LP-stabilization problem for linear stochastic control systems with multiplicative noise

For the deterministic case, a linear controlled system is alwayspth order stable as long as we use the control obtained as the solution of the so-called LQ-problem. For the stochastic case, however, a linear controlled system with multiplicative noise is not alwayspth mean stable for largep, even if we use the LQ-optimal control. Hence, it is meaningful to solve the LP-optimal control problem (i.e., linear system,pth order cost functional) for eachp. In this paper, we define the LP-optimal control problem and completely solve it for the scalar case. For the multidimensional case, we get some results, but the general solution of this problem seems to be impossible. So, we consider thepth mean stabilization problem more intensively and give a sufficient condition for the existence of apth mean stabilizing control by using the contraction mapping method in a Hilbert space. Some examples are also given.This research was conducted while the author was a visitor at the Forschungsschwerpunkt Dynamische Systeme, Universität Bremen, Bremen, West Germany. The author is grateful to Professor L. Arnold for providing interesting seminars and excellent working conditions during his stay. The financial assistance given by the Alexander von Humboldt Foundation during the author's stay is also gratefully acknowledged.     

Quasihyperbolic boundary conditions and Poincaré domains

We prove that a domain in whose quasihyperbolic metric satisfies a logarithmic growth condition with coefficient is a (q,p)-\Poincare domain for all p and q satisfying and , where denotes the Sobolev conjugate exponent. An elementary example shows that the given ranges for p and q are sharp. The proof makes use of estimates for a variational capacity. When p=2 we give an application to the solvability of the Neumann problem on domains with irregular boundaries. We also discuss the relationship between this growth condition on the quasihyperbolic metric and the s-John condition. Received: 2 May 2000 / Published online: 17 June 2002     

On the existence of generalized gibbs measures for the one-dimensional <Emphasis Type="Italic">p</Emphasis>-adic countable state Potts model

We consider the one-dimensional countable state p-adic Potts model. A construction of generalized p-adic Gibbs measures depending on weights λ is given, and an investigation of such measures is reduced to the examination of a p-adic dynamical system. This dynamical system has a form of series of rational functions. Studying such a dynamical system, under some condition concerning weights, we prove the existence of generalized p-adic Gibbs measures. Note that the condition found does not depend on the values of the prime p, and therefore an analogous fact is not true when the number of states is finite. It is also shown that under the condition there may occur a phase transition.     

A local regularity of the complex Monge–Ampère equation

We prove a local regularity (and a corresponding a priori estimate) for plurisubharmonic solutions of the nondegenerate complex Monge–Ampère equation assuming that their W ^{2, p} -norm is under control for some p > n(n − 1). This condition is optimal. We use in particular some methods developed by Trudinger and an estimate for the complex Monge–Ampère equation due to Kołodziej.     

On the L 1-condition number of the univariate Bernstein basis

We show that the size of the 1-norm condition number of the univariate Bernstein basis for polynomials of degree n is O (2ⁿ / √n). This is consistent with known estimates [3], [5] for p = 2 and p = ∞ and leads to asymptotically correct results for the p-norm condition number of the Bernstein basis for any p with 1 ≤ p ≤ ∞.     

Harmonic maps from a Riemannian manifold with a pole into an Hadamard manifold with negative sectional curvatures

In this paper we show a nonexistence result for harmonic maps with a rotational nondegeneracy condition from a Riemannian manifoldM with polep ₀ to a negatively curved Hadamard manifold under the condition that the metric tensor ofM is bounded and that the sectional curvature ofM at a pointp is bounded from below by −c dist(p ₀,p)⁻² (c: a positive constant) as dist(p ₀,p)→∞. Partly supported by Grants-in-Aid for Scientific Research, The Ministry of Education, Science and Culture, Japan     

