Parabolic problems for the Anderson model

Summary. This is a continuation of our previous work [6] on the investigation of intermittency for the parabolic equation (∂/∂t)u=Hu on ℝ₊×ℤ ^d associated with the Anderson Hamiltonian H=κΔ+ξ(·) for i.i.d. random potentials ξ(·). For the Cauchy problem with nonnegative homogeneous initial condition we study the second order asymptotics of the statistical moments <u(t,0) ^p > and the almost sure growth of u(t,0) as t→∞. We point out the crucial role of double exponential tails of ξ(0) for the formation of high intermittent peaks of the solution u(t,·) with asymptotically finite size. The challenging motivation is to achieve a better understanding of the geometric structure of such high exceedances which in one or another sense provide the essential contribution to the solution. Received: 10 December 1996 / In revised form: 30 September 1997     

Boundary Harnack principle for second order elliptic equations with unbounded drift

We prove the boundary Harnack principle for ratios of solutions u/v of non-divergence second order elliptic equations Lu = a _ij D _ij u + b _i D _i u = 0 in a bounded domain Ω ⊂  \mathbb R {\mathbb R} ⁿ . We assume that b _i ∈ L ⁿ (Ω) and Ω is a twisted H?lder domain of order α ∈ (1/2, 1]. Based on this result, we derive the H?lder regularity of u/v for uniform domains. Bibliography: 27 titles.     

Commutators in model spaces

Let θ be an inner function, let K _θ = H ² ⊖ θH ², and let S_θ : K_θ → S_θ be defined by the formula S_θf = P_θzf, where f ∈ K_θ is the orthogonal projection of H² onto K_θ. Consider the set A of all trace class operators L : K_θ → K_θ, L = ∑(·,u_n)v_n, ∑∥u_n∥∥v_n∥ < ∞ (u_n, v_n ∈ K_θ), such that ∑ū_n v_n ∈ H ₀ ¹ . It is shown that trace class commutators of the form XS_θ − S_θX (where X is a bounded linear operator on K_θ) are dense in A in the trace class norm. Bibliography: 2 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 333, 2006, pp. 54–61.     

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     

Solution of the spectral problem for the curl and Stokes operators with periodic boundary conditions

In this paper, we establish relations between eigenvalues and eigenfunctions of the curl operator and Stokes operator (with periodic boundary conditions). These relations show that the curl operator is the square root of the Stokes operator with ν = 1. The multiplicity of the zero eigenvalue of the curl operator is infinite. The space L ₂(Q, 2π) is decomposed into a direct sum of eigenspaces of the operator curl. For any complex number λ, the equation rot u + λu = f and the Stokes equation −ν(Δv + λ ²v) + ∇p = f, div v = 0, are solved. Bibliography: 15 titles. Dedicated to the memory of Olga Aleksandrovna Ladyzhenskaya __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 318, 2004, pp. 246–276.     

Sur Les Normes Normales au Sens de Benilan-Crandall et Pazy

We compare order relation onL ¹(Ω)+L ^∞(Ω) introduced by Ph. Bénilan, M. G. Crandall and A. Pazy [1], and this induced by theK function of interpolation theory [5]. We define normal sets and normal applicationsN. We study the dual application ofN and the functional Φ _N :N(u)=φ _N(K(.,u)). These properties make a link between “normal application” and the theory of interpolation.      

Decomposition of stochastic flows and Lyapunov exponents

Let φ _t be the stochastic flow of a stochastic differential equation on a compact Riemannian manifold M. Fix a point m∈M and an orthonormal frame u at m, we will show that there is a unique decomposition φ _t = ξ _t ψ _t such that ξ _t is isometric, ψ _t fixes m and Dψ _t (u) = us _t , where s _t is an upper triangular matrix. We will also establish some convergence properties in connection with the Lyapunov exponents and the decomposition Dφ _t (u) = u _t s _t with u _t being an orthonormal frame. As an application, we can show that ψ_t preserves the directions in which the tangent vectors at m are dilated at fixed exponential rates. Received: 19 November 1998 / Revised version: 1 October 1999 / Published online: 14 June 2000     

