Additive operators preserving rank-additivity on symmetry matrix spaces

We characterize the additive operators preserving rank-additivity on symmetry matrix spaces. LetS _n(F) be the space of alln×n symmetry matrices over a fieldF with 2,3 ∈F ^*, thenT is an additive injective operator preserving rank-additivity onS _n(F) if and only if there exists an invertible matrixU∈M _n(F) and an injective field homomorphism ? ofF to itself such thatT(X)=cUX ^?U^T, ?X=(x_ij)∈S_n(F) wherec∈F ^*,X ^?=(?(x _ij)). As applications, we determine the additive operators preserving minus-order onS _n(F) over the fieldF.     

Linear maps preserving M–P inverses of matrices between matrix spaces over fields

Suppose F is a field of characteristic not 2. Let n and m be two arbitrary positive integers with n≥2. We denote by M _n (F) and S _n (F) the space of n×n full matrices and the space of n×n symmetric matrices over F, respectively. All linear maps from S _n (F) to M _m (F) preserving M–P inverses of matrices are characterized first, and thereby all linear maps from S _n (F) (M _n (F)) to S _m (F) (M _m (F)) preserving M–P inverses of matrices are characterized, respectively.     

Existence and nonuniqueness of solutions to a functional-differential equation

We examine the functional-differential equation Δu(x) — div(u(H(x))f (x)) = 0 on a torus which is a generalization of the stationary Fokker-Planck equation. Under sufficiently general assumptions on the vector field f and the map H, we prove the existence of a nontrivial solution. In some cases the subspace of solutions is established to be multidimensional.     

Integro-local and integral theorems for sums of random variables with semiexponential distributions

We obtain some integro-local and integral limit theorems for the sums S(n) = ξ(1) + ? + ξ(n) of independent random variables with general semiexponential distribution (i.e., a distribution whose right tail has the form $P(\xi \ge t) = e^{ - t^\beta L(t)} $ , where β ∈ (0, 1) and L(t) is a slowly varying function with some smoothness properties). These theorems describe the asymptotic behavior as x → ∞ of the probabilities P(S(n) ∈ [x, x + Δ)) and P(S(n) ≥ x) in the zone of normal deviations and all zones of large deviations of x: in the Cramér and intermediate zones, and also in the “extreme” zone where the distribution of S(n) is approximated by that of the maximal summand.     

Følner sequences and Hilbert’s Irreducibility Theorem over Q

Letf(X; T ₁, ...,T _n) be an irreducible polynomial overQ. LetB be the set ofb teZ ⁿ such thatf(X;b) is of lesser degree or reducible overQ. Let ?={F _j}{F _j } _j?1 ^∞ be a Følner sequence inZ ⁿ — that is, a sequence of finite nonempty subsetsF _j ?Z ⁿ such that for eachvteZ ⁿ , $\mathop {lim}\limits_{j \to \infty } \frac{{\left| {F_j \cap (F_j + \upsilon )} \right|}}{{\left| {F_j } \right|}} = 1$ Suppose ? satisfies the extra condition that forW a properQ-subvariety ofP ⁿ ?A ⁿ and ?>0, there is a neighborhoodU ofW(R) in the real topology such that $\mathop {lim sup}\limits_{j \to \infty } \frac{{\left| {F_j \cap U} \right|}}{{\left| {F_j } \right|}}< \varepsilon $ whereZ ⁿ is identified withA ⁿ (Z). We prove $\mathop {lim}\limits_{j \to \infty } \frac{{\left| {F_j \cap B} \right|}}{{\left| {F_j } \right|}} = 0$ .     

An integro-local theorem applicable on the whole half-axis to the sums of random variables with regularly varying distributions

We obtain an integro-local limit theorem for the sum S(n) = ξ(1)+?+ξ(n) of independent identically distributed random variables with distribution whose right tail varies regularly; i.e., it has the form P(ξ≥t) = t ^?β L(t) with β > 2 and some slowly varying function L(t). The theorem describes the asymptotic behavior on the whole positive half-axis of the probabilities P(S(n) ∈ [x, x + Δ)) as x → ∞ for a fixed Δ > 0; i.e., in the domain where the normal approximation applies, in the domain where S(n) is approximated by the distribution of its maximum term, as well as at the “junction” of these two domains.     

