Diffusion approximations for re-entrant lines with a first-buffer-first-served priority discipline

The diffusion approximation is proved for a class of queueing networks, known as re-entrant lines, under a first-buffer-first-served (FBFS) service discipline. The diffusion limit for the workload process is a semi-martingale reflecting Brownian motion on a nonnegative orthant. This approximation has recently been used by Dai, Yeh and Zhou [21] in estimating the performance measures of the re-entrant lines with a FBFS discipline.Supported in part by a grant from NSERC (Canada).Supported in part by a grant from NSERC (Canada); the research was done while the author was visiting the Faculty of Commerce and Business Administration, UBC, Canada.     

On complex structures in 8-dimensional vector bundles

Necessary and sufficient conditions for the existence of a complex structure in an 8-dimensional spin vector bundle over a closed connected spin manifold of dimension 8 are given in terms of characteristic classes. The result completes the papers by Heaps [H] and Thomas [T] on the same topic. Research supported by the grant 201/96/0310 of the Grant Agency of the Czech Republic.     

Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators

A stochastic variational inequality is proposed to model a white noise excited elasto-plastic oscillator. The solution of this inequality is essentially a continuous diffusion process for which a governing diffusion equation is obtained to study the evolution in time of its probability distribution. The diffusion equation is degenerate, but using the fact that the degeneracy occurs on a bounded region we are able to show the existence of a unique solution satisfying the desired properties. We prove the ergodic properties of the process and characterize the invariant measure. Our approach relies on extending Khasminskii’s method (Stochastic Stability of Differential Equations, Sijthoff and Noordhoff, 1980), which in the present context leads to the study of degenerate Dirichlet problems with nonlocal boundary conditions. This research was partially supported by a grant from CEA, Commissariat à l’énergie atomique and by the National Science Foundation under grant DMS-0705247.     

Linear stochastic differential equations and Wick products

Summary We establish the existence and uniqueness of the solution to a multidimensional linear Skorohod stochastic differential equation with deterministic diffusion matrix, using the notions of Wick product andStransform. If the diffusion matrix is constant and has real eigenvalues, the solution is a stochastic process with moments of all orders, provided that the initial condition is differentiable up to a suitable order. The case of a diffusion matrix in the first Wiener chaos is discussed in the last section.Supported by the Deutsche Forschungsgemeninschaft/Heisenberg ProgrammSupported by the DGICYT grant PB 90-0452     

The chiral de rham complex and positivity of the equivariant signatures of some loop spaces

In this note we show that the positivity property of the equivariant signature of the loop space, first observed in [MS1] in the case of the even-dimensional projective spaces, is valid for Picard number 2 toric varieties. A new formula for the equivariant signature of the loop space in the case of a toric spin variety is derived.Partially supported by an NSF grant     

Phenomenon of dynamical chaos in high-temperature spin systems of solids

We develop a theory that allows considering and describing the development of multiparticle correlations in paramagnetic spin systems. We show that in crystals with many equivalent nearest neighbors around a spin in a lattice, an infinite system (of size ～ 10²³) of coupled differential equations for time correlation functions describing multiparticle correlations is reducible to the diffusion equation with an imaginary diffusion coefficient. The equation can be solved analytically in the lowest-order approximation of the theory. The equation obtained in the next approximation must be solved numerically because a discontinuity of the diffusion coefficient appears. The obtained results agree well with experimental data. The observed mutual similarity of the calculated time correlation functions and several other characteristic features appearing in the spin system dynamics are consequences of the development of dynamical chaos.     

Diffusion approximation of branching migration processes

We study the behavior of a Galton-Watson process with homogeneous migration component stopped at zero (i.e., the state zero is absorbing). Assuming that the process is initiated at time zero by a large number of particles, we find a diffusion approximation for this process in the case where the average number of offspring per individual is close to one. Supported by the Russian Foundation for Fundamental Research (grant Nos. 96-01-00338 and 96-15-96092) and INTAS-RFBR (grant No. 95-0099). Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló, Hungary, 1997, Part III.     

