Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime

In this paper we derive a technique for obtaining limit theorems for suprema of Lévy processes from their random walk counterparts. For each a>0, let $\{Y^{(a)}_{n}:n\ge1\}In this paper we derive a technique for obtaining limit theorems for suprema of Lévy processes from their random walk counterparts. For each a>0, let {Y^(a)_n:n 3 1}\{Y^{(a)}_{n}:n\ge1\} be a sequence of independent and identically distributed random variables and {X^(a)_t:t 3 0}\{X^{(a)}_{t}:t\ge0\} be a Lévy process such that X₁^(a)=^dY₁^(a)X_{1}^{(a)}\stackrel{d}{=}Y_{1}^{(a)}, \mathbbEX₁^(a) < 0\mathbb{E}X_{1}^{(a)}<0 and \mathbbEX₁^(a)-0\mathbb{E}X_{1}^{(a)}\uparrow0 as a↓0. Let S^(a)_n=?_k=1ⁿ Y^(a)_kS^{(a)}_{n}=\sum _{k=1}^{n} Y^{(a)}_{k}. Then, under some mild assumptions, , for some random variable and some function Δ(⋅). We utilize this result to present a number of limit theorems for suprema of Lévy processes in the heavy-traffic regime.     

Boundary-value problems for a nonlinear parabolic equation with Lévy Laplacian resolved with respect to the derivative

We present the solutions of boundary-value and initial boundary-value problems for a nonlinear parabolic equation with Lévy Laplacian ∆ _L resolved with respect to the derivative

Measure preserving transformations of jump Lévy processes

Let x(t),t ? [ 0,1 ] \xi (t),t \in \left[ {0,1} \right] , be a jump Lévy process. By P_x {\mathcal{P}_\xi } we denote the law of in the Skorokhod space \mathbbD {\mathbb{D}} [0, 1]. Under some nondegeneracy condition on the Lévy measure Λ of the process, we construct a group of P_x {\mathcal{P}_\xi } -preserving transformations of the space \mathbbD {\mathbb{D}} [0, 1]. Bibliography: 10 titles.     

On the existence and uniqueness of minimizers for a class of integral functionals

We study the solvability of the minimization problem

Viability for nonlinear multi-valued reaction–diffusion systems

In this paper we consider a nonlinear evolution reaction–diffusion system governed by multi-valued perturbations of m-dissipative operators, generators of nonlinear semigroups of contractions. Let X and Y be real Banach spaces, ${\mathcal{K}}In this paper we consider a nonlinear evolution reaction–diffusion system governed by multi-valued perturbations of m-dissipative operators, generators of nonlinear semigroups of contractions. Let X and Y be real Banach spaces, K{\mathcal{K}} be a nonempty and locally closed subset in \mathbbR ×X×Y, A:D(A) í X\rightsquigarrow X, B:D(B) í Y\rightsquigarrow Y{\mathbb{R} \times X\times Y,\, A:D(A)\subseteq X\rightsquigarrow X, B:D(B)\subseteq Y\rightsquigarrow Y} two m-dissipative operators, F:K ? X{F:\mathcal{K} \rightarrow X} a continuous function and G:K \rightsquigarrow Y{G:\mathcal{K} \rightsquigarrow Y} a nonempty, convex and closed valued, strongly-weakly upper semi-continuous (u.s.c.) multi-function. We prove a necessary and a sufficient condition in order that for each (t,x,h) ? K{(\tau,\xi,\eta)\in \mathcal{K}}, the next system

