Arithmetic partial differential equations, I

We develop an arithmetic analogue of linear partial differential equations in two independent “space-time” variables. The spatial derivative is a Fermat quotient operator, while the time derivative is the usual derivation. This allows us to “flow” integers or, more generally, points on algebraic groups with coordinates in rings with arithmetic flavor. In particular, we show that elliptic curves carry certain canonical “arithmetic flows” that are arithmetic analogues of the convection, heat, and wave equations, respectively. The same is true for the additive and the multiplicative group.     

Isogeny formulas for the Picard modular form and a three terms arithmetic geometric mean

In this paper we study the Picard modular forms and show a new three terms arithmetic geometric mean (AGM) system. This AGM system is expressed via the Appell hypergeometric function of two variables. The Picard modular forms are expressed via the theta constants, and they give the modular function for the family of Picard curves. Our theta constants are “Neben type” modular forms of weight 1 defined on the complex 2-dimensional hyperball with respect to an index finite subgroup of the Picard modular group. We define a simultaneous 3-isogeny for the family of Jacobian varieties of Picard curves. Our main theorem shows the explicit relations between two systems of theta constants which are corresponding to isogenous Jacobian varieties. This relation induces a new three terms AGM which is a generalization of Borweins' cubic AGM.     

Comparison results for nonlinear degenerate Dirichlet and Neumann problems with general growth in the gradient

This paper deals with both Dirichlet and Neumann problems for a class of nonlinear degenerate elliptic equations with general growth in the gradient. First, we give an existence result of a spherically symmetric solution to the “symmetrized” problems with data depending only on the radials. Second, we prove that the solutions of the original problems can be compared, under a rearrangement, with the solutions of the “symmetrized” problems.     

On some of Ramanujan's Schläfli-type “mixed” modular equations

We give elementary proofs of seven Schläfli-type “mixed” modular equations recorded by Ramanujan on p. 86 of his first notebook. Previously, these equations were proved by Berndt by using the theory of modular forms. In the process, we also found three new Schläfli-type mixed modular equations of the same nature.     

Well-posedness of higher-order Camassa-Holm equations

We consider higher-order Camassa-Holm equations describing exponential curves of the manifold of smooth orientation-preserving diffeomorphisms of the unit circle in the plane. We establish the existence of global weak solutions. We also present some invariant spaces under the action of the equation. Moreover, we prove a “weak equals strong” uniqueness result.     

Analytical solutions to Fisher’s equation with time-variable coefficients

This paper provides analytical solutions to the generalized Fisher equation with a class of time varying diffusion coefficients. To accomplish this we use the Painlevé property for partial differential equations as defined by Weiss in 1983 in “The Painlevé property for partial-differential equations”. This was first done for the variable coefficient Fisher’s equation by Ö?ün and Kart in 2007; we build on this work, finding additional solutions with a weaker restriction on the trial solution. We also use the same technique to find solutions to Fisher’s equation with time-dependent coefficients for both diffusion and nonlinear terms. Lastly we compute specific solutions to illustrate their behaviors.     

On the oscillatory behavior of certain arithmetic functions associated with automorphic forms

We establish the oscillatory behavior of several significant classes of arithmetic functions that arise (at least presumably) in the study of automorphic forms. Specifically, we examine general L-functions conjectured to satisfy the Grand Riemann Hypothesis, Dirichlet series associated with classical entire forms of real weight and multiplier system, Rankin-Selberg convolutions (both “naive” and “modified”), and spinor zeta-functions of Hecke eigenforms on the Siegel modular group of genus two. For the second class we extend results obtained previously and jointly by M. Knopp, W. Kohnen, and the author, whereas for the fourth class we provide a new proof of a relatively recent result of W. Kohnen.     

An uncertainty principle for function fields

In a recent paper, Granville and Soundararajan (2007) [5] proved an “uncertainty principle” for arithmetic sequences, which limits the extent to which such sequences can be well-distributed in both short intervals and arithmetic progressions. In the present paper we follow the methods of Granville and Soundararajan (2007) [5] and prove that a similar phenomenon holds in Fq[t].     

Alexandroff-Bakelman-Pucci estimate and Harnack inequality for degenerate/singular fully non-linear elliptic equations

In this paper, we study fully non-linear elliptic equations in non-divergence form which can be degenerate or singular when “the gradient is small”. Typical examples are either equations involving the m-Laplace operator or Bellman-Isaacs equations from stochastic control problems. We establish an Alexandroff-Bakelman-Pucci estimate and we prove a Harnack inequality for viscosity solutions of such non-linear elliptic equations.     

Long time behavior for the weakly damped driven long-wave-short-wave resonance equations

In this paper, we consider the Cauchy problem of the long-wave-short-wave resonance equations. By making use of a Strichartz-type inequality for the solutions, decomposing suitably the solution semigroup into a decay parts and a more regular parts, and ruling out the “vanishing” and “dichotomy” of the solutions, we prove the existence of the global attractor and the asymptotic smoothing effect of the solutions.     

Existence of solutions to a new model of biological pattern formation

In this paper we study the existence of classical solutions to a new model of skeletal development in the vertebrate limb. The model incorporates a general term describing adhesion interaction between cells and fibronectin, an extracellular matrix molecule secreted by the cells, as well as two secreted, diffusible regulators of fibronectin production, the positively-acting differentiation factor (“activator”) TGF-β, and a negatively-acting factor (“inhibitor”). Together, these terms constitute a pattern forming system of equations. We analyze the conditions guaranteeing that smooth solutions exist globally in time. We prove that these conditions can be significantly relaxed if we add a diffusion term to the equation describing the evolution of fibronectin.     

