Viability for a class of semilinear differential equations of retarded type

Let X be a Banach space, A ： D（A） X → X the generator of a compact C0- semigroup S（t） ： X → X, t ≥ 0, D a locally closed subset in X, and f ： （a, b） × X →X a function of Caratheodory type. The main result of this paper is that a necessary and sufficient condition in order to make D a viable domain of the semilinear differential equation of retarded type u＇（t） = Au（t） ＋ f（t, u（t - q））, t ∈ [to, to ＋ T], with initial condition uto = φ ∈C（[-q, 0]; X）, is the tangency condition lim infh10 h^-1d（S（h）v（O）＋hf（t, v（-q））; D） = 0 for almost every t ∈ （a, b） and every v ∈ C（[-q, 0]; X） with v（0）, v（-q）∈ D.     

Randomly fractionally integrated processes

Philippe et al. [9], [10] introduced two distinct time-varying mutually invertible fractionally integrated filters A(d), B(d) depending on an arbitrary sequence d = (d _t ) _t∈ℤ of real numbers; if the parameter sequence is constant d _t ≡ d, then both filters A(d) and B(d) reduce to the usual fractional integration operator (1 − L)^−d . They also studied partial sums limits of filtered white noise nonstationary processes A(d)ε _t and B(d)ε _t for certain classes of deterministic sequences d. The present paper discusses the randomly fractionally integrated stationary processes X _t ^A = A(d)ε _t and X _t ^B = B(d)ε _t by assuming that d = (d _t , t ∈ ℤ) is a random iid sequence, independent of the noise (ε _t ). In the case where the mean , we show that large sample properties of X ^A and X ^B are similar to FARIMA(0, , 0) process; in particular, their partial sums converge to a fractional Brownian motion with parameter . The most technical part of the paper is the study and characterization of limit distributions of partial sums for nonlinear functions h(X _t ^A ) of a randomly fractionally integrated process X _t ^A with Gaussian noise. We prove that the limit distribution of those sums is determined by a conditional Hermite rank of h. For the special case of a constant deterministic sequence d _t , this reduces to the standard Hermite rank used in Dobrushin and Major [2]. Published in Lietuvos Matematikos Rinkinys, Vol. 47, No. 1, pp. 3–28, January–March, 2007.     

Clustering of linearly interacting diffusions and universality of their long-time limit distribution

Let K⊂ℝ ^d (d≥ 1) be a compact convex set and Λ a countable Abelian group. We study a stochastic process X in K ^Λ, equipped with the product topology, where each coordinate solves a SDE of the form dX _i (t) = ∑ _j a(j−i) (X _j (t) −X _i (t))dt + σ (X _i (t))dB _i (t). Here a(·) is the kernel of a continuous-time random walk on Λ and σ is a continuous root of a diffusion matrix w on K. If X(t) converges in distribution to a limit X(∞) and the symmetrized random walk with kernel a _S (i) = a(i) + a(−i) is recurrent, then each component X _i (∞) is concentrated on {x∈K : σ(x) = 0 and the coordinates agree, i.e., the system clusters. Both these statements fail if a _S is transient. Under the assumption that the class of harmonic functions of the diffusion matrix w is preserved under linear transformations of K, we show that the system clusters for all spatially ergodic initial conditions and we determine the limit distribution of the components. This distribution turns out to be universal in all recurrent kernels a _S on Abelian groups Λ. Received: 10 May 1999 / Revised version: 18 April 2000 / Published online: 22 November 2000     

On A(X) → TC(X) for some X

Let X be a connected based space and p be a two-regular prime number. If the fundamental group of X has order p, we compute the two-primary homotopy groups of the homotopy fiber of the trace map A(X) → TC(X) relating algebraic K-theory of spaces to topological cyclic homology. The proof uses a theorem of Dundas and an explicit calculation of the cyclotomic trace map K(ℤ[C_p])→ TC(ℤ[C_p]).     

