Connecting orbits of Lagrangian systems in a nonstationary force field

We study connecting orbits of a natural Lagrangian system defined on a complete Riemannian manifold subjected to the action of a nonstationary force field with potential U(q, t) = f(t)V(q). It is assumed that the factor f(t) tends to ∞ as t→±∞ and vanishes at a unique point t ₀ ∈ ?. Let X ₊, X _? denote the sets of isolated critical points of V (x) at which U(x, t) as a function of x distinguishes its maximum for any fixed t > t ₀ and t < t ₀, respectively. Under nondegeneracy conditions on points of X _± we prove the existence of infinitely many doubly asymptotic trajectories connecting X _? and X ₊.     

Normal functions and a class of associated boundary functions

Letμ′ be the family of non-empty closed subsets of the Riemann sphere and Λ the family of continuous curves λ with values in the unit disk and lim _t→1 |λ(t)|=1. A meromorphic functionf in |z|<1 induces a mapping\(\hat f\) from Λ intoμ′ by setting\(\hat f\left( \lambda \right)\) equal to the cluster set off on λ. The authors show that if\(\hat f\) is continuous then existence of an asymptotic value ate ^iθ implies the existence of an angular limit. Further if the spherical derivative off iso(1/(1?|z|)) then\(\hat f\) is constant on every open disk in the space Λ.     

On decompositions of trigonometric polynomials

Let R _t [θ] be the ring generated over R by cosθ and sinθ, and R _t (θ) be its quotient field. In this paper we study the ways in which an element p of R _t [θ] can be decomposed into a composition of functions of the form p = R ? q, where R ∈ R(x) and q ∈ R _t (θ). In particular, we describe all possible solutions of the functional equation R ₁ ? q ₁ = R ₂ ? q ₂, where R ₁,R ₂ ∈ R[x] and q ₁, q ₂ ∈ R _t [θ].     

On the existence of strips inside domains convex in one direction

A plane domain Ω is convex in the positive direction if for every ω ∈ Ω, the entire half-line {ω + t: t ≥ 0} is contained in Ω. Suppose that h maps the unit disk onto such a domain Ω with the normalization h(0) = 0 and lim_t→∞h^?1(h(z) + t) = 1. We show that if ∠lim_z→?1 Re h(z) = ?∞ and ∠lim_z→?1(1 + z)h′(z) = ν ∈ (0, +∞), then Ω contains a maximal horizontal strip of width πν. We also prove a converse statement. These results provide a solution to a problem posed by Elin and Shoikhet in connection with semigroups of holomorphic functions.     

Malliavin Calculus Approach to Statistical Inference for Lévy Driven SDE’s

By means of the Malliavin calculus, integral representations for the likelihood function and for the derivative of the log-likelihood function are given for a model based on discrete time observations of the solution to equation dX _t = a _θ (X _t )dt + dZ _t with a Lévy process Z. Using these representations, regularity of the statistical experiment and the Cramer-Rao inequality are proved.     

Multiple recurrence and convergence for hardy sequences of polynomial growth

We study the limiting behavior of multiple ergodic averages involving sequences of integers that satisfy some regularity conditions and have polynomial growth. We show that for “typical” choices of Hardy field functions a(t) with polynomial growth, the averages

${1 \over N}\sum\nolimits_{n = 1}^N {{f_1}({T^{[a(n)]}}x) \cdots {f_\ell }({T^{\ell [a(n)]}}x)} $

converge in mean and we determine their limit. For example, this is the case if a(t) = t ^3/2, t log t, or t ² + (log t)². Furthermore, if {a ₁(t), …, a _? (t)} is a “typical” family of logarithmico-exponential functions of polynomial growth, then for every ergodic system, the averages

${1 \over N}\sum\nolimits_{n = 1}^N {{f_1}({T^{[{a_1}(n)]}}x) \cdots {f_\ell }({T^{[{a_\ell }(n)]}}x)} $

converge in mean to the product of the integrals of the corresponding functions. For example, this is the case if the functions a _i (t) are given by different positive fractional powers of t. We deduce several results in combinatorics. We show that if a(t) is a non-polynomial Hardy field function with polynomial growth, then every set of integers with positive upper density contains arithmetic progressions of the form {m,m + [a(n)], …, m + ?[a(n)]}. Under suitable assumptions, we get a related result concerning patterns of the form {m,m + [a ₁(n)], …,m + [a _? (n)]}.

