Phase transition in equilibrium fluctuations of symmetric slowed exclusion

We analyze the equilibrium fluctuations of density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow bond where it is αn^−β$\alpha n^{-\beta }$, with α>0$\alpha >0$, β∈[0,+∞]$\beta \in [0,+\infty ]$ and n$n$ is the scaling parameter. Depending on the regime of β$\beta$, we find three different behaviors for the limiting fluctuations whose covariances are explicitly computed. In particular, for the critical value β=1$\beta =1$, starting a tagged particle near the slow bond, we obtain a family of Gaussian processes indexed in α$\alpha$, interpolating a fractional Brownian motion of Hurst exponent 1/4$1/4$ and the degenerate process equal to zero.     

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.     

On a family of differential operators with the coupling parameter in the boundary condition

We study a family of differential operators _Lα${\mathbf{L}}_{\alpha }$ in two variables, depending on the coupling parameter α?0$\alpha ?0$ that appears only in the boundary conditions. Our main concern is the spectral properties of _Lα${\mathbf{L}}_{\alpha }$, which turn out to be quite different for α<1$\alpha <1$ and for α>1$\alpha >1$. In particular, _Lα${\mathbf{L}}_{\alpha }$ has a unique self-adjoint realization for α<1$\alpha <1$ and many such realizations for α>1$\alpha >1$. In the more difficult case α>1$\alpha >1$ an analysis of non-elliptic pseudodifferential operators in dimension one is involved.     

Monotonicity of the reflected Bessel transition density on the diagonal

For α∈R$\alpha \in \mathbb{R}$, let p^R(t,x,x)$p^R(t,x,x)$ denote the diagonal of the transition density of the α$\alpha$-Bessel process in (0,1]$(0,1]$, killed at 0 and reflected at 1. As a function of x$x$, if either α≥3$\alpha \ge 3$ or α=1$\alpha =1$, then for t>0$t>0$, the diagonal is nondecreasing. This monotonicity property fails if 1≠α<3$1\ne \alpha <3$.     

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.     

Korn type inequalities in Orlicz spaces

We exhibit balance conditions between a Young function A and a Young function B   for a Korn type inequality to hold between the L^B$L^B$ norm of the gradient of vector-valued functions and the L^A$L^A$ norm of its symmetric part. In particular, we extend a standard form of the Korn inequality in L^p$L^p$, with 1<p<∞$1<p<\infty$, and an Orlicz version involving a Young function A   satisfying both the _Δ2${\mathrm{\Delta }}_2$ and the _∇2${\mathrm{\nabla }}_2$ condition.     

Transformation formulas for fractional Brownian motion

We derive a Molchan–Golosov-type integral transform which changes fractional Brownian motion of arbitrary Hurst index K$K$ into fractional Brownian motion of index H$H$. Integration is carried out over [0,t]$[0,t]$, t>0$t>0$. The formula is derived in the time domain. Based on this transform, we construct a prelimit which converges in L²(P)$L^2\left(\mathbb{P}\right)$-sense to an analogous, already known Mandelbrot–Van Ness-type integral transform, where integration is over (−∞,t]$(-\infty ,t]$, t>0$t>0$.     

Regularity of Hölder continuous solutions of the supercritical quasi-geostrophic equation

We present a regularity result for weak solutions of the 2D quasi-geostrophic equation with supercritical (α<1/2$\alpha <1/2$) dissipation α(−Δ)${(-\mathrm{\Delta })}^{\alpha }$: If a Leray–Hopf weak solution is Hölder continuous θ∈Cδ(R²)$\theta \in C^{\delta }({\mathbb{R}}^2)$ with δ>1−2α$\delta >1-2\alpha$ on the time interval [t₀,t]$[t_0,t]$, then it is actually a classical solution on (t₀,t]$(t_0,t]$.     

On questions of decay and existence for the viscous Camassa–Holm equations

We consider the viscous n  -dimensional Camassa–Holm equations, with n=2,3,4$n=2,3,4$ in the whole space. We establish existence and regularity of the solutions and study the large time behavior of the solutions in several Sobolev spaces. We first show that if the data is only in L²$L^2$ then the solution decays without a rate and that this is the best that can be expected for data in L²$L^2$. For solutions with data in Hm∩L¹$H^m\cap L^1$ we obtain decay at an algebraic rate which is optimal in the sense that it coincides with the rate of the underlying linear part.     

L -decay rates of planar viscous rarefaction wave for scalar conservation law with degenerate viscosity in n -dimensions

We investigate the Cauchy problem and the initial-boundary value problem for multi-dimensional conservation laws with degenerate viscosity in the whole space and in the half-space respectively. We give the optimal decay estimates in the W^1,p(1≤p≤∞)$W^{1,p}(1\le p\le \infty )$ norm for the perturbation from the planar viscous rarefaction wave. The analysis based on the new L^p$L^p$-energy method and L¹$L^1$-estimates.     

Exponential growth of the vorticity gradient for the Euler equation on the torus

We prove that there are solutions to the Euler equation on the torus with C^1,α$C^{1,\alpha }$ vorticity and smooth except at one point such that the vorticity gradient grows in L^∞$L^{\infty }$ at least exponentially as t→∞$t\to \infty$. The same result is shown to hold for the vorticity Hessian and smooth solutions. Our proofs use a version of a recent result by Kiselev and Šverák [6].     

