Free Boundary Regularity in the Parabolic Fractional Obstacle Problem

The parabolic obstacle problem for the fractional Laplacian naturally arises in American option models when the asset prices are driven by pure‐jump Lévy processes. In this paper we study the regularity of the free boundary. Our main result establishes that, when , the free boundary is a C^1,α graph in x and t near any regular free boundary point . Furthermore, we also prove that solutions u are C^{1 + s} in x and t near such points, with a precise expansion of the form (1) with , and . © 2018 Wiley Periodicals, Inc.     

Absence of Infinite Cluster for Critical Bernoulli Percolation on Slabs

We prove that for Bernoulli percolation on a graph , there is no infinite cluster at criticality, almost surely. The proof extends to finite‐range Bernoulli percolation models on ?² that are invariant under ‐rotation and reflection.© 2016 Wiley Periodicals, Inc.     

Landau Damping in Finite Regularity for Unconfined Systems with Screened Interactions

We prove Landau damping for the collisionless Vlasov equation with a class of L¹ interaction potentials (including the physical case of screened Coulomb interactions) on for localized disturbances of an infinite, homogeneous background. Unlike the confined case , results are obtained for initial data in Sobolev spaces (as well as Gevrey and analytic classes). For spatial frequencies bounded away from 0, the Landau damping of the density is similar to the confined case. The finite regularity is possible due to an additional dispersive mechanism available on that reduces the strength of the plasma echo resonance.© 2017 Wiley Periodicals, Inc.     

Regularity for Shape Optimizers: The Nondegenerate Case

We consider minimizers of (1) where F is a function strictly increasing in each parameter, and is the k^th Dirichlet eigenvalue of Ω. Our main result is that the reduced boundary of the minimizer is composed of C^1,α graphs and exhausts the topological boundary except for a set of Hausdorff dimension at most n – 3. We also obtain a new regularity result for vector‐valued Bernoulli‐type free boundary problems.© 2018 Wiley Periodicals, Inc.     

On the Location of Maxima of Solutions of Schrödinger's Equation

We prove an inequality with applications to solutions of the Schrödinger equation. There is a universal constant c > 0 such that if is simply connected, vanishes on the boundary ∂Ω, and |u| assumes a maximum in , then (1) It was conjectured by Pólya and Szegő (and proven, independently, by Makai and Hayman) that a membrane vibrating at frequency λ contains a disk of size . Our inequality implies a refined result: the point on the membrane that achieves the maximal amplitude is at distance from the boundary. We also give an extension to higher dimensions (generalizing results of Lieb and of Georgiev and Mukherjee): if u solves on with Dirichlet boundary conditions, then the ball B with radius centered at the point in which |u| assumes a maximum is almost fully contained in Ω in the sense that © 2018 Wiley Periodicals, Inc.     

Hierarchical Construction of Bounded Solutions in Critical Regularity Spaces

We construct uniformly bounded solutions for the equations div U = f and U = f in the critical cases and , respectively. Criticality in this context manifests itself by the lack of a linear solution operator mapping . Thus, the intriguing aspect here is that although the problems are linear, construction of their solutions is not. Our constructions are special cases of a general framework for solving linear equations of the form , where is a linear operator densely defined in Banach space with a closed range in a (proper subspace) of Lebesgue space , and with an injective dual . The solutions are realized in terms of a multiscale hierarchical representation, , interesting for its own sake. Here, u _j's are constructed recursively as minimizers of where the residuals are resolved in terms of a dyadic sequence of scales with large enough . The nonlinear aspect of this construction is a counterpart of the fact that one cannot linearly solve in critical regularity spaces.© 2016 Wiley Periodicals, Inc.     

Multi‐to One‐Dimensional Optimal Transport

We consider the Monge‐Kantorovich problem of transporting a probability density on to another on the line, so as to optimize a given cost function. We introduce a nestedness criterion relating the cost to the densities, under which it becomes possible to solve this problem uniquely by constructing an optimal map one level set at a time. This map is continuous if the target density has connected support. We use level‐set dynamics to develop and quantify a local regularity theory for this map and the Kantorovich potentials solving the dual linear program. We identify obstructions to global regularity through examples. More specifically, fix probability densities f and g on open sets and with . Consider transporting f onto g so as to minimize the cost . We give a nondegeneracy condition on that ensures the set of x paired with [g‐a.e.] y ∈ Y lie in a codimension‐n submanifold of X. Specializing to the case m > n = 1, we discover a nestedness criterion relating s to (f,g) that allows us to construct a unique optimal solution in the form of a map . When and g and f are bounded, the Kantorovich dual potentials (u,υ) satisfy , and the normal velocity V of with respect to changes in y is given by . Positivity of V locally implies a Lipschitz bound on f; moreover, if intersects transversally. On subsets where this nondegeneracy, positivity, and transversality can be quantified, for each integer the norms of and are controlled by these bounds, , and the smallness of . We give examples showing regularity extends from $X to part of , but not from Y to . We also show that when s remains nested for all (f,g), the problem in reduces to a supermodular problem in . © 2017 Wiley Periodicals, Inc.     

