Half Space and Quarter Space Dirichlet Problems for the Partial Differential Equation

A customary, heuristic, method, by which the Poisson integral formula for the Dirichlet problem, for the half space, for Laplace's equation is obtained, involves Green's function, and Kelvin's method of images. Although this heuristic method leads one to guess the correct result, this Poisson formula still has to be verified directly, independently of the method by which it was arrived at, in order to be absolutely certain that a solution of the Dirichlet problem for the half space, for Laplace's equation, has been actually obtained. A similar heuristic method, as seems to be generally known, could be followed in solving the Dirichlet problem, for the half space, for the equation where is a real constant. However, in Part 1, a different, labor-saving, method is used to study Dirichlet problems for the equation. This method is essentially based on what Hadamard called the method of descent. Indeed, it is shown that he who has solved the half space Dirichlet problem for Laplace's equation has already solved the half space Dirichlet problem for the equation In Part 2, the solution formula for the quarter space Dirichlet problem for Laplace's equation is obtained from the Poisson integral formula for the half space Dirichlet problem for Laplace's equation. A representation theorem for harmonic functions in the quarter space is deduced. The method of descent is used, in Part 3, to obtain the solution formula for the quarter space Dirichlet problem for the equation by means of the solution formula for the quarter space Dirichlet problem for Laplace's equation. So that, indeed, it is also shown that he who has solved the quarter space Dirichlet problem for Laplace's equation has already solved the quarter space Dirichlet problem for the " equation" For the sake of completeness and clarity, and for the convenience of the reader, the appendix, at the end of Part 3, contains a detailed proof that the Poisson integral formula solves the half space Dirichlet problem for Laplace's equation. The Bibliography for Parts 1,2, 3 is to be found at the end of Part 1.     

Weak Pareto-optimal necessary conditions in a nondifferentiable multiobjective program on a Banach space

The nondifferentiable optimization theory with equality and inequality constraints is extended to a multiobjective program on a Banach space. We derive generalized conditions of the Fritz-John type given by Clarke's generalized gradient formula, which are necessary for weak Pareto-optimal solutions.     

On a lemma of bowen

We are concerned with the sets of quasi generic points in finite symbolic space. We estimate the sizes of the sets by the Billingsley dimension defined by Gibbs measures. A dimension formula of such set is given, which generalizes Bowen's result. An application is given to the level sets of Birkhoff average.     

Hobson's formula for Dunkl operators and its applications

We generalize classical Hobson's formula concerning partial derivatives of radial functions on a Euclidean space to a formula in the Dunkl analysis. As applications we give new simple proofs of known results involving Maxwell's representation of harmonic polynomials, Bochner–Hecke identity, Pizzetti formula for spherical mean, and Rodrigues formula for generalized Hermite polynomials.     

Adiabatic charge transport and the Kubo formula for Landau‐type Hamiltonians

The adiabatic charge transport is investigated in a two‐dimensional Landau model perturbed by a bounded potential at zero temperature. We show that if the Fermi level lies in a spectral gap, then in the adiabatic limit the accumulated excess Hall charge is given by the linear response Kubo‐?treda formula. The proof relies on the expansion of Nenciu, some generalized phase space estimates, and a bound on the speed of propagation. © 2004 Wiley Periodicals, Inc.     

Compact finite difference schemes of the time fractional Black-Scholes model

In this paper, three compact difference schemes for the time-fractional Black-Scholes model governing European option pricing are presented. Firstly, in order to obtain the fourth-order accuracy in space by applying the Pad\''{e} approximation, we eliminate the convection term of the B-S equation by an exponential transformation. Then the time fractional derivative is approximated by $L1$ formula, $L2 - 1_\sigma$ formula and $L1 - 2$ formula respectively, and three compact difference schemes with oders $O(\Delta t^{2-\alpha}+h ^4)$, $O(\Delta t^{2}+h ^4)$ and $O(\Delta t^{3-\alpha}+h ^4)$ are constructed. Finally, numerical example is carried out to verify the accuracy and effectiveness of proposed methods, and the comparisons of various schemes are given. The paper also provides numerical studies including the effect of fractional orders and the effect of different parameters on option price in time-fractional B-S model.     

The β-Extension of the Multivariable Lagrange Inversion Formula

We show that Gessel's combinatorial proof of the multivariable Lagrange inversion formula can be given a ,β-extension, which generalizes Foata and Zeilberger's, β-extension of MacMahon's master theorem. Moreover, we show that there is no need to use Jacobi's identity in the derivation of the Lagrange formula. Finally, combining Gessel's method and ours, we obtain a new proof of Jacobi's identity.     

Malliavin calculus for quantum stochastic processes

A Girsanov formula and an integration by parts formula are given for quantum stochastic processes on the Heisenberg-Weyl algebra and used to obtain sufficient conditions for their Wigner density in a given state to lie in the Sobolev space of order k.     

