Every T-space is equivalent to a T-space of continuous functions

A T-space U of degree k is a (k + 1)-dimensional vector space over (the real line) of real-valued functions defined on a linearly ordered set, satisfying the condition: for every nonzero u ε U, Z(u), the number of distinct zeros of u and ^-(u), the number of alternations in sign of u(t) with increasing t, each do not exceed k. It is demonstrated that given a T-space U of degree k > 0 on an arbitrary linearly ordered set T, there is a subset T′ of the real line and a nonsingular linear map L:U→ C(T′), the set of continuous functions on T′, such that the following hold: L(U) is a T-space of degree k; for u ε U, Z(u) = Z(L(u)), S^−(u) = S^−(L(u); and for some order-preserving bijection Θ:T → T′, u(t) = O if and only if L(u)(Θ(t) = 0. It is also shown that a T-space on a subset T can be extended to a T-space on the closure of T in ]inf T, sup T], provided that there are no “interval gaps” in T. Examples show that, in general, a T-space cannot be extended across an “interval gap” in its domain, and cannot be extended to both the infimum and supremum of its domain. Conditions for a T-space to be Markov, and to admit an adjoined function are derived.     

The nonlinear version of Pazy’s local existence theorem

LetX be a real Banach space,U ⊂X a given open set,A ⊂X×X am-dissipative set andF:C(0,a;U) →L ^∞(0,a;X) a continuous mapping. Assume thatA generates a nonlinear semigroup of contractionsS(t): {ie221-2}) → {ie221-3}), strongly continuous at the origin, withS(t) compact for allt>0. Then, for eachu ₀ ∈ {ie221-4}) ∩U there existsT ∈ ]0,a] such that the following initial value problem: (du(t))/(dt) ∈Au(t) +F(u)(t),u(0)=u ₀, has at least one integral solution on [0,T]. Some extensions and applications are also included.     

Nonlinear abstract differential equations with deviated argument

In this paper we consider the nonlinear differential equation with deviated argument u^′(t)=Au(t)+f(t,u(t),u[φ(u(t),t)]), t∈R₊, in a Banach space (X,‖⋅‖), where A is the infinitesimal generator of an analytic semigroup. Under suitable conditions on the functions f and φ, we prove a global existence and uniqueness result for the above equation.     

On Lie ideals with generalized derivations

Let R be a prime ring with characteristic different from 2, let U be a nonzero Lie ideal of R, and let f be a generalized derivation associated with d. We prove the following results: (i) If a ∈ R and [a, f(U)] = 0 then a ∈ Z or d(a) = 0 or U ? Z; (ii) If f ²(U) = 0 then U ? Z; (iii) If u ² ∈ U for all u ∈ U and f acts as a homomorphism or antihomomorphism on U then either d = 0 or U ? Z.     

Periodic forcing of solutions of a boundary value problem for a second-order differential equation in Hilbert space

We show that if u is a bounded solution on $\text{R}$⁺ of u″(t) ?Au(t) + f(t), where A is a maximal monotone operator on a real Hilbert space H and f∈L_loc²($\text{R}$⁺;H) is periodic, then there exists a periodic solution ω of the differential equation such that u(t) ? ω(t)   0 and u′(t) ? ω′(t) → 0 as t → ∞. We also show that the two-point boundary value problem for this equation has a unique solution for boundary values in $\text{D(A)}$ and that a smoothing effect takes place.     

A general Trotter-Kato formula for a class of evolution operators

In this article we prove new results concerning the existence and various properties of an evolution system UA+B(t,s)_0?s?t?T generated by the sum −(A(t)+B(t)) of two linear, time-dependent and generally unbounded operators defined on time-dependent domains in a complex and separable Banach space B. In particular, writing L(B) for the algebra of all linear bounded operators on B, we can express UA+B(t,s)_0?s?t?T as the strong limit in L(B) of a product of the holomorphic contraction semigroups generated by −A(t) and −B(t), respectively, thereby proving a product formula of the Trotter-Kato type under very general conditions which allow the domain D(A(t)+B(t)) to evolve with time provided there exists a fixed set D⊂_?t∈[0,T]D(A(t)+B(t)) everywhere dense in B. We obtain a special case of our formula when B(t)=0, which, in effect, allows us to reconstruct UA(t,s)_0?s?t?T very simply in terms of the semigroup generated by −A(t). We then illustrate our results by considering various examples of nonautonomous parabolic initial-boundary value problems, including one related to the theory of time-dependent singular perturbations of self-adjoint operators. We finally mention what we think remains an open problem for the corresponding equations of Schrödinger type in quantum mechanics.     

