Generalized Mehler semigroups and applications

Summary We construct and study generalized Mehler semigroups (p _t ) _t 0 and their associated Markov processesM. The construction methods for (p _t ) _t 0 are based on some new purely functional analytic results implying, in particular, that any strongly continuous semigroup on a Hilbert spaceH can be extended to some larger Hilbert spaceE, with the embeddingHE being Hilbert-Schmidt. The same analytic extension results are applied to construct strong solutions to stochastic differential equations of typedX _t =C dW _t +AX _t dt (with possibly unbounded linear operatorsA andC onH) on a suitably chosen larger spaceE. For Gaussian generalized Mehler semigroups (p _t ) _t 0 with corresponding Markov processM, the associated (non-symmetric) Dirichlet forms (E D(E)) are explicitly calculated and a necessary and sufficient condition for path regularity ofM in terms of (E,D(E)) is proved. Then, using Dirichlet form methods it is shown thatM weakly solves the above stochastic differential equation if the state spaceE is chosen appropriately. Finally, we discuss the differences between these two methods yielding strong resp. weak solutions.     

Об отделимости множе ств гиперплоскостью вL p

LetA and be two arbitrary sets in the real spaceL _p, 1p<. Sufficient conditions are obtained for their strict separability by a hyperplane, in terms of the distance between the setsd(A,B) _p=inf{x-y_p,xA,yB} and their diametersd(A) _p, d(B)_p, whered(A) _p=sup{x-y_p; x,yA}. In particular, it is proved that if in an infinite-demensional spaceL _p we haved ^r(A,B)_p>2^–r+1(d^r(A)_p+d^r(B)_p), r=min{p, p(p–1)^–1}, then there is a hyperplane which separatesA andB. On the other hand, the conditiond ^r(A,B)_p=2^–r+1(d^r(A)_p+d^r(B)_p) does not guarantee strict separability. Earlier these results where obtained by V. L. Dol'nikov for the case of Euclidean spaces.     

Strong solutions of the Navier-Stokes equation in Morrey spaces

It is shown that the nonstationary Navier-Stokes equation (NS) in ⁺× ^m is well posed in certain Morrey spacesM _p, (⁺× ^m ) (see the text for the definition: in particularM _p,0=L ^p ifp>1 andM _1,0 is the space of finite measures), in the following sense. Given a vectoraM _p,m-p with diva=0 and with certain supplementary conditions, there is a unique local (in time) solution (velocity field)u(t, ·)M _{p, m-p}, which is smooth fort>0 and takes the initial valuea at least in a weak sense.u is a global solution ifa is sufficiently small. Of particular interest is the spaceM _1,m–1, which admits certain measures; thusa may be a surface measure on a smooth (m–1)- dimensional surface in ⁺× ^m . The regularity of solutions and the decay of global solutions are also considered. The associated vorticity equation (for the vorticity =u) can similarly be solved in (tensor-valued)M _1,m–2, which is also a space of measures of another kind.Dedicated to Felix E. Browder     

Matroid intersection algorithms

LetM ₁ = (E, 9₁),M ₂ = (E, 9₂) be two matroids over the same set of elementsE, and with families of independent sets 9₁, 9₂. A setI 9₁ 9₂ is said to be anintersection of the matroidsM ₁,M ₂. An important problem of combinatorial optimization is that of finding an optimal intersection ofM ₁,M ₂. In this paper three matroid intersection algorithms are presented. One algorithm computes an intersection containing a maximum number of elements. The other two algorithms compute intersections which are of maximum total weight, for a given weighting of the elements inE. One of these algorithms is primal-dual, being based on duality considerations of linear programming, and the other is primal. All three algorithms are based on the computation of an augmenting sequence of elements, a generalization of the notion of an augmenting path from network flow theory and matching theory. The running time of each algorithm is polynomial inm, the number of elements inE, and in the running times of subroutines for independence testing inM ₁,M ₂. The algorithms provide constructive proofs of various important theorems of matroid theory, such as the Matroid Intersection Duality Theorem and Edmonds' Matroid Polyhedral Intersection Theorem.Research sponsored by the Air Force Office of Scientific Research Grant 71-2076.     

Homomorphisms onC ∞ (E) andC ∞-bounding sets

We prove, for the class of real locally convex spacesE that are continuously and linearly injectable into somec ₀(), that every non-zero homomorphism on the algebraC (E) ofC -functions onE is given by a point evaluation at some point ofE. Furthermore, if every real-valuedC -function on the weak topology of a quasi-complete locally convex spaceE is bounded on a subsetA ofE, thenA is relatively weakly compact.     

The generalized order complementarity problem

Given an ordered Banach Space (E,K) andm functionsf ₁,f ₂,...,f _m:EE, the generalized order complementarity problem associated with {f _i} andK is to findx ₀K such thatf _i(x ₀)K,i=1,...,m, and (x ₀,f ₁(x ₀),...,f _m(x ₀))=0. The problem is shown to be equivalent to several fixed-point problems and equivalent to the order complementarity problem studied by Borwein and Dempster and by Isac. Existence and uniqueness of solutions and least-element theory are shown in the spacesC(, ) andL _p(, ). For general locally convex spaces, least-element theory is derived, existence is proved, and an algorithm for computing a solution is presented. Applications to the mixed lubrication theory of fluid mechanics are described.     