On functional limits of short- and long-memory linear processes with GARCH(1,1) noises

This paper considers the short- and long-memory linear processes with GARCH (1,1) noises. The functional limit distributions of the partial sum and the sample autocovariances are derived when the tail index α$\alpha$ is in (0,2)$(0,2)$, equal to 2, and in (2,∞)$(2,\infty )$, respectively. The partial sum weakly converges to a functional of α$\alpha$-stable process when α<2$\alpha <2$ and converges to a functional of Brownian motion when α≥2$\alpha \ge 2$. When the process is of short-memory and α<4$\alpha <4$, the autocovariances converge to functionals of α/2$\alpha /2$-stable processes; and if α≥4$\alpha \ge 4$, they converge to functionals of Brownian motions. In contrast, when the process is of long-memory, depending on α$\alpha$ and β$\beta$ (the parameter that characterizes the long-memory), the autocovariances converge to either (i) functionals of α/2$\alpha /2$-stable processes; (ii) Rosenblatt processes (indexed by β$\beta$, 1/2<β<3/4$1/2<\beta <3/4$); or (iii) functionals of Brownian motions. The rates of convergence in these limits depend on both the tail index α$\alpha$ and whether or not the linear process is short- or long-memory. Our weak convergence is established on the space of càdlàg functions on [0,1]$[0,1]$ with either (i) the _J1$J_1$ or the _M1$M_1$ topology (Skorokhod, 1956); or (ii) the weaker form S$S$ topology (Jakubowski, 1997). Some statistical applications are also discussed.     

Existence and nonlinear stability of stationary solutions to the full compressible Navier–Stokes–Korteweg system

This paper is concerned with the existence, uniqueness, and nonlinear stability of stationary solutions to the Cauchy problem of the full compressible Navier–Stokes–Korteweg system effected by the given mass source, the external force of general form, and the energy source in R³${\mathbb{R}}^3$. Based on the weighted L²$L^2$-method and some delicate L^∞$L^{\infty }$ estimates on solutions to the linearized problem, the existence and uniqueness of stationary solution are obtained by the contraction mapping principle. The proof of the stability result is given by an elementary energy method and relies on some intrinsic properties of the full compressible Navier–Stokes–Korteweg system.     

Approximation in weighted p-mean by RBF networks of Delsarte translates

We give conditions on the kernel function (or activation function) for the family of radial basis function (RBF) neural networks obtained upon replacing the usual translation by the Delsarte one, with not necessarily the same smoothing factor in all kernel nodes, to have the universal approximation property in suitable weighted L^p$L^p$-spaces (1?p<∞)$(1?p<\infty )$. A complete characterization of such kernels for p=1$p=1$ and p=2$p=2$ is provided.     

Convergence of invariant measures for singular stochastic diffusion equations

It is proved that the solutions to the singular stochastic p$p$-Laplace equation, p∈(1,2)$p\in (1,2)$ and the solutions to the stochastic fast diffusion equation with nonlinearity parameter r∈(0,1)$r\in (0,1)$ on a bounded open domain Λ⊂R^d$\Lambda \subset {\mathbb{R}}^d$ with Dirichlet boundary conditions are continuous in mean, uniformly in time, with respect to the parameters p$p$ and r$r$ respectively (in the Hilbert spaces L²(Λ)$L^2\left(\Lambda \right)$, H⁻¹(Λ)$H^{-1}\left(\Lambda \right)$ respectively). The highly singular limit case p=1$p=1$ is treated with the help of stochastic evolution variational inequalities, where P$\mathbb{P}$-a.s. convergence, uniformly in time, is established.     

Best constants in a borderline case of second-order Moser type inequalities

We study optimal embeddings for the space of functions whose Laplacian Δu   belongs to L¹(Ω)$L^1(\Omega )$, where Ω⊂RN$\Omega \subset {\mathbb{R}}^N$ is a bounded domain. This function space turns out to be strictly larger than the Sobolev space W2,1(Ω)$W^{2,1}(\Omega )$ in which the whole set of second-order derivatives is considered. In particular, in the limiting Sobolev case, when N=2$N=2$, we establish a sharp embedding inequality into the Zygmund space Lexp(Ω)$L_{\mathit{exp}}(\Omega )$. On one hand, this result enables us to improve the Brezis–Merle (Brezis and Merle (1991) [13]) regularity estimate for the Dirichlet problem Δu=f(x)∈L¹(Ω)$\mathrm{\Delta }u=f(x)\in L^1(\Omega )$, u=0$u=0$ on ∂Ω; on the other hand, it represents a borderline case of D.R. Adams' (1988) [1] generalization of Trudinger–Moser type inequalities to the case of higher-order derivatives. Extensions to dimension N?3$N?3$ are also given. Besides, we show how the best constants in the embedding inequalities change under different boundary conditions.     

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.     

Existence and multiplicity of nonnegative solutions for semilinear elliptic problems involving nonlinearities indefinite in sign

Let r,s∈]1,2[$r,s\in ]1,2[$ and λ,μ∈]0,+∞[$\lambda ,\mu \in ]0,+\infty [$. In this paper, we deal with the existence and multiplicity of nonnegative and nonzero solutions of the Dirichlet problem with 0$0$ boundary data for the semilinear elliptic equation −Δu=λu^s−1−u^r−1$-\Delta u=\lambda u^{s-1}-u^{r-1}$ in Ω⊂R^N$\Omega \subset {\mathbb{R}}^N$, where N≥2$N\ge 2$. We prove that there exists a positive constant Λ$\Lambda$ such that the above problem has at least two solutions, at least one solution or no solution according to whether λ>Λ$\lambda >\Lambda$, λ=Λ$\lambda =\Lambda$ or λ<Λ$\lambda <\Lambda$. In particular, a result by Hernandéz, Macebo and Vega is improved and, for the semilinear case, a result by Díaz and Hernandéz is partially extended to higher dimensions. Finally, an answer to a conjecture, recently stated by the author, is also given.