A nonlinear parabolic-Sobolev equation

Let M and L be (nonlinear) operators in a reflexive Banach space B for which Rg(M + L) = B and $\text{¦(Mx ? My) + α(Lx ? Ly)¦ ? | mx ? My |}$ for all α > 0 and pairs x, y in D(M) ∩ D(L). Then there is a unique solution of the Cauchy problem (Mu(t))′ + Lu(t) = 0, Mu(0) = v₀. When M and L are realizations of elliptic partial differential operators in space variables, this gives existence and uniqueness of generalized solutions of boundary value problems for nonlinear partial differential equations of mixed parabolic-Sobolev type.     

Monotonic Solutions of a Functional Equation Arising from Simultaneous Utility Representations

The functional equation ?(h(x)) ? ?(h(y)) + ?(y) = ?(h(x ? y) + y) was solved by Aczél, Luce and Marley on the assumption that the functions are different iable. They posed the question of its strictly monotonic continuous solutions. The problem is solved using a uniqueness theorem. The continuity assumption on the functions is removed and the equation is also solved on a restricted domain.     

Optimal Pricing for Optimal Transport

Suppose that c(x, y) is the cost of transporting a unit of mass from x ∈ X to y ∈ Y and suppose that a mass distribution μ on X is transported optimally (so that the total cost of transportation is minimal) to the mass distribution ν on Y. Then, roughly speaking, the Kantorovich duality theorem asserts that there is a price f(x) for a unit of mass sold (say by the producer to the distributor) at x and a price g(y) for a unit of mass sold (say by the distributor to the end consumer) at y such that for any x ∈ X and y ∈ Y, the price difference g(y) ? f(x) is not greater than the cost of transportation c(x, y) and such that there is equality g(y) ? f(x) = c(x, y) if indeed a nonzero mass was transported (via the optimal transportation plan) from x to y. We consider the following optimal pricing problem: suppose that a new pricing policy is to be determined while keeping a part of the optimal transportation plan fixed and, in addition, some prices at the sources of this part are also kept fixed. From the producers’ side, what would then be the highest compatible pricing policy possible? From the consumers’ side, what would then be the lowest compatible pricing policy possible? We have recently introduced and studied settings in c-convexity theory which gave rise to families of c-convex c-antiderivatives, and, in particular, we established the existence of optimal c-convex c-antiderivatives and explicit constructions of these optimizers were presented. In applications, it has turned out that this is a unifying language for phenomena in analysis which used to be considered quite apart. In the present paper we employ optimal c-convex c-antiderivatives and conclude that these are natural solutions to the optimal pricing problems mentioned above. This type of problems drew attention in the past and existence results were previously established in the case where X = Y = ? ⁿ under various specifications. We solve the above problem for general spaces X, Y and real-valued, lower semicontinuous cost functions c. Furthermore, an explicit construction of solutions to the general problem is presented.     

Direct problem and inverse problem for the supersonic plane flow past a curved wedge

In this paper, we consider the isentropic irrotational steady plane flow past a curved wedge. First, for a uniform supersonic oncoming flow, we study the direct problem: For a given curved wedge y = f(x), how to globally determine the corresponding shock y = g(x) and the solution behind the shock? Then, we solve the corresponding inverse problem: How to globally determine the curved wedge y = f(x) under the hypothesis that the position of the shock y = g(x) and the uniform supersonic oncoming flow are given? This kind of problems plays an important role in the aviation industry. Under suitable assumptions, we obtain the global existence and uniqueness for both problems. Copyright © 2011 John Wiley & Sons, Ltd.     

More bounds for eigenvalues

A method introduced by Leighton [J. Math. Anal. Appl.35, 381–388 (1971)] for bounding eigenvalues has been extended to include problems of the form ?y″ + p(x) y = λy, when p(x) ? 0 on [0, 1]. The boundary conditions are the general homogeneous conditions y(0) ? ay′(0) = 0 = y(1) + by′(1), where 0 ? a, b ? ∞. Upper and lower bounds for the eigenvalues of these problems are obtained, and these bounds may be made as close together as desired, thereby allowing λ to be estimated precisely.     

Analysis of a singular functional differential equation that arises from stochastic modeling of population growth

The singular functional differential equation x(1 ? x)A(x)y′(x) + by(h(x)) ? by(x) = ?bg(x), x in (0, 1), is studied for initial data y = 0 on x ? a, y continuous on (a, 1) and y(1?) bounded. The singularity at x = 0+ is removable for a certain class of delayed arguments, h(x). The final end point at x = 1? is the most important singularity because it results in a genuine singular boundary value problem. A formal solution is constructed and is shown to be unique and bounded when g(x) is bounded. A singular decomposition transforms the problem into two nonsingular initial value problems. Singular FDEs of this type arise in the study of the persistence of populations undergoing large random fluctuations when modeled by compound Poisson processes superimposed on logistic-type growth.     