Properties of interpolation spaces of completely continuous operators

We consider interpolation spacesG _,p between the spaceG ₁ of nuclear operators and the spaceG of completely continuous operators in a Hilbert space. We obtain an exact expression for the norm of an operator ofG _,p by means of its approximation numbers. We consider the question of separability of the symmetric normed ideals ofG _,p , and the question of the duals to these s.n. ideals.Translated from Matematicheskii Zametki, Vol. 17, No. 2, pp. 293–300, February, 1975.In conclusion the author wishes to thank P. P. Lizorkin and the participants of the seminar he guided for this discussion of this paper.     

Surjectivité de l'application restriction à un compact dans des classes de fonctions ultradifférentiables

Résumé Etant donnée {M _p } _p0 une suite de réels strictement positifs, on considère la classe de CarlemanC{p!M _p } (resp. BeurlingB{p!M _p }) des fonctionsf indéfiniment dérivables sur ⁿ . SoitE un sous ensemble compact de ⁿ ; on peut associer à la classeC{p!M _p } (resp.B{p!M _p }) la classe des jets de Whitney surE,C _E {p!M _p }, (resp.B _E {p!M _p }) et on a une application de restriction naturelle deC{p!M _p } dansC _E {p!M _p } (resp.B{p!M _p } dansB _E {p!M _p }).Dans ce travail, on donne des conditions sur deux suites {M _p } _p0 et {M _p } _p0 pour que l'on ait les inclusions suivantes ou Ceci est, en quelque sorte, une généralisation du problème de prolongement de Whitney.

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Kolmogorov and linear widths of weighted Sobolev-type classes on a finite interval

Let I be a finite interval, r N and p(t)=dist{t,I}, tI. Denote by W ^r _{p ,}, 0<<, the class of functions x on I with the seminorm x ^(r) p _Lp1. We obtain two-sided estimates of the Kolmogorov widths d _n(W^r _p, )_Lq and of the linear widths d _n(W^r _p,)_Lq ^lin     

On a classical Nicoletti boundary value problem

We shall derive existence, uniqueness and comparison results for the functional differential equationx(t)=f(t, x), a. e.tI, with classical Nicoletti boundary conditionsx _i(t_i)=y _iX, iA, whereI is a real interval,A is a nonempty set andX is a Banach space.     

Some homological properties of commutative semitrivial ring extensions

LetR be a commutative ring with 1 andM anR-module. If:M _R MR is anR-module homomorphism satisfying(mm)=(mm) and(mm)m=m(mm), the additive abelian groupRM becomes a commutative ring, if multiplication is defined by (r,m)(r,m)=(rr+(mm),rm+rm). This ring is called the semitrivial extension ofR byM and and it is denoted byR M. This generalizes the notion of a trivial extension and leads to a more interesting variety of examples. The purpose of this paper is to studyR M; in particular, we are interested in some homological properties ofR M as that of being Cohen-Macaulay, Gorenstein or regular. A sample result: Let (R,m) be a local Noetherian ring,M a finitely generatedR-module and Im() m. ThenR M is Gorenstein if and only if eitherRM is Gorenstein orR is Gorenstein,M is a maximal Cohen-Macaulay module andMM ^*, where the isomorphism is given by the adjoint of.     

Existence,uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces

Summary A class of stochastic evolution equations with additive noise and weakly continuous drift is considered. First, regularity properties of the corresponding Ornstein-Uhlenbeck transition semigroupR _t are obtained. We show thatR _t is a compactC ₀-semigroup in all Sobolev spacesW ^n,p which are built on its invariant measure . Then we show the existence, uniqueness, compactness and smoothing properties of the transition semigroup for semilinear equations inL ^p() spaces and spacesW ^1,p . As a consequence we prove the uniquencess of martingale solutions to the stochastic equation and the existence of a unique invariant measure equivalent to . It is shown also that the density of this measure with respect to is inL ^p() for allp1.This work was done during the first author's stay at UNSW supported by ARC Grant 150.346 and the second author's stay at ód University supported by KBN Grant 2.1020.91.01     

Densely two-valued metric projections in uniformly convex Banach spaces

For every uniformly convex Banach spaceX with dimX2 there is a residual setU in the Hausdorff metric spaceB(X) of bounded and closed sets inX such that the metric projection generated by a set fromU is two-valued and upper semicontinuous on a dense and everywhere continual subset ofX. For any two closed and separated subsetsM ₁ andM ₂ ofX the points on the equidistant hypersurface which have best approximations both inM ₁ andM ₂ form a dense G set in the induced topology.The author is partially supported by the National Fund for Scientific Research at the Bulgarian Ministry of Science and Education under contract MM 408/94.     