     

On an approach to the analysis of asymptotic properties of solutions of first-order ordinary delay differential equations

For the first-order ordinary delay differential equation

$$u'(t) + p(t)u(r(t)) = 0,$$

where p ∈ L _loc(?₊; ?₊), τ ∈ C(?₊; ?₊), τ(t) ≤ t for t ∈ ?₊, lim_t→+∞ τ(t) = +∞, and ?₊:= [0, ∞), we obtain new criteria for the existence of sign-definite and oscillating solutions, thus generalizing some earlier-known results.

     

Inverse problem with nonlocal observation of finding the coefficient multiplying <Emphasis Type="Italic">u</Emphasis> <Subscript> <Emphasis Type="Italic">t</Emphasis> </Subscript> in the parabolic equation

We study the inverse problem of the reconstruction of the coefficient ?(x, t) = ?⁰(x, t) + r(x) multiplying u_t in a nonstationary parabolic equation. Here ?⁰(x, t) ≥ ?⁰ > 0 is a given function, and r(x) ≥ 0 is an unknown function of the class L_∞(Ω). In addition to the initial and boundary conditions (the data of the direct problem), we pose the problem of nonlocal observation in the form ∫₀^Tu(x, t) dμ(t) = χ(x) with a known measure dμ(t) and a function χ(x). We separately consider the case dμ(t) = ω(t)dt of integral observation with a smooth function ω(t). We obtain sufficient conditions for the existence and uniqueness of the solution of the inverse problem, which have the form of ready-to-verify inequalities. We suggest an iterative procedure for finding the solution and prove its convergence. Examples of particular inverse problems for which the assumptions of our theorems hold are presented.     

Asymptotic behavior of the maximal zero of a polynomial orthogonal on a segment with a nonclassical weight

Let {p _n (t)} _n=0 ^t8 be a system of algebraic polynomials orthonormal on the segment [?1, 1] with a weight p(t); let {x _n,ν ^(p) } _ν=1 ⁿ be zeros of a polynomial p _n (t) (x _x,ν ^(p) = cosθ _n,ν ^(p) ; 0 < θ _n,1 ^(p) < θ _n,2 ^(p) < ... < θ _n,n ^(p) < π). It is known that, for a wide class of weights p(t) containing the Jacobi weight, the quantities θ _n,1 ^(p) and 1 ? x _n,1 ^(p) coincide in order with n ^?1 and n ^?2, respectively. In the present paper, we prove that, if the weight p(t) has the form p(t) = 4(1 ? t ²)^?1{ln²[(1 + t)/(1 ? t)] + π ²}^?1, then the following asymptotic formulas are valid as n → ∞:

$$\theta _{n,1}^{(p)} = \frac{{\sqrt 2 }}{{n\sqrt {\ln (n + 1)} }}\left[ {1 + {\rm O}\left( {\frac{1}{{\ln (n + 1)}}} \right)} \right],x_{n,1}^{(p)} = 1 - \left( {\frac{1}{{n^2 \ln (n + 1)}}} \right) + O\left( {\frac{1}{{n^2 \ln ^2 (n + 1)}}} \right).$$

     

Estimation Problems for Periodically Correlated Isotropic Random Fields

Spectral theory of isotropic random fields in Euclidean space developed by M. I. Yadrenko is exploited to find a solution to the problem of optimal linear estimation of the functional

$$ A\zeta ={\sum\limits_{t=0}^{\infty}}\,\,\,{\int_{S_n}} \,\,a(t,x)\zeta (t,x)\,m_n(dx) $$

which depends on unknown values of a periodically correlated (cyclostationary with period T) with respect to time isotropic on the sphere S _n in Euclidean space E ⁿ random field ζ(t, x), t?∈?Z, x?∈?S _n . Estimates are based on observations of the field ζ(t, x)?+?θ(t, x) at points (t, x), t?=???1,???2, ..., x?∈?S _n , where θ(t, x) is an uncorrelated with ζ(t, x) periodically correlated with respect to time isotropic on the sphere S _n random field. Formulas for computing the value of the mean-square error and the spectral characteristic of the optimal linear estimate of the functional Aζ are obtained. The least favourable spectral densities and the minimax (robust) spectral characteristics of the optimal estimates of the functional Aζ are determined for some special classes of spectral densities.

