Noncommutative stochastic integration through decoupling

We present an abstract approach to noncommutative stochastic integration in the context of a finite von Neumann algebra equipped with a normal, faithful, tracial state, with respect to processes with tensor or freely independent increments satisfying a stationarity condition, using a decoupling technique. We obtain necessary and sufficient conditions for stochastic integrability of Lp-processes with respect to such integrators. We apply the theory to stochastic integration with respect to Boson and free Brownian motion.     

Means in metric spaces and the center of mass

In this article k-convex metric spaces are considered where a several variable mapping is provided as a limit point of an iteration scheme based on the midpoint map in the metric space itself. This mapping, considered as a mean of its variables, has some properties which relates it to the center of mass of these variables in the metric space. Sufficient conditions are given here for the two points to be identical, as well as upper bounds on their distances from one another. The asymptotic rate of convergence of the iterative process defining the mean is also determined here. The case of the symmetric space on the convex cone of positive definite matrices related to the geometric mean and the special orthogonal group are also studied here as examples of k-convex metric spaces.     

Statistical convergence and ideal convergence for sequences of functions

Let I⊂P(N) stand for an ideal containing finite sets. We discuss various kinds of statistical convergence and I-convergence for sequences of functions with values in R or in a metric space. For real valued measurable functions defined on a measure space (X,M,μ), we obtain a statistical version of the Egorov theorem (when μ(X)<∞). We show that, in its assertion, equi-statistical convergence on a big set cannot be replaced by uniform statistical convergence. Also, we consider statistical convergence in measure and I-convergence in measure, with some consequences of the Riesz theorem. We prove that outer and inner statistical convergences in measure (for sequences of measurable functions) are equivalent if the measure is finite.     

An approximate method via Taylor series for stochastic functional differential equations

The subject of this paper is an analytic approximate method for stochastic functional differential equations whose coefficients are functionals, sufficiently smooth in the sense of Fréchet derivatives. The approximate equations are defined on equidistant partitions of the time interval, and their coefficients are general Taylor expansions of the coefficients of the initial equation. It will be shown that the approximate solutions converge in the Lp-norm and with probability one to the solution of the initial equation, and also that the rate of convergence increases when degrees in Taylor expansions increase, analogously to real analysis.     

On upper and lower bounds of higher order derivatives for solutions to the 2D micropolar fluid equations

The present paper is concerned with asymptotic behaviours of the solutions to the micropolar fluid motion equations in R². Upper and lower bounds are derived for the L² decay rates of higher order derivatives of solutions to the micropolar fluid flows. The findings are mainly based on the basic estimates of the linearized micropolar fluid motion equations and generalized Gronwall type argument.     

On convergence of closed convex sets

In this paper we introduce a convergence concept for closed convex subsets of a finite-dimensional normed vector space. This convergence is called C-convergence. It is defined by appropriate notions of upper and lower limits. We compare this convergence with the well-known Painlevé-Kuratowski convergence and with scalar convergence. In fact, we show that a sequence (An)_n∈NC-converges to A if and only if the corresponding support functions converge pointwise, except at relative boundary points of the domain of the support function of A, to the support function of A.     

Convergence rates in the SLLN for some classes of dependent random fields

Let be a random field i.e. a family of random variables indexed by Nr, r?2. We discuss complete convergence and convergence rates under assumption on dependence structure of random fields in the case of nonidentical distributions. Results are obtained for negatively associated random fields, ρ^?-mixing random fields (having maximal coefficient of correlation strictly smaller then 1) and martingale random fields.     

Remarks on convergence of trigonometric series with special varying coefficients

We give an essential generalization of Telyakovskii's results on the convergence of trigonometric series with rarely changing coefficients in the norm of L₁.     

Computations of cohomology groups and nontrivial periodic solutions of Hamiltonian systems

By computing the E-critical groups at θ and infinity of the corresponding functional of Hamiltonian systems, we proved the existence of nontrivial periodic solutions for the systems which may be resonant at θ and infinity under some new conditions. Some results in the literature are extended and some new type of theorems are proved. The main tool is the E-Morse theory developed by Kryszewski and Szulkin.     