Isometries of symmetric operator spaces associated with AFD factors of typeII and symmetric vector-valued spaces

If is a surjective isometry of the separable symmetric operator spaceE(M, ) associated with the approximately finite-dimensional semifinite factorM and if · _E(M,) is not proportional to · _{L 2}, then there exist a unitary operatorUM and a Jordan automorphismJ ofM such that(x)=UJ(x) for allxME(M, ). We characterize also surjective isometries of vector-valued symmetric spacesF((0, 1), E(M, )).Research supported by the Australian Research Council     

On paraconvexity of graphs of continuous functions

The concept of paraconvexity of a subsetP E of a normed spaceE was first introduced by E. Michael. Roughly speaking, it consists of a controlled weakening of the convexity assumption forP, where the control is guaranteed via some parameter [0, 1). In this paper, we consider the case whenP is a subset of some (n+1)-dimensional Euclidean spaceE andP is the graph of some continuous functionf:V , whereV E is some convexn-dimensional subset ofE. Our key result is that paraconvexity of such a setP follows from the paraconvexity of sections ofP by two-dimensional planes, orthogonal toV. As an application, we prove a selection theorem for graph-valued mappings whose values have Lipschitzian (with a fixed constant) or monotone two-dimensional sections.Supported in part by the Ministry of Science and Technology of the Republic of Slovenia Research Grant No. P1-0214-101-93.Supported in part by G. Soros International Science Foundation.     

Generalized sentinels defined via least squares

We address the problem of monitoring a linear functional (c, x)_Eof an unknown vectorx of a Hilbert spaceE, the available data being the observationz, in a Hilbert spaceF, of a vectorAx depending linearly onx through some known operatorA(E; F). WhenE=E ₁×E ₂,c=(c ₁ 0), andA is injective and defined through the solution of a partial differential equation, Lions ([6]–[8]) introduced sentinelssF such that (s, Ax)_Fis sensitive to x₁ E ₁ but insensitive to x₂ E₂. In this paper we prove the existence, in the general case, of (i) a generalized sentinel (s, ) ×E, where F withF dense in 80, such that for anya priori guess x₀ ofx, we have s, Ax + (, x₀)_E=(c, x)_E, where x is the least-squares estimate ofx closest tox ₀, and (ii) a family of regularized sentinels (s _n , _n ) F×E which converge to (s, ). Generalized sentinels unify the least-squares approach (by construction !) and the sentinel approach (whenA is injective), and provide a general framework for the construction of sentinels with special sensitivity in the sense of Lions [8]).     

A structure theorem for sum form functional equations

Summary It is proved that, iff _ij:]0, 1[ C (i = 1, ,k;j = 1, ,l) are measurable, satisfy the equation (1) (with some functionsg _it, h_jt:]0, 1[ C), then eachf _ij is in a linear space (called Euler space) spanned by the functionsx x ^j(logx) ^k (x ]0, 1[;j = 1, ,M;k = 0, ,m _j – 1), where ₁, , _M are distinct complex numbers andm ₁, , m_M natural numbers. The dimension of this linear space is bounded by a linear function ofN.     

Regular (2, 2)-systems

Let (E,I) be an independence system over the finite setE = {e ₁, ,e _n }, whose elements are orderede ₁ e _n . (E,I) is called regular, if the independence of {e _l , ,e _{l k} },l ₁ < <l _k , implies that of {e _{m l} , ,e _{m k} }, wherem _l < ··· <m _k andl ₁ m ₁, ,l _k m _k . (E,I) is called a 2-system, if for anyI I,e E I the setI {e } contains at most 2 distinct circuitsC, C I and the number 2 is minimal with respect to this property. If, in addition, for any two independent setsI andJ the family (C J, C C (J, I)), whereC(J, I) denotes {C C:e J I C {e}}, can be partitioned into 2 subfamilies each of which possesses a transversal, then (E,I) is called a (2, 2)-system. In this paper we characterize regular 2-systems and we show that the classes of regular 2-systems resp. regular (2, 2)-systems are identical.     

On steiner ratio conjectures

LetM be a metric space andP a finite set of points inM. The Steiner ratio inM is defined to be(M)=inf{L _s(P)/L _m(P) |P M}, whereL _s(P) andL _m(P) are the lengths of the Steiner minimal tree and the minimal spanning tree onP, respectively. In this paper, we study various conjectures on(M). In particular, we show that forn-dimensional Euclidean space _n ,( _n )>0.615.Supported in part by the National Science Foundation of China.     

Infinitesimal obstructions to weakly mixing

Let ^t be the flow (parametrized with respect to arc length) of a smooth unit vector field v on a closed Riemannian manifold M ⁿ , whose orbits are geodesics. Then the (n-1)-plane field normal to v, v, is invariant under d ^t and, for each x M, we define a smooth real function _x (t) : (1 + _i (t)), where the _i(t) are the eigenvalues of AA ^T, A being the matrix (with respect to orthonormal bases) of the non-singular linear map d^2t , restricted to v at the point _x ^-t M ⁿ.Among other things, we prove the Theorem (Theorem II, below). Assume v is also volume preserving and that _x ^' (t) 0 for all x M and real t; then, if _x ^t : M M is weakly missng for some t, it is necessary that vx 0 at all x M.