Infinite Speed of Propagation and Regularity of Solutions to the Fractional Porous Medium Equation in General Domains

We study the positivity and regularity of solutions to the fractional porous medium equations in for m > 1 and s ∈ (0,1), with Dirichlet boundary data u = 0 in and nonnegative initial condition . Our first result is a quantitative lower bound for solutions that holds for all positive times t > 0. As a consequence, we find a global Harnack principle stating that for any t > 0 solutions are comparable to d^s/m , where d is the distance to ?Ω. This is in sharp contrast with the local case s = 1, where the equation has finite speed of propagation. After this, we study the regularity of solutions. We prove that solutions are classical in the interior (C ^∞ in x and C ^1,α in t ) and establish a sharp regularity estimate up to the boundary. Our methods are quite general and can be applied to wider classes of nonlocal parabolic equations of the form in Ω, both in bounded and unbounded domains.© 2016 Wiley Periodicals, Inc.     

Scattering and Localization Properties of Highly Oscillatory Potentials

We investigate scattering, localization, and dispersive time decay properties for the one‐dimensional Schrödinger equation with a rapidly oscillating and spatially localized potential , where is periodic and mean zero with respect to y. Such potentials model a microstructured medium. Homogenization theory fails to capture the correct low‐energy (k small) behavior of scattering quantities, e.g., the transmission coefficient as ? tends to zero. We derive an effective potential well such that is small, uniformly for as well as in any bounded subset of a suitable complex strip. Within such a bounded subset, the scaled limit of the transmission coefficient has a universal form, depending on a single parameter, which is computable from the effective potential. A consequence is that if ?, the scale of oscillation of the microstructure potential, is sufficiently small, then there is a pole of the transmission coefficient (and hence of the resolvent) in the upper half‐plane on the imaginary axis at a distance of order from . It follows that the Schrödinger operator has an bound state with negative energy situated a distance from the edge of the continuous spectrum. Finally, we use this detailed information to prove the local energy time decay estimate: where denotes the projection onto the continuous spectral part of . © 2013 Wiley Periodicals, Inc.     

Volume Estimates on the Critical Sets of Solutions to Elliptic PDEs

In this paper we study solutions to elliptic linear equations either on or a Riemannian manifold, under the assumption that the coefficient functions a^ij are Lipschitz bounded. We focus our attention on the critical set and the singular set , and more importantly on effective versions of these. Currently, with just the Lipschitz regularity of the coefficients, the strongest results in the literature say that the singular set is (n –2)–dimensional; however, at this point it has not even been shown that unless the coefficients are smooth. Fundamentally, this is due to the need of an ?‐regularity theorem that requires higher smoothness of the coefficients as the frequency increases. We introduce new techniques for estimating the critical and singular set, which avoids the need of any such ?‐regularity. Consequently, we prove that if the frequency of u is bounded by Λ, then we have the estimates and , depending on whether the equation is critical or not. More importantly, we prove corresponding estimates for the effective critical and singular sets. Even under the assumption of real analytic coefficients these results are much sharper than those currently in the literature. We also give applications of the technique to give estimates on the volume of the nodal set of solutions and estimates for the corresponding eigenvalue problem.© 2017 Wiley Periodicals, Inc.     

Boundary Value Problems for Second‐Order Elliptic Operators Satisfying a Carleson Condition

Let Ω be a Lipschitz domain in , and be a second‐order elliptic operator in divergence form. We establish the solvability of the Dirichlet regularity problem with boundary data in and of the Neumann problem with data for the operator L on Lipschitz domains with small Lipschitz constant. We allow the coefficients of the operator L to be rough, obeying a certain Carleson condition with small norm. These results complete the results of Dindo?, Petermichl, and Pipher (2007), where the Dirichlet problem was considered under the same assumptions, and Dindo? and Rule (2010), where the regularity and Neumann problems were considered on two‐dimensional domains.© 2016 Wiley Periodicals, Inc.     

