Controllability of stochastic systems with random delay

The object of the present paper is to study the stability behavior of a nonlinear stochastic differential system with random delay of the form ?(t; ω), ω; u(t)) + ?? (t, ω) ?(z(t — y(t; ω); ω) where ω ω, the supporting set of a probability measure space (ω, A, P), x(t, ω) in an n-dimensional random function; u(t) is an m-dimensional control vector, A(t, ω) in an n X p matrix function and ø in a p-dimensional random function defined on R^p X ω and y(t, ω) is a random delay with z(t, ω) being a p-dimensional observation vector defined a specific way. Conditions are given that guarantee the existence of an admissible control u, under the influence of which the sample paths of the stochastic system can be guided arbitrarily close to the origin with an assigned probability.     

L p Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients

In this article, we study one-dimensional backward stochastic differential equations with continuous coefficients. We show that if the generator f is uniformly continuous in (y, z), uniformly with respect to (t, ω), and if the terminal value ξ ∈L ^p (Ω, ? _T , P) with 1 < p ≤ 2, the backward stochastic differential equation has a unique L ^p solution.     

Explosive solutions of elliptic equations with absorption and nonlinear gradient term

Letf be a non-decreasing C¹-function such that andF(t)/f ² a(t)→ 0 ast → ∞, whereF(t)=∫ ₀ ^t f(s) ds anda ∈ (0, 2]. We prove the existence of positive large solutions to the equationΔu +q(x)|Δu| ^a =p(x)f(u) in a smooth bounded domain Ω ⊂R^N, provided thatp, q are non-negative continuous functions so that any zero ofp is surrounded by a surface strictly included in Ω on whichp is positive. Under additional hypotheses onp we deduce the existence of solutions if Ω is unbounded.     

Existence of Three Positive Pseudo-symmetric Solutions for a One Dimensional Discrete p-Laplacian

We apply the Five Functionals Fixed Point Theorem to verify the existence of at least three positive pseudo-symmetric solutions for the discrete three point boundary value problem, ?(g(?u(t-1)))+a(t))f(u(t))=0, for t∈{a+1,…,b+1} and u(a)=0 with u(v)=u(b+2) where g(v)=|v| ^p-2 v, p>1, for some fixed v∈{a+1,…,b+1} and σ=(b+2+v)/2 is an integer.     

ON Sums of Products of Polynomials

Abstract

Given a polynomial P(t₁ ,…, t _n) = σ a_a t_a ^a1 …t_n ^an in several variables, we consider the p-norms |P|_p = (σ |a_a | ^p )^1/p (1≥ p < ∞) and |p|_∞ = max |a_a |. Our goal is to establish a generalization to the p-norms (1 ≥ p ≥ ∞) of a theorem originally obtained by P. Enflo for the l-norm.     

A New Construction of Central Relative (p a , p a , p a , 1)-Difference Sets

Semiregular relative difference sets (RDS) in a finite group E which avoid a central subgroup C are equivalent to orthogonal cocycles. For example, every abelian semiregular RDS must arise from a symmetric orthogonal cocycle, and vice versa. Here, we introduce a new construction for central (p ^a , p ^a , p ^a , 1)-RDS which derives from a novel type of orthogonal cocycle, an LP cocycle, defined in terms of a linearised permutation (LP) polynomial and multiplication in a finite presemifield. The construction yields many new non-abelian (p ^a , p ^a , p ^a , 1)-RDS. We show that the subset of the LP cocycles defined by the identity LP polynomial and multiplication in a commutative semifield determines the known abelian (p ^a , p ^a , p ^a , 1)-RDS, and give a second new construction using presemifields.We use this cohomological approach to identify equivalence classes of central (p ^a , p ^a , p ^a , 1)-RDS with elementary abelian C and E/C. We show that for p = 2, a 3 and p = 3, a 2, every central (p ^a , p ^a , p ^a , 1)-RDS is equivalent to one arising from an LP cocycle, and list them all by equivalence class. For p = 2, a = 4, we list the 32 distinct equivalence classes which arise from field multiplication. We prove that, for any p, there are at least a equivalence classes of central (p ^a , p ^a , p ^a , 1)-RDS, of which one is abelian and a – 1 are non-abelian.     

Williamson Matrices and a Conjecture of Ito's

We point out an interesting connection between Williamson matrices and relative difference sets in nonabelian groups. As a consequence, we are able to show that there are relative (4t, 2, 4t, 2t)-difference sets in the dicyclic groups Q _8t = a, b|a ^4t = b ⁴ = 1, a ^2t = b ², b ^-1ab = a^-1 for all t of the form t = 2^a · 10 ^b · 26 ^c · m with a, b, c 0, m 1\ (mod 2), whenever 2m-1 or 4m-1 is a prime power or there is a Williamson matrix over _m. This gives further support to an important conjecture of Ito IT5 which asserts that there are relative (4t, 2, 4t, 2t)-difference sets in Q _8t for every positive integer t. We also give simpler alternative constructions for relative (4t, 2, 4t, 2t)-difference sets in Q _8t for all t such that 2t - 1 or 4t - 1 is a prime power. Relative difference sets in Q _8t with these parameters had previously been obtained by Ito IT1. Finally, we verify Ito's conjecture for all t 46.     