Fano 3-folds with divisible anticanonical class

We show the nonvanishing of H ⁰(X,−K _X ) for any a Fano 3-fold X for which −K _X is a multiple of another Weil divisor in Cl(X). The main case we study is Fano 3-folds with Fano index 2: that is, 3-folds X with rank Pic(X)=1, -factorial terminal singularities and −K _X  = 2A for an ample Weil divisor A. We give a first classification of all possible Hilbert series of such polarised varieties (X,A) and deduce both the nonvanishing of H ⁰(X,−K _X ) and the sharp bound (−K _X )³≥ 8/165. We find the families that can be realised in codimension up to 4.     

Convex Solid Subsets of <Emphasis Type="Italic">L</Emphasis><Subscript>0</Subscript>(<Emphasis Type="Italic">X</Emphasis>, μ)

If A⊂ L₀(X, μ) is a convex solid subset of L₀(X, μ), then there exist disjoint X₀ and X₁ with X = X₀∪ X₁ such that A_{| X_0} is dense in L₀(X₀, μ) and A_{|X_1} is bounded in measure in L₀(X₁, μ).     

Adjoints of semigroups acting on vector-valued function spaces

LetT(t) be the translation group onY=C ₀(ℝ×K)=C ₀(ℝ)⊗C(K),K compact Hausdorff, defined byT(t)f(x, y)=f(x+t, y). In this paper we give several representations of the sun-dialY ^⊙ corresponding to this group. Motivated by the solution of this problem, viz.Y ^⊙=L ¹(ℝ)⊗M(K), we develop a duality theorem for semigroups of the formT ₀(t)⊗id on tensor productsZ⊗X of Banach spaces, whereT ₀(t) is a semigroup onZ. Under appropriate compactness assumptions, depending on the kind of tensor product taken, we show that the sun-dial ofZ⊗X is given byZ ^⊙⊗X*. These results are applied to determine the sun-dials for semigroups induced on spaces of vector-valued functions, e.g.C ₀(Ω;X) andL ^p (μ;X). This paper was written during a half-year stay at the Centre for Mathematics and Computer Science CWI in Amsterdam. I am grateful to the CWI and the Dutch National Science Foundation NWO for financial support.     

Completeness of hyperspaces of compact subsets of quasi-metric spaces

We study the hyperspace K ₀(X) of non-empty compact subsets of a Smyth-complete quasi-metric space (X, d). We show that K ₀(X), equipped with the Hausdorff quasi-pseudometric H _d forms a (sequentially) Yoneda-complete space. Moreover, if d is a T ₁ quasi-metric, then the hyperspace is algebraic, and the set of all finite subsets forms a base for it. Finally, we prove that K ₀(X), H _d ) is Smyth-complete if (X, d) is Smyth-complete and all compact subsets of X are d ⁻¹-precompact.     

A large-deviation result for the range of random walk and for the Wiener sausage

Let {S _n } be a random walk on ℤ ^d and let R _n be the number of different points among 0, S ₁,…, S _{n −1}. We prove here that if d≥ 2, then ψ(x) := lim _{n →∞}(−:1/n) logP{R _n ≥nx} exists for x≥ 0 and establish some convexity and monotonicity properties of ψ(x). The one-dimensional case will be treated in a separate paper. We also prove a similar result for the Wiener sausage (with drift). Let B(t) be a d-dimensional Brownian motion with constant drift, and for a bounded set A⊂ℝ ^d let Λ _t = Λ _t (A) be the d-dimensional Lebesgue measure of the `sausage' ∪_{0≤ s ≤ t} (B(s) + A). Then φ(x) := lim _t→∞: (−1/t) log P{Λ _t ≥tx exists for x≥ 0 and has similar properties as ψ. Received: 20 April 2000 / Revised version: 1 September 2000 / Published online: 26 April 2001     

The Probability that a Convex Body Intersects the Integer Lattice in a <Emphasis Type="Italic">k</Emphasis>-dimensional Set

