable, then for every d ∈ [0, 1] there exists a Borel set B ⊂ A such that dim B = d·dim A and dim ƒ(B) ≤ d·dim ƒ (A). Partially supported by the Hungarian Scientific Research Fund grant no. T 49786.     

On Radial and Conical Fourier Multipliers

We investigate connections between radial Fourier multipliers on ℝ ^d and certain conical Fourier multipliers on ℝ ^d+1. As an application we obtain a new weak type endpoint bound for the Bochner–Riesz multipliers associated with the light cone in ℝ ^d+1, where d≥4, and results on characterizations of L ^p →L ^p,ν inequalities for convolutions with radial kernels.     

On uniqueness problems related to the Fokker–Planck–Kolmogorov equation for measures

We survey recent results related to uniqueness problems for parabolic equations for measures. We consider equations of the form ∂ _t μ = L ^* μ for bounded Borel measures on ℝ ^d  × (0, T), where L is a second order elliptic operator, for example, Lu = D_xu + ( b,?_xu ) Lu = {\Delta_x}u + \left( {b,{\nabla_x}u} \right) , and the equation is understood as the identity

Closure Properties of Solutions to Heat Inequalities

We prove that if u ₁,u ₂:(0,∞)×ℝ ^d →(0,∞) are sufficiently well-behaved solutions to certain heat inequalities on ℝ ^d then the function u:(0,∞)×ℝ ^d →(0,∞) given by also satisfies a heat inequality of a similar type provided . On iterating, this result leads to an analogous statement concerning n-fold convolutions. As a corollary, we give a direct heat-flow proof of the sharp n-fold Young convolution inequality and its reverse form. Both authors were supported by EPSRC grant EP/E022340/1.