On a generalization of the Chazy equation with a movable singular line

We generalize a third-order Chazy equation with a movable singular line, which has only negative resonances. For differential equations of order 2n+1 with resonances −1,−2, …, −(2n + 1), we study the convergence of the series representing their solutions, the existence of rational solutions, the invariance of these equations under certain transformations, and the existence of three-parameter solutions with a movable singular line.     

A finite difference scheme of improved accuracy on a priori adapted grids for a singularly perturbed parabolic convection-diffusion equation

In the case of the Dirichlet problem for a singularly perturbed parabolic convection-diffusion equation with a small parameter ɛ multiplying the higher order derivative, a finite difference scheme of improved order of accuracy that converges almost ɛ-uniformly (that is, the convergence rate of this scheme weakly depends on ɛ) is constructed. When ɛ is not very small, this scheme converges with an order of accuracy close to two. For the construction of the scheme, we use the classical monotone (of the first order of accuracy) approximations of the differential equation on a priori adapted locally uniform grids that are uniform in the domains where the solution is improved. The boundaries of such domains are determined using a majorant of the singular component of the grid solution. The accuracy of the scheme is improved using the Richardson technique based on two embedded grids. The resulting scheme converges at the rate of O((ɛ⁻¹ N ^−K ln² N)² + N ⁻²ln⁴ N + N ₀⁻²) as N, N ₀ → ∞, where N and N ₀ determine the number of points in the meshes in x and in t, respectively, and K is a prescribed number of iteration steps used to improve the grid solution. Outside the σ-neighborhood of the lateral boundary near which the boundary layer arises, the scheme converges with the second order in t and with the second order up to a logarithmic factor in x; here, σ = O(N ^{−(K − 1)}ln² N). The almost ɛ-uniformly convergent finite difference scheme converges with the defect of ɛ-uniform convergence ν, namely, under the condition N ⁻¹ ≪ ɛ^ν, where ν determining the required number of iteration steps K (K = K(ν)) can be chosen sufficiently small in the interval (0, 1]. When ɛ⁻¹ = O(N ^{K − 1}), the scheme converges at the rate of O(N ⁻²ln⁴ N + N ₀⁻²).     

Multiple points of trajectories of multiparameter fractional Brownian motion

Consider 0<α<1 and the Gaussian process Y(t) on ℝ ^N with covariance E(Y(s)Y(t))=|t|^2α+|s|^2α−|t−s|^2α, where |t| is the Euclidean norm of t. Consider independent copies X ¹,…,X ^d of Y and␣the process X(t)=(X ¹(t),…,X ^d (t)) valued in ℝ ^d . When kN≤␣(k−1)αd, we show that the trajectories of X do not have k-multiple points. If N<αd and kN>(k−1)αd, the set of k-multiple points of the trajectories X is a countable union of sets of finite Hausdorff measure associated with the function ϕ(ɛ)=ɛ ^{k N /α−( k −1) d} (loglog(1/ɛ)) ^k . If N=αd, we show that the set of k-multiple points of the trajectories of X is a countable union of sets of finite Hausdorff measure associated with the function ϕ(ɛ)=ɛ ^d (log(1/ɛ) logloglog 1/ɛ) ^k . (This includes the case k=1.) Received: 20 May 1997 / Revised version: 15 May 1998     

Improved approximations of the solution and derivatives to a singularly perturbed reaction-diffusion equation based on the solution decomposition method

In the case of the Dirichlet problem for a singularly perturbed ordinary differential reaction-diffusion equation, a new approach is used to the construction of finite difference schemes such that their solutions and their normalized first- and second-order derivatives converge in the maximum norm uniformly with respect to a perturbation parameter ɛ ∈(0, 1]; the normalized derivatives are ɛ-uniformly bounded. The key idea of this approach to the construction of ɛ-uniformly convergent finite difference schemes is the use of uniform grids for solving grid subproblems for the regular and singular components of the grid solution. Based on the asymptotic construction technique, a scheme of the solution decomposition method is constructed such that its solution and its normalized first- and second-order derivatives converge ɛ-uniformly at the rate of O(N ⁻²ln² N), where N + 1 is the number of points in the uniform grids. Using the Richardson technique, an improved scheme of the solution decomposition method is constructed such that its solution and its normalized first and second derivatives converge ɛ-uniformly in the maximum norm at the same rate of O(N ⁻⁴ln⁴ N).     