{ lc u￠(t) ? Au(t)+F(t,u(t),v(t))    t 3 tv￠(t) ? Bv(t)+G(t,u(t),v(t))    t 3 tu(t)=x,    v(t)=h, \left\{ \begin{array}{lc} u'(t)\in Au(t)+F(t,u(t),v(t))\quad t\geq\tau \\ v'(t)\in Bv(t)+G(t,u(t),v(t))\quad t\geq\tau \\ u(\tau)=\xi,\quad v(\tau)=\eta, \end{array} \right.      6. Large deviations for sums of independent random variables with dominatedly varying tails      Kong Fanchao Zhang Ying 《高校应用数学学报(英文版)》2007,22(1):78-86 In this paper the large deviation results for partial and random sums Sn-ESn=n∑i=1Xi-n∑i=1EXi,n≥1;S(t)-ES(t)=N(t)∑i=1Xi-E(N(t)∑i=1Xi),t≥0are proved, where {N(t); t≥ 0} is a counting process of non-negative integer-valued random variables, and {Xn; n ≥ 1} are a sequence of independent non-negative random variables independent of {N(t); t ≥ 0}. These results extend and improve some known conclusions.      7. Solvability of boundary-value problems for nonlinear fractional differential equations      Y. Guo 《Ukrainian Mathematical Journal》2011,62(9):1409-1419 We consider the existence of nontrivial solutions of the boundary-value problems for nonlinear fractional differential equations *20c Da u(t) + l[ f( t,u(t) ) + q(t) ] = 0,    0 < t < 1, u(0) = 0,    u(1) = bu(h), \begin{array}{*{20}{c}} {{{\mathbf{D}}^\alpha }u(t) + {{\lambda }}\left[ {f\left( {t,u(t)} \right) + q(t)} \right] = 0,\quad 0 < t < 1,} \\ {u(0) = 0,\quad u(1) = \beta u(\eta ),} \\ \end{array}      8. Multivalued backward stochastic differential equations with time delayed generators      Bakarime Diomande  Lucian Maticiuc 《Central European Journal of Mathematics》2014,12(11):1624-1637 Our aim is to study the following new type of multivalued backward stochastic differential equation: $$\left\{ \begin{gathered} - dY\left( t \right) + \partial \phi \left( {Y\left( t \right)} \right)dt \ni F\left( {t,Y\left( t \right),Z\left( t \right),Y_t ,Z_t } \right)dt + Z\left( t \right)dW\left( t \right), 0 \leqslant t \leqslant T, \hfill \\ Y\left( T \right) = \xi , \hfill \\ \end{gathered} \right.$$ where ? φ is the subdifferential of a convex function and (Y t , Z t ):= (Y(t + θ), Z(t + θ)) θ∈[?T,0] represent the past values of the solution over the interval [0, t]. Our results are based on the existence theorem from Delong & Imkeller, Ann. Appl. Probab., 2010, concerning backward stochastic differential equations with time delayed generators.      9. More large sets of resolvable MTS and DTS with even orders      Qing-de Kang  Rong-jia Xu 《应用数学学报(英文版)》2008,24(2):233-252 In this paper, we first introduce a special structure that allows us to construct a large set of resolvable Mendelsohn triple systems of orders 2q ＋ 2, or LRMTS（2q ＋ 2）, where q = 6t ＋ 5 is a prime power. Using a computer, we find examples of such structure for t C T = {0, 1, 2, 3, 4, 6, 7, 8, 9, 14, 16, 18, 20, 22, 24}. Furthermore, by a method we introduced in [13], large set of resolvable directed triple systems with the same orders are obtained too. Finally, by the tripling construction and product construction for LRMTS and LRDTS introduced in [2, 20, 21], and by the new results for LR-design in [8], we obtain the existence for LRMTS（v）and LRDTS（v）, where v = 12（t ＋ 1） mi≥0（2.7mi＋1）mi≥0（2.13ni＋1）and t∈T,which provides more infinite family for LRMTS and LRDTS of even orders.      10. Small Time One-Sided LIL Behavior for Lévy Processes at Zero      Mladen Savov 《Journal of Theoretical Probability》2010,23(1):209-236 We specify a function b 0(t) in terms of the Lévy triplet such that lim sup  t→0 X t /b 0(t)∈[1,1.8] a.s. iff ò01[` \varPi ](+)(b0(t)) dt < ￥\int_{0}^{1}\overline{ \varPi }^{(+)}(b_{0}(t))\,dt<\infty for any Lévy process X with unbounded variation and a Brownian component σ=0. We show with an example that there are cases where lim sup  t→0 X t /b(t)=1 a.s. but b(t) is not asymptotically equivalent to b 0(t) as t tends to 0. We achieve this by introducing an integral criterion which checks whether lim sup  t→0 X t /b(t) is 0, infinity, or a finite positive value for b(t) satisfying very mild conditions and any Lévy process.      