     

Solvability of Mixed Problems for the Klein–Gordon–Fock Equation in the Class <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> for <Emphasis Type="Italic">p</Emphasis> ≥ 1

We prove that the mixed problem for the Klein–Gordon–Fock equation u _tt (x, t) ? u _xx (x, t) + au(x, t) = 0, where a ≥ 0, in the rectangle Q _T = [0 ≤ x ≤ l] × [0 ≤ t ≤ T] with zero initial conditions and with the boundary conditions u(0, t) = μ(t) ∈ L _p [0, T ], u(l, t) = 0, has a unique generalized solution u(x, t) in the class L _p (Q _T ) for p ≥ 1. We construct the solution in explicit analytic form.     

On perturbation theory for points of discrete spectrum of dissipative operator functions

We consider the operator function L(α, θ) = A(α) ? θR of two complex arguments, where A(α) is an analytic operator function defined in some neighborhood of a real point α ₀ ∈ ? and ranging in the space of bounded operators in a Hilbert space ?. We assume that A(α) is a dissipative operator for real α in a small neighborhood of the point α ₀ and R is a bounded positive operator; moreover, the point α ₀ is a normal eigenvalue of the operator function L(α, θ ₀) for some θ ₀ ∈ ?, and the number θ ₀ is a normal eigenvalue of the operator function L(α ₀ θ). We obtain analogs and generalizations of well-known results for self-adjoint operator functions A(α) on the decomposition of α- and θ-eigenvalues in neighborhoods of the points α ₀ and θ ₀, respectively, and on the representation of the corresponding eigenfunctions by series.     

Behavior of the Fourier–Walsh coefficients of a corrected function

We prove that, given a sequence {ak}_k=1^∞ with a_k ↓ 0 and {ak}_k=1^∞ ? l₂, reals 0 < ε < 1 and p ∈ [1, 2], and f ∈ L^p(0, 1), we can find f ∈ L^p(0, 1) with mes{f ≠ f < ε whose nonzero Fourier–Walsh coefficients c_k(f) are such that |c_k(f)| = a_k for k ∈ spec(f).     

Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model

We consider the stochastic volatility model d S _t = σ _t S _t d W _t ,d σ _t = ω σ _t d Z _t , with (W _t ,Z _t ) uncorrelated standard Brownian motions. This is a special case of the Hull-White and the β=1 (log-normal) SABR model, which are widely used in financial practice. We study the properties of this model, discretized in time under several applications of the Euler-Maruyama scheme, and point out that the resulting model has certain properties which are different from those of the continuous time model. We study the asymptotics of the time-discretized model in the n→∞ limit of a very large number of time steps of size τ, at fixed \(\beta =\frac 12\omega ^{2}\tau n^{2}\) and \(\rho ={\sigma _{0}^{2}}\tau \), and derive three results: i) almost sure limits, ii) fluctuation results, and iii) explicit expressions for growth rates (Lyapunov exponents) of the positive integer moments of S _t . Under the Euler-Maruyama discretization for (S _t ,logσ _t ), the Lyapunov exponents have a phase transition, which appears in numerical simulations of the model as a numerical explosion of the asset price moments. We derive criteria for the appearance of these explosions.     

On Singular Points of Meromorphic Functions Determined by Continued Fractions

It is shown that Leighton’s conjecture about singular points of meromorphic functions represented by C-fractions K^∞_n=1(a _n z ^αn /1) with exponents α₁, α₂,... tending to infinity, which was proved by Gonchar for a nondecreasing sequence of exponents, holds also for meromorphic functions represented by continued fractions K^∞_n=1(a _n A _n (z)/1), where A₁,A₂,... is a sequence of polynomials with limit distribution of zeros whose degrees tend to infinity.     