Extinction and non-extinction for a polytropic filtration equation with a nonlocal source

In this article, the authors establish the conditions for the extinction of solutions, in finite time, of the fast diffusive polytropic filtration equation u _t ?=?div(|?u ^m | ^p?2?u ^m )?+?a∫_Ω u ^q (y,?t)dy with a, q, m?>?0, p?>?1, m(p???1)?R ^N (N?>?2). More precisely speaking, it is shown that if q?>?m(p???1), any non-negative solution with small initial data vanishes in finite time, and if 0?q?m(p???1), there exists a solution which is positive in Ω for all t?>?0. For the critical case q?=?m(p???1), whether the solutions vanish in finite time or not depends on the comparison between a and μ, where μ?=?∫?_Ωφ ^p?1(x)dx and φ is the unique positive solution of the elliptic problem ?div(|?φ| ^p?2?φ)?=?1, x?∈?Ω; φ(x)?=?0, x?∈??Ω.     

On the absolutely continuous spectrum of the Laplace–Beltrami operator acting on p ‐forms for a class of warped product metrics

We explicitely compute the absolutely continuous spectrum of the Laplace–Beltrami operator for p ‐forms for the class of warped product metrics dσ ² = y ^2a dy ² + y ^2b dθ ²equation/tex2gif-inf-1.gif, where y is a boundary defining function on the unit ball B (0, 1) in ?^N . (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On some properties of solutions of second-order linear functional differential equations

The properties of solutions of the equationu″(t) =p ₁(t)u(τ₁(t)) +p ₂(t)u′(τ₂(t)) are investigated wherep _i :a, + ∞[→R (i=1,2) are locally summable functions τ₁ :a, + ∞[→R is a measurable function, and τ₂ :a, + ∞[→R is a nondecreasing locally absolutely continuous function. Moreover, τ _i (t) ≥t (i = 1,2),p ₁(t)≥0,p ₂ ² (t) ≤ (4 - ɛ)τ ₂ ^′ (t)p ₁(t), ɛ =const > 0 and . In particular, it is proved that solutions whose derivatives are square integrable on [α,+∞] form a one-dimensional linear space and for any such solution to vanish at infinity it is necessary and sufficient that .     

Strongly Singular Sturm – Liouville Problems

We consider a Sturm – Liouville operator Lu = —(r(t)u′)′ + p (t)u , where r is a (strictly) positive continuous function on ]a, b [ and p is locally integrable on ]a, b[. Let r₁(t) = (1/r) ds andchoose any c ∈]a, b[. We are interested in the eigenvalue problem Lu = λm(t)u, u (a) = u (b) = 0,and the corresponding maximal and anti .maximal principles, in the situation when 1/r ∈ L¹ (a, c),1 /r ∉ L¹ (c, b), pr₁ ∉ L¹ (a, c) and pr₁ ∉ L¹(c, b).     

Homogenization of Hamilton‐Jacobi‐Bellman equations with respect to time‐space shifts in a stationary ergodic medium

We consider a family {u_? (t, x, ω)}, ? < 0, of solutions to the equation ?u_?/?t + ?Δu_?/2 + H (t/?, x/?, ?u_?, ω) = 0 with the terminal data u_?(T, x, ω) = U(x). Assuming that the dependence of the Hamiltonian H(t, x, p, ω) on time and space is realized through shifts in a stationary ergodic random medium, and that H is convex in p and satisfies certain growth and regularity conditions, we show the almost sure locally uniform convergence, in time and space, of u_?(t, x, ω) as ? → 0 to the solution u(t, x) of a deterministic averaged equation ?u/?t + H?(?u) = 0, u(T, x) = U(x). The “effective” Hamiltonian H? is given by a variational formula. © 2007 Wiley Periodicals, Inc.     

Admissibility of the natural estimator of the mean of a Gaussian process

Let {X(t): t [a, b]} be a Gaussian process with mean μ L₂[a, b] and continuous covariance K(s, t). When estimating μ under the loss ∫_a^b ( (t)−μ(t))² dt the natural estimator X is admissible if K is unknown. If K is known, X is minimax with risk ∫_a^b K(t, t) dt and admissible if and only if the three by three matrix whose entries are K(t_i, t_j) has a determinant which vanishes identically in t_i [a, b], i = 1, 2, 3.     