ShapeFit: Exact Location Recovery from Corrupted Pairwise Directions

Let t₁,…,t_n ∊ ℝ^d for d ≥ 2 and consider the location recovery problem: given a subset of pairwise direction observations , where a constant fraction of these observations are arbitrarily corrupted, find up to a global translation and scale. We propose a novel algorithm for the location recovery problem, which consists of a simple convex program over $dn$ real variables. We prove that this program recovers a set of n i.i.d. Gaussian locations exactly and with high probability if the observations are given by an Erdős‐Rényi graph, with d large enough, and provided that at most a constant fraction of observations involving any particular location are adversarially corrupted. We also prove that the program exactly recovers Gaussian locations for d = 3 if the fraction of corrupted observations at each location is, up to poly‐logarithmic factors, at most a constant. Both of these recovery theorems are based on a set of deterministic conditions that we prove are sufficient for exact recovery. © 2017 Wiley Periodicals, Inc.     

A symmetry property for polyharmonic functions vanishing on equidistant hyperplanes

Let be a polyharmonic function of order N defined on the strip satisfying the growth condition (0.1) for and any compact subinterval K of , and suppose that vanishes on equidistant hyperplanes of the form for and Then it is shown that is odd at t ₀, i.e. that for . The second main result states that u is identically zero provided that u satisfies 0.1 and vanishes on 2N equidistant hyperplanes with distance c .     

Dissipative Euler Flows with Onsager‐Critical Spatial Regularity

For any ? > 0 we show the existence of continuous periodic weak solutions v of the Euler equations that do not conserve the kinetic energy and belong to the space ; namely, x ? v (x,t) is ??ε‐Hölder continuous in space at a.e. time t and the integral is finite. A well‐known open conjecture of L. Onsager claims that such solutions exist even in the class .© 2016 Wiley Periodicals, Inc.     

Ramsey Results for Cycle Spectra

Let denote the set of lengths of cycles of a graph G of order n and let denote the complement of G. We show that if , then contains all odd ? with and all even ? with , where and denote the maximum odd and the maximum even integer in , respectively. From this we deduce that the set contains at least integers, which is sharp.     

Smallest domination number and largest independence number of graphs and forests with given degree sequence

For a sequence d of nonnegative integers, let and be the sets of all graphs and forests with degree sequence d, respectively. Let , , , and where is the domination number and is the independence number of a graph G. Adapting results of Havel and Hakimi, Rao showed in 1979 that can be determined in polynomial time. We establish the existence of realizations with , and with and that have strong structural properties. This leads to an efficient algorithm to determine for every given degree sequence d with bounded entries as well as closed formulas for and .     

Enclosings of decompositions of complete multigraphs in 2‐factorizations

Let k, m, n, λ, and μ be positive integers. A decomposition of into edge‐disjoint subgraphs is said to be enclosed by a decomposition of into edge‐disjoint subgraphs if and, after a suitable labeling of the vertices in both graphs, is a subgraph of and is a subgraph of for all . In this paper, we continue the study of enclosings of given decompositions by decompositions that consist of spanning subgraphs. A decomposition of a graph is a 2‐factorization if each subgraph is 2‐regular and spanning, and is Hamiltonian if each subgraph is a Hamiltonian cycle. We give necessary and sufficient conditions for the existence of a 2‐factorization of that encloses a given decomposition of whenever and . We also give necessary and sufficient conditions for the existence of a Hamiltonian decomposition of that encloses a given decomposition of whenever and either or and , or , , and .     

High degrees in random recursive trees

For , let T_n be a random recursive tree (RRT) on the vertex set . Let be the degree of vertex v in T_n, that is, the number of children of v in T_n. Devroye and Lu showed that the maximum degree Δ_n of T_n satisfies almost surely; Goh and Schmutz showed distributional convergence of along suitable subsequences. In this work we show how a version of Kingman's coalescent can be used to access much finer properties of the degree distribution in T_n. For any , let . Also, let be a Poisson point process on with rate function . We show that, up to lattice effects, the vectors converge weakly in distribution to . We also prove asymptotic normality of when slowly, and obtain precise asymptotics for when and is not too large. Our results recover and extends the previous distributional convergence results on maximal and near‐maximal degrees in RRT.