Sublinear perturbations of the differential equation y(n) = 0 and of the analogous difference equation

According to a result of A. Ghizzetti, for any solution y(t) of the differential equation where $\text{y}{}^{\mathrm{(n)}}\text{(t)+}\text{∑}\text{i=0}\text{n?1}\text{g}{}_{\mathrm{i}}\text{(t) y}{}^{\mathrm{i}}\text{(t)=0}\text{(t ? 1)}$, $\text{∝}{}_1{}^{\mathrm{\infty }}\text{¦g}{}_{\mathrm{i}}\text{(x)¦x}{}^{\mathrm{n?I?1}}\text{dx < ∞}$ (0 ?i ? n ?1, either y(t) = 0 for t ? 1 or there is an integer r with 0 ? r ? n ? 1 such that $\text{lim}\text{t → ∞}\text{y(t)}\text{t}{}^{\mathrm{r}}$ exists and ≠0. Related results are obtained for difference and differential inequalities. A special case of the former has interesting applications in the study of orthogonal polynomials.     

Decomposability of symmetric multilinear functions

Let V denote a finite dimensional vector space over a field K of characteristic 0, let T_n(V) denote the vector space whose elements are the K-valued n-linear functions on V, and let S_n(V) denote the subspace of T_n(V) whose members are the fully symmetric members of T_n(V). If $\text{L}$_n denotes the symmetric group on {1,2,…,n} then we define the projection $\text{P}{}_{\mathrm{<mtext>L</mtext>}}\text{: T}{}_{\mathrm{n}}\text{(V) → S}{}_{\mathrm{n}}\text{(V)}$ by the formula , where P_σ : T_n(V) → T_n(V) is defined so that P_σ(A)(y₁,y₂,…,y_n = A(y_σ(1),y_σ(2),…,y_σ(n)) for each A?T_n(V) and y_i?V, 1 ? i ? n. If $\text{x}{}_{\mathrm{i}}\text{? V}{}^1\text{, 1 ? i ? n}$, then x₁?x₂? … ?x_n denotes the member of T_n(V) such that $\text{(x}{}_1\text{?x}{}_2\text{· ? ? ?x}{}_{\mathrm{n}}\text{)(y}{}_1\text{,y}{}_2\text{,…,y}{}_{\mathrm{n}}\text{) = П}{}^{\mathrm{n}}{}_{\mathrm{i=1}}\text{x}{}_{\mathrm{i}}\text{(y}{}_{\mathrm{i}}\text{)}$ for each y₁ ,₂,…,y_n in V, and x₁·x₂… x_n denotes $\text{P}{}_{\mathrm{<mtext>L</mtext>}}\text{(x}{}_1\text{?x}{}_2\text{? … ?x}{}_{\mathrm{n}}\text{)}$. If B? S_n(V) and there exists $\text{x}{}_{\mathrm{i}}\text{? V}{}^1\text{, 1 ? i ? n}$, such that B = x₁·x₂…x_n, then B is said to be decomposable. We present two sets of necessary and sufficient conditions for a member B of S_n(V) to be decomposable. One of these sets is valid for an arbitrary field of characteristic zero, while the other requires that K = R or C.     

Adiabatic invariants for linear Hamiltonian systems

n independent adiabatic invariants in involution are found for a slowly varying Hamiltonian system of order 2n × 2n. The Hamiltonian system considered is $\text{?}\text{u}\text{?}\text{= A(t)u}\text{as}\text{? → 0}{}^{\mathrm{+}}$, where A(t) is a 2n × 2n real matrix with distinct, pure imaginary eigen values for each t? [?∞, ∞], and $\text{d}{}^{\mathrm{(j)}}\text{A}\text{dt}{}^{\mathrm{(j)}}\text{? L}{}_{\mathrm{j}}\text{(?∞, ∞)}$, for all j > 0. The adiabatic invariants I_s(u, t), s = 1,…, n are expressed in terms of the eigen vectors of A(t). Approximate solutions for the system to arbitrary order of ? are obtained uniformly for t? [?∞, ∞].     