On multiple zeros of a partial theta function

We consider the partial theta function θ(q, x) := ∑_j=0^∞q^j(j+1)/2x^j, where x ∈ ? is a variable and q ∈ ?, 0 < |q| < 1, is a parameter. We show that, for any fixed q, if ζ is a multiple zero of the function θ(q, · ), then |ζ| ≤ 8¹¹.     

Phase transition for SIR model with random transition rates on complete graphs

We are concerned with the susceptible-infective-removed (SIR) model with random transition rates on complete graphs C _n with n vertices. We assign independent and identically distributed (i.i.d.) copies of a positive random variable ξ on each vertex as the recovery rates and i.i.d. copies of a positive random variable ρ on each edge as the edge infection weights. We assume that a susceptible vertex is infected by an infective one at rate proportional to the edge weight on the edge connecting these two vertices while an infective vertex becomes removed with rate equals the recovery rate on it, then we show that the model performs the following phase transition when at t = 0 one vertex is infective and others are susceptible. There exists λ _c > 0 such that when λ < λ _c ; the proportion r∞ of vertices which have ever been infective converges to 0 weakly as n → +∞ while when λ > λ _c ; there exist c(λ) > 0 and b(λ) > 0 such that for each n ≥ 1 with probability p ≥ b(λ); the proportion r_∞ ≥ c(λ): Furthermore, we prove that λ _c is the inverse of the production of the mean of ρ and the mean of the inverse of ξ.     

Martingale characterization of Pólya processes and sequences

It is proved that a mixed Poisson process ξ_t is a Pólya process if and only if there exists a nondegenerate linear transform ξ_t → η_t = a(t)ξ_t + b(t) such that η_t is a martingale. A similar result is valid for Pólya sequences.     

A Riemann-Hilbert Approach to the Chen-Lee-Liu Equation on the Half Line

In this paper, the Fokas unified method is used to analyze the initial-boundary value for the Chen- Lee-Liu equation

$i{\partial _t}u + {\partial_{xx}u - i |u{|^2}{\partial _x}u = 0}$

on the half line (?∞, 0] with decaying initial value. Assuming that the solution u(x, t) exists, we show that it can be represented in terms of the solution of a matrix Riemann-Hilbert problem formulated in the plane of the complex spectral parameter λ. The jump matrix has explicit (x, t) dependence and is given in terms of the spectral functions {a(λ), b(λ)} and {A(λ), B(λ)}, which are obtained from the initial data u₀(x) = u(x, 0) and the boundary data g₀(t) = u(0, t), g₁(t) = u_x(0, t), respectively. The spectral functions are not independent, but satisfy a so-called global relation.

     

Connections and Higgs fields on a principal bundle

Let M be a compact connected Kähler manifold and G a connected linear algebraic group defined over \({\mathbb{C}}\) . A Higgs field on a holomorphic principal G-bundle ε _G over M is a holomorphic section θ of \(\text{ad}(\epsilon_{G})\otimes {\Omega}^{1}_{M}\) such that θ∧ θ = 0. Let L(G) be the Levi quotient of G and (ε _G (L(G)), θ _l ) the Higgs L(G)-bundle associated with (ε _G , θ). The Higgs bundle (ε _G , θ) will be called semistable (respectively, stable) if (ε _G (L(G)), θ _l ) is semistable (respectively, stable). A semistable Higgs G-bundle (ε _G , θ) will be called pseudostable if the adjoint vector bundle ad(ε _G (L(G))) admits a filtration by subbundles, compatible with θ, such that the associated graded object is a polystable Higgs vector bundle. We construct an equivalence of categories between the category of flat G-bundles over M and the category of pseudostable Higgs G-bundles over M with vanishing characteristic classes of degree one and degree two. This equivalence is actually constructed in the more general equivariant set-up where a finite group acts on the Kähler manifold. As an application, we give various equivalent conditions for a holomorphic G-bundle over a complex torus to admit a flat holomorphic connection.