11. Small-time sharp bounds for kernels of convolution semigroups      Kamil Kaleta  Paweł Sztonyk 《Journal d'Analyse Mathématique》2017,132(1):355-394 We study small-time bounds for transition densities of convolution semigroups corresponding to pure jump Lévy processes in R d , d ≥ 1, including the processes with jump measures which are exponentially and subexponentially localized at ∞. For a large class of Lévy measures, not necessarily symmetric or absolutely continuous with respect to Lebesgue measure, we find the optimal upper bound in both time and space for the corresponding heat kernels at ∞. In case of Lévy measures that are symmetric and absolutely continuous with densities g such that g(x) ? f(|x|) for non-increasing profile functions f, we also prove the full characterization of the sharp two-sided transition densities bounds of the form $${p_t}\left( x \right) \asymp h{\left( t \right)^{ - d}} \cdot {1_{\left\{ {\left| x \right| \leqslant \theta h\left( t \right)} \right\}}} + tg\left( x \right) \cdot {1_{\left\{ {\left| x \right| \geqslant \theta h\left( t \right)} \right\}}},t \in \left( {0,{t_0}} \right),{t_0} > 0,x \in {\mathbb{R}^d}.$$ This is done for small and large x separately. Mainly, our argument is based on new precise upper bounds for convolutions of Lévy measures. Our investigations lead to a surprising dichotomy correspondence of the decay properties at ∞ for transition densities of pure jump Lévy processes. All results are obtained solely by analytic methods, without use of probabilistic arguments.       12. Boundary-value problems for a nonlinear hyperbolic equation with variable coefficients and the Lévy Laplacian      M. N. Feller 《Mathematical Notes》2014,96(3-4):423-431 For a nonlinear hyperbolic equation with variable coefficients and the infinite-dimensional Lévy Laplacian Δ L , $$\beta \left( {\sqrt 2 \left\| x \right\|_H \frac{{\partial U(t,x)}} {{\partial t}}} \right)\frac{{\partial ^2 U(t,x)}} {{\partial t^2 }} + \alpha (U(t,x))\left[ {\frac{{\partial U(t,x)}} {{\partial t}}} \right]^2 = \Delta _L U(t,x),$$ we present algorithms for the solution of the boundary-value problem U(0, x) = u 0, U(t, 0) = u 1 and the exterior boundary-value problem U(0, x) = v 0, \(\left. {U(t,x)} \right|_{\Gamma = v_1 }\) , \(\lim _{\left\| x \right\|_{H \to \infty } } \left. {U(t,x) = v_2 } \right|\) for the class of Shilov functions depending on the parameter t.      13. Invariance principle in a bilinear model with weak nonlinearity      M. A. Lifshits 《Journal of Mathematical Sciences》2006,137(1):4541-4545 We consider a series of bilinear sequences , with i.i.d. εk and small bilinearity coefficients bn = βn−1/2 and show that under the standard normalization they converge to a diffusion process Yβ. We provide an explicit form of Yβ, investigate the moments of Yβ, and study the limiting behavior of some other quantities related to X k (n) and important for statistical applications. Bibliography: 5 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 97–105.      14. Analysis of a new class of forward semi-Lagrangian schemes for the 1D Vlasov Poisson equations      Thomas Respaud  Eric Sonnendrücker 《Numerische Mathematik》2011,118(2):329-366 The Vlasov equation is a kinetic model describing the evolution of a plasma which is a globally neutral gas of charged particles. It is self-consistently coupled with Poisson’s equation, which rules the evolution of the electric field. In this paper, we introduce a new class of forward semi-Lagrangian schemes for the Vlasov–Poisson system based on a Cauchy Kovalevsky (CK) procedure for the numerical solution of the characteristic curves. Exact conservation properties of the first moments of the distribution function for the schemes are derived and a convergence study is performed that applies as well for the CK scheme as for a more classical Verlet scheme. A L 1 convergence of the schemes will be proved. Error estimates [in O(Dt2+h2 + \frach2Dt){O\left(\Delta{t}^2+h^2 + \frac{h^2}{\Delta{t}}\right)} for Verlet] are obtained, where Δt and h = max(Δx, Δv) are the discretization parameters.      