Oscillation theorems for second-order functional differential equations

This paper presents some comparison theorems on the oscillatory behavior of solutions of second-order functional differential equations. Here we state one of the main results in a simplified form: Let q, τ₁, τ₂ be nonnegative continuous functions on (0, ∞) such that τ₁ ? τ₂ is a bounded function on [1, ∞) and t ? τ₁(t) → ∞ if t → ∞. Then $\text{y}\text{?}\text{(t) + q(t) y(t ? τ}{}_1\text{(t)) = 0}$ is oscillatory if and only if $\text{y}\text{?}\text{(t) + q(t) y(t ? τ}{}_2\text{(t)) = 0}$ is oscillatory.     

Existence of stable equilibrium point for dynamical systems of Volterra type

This paper presents sufficient conditions for the existence of a nonnegative and stable equilibrium point of a dynamical system of Volterra type, (1) $\text{(}\text{d}\text{dt}\text{) x}{}_{\mathrm{i}}\text{(t) = ?x}{}_{\mathrm{i}}\text{(t)[f}{}_{\mathrm{i}}\text{(x}{}_1\text{(t),…, x}{}_{\mathrm{n}}\text{(t)) ? q}{}_{\mathrm{i}}\text{], i = 1,…, n}$, for every q = (q₁,…, q_n)^T?Rⁿ. Results of a nonlinear complementarity problem are applied to obtain the conditions. System (1) has a nonnegative and stable equilibrium point if (i) f(x) = (f₁(x),…,f_n(x))^T is a continuous and differentiable M-function and it satisfies a certain surjectivity property, or (ii), f(x) is continuous and strongly monotone on R₊₀ⁿ.     

Asymptotic behavior of nonoscillatory solutions of nonlinear differential equations with retarded arguments

For nonlinear retarded differential equations $\text{y}{}^{\mathrm{2n}}\text{(t)?}\text{∑}\text{i=1}\text{m}\text{f}{}_{\mathrm{i}}\text{(t,y(t),y(g}{}_{\mathrm{i}}\text{(t)))=0}$ and $\text{y}{}^{\mathrm{n}}\text{(t)?}\text{∑}\text{i=1}\text{m}\text{P}{}_{\mathrm{i}}\text{(t)F}{}_{\mathrm{i}}\text{(y(g}{}_{\mathrm{i}}\text{(t)))=h(t),}$ the sufficient conditions are given on f_i, p_i, F_i, and h under which every bounded nonoscillatory solution of (${}^1$) or (${}^7$) tends to zero as t → ∞.     

An abstract averaging theorem

For each t ? 0, let A(t) generate a contraction semigroup on a Banach space L. Suppose the solution of u_t = ?A(t)u is given by an evolution operator V_?(t, s). Conditions are given under which $\text{V}{}_{\mathrm{?}}\text{(}\text{(t+s)}\text{?}\text{,}\text{s}\text{?}\text{)}$ converges strongly as ? → 0 to a semigroup T(t) generated by the closure of $\text{A}\text{?}\text{f ≡}\text{lim}{}_{\mathrm{T\to \infty }}\text{(}\text{1}\text{T}\text{) ∝}{}_0{}^{\mathrm{T}}\text{A(t)f dt}$.This result is applied to the following situation: Let B generate a contraction group S(t) and the closure of ?A + B generate a contraction semigroup S_?(t). Conditions are given under which $\text{S(?}\text{t}\text{?}\text{) S}{}_{\mathrm{?}}\text{(}\text{t}\text{?}\text{)}$ converges strongly to a semigroup generated by the closure of $\text{A}\text{?}\text{f ≡}\text{lim}{}_{\mathrm{T\to \infty }}\text{(}\text{1}\text{T}\text{) ∝ S(?t) AS(t)f dt}$. This work was motivated by and generalizes a result of Pinsky and Ellis for the linearized Boltzmann Equation.     

Cogrowth and amenability of discrete groups

Let G be a group and g₁,…, g_t a set of generators. There are approximately (2t ? 1)ⁿ reduced words in g₁,…, g_t, of length ?n. Let $\text{}\text{?}\text{gg}{}_{\mathrm{n}}$ be the number of those which represent 1_G. We show that $\text{γ =}\text{lim}{}_{\mathrm{n\; \to \; \infty }}\text{(}\text{}\text{?}\text{gg}{}_{\mathrm{n}}\text{)}{}^{\mathrm{<mtext>1</mtext><mtext>n</mtext>}}$ exists. Clearly 1 ? γ ? 2t ? 1. $\text{η =}\text{(}\text{log}\text{γ)}\text{(}\text{log}\text{(2t ? 1))}$ is the cogrowth. 0 ? η ? 1. In fact $\text{η ∈ {0} ∪ (}\text{1}\text{2}\text{, 1¦}$. The entropic dimension of G is shown to be 1 ? η. It is then proved that d(G) = 1 if and only if G is free on g₁,…, g_t and d(G) = 0 if and only if G is amenable.     