A sharp weightedL 2-estimate for the solution to the time-dependent Schrödinger equation

For Ξ∈R ⁿ ,t∈R andf∈S(R ⁿ ) define $\left( {S^2 f} \right)\left( t \right)\left( \xi \right) = \exp \left( {it\left| \xi \right|^2 } \right)\hat f\left( \xi \right)$ . We determine the optimal regularitys ₀ such that $\int_{R^n } {\left\| {(S^2 f)[x]} \right\|_{L^2 (R)}^2 \frac{{dx}}{{(1 + |x|)^b }} \leqslant C\left\| f \right\|_{H^s (R^n )}^2 ,s > s_0 } ,$ holds whereC is independent off∈S(R ⁿ ) or we show that such optimal regularity does not exist. This problem has been treated earlier, e.g. by Ben-Artzi and Klainerman [2], Kato and Yajima [4], Simon [6], Vega [9] and Wang [11]. Our theorems can be generalized to the case where the exp(it|ξ|²) is replaced by exp(it|ξ|^a),a≠2. The proof uses Parseval's formula onR, orthogonality arguments arising from decomposingL ²(R ⁿ ) using spherical harmonics and a uniform estimate for Bessel functions. Homogeneity arguments are used to show that results are sharp with respect to regularity.     

On the classification of conditionally integrable evolution systems in (1 + 1) dimensions

We generalize earlier results of Fokas and Liu and find all locally analytic (1 + 1)-dimensional evolution equations of order n that admit an N-shock-type solution with N ≤ n + 1. For this, we develop a refinement of the technique from our earlier work, where we completely characterized all (1+1)-dimensional evolution systems u _t = F (x, t, u, ?u/?x,..., ?ⁿ u/? x ⁿ) that are conditionally invariant under a given generalized (Lie-Bäcklund) vector field Q(x, t, u, ?u/?x,..., ?^k u/?x ^k)?/?u under the assumption that the system of ODEs Q = 0 is totally nondegenerate. Every such conditionally invariant evolution system admits a reduction to a system of ODEs in t, thus being a nonlinear counterpart to quasi-exactly solvable models in quantum mechanics.     

Periodic boundary value problem of functional differential equations with perturbation

By coincidence degree, the existence of solution to the periodic boundary value problem of functional differential equations with perturbation     

Large deviations of the first passage time for a random walk with semiexponentially distributed jumps

Suppose that ξ, ξ(1), ξ(2), ... are independent identically distributed random variables such that ?ξ is semiexponential; i.e., $P( - \xi \geqslant t) = e^{ - t^\beta L(t)} $ is a slowly varying function as t → ∞ possessing some smoothness properties. Let E ξ = 0, D ξ = 1, and S(k) = ξ(1) + ? + ξ(k). Given d > 0, define the first upcrossing time η ₊(u) = inf{k ≥ 1: S(k) + kd > u} at nonnegative level u ≥ 0 of the walk S(k) + kd with positive drift d > 0. We prove that, under general conditions, the following relation is valid for $u = (n) \in \left[ {0, dn - N_n \sqrt n } \right]$ : 0.1 $P(\eta + (u) > n) \sim \frac{{E\eta + (u)}}{n}P(S(n) \leqslant x) as n \to \infty $ , where x = u ? nd < 0 and an arbitrary fixed sequence N _n not exceeding $d\sqrt n $ tends to ∞. The conditions under which we prove (0.1) coincide exactly with the conditions under which the asymptotic behavior of the probability P(S(n) ≤ x) for $x \leqslant - \sqrt n $ was found in [1] (for $x \in \left[ { - \sqrt n ,0} \right]$ it follows from the central limit theorem).     

Boundary noncrossings of additive Wiener fields∗

Let {W _i (t), t ∈ ?₊}, i = 1, 2, be two Wiener processes, and let W ₃ = {W ₃(t), t ∈ ? ₊ ² } be a two-parameter Brownian sheet, all three processes being mutually independent. We derive upper and lower bounds for the boundary noncrossing probability P _f = P{W ₁(t ₁) + W ₂(t ₂) + W ₃(t) + f(t) ≤ u(t), t ∈ ? ₊ ² }, where f, u : ? ₊ ² → ? are two general measurable functions. We further show that, for large trend functions γf > 0, asymptotically, as γ → ∞, P _γf is equivalent to \( {P}_{\gamma}\underset{\bar{\mkern6mu}}{{}_f} \) , where \( \underset{\bar{\mkern6mu}}{f} \) is the projection of f onto some closed convex set of the reproducing kernel Hilbert space of the field W(t) = W ₁(t ₁) + W ₂(t ₂) + W ₃(t). It turns out that our approach is also applicable for the additive Brownian pillow.     