15. On sets of linear differential systems to which perturbed linear systems cannot be reduced      N. A. Izobov  S. A. Mazanik 《Differential Equations》2011,47(11):1563-1568 The paper [2] defines the noncoinciding irreducibility sets N 2(a, σ) and N 3(a, σ), σ ∈ (0, 2a], of all n-dimensional linear differential systems with piecewise continuous coefficient matrices A(t) such that ‖A(t)‖ ≤ a < + ∞ for t ∈ [0,+∞) and there exists a linear differential system that is not Lyapunov reducible to the original system and has coefficient matrix B(t) satisfying [for the case of N 2(a, σ)] the condition || B(t) - A(t) || \leqslant const ×e - st ,t \geqslant 0,\left\| {B(t) - A(t)} \right\| \leqslant const \times e^{ - \sigma t} ,t \geqslant 0,      16. 具有功能反应的两斑块扩散时滞竞争系统正周期解的存在性   总被引：6，自引：0，他引：6   李必文  曾宪武 《高校应用数学学报(英文版)》2003,18(1):1-8 § 1　ＩｎｔｒｏｄｕｃｔｉｏｎＦｏｒｍａｎｙｓｐｅｃｉｅｓｔｈｅｓｐａｔｉａｌｆａｃｔｏｒｓａｒｅｉｍｐｏｒｔａｎｔｉｎｐｏｐｕｌａｔｉｏｎｄｙｎａｍｉｃｓ .Ｔｈｅｔｈｅｏｒｅｔｉｃａｌｓｔｕｄｙｏｆｓｐａｔｉａｌｄｉｓｔｒｉｂｕｔｉｏｎｈａｓｂｅｅｎｅｘｔｅｎｓｉｖｅｌｙｓｔｕｄｉｅｄｉｎｍａｎｙｐａｐｅｒｓ .Ｍｏｓｔｏｆｔｈｅｐｒｅｖｉｏｕｓｐａｐｅｒｓｆｏｃｕｓｅｄｏｎｔｈｅｃｏｅｘｉｓｔｅｎｃｅｏｆｐｏｐｕｌａｔｉｏｎｓｍｏｄｅｌｌｅｄｂｙｓｔｓｔｅｍｓｏｆｏｒｄｉｎａｒｙｄｉｆｆｅｒｅ…      17. On an over-determined problem of free boundary of a degenerate parabolic equation      Jiaqing Pan 《Applications of Mathematics》2013,58(6):657-671 This work is concerned with the inverse problem of determining initial value of the Cauchy problem for a nonlinear diffusion process with an additional condition on free boundary. Considering the flow of water through a homogeneous isotropic rigid porous medium, we have such desire: for every given positive constants K and T 0, to decide the initial value u 0 such that the solution u(x, t) satisfies $\mathop {\sup }\limits_{x \in H_u (T_0 )} |x| \geqslant K$ , where H u(T 0) = {x, ?N: u(x, T 0) > 0}. In this paper, we first establish a priori estimate u t ? C(t)u and a more precise Poincaré type inequality $\left\| \phi \right\|_{L^2 (B_\varrho )}^2 \leqslant \varrho \left\| {\nabla \phi } \right\|_{L^2 (B_\varrho )}^2 $ , and then, we give a positive constant C 0 and assert the main results are true if only $\left\| {u_0 } \right\|_{L^2 (\mathbb{R}^N )} \geqslant C_0 $ .      18. The upper traceable number of a graph      Futaba Okamoto  Ping Zhang  Varaporn Saenpholphat 《Czechoslovak Mathematical Journal》2008,58(1):271-287 For a nontrivial connected graph G of order n and a linear ordering s: v 1, v 2, …, v n of vertices of G, define . The traceable number t(G) of a graph G is t(G) = min{d(s)} and the upper traceable number t +(G) of G is t +(G) = max{d(s)}, where the minimum and maximum are taken over all linear orderings s of vertices of G. We study upper traceable numbers of several classes of graphs and the relationship between the traceable number and upper traceable number of a graph. All connected graphs G for which t +(G) − t(G) = 1 are characterized and a formula for the upper traceable number of a tree is established. Research supported by Srinakharinwirot University, the Thailand Research Fund and the Commission on Higher Education, Thailand under the grant number MRG 5080075.      19. Remainder estimates for the approximation numbers of weighted Hardy operators acting onL 2      D. E. Edmunds  R. Kerman  J. Lang 《Journal d'Analyse Mathématique》2001,85(1):225-243 We consider the weighted Hardy integral operatorT:L 2(a, b) →L 2(a, b), −∞≤a<b≤∞, defined by . In [EEH1] and [EEH2], under certain conditions onu andv, upper and lower estimates and asymptotic results were obtained for the approximation numbersa n(T) ofT. In this paper, we show that under suitable conditions onu andv, where ∥w∥p=(∫ a b |w(t)|p dt)1/p. Research supported by NSERC, grant A4021. Research supported by grant No. 201/98/P017 of the Grant Agency of the Czech Republic.      20. Exact constants in Jackson-type inequalities and exact values of the widths of some classes of functions in <Emphasis Type="Italic">L</Emphasis><Subscript>2</Subscript>      M. Sh. Shabozov  G. A. Yusupov 《Siberian Mathematical Journal》2011,52(6):1124-1136 We find the exact values of the n-widths for the classes of periodic differentiable functions in L 2[0, 2π] satisfying the constraint ò0h t[(W)\tilde] m1/m (f(r) ;t)dt \leqslant F(h) ,\int\limits_0^h {t\tilde \Omega _m^{1/m} (f^{(r)} ;t)dt \leqslant \Phi (h)} ,      设为首页 | 免责声明 | 关于勤云 | 加入收藏 Copyright©北京勤云科技发展有限公司  京ICP备09084417号