Solutions of non-periodic super-quadratic Dirac equations

This paper is concerned with solutions to the Dirac equation: −i∑αkk_∂u+aβu+M(x)u=Ru(x,u). Here M(x) is a general potential and R(x,u) is a self-coupling which is super-quadratic in u at infinity. We use variational methods to study this problem. By virtue of some auxiliary system related to the “limit equation” of the Dirac equation, we construct linking levels of the variational functional ΦM such that the minimax value cM based on the linking structure of ΦM satisfies , where is the least energy of the “limit equation”. Thus we can show the c(C)-condition holds true for all and consequently obtain one least energy solution to the Dirac equation.     

Strong convergence of approximate solutions for nonlinear hyperbolic equation without convexity

Schonbek [M.E. Schonbek, Convergence of solutions to nonlinear dispersive equations, Comm. Partial Differential Equations 7 (1982) 959-1000] obtained the strong convergence of uniform bounded approximate solutions to hyperbolic scalar equation under the assumption that the flux function is strictly convex. While in this paper, by constructing four families of Lax entropies, we succeed in dealing with the non-convexity with the aid of the well-known Bernstein-Weierstrass theorem, and obtaining the strong convergence of uniform L^∞ or bounded viscosity solutions for scalar conservation law without convexity.     

Large time behavior of solutions to a nonlinear integro-differential system

Asymptotic behavior of solutions as t→∞ to the nonlinear integro-differential system associated with the penetration of a magnetic field into a substance is studied. Initial-boundary value problems with two kinds of boundary data are considered. The first with homogeneous conditions on whole boundary and the second with non-homogeneous boundary data on one side of lateral boundary. The rates of convergence are given too.     

Strength of convergence in the orbit space of a groupoid

Let G be a second-countable locally-compact Hausdorff groupoid with a Haar system, and let {xn} be a sequence in the unit space G(0) of G. We show that the notions of strength of convergence of {xn} in the orbit space G(0)/G and measure-theoretic accumulation along the orbits are equivalent ways of realising multiplicity numbers associated to a sequence of induced representation of the groupoid C^?-algebra.     

Stochastic functional differential equations with infinite delay

The stability and boundedness of the solution for stochastic functional differential equation with finite delay have been studied by several authors, but there is almost no work on the stability of the solutions for stochastic functional differential equations with infinite delay. The main aim of this paper is to close this gap. We establish criteria of pth moment ψγ(t)-bounded for neutral stochastic functional differential equations with infinite delay and exponentially stable criteria for stochastic functional differential equations with infinite delay, and we also illustrate the result with an example.     

Removable edges in a 5-connected graph and a construction method of 5-connected graphs

An edge e of a k-connected graph G is said to be a removable edge if G?e is still k-connected. A k-connected graph G is said to be a quasi (k+1)-connected if G has no nontrivial k-separator. The existence of removable edges of 3-connected and 4-connected graphs and some properties of quasi k-connected graphs have been investigated [D.A. Holton, B. Jackson, A. Saito, N.C. Wormale, Removable edges in 3-connected graphs, J. Graph Theory 14(4) (1990) 465-473; H. Jiang, J. Su, Minimum degree of minimally quasi (k+1)-connected graphs, J. Math. Study 35 (2002) 187-193; T. Politof, A. Satyanarayana, Minors of quasi 4-connected graphs, Discrete Math. 126 (1994) 245-256; T. Politof, A. Satyanarayana, The structure of quasi 4-connected graphs, Discrete Math. 161 (1996) 217-228; J. Su, The number of removable edges in 3-connected graphs, J. Combin. Theory Ser. B 75(1) (1999) 74-87; J. Yin, Removable edges and constructions of 4-connected graphs, J. Systems Sci. Math. Sci. 19(4) (1999) 434-438]. In this paper, we first investigate the relation between quasi connectivity and removable edges. Based on the relation, the existence of removable edges in k-connected graphs (k?5) is investigated. It is proved that a 5-connected graph has no removable edge if and only if it is isomorphic to K₆. For a k-connected graph G such that end vertices of any edge of G have at most k-3 common adjacent vertices, it is also proved that G has a removable edge. Consequently, a recursive construction method of 5-connected graphs is established, that is, any 5-connected graph can be obtained from K₆ by a number of θ⁺-operations. We conjecture that, if k is even, a k-connected graph G without removable edge is isomorphic to either K_k+1 or the graph H_k/2+1 obtained from K_k+2 by removing k/2+1 disjoint edges, and, if k is odd, G is isomorphic to K_k+1.     