Ito formulas for Skorohod and Skorohod-Stratonovich integrals in the two-parameter case

We consider a two-parameter process X_z defined by the sum of multiple Skorohod integrals and ordinary Lebesgue integrals. A generalized Ito's formula is given. We also introduce a two-parameter analog of the SkorohodStratonovich integral and establish an Ito's formula in the Stratonovich form     

Prolate spheroidal wave functions,Sonine spaces,and the Riemann zeta function

In this paper we study underlying spaces associated with A. Connes? trace formula (see Connes (1999) [3], Li (2010) [14]). In particular the explicit formula in the theory of prime numbers is expressed as the trace of an operator acting on a Hilbert space, which is a direct sum of a Sonine space, the space of prolate spheroidal wave functions, and a variant of the space of prolate spheroidal wave functions. A formula is obtained for the orthogonal projection of the Hilbert space onto the Sonine space. A base is given for the variant space of the space of prolate spheroidal wave functions.     

On the lower bound for a class of harmonic functions in the half space

The main objective is to derive a lower bound from an upper one for harmonic functions in the half space, which extends a result of B. Y. Levin from dimension 2 to dimension n ≥ 2. To this end, we first generalize the Carleman's formula for harmonic functions in the half plane to higher dimensional half space, and then establish a Nevanlinna's representation for harmonic functions in the half sphere by using Hörmander's theorem.     

An Expression for the Riemann Tensor of a Submanifold Given by a System of Equations in a Riemannian Space

We derive an expression for the Riemann tensor of a submanifold given implicitly by a system of independent equations in a Riemannian space. In particular, we prove a formula for the internal curvature of a two-surface in a three-dimensional Riemannian space. Some applications of the formula are given.     

Boundary Relations and Generalized Resolvents of Symmetric Operators in Krein Spaces

The classical Krein-Naimark formula establishes a one-to-one correspondence between the generalized resolvents of a closed symmetric operator in a Hilbert space and the class of Nevanlinna families in a parameter space. Recently it was shown by V.A. Derkach, S. Hassi, M.M. Malamud and H.S.V. de Snoo that these parameter families can be interpreted as so-called Weyl families of boundary relations, and a new proof of the Krein-Naimark formula in the Hilbert space setting was given with the help of a coupling method. The main objective of this paper is to adapt the notion of boundary relations and their Weyl families to the Krein space case and to prove some variants of the Krein-Naimark formula in an indefinite setting.      

Weighted approximation by triginometric sums and the Carleman-Golusin-Krylov formula

An explicit formula is given yielding linear combinations of harmonics with negative frequencies approximating a prescribed harmonic with a positive frequency in a weighted space L²(h). The formula is based on the Carleman-Krylov-Goluzin interpolation formula. Bibliography: 12 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 206, 1993, pp. 5–14. Translated by V. P. Khavin.     

Projective Generalizations of Lelieuvre's Formula

Generalizations of the classical affine Lelieuvre's formula to surfaces in projective three-dimensional space and to hypersurfaces in multi-dimensional projective space are given. A discrete version of the projective Lelieuvre's formula is presented too.     

The Green polynomials via vertex operators

An iterative formula for the Green polynomial is given using the vertex operator realization of the Hall-Littlewood function. Based on this, (1) a general combinatorial formula of the Green polynomial is given; (2) several compact formulas are given for Green's polynomials associated with upper partitions of length ≤3 and the diagonal lengths ≤3; (3) a Murnaghan-Nakayama type formula for the Green polynomial is obtained; and (4) an iterative formula is derived for the bitrace of the finite general linear group G and the Iwahori-Hecke algebra of type A on the permutation module of G by its Borel subgroup.     

Hyperbolic euler formula in the n-dimensional Minkowski space

In this paper, the properties ofn-dimensional Minkowski space discussed by using Clifford algebra. The hyperbolic Euler formula is given inn-dimensional Minkowski space.     

A Cauchy's Integral Formula for Functions with Values in a Universal Clifford Algebra and its Applications

In this paper, we obtain Cauchy's integral formula on certain distinguished boundary for functions with values in a universal Clifford algebra, which is similar to the classical Cauchy's integral formula on the distinguished boundary of polycylinder for several complex variables. By using it, both the mean value theorem and the maximum modulus theorem are given.     

Phase space Feynman path integrals via piecewise bicharacteristic paths and their semiclassical approximations

We give a fairly general class of functionals for which the phase space Feynman path integrals have a mathematically rigorous meaning. More precisely, for any functional belonging to our class, the time slicing approximation of the phase space path integral converges uniformly on compact subsets of the phase space. Our class of functionals is rich because it is closed under addition and multiplication. The interchange of the order with the Riemann integrals, the interchange of the order with a limit and the perturbation expansion formula hold in the phase space path integrals. The use of piecewise bicharacteristic paths naturally leads us to the semiclassical approximation on the phase space.     

一个新的涉及一个多重可变上限函数和一个部分和的半离散Hilbert型不等式

应用权函数的方法,Euler-Maclaurin求和公式,Abel部分求和公式及实分析技巧,求出了一个新的涉及一个多重可变上限函数和一个部分和的半离散Hilbert型不等式.作为应用,考虑了特殊参数下不等式中最佳常数因子联系多参数的等价条件及一些特殊不等式.