Temporally inhomogeneous scattering theory

A theory of scattering for the time dependent evolution equations $\text{du}\text{dt}\text{= iH}{}_{\mathrm{j}}\text{(t)u, j = 0, 1}$ (¹) is developed. The wave operators are defined in terms of the evolution operators U_j(t, s), which govern (¹). The scattering operator remains unitary. Sufficient conditions for existence and completeness of the wave operators are obtained; these are the main results. General properties, such as the chain rule and various intertwining relations, are also established. Applications include potential scattering (H₀(t) = ?Δ, Δ denoting the Laplacian, and H₁(t) = ?Δ + q(t, ·)) and scattering for second-order differential operators with coefficients constant in the spatial variable ($\text{H}{}_{\mathrm{j}}\text{(t) = ∑}{}_{\mathrm{m,\; k\; =\; 1}}{}^{\mathrm{n}}\text{a}{}_{\mathrm{mk}}{}^{\mathrm{(j)}}\text{(t)(}\text{?}{}^2\text{?x}{}_{\mathrm{m}}\text{?x}{}_{\mathrm{k}}\text{) + b}{}_{\mathrm{j}}\text{(t)}\text{for}\text{j = 0, 1}$).     

On the monotonicity of stop-loss premiums

Let $\text{Π}{}_{\mathrm{k}}\text{(t) = ∫}{}^{\mathrm{\propto }}{}_{\mathrm{t}}\text{(x?t)}\text{d}\text{P}{}^{\mathrm{1k}}\text{(x)}$, where P is a distribution with P(0)=0. Then $\text{Π}{}_{\mathrm{k}}\text{(t)}\text{k}$ is a non-decreasing function of k, and Π_k$\text{(kt)}\text{k}$ is a non-increasing function of k.     

A remark on the tail probability of a distribution

Let {X_n}_n≥1 be a sequence of independent and identically distributed random variables. For each integer n ≥ 1 and positive constants r, t, and ?, let S_n = Σ_j=1ⁿX_j and $\text{E{N}{}_{\mathrm{\infty }}\text{(r, t, ?)} = Σ}{}_{\mathrm{n=1}}{}^{\mathrm{\infty }}\text{n}{}^{\mathrm{r?2}}\text{P{|S}{}_{\mathrm{n}}\text{| > ?n}{}^{\mathrm{<mtext>r</mtext><mtext>t</mtext>}}\text{}}$. In this paper, we prove that (1) lim_?→0+?^α(r?1)E{N_∞(r, t, ?)} = K(r, t) if E(X₁) = 0, Var(X₁) = 1, and E(| X₁ |^t) < ∞, where 2 ≤ t < 2r ≤ 2t, $\text{K(r, t) =}\text{{2}{}^{\mathrm{<mtext>\alpha (r?1)</mtext><mtext>2</mtext>}}\text{Γ(}\text{(1 + α(r ? 1))}\text{2}\text{)}}\text{{(r ? 1) Γ(}\text{1}\text{2}\text{)}}$, and $\text{α =}\text{2t}\text{(2r ? t)}$; (2) $\text{lim}{}_{\mathrm{?\to 0+}}\text{G(t, ?)}\text{H(t, ?)}\text{= 0}$ if 2 < t < 4, E(X₁) = 0, Var(X₁) > 0, and E(|X₁|^t) < ∞, where G(t, ?) = E{N_∞(t, t, ?)} = Σ_n=1^∞n^t?2P{| S_n | > ?n} → ∞ as ? → 0+ and $\text{H(t, ?) = E{N}{}_{\mathrm{\infty }}\text{(t, t, ?)} = Σ}{}_{\mathrm{n=1}}{}^{\mathrm{\infty }}\text{n}{}^{\mathrm{t?2}}\text{P{| S}{}_{\mathrm{n}}\text{| > ?n}{}^{\mathrm{<mtext>2</mtext><mtext>t</mtext>}}\text{} → ∞}\text{as}\text{? → 0+}$, i.e., H(t, ?) goes to infinity much faster than G(t, ?) as ? → 0+ if 2 < t < 4, E(X₁) = 0, Var(X₁) > 0, and E(| X₁ |^t) < ∞. Our results provide us with a much better and deeper understanding of the tail probability of a distribution.     