Rate of convergence in a class of singular perturbations

Let V_?, W_?, W and X be Hilbert spaces (0 < ? ? 1) with V_? ? W_? ? W ? X algebraically and topologically, each space being dense in the one that follows it. For each t? [0, T] let a_?(t; u, v), b_?(t; u, v) and b(t; u, v) be continuous sesqui-linear forms on V_?, W_? and W, respectively, which satisfy certain ellipticity conditions. Consider the two equations a_?(t; u_?, v) + b_?(t; u_?, v) = 〈f_?, v〉 (v?V_?) and (u′, v)_x + b(t; u, v) = 〈f, v〉 (v?W). Estimates are obtained on the rate of convergence of u_? to u, assuming a_?(t; u, v) → (u, v)_x and b_?(t; u, v) → b(t; u, v) in an appropriate sense. These results are then applied to singular perturbation of a class of parabolic boundary value problems.     

Sojourns and extremes of Fourier sums and series with random coefficients

Let X(t) be the trigonometric polynomial Σ^k_j=0a_j(U_tcosjt+V_jsinjt), –∞< t<∞, where the coefficients U_t and V_t are random variables and a_j is real. Suppose that these random variables have a joint distribution which is invariant under all orthogonal transformations of R^2k–2. Then X(t) is stationary but not necessarily Gaussian. Put L_t(u) = Lebesgue measure {s: 0?s?t, X(s) > u}, and M(t) = max{X(s): 0?s?t}. Limit theorems for L_t(u) and $\text{P}\text{(M(t) > u)}$ for u→∞ are obtained under the hypothesis that the distribution of the random norm (Σ^k_j=0(U²_j+V²_j))^{1 2} belongs to the domain of attraction of the extreme value distribution exp{ e^–2}. The results are also extended to the random Fourier series (k=∞).     

On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws

In this paper we study the initial problem for a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws. The equation is driven by Lévy space-time white noise in the following form:

(t_∂−A)u+x_∂q(u)=f(u)+g(u)Ft,x     

On the Evaluation of the Tutte Polynomial at the Points (1, –1) and (2, –1)

Motivated by the identity t (K _n+2; 1, –1) = t (K _n ; 2, –1), where t(G; x, y) is the Tutte polynomial of a graph G, we search for graphs G having the property that there is a pair of vertices u, v such that t(G; 1, –1) = t(G – {u, v}; 2, –1). Our main result gives a sufficient condition for a graph to have this property; moreover, it describes the graphs for which the property still holds when each vertex is replaced by a clique or a coclique of arbitrary order. In particular, we show that the property holds for the class of threshold graphs, a well-studied class of perfect graphs.     

On pointwise convergence of the family of Urysohn‐type integral operators

In this paper, we consider a family of nonlinear integral operators of Urysohn‐type and study the pointwise convergence of the family at characteristic points of L₁?function. The kernel K_λ(x,t,u(t)) depends on the positive parameter λ changing on the set of numbers with the accumulation point at infinity and K_λ(x,t,u(t)) is an entire analytic function of variable u, which is a bounded function belonging to L₁(R).     

Growth estimates for solutions to initial-boundary value problems in viscoelasticity

For the abstract Volterra integro-differential equation u_tt ? Nu + ∝_?∞^t K(t ? τ) u(τ) dτ = 0 in Hilbert space, with prescribed past history u(τ) = U(τ), ? ∞ < τ < 0, and associated initial data u(0) = f, u_t(0) = g, we establish conditions on K(t), ? ∞ < t < + ∞ which yield various growth estimates for solutions u(t), belonging to a certain uniformly bounded class, as well as lower bounds for the rate of decay of solutions. Our results are interpreted in terms of solutions to a class of initial-boundary value problems in isothermal linear viscoelasticity.     

Accuracy of discrete schemes for a class of abstract evolution inequalities

For a triple of Hilbert spaces {V, H, V*}, we study a discrete and a semidiscrete scheme for an evolution inclusion of the form u′(t) + A(t)u(t) + ??(t, u(t)) ? f(t), u(0) = u ₀, t ∈ (0, T], where the pair {A(t), ?(t, ·)} consists of a family of nonlinear operators from V into V* and a family of proper convex lower semicontinuous functionals with common effective domain D(?) ? V. The discrete scheme is a combination of the Galerkin method with perturbations and the implicit Euler method. Under conditions on the data providing the existence and uniqueness of the solution of the problem in the space H ¹(0, T; V) ∩ W _∞ ¹ (0, T;H), we obtain an abstract estimate for the method error in the energy norm of first-order accuracy with respect to the time increment. By way of application, we consider a problem with an obstacle inside the domain, for which we obtain an optimal estimate of the accuracy of two implicit schemes (standard and new) on the basis of the finite element method.     