Convergence of a fixed point iteration method for the OSV model

In image processing, image denoising and texture extraction are important problems in which many new methods recently have been developed. One of the most important models is the OSV model [S. Osher, A. Solé, L. Vese, Image decomposition and restoration using total variation minimization and the H^-1 norm, Multiscale Model. Simul. A SIAM Interdisciplinary J. 1(3) (2003) 349-370] which is constructed by the total variation and H^-1 norm. This paper proves the existence of the minimizer of the functional from the OSV model and analyzes the convergence of an iterative method for solving the problems. Our iteration method is constructed by a fixed point iteration on the fourth order partial differential equation from the computation of the associated Euler-Lagrange equation, and the limit of our iterations satisfies the minimizer of the functional from the OSV model. In numerical experiments, we compare the numerical results of our works with those of the ROF model [L.I. Rudin, S. Osher, E. Fatemi, Nonlinear total variation based noise removal algorithms, Phys. D 60 (1992) 259-268].     

A note on ball-covering property of Banach spaces

By a ball-covering B of a Banach space X, we mean that B is a collection of open (or closed) balls off the origin whose union contains the unit sphere SX of X; and X is said to have the ball-covering property (BCP) provided it admits a ball-covering by countably many balls. In this note we give a natural example showing that the ball-covering property of a Banach space is not inherited by its subspaces; and we present a sharp quantitative version of the recent Fonf and Zanco renorming result saying that if the dual X^∗ of X is w^∗ separable, then for every ε>0 there exist a (1+ε)-equivalent norm on X, and an R>0 such that in this new norm SX admits a ball-covering by countably many balls of radius R. Namely, we show that R=R(ε) can be taken arbitrarily close to (1+ε)/ε, and that for X=?₁[0,1] the corresponding R cannot be equal to 1/ε. This gives the sharp order of magnitude for R(ε) as ε→0.     

A functional characterization of measures and the Banach-Ulam problem

For a measurable space (Ω,A), let ?_∞(A) be the closure of span{χA:A∈A} in ?_∞(Ω). In this paper we show that a sufficient and necessary condition for a real-valued finitely additive measure μ on (Ω,A) to be countably additive is that the corresponding functional ?μ defined by (for x∈?_∞(A)) is w^*-sequentially continuous. With help of the Yosida-Hewitt decomposition theorem of finitely additive measures, we show consequently that every continuous functional on ?_∞(A) can be uniquely decomposed into the ?₁-sum of a w^*-continuous functional, a purely w^*-sequentially continuous functional and a purely (strongly) continuous functional. Moreover, several applications of the results to measure extension are given.     

Estimates of the dilatation function of Beurling-Ahlfors extension

In this paper we estimate the dilatation function of the Beurling-Ahlfors extension in the most general case. By introducing ?h,m-function, we obtain an inequality which is sharp up to a constant.     

An analytic approximate method for solving stochastic integrodifferential equations

In this paper we compare the solution of a general stochastic integrodifferential equation of the Ito type, with the solutions of a sequence of appropriate equations of the same type, whose coefficients are Taylor series of the coefficients of the original equation. The approximate solutions are defined on a partition of the time-interval. The rate of the closeness between the original and approximate solutions is measured in the sense of the Lp-norm, so that it decreases if the degrees of these Taylor series increase, analogously to real analysis. The convergence with probability one is also proved.