On the Existence and Uniqueness of Solution of MRE and Applications

In this paper, we study the existence and uniqueness of the solution for Markov renewal equation (MRE) of a semi-Markov process with countable state space. This method and its proof are based on an iterative scheme. A numerical solution is also given as well as a case study on system reliability assessment.     

On the Weak Solvability of a Fractional Viscoelasticity Model

The existence of a weak solution of a boundary value problem for a fractional viscoelasticity model that is a fractional analogue of the anti-Zener model with memory along trajectories of motion is proved. The rheological equation of the given model involves fractional-order derivatives. The proof relies on an approximation of the original problem by a sequence of regularized ones and on the theory of regular Lagrangian flows.     

A note on the Lyapunov equation for discrete linear systems in Hilbert space

It is given a simple and unified new proof for the following well-known stability condition: an infinite-dimensional time-invariant discrete linear system is uniformly asymptotically stable if and only if the associate Lyapunov equation has a unique strictly positive solution. The proof is partially based on an application of Rota's model construction technique.     

Discussion on the convergence of Rosen's gradient projection method

Since Rosen's gradient projection method was published in 1960, a rigorous convergence proof of the method has remained to be an open question. A convergence proof for the three dimensional case is given in this paper. The whole proof, except one lemma which we failed to prove for the general case, is applicable to the general case. For the general case a convergence condition is given in the main theorem.This research was supported in part by the National Science Foundation under the research grant MCS 81-01214.     

On the support of solutions to stochastic differential equations with path-dependent coefficients

Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron–Martin space under the flow of mild solutions to a system of path-dependent ordinary differential equations. Our result extends the Stroock–Varadhan support theorem for diffusion processes to the case of SDEs with path-dependent coefficients. The proof is based on functional Itô calculus.     

The Monge problem in $ {\mathbb{R}^d} $: Variations on a theme

In a recent paper, the authors proved that, under natural assumptions on the first marginal, the Monge problem in \mathbbR^d {\mathbb{R}^d} for the cost given by a general norm admits a solution. Although the basic idea of the proof is simple, it involves some complex technical results. Here we will give a proof of the result in the simpler case of a uniformly convex norm, and we will also use very recent results by Ahmad, Kim, and McCann. This allows us to reduce the technical burdens while still giving the main ideas of the general proof. The proof of the density of the transport set in the particular case considered in this paper is original. Bibliography: 22 titles.     

On the existence and uniqueness of solutions in nonlinear complementarity theory

A complementarity problem is said to be globally uniquely solvable (GUS) if it has a unique solution, and this property will not change, even if any constant term is added to the mapping generating the problem.A characterization of the GUS property which generalizes a basic theorem in linear complementarity theory is given. Known sufficient conditions given by Cottle, Karamardian, and Moré for the nonlinear case are also shown to be generalized. In particular, several open questions concerning Cottle's condition are settled and a new proof is given for the sufficiency of this condition.A simple characterization for the two-dimensional case and a necessary condition for then-dimensional case are also given.The research described in this paper was carried out while N. Megiddo was visiting Tokyo Institute of Technology under a Fellowship of the Japan Society for the Promotion of Science.     

Viscous limits for piecewise smooth solutions of the p-system

We study the zero-dissipation problem for a one-dimensional model system for the isentropic flow of a compressible viscous gas, the so-called p-system with viscosity. When the solution of the inviscid problem is piecewise smooth and having finitely many noninteracting shocks satisfying the entropy condition, there exists unique solution to the viscous problem which converges to the given inviscid solution away from shock discontinuities at a rate of order ε as the viscosity coefficient ε goes to zero. The proof is given by a matched asymptotic analysis and an elementary energy method. And we do not need the smallness condition on the shock strength.     

A simplified proof of the representation of functionals of diffusions

A simple proof is given for the stochastic integral representation of a Fréchet differentiable functional of the paths of a given diffusion process. The proof begins when the functional depends on one coordinate, then passes to (by appropriate conditioning) a perhaps more difficult case—when the functional depends on a finite number of coordinates—and finally, by approximation, to the general case.     

The Fermat–Torricelli Problem, Part I: A Discrete Gradient-Method Approach

We give a discrete geometric (differential-free) proof of the theorem underlying the solution of the well known Fermat–Torricelli problem, referring to the unique point having minimal distance sum to a given finite set of non-collinear points in d-dimensional space. Further on, we extend this problem to the case that one of the given points is replaced by an affine flat, and we give also a partial result for the case where all given points are replaced by affine flats (of various dimensions), with illustrative applications of these theorems.     

Finite Convergence of the Partial Inverse Algorithm

In Refs. 1–2, Lefebvre and Michelot proved the finite convergence of the partial inverse algorithm applied to a polyhedral convex function by means of some suitable tools of convex analysis. They obtained their result under some assumptions on the primal and dual solution sets. The aim of this note is to show that the proof can be extended to remove the nasty assumption on the dual solution set. The result is in conformity with the proof given in Ref. 3, which has been obtained using the concept of folding.     