Controllability properties of constrained linear systems

In this paper, we present results on constrained controllability for linear control systems. The controls are constrained to take values in a compact set containing the origin. We use the results on reachability properties discussed in Ref. 1.We prove that controllability of an arbitrary pointp inR ⁿ is equivalent to an inclusion property of the reachable sets at certain positive times. We also develop geometric properties ofG, the set of all nonnegative times at whichp is controllable, and ofC, the set of all controllable points. We characterize the setC for the given system and provide additional spectrum-dependent structure.We show that, for the given linear system, several notions of constrained controllability of the pointp are the same, and thus the setC is open. We also provide a necessary condition for small-time (differential or local) constrained controllability ofp.This work was supported in part by NSF Grant ECS-86-09586.     

On the theory of groups with generalized minimality condition for closed subgroups

We prove that a topological Abelian locally compact group with generalized minimality condition for closed subgroups is a group of one of the following types: 1) a group with minimality condition for closed subgroups, 2) an additive group of theJ _p -ring of integerp-adic numbers, 3) an additive groupR _p of the field ofp-adic numbers (p is a prime number). Kiev University, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 3, pp. 398–409, March, 1999.     

A discriminant criteria for reducibility of a polynomial

Letp(w) be a polynomial over a domainK. Ifp splits to linear factors then the discriminantD(p) is a square inK. In this paper we state an additional condition on the roots ofp which together with the discriminant condition imply the splitting ofp in case thatK=C [z] or Z. Some extensions are also discussed. Visiting Lady Davis Research Professor at the Hebrew University of Jerusalem, Fall Semester, 1984. Supported in part by US-Israel Binational Science Foundation grant 3225/84.     

Boundary value problem for second-order differential operators with integral conditions

In this article, we study a second-order differential operator with mixed nonlocal boundary conditions combined weighting integral boundary condition with another two-point boundary condition. Under certain conditions on the weighting functions and on the coefficients in the boundary conditions, called regular and nonregular cases, we prove that the resolvent decreases with respect to the spectral parameter in L ^p ?(0,?1), but there is no maximal decreasing at infinity for p?>?1. Furthermore, the studied operator generates in L ^p ?(0,?1) an analytic semigroup for p?=?1 in regular case, and an analytic semigroup with singularities for p?>?1 in both cases, and for p?=?1 in the nonregular case only. The obtained results are then used to show the correct solvability of a mixed problem for a parabolic partial differential equation with nonregular boundary conditions.     

Determination of a control function in three‐dimensional parabolic equations by Legendre pseudospectral method

A Legendre pseudospectral method is proposed for solving approximately an inverse problem of determining an unknown control parameter p(t) which is the coefficient of the solution u(x, y, z, t) in a diffusion equation in a three‐dimensional region. The diffusion equation is to be solved subject to suitably prescribed initial‐boundary conditions. The presence of the unknown coefficient p(t) requires an extra condition. This extra condition considered as the integral overspecification over the spacial domain. For discretizing the problem, after homogenization of the boundary conditions, we apply the Legendre pseudospectral method in a matrix based manner. As a results a system of nonlinear differential algebraic equations is generated. Then by using suitable transformation, the problem will be converted to a homogeneous time varying system of linear ordinary differential equations. Also a pseudospectral method for efficient solving of the resulted system of ordinary differential equations is proposed. The solution of this system gives the approximation to values of u and p. The matrix based structure of the present method makes it easy to implement. Numerical experiments are presented to demonstrate the accuracy and the efficiency of the proposed computational procedure. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 74‐93, 2012     

Estimation of a quantile in some nonstandard cases

A necessary condition for the asymptotic normality of the sample quantile estimator isf(Q(p))=F(Q(p))>0, whereQ(p) is thep-th quantile of the distribution functionF(x). In this paper, we estimate a quantile by a kernel quantile estimator when this condition is violated. We have shown that the kernel quantile estimator is asymptotically normal in some nonstandard cases. The optimal convergence rate of the mean squared error for the kernel estimator is obtained with respect to the asymptotically optimal bandwidth. A law of the iterated logarithm is also established.This research was partially supported by the new faculty award from the University of Oregon.     

<Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">r</Emphasis></Superscript> convergence for <Emphasis Type="Italic">B</Emphasis>-valued random elements

The paper investigates L ^p convergence and Marcinkiewicz-Zygmund strong laws of large numbers for random elements in a Banach space under the condition that the Banach space is of Rademacher type p, 1 < p < 2. The paper also discusses L ^r convergence and L ^r bound for random elements without any geometric restriction condition on the Banach space.     

Mapping problems, fundamental groups and defect measures

We study all the possible weak limits of a minimizing sequence, for p-energy functionals, consisting of continuous maps between Riemannian manifolds subject to a Dirichlet boundary condition or a homotopy condition. We show that if p is not an integer, then any such weak limit is a strong limit and, in particular, a stationary p-harmonic map which is C ^1,α continuous away from a closed subset of the Hausdorff dimension ≤ n − [p] − 1. If p is an integer, then any such weak limit is a weakly p-harmonic map along with a (n − p)-rectifiable Radon measure μ. Moreover, the limiting map is C ^1,α continuous away from a closed subset Σ=spt μ ∪ S with H ^{n − p} (S)=0. Finally, we discuss the possible varifolds type theory for Sobolev mappings. Partially supported by NSF Grant DMS 9626166     

On the Lp–Lq maximal regularity for Stokes equations with Robin boundary condition in a bounded domain

We obtain the L_p–L_q maximal regularity of the Stokes equations with Robin boundary condition in a bounded domain in ?ⁿ (n?2). The Robin condition consists of two conditions: v ? u=0 and αu+β(T(u, p)v – 〈T(u, p)v, v〉v)=h on the boundary of the domain with α, β?0 and α+β=1, where u and p denote a velocity vector and a pressure, T(u, p) the stress tensor for the Stokes flow and v the unit outer normal to the boundary of the domain. It presents the slip condition when β=1 and non‐slip one when α=1, respectively. The slip condition is appropriate for problems that involve free boundaries. Copyright © 2006 John Wiley & Sons, Ltd.     

Littlewood–Paley and Multiplier Theorems on Weighted Spaces over Locally Compact Vilenkin Groups

We extend the Littlewood–Paley theorem toL^p_w(G), whereGis a locally compact Vilenkin group andware weights satisfying the MuckenhouptA_pcondition. As an application we obtain a mixed-norm type multiplier result onL^p_w(G) and prove the sharpness of our result. We also obtain a sufficient condition for φ L^∞(Γ) to be a multiplier on the power weightedL^p_α(G) in terms of its smoothness condition.     

On weighted inequalities for martingale transform operators

For 1 < p < ∞, the almost surely finiteness of is a necessary and sufficient condition in order to have almost surely convergence of the sequences {E(f|?_n)} with f ∈ L^p(v dP). This condition is also equivalent to have weighted inequalities from L^p(v dP) into L^p(u dP) for some weight u for Doob's maximal function, square function and generalized Burkholder martingale transforms. Similarly, E(u|?₁) < ∞ turns out to be necessary and sufficient for the above weighted inequalities to hold for some v.     

Relatively Compact Sets on Abstract Wiener Space

In this note, we obtain a sufficient and necessary condition for a set in an abstract Winner space （X, H, μ） to be relatively compact in L^2（X, μ）. Meanwhile, we give a sufficient condition for relative compactness in L^P（X, μ） for p〉1. We also provide an example of Da Prato-Malliavin Nualart to show the result.     

Monomial Modules and Endo-Monomial Modules

We determine the multiplicity algebras and multiplicity modules of a p-monomial module. For a general p-group P, we find a sufficient and necessary condition for an endo-monomial P-module to be an endo-permutation P-module, and prove that a capped indecomposable endo-monomial P-module is of p ^′-rank. At last, we give an alternative definition of the generalized Dade P-group.