Equilibria and fixed points of set-valued maps with nonconvex and noncompact domains and ranges

Let C$C$ be a nonempty subset of a topological vector space E$E$. We state and prove new various fixed point theorems of Fan–Browder type for set-valued maps F:C→2^E$F:C\to 2^E$ such that C⊂F(C)$C\subset F\left(C\right)$ (called expansive), without assuming that the sets C$C$ and F(C)$F\left(C\right)$ are convex or compact or equal, and E$E$ is Hausdorff. Let K$K$ be a convex subset of E$E$ and let C$C$ be a nonempty subset of K$K$. Our proofs use a technique based on the investigations of the images of maps and restated for maps f:C×K→R∪{−∞,+∞}$f:C\times K\to \mathbb{R}\cup \{-\infty ,+\infty \}$ of G.X.-Z. Yuan’s results concerning the existence of equilibrium points and minimax inequalities for maps f:K×K→R∪{−∞,+∞}$f:K\times K\to \mathbb{R}\cup \{-\infty ,+\infty \}$. Examples are provided.     

Cone isomorphisms and almost surjective operators

Let E$E$ be a Banach lattice and F$F$ a Banach space. A bounded linear operator T:E→F$T:E\to F$ is an isomorphism on the positive cone of E$E$ if and only if T^∗$T^{\ast }$ is almost surjective. A dual version of this theorem holds also. A bounded linear operator T:F→E$T:F\to E$ is almost surjective if and only if T^∗$T^{\ast }$ is an isomorphism on the positive cone of F^∗$F^{\ast }$.     

Boundedness of extremal solutions in dimension 4

In this paper we establish the boundedness of the extremal solution u^∗$u^{\ast }$ in dimension N=4$N=4$ of the semilinear elliptic equation −Δu=λf(u)$-\Delta u=\lambda f\left(u\right)$, in a general smooth bounded domain Ω⊂R^N$\Omega \subset {\mathbb{R}}^N$, with Dirichlet data u_|∂Ω=0$u{|}_{\partial \Omega }=0$, where f$f$ is a C¹$C^1$ positive, nondecreasing and convex function in [0,∞)$[0,\infty )$ such that f(s)/s→∞$f\left(s\right)/s\to \infty$ as s→∞$s\to \infty$.     

Unilateral small deviations of processes related to the fractional Brownian motion

Let x(s)$x\left(s\right)$, s∈R^d$s\in R^d$ be a Gaussian self-similar random process of index H$H$. We consider the problem of log-asymptotics for the probability _pT$p_T$ that x(s)$x\left(s\right)$, x(0)=0$x\left(0\right)=0$ does not exceed a fixed level in a star-shaped expanding domain T⋅Δ$T\cdot \Delta$ as T→∞$T\to \infty$. We solve the problem of the existence of the limit, θ?lim(−log_pT)/(logT)^D$\theta ?lim(-log{p}_T)/{(logT)}^D$, T→∞$T\to \infty$, for the fractional Brownian sheet x(s)$x\left(s\right)$, s∈[0,T]²$s\in {[0,T]}^2$ when D=2$D=2$, and we estimate θ$\theta$ for the integrated fractional Brownian motion when D=1$D=1$.     

Two remarks on frequent hypercyclicity

We show that if T:X→X$T:X\to X$ is a continuous linear operator on an F$F$-space X≠{0}$X\ne \left\{0\right\}$, then the set of frequently hypercyclic vectors of T$T$ is of first category in X$X$, and this answers a question of A. Bonilla and K.-G. Grosse-Erdmann. We also show that if T:X→X$T:X\to X$ is a bounded linear operator on a Banach space X≠{0}$X\ne \left\{0\right\}$ and if T$T$ is frequently hypercyclic (or, more generally, syndetically transitive), then the T^∗$T^{\ast }$-orbit of every non-zero element of X^∗$X^{\ast }$ is bounded away from 0, and in particular T^∗$T^{\ast }$ is not hypercyclic.     

Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234

Recent optimal scaling theory has produced a condition for the asymptotically optimal acceptance rate of Metropolis algorithms to be the well-known 0.234 when applied to certain multi-dimensional target distributions. These d$d$-dimensional target distributions are formed of independent components, each of which is scaled according to its own function of d$d$. We show that when the condition is not met the limiting process of the algorithm is altered, yielding an asymptotically optimal acceptance rate which might drastically differ from the usual 0.234. Specifically, we prove that as d→∞$d\to \infty$ the sequence of stochastic processes formed by say the i^∗$i^{\ast }$th component of each Markov chain usually converges to a Langevin diffusion process with a new speed measure υ$\upsilon$, except in particular cases where it converges to a one-dimensional Metropolis algorithm with acceptance rule α^∗${\alpha }^{\ast }$. We also discuss the use of inhomogeneous proposals, which might prove to be essential in specific cases.     