On diversity and stability of unit bases for the Euclidean metric

We prove the existence of a family Ω(n) of 2 ^c (where c is the cardinality of the continuum) subgraphs of the unit distance graph (E ⁿ , 1) of the Euclidean space E ⁿ , n ≥ 2, such that (a) for each graph G ? Ω(n), any homomorphism of G to (E ⁿ , 1) is an isometry of E ⁿ ; moreover, for each subgraph G ₀ of the graph G obtained from G by deleting less than c vertices, less than c stars, and less than c edges (we call such a subgraph reduced), any homomorphism of G ₀ to (E ⁿ , 1) is an isometry (of the set of the vertices of G ₀); (b) each graph G ? Ω(n) cannot be homomorphically mapped to any other graph of the family Ω(n), and the same is true for each reduced subgraph of G.     

Effective analysis of integral points on algebraic curves

LetK be an algebraic number field,S?S _\t8 a finite set of valuations andC a non-singular algebraic curve overK. Letx∈K(C) be non-constant. A pointP∈C(K) isS-integral if it is not a pole ofx and |x(P)| _v >1 impliesv∈S. It is proved that allS-integral points can be effectively determined if the pair (C, x) satisfies certain conditions. In particular, this is the case if

1. x:C→P ¹ is a Galois covering andg(C)≥1;
2. the integral closure of $\bar Q$ [x] in $\bar Q$ (C) has at least two units multiplicatively independent mod $\bar Q$ *.

This generalizes famous results of A. Baker and other authors on the effective solution of Diophantine equations.     

Time-Varying Fractionally Integrated Processes with Finite or Infinite Variance and Nonstationary Long Memory

Recently, Philippe et al. (C.R. Acad. Sci. Paris. Ser. I 342, 269–274, 2006; Theory Probab. Appl., 2007, to appear) introduced a new class of time-varying fractionally integrated filters A(d)x _t =∑ _j=0 ^∞ a _j (t)x _t?j , B(d)x _t =∑ _j=0 ^∞ b _j (t)x _t?j depending on arbitrary given sequence d=(d _t ,t∈?) of real numbers, such that A(d)^?1=B(?d), B(d)^?1=A(?d) and such that when d _t ≡d is a constant, A(d)=B(d)=(1?L) ^d is the usual fractional differencing operator. Philippe et al. studied partial sums limits of (nonstationary) filtered white noise processes X _t =B(d)ε _t and Y _t =A(d)ε _t in the case when (1) d is almost periodic having a mean value $\bar{d}\in (0,1/2)$ , or (2) d admits limits d _±=lim? _t→±∞ d _t ∈(0,1/2) at t=±∞. The present paper extends the above mentioned results of Philippe et al. into two directions. Firstly, we consider the class of time-varying processes with infinite variance, by assuming that ε _t ,t∈? are iid rv’s in the domain of attraction of α-stable law (1<α≤2). Secondly, we combine the classes (1) and (2) of sequences d=(d _t ,t∈?) into a single class of sequences d=(d _t ,t∈?) admitting possibly different Cesaro limits $\bar{d}_{\pm}\in(0,1-(1/\alpha))$ at ±∞. We show that partial sums of X _t and Y _t converge to some α-stable self-similar processes depending on the asymptotic parameters $\bar{d}_{\pm}$ and having asymptotically stationary or asymptotically vanishing increments.     

On the smoothness of the symbol of multidimensional singular integral operators

Пустьf — характерист ика, аΦ — соответству ющий символ n-мерного сингу лярного интегрального опера тора, которые являютс я однородными функция ми нулевой степени вR ⁿ,n≧2, с нулевыми средни ми значениями на един ичной сфереS ^n?1 пространств аR ⁿ . В статье установлива ются связи между хара ктеристикойf и символом? в термин ах наилучших равномерн ых приближений полин омами по сферическим гармони кам и сферических равномерных модулей непрерывности, котор ые позволяют установить связь так же в терминах пространст вW ^r H ^w (S ^n?1). Доказывается, ч то установленные резул ьтаты в терминах пространствW ^r H ^w (S ^n?1) неу лучшаемые.     