Nonlinear Geometric Optics for Short Pulses

This paper studies the propagation of pulse-like solutions of semilinear hyperbolic equations in the limit of short wavelength. The pulses are located at a wavefront Σ?{φ=0} where φ satisfies the eikonal equation and dφ lies on a regular sheet of the characteristic variety. The approximate solutions are u^ε_approx=U (t, x, φ(t, x)/ε) where U(t, x, r) is a smooth function with compact support in r. When U satisfies a familiar nonlinear transport equation from geometric optics it is proved that there is a family of exact solutions u^ε_exact such that u^ε_approx has relative error O(ε) as ε→0. While the transport equation is familiar, the construction of correctors and justification of the approximation are different from the analogous problems concerning the propagation of wave trains with slowly varying envelope.     

Existence of optimal control without convexity and a bang-bang theorem for linear volterra equations

We consider a Mayer problem of optimal control monitored by an integral equation of Volterra type: $$x(t) = x(t_1 ) + \int_{t_1 }^t { [h(t,s)x(s) + g(t, s)f(s, u(s))] ds,} $$ where the measurable control functionu satisfies a constraint of the formu(t) ∈U(t) ?E ^m,t ₁≤t≤t ₂, andg is a continuous kernel. Using the resolvent kernel associated with the kernelh, we prove the existence of an optimal usual solution for orientor fields without convexity assumptions. Further, ifU is a fixed compact set, we show the existence of an optimal bang-bang control.     

Existence of asymptotically almost periodic solutions for damped wave equations

In this paper, a class of nonlinear damped wave equations of the form αu^?(t)+u^″(t)=βAu(t)+γAu^′(t)+f(t,u(t)), t?0, satisfying αβ<γ with prescribed initial conditions are studied. Some sufficient conditions are established for the existence and uniqueness of an asymptotically almost periodic solution. These results have significance in the study of vibrations of flexible structures possessing internal material damping. Finally, an example is presented to illustrate the feasibility and effectiveness of the results.     

A note on the theorem of Lakshmikantham and Leela

We study the initial value problem u′ = f(t, u), u(0) = u₀, in a real Banach space. Using the fixed point principle of Daher and the theorem of Mönch and von Harten, we obtain a theorem which is an extension of that established by Lakshmikantham and Leela in [1].     

Limit theorems for the critical age-dependent branching process with infinite variance

Let Z(t) be the population at time t of a critical age-dependent branching process. Suppose that the offspring distribution has a generating function of the form f(s) = s + (1 ? s)^1+αL(1 ? s) where α ∈ (0, 1) and L(x) varies slowly as x → 0⁺. Then we find, as t → ∞, (P{Z(t)> 0})^αL(P{Z(t)>0})～ μ/αt where μ is the mean lifetime of each particle. Furthermore, if we condition the process on non-extinction at time t, the random variable P{Z(t)>0}Z(t) converges in law to a random variable with Laplace-Stieltjes transform 1 - u(1 + u^α)^?1/α for u ?/ 0. Moment conditions on the lifetime distribution required for the above results are discussed.     

Boundary value problem for multivalued differential equations and controllability

Control process of the type x = f(t, x, u), u?U(t, x), can be deparametrized by writing them in terms of multivalued differential equations of the form x?F(t, x) = {f(t, x, u): u?U(t, x)}. So, under suitable hypotheses, the controllability problem turns out to be equivalent to a two-point boundary value problem for a multivalued differential equation. In this paper an existence theorem is sought for the latter boundary value problem. The result is achieved by using the fixed point argument as a crucial tool.     

One step semi-explicit methods based on the Cayley transform for solving isospectral flows

This note deals with the numerical solution of the matrix differential system Y′ = [B(t,Y), Y], Y(0) = Y₀, t ⩾ 0, where Y₀ is a real constant symmetric matrix, B maps symmetric into skew-symmetric matrices, and [B(t,Y),Y] is the Lie bracket commutator of B(t,Y) and Y, i.e. [B(t,Y),Y] = B(t,Y)Y − YB(t,Y). The unique solution of (1) is isospectral, that is the matrix Y(t) preserves the eigenvalues of Y₀ and is symmetric for all t (see [1, 5]). Isospectral methods exploit the Flaschka formulation of (1) in which Y(t) is written as Y(t) = U(t)Y₀U^T(t), for t ⩾ 0, where U(t) is the orthogonal solution of the differential system U′ = B(t, UY₀U^T)U, U(0) = I, t ⩾ 0, (see [5]). Here a numerical procedure based on the Cayley transform is proposed and compared with known isospectral methods.