A limit theorem for the time of ruin in a Gaussian ruin problem

For certain Gaussian processes X(t)$X\left(t\right)$ with trend −ct^β$-c{t}^{\beta }$ and variance V²(t)$V^2\left(t\right)$, the ruin time is analyzed where the ruin time is defined as the first time point t$t$ such that X(t)−ct^β≥u$X\left(t\right)-c{t}^{\beta }\ge u$. The ruin time is of interest in finance and actuarial subjects. But the ruin time is also of interest in other applications, e.g. in telecommunications where it indicates the first time of an overflow. We derive the asymptotic distribution of the ruin time as u→∞$u\to \infty$ showing that the limiting distribution depends on the parameters β$\beta$, V(t)$V\left(t\right)$ and the correlation function of X(t)$X\left(t\right)$.     

On the length of an external branch in the Beta-coalescent

In this paper, we consider Beta(2−α,α)$(2-\alpha ,\alpha )$ (with 1<α<2$1<\alpha <2$) and related Λ$\Lambda$-coalescents. If T⁽ⁿ⁾$T^{\left(n\right)}$ denotes the length of a randomly chosen external branch of the n$n$-coalescent, we prove the convergence of n^α−1T⁽ⁿ⁾$n^{\alpha -1}{T}^{\left(n\right)}$ when n$n$ tends to ∞$\infty$, and give the limit. To this aim, we give asymptotics for the number σ⁽ⁿ⁾${\sigma }^{\left(n\right)}$ of collisions which occur in the n$n$-coalescent until the end of the chosen external branch, and for the block counting process associated with the n$n$-coalescent.     

Estimation for stochastic differential equations with a small diffusion coefficient

We consider a multidimensional diffusion X$X$ with drift coefficient b(_Xt,α)$b(X_t,\alpha )$ and diffusion coefficient εa(_Xt,β)$\epsilon a(X_t,\beta )$ where α$\alpha$ and β$\beta$ are two unknown parameters, while ε$\epsilon$ is known. For a high frequency sample of observations of the diffusion at the time points k/n$k/n$, k=1,…,n$k=1,\dots ,n$, we propose a class of contrast functions and thus obtain estimators of (α,β)$(\alpha ,\beta )$. The estimators are shown to be consistent and asymptotically normal when n→∞$n\to \infty$ and ε→0$\epsilon \to 0$ in such a way that ε⁻¹n^−ρ${\epsilon }^{-1}{n}^{-\rho }$ remains bounded for some ρ>0$\rho >0$. The main focus is on the construction of explicit contrast functions, but it is noted that the theory covers quadratic martingale estimating functions as a special case. In a simulation study we consider the finite sample behaviour and the applicability to a financial model of an estimator obtained from a simple explicit contrast function.     

An extension of Draghicescu’s fast tree-code algorithm to the vortex method on a sphere

A fast and accurate algorithm to compute interactions between N$N$ point vortices and between N$N$ vortex blobs on a sphere is proposed. It is an extension of the fast tree-code algorithm developed by Draghicescu for the vortex method in the plane. When we choose numerical parameters in the fast algorithm suitably, the computational cost of O(N²)$O\left(N^2\right)$ is reduced to O(N(logN)⁴)$O\left(N{(logN)}^4\right)$ and the approximation error decreases like O(1/N)$O(1/N)$ when N→∞$N\to \infty$, as demonstrated in the present article. We also apply the fast method to long-time evolution of two vortex sheets on the sphere to see the efficiency. A key point is to describe the equation of motion for the N$N$ points in the three-dimensional Cartesian coordinates.     

A note on Schweizer–Smital chaos

In this paper, we consider a continuous map f:X→X$f:X\to X$, where X$X$ is a compact metric space, and prove that for any positive integer N$N$, f$f$ is Schweizer–Smital chaotic if and only if f^N$f^N$ is too.     

From homogenization to averaging in cellular flows

We consider an elliptic eigenvalue problem with a fast cellular flow of amplitude A  , in a two-dimensional domain with L²$L^2$ cells. For fixed A  , and L→∞$L\to \infty$, the problem homogenizes, and has been well studied. Also well studied is the limit when L   is fixed, and A→∞$A\to \infty$. In this case the solution equilibrates along stream lines.     

Iterative approximation of solutions of nonlinear equations of Hammerstein type

Suppose X$X$ is a real q$q$-uniformly smooth Banach space and F,K:X→X$F,K:X\to X$ are Lipschitz ?$?$-strongly accretive maps with D(K)=F(X)=X$D\left(K\right)=F\left(X\right)=X$. Let u^∗$u^{\ast }$ denote the unique solution of the Hammerstein equation u+KFu=0$u+KFu=0$. An iteration process recently introduced by Chidume and Zegeye is shown to converge strongly to u^∗$u^{\ast }$. No invertibility assumption is imposed on K$K$ and the operators K$K$ and F$F$ need not be defined on compact subsets of X$X$. Furthermore, our new technique of proof is of independent interest. Finally, some interesting open questions are included.     

