Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay

This paper investigates the existence and uniqueness theorem of solutions to neutral stochastic differential equations with infinite delay (short for INSFDEs) at a space BC((-∞,0];R^d). Under the uniform Lipschitz condition, linear growth condition is weaken to obtain the moment estimate of the solution for INSFDEs. Furthermore, the existence, uniqueness theorem of the solution for INSFDEs is derived, and the estimate for the error between approximate solution and exact solution is given. On the other hand, under the linear growth condition, the uniform Lipschitz condition is replaced by the local Lipschitz condition, the existence, uniqueness theorem is also valid for INSFDEs on [t₀,T]. Moreover, the existence, uniqueness theorem still holds on interval [t₀,∞), where t₀∈R is an arbitrary real number.     

A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay

In this note, we prove the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay (INSFDEs in short) in which the initial value belongs to the phase space BC((-∞,0]R^d), which denotes the family of bounded continuous R^d-value functions φ defined on (-∞,0] with norm ||φ||=sup_-∞<θ?0|φ(θ)|, under some Carathéodory-type conditions on the coefficients by means of the successive approximation. Especially, we extend the results appeared in Ren et al. [Y. Ren, S. Lu, N. Xia, Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay, J. Comput. Appl. Math. 220 (2008) 364-372], Ren and Xia [Y. Ren, N. Xia, Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay, Appl. Math. Comput. 210 (2009) 72-79] and Zhou and Xue [S. Zhou, M. Xue, The existence and uniqueness of the solutions for neutral stochastic functional differential equations with infinite delay, Math. Appl. 21 (2008) 75-83].     

Spaces of analytic functions of Hardy-Bloch type

For 0<p≤∞ and 0<q≤∞, the space of Hardy-Bloch type ℬ(p,q) consists of those functionsf which are analytic in the unit diskD such that (1−r)M _p (r,f′)⊂L ^q (dr/(1−r)). We note that ℬ(∞,∞) coincides with the Bloch space ℬ and that ℬ⊂ℬ(p,∞) for allp. Also, the space ℬ(p,p) is the Dirichlet spaceD _p−1 ^p . We prove a number of results on decomposition of spaces with logarithmic weights which allow us to obtain sharp results about the mean growth of the ℬ(p,q). In particular, we prove that iff is an analytic function inD and 2≤p<∞, then the conditionM _p (r,f′)=O((1−r)⁻¹), asr→1, implies that

N/V-limit for stochastic dynamics in continuous particle systems

We provide an N/V-limit for the infinite particle, infinite volume stochastic dynamics associated with Gibbs states in continuous particle systems on ℝ ^d ,d≥1. Starting point is an N-particle stochastic dynamic with singular interaction and reflecting boundary condition in a subset Λ⊂ℝ ^d with finite volume (Lebesgue measure) V=|Λ|<∞. The aim is to approximate the infinite particle, infinite volume stochastic dynamic by the above N-particle dynamic in Λ as N→∞ and V→∞ such that N/V→ρ, where ρ is the particle density. First we derive an improved Ruelle bound for the canonical correlation functions under an appropriate relation between N and V. Then tightness is shown by using the Lyons–Zheng decomposition. The equilibrium measures of the accumulation points are identified as infinite volume canonical Gibbs measures by an integration by parts formula and the accumulation points themselves are identified as infinite particle, infinite volume stochastic dynamics via the associated martingale problem. Assuming a property closely related to Markov uniqueness and weaker than essential self-adjointness, via Mosco convergence techniques we can identify the accumulation points as Markov processes and show uniqueness. I.e., all accumulation corresponding to one invariant canonical Gibbs measure coincide. The proofs work for general repulsive interaction potentials ϕ of Ruelle type and all temperatures, densities, and dimensions d≥1, respectively. ϕ may have a nontrivial negative part and infinite range as e.g. the Lennard–Jones potential. Additionally, our result provides as a by-product an approximation of grand canonical Gibbs measures by finite volume canonical Gibbs measures with empty boundary condition.     

Weak Morrey spaces and strong solutions to the Navier-Stokes equations

We consider the Cauchy problem of Navier-Stokes equations in weak Morrey spaces. We first define a class of weak Morrey type spaces Mp*,λ(Rn) on the basis of Lorentz space Lp,∞ = Lp*(Rn)(in particular, Mp*,0(Rn) = Lp,∞, if p ＞ 1), and study some fundamental properties of them; Second,bounded linear operators on weak Morrey spaces, and establish the bilinear estimate in weak Morrey spaces. Finally, by means of Kato's method and the contraction mapping principle, we prove that the Cauchy problem of Navier-Stokes equations in weak Morrey spaces Mp*,λ(Rn) (1＜p≤n) is time-global well-posed, provided that the initial data are sufficiently small. Moreover, we also obtain the existence and uniqueness of the self-similar solution for Navier-Stokes equations in these spaces, because the weak Morrey space Mp*,n-p(Rn) can admit the singular initial data with a self-similar structure. Hence this paper generalizes Kato's results.     

