On Gaussian Processes Equivalent in Law to Fractional Brownian Motion

We consider Gaussian processes that are equivalent in law to the fractional Brownian motion and their canonical representations. We prove a Hitsuda type representation theorem for the fractional Brownian motion with Hurst index H1/2. For the case H>1/2 we show that such a representation cannot hold. We also consider briefly the connection between Hitsuda and Girsanov representations. Using the Hitsuda representation we consider a certain special kind of Gaussian stochastic equation with fractional Brownian motion as noise.     

Classification of solutions for an integral equation

Let n be a positive integer and let 0 < α < n. Consider the integral equation We prove that every positive regular solution u(x) is radially symmetric and monotone about some point and therefore assumes the form with some constant c = c(n, α) and for some t > 0 and x₀ ? ?ⁿ. This solves an open problem posed by Lieb 12 . The technique we use is the method of moving planes in an integral form, which is quite different from those for differential equations. From the point of view of general methodology, this is another interesting part of the paper. Moreover, we show that the family of well‐known semilinear partial differential equations is equivalent to our integral equation (0.1), and we thus classify all the solutions of the PDEs. © 2005 Wiley Periodicals, Inc.     

Estimation of the Density of Hypoelliptic Diffusion Processes with Application to an Extended Itô's Formula

We prove a uniform bound for the density, p _t (x), of the solution at time t(0, 1] of a 1-dimensional stochastic differential equation, under hypoellipticity conditions. A similar bound is obtained for an expression involving the distributional derivative (with respect to x) of p _t (x). These results are applied to extend the Itô formula to the composition of a function (satisfying slight regularity conditions) with a hypoelliptic diffusion process in the spirit of the work of Föllmer et al. ⁽⁵⁾     

Normal deviations from the averaged motion for some reaction–diffusion equations with fast oscillating perturbation

We study the normalized difference between the solution u of a reaction–diffusion equation in a bounded interval [0,L], perturbed by a fast oscillating term arising as the solution of a stochastic reaction–diffusion equation with a strong mixing behavior, and the solution of the corresponding averaged equation. We assume the smoothness of the reaction coefficient and we prove that a central limit type theorem holds. Namely, we show that the normalized difference converges weakly in C([0,T];L²(0,L)) to the solution of the linearized equation, where an extra Gaussian term appears. Such a term is explicitly given.     

Invariance Principle Under Self-Normalization for Nonidentically Distributed Random Variables

Let V _n ^–1 _n be the adaptive process of self-normalized partial sums S _k of independent random variables X _i , defined by linear interpolation between the points (V _k ²/V _n ²,S _k /V _n ), kn, where V _k ²= _ik X _i ². We prove that if the X _k 's are symmetric, V _n ^–1 _n converges weakly to the Brownian motion W in each Hölder space supporting W if and only if V _n ^–1 max _kn |X _k |=o _P (1). We give some partial extension to the non symmetric case.     

Solution operators of three time variables for fractional linear problems

It is well known that the time fractional equation where is the fractional time derivative in the sense of Caputo of u does not generate a dynamical system in the standard sense. In this paper, we study the algebraic properties of the solution operator T(t,s,τ) for that equation with u(s) = v. We apply this theory to linear time fractional PDEs with constant coefficients. These equations are solved by the Fourier multiplier techniques. It appears that their solution exhibits some singularity, which leads us to introduce a new kind of solution for abstract time fractional problems. Copyright © 2016 John Wiley & Sons, Ltd.     

Almost Sure Convergence in Extreme Value Theory

Let X₁, …, X_n be independent random variables with common distribution function F. Define and let G(x) be one of the extreme-value distributions. Assume F ∈ D(G), i.e., there exist a_n> 0 and b_n ∈ ? such that . Let l(?∞,x)(·) denote the indicator function of the set (?∞,x) and S(G) =: {x : 0 < G(x) < 1}. Obviously, 1(?∞,x)((M_n?b_n)/a_n) does not converge almost surely for any x ∈ S(G). But we shall prove .     

Linear stability of stiff differential equation solvers

When a linear multistep method is used to solve a stiff differential equationy(x)=f(y(x)), producing an approximationy _n toy(x _n ), it is preferable to approximate the valuey(x _n ) in subsequent formulae by a value which exactly satisfies the corrector equation used, rather than by the valuef(y _n ). We prove that the resulting method is stable if the underlying corrector equation is absolutely stable, provided that the residuals obtained in solving successive nonlinear equations remain uniformly bounded.     

On the multi‐colored Ramsey numbers of cycles

For a graph L and an integer k≥2, R_k(L) denotes the smallest integer N for which for any edge‐coloring of the complete graph K_N by k colors there exists a color i for which the corresponding color class contains L as a subgraph. Bondy and Erdos conjectured that, for an odd cycle C_n on n vertices, They proved the case when k = 2 and also provided an upper bound R_k(C_n)≤(k+ 2)!n. Recently, this conjecture has been verified for k = 3 if n is large. In this note, we prove that for every integer k≥4, When n is even, Sun Yongqi, Yang Yuansheng, Xu Feng, and Li Bingxi gave a construction, showing that R_k(C_n)≥(k?1)n?2k+ 4. Here we prove that if n is even, then © 2011 Wiley Periodicals, Inc. J Graph Theory 69: 169‐175, 2012     

Lyapunov functions and convergence to steady state for differential equations of fractional order

We study the asymptotic behaviour, as t → ∞, of bounded solutions to certain integro-differential equations in finite dimensions which include differential equations of fractional order between 0 and 2. We derive appropriate Lyapunov functions for these equations and prove that any global bounded solution converges to a steady state of a related equation, if the nonlinear potential occurring in the equation satisfies the Łojasiewicz inequality.      