Uniqueness theorems for Korenblum type spaces

For a scale of spaces X of functions analytic in the unit disc, including the Korenblum space, and for some natural families ɛ of uniqueness subsets for X, we describe minorants for (X, ɛ), that is, non-decreasing functions M: (0, 1) → (0, ∞) such that f ∈ X, E ∈ ɛ, and log |f(z)| ≤ −M(|z|) on E imply f = 0. We give an application of this result to approximation by simple fractions with restrictions on the coefficients. The first author was partially supported by the ANR project DYNOP. The second author was partially supported by the Research Council of Norway, grant 160192/V30.     

A Richardson scheme of the decomposition method for solving singularly perturbed parabolic reaction-diffusion equation

For the one-dimensional singularly perturbed parabolic reaction-diffusion equation with a perturbation parameter ɛ, where ɛ ∈ (0, 1], the grid approximation of the Dirichlet problem on a rectangular domain in the (x, t)-plane is examined. For small ɛ, a parabolic boundary layer emerges in a neighborhood of the lateral part of the boundary of this domain. A new approach to the construction of ɛ-uniformly converging difference schemes of higher accuracy is developed for initial boundary value problems. The asymptotic construction technique is used to design the base decomposition scheme within which the regular and singular components of the grid solution are solutions to grid subproblems defined on uniform grids. The base scheme converges ɛ-uniformly in the maximum norm at the rate of O(N ⁻²ln² N + N ₀⁻¹), where N + 1 and N ₀ + 1 are the numbers of nodes in the space and time meshes, respectively. An application of the Richardson extrapolation technique to the base scheme yields a higher order scheme called the Richardson decomposition scheme. This higher order scheme convergesɛ-uniformly at the rate of O(N ⁻⁴ln⁴ N + N ₀⁻²). For fixed values of the parameter, the convergence rate is O(N ⁻⁴ + N ₀⁻²).     

The Selfconsistent Pauli Equation

 We deal with consistent first order non-relativistic corrections (i.e. in the small parameter , where c is the speed of light) of the Dirac–Maxwell system. We discuss a selfconsistent modeling of the Pauli equation as the O(ɛ) approximation of the Dirac equation. We suggest a coupling to the “magnetostatic”O(ɛ) approximation of the Maxwell equations consisting of Poisson equations for the four components of the potential. We sketch the semiclassical/nonrelativistic limits of this model. (Received 22 May 2000)     

The Selfconsistent Pauli Equation

 We deal with consistent first order non-relativistic corrections (i.e. in the small parameter , where c is the speed of light) of the Dirac–Maxwell system. We discuss a selfconsistent modeling of the Pauli equation as the O(ɛ) approximation of the Dirac equation. We suggest a coupling to the “magnetostatic”O(ɛ) approximation of the Maxwell equations consisting of Poisson equations for the four components of the potential. We sketch the semiclassical/nonrelativistic limits of this model.     

Noise sensitivity of Boolean functions and applications to percolation

It is shown that a large class of events in a product probability space are highly sensitive to noise, in the sense that with high probability, the configuration with an arbitrary small percent of random errors gives almost no prediction whether the event occurs. On the other hand, weighted majority functions are shown to be noise-stable. Several necessary and sufficient conditions for noise sensitivity and stability are given. Consider, for example, bond percolation on ann+1 byn grid. A configuration is a function that assigns to every edge the value 0 or 1. Let ω be a random configuration, selected according to the uniform measure. A crossing is a path that joins the left and right sides of the rectangle, and consists entirely of edges ℓ with ω(ℓ)=1. By duality, the probability for having a crossing is 1/2. Fix an ɛ ∈ (0, 1). For each edge ℓ, let ω′(ℓ)=ω(ℓ) with probability 1 − ɛ, and ω′(ℓ)=1 − ω(ℓ) with probability ɛ, independently of the other edges. Letp(τ) be the probability for having a crossing in ω, conditioned on ω′ = τ. Then for alln sufficiently large,P{τ : |p(τ) − 1/2| > ɛ}<ɛ.     

Existence principles for higher-order nonlocal boundary-value problems and their applications to singular Sturm-Liouville problems

We present existence principles for the nonlocal boundary-value problem (φ(u^(p−1)))′=g(t,u,...,u^(p−1), α_k(u)=0, 1≤k≤p−1, where p ≥ 2, π: ℝ → ℝ is an increasing and odd homeomorphism, g is a Carathéodory function that is either regular or has singularities in its space variables, and α _k: C ^p−1[0, T] → ℝ is a continuous functional. An application of the existence principles to singular Sturm-Liouville problems (−1)ⁿ(φ(u⁽²ⁿ⁻⁾))′=f(t,u,...,u⁽²ⁿ⁻¹⁾), u^(2k)(0)=0, α_ku^(2k)(T)+b_ku^(2k=1)(T)=0, 0≤k≤n−1, is given. Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 2, pp. 240–259, February, 2008.     