Large deviations for sums of independent random variables with dominatedly varying tails

In this paper the large deviation results for partial and random sums Sn-ESn=n∑i=1Xi-n∑i=1EXi,n≥1;S(t)-ES(t)=N(t)∑i=1Xi-E(N(t)∑i=1Xi),t≥0are proved, where {N(t); t≥ 0} is a counting process of non-negative integer-valued random variables, and {Xn; n ≥ 1} are a sequence of independent non-negative random variables independent of {N(t); t ≥ 0}. These results extend and improve some known conclusions.     

Solvability of boundary-value problems for nonlinear fractional differential equations

We consider the existence of nontrivial solutions of the boundary-value problems for nonlinear fractional differential equations

Multivalued backward stochastic differential equations with time delayed generators

Our aim is to study the following new type of multivalued backward stochastic differential equation: $$\left\{ \begin{gathered} - dY\left( t \right) + \partial \phi \left( {Y\left( t \right)} \right)dt \ni F\left( {t,Y\left( t \right),Z\left( t \right),Y_t ,Z_t } \right)dt + Z\left( t \right)dW\left( t \right), 0 \leqslant t \leqslant T, \hfill \\ Y\left( T \right) = \xi , \hfill \\ \end{gathered} \right.$$ where ? _φ is the subdifferential of a convex function and (Y _t , Z _t ):= (Y(t + θ), Z(t + θ)) _θ∈[?T,0] represent the past values of the solution over the interval [0, t]. Our results are based on the existence theorem from Delong & Imkeller, Ann. Appl. Probab., 2010, concerning backward stochastic differential equations with time delayed generators.     

More large sets of resolvable MTS and DTS with even orders

In this paper, we first introduce a special structure that allows us to construct a large set of resolvable Mendelsohn triple systems of orders 2q ＋ 2, or LRMTS（2q ＋ 2）, where q = 6t ＋ 5 is a prime power. Using a computer, we find examples of such structure for t C T = {0, 1, 2, 3, 4, 6, 7, 8, 9, 14, 16, 18, 20, 22, 24}. Furthermore, by a method we introduced in [13], large set of resolvable directed triple systems with the same orders are obtained too. Finally, by the tripling construction and product construction for LRMTS and LRDTS introduced in [2, 20, 21], and by the new results for LR-design in [8], we obtain the existence for LRMTS（v）and LRDTS（v）, where v = 12（t ＋ 1） mi≥0（2.7mi＋1）mi≥0（2.13ni＋1）and t∈T,which provides more infinite family for LRMTS and LRDTS of even orders.     