Control problems governed by Sobolev partial differential equations

Let G be a bounded subset of Rⁿ with a smooth boundary and Q = G × (0, T]. We consider a control problem governed by the Sobolev initial-value problem My_t(u) + Ly(u) = u in L²(Q), y(·, 0; u) = 0 in L₂(G), where M = M(x) and L = L(x) are symmetric uniformly strongly elliptic operators of orders 2m and 2l, respectively. The problem is to find the control u₀ of L²(Q)-norm at most b that steers to within a prescribed tolerance ? of a given function Z in L²(G) and that minimizes a certain energy functional. Our main results establish regularity properties of u₀. We also give results concerning the existence and uniqueness of the optimal control, the controllability of Sobolev initial-value problems, and properties of the Lagrange multipliers associated with the problem constraints.     

Duality for a class of nondifferentiable mathematical programming problems

Two dual problems are proposed for the minimax problem: minimize max_y?Yφ(x, y), subject to g(x) ? 0. A duality theorem is established for each dual problem. It is revealed that these problems are intimately related to a class of nondifferentiable programming problems.     

Exact number of local extreme points of curvature function of solutions of second-order linear differential equations

We study local properties of the curvature ?? _y (x) of every nontrivial solution y=y(x) of the second-order linear differential equation?(P): (p(x)y??)??+q(x)y=0, x??(a,b)=I, where p(x) and q(x) are smooth enough functions. It especially includes the Euler, Bessel and other important types of second-order linear differential equations. Some sufficient conditions on the coefficients p(x) and q(x) are given such that the curvature ?? _y (x) of every nontrivial solution y of (P) has exactly one extreme point between each two its consecutive simple zeros. The problem of three local extreme points of ?? _y (x) is also considered but only as an open problem. It seems it is the first paper dealing with this kind of problems. Finally in Appendix, we pay attention to an application of the main results to a study of non-regular points (the cusps) of the ??-parallels of graph ??(y) of?y (the offset curves of???(y)).     

Nonexistence and existence of positive solutions for?second order singular three-point boundary value problems with derivative dependent and sign-changing nonlinearities

This paper discusses the nonexistence and the existence of positive solutions for second order singular three-point boundary value problems when the nonlinear term f(t,x,y) is sign-changing and may be singular at t=0, x=0, y=0.     

Sturm theorems for second order linear nonhomogenous differential equations and localization of zeros of the solution

It is shown that Sturm theorems, formulated in the 1830??s ([1], [2], [3] and [4]) and valid for second order linear homogeneous differential equation L(y)??y??+a(x)y??+b(x)y=0, could as well be formulated for the class of nonhomogeneous linear differential equations L(y)=f(x). Criteria for the existence of oscillatory solutions of nonhomogeneous equations, as well as more exact locations of the zeros are given.     

Generalized functional equation and its applications in information theory

The functional equationf(x,y)+g(x)h(y)F(u/1?x,ν/1?y)=f(u,ν)+g(u)h(ν)F(x/1?u,y/1?ν) ... (1) forx, y, u, ν ∈ [0, 1) andx+u,y+ν ∈ [0,1) whereg andh satisfy the functional equationφ (x+y?xy)=φ(x)φ(y)... (2) has been solved for some non-constant solution of (2) in [0, 1] withφ (0)=1,φ(1)=0 and the solution is used in characterising some measures of information.     

Polar factorization of maps on Riemannian manifolds

Let (M,g) be a connected compact manifold, C³ smooth and without boundary, equipped with a Riemannian distance d(x,y). If s : M ? M s : M \to M is merely Borel and never maps positive volume into zero volume, we show s = t °u s = t \circ u factors uniquely a.e. into the composition of a map t(x) = exp_x[-?y(x)] t(x) = {\rm exp}_x[-\nabla\psi(x)] and a volume-preserving map u : M ? M u : M \to M , where y: M ? \bold R \psi : M \to {\bold R} satisfies the additional property that (y^c)^c = y (\psi^c)^c = \psi with y^c(y) :=inf{c(x,y) - y(x) | x ? M} \psi^c(y) :={\rm inf}\{c(x,y) - \psi(x)\,\vert\,x \in M\} and c(x,y) = d²(x,y)/2. Like the factorization it generalizes from Euclidean space, this non-linear decomposition can be linearized around the identity to yield the Hodge decomposition of vector fields.¶The results are obtained by solving a Riemannian version of the Monge--Kantorovich problem, which means minimizing the expected value of the cost c(x,y) for transporting one distribution f 3 0 f \ge 0 of mass in L¹(M) onto another. Parallel results for other strictly convex cost functions c(x,y) 3 0 c(x,y) \ge 0 of the Riemannian distance on non-compact manifolds are briefly discussed.     