Asymptotic expansions in limit theorems for stochastic processes. I

Summary. For some families of locally infinitely divisible Markov processes η ^ɛ (t), 0≦ t≦ T, with frequent small jumps, limit theorems for expectations of functionals F(η ^ɛ [0,T]) are proved of the form | E ^ɛ F(η ^ɛ [0,T])−E ⁰ F(η ⁰ [0,T])|≦ const ⋅ k(ɛ) , E ^ɛ F(η ^ɛ [0,T])=E ⁰ [F(η ⁰ [0,T])+ k(ɛ) ⋅ A ₁ F(η ⁰ [0,T])]+o(k(ɛ))  (ɛ↓ 0) , where A ₁ is a linear differential operator acting on functionals, and the constant is expressed in terms of the local characteristics of the processes η ^ɛ (t) and the norms of the derivatives of the functional F. Received: 1 April 1994 / In revised form: 30 September 1995     

Eigenvalue distributions from impacts on a ring

We consider the collision dynamics produced by three beads with masses (m ₁, m ₂, m ₃) sliding without friction on a ring, where the masses are scaled so that m ₁ = 1/ɛ, m ₂ = 1, m ₃ = 1 − ɛ, for 0 ⩽ ɛ ⩾ 1. The singular limits ɛ = 0 and ɛ = 1 correspond to two equal mass beads colliding on the ring with a wall, and without a wall respectively. In both these cases, all solutions are periodic and the eigenvalue distributions (around the unit circle) associated with the products of collision matrices are discrete. We then numerically examine the regime which parametrically connects these two states, i.e. 0 < ɛ < 1, and show that the eigenvalue distribution is generically uniform around the unit circle, which implies that the dynamics are no longer periodic. By a sequence of careful numerical experiments, we characterize how the uniform spectrum collapses from continuous to discrete in the two singular limits ɛ → 0 and ɛ → 1 for an ensemble of initial velocities sampled uniformly on a fixed energy surface. For the limit ɛ → 0, the distribution forms Gaussian peaks around the discrete limiting values ± 1, ± i, with variances that scale in power law form as σ ² ∼ αɛ ^β. By contrast, the convergence in the limit ɛ → 1 to the discrete values ±1 is shown to follow a logarithmic power-law σ ² ∼ log(ɛ ^β).     

Almost completely decomposable groups with primary regulator quotients and their endomorphism rings

Let X be a block-rigid almost completely decomposable group of ring type with regulator A and p-primary regulator quotient X/A such that p ^l = exp X/A with natural l > 1. From the well-known fact p ^l End A ⊂ End X ⊂ End A it follows that End X = End X ∪ End A and p ^l End A = End X ∪ p ^l End A. Generalizing these, we determine the chain End X = ɛ _A ^(l) ⊂ ɛ _A ^(l−1) ⊂ ɛ _A ^(l−2) ⊂ ⋯ ⊂ ɛ _A ⁽¹⁾ ⊂ ɛ _A ⁽⁰⁾ = End A, satisfying p ^l−k ɛ _A ^(k) = End X ∪p ^l−k End A, and construct groups X _k ^′ and such that ɛ _A ^(k) = Hom , where k = 1, 2,..., l − 1. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 12, No. 2, pp. 17–38, 2006.     

Euclidean minimum spanning trees and bichromatic closest pairs

We present an algorithm to compute a Euclidean minimum spanning tree of a given setS ofN points inE ^d in timeO(F _d (N,N) log ^d N), whereF _d (n,m) is the time required to compute a bichromatic closest pair amongn red andm green points inE ^d . IfF _d (N,N)=Ω(N ^1+ε), for some fixed ɛ>0, then the running time improves toO(F _d (N,N)). Furthermore, we describe a randomized algorithm to compute a bichromatic closest pair in expected timeO((nm logn logm)^2/3+m log² n+n log² m) inE ₃, which yields anO(N ^4/3 log^4/3 N) expected time, algorithm for computing a Euclidean minimum spanning tree ofN points inE ³. Ind≥4 dimensions we obtain expected timeO((nm)^{1−1/([d/2]+1)+ε}+m logn+n logm) for the bichromatic closest pair problem andO(N ^{2−2/([d/2]+1)ε}) for the Euclidean minimum spanning tree problem, for any positive ɛ. The first, second, and fourth authors acknowledge support from the Center for Discrete Mathematics and Theoretical Computer Science (DIMACS), a National Science Foundation Science and Technology Center under NSF Grant STC 88-09648. The second author's work was supported by the National Science Foundation under Grant CCR-8714565. The third author's work was supported by the Deutsche Forschungsgemeinschaft under Grant A1 253/1-3, Schwerpunktprogramm “Datenstrukturen und effiziente Algorithmen”. The last two authors' work was also partially supported by the ESPRIT II Basic Research Action of the EC under Contract No. 3075 (project ALCOM).     