Small Time One-Sided LIL Behavior for Lévy Processes at Zero

We specify a function b ₀(t) in terms of the Lévy triplet such that lim sup  _t→0 X _t /b ₀(t)∈[1,1.8] a.s. iff ò₀¹[` \varPi ]⁽⁺⁾(b₀(t)) dt < ￥\int_{0}^{1}\overline{ \varPi }^{(+)}(b_{0}(t))\,dt<\infty for any Lévy process X with unbounded variation and a Brownian component σ=0. We show with an example that there are cases where lim sup  _t→0 X _t /b(t)=1 a.s. but b(t) is not asymptotically equivalent to b ₀(t) as t tends to 0. We achieve this by introducing an integral criterion which checks whether lim sup  _t→0 X _t /b(t) is 0, infinity, or a finite positive value for b(t) satisfying very mild conditions and any Lévy process.     

Small-time sharp bounds for kernels of convolution semigroups

We study small-time bounds for transition densities of convolution semigroups corresponding to pure jump Lévy processes in R ^d , d ≥ 1, including the processes with jump measures which are exponentially and subexponentially localized at ∞. For a large class of Lévy measures, not necessarily symmetric or absolutely continuous with respect to Lebesgue measure, we find the optimal upper bound in both time and space for the corresponding heat kernels at ∞. In case of Lévy measures that are symmetric and absolutely continuous with densities g such that g(x) ? f(|x|) for non-increasing profile functions f, we also prove the full characterization of the sharp two-sided transition densities bounds of the form

$${p_t}\left( x \right) \asymp h{\left( t \right)^{ - d}} \cdot {1_{\left\{ {\left| x \right| \leqslant \theta h\left( t \right)} \right\}}} + tg\left( x \right) \cdot {1_{\left\{ {\left| x \right| \geqslant \theta h\left( t \right)} \right\}}},t \in \left( {0,{t_0}} \right),{t_0} > 0,x \in {\mathbb{R}^d}.$$

This is done for small and large x separately. Mainly, our argument is based on new precise upper bounds for convolutions of Lévy measures. Our investigations lead to a surprising dichotomy correspondence of the decay properties at ∞ for transition densities of pure jump Lévy processes. All results are obtained solely by analytic methods, without use of probabilistic arguments.

     

Boundary-value problems for a nonlinear hyperbolic equation with variable coefficients and the Lévy Laplacian

For a nonlinear hyperbolic equation with variable coefficients and the infinite-dimensional Lévy Laplacian Δ _L , $$\beta \left( {\sqrt 2 \left\| x \right\|_H \frac{{\partial U(t,x)}} {{\partial t}}} \right)\frac{{\partial ^2 U(t,x)}} {{\partial t^2 }} + \alpha (U(t,x))\left[ {\frac{{\partial U(t,x)}} {{\partial t}}} \right]^2 = \Delta _L U(t,x),$$ we present algorithms for the solution of the boundary-value problem U(0, x) = u ₀, U(t, 0) = u ₁ and the exterior boundary-value problem U(0, x) = v ₀, \(\left. {U(t,x)} \right|_{\Gamma = v_1 }\) , \(\lim _{\left\| x \right\|_{H \to \infty } } \left. {U(t,x) = v_2 } \right|\) for the class of Shilov functions depending on the parameter t.     

Invariance principle in a bilinear model with weak nonlinearity

We consider a series of bilinear sequences

Analysis of a new class of forward semi-Lagrangian schemes for the 1D Vlasov Poisson equations

The Vlasov equation is a kinetic model describing the evolution of a plasma which is a globally neutral gas of charged particles. It is self-consistently coupled with Poisson’s equation, which rules the evolution of the electric field. In this paper, we introduce a new class of forward semi-Lagrangian schemes for the Vlasov–Poisson system based on a Cauchy Kovalevsky (CK) procedure for the numerical solution of the characteristic curves. Exact conservation properties of the first moments of the distribution function for the schemes are derived and a convergence study is performed that applies as well for the CK scheme as for a more classical Verlet scheme. A L ¹ convergence of the schemes will be proved. Error estimates [in O(Dt²+h² + \frach²Dt){O\left(\Delta{t}^2+h^2 + \frac{h^2}{\Delta{t}}\right)} for Verlet] are obtained, where Δt and h = max(Δx, Δv) are the discretization parameters.     