A boundary blow-up elliptic problem with an inhomogeneous term

By a perturbation method and constructing comparison functions, we reveal how the inhomogeneous term h$h$ affects the exact asymptotic behaviour of solutions near the boundary to the problem △u=b(x)g(u)+λh(x)$△u=b\left(x\right)g\left(u\right)+\lambda h\left(x\right)$, u>0$u>0$ in Ω$\Omega$, u_|∂Ω=∞$u{|}_{\partial \Omega }=\infty$, where Ω$\Omega$ is a bounded domain with smooth boundary in R^N${\mathbb{R}}^N$, λ>0$\lambda >0$, g∈C¹[0,∞)$g\in C^1[0,\infty )$ is increasing on [0,∞)$[0,\infty )$, g(0)=0$g\left(0\right)=0$, g^′$g^{\prime }$ is regularly varying at infinity with positive index ρ$\rho$, the weight b$b$, which is non-trivial and non-negative in Ω$\Omega$, may be vanishing on the boundary, and the inhomogeneous term h$h$ is non-negative in Ω$\Omega$ and may be singular on the boundary.     

Random walk in a high density dynamic random environment

The goal of this note is to prove a law of large numbers for the empirical speed of a green particle that performs a random walk on top of a field of red particles which themselves perform independent simple random walks on Z^d${\mathbb{Z}}^d$, d≥1$d\ge 1$. The red particles jump at rate 1 and are in a Poisson equilibrium with density μ$\mu$. The green particle also jumps at rate 1, but uses different transition kernels p^′$p^{\prime }$ and p^″$p^{″}$ depending on whether it sees a red particle or not. It is shown that, in the limit as μ→∞$\mu \to \infty$, the speed of the green particle tends to the average jump under p^′$p^{\prime }$. This result is far from surprising, but it is non-trivial to prove. The proof that is given in this note is based on techniques that were developed in Kesten and Sidoravicius (2005) to deal with spread-of-infection models. The main difficulty is that, due to particle conservation, space–time correlations in the field of red particles decay slowly. This places the problem in a class of random walks in dynamic random environments for which scaling laws are hard to obtain.     

On the sum of two closed subspaces

If U,V$U,V$ are closed subspaces of a Fréchet space, then E$E$ is the direct sum of U$U$ and V$V$ if and only if E^′$E^{\prime }$ is the algebraic direct sum of the annihilators U^°$U^{°}$ and V^°$V^{°}$. We provide a simple proof of this (possibly well-known) result.     

Approximation of solutions of Hammerstein equations with bounded strongly accretive nonlinear operators

Suppose X$X$ is a real q$q$-uniformly smooth Banach space and F,K:X→X$F,K:X\to X$ are bounded strongly accretive maps with D(K)=F(X)=X$D\left(K\right)=F\left(X\right)=X$. Let u^∗$u^{\ast }$ denote the unique solution of the Hammerstein equation u+KFu=0$u+KFu=0$. A new explicit coupled iteration process is shown to converge strongly to u^∗$u^{\ast }$. No invertibility assumption is imposed on K$K$ and the operators K$K$ and F$F$ need not be defined on compact subsets of X$X$. Furthermore, our new technique of proof is of independent interest. Finally, some interesting open questions are included.     

A Liouville-type theorem and the decay of radial solutions of a semilinear heat equation

We consider the semilinear parabolic equation _ut=Δu+u^p$u_t=\mathrm{\Delta }u+u^p$ on R^N${\mathbb{R}}^N$, where the power nonlinearity is subcritical. We first address the question of existence of entire solutions, that is, solutions defined for all x∈R^N$x\in {\mathbb{R}}^N$ and t∈R$t\in \mathbb{R}$. Our main result asserts that there are no positive radially symmetric bounded entire solutions. Then we consider radial solutions of the Cauchy problem. We show that if such a solution is global, that is, defined for all t?0$t?0$, then it necessarily converges to 0, as t→∞$t\to \infty$, uniformly with respect to x∈R^N$x\in {\mathbb{R}}^N$.     

Weighted dispersive estimates for two-dimensional Schrödinger operators with Aharonov–Bohm magnetic field

We consider two-dimensional Schrödinger operators H   with an Aharonov–Bohm magnetic field and an additional electric potential. We obtain an explicit leading term of the asymptotic expansion of the unitary group e^−itH$e^{-itH}$ for t→∞$t\to \infty$ in weighted L²$L^2$-spaces. In particular, we show that the magnetic field improves the decay of e^−itH$e^{-itH}$ with respect to the unitary group of non-magnetic Schrödinger operators, and that the decay rate in time is determined by the magnetic flux.