Perturbed nonlinear differential equations

The existence of a solution defined for all t and possessing a type of boundedness property is established for the perturbed nonlinear system y = f(t, y) + F(t, y). The unperturbed system x = f(t, x) has a dichotomy in which some solutions exists and are well-behaved as t increases to ∞ and some solution exists and are well-behaved as t decreases to ? ∞. A similar study is made for a perturbed nonlinear differential equation defined on a half line, say, R⁺, and the existence of a family of solutions with special boundedness properties is established. Finally, the ideas are applied to the study of integral manifolds. Examples are given.     

On difference polynomials and hereditarily irreducible polynomials

A difference polynomial is one of the form P(x, y) = p(x) ? q(y). Another proof is given of the fact that every difference polynomial has a connected zero set, and this theorem is applied to give an irreducibility criterion for difference polynomials. Some earlier problems about hereditarily irreducible polynomials (HIPs) are solved. For example, P(x, y) is called a HIP (two-variable case) if P(a(x), b(y)) is always irreducible, and it is shown that such two-variable HIPs actually exist.     

Uniqueness properties in finite-continuous additive measurement

Let ? be a binary relation on A×X, and suppose that there are real valued functions f on A and g on X such that, for all ax, by ∈ A×X, ax ? by if and only if f (a)+g(x) ? f(b)+g(y). This paper establishes uniqueness properties for f and g when A is a finite set, X is a real interval with g increasing on X, and for any a, b and x there is a y for which f(a)+g(x)=f(b)+g(y). The resultant uniqueness properties occupy an intermediate position among uniqueness properties for other structural cases of two-factor additive measurement.It is shown that f is unique up to a positive affine transformation (αf+β₁ with α > 0), but that g is unique up to a similar positive affine transformation (αg+β₂) if and only if the ratio [f(a)?f(b)]/[f(a)?f(c)] is irrational for some a, b, c ∈ A. When the f ratios are rational for all cases where they are defined, there will be a half-open interval (x₀, x₁) in X such that the restriction of g on (x₀, x₁) can be any increasing function for which sup {g(x)?g(x₀): x₀ ? x < x₁} does not exceed a specified bound, and, when g is thus defines on (x₀, x₁), it will be uniquely determined on the rest of X. In general, g must be continuous only in the ‘irrational’ case.     

Uniqueness implies existence and uniqueness conditions for nonlocal boundary value problems for nth order differential equations

For the nth order differential equation, y(n)=f(x,y,y^′,…,y(n−1)), we consider uniqueness implies existence results for solutions satisfying certain nonlocal (k+2)-point boundary conditions, 1?k?n−1. Uniqueness of solutions when k=n−1 is intimately related to uniqueness of solutions when 1?k?n−2. These relationships are investigated as well.     

Backward stochastic differential equations and applications to optimal control

We study the existence and uniqueness of the following kind of backward stochastic differential equation, $$x(t) + \int_t^T {f(x(s),y(s),s)ds + \int_t^T {y(s)dW(s) = X,} }$$ under local Lipschitz condition, where (Ω, ?,P, W(·), ?_t) is a standard Wiener process, for any given (x, y),f(x, y, ·) is an ?_t-adapted process, andX is ?_t-measurable. The problem is to look for an adapted pair (x(·),y(·)) that solves the above equation. A generalized matrix Riccati equation of that type is also investigated. A new form of stochastic maximum principle is obtained.     

A three-point Taylor algorithm for three-point boundary value problems

We consider second-order linear differential equations φ(x)y^″+f(x)y^′+g(x)y=h(x) in the interval (−1,1) with Dirichlet, Neumann or mixed Dirichlet-Neumann boundary conditions given at three points of the interval: the two extreme points x=±1 and an interior point x=s∈(−1,1). We consider φ(x), f(x), g(x) and h(x) analytic in a Cassini disk with foci at x=±1 and x=s containing the interval [−1,1]. The three-point Taylor expansion of the solution y(x) at the extreme points ±1 and at x=s is used to give a criterion for the existence and uniqueness of the solution of the boundary value problem. This method is constructive and provides the three-point Taylor approximation of the solution when it exists. We give several examples to illustrate the application of this technique.