On sets of linear differential systems to which perturbed linear systems cannot be reduced

The paper [2] defines the noncoinciding irreducibility sets N ₂(a, σ) and N ₃(a, σ), σ ∈ (0, 2a], of all n-dimensional linear differential systems with piecewise continuous coefficient matrices A(t) such that ‖A(t)‖ ≤ a < + ∞ for t ∈ [0,+∞) and there exists a linear differential system that is not Lyapunov reducible to the original system and has coefficient matrix B(t) satisfying [for the case of N ₂(a, σ)] the condition

具有功能反应的两斑块扩散时滞竞争系统正周期解的存在性

§ 1　ＩｎｔｒｏｄｕｃｔｉｏｎＦｏｒｍａｎｙｓｐｅｃｉｅｓｔｈｅｓｐａｔｉａｌｆａｃｔｏｒｓａｒｅｉｍｐｏｒｔａｎｔｉｎｐｏｐｕｌａｔｉｏｎｄｙｎａｍｉｃｓ .Ｔｈｅｔｈｅｏｒｅｔｉｃａｌｓｔｕｄｙｏｆｓｐａｔｉａｌｄｉｓｔｒｉｂｕｔｉｏｎｈａｓｂｅｅｎｅｘｔｅｎｓｉｖｅｌｙｓｔｕｄｉｅｄｉｎｍａｎｙｐａｐｅｒｓ .Ｍｏｓｔｏｆｔｈｅｐｒｅｖｉｏｕｓｐａｐｅｒｓｆｏｃｕｓｅｄｏｎｔｈｅｃｏｅｘｉｓｔｅｎｃｅｏｆｐｏｐｕｌａｔｉｏｎｓｍｏｄｅｌｌｅｄｂｙｓｔｓｔｅｍｓｏｆｏｒｄｉｎａｒｙｄｉｆｆｅｒｅ…     

On an over-determined problem of free boundary of a degenerate parabolic equation

This work is concerned with the inverse problem of determining initial value of the Cauchy problem for a nonlinear diffusion process with an additional condition on free boundary. Considering the flow of water through a homogeneous isotropic rigid porous medium, we have such desire: for every given positive constants K and T ₀, to decide the initial value u ₀ such that the solution u(x, t) satisfies $\mathop {\sup }\limits_{x \in H_u (T_0 )} |x| \geqslant K$ , where H _u(T ₀) = {x, ?^N: u(x, T ₀) > 0}. In this paper, we first establish a priori estimate u _t ? C(t)u and a more precise Poincaré type inequality $\left\| \phi \right\|_{L^2 (B_\varrho )}^2 \leqslant \varrho \left\| {\nabla \phi } \right\|_{L^2 (B_\varrho )}^2 $ , and then, we give a positive constant C ₀ and assert the main results are true if only $\left\| {u_0 } \right\|_{L^2 (\mathbb{R}^N )} \geqslant C_0 $ .     

The upper traceable number of a graph

For a nontrivial connected graph G of order n and a linear ordering s: v ₁, v ₂, …, v _n of vertices of G, define . The traceable number t(G) of a graph G is t(G) = min{d(s)} and the upper traceable number t ⁺(G) of G is t ⁺(G) = max{d(s)}, where the minimum and maximum are taken over all linear orderings s of vertices of G. We study upper traceable numbers of several classes of graphs and the relationship between the traceable number and upper traceable number of a graph. All connected graphs G for which t ⁺(G) − t(G) = 1 are characterized and a formula for the upper traceable number of a tree is established. Research supported by Srinakharinwirot University, the Thailand Research Fund and the Commission on Higher Education, Thailand under the grant number MRG 5080075.     

Remainder estimates for the approximation numbers of weighted Hardy operators acting onL 2

We consider the weighted Hardy integral operatorT:L ²(a, b) →L ²(a, b), −∞≤a<b≤∞, defined by . In [EEH1] and [EEH2], under certain conditions onu andv, upper and lower estimates and asymptotic results were obtained for the approximation numbersa _n(T) ofT. In this paper, we show that under suitable conditions onu andv, where ∥w∥_p=(∫ _a ^b |w(t)|^p dt)^1/p. Research supported by NSERC, grant A4021. Research supported by grant No. 201/98/P017 of the Grant Agency of the Czech Republic.     

Exact constants in Jackson-type inequalities and exact values of the widths of some classes of functions in <Emphasis Type="Italic">L</Emphasis><Subscript>2</Subscript>

We find the exact values of the n-widths for the classes of periodic differentiable functions in L ₂[0, 2π] satisfying the constraint