Ergodic BSDEs under weak dissipative assumptions

In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in Fuhrman et al. (2009) [12]. In other words we do not need to require the uniform exponential decay of the difference of two solutions of the underlying forward equation, which, on the contrary, is assumed to be non-degenerate.We show the existence of solutions by the use of coupling estimates for a non-degenerate forward stochastic differential equation with bounded measurable nonlinearity. Moreover we prove the uniqueness of “Markovian” solutions by exploiting the recurrence of the same class of forward equations.Applications are then given for the optimal ergodic control of stochastic partial differential equations and to the associated ergodic Hamilton-Jacobi-Bellman equations.     

Exchange lemmas 1: Deng's lemma

Deng's lemma gives estimates on the behavior of solutions of ordinary differential equations in the neighborhood of a partially hyperbolic equilibrium. We prove a generalization in which “partially hyperbolic equilibrium” is replaced by “normally hyperbolic invariant manifold.”     

A generalization of Vinograd's theorem for dynamical systems

The theory of dynamical systems has been expanded by the introduction of local dynamical systems [10, 4, 9] and local semidynamical systems [1]. Using integral curves of autonomous ordinary differential equations to illustrate these generalizations, we find that, roughly, the integral curves form a local dynamical system if solutions exist and are unique without requiring existence for all time, and the integral curves form a local semidynamical system if solutions exist and are unique in the positive sense but need not exist for all positive time. In addition to autonomous ordinary differential equations, the enlarged theory of dynamical systems has applications to nonautonomous ordinary differential equations, certain partial differential equations, functional differential equations, and Volterra Integral equations [9, 1, 2, 8], respectively. All of these have metric phase spaces. Since many dynamic considerations are invariant to reparameterizations, it is of interest to known when a local dynamical (or semidynamical) system can be reparameterized to yield a “global” dynamical (or semidynamical) system. For autonomous ordinary differential equations, Vinograd [7] has shown that the local dynamical system on an open subset ofRⁿ formed by integral curves is isomorphic (in the sense of Nemytskii and Stepanov) to a global dynamical system. In an extensive study of isomorphisms, Ura [12] has expanded the Gottschalk-Hedlund notion of an isomorphism and restated Vinograd's result in terms of a reparameterization. In this paper we study the problem of finding a global dynamical (or semidynamical) system which is isomorphic to a given local system. A necessary and sufficient condition is found which is then used to show that the Vinograd result holds on metric spaces.     

On a non-linear wave equation and the control of an elastic string from one equilibrium location to another

This paper concerns a non-linear system of wave equations describing the motion in space of an elastic string. We derive the equations, determine the equilibrium solutions and, using the methods of quasilinear hyperbolic systems, prove that the natural initial, boundary value problem has classical solutions existing in neighbourhoods of the “stretched” equilibrium solutions. We then prove that the positions of the endpoints of the string can be controlled in such a way that the string moves from an equilibrium in one location to an equilibrium in another location.     

Linear equations and heights over division algebras

We make a start on the investigation of “small” solutions to systems of homogeneous linear equations over non-commutative division algebras. In this paper we prove some upper and lower bounds for the sizes of solutions to such systems. To measure solutions and coefficient matrices we define heights which satisfy natural invariance and finiteness properties.     

Global attractor for the Navier–Stokes equations with the heat convection in a cylindrical pipe

Global existence of regular solutions to the Navier–Stokes equations coupled with the heat convection in a cylindrical pipe has already been shown. In this paper, we prove the existence of the global attractor to the equations and convergence of their solutions to a stationary one. Copyright © 2012 John Wiley & Sons, Ltd.     

Homological symbols and the Quillen conjecture

We formulate a “correct” version of the Quillen conjecture on linear group homology for certain arithmetic rings and provide evidence for the new conjecture. In this way we predict that the linear group homology has a direct summand looking like an unstable form of Milnor K-theory and we call this new theory “homological symbols algebra”. As a byproduct, we prove the Quillen conjecture in homological degree two for the rank two and the prime 5.     

Construction of strong solutions of SDE's via Malliavin calculus

In this paper we develop a new method for the construction of strong solutions of stochastic equations with discontinuous coefficients. We illustrate this approach by studying stochastic differential equations driven by the Wiener process. Using Malliavin calculus we derive the result of A.K. Zvonkin (1974) [31] for bounded and measurable drift coefficients as a special case of our analysis of SDE's. Moreover, our approach yields the important insight that the solutions obtained by Zvonkin are even Malliavin differentiable. The latter indicates that the “nature” of strong solutions of SDE's is tightly linked to the property of Malliavin differentiability. We also stress that our method does not involve a pathwise uniqueness argument but provides a direct construction of strong solutions.     

Differential eigenforms

The aim of this paper is to show how differential characters of Abelian varieties (in the sense of [A. Buium, Differential characters of Abelian varieties over p-adic fields, Invent. Math. 122 (1995) 309-340]) can be used to construct differential modular forms of weight 0 and order 2 (in the sense of [A. Buium, Differential modular forms, Crelle J. 520 (2000) 95-167]) which are eigenvectors of Hecke operators. These differential modular forms will have “essentially the same” eigenvalues as certain classical complex eigenforms of weight 2 (and order 0).