Littlewood–Paley theorem on spaces <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis>(<Emphasis Type="Italic">t</Emphasis>)</Superscript>(ℝ<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>)

We point out that if the Hardy–Littlewood maximal operator is bounded on the space L ^p(t)(ℝ), 1 < a ≤ p(t) ≤ b < ∞, t ∈ ℝ, then the well-known characterization of the spaces L ^p (ℝ), 1 < p < ∞, by the Littlewood–Paley theory extends to the space L ^p(t)(ℝ). We show that, for n > 1 , the Littlewood–Paley operator is bounded on L ^p(t) (ℝ ⁿ ), 1 < a ≤ p(t) ≤ b < ∞, t ∈ ℝ ⁿ , if and only if p(t) = const. Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 12, pp. 1709–1715, December, 2008.     

Large deviations for a simple closed queueing model

We consider a simple queueing model with one service station. The arrival and service processes have intensitiesa(N–Q _t) andNf(N ^–1 Q _t), where Q_t is the queue length,N is a large integer,a>0 andf(x) is a positive continuous function. We establish the large deviation principle for the sequence of the normalized queue length processq _N ^t =N ^–1Q_t,N1 for both light (a<f(0)) and heavy (af(0)) traffic and use this result for an investigation of ergodic properties ofq _N ^t ,N 1.     

Singular differential operators and distributions

Differential operatorsp(t, ∂)=a _m (t)∂ ^m +···+a ₀(t), wherea _m has a zero of finite order att=0, are studied as operators on the distribution spacesD'(R) andE'(R). In particular the kernel ofp, operating onD'(R), is studied in detail by use of asymptotic analysis and a simple formula for its dimension is given. A continuous right inverse forp onD'(R) is constructed. Necessary and sufficient conditions for this inverse to be two-sided are given. Extensions are made to the spacesE (R) andE'(R). Finally some features for operators with more than one singular point are briefly discussed and there is noted a phenomenon — forced propagation of supports — which has important consequences in higher dimensions as a forced propagation of singularities.     

Differentiable and analytic families of continuous martingales in manifolds with connection

Summary.  We prove that the derivative of a differentiable family X _t (a) of continuous martingales in a manifold M is a martingale in the tangent space for the complete lift of the connection in M, provided that the derivative is bicontinuous in t and a. We consider a filtered probability space (Ω,(ℱ _t )_{0≤ t ≤1}, ℙ) such that all the real martingales have a continuous version, and a manifold M endowed with an analytic connection and such that the complexification of M has strong convex geometry. We prove that, given an analytic family a↦L(a) of random variable with values in M and such that L(0)≡x ₀∈M, there exists an analytic family a↦X(a) of continuous martingales such that X ₁(a)=L(a). For this, we investigate the convexity of the tangent spaces T ^{( n )} M, and we prove that any continuous martingale in any manifold can be uniformly approximated by a discrete martingale up to a stopping time T such that ℙ(T<1) is arbitrarily small. We use this construction of families of martingales in complex analytic manifolds to prove that every ℱ₁-measurable random variable with values in a compact convex set V with convex geometry in a manifold with a C ¹ connection is reachable by a V-valued martingale. Received: 14 March 1996/In revised form: 12 November 1996     

Resonances in periodic media

We study the propagation of linear acoustic waves (a) in an infinite string with a periodic material distribution, (b) in an infinite cylinder with a meterial distribution that is periodic in the longitudinal direction and does not depend on the transverse coordinates. We assume that the wave field is generated by a time-harmonic force distribution of frequency ω acting in a compact set. We show in both cases that resonances of order t^1/2 occur for a discrete set of frequencies and that the solution is bounded as t→∞ for the remaining frequencies. In case (a) ω is a resonance frequency if and only if ω² is a boundary point of one of the spectral bands of the corresponding spatial differential operator of Hill's type. A similar characterization of the resonance frequencies is given in case (b).     

A characterization of certain diffusions on the Sierpinski gasket by the exit distributions

LetK be the Sierpinski gasket with verticesa ₁,a ₂,a ₃ forming an equilateral triangle. Suppose that (X _t ,P ^x ) and (Y _t ,Q ^x ) are diffusions onK with the same hitting probabilities to verticesa ₁,a ₂,a ₃. We show that ifX is an asymptotically one-dimensional diffusion or ap-stream diffusion, thenY is a time-change ofX.Part of this work was done while the author was an Alexander von Humboldt fellow at the Universität des Saarlandes in Saarbrücken, Germany.     

Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies

We provide a representation for strong-weak continuous dynamic risk measures from L^p into L^p_t spaces where these spaces are equipped respectively with strong and weak topologies and p is a finite number strictly larger than one. Conversely, we show that any such representation that admits a compact (with respect to the product of weak topologies) sub-differential generates a dynamic risk measure that is strong--weak continuous. Furthermore, we investigate sufficient conditions on the sub-differential for which the essential supremum of the representation is attained. Finally, the main purpose is to show that any convex dynamic risk measure that is strong-weak continuous can be approximated by a sequence of convex dynamic risk measures which are strong--weak continuous and admit compact sub-differentials with respect to the product of weak topologies. Throughout the arguments, no conditional translation invariance or monotonicity assumptions are applied.