A Boundedness Criterion via Atoms for Linear Operators in Hardy Spaces

Let p∈(0,1] and s≥[n(1/p−1)], where [n(1/p−1)] denotes the maximal integer no more than n(1/p−1). In this paper, the authors prove that a linear operator T extends to a bounded linear operator from the Hardy space H ^p (ℝ ⁿ ) to some quasi-Banach space ℬ if and only if T maps all (p,2,s)-atoms into uniformly bounded elements of ℬ.      

Point interactions inL p

An interpretation is given to point interactions of the form −Δ+d inL ^p (ℝ ^N ), where Δ is the Laplacian operator andd is a pseudopotential related to the ‘Dirac measure at 0', depending on the dimension. They are described as extensions of −Δ, defined on the space {u∈C ₀ ^∞ (ℝ ^N )|u(0)=0} that are negative generators of analytic semigroups. This is done forN=1,2 and 1<p<∞ and forN=3 and 3/2<p<3.     

Optimal Meshes for Finite Elements of Arbitrary Order

Given a function f defined on a bounded domain Ω⊂ℝ² and a number N>0, we study the properties of the triangulation T_N\mathcal{T}_{N} that minimizes the distance between f and its interpolation on the associated finite element space, over all triangulations of at most N elements. The error is studied in the norm X=L ^p for 1≤p≤∞, and we consider Lagrange finite elements of arbitrary polynomial degree m−1. We establish sharp asymptotic error estimates as N→+∞ when the optimal anisotropic triangulation is used, recovering the results on piecewise linear interpolation (Babenko et al. in East J. Approx. 12(1), 71–101, 2006; Babenko, submitted; Chen et al. in Math. Comput. 76, 179–204, 2007) and improving the results on higher degree interpolation (Cao in SIAM J. Numer. Anal. 45(6), 2368–2391, 2007, SIAM J. Sci. Comput. 29, 756–781, 2007, Math. Comput. 77, 265–286, 2008). These estimates involve invariant polynomials applied to the m-th order derivatives of f. In addition, our analysis also provides practical strategies for designing meshes such that the interpolation error satisfies the optimal estimate up to a fixed multiplicative constant. We partially extend our results to higher dimensions for finite elements on simplicial partitions of a domain Ω⊂ℝ ^d .     

Gradient algorithms for quadratic optimization with fast convergence rates

We propose a family of gradient algorithms for minimizing a quadratic function f(x)=(Ax,x)/2−(x,y) in ℝ ^d or a Hilbert space, with simple rules for choosing the step-size at each iteration. We show that when the step-sizes are generated by a dynamical system with ergodic distribution having the arcsine density on a subinterval of the spectrum of A, the asymptotic rate of convergence of the algorithm can approach the (tight) bound on the rate of convergence of a conjugate gradient algorithm stopped before d iterations, with d≤∞ the space dimension.     

Tube Formulas and Complex Dimensions of Self-Similar Tilings

We use the self-similar tilings constructed in (Pearse in Indiana Univ. Math J. 56(6):3151–3169, 2007) to define a generating function for the geometry of a self-similar set in Euclidean space. This tubularzeta function encodes scaling and curvature properties related to the complement of the fractal set, and the associated system of mappings. This allows one to obtain the complex dimensions of the self-similar tiling as the poles of the tubularzeta function and hence develop a tube formula for self-similar tilings in ℝ^d. The resulting power series in εis a fractal extension of Steiner’s classical tube formula for convex bodies K⊆ℝ ^d . Our sum has coefficients related to the curvatures of the tiling, and contains terms for each integer i=0,1,…,d−1, just as Steiner’s does. However, our formula also contains a term for each complex dimension. This provides further justification for the term “complex dimension”. It also extends several aspects of the theory of fractal strings to higher dimensions and sheds new light on the tube formula for fractals strings obtained in (Lapidus and van Frankenhuijsen in Fractal Geometry, Complex Dimensions and Zeta Functions: Geometry and Spectra of Fractal Strings, 2006).     