On an optimal solution for maximizing the probability of retention in PPS sampling

A direct alternative proof of Keyfitz's optimal solution to the problem of maximizing the probability of retention in sampling on a second occasion is given, using techniques of elementary linear algebra. The proof and comments help one to better understand Keyfitz's solution, and they clearly demonstrate that the closed form solution of Keyfitz is one of a possible infinity of solutions offered by a linear programming approach. We also give one of those other solutions offered by linear programming, which is easy to obtain by hand calculations using only the operation of subtraction.     

Zero Dissipation Limit to Rarefaction Waves for the ρ-System

We study the zero-dissipation problem for a one-dimensional model system for the isentropic flow of a compressible viscous gas, the so-called p-system with viscosity. When the solution of the inviscid problem is a rarefaction wave with finite strength, there exists unique solution to the viscous problem with the same initial data which converges to the given inviscid solution as c goes to zero. The proof consists of a scaling argument and elementary energy analysis, based on the underlying wave structure.     

Properties of the solutions of the fourth-order Bessel-type differential equation

The structured Bessel-type functions of arbitrary even-order were introduced by Everitt and Markett in 1994; these functions satisfy linear ordinary differential equations of the same even-order. The differential equations have analytic coefficients and are defined on the whole complex plane with a regular singularity at the origin and an irregular singularity at the point of infinity. They are all natural extensions of the classical second-order Bessel differential equation. Further these differential equations have real-valued coefficients on the positive real half-line of the plane, and can be written in Lagrange symmetric (formally self-adjoint) form. In the fourth-order case, the Lagrange symmetric differential expression generates self-adjoint unbounded operators in certain Hilbert function spaces. These results are recorded in many of the papers here given as references. It is shown in the original paper of 1994 that in this fourth-order case one solution exists which can be represented in terms of the classical Bessel functions of order 0 and 1. The existence of this solution, further aided by computer programs in Maple, led to the existence of a linearly independent basis of solutions of the differential equation. In this paper a new proof of the existence of this solution base is given, on using the advanced theory of special functions in the complex plane. The methods lead to the development of analytical properties of these solutions, in particular the series expansions of all solutions at the regular singularity at the origin of the complex plane.     

Asymptotic normality in random graphs with given vertex degrees

We consider random graphs with a given degree sequence and show, under weak technical conditions, asymptotic normality of the number of components isomorphic to a given tree, first for the random multigraph given by the configuration model and then, by a conditioning argument, for the simple uniform random graph with the given degree sequence. Such conditioning is standard for convergence in probability, but much less straightforward for convergence in distribution as here. The proof uses the method of moments, and is based on a new estimate of mixed cumulants in a case of weakly dependent variables. The result on small components is applied to give a new proof of a recent result by Barbour and Röllin on asymptotic normality of the size of the giant component in the random multigraph; moreover, we extend this to the random simple graph.     

Asymptotic stability for one-dimensional motion of non-Newtonian compressible fluids

Rarefaction wave solutions for a one-dimensional model system associated with nomNewtonian compressible fluid are investigated in terms of asymptotic stability. The rarefaction wave solution is proved to be asymptotically stable, provided the initial disturbance is suitably small. The proof is given by the elemental L2 energy method.     

Existence and universality of the blow-up profile for the semilinear wave equation in one space dimension

In this paper, we consider the semilinear wave equation with a power nonlinearity in one space dimension. We exhibit a universal one-parameter family of functions which stand for the blow-up profile in self-similar variables at a non-characteristic point, for general initial data. The proof is done in self-similar variables. We first characterize all the solutions of the associated stationary problem, as a one parameter family. Then, we use energy arguments coupled with dispersive estimates to show that the solution approaches this family in the energy norm, in the non-characteristic case, and to a finite decoupled sum of such a solution in the characteristic case. Finally, in the case where this sum is reduced to one element, which is the case for non-characteristic points, we use modulation theory coupled with a nonlinear argument to show the exponential convergence (in the self-similar time variable) of the various parameters and conclude the proof. This step provides us with a result of independent interest: the trapping of the solution in self-similar variables near the set of stationary solutions, valid also for non-characteristic points. The proof of these results is based on a new analysis in the self-similar variable.     

Solutions of the Bethe Equations for the XXZ Model

It is shown that solutions of the Bethe ansatz equations for the inhomogeneous arbitrary spin XXX or XXZ model satisfy certain identites which generalize the identities obtained recently by Fabricius and McCoy for solutions of the Bethe ansatz equations for the six-vertex model. Even for the latter case, the given proof is simpler than the original one. Bibliography: 3 titles.     

Optimal partial regularity of second order nonlinear elliptic systems with Dini continuous coefficients for the superquadratic case

We consider the regularity for weak solutions of second order nonlinear elliptic systems with Dini continuous coefficients for the superquadratic case under natural growth condition, and obtain a general criterion for a weak solution to be regular in the neighborhood of a given point. In particular, the proof yields directly the optimal Hölder exponent for the derivative of the weak solutions on the regular set.