Let K be a convex body in ℝ ^d . It is known that there is a constant C ₀ depending only on d such that the probability that a random copy ρ(K) of K does not intersect ℤ ^d is smaller than \fracC₀|K|\frac{C_{0}}{|K|} and this is best possible. We show that for every k<d there is a constant C such that the probability that ρ(K) contains a subset of dimension k is smaller than \fracC|K|\frac{C}{|K|}. This is best possible if k=d−1. We conjecture that this is not best possible in the rest of the cases; if d=2 and k=0 then we can obtain better bounds. For d=2, we find the best possible value of C ₀ in the limit case when width(K)→0 and |K|→∞.     

C-Cosine Functions and the Abstract Cauchy Problem, II

For a bounded linear injectionCon a Banach spaceXand a closed linear operatorA : D(A) X → Xwhich commutes withCwe prove that (1) the abstract Cauchy problem,u″(t) = Au(t),t R,u(0) = Cx,u′(0) = Cy, has a unique strong solution for everyx,y D(A) if and only if (2)A₁ = AD(A²) generates aC₁-cosine function onX₁(D(A) with the graph norm), if (and only if, in caseAhas nonempty resolvent set) (3)Agenerates aC-cosine function onX. HereC₁ = CX₁. Under the assumption thatAis densely defined andC⁻¹AC = A, statement (3) is also equivalent to each of the following statements: (4) the problemv″(t) = Av(t) + C(x + ty) + ∫^t₀ Cg(r) dr,t R,v(0) = v′(0) = 0, has a unique strong solution for everyg L¹_locandx, y X; (5) the problemw″(t) = Aw(t) + Cg(t),t R,w(0) = Cx,w′(0) = Cy, has a unique weak solution for everyg L¹_locandx, y X. Finally, as an application, it is shown that for any bounded operatorBwhich commutes withCand has range contained in the range ofC,A + Bis also a generator.     

Stability of <Emphasis Type="Italic">C</Emphasis>-regularized Semigroups

Let T = (T(t))t≥0 be a bounded C-regularized semigroup generated by A on a Banach space X and R(C) be dense in X. We show that if there is a dense subspace Y of X such that for every x ∈ Y, σu(A, Cx), the set of all points λ ∈ iR to which (λ - A)^-1 Cx can not be extended holomorphically, is at most countable and σr(A) N iR = Ф, then T is stable. A stability result for the case of R(C) being non-dense is also given. Our results generalize the work on the stability of strongly continuous senfigroups.     

On the average distance property and certain energy integrals

One of our main results is the following: LetX be a compact connected subset of the Euclidean spaceR ⁿ andr(X, d ₂) the rendezvous number ofX, whered ₂ denotes the Euclidean distance inR ⁿ . (The rendezvous numberr(X, d ₂) is the unique positive real number with the property that for each positive integern and for all (not necessarily distinct)x ₁,x ₂,...,x _n inX, there exists somex inX such that .) Then there exists some regular Borel probability measure μ₀ onX such that the value of ∫ _X d ₂(x, y)dμ₀ (y) is independent of the choicex inX, if and only ifr(X, d ₂) = sup_μ ∫ _X ∫ _X d ₂(x, y)dμ(x)dμ(y), where the supremum is taken over all regular Borel probability measures μ onX.     

Additive Maps Preserving Nilpotent Operators or Spectral Radius

Let X be a （real or complex） Banach space with dimension greater than 2 and let B0（X） be the subspace of B（X） spanned by all nilpotent operators on X. We get a complete classification of surjective additive maps Ф on B0（X） which preserve nilpotent operators in both directions. In particular, if X is infinite-dimensional, we prove that Ф has the form either Ф（T） = cATA^-1 or Ф（T） = cAT＇A^-1, where A is an invertible bounded linear or conjugate linear operator, c is a scalar, T＇ denotes the adjoint of T. As an application of these results, we show that every additive surjective map on B（X） preserving spectral radius has a similar form to the above with ｜c｜ = 1.     