Limiting distributions of two random sequences

For fixed p (0 ≤ p ≤ 1), let {L₀, R₀} = {0, 1} and X₁ be a uniform random variable over {L₀, R₀}. With probability p let {L₁, R₁} = {L₀, X₁} or = {X₁, R₀} according as $\text{X}{}_1\text{≥}\text{1}\text{2}\text{(L}{}_0\text{+ R}{}_0\text{)}\text{or}\text{<}\text{1}\text{2}\text{(L}{}_0\text{+ R}{}_0\text{)}$; with probability 1 ? p let {L₁, R₁} = {X₁, R₀} or = {L₀, X₁} according as $\text{X}{}_1\text{≥}\text{1}\text{2}\text{(L}{}_0\text{+ R}{}_0\text{)}\text{or}\text{<}\text{1}\text{2}\text{(L}{}_0\text{+ R}{}_0\text{)}$, and let X₂ be a uniform random variable over {L₁, R₁}. For n ≥ 2, with probability p let {L_n, R_n} = {L_{n ? 1}, X_n} or = {X_n, R_{n ? 1}} according as $\text{X}{}_{\mathrm{n}}\text{≥}\text{1}\text{2}\text{(L}{}_{\mathrm{n\; ?\; 1}}\text{+ R}{}_{\mathrm{n\; ?\; 1}}\text{)}\text{or}\text{<}\text{1}\text{2}\text{(L}{}_{\mathrm{n\; ?\; 1}}\text{+ R}{}_{\mathrm{n\; ?\; 1}}\text{)}$, with probability 1 ? p let {L_n, R_n} = {X_n, R_{n ? 1}} or = {L_{n ? 1}, X_n} according as $\text{X}{}_{\mathrm{n}}\text{≥}\text{1}\text{2}\text{(L}{}_{\mathrm{n\; ?\; 1}}\text{+ R}{}_{\mathrm{n\; ?\; 1}}\text{)}\text{or}\text{<}\text{1}\text{2}\text{(L}{}_{\mathrm{n\; ?\; 1}}\text{+ R}{}_{\mathrm{n\; ?\; 1}}\text{)}$, and let X_{n + 1} be a uniform random variable over {L_n, R_n}. By this iterated procedure, a random sequence {X_n}_{n ≥ 1} is constructed, and it is easy to see that X_n converges to a random variable Y_p (say) almost surely as n → ∞. Then what is the distribution of Y_p? It is shown that the Beta, (2, 2) distribution is the distribution of Y₁; that is, the probability density function of Y₁ is g(y) = 6y(1 ? y) I_0,1(y). It is also shown that the distribution of Y₀ is not a known distribution but has some interesting properties (convexity and differentiability).     

Abstract equipartition of energy theorems

Let H be a self-adjoint operator on a complex Hilbert space $\text{H}$. The solution of the abstract Schrödinger equation $\text{idu}\text{dt}\text{= Hu}$ is given by u(t) = exp(?itH)u(0). The energy E = ∥u(t)∥² is independent of t. When does the energy break up into different kinds of energy E = ∑_{j = 1}^NE_j(t) which become asymptotically equipartitioned ? (That is, $\text{E}{}_{\mathrm{j}}\text{(t) →}\text{E}\text{N}\text{as}\text{t → ± ∞}$ for all j and all data u(0).) The “classical” case is the abstract wave equation $\text{d}{}^2\text{v}\text{dt}{}^2\text{+ A}{}^2\text{v = 0}\text{with}\text{A}$ self-adjoint on $\text{H}$₁. This becomes a Schrödinger equation in a Hilbert space $\text{H}$ (essentially $\text{H}$ is two copies of $\text{H}$₁), and there are two kinds of associated energy, viz., kinetic and potential. Two kinds of results are obtained. (1) Equipartition of energy is related to the C¹-algebra approach to quantum field theory and statistical mechanics. (2) Let A₁,…, A_N be commuting self-adjoint operators with N = 2 or 4. Then the equation $\text{Π}{}_{\mathrm{j\; =\; 1}}{}^{\mathrm{N}}\text{(}\text{d}\text{dt}\text{? iA}{}_{\mathrm{j}}\text{) u(t) = 0}$ admits equipartition of energy if and only if exp(it(A_j ? A_k)) → 0 in the weak operator topology as t → ± ∞ for j ≠ k.     