An Improved Interval Linearization for Solving Nonlinear Problems

Let f(x) denote a system of n nonlinear functions in m variables, m≥n. Recently, a linearization of f(x) in a box x has been suggested in the form L(x)=Ax+b where A is a real n×m matrix and b is an interval n-dimensional vector. Here, an improved linearization L(x,y)=Ax+By+b, x∈x, y∈y is proposed where y is a p-dimensional vector belonging to the interval vector y while A and B are real matrices of appropriate dimensions and b is a real vector. The new linearization can be employed in solving various nonlinear problems: global solution of nonlinear systems, bounding the solution set of underdetermined systems of equations or systems of equalities and inequalities, global optimization. Numerical examples illustrating the superiority of L(x,y)=Ax+By+b over L(x)=Ax+b have been solved for the case where the problem is the global solution of a system of nonlinear equations (n=m).     

Asymptotic expansions in the integral and local limit theorems in banach spaces with applications to ω-statistics

LetB be a real separable Banach space and letX,X ₁,X ₂,...∈B denote a sequence of independent identically distributed random variables taking values inB. DenoteS _n =n ^?1/2(X ₁+...X _n ). Let π:B→R be a polynomial. We consider (truncated) Edgeworth expansions and other asymptotic expansions for the distribution function of the r.v. π(S _n ) with uniform and nonuniform bounds for the remainder terms. Expansions for the density of π(S _n ) and its higher order derivatives are derived as well. As an application of the general results we get expansions in the integral and local limit theorems for ω-statistics $$\omega _n^p (q)\mathop { = n^{{p \mathord{\left/ {\vphantom {p 2}} \right. \kern-\nulldelimiterspace} 2}} }\limits^\Delta \smallint _{(0,1)} \{ F_n (x) - x\} ^p q(x)dx$$ and investigate smoothness properties of their distribution functions. Herep≥2 is an even number,q: [0, 1]→[0, ∞] is a measurable weight function, andF _n denotes the empirical distribution function. Roughly speaking, we show that in order to get an asymptotic expansion with remainder termO(n ^?α), α<p/2, for the distribution function of the ω-statistic, it is sufficient thatq is nontrivial, i.e., mes{t∈(0, 1):q(t)≠0}>0. Expansions of arbitrary length are available provided the weight functionq is absolutely continuous and positive on an nonempty subinterval of (0, 1). Similar results hold for the density of the distribution function and its derivatives providedq satisfies certain very mild smoothness condition and is bounded away from zero. The last condition is essential since the distribution function of the ω-statistic has no density whenq is vanishing on an nonempty subinterval of (0, 1).     

Blow-up phenomena for a semilinear heat equation with nonlinear boundary condition, I

We consider the blow-up of the solution to a semilinear heat equation with nonlinear boundary condition. We establish conditions on nonlinearities sufficient to guarantee that u(x, t) exists for all time t > 0 as well as conditions on data forcing the solution u(x, t) to blow up at some finite time t*. Moreover, an upper bound for t* is derived. Under somewhat more restrictive conditions, lower bounds for t* are also derived.     

Euler method vs. GESS method for dynamical systems

In this paper we introduce GESS method and show that dynamics of the systemy′ =A(s,t,y)y is more faithfully approximated by GESS method than by Euler method. Numerical experiments are given for the comparison of GESS method with Euler method.     

Riemann—Lebesgue theorem

Пусть?(x) — ограниченн ая функция на отрезке [0,1] и ее функция распределен ияΦ(t) удовлетворяет услов ию $$\Phi \left( t \right) + \Phi \left( { - t} \right) = 1.$$ Еслиf(x) — конечная поч ти всюду функция, то дл яF _n (t) — функции распределе ния произведенияf(x)?(nx) — вы полнены соотношения и В частности, еслиf(x) — и нтегрируемая функци я, то из (1) следует, что $$\mathop {\lim }\limits_{n \to \infty } \mathop \smallint \limits_0^1 f\left( x \right)\varphi \left( {nx} \right)dx = 0 $$