Resolvent Estimates for Operators Belonging to Exponential Classes

For a, α > 0 let E(a, α) be the set of all compact operators A on a separable Hilbert space such that s _n (A) = O(exp(-an^α)), where s _n (A) denotes the n-th singular number of A. We provide upper bounds for the norm of the resolvent (zI − A)⁻¹ of A in terms of a quantity describing the departure from normality of A and the distance of z to the spectrum of A. As a consequence we obtain upper bounds for the Hausdorff distance of the spectra of two operators in E(a, α).      

Localization near the corner point of the principal eigenfunction of the Dirichlet problem in a domain with thin edging

We establish that the principal eigenfunction of the Dirichlet problem in a domain with a thin heavy edging admits localization near the corner point of opening angle α > π. The edging amounts to a boundary strip of small width ɛ with the density function ɛ ^−2−m , m > 0, while it is O(1) in the remaining part of the domain. We derive the result by analyzing the essential and discrete spectra of an auxiliary problem in an infinite angle without the small parameter. We state several open questions about the structure of spectra of both problems.     

Scale limit of a variational inequality modeling diffusive flux in a domain with small holes and strong adsorption in case of a critical scaling

In this paper we study the asymptotic behavior of solutions u _ɛ of the elliptic variational inequality for the Laplace operator in domains periodically perforated by balls with radius of size C ₀ɛ_α, C ₀ > 0, α = n/n−2, and distributed with period ɛ. On the boundary of balls, we have the following nonlinear restrictions u _ɛ ≥ 0, ∂_ν u _ɛ ≥ −ɛ^−ασ(x, u _ɛ), u _ɛ(∂_ν u _ɛ + ɛ^−ασ(x, u _ɛ)) = 0. The weak convergence of the solutions u _ɛ to the solution of an effective variational equality is proved. In this case, the effective equation contains a nonlinear term which has to be determined as solution of a functional equation. Furthermore, a corrector result with respect to the energy norm is given.     

Conservative finite difference scheme for a singularly perturbed elliptic reaction-diffusion equation: Approximation of solutions and derivatives

A boundary value problem for a singularly perturbed elliptic reaction-diffusion equation in a vertical strip is considered. The derivatives are written in divergent form. The derivatives in the differential equation are multiplied by a perturbation parameter ɛ², where ɛ takes arbitrary values in the interval (0, 1]. As ɛ → 0, a boundary layer appears in the solution of this problem. Using the integrointerpolational method and the condensing grid technique, conservative finite difference schemes on flux grids are constructed that converge ɛ-uniformly at a rate of O(N ₁⁻²ln² N ₁ + N ₂⁻²), where N ₁ + 1 and N ₂ + 1 are the number of mesh points on the x ₁-axis and the minimal number of mesh points on a unit interval of the x ₂-axis respectively. The normalized difference derivatives ɛ ^k (∂ ^k /∂x ₁ ^k )u(x) (k = 1, 2), which are ɛ-uniformly bounded and approximate the normalized derivatives in the direction across the boundary layer, and the derivatives along the boundary layer (∂ ^k /∂ x ₂ ^k )u(x) (k = 1, 2) converge ɛ-uniformly at the same rate.     

The connectivity and minimum degree of circuit graphs of matroids

Let G be the circuit graph of any connected matroid M with minimum degree 5（G）. It is proved that its connectivity κ（G） ≥2｜E（M） - B（M）｜ - 2. Therefore 5（G） ≥ 2｜E（M） - B（M）｜ - 2 and this bound is the best possible in some sense.     

On the Greatest Common Di visor of u − 1 and v − 1 with u and v Near ${\cal S}$- units

In [2], it was shown that if a and b are multiplicatively independent integers and ɛ > 0, then the inequality gcd (aⁿ − 1,bⁿ − 1) < exp(ɛn) holds for all but finitely many positive integers n. Here, we generalize the above result. In particular, we show that if f(x),f₁(x),g(x),g₁(x) are non-zero polynomials with integer coefficients, then for every ɛ > 0, the inequality holds for all but finitely many positive integers n.