On the L2-stability of a class of nonlinear systems

Sufficient conditions are given for the L₂-stability of a class of feedback systems consisting of a linear operator G and a nonlinear gain function, either odd monotone or restricted by a power-law, in cascade, in a negative feedback loop. The criterion takes the form of a frequency-domain inequality, Re[1 + Z(jω)] G(jω) ? δ > 0 ?ω? (?∞, +∞), where Z(jω) is given by, Z(jω) = β[Y₁(jω) + Y₂(jω)] + (1 ? β)[Y₃(jω) ? Y₃(?jω)], with 0 ? β ? 1 and the functions y₁(·), y₂(·) and y₃(·) satisfying the time-domain inequalities, $\text{∝}{}_{\mathrm{?\infty }}{}^{\mathrm{+\infty }}\text{¦y}{}_1\text{(t) + y}{}_2\text{(t)¦ dt ? 1 ? ?, y}{}_1\text{(·) = 0, t < 0}$, y₂(·) = 0, t > 0 and ? > 0, and $\text{∝}{}_0{}^{\mathrm{\infty }}\text{¦y}{}_3\text{(t)¦ dt <}\text{1}\text{2c}{}_2$, c₂ being a constant depending on the order of the power-law restricting the nonlinear function. The criterion is derived using Zames' passive operator theory and is shown to be more general than the existing criteria.     

Unitarization of symplectics and stability for causal differential equations in Hilbert space

Let Sp($\text{H}$) be the symplectic group for a complex Hibert space $\text{H}$. Its Lie algebra sp($\text{H}$) contains an open invariant convex cone C₀; each element of C₀ commutes with a unique sympletic complex structure. The Cayley transform $\text{C}$: X∈ sp($\text{H}$)→(I + X)¹∈ Sp($\text{H}$) is analyzed and compared with the exponential mapping. As an application we consider equations of the form $\text{(}\text{d}\text{dt}\text{) S = A(t)S,}\text{where}\text{t → A(t) ?}\text{C}\text{?}{}_0$ is strongly continuous, and show that if ∝_?∞^∞ ∥A(t)∥ dt < 2 and ∝_{? t8}^∞A(t) dt?C₀, the (scattering) operator

, where S_t′(t) is the solution such that S_t′(t′) = I, is in the range of $\text{B}$ restricted to C₀. It follows that S leaves invariant a unique complex structure; in particular, it is conjugate in Sp($\text{H}$) to a unitary operator.     

Duality between some linear preserver problems. II. Isometries with respect to c-special norms and matrices with fixed singular values

Let $\text{F}{}_{\mathrm{m\times n}}$ (m?n) denote the linear space of all m × n complex or real matrices according as $\text{F}$=$\text{C}$ or $\text{R}$. Let c=(c₁,…,c_m)≠0 be such that c₁???c_m?0. The c-spectral norm of a matrix A?$\text{F}$_m×n is the quantity

$\text{6A6}{}_{\mathrm{c}}\text{∑}\text{i=I}\text{m}\text{c}{}_{\mathrm{i}}\text{σ}{}_{\mathrm{i}}\text{(A)}$

. where σ₁(A)???σ_m(A) are the singular values of A. Let d=(d₁,…,d_m)≠0, where d₁???d_m?0. We consider the linear isometries between the normed spaces $\text{(}\text{F}{}_{\mathrm{m\times }}{}_{\mathrm{n}}\text{,∥·∥}{}_{\mathrm{<mtext>c</mtext>}}\text{)}$ and $\text{(}\text{F}{}_{\mathrm{m\times }}{}_{\mathrm{n}}\text{,∥·∥}{}_{\mathrm{d}}\text{)}$, and prove that they are dual transformations of the linear operators which map $\text{L}$(d) onto $\text{L}$(c), where

$\text{L}\text{(c)= {X?}\text{F}{}_{\mathrm{m\times n}}\text{:X}\text{has singular values}\text{c}{}_1\text{,…,c}{}_{\mathrm{m}}\text{}}$

.     