Blow‐up analysis for a system of heat equations coupled via nonlinear boundary conditions

In this paper, we study a system of heat equations coupled via nonlinear boundary conditions (1) Here p, q>0. We prove that the solutions always blow up in finite time for non‐trivial and non‐negative initial values. We also prove that the blow‐up occurs only on S_R = ?B_R for Ω = B_R = {x ? ?ⁿ:|x|<R}and under some assumptions on the initial values. Copyright © 2007 John Wiley & Sons, Ltd.     

Oblique Interactions between Internal Solitary Waves

In this paper, we study the oblique interaction of weakly, nonlinear, long internal gravity waves in both shallow and deep fluids. The interaction is classified as weak when where Δ₁=|c_m/c_n?cosδ|, Δ₂=|c_n/c_m?cosδ|,c_m,n, are the linear, long wave speeds for waves with mode numbers m, n, δ is the angle between the respective propagation directions, and α measures the wave amplitude. In this case, each wave is governed by its own Kortweg-de Vries (KdV) equation for a shallow fluid, or intermediate long-wave (ILW) equation for a deep fluid, and the main effect of the interaction is an 0(α) phase shift. A strong interaction (I) occurs when Δ_1,2 are 0(α), and this case is governed by two coupled Kadomtsev-Petviashvili (KP) equations for a shallow fluid, or two coupled two-dimensional ILW equations for deep fluids. A strong interaction (II) occurs when Δ₁ is 0(α), and (or vice versa), and in this case, each wave is governed by its own KdV equation for a shallow fluid, or ILW equation for a deep fluid. The main effect of the interaction is that the phase shift associated with Δ₁ leads to a local distortion of the wave speed of the mode n. When the interacting waves belong to the same mode (i.e., m = n) the general results simplify and we show that for a weak interaction the phase shift for obliquely interacting waves is always negative (positive) for (1/2+cosδ)>0(<0), while the interaction term always has the same polarity as the interacting waves.     

Tsirel'son's equation in discrete time

Summary Motivated by Tsirel'son's equation in continuous time, a similar stochastic equation indexed by discrete negative time is discussed in full generality, in terms of the law of a discrete time noise. When uniqueness in law holds, the unique solution (in law) is not strong; moreover, when there exists a strong solution, there are several strong solution. In general, for any time,n, the -field generated by the past of a solution up to timen is shown to be equal, up to negligible sets, to the -field generated by the 3 following components: the infinitely remote past of the solution, the past to the noise up to timen, together with an adequate independent complement.     

On the automorphism conjecture for products of ordered sets

I. Rival and A. Rutkowski conjectured that the ratio of the number of automorphisms of an arbitrary poset to the number of order-preserving maps tends to zero as the size of the poset tends to infinity. We prove this hypothesis for direct products of arbitrary posets P=S ₁××S _n under the condition that max_i|S_i|=0(n/logn).     

On the nonlinear matrix equation

Based on fixed point theorems for monotone and mixed monotone operators in a normal cone, we prove that the nonlinear matrix equation always has a unique positive definite solution. A conjecture which is proposed in [X.G. Liu, H. Gao, On the positive definite solutions of the matrix equation X^s±A^TX^-tA=I_n, Linear Algebra Appl. 368 (2003) 83–97] is solved. Multi-step stationary iterative method is proposed to compute the unique positive definite solution. Numerical examples show that this iterative method is feasible and effective.     

A topological degree counting for some Liouville systems of mean field type

Let A = (a_ij)_{n × n} be an invertible matrix and A⁻¹ = (a^ij)_{n × n} be the inverse of A. In this paper, we consider the generalized Liouville system (0.1) where 0 < h_j ∈ C¹(M) and \input amssym $\rho_j \in \Bbb R^+$ , and prove that, under the assumptions of (H₁) and (H₂) (see Introduction), the Leray‐Schauder degree of (0.1) is equal to if ρ = (ρ₁, …, ρ_n) satisfies Equation (0.1) is a natural generalization of the classic Liouville equation and is the Euler‐Lagrangian equation of the nonlinear function Φ_ρ: The Liouville system (0.1) has arisen in many different research areas in mathematics and physics. Our counting formulas are the first result in degree theory for Liouville systems. © 2010 Wiley Periodicals, Inc.     

Approximation of a nonlinear degenerate parabolic equation via a linear relaxation scheme

We study a nonlinear degenerate parabolic equation of the type accompanied by an initial datum and mixed boundary conditions. The symbol [ · ]₊ denotes the usual cutoff function. The problem represents a model of a reactive solute transport in porous media. The exponent p fulfills p ∈ (0, 1). This limits the regularity of a solution and leads to inconveniences in the error analysis. We design a new robust linear numerical scheme for the time discretization. This is based on a suitable combination of the backward Euler method and a linear relaxation scheme. We prove the convergence of relaxation iterations on each time point t_i. We derive the error estimates in suitable function spaces for all values of p ∈ (0, 1). © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005.     

Solvability of some overdetermined elliptic system in a domain with corners π/n

In the paper we prove the existence and uniqueness of solutions of the overdetermined elliptic system where b, ω are given functions, in a domain Ω C R³ with corners π/n, n = 2, 3, … The proof is divided on two steps, we construct a solution for the Laplace equation in a dihedral angle π/n, using the method of reflection and we get an estimate in the norms of the Sobolev spaces in some neighbourhood of the edge. In the dihedral angle system (A) reduces to the Dirichlet and Neumann problems for the Laplace equation. In the next step we prove the existence of solutions in the Sobolev spaces W_p^l(Ω) using the existence of generalized solutions of (A).