Homogenization of the diffusion equation with nonlinear flux condition on the interior boundary of a perforated domain — the influence of the scaling on the nonlinearity in the effective sink-source term

In this paper, we study the asymptotic behavior of solutions u _ε of the initial boundary value problem for parabolic equations in domains W_e ì \mathbbRⁿ {\Omega_\varepsilon } \subset {\mathbb{R}^n} , n ≥ 3, perforated periodically by balls with radius of critical size ε ^α , α = n/(n − 2), and distributed with period ε. On the boundary of the balls a nonlinear third boundary condition is imposed. The weak convergence of the solutions u _ε to the solution of an effective equation is given. Furthermore, an improved approximation for the gradient of the microscopic solutions is constructed, and a corrector result with respect to the energy norm is proved.     

Finite-element approximation for singularly perturbed nonlinear elliptic boundary-value problems

Numerical solution of a two-dimensional nonlinear singularly perturbed elliptic partial differential equation ∈ Δu = f(x, u), 0 < x, y < 1, with Dirichlet boundary condition is discussed here. The modified Newton method of third-order convergence is employed to linearize the nonlinear problem in place of the standard Newton method. The finite-element method is used to find the solution of the nonlinear differential equation. Numerical results are provided to demonstrate the usefulness of the method.     

Large deviations for the Ginzburg–Landau ∇φ interface model

Hydrodynamic large scale limit for the Ginzburg-Landau ∇φ interface model was established in [6]. As its next stage this paper studies the corresponding large deviation problem. The dynamic rate functional is given by

Monoids and Groups of <Emphasis Type="Italic">I</Emphasis>-Type

A monoid S generated by {x₁,. . .,x_n} is said to be of (left) I-type if there exists a map v from the free Abelian monoid FaM_n of rank n generated by {u₁,. . .,u_n} to S so that for all a∈FaM_n one has {v(u₁a),. . .,v(u_na)}={x₁v(a),. . .,x_nv(a)}. Then S has a group of fractions, which is called a group of (left) I-type. These monoids first appeared in the work of Gateva-Ivanova and Van den Bergh, inspired by earlier work of Tate and Van den Bergh. In this paper we show that monoids and groups of left I-type can be characterized as natural submonoids and groups of semidirect products of the free Abelian group Fa_n and the symmetric group of degree n. It follows that these notions are left–right symmetric. As a consequence we determine many aspects of the algebraic structure of such monoids and groups. In particular, they can often be decomposed as products of monoids and groups of the same type but on less generators and many such groups are poly-infinite cyclic. We also prove that the minimal prime ideals of a monoid S of I-type, and of the corresponding monoid algebra, are principal and generated by a normal element. Further, via left–right divisibility, we show that all semiprime ideals of S can be described. The latter yields an ideal chain of S with factors that are semigroups of matrix type over cancellative semigroups. In memory of Paul Wauters Mathematics Subject Classifications (2000) 20F05, 20M05; 16S34, 16S36, 20F16. The authors were supported in part by Onderzoeksraad of Vrije Universiteit Brussel, Fonds voor Wetenschappelijk Onderzoek (Belgium), Flemish–Polish bilateral agreement BIL 01/31, and KBN research grant 2P03A 033 25 (Poland).     

On the boundary behavior of solutions of the Beltrami equations

We show that any homeomorphic solution of the Beltrami equation v from the Sobolev class W _loc^1,1 is a so-called lower Q-homeomorphism with Q(z) = K _μ(z), where K _μ(z) is the dilatation ratio of this equation. On this basis, we develop the theory of boundary behavior and removing of singularities of these solutions.     