Approximate solutions of functional differential equations

The author discusses the best approximate solution of the functional differential equation x′(t) = F(t, x(t), x(h(t))), 0 < t < l satisfying the initial condition x(0) = x₀, where x(t) is an n-dimensional real vector. He shows that, under certain conditions, the above initial value problem has a unique solution y(t) and a unique best approximate solution $\text{p}\text{?}{}_{\mathrm{k}}\text{(t)}$ of degree k (cf. [1]) for a given positive integer k. Furthermore, $\text{sup}{}_{\mathrm{0?t?l}}\text{¦}\text{p}\text{?}{}_{\mathrm{k}}\text{(t) ? y(t)¦ → 0}\text{as}\text{k → ∞}$, where ¦ · ¦ is any norm in Rⁿ.     

Asymptotic stability of some quasilinear parabolic equations in divergence form. L∞ results

In this paper we study the behavior of solutions of some quasilinear parabolic equations of the form

$\text{(}\text{?u}\text{?t}\text{) ?}\text{∑}\text{i=1}\text{n}\text{(}\text{d}\text{dx}{}_{\mathrm{i}}\text{) a}{}_{\mathrm{i}}\text{(x, t, u, u}{}_{\mathrm{x}}\text{) + a(x, t, u, u}{}_{\mathrm{x}}\text{)u + f(x, t) = O,}$

as t → ∞. In particular, the solutions of these equations will decay to zero as t → ∞ in the L^∞ norm.     

The existence,uniqueness, and instability of spherically symmetric solutions of a system of reaction—Diffusion equations

The system $\text{?x}\text{?t}\text{= Δx + F(x,y),}\text{?y}\text{?t}\text{= G(x,y)}$ is investigated, where x and y are scalar functions of time (t ? 0), and n space variables $\text{(ξ}{}_1\text{,…, ξ}{}_{\mathrm{n}}\text{), Δx ≡ ∑}{}_{\mathrm{i\; =\; 1}}{}^{\mathrm{n}}\text{?}{}^2\text{x}\text{?ξ}{}_{\mathrm{i}}{}^2$, and F and G are nonlinear functions. Under certain hypotheses on F and G it is proved that there exists a unique spherically symmetric solution $\text{(x(r),y(r)),}\text{where}\text{r = (ξ}{}_1{}^2\text{+ … + ξ}{}_{\mathrm{n}}{}^2\text{)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}$, which is bounded for r ? 0 and satisfies x(0) >x₀, y(0) > y₀, x′(0) = 0, y′(0) = 0, and x′ < 0, y′ > 0, ?r > 0. Thus, (x(r), y(r)) represents a time independent equilibrium solution of the system. Further, the linearization of the system restricted to spherically symmetric solutions, around (x(r), y(r)), has a unique positive eigenvalue. This is in contrast to the case n = 1 (i.e., one space dimension) in which zero is an eigenvalue. The uniqueness of the positive eigenvalue is used in the proof that the spherically symmetric solution described is unique.     

Periodic solutions of a quasilinear parabolic differential equation

This paper treats the quasilinear, parabolic boundary value problem $\text{u}{}_{\mathrm{xx}}\text{? u}{}_{\mathrm{t}}\text{= ??(x, t, u)}$u(0, t) = ?₁(t); u(l, t) = ?₂(t) on an infinite strip $\text{{(x, t) ¦ 0 < x < l, ?∞ < t < ∞}}$ with the functions $\text{?(x, t, u), ?}{}_1\text{(t), ?}{}_2\text{(t)}$ being periodic in t. The major theorem of the paper gives sufficient conditions on $\text{?(x, t, u)}$ for this problem to have a periodic solution u(x, t) which may be constructed by successive approximations with an integral operator. Some corollaries to this theorem offer more explicit conditions on $\text{?(x, t, u)}$ and indicate a method for determining the initial estimate at which the iteration may begin.