The hydrodynamic limit for a system with interactions prescribed by Ginzburg-Landau type random Hamiltonian

Summary As a microscopic model we consider a system of interacting continuum like spin field overR ^d . Its evolution law is determined by the Ginzburg-Landau type random Hamiltonian and the total spin of the system is preserved by this evolution. We show that the spin field converges, under the hydrodynamic space-time scalling, to a deterministic limit which is a solution of a certain nonlinear diffusion equation. This equation describes the time evolution of the macroscopic field. The hydrodynamic scaling has an effect of the homogenization on the system at the same time.     

Convergence to equilibrium for classical and quantum spin systems

Summary The paper is devoted to stochastic equations describing the evolution of classical and quantum unbounded spin systems on discrete lattices and on Euclidean spaces. Existence and asymptotic properties of the corresponding transition semigroups are studied in a unified way using the theory of dissipative operators on weighted Hilbert and Banach spaces. This paper is an enlarged and rewritten version of the paper [7].Partially supported by the Italian National Project MURST Problemi nonlinearinell' Analisi... and by DRET under contract 901636/A000/DRET/DSISR.Partially sponsored by the KBN grant 2 2003 91 02 and by the KBN grant 2PO3A 082 08     

Local asymptotic mixed normality for semimartingale experiments

Summary We give conditions for local asymptotic mixed normality of experiments when the observed process is a semimartingale and the observation time increases to infinity. As a consequence we obtain asymptotic efficiency of various estimators. Several special models for counting process,s, diffusion processes and diffusions with jumps are studied.Research supported by a Heisenberg grant of the Deutsche Forschungsgemeinschaft     

Erratum to Laplacian Instability of Planar Streamer Ionization Fronts—An Example of Pulled Front Analysis

Streamer ionization fronts are pulled fronts that propagate into a linearly unstable state; the spatial decay of the initial condition of a planar front selects dynamically one specific long-time attractor out of a continuous family. A stability analysis for perturbations in the transverse direction has to take these features into account. In this paper we show how to apply the Evans function in a weighted space for this stability analysis. Zeros of the Evans function indicate the intersection of the stable and unstable manifolds; they are used to determine the eigenvalues. Within this Evans function framework, we define a numerical dynamical systems method for the calculation of the dispersion relation as an eigenvalue problem. We also derive dispersion curves for different values of the electron diffusion constant and of the electric field ahead of the front. Numerical solutions of the initial value problem confirm the eigenvalue calculations. The numerical work is complemented with an analysis of the Evans function leading to analytical expressions for the dispersion relation in the limit of small and large wave numbers. The paper concludes with a fit formula for intermediate wave numbers. This empirical fit supports the conjecture that the smallest unstable wave length of the Laplacian instability is proportional to the diffusion length that characterizes the leading edge of the pulled ionization front. G. Derks acknowledges a travel grant of the Royal Society, which initiated this research, and a visitor grant of the Dutch funding agency NWO and the NWO-mathematics cluster NDNS⁺ to finish the work. The work was also supported by a CWI PhD grant for B. Meulenbroek.     

Remarks on parameter identification. I

Summary In this paper a method for constructing a spatially varying diffusion coefficient for a parabolic, partial differential equation is given. This function is obtained as the limit of a sequence of functions which are obtained by solving a sequence of finite dimensional optimization problems.Dedicated to Professor Lothar Collatz on the occasion of his 75th birthdaySupported in part by a grant from NORCUS with funds provided by the Department of Energy as part of the Basalt Waste Isolation Project     

Stochastic phenomena in physics

The basic concepts of stochastic variables and their characterization by stochastic differential equations, diffusion equations and path integrals are reviewed. Applications of stochastic processes are then outlined for problems in optics, spin diffusion, random potentials in solids, and quantum mechanics.     

Symmetric Brace Algebras

We develop a symmetric analog of brace algebras and discuss the relation of such algebras to L_∞-algebras. We give an alternate proof that the category of symmetric brace algebras is isomorphic to the category of pre-Lie algebras. As an application, symmetric braces are used to describe transfers of strongly homotopy structures. We then explain how these symmetric brace algebras may be used to examine the L_∞-algebras that result from a particular gauge theory for massless particles of high spin.Mathematics Subject Classifications (2000) 55S20 (primary), 70S15 (secondary).Tom Lada: The research of the first author was supported in part by NSF grant INT-0203119.Martin Markl: The research of the second author was supported by grant MŠMT ME 603 and by the Academy of Sciences of the Czech Republic, Institutional Research Plan No. AV0Z10190503.     

Extrinsic Killing spinors

 Under intrinsic and extrinsic curvature assumptions on a Riemannian spin manifold and its boundary, we show that there is an isomorphism between the restriction to the boundary of parallel spinors and extrinsic Killing spinors of non-negative Killing constant. As a corollary, we prove that a complete Ricci-flat spin manifold with mean-convex boundary isometric to a round sphere, is necessarily a flat disc. Received: 2 February 2002; in final form: 1 August 2002 / Published online: 1 April 2003 Mathematics Subject Classification (1991): 53C27, 53C40, 53C80, 58G25 The authors would like to thank Lars Andersson for helpful discussions and for bringing to our knowledge the information regarding Remark 4. We are also grateful to the referee for pointing out that Corollary 5 and Corollary 6 are only valid when the boundary is at least 2-dimensional. Research of S. Montiel is partially supported by a Spanish MCyT grant No. BFM2001-2967     

A Positive Mass Theorem on Asymptotically Hyperbolic Manifolds with Corners along a Hypersurface

In this paper we take an approach similar to that in [13] to establish a positive mass theorem for spin asymptotically hyperbolic manifolds admitting corners along a hypersurface. The main analysis uses an integral representation of a solution to a perturbed eigenfunction equation to obtain an asymptotic expansion of the solution in the right order. This allows us to understand the change of the mass aspect of a conformal change of asymptotically hyperbolic metrics. Vincent Bonini: The first named author supported by MSRI Postdoctoral Fellowship. Jie Qing: The second named author supported partially by NSF grant DMS 0402294. Submitted: April 6, 2007. Accepted: September 24, 2007.     

Dynamical Spin Susceptibility in the t–J Model in the Superconducting Phase

Dynamical spin susceptibility is calculated for the t–J model in the superconducting phase using the memory function method in terms of the Hubbard operators. The self-consistent system of equations for the memory function is obtained within the mode-coupling approximation. Both itinerant hole excitations and localized spin fluctuations contribute to the memory function. Moreover, the itinerant contribution itself consists of two parts, i.e., the contribution of Bogoliubov quasiparticles and that of Cooper pairs. The spin dynamics is diffusive in the hydrodynamic limit, but the itinerant part does not contribute to the spin diffusion. In the high frequency region, spin–wave-like excitations continue to exist. We discuss our analytic results in the light of neutron scattering experiments performed on the cuprate superconductors.     

On nonlinear systems consisting of different types of differential equations

We consider a system consisting of a quasilinear parabolic equation and a first order ordinary differential equation where both equations contain functional dependence on the unknown functions. Then we consider a system which consists of a quasilinear parabolic partial differential equation, a first order ordinary differential equation and an elliptic partial differential equation. These systems were motivated by models describing diffusion and transport in porous media with variable porosity. Supported by the Hungarian NFSR under grant OTKA T 049819.     

A simple proof of the stability criterion of Gray and Griffeath

Summary Gray and Griffeath studied attractive nearest neighbor spin systems on the integers having “all 0's” and “all 1's” as traps. Using the contour method, they established a necessary and sufficient condition for the stability of the “all 1's” equilibrium under small perturbations. In this paper we use a renormalized site construction to give a much simpler proof. Our new approach can be used in many situations as a substitute for the contour method. Partially supported by a grant from the National Science Foundation Partially supported by the Army Research Office through the Mathematical Sciences Institute at Cornell University