Classification of Refinable Splines in ℝ d

A refinable spline in ℝ ^d is a compactly supported refinable function whose support can be decomposed into simplices such that the function is a polynomial on each simplex. The best-known refinable splines in ℝ ^d are the box splines. Refinable splines play a key role in many applications, such as numerical computation, approximation theory and computer-aided geometric design. Such functions have been classified in one dimension in Dai et al. (Appl. Comput. Harmon. Anal. 22(3), 374–381, 2007), Lawton et al. (Comput. Math. 3, 137–145, 1995). In higher dimensions Sun (J. Approx. Theory 86, 240–252, 1996) characterized those splines when the dilation matrices are of the form A=mI, where m∈ℤ and I is the identity matrix. For more general dilation matrices the problem becomes more complex. In this paper we give a complete classification of refinable splines in ℝ ^d for arbitrary dilation matrices A∈M _d (ℤ).     

Hitting Simplices with Points in ℝ3

The so-called first selection lemma states the following: given any set P of n points in ℝ ^d , there exists a point in ℝ ^d contained in at least c _d n ^d+1−O(n ^d ) simplices spanned by P, where the constant c _d depends on d. We present improved bounds on the first selection lemma in ℝ³. In particular, we prove that c ₃≥0.00227, improving the previous best result of c ₃≥0.00162 by Wagner (On k-sets and applications. Ph.D. thesis, ETH Zurich, 2003). This makes progress, for the three-dimensional case, on the open problems of Bukh et al. (Stabbing simplices by points and flats. Discrete Comput. Geom., 2010) (where it is proven that c ₃≤1/4⁴≈0.00390) and Boros and Füredi (The number of triangles covering the center of an n-set. Geom. Dedic. 17(1):69–77, 1984) (where the two-dimensional case was settled).     

Semilinear elliptic equations with uniform blow-up on the boundary

We prove the existence and the uniqueness of a solutionu of−Lu+h|u| ^α-1u=f in some open domain ℝ^d, whereL is a strongly elliptic operator,f a nonnegative function, and α>1, under the assumption that ∂G is aC ² compact hypersurface, lim _x→∂G (dist(x, ∂G))^2α/(α-1) f(x)=0, and lim _x→∂G u(x)=∞.     

Stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term

 We study existence and uniqueness of a mild solution in the space of continuous functions and existence of an invariant measure for a class of reaction-diffusion systems on bounded domains of ℝ ^d , perturbed by a multiplicative noise. The reaction term is assumed to have polynomial growth and to be locally Lipschitz-continuous and monotone. The noise is white in space and time if d=1 and coloured in space if d>1; in any case the covariance operator is never assumed to be Hilbert-Schmidt. The multiplication term in front of the noise is assumed to be Lipschitz-continuous and no restrictions are given either on its linear growth or on its degenaracy. Our results apply, in particular, to systems of stochastic Ginzburg-Landau equations with multiplicative noise. Received: 1 November 2001 / Revised version: 17 June 2002 / Published online: 14 November Mathematics Subject Classification (2000): 60H15, 35R60, 47A35     

BOUNDEDNESS OF VECTOR-VALUED CALDERON-ZYGMUND OPERATORS ON HERZ SPACES WITH NON-DOUBLING MEASURES

In the paper we obtain vector-valued inequalities for Calderon-Zygmund operator,simply CZO On Herz space and weak Herz space.In particular,we obtain vector-valued inequalities for CZO on Lq(Rd,│x│αdμ)space,with 1＜q＜∞,-n＜α＜n(q-1),and on L1,∞(Rd,│x│αdμ)space,with -n＜α＜0.     

Second-order Neutral Stochastic Evolution Equations with Infinite Delay under Carathéodory Conditions

In this paper, we study a class of second-order neutral stochastic evolution equations with infinite delay, in which the initial value belongs to the abstract space ℬ. We establish the existence and uniqueness of mild solutions for SNSEEIs under global and local Carathéodory conditions by means of the successive approximation. An application to the stochastic nonlinear wave equations with infinite delay is given to illustrate the theory.     

Stochastic comparison and preservation of positive correlations for Lévy-type processes

The stochastic comparison and preservation of positive correlations for Levy-type processes on R^d are studied under the condition that Levy measure v satisfies f{0〈｜z｜≤1）｜z｜｜v（x, dz） - v（x, d（-z））｜ 〈 ∞, x∈ R^d, while the sufficient conditions and necessary ones for them are obtained. In some cases the conditions for stochastic comparison are not only sufficient but also necessary.     

Dimension free estimates for Riesz transforms of some Schr?dinger operators

We prove dimension free L ^∞ → L ^∞-estimates for the Riesz transform T = V L ⁻¹, L = −Δ + V, where Δ is the Laplacian in ℝ ^d , and the polynomial V ≥ 0 satisfies C. L. Fefferman conditions; see [7]. As a corollary we get dimension free L ^p → L p(ℓ ²)-estimates, 1 < p < ∞, for the vector of Riesz transforms.