The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion

Let {W(t),t∈R}, {B(t),t∈R } be two independent Brownian motions on R with W(0) = B(0) = 0. In this paper, we shall consider the exact Hausdorff measures for the image and graph sets of the d-dimensional iterated Brownian motion X(t), where X(t) = (Xi(t),... ,Xd(t)) and X1(t),... ,Xd(t) are d independent copies of Y(t) = W(B(t)). In particular, for any Borel set Q (?) (0,∞), the exact Hausdorff measures of the image X(Q) = {X(t) : t∈Q} and the graph GrX(Q) = {(t, X(t)) :t∈Q}are established.     

Chaos caused by a strong-mixing measure-preserving transformation

The chaos caused by a strong-mixing preserving transformation is discussed and it is shown that for a topological spaceX satisfying the second axiom of countability and for an outer measurem onX satisfying the conditions: (i) every non-empty open set ofX ism-measurable with positivem-measure; (ii) the restriction ofm on Borel σ-algebra ℬ(X) ofX is a probability measure, and (iii) for everyY⊂X there exists a Borel setB⊂ℬ(X) such thatB⊃Y andm(B) =m(Y), iff:X→X is a strong-mixing measure-preserving transformation of the probability space (X, ℬ(X),m), and if {m}, is a strictly increasing sequence of positive integers, then there exists a subsetC⊂X withm (C) = 1, finitely chaotic with respect to the sequence {m _i}, i.e. for any finite subsetA ofC and for any mapF:A→X there is a subsequencer _i such that lim_i→∞ f ^r i(a) =F(a) for anya ∈A. There are some applications to maps of one dimension. the National Natural Science Foundation of China.     

Diameter and diametrical pairs of points in ultrametric spaces

Let F(X) be the set of finite nonempty subsets of a set X. We have found the necessary and sufficient conditions under which for a given function τ: F(X) → ℝ there is an ultrametric on X such that τ(A) = diamA for every A ∈ F(X). For finite nondegenerate ultrametric spaces (X, d) it is shown that X together with the subset of diametrical pairs of points of X forms a complete k-partite graph, k ⩾ 2, and, conversely, every finite complete k-partite graph with k ⩾ 2 can be obtained by this way. We use this result to characterize the finite ultrametric spaces (X, d) having the minimal card{(x, y): d(x, y) = diamX, x, y ∈ X} for given card X.     

On Chow and Brauer groups of a product of Mumford curves

Let C₁,···,C_d be Mumford curves defined over a finite extension of and let X=C₁×···×C_d. We shall show the following: (1) The cycle map CH₀(X)/n → H^2d(X, μ_n^⊗d) is injective for any non-zero integer n. (2) The kernel of the canonical map CH₀(X)→Hom(Br(X),) (defined by the Brauer-Manin pairing) coincides with the maximal divisible subgroup in CH₀(X).     

On the hot spots of a catalytic super-Brownian motion

Consider the catalytic super-Brownian motion X ^ϱ (reactant) in ℝ ^d , d≤3, which branching rates vary randomly in time and space and in fact are given by an ordinary super-Brownian motion ϱ (catalyst). Our main object of study is the collision local time L = L _[ϱ,Xϱ] (d(s,x) )of catalyst and reactant. It determines the covariance measure in themartingale problem for X ^ϱ and reflects the occurrence of “hot spots” of reactant which can be seen in simulations of X ^ϱ. In dimension 2, the collision local time is absolutely continuous in time, L(d(s,x) ) = ds K _s (dx). At fixed time s, the collision measures K _s (dx) of ϱ _s and X _s ^ϱ have carrying Hausdorff dimension 2. Spatial marginal densities of L exist, and, via self-similarity, enter in the long-term randomergodic limit of L (diffusiveness of the 2-dimensional model). We alsocompare some of our results with the case of super-Brownian motions withdeterministic time-independent catalysts. Received: 2 December 1998 / Revised version: 2 February 2001 / Published online: 9 October 2001