Approximate solution of u′=–A2u using a relation between exp(–tA2) and exp(itA)

Let A be a positive definite operator in a Hilbert space and consider the initial value problem for u _t =–A² u. Using a representation of the semi group exp(–A² t) in terms of the group exp(iAt) we express u in terms of the solution of the standard heat equation w _t = w _yy , with initial values v solving the initial value problem for v _y = iAv. This representation is used to construct a method for approximating u in terms of approximations of v. In the case that A is a 2^nd order elliptic operator the method is combined with finite elements in the spatial variable and then reduces the solution of the 4th order equation for u to that of the 2^nd order equation for v, followed by the solution of the heat equation in one space variable.     

A fast matrix–vector multiplication method for solving the radiosity equation

A “fast matrix–vector multiplication method” is proposed for iteratively solving discretizations of the radiosity equation (I — К)u = E. The method is illustrated by applying it to a discretization based on the centroid collocation method. A convergence analysis is given for this discretization, yielding a discretized linear system (I — K _n )u _n = E _n. The main contribution of the paper is the presentation of a fast method for evaluating multiplications K_n v, avoiding the need to evaluate K_n explicitly and using fewer than O(n ²) operations. A detailed numerical example concludes the paper, and it illustrates that there is a large speedup when compared to a direct approach to discretization and solution of the radiosity equation. The paper is restricted to the surface S being unoccluded, a restriction to be removed in a later paper. This revised version was published online in June 2006 with corrections to the Cover Date.     

The generalized bisymmetric solutions of the matrix equation A 1 X 1 B 1 + A 2 X 2 B 2 + ? + A l X l B l = C and its optimal approximation

For fixed generalized reflection matrix P, i.e. P ^T  = P, P ² = I, then matrix X is said to be generalized bisymmetric, if X = X ^T  = PXP. In this paper, an iterative method is constructed to find the generalized bisymmetric solutions of the matrix equation A ₁ X ₁ B ₁ + A ₂ X ₂ B ₂ + ⋯ + A _l X _l B _l  = C where [X ₁,X ₂, ⋯ ,X _l ] is real matrices group. By this iterative method, the solvability of the matrix equation can be judged automatically. When the matrix equation is consistent, for any initial generalized bisymmetric matrix group , a generalized bisymmetric solution group can be obtained within finite iteration steps in the absence of roundoff errors, and the least norm generalized bisymmetric solution group can be obtained by choosing a special kind of initial generalized bisymmetric matrix group. In addition, the optimal approximation generalized bisymmetric solution group to a given generalized bisymmetric matrix group in Frobenius norm can be obtained by finding the least norm generalized bisymmetric solution group of the new matrix equation , where . Given numerical examples show that the algorithm is efficient. Research supported by: (1) the National Natural Science Foundation of China (10571047) and (10771058), (2) Natural Science Foundation of Hunan Province (06JJ2053), (3) Scientific Research Fund of Hunan Provincial Education Department(06A017).     

Scaling Limits for Some P.D.E. Systems with Random Initial Conditions

Let X = {X(x, t), x ? R ⁿ , t ? R ₊} be the R ²-valued spatial-temporal random field X = (u, v) arising from a certain two-equation system of parabolic linear partial differential equations with a given random initial condition X ₀ = (u ₀, v ₀). We discuss the scaling limit of X under suitable conditions on X ₀. Since the component fields u, v are dependent, even when the initial data u ₀, v ₀ are independent, the scaling limit is not readily reduced to the known single equation case. The correlated structure of random vector (u(x, t), v(x′, t′)) and the Hermite expansion associated with (u ₀, v ₀) play the essential roles in our study. The work shows, in particular, the non-Gaussian scenario proposed by Anh and Leonenko [2 Anh , V.V. , and Leonenko , N.N. 1999 . Non-Gaussian scenarios for the heat equation with singular initial data . Stochastic Process. Appl. 84 : 91 – 114 .[Crossref], [Web of Science ®] , [Google Scholar]] for the single heat equation can be discussed for the two-equation system, in a significant way.     

Elliptic equation with singular potential

We consider the following problem of finding a nonnegative function u(x) in a ball B = B(O, R) ⊂ R ⁿ , n ≥ 3: