Asymptotics of Green functions and Martin boundaries for elliptic operators with periodic coefficients

We give the asymptotics at infinity of a Green function for an elliptic equation with periodic coefficients on R^d. Basic ingredients in establishing the asymptotics are an integral representation of the Green function and the saddle point method. We also completely determine the Martin compactification of R^d with respect to an elliptic equation with periodic coefficients by using the exact asymptotics at infinity of the Green function.     

Gradient estimates for diffusion semigroups with singular coefficients

Uniform gradient estimates are derived for diffusion semigroups, possibly with potential, generated by second order elliptic operators having irregular and unbounded coefficients. We first consider the Rd-case, by using the coupling method. Due to the singularity of the coefficients, the coupling process we construct is not strongly Markovian, so that additional difficulties arise in the study. Then, more generally, we treat the case of a possibly unbounded smooth domain of Rd with Dirichlet boundary conditions. We stress that the resulting estimates are new even in the Rd-case and that the coefficients can be Hölder continuous. Our results also imply a new Liouville theorem for space-time bounded harmonic functions with respect to the underlying diffusion semigroup.     

Evolution of a semilinear parabolic system for migration and selection in population genetics

The semilinear parabolic system that describes the evolution of the gene frequencies in the diffusion approximation for migration and selection at a multiallelic locus is investigated. The population occupies a finite habitat of arbitrary dimensionality and shape (i.e., a bounded, open domain in R^d). The selection coefficients depend on position and may depend on the gene frequencies; the drift and diffusion coefficients may depend on position. Sufficient conditions are given for the global loss of an allele and for its protection from loss. A sufficient condition for the existence of at least one internal equilibrium is also offered, and the profile of any internal equilibrium in the zero-migration limit is obtained.     

Chirp transforms and Chirp series

Motivated by the recent work on the non-harmonic Fourier atoms initiated by T. Qian and the non-harmonic Fourier series which originated from the celebrated work of Paley and Wiener, we introduce an integral version of the non-harmonic Fourier series, called Chirp transform. As an integral transform with kernel ei?(t)θ(ω), the Chirp transform is an unitary isometry from L²(R,d?) onto L²(R,dθ) and it can be explicitly defined in terms of generalized Hermite polynomials. The corresponding Chirp series take einθ(t) as a basis which in some sense is dual to the theory of non-harmonic Fourier series which take eiλnt as a basis. The Chirp version of the Shannon sampling theorem and the Poisson summation formula are also considered by dealing with sampling points which may non-equally distributed. Since the Chirp transform interchanges weighted derivatives into multiplications, it plays a role in solving certain differential equations with variable coefficients. In addition, we extend T. Qian's theorem on the characterization of a measure to be a linear combination of a number of harmonic measures on the unit disc with positive integer coefficients to that with positive rational coefficients.     

Solutions of stochastic differential-functional equations via bounded stochastic integral contractors

In this paper we shall use the bounded stochastic integral contractors to investigate the existence and uniqueness of the solution of a general stochastic differential-functional equation $$d\varphi (t) = F(D(\varphi _t ),dt)$$ where, ? _t ={?(t?s): ??s?0}, D:C([?τ,0],R ^d )→R ^m ,F(x,t) is ad-dimensional continuousC-semimartingale with spatial parameterx∈R ^m, and the integral involved here is a nonlinear stochastic integral.     

About the p-adic Yosida equation inside a disk

Let K be a complete ultrametric algebraically closed field and let ?(d(0, R^?)) be the field of meromorphic functions inside the disk d(0,R⁻) = {x ∈ K ∣ ∣x∣ < R}. Let ?_b(d(0, R^?)) be the subfield of bounded meromorphic functions inside d(0,R⁻) and let ?_u(d(0, R^?)) = ?(d(0, R^?)) ? ?_b(d(0, R^?)) be the subset of unbounded meromorphic functions inside d(0,R⁻). Initially, we consider the Yosida Equation: , where m ∈ ?^* and F(X) is a rational function of degree d with coefficients in ?_b(d(0, R^?)). We show that, if d ≥ 2m + 1, this equation has no solution in ?_u(d(0, R^?)).Next, we examine solutions of the above equation when F(X) is apolynomial with constant coefficients and show that it has no unbounded analytic functions in d(0,R⁻). Further, we list the only cases when the equation may eventually admit solutions in ?_u(d(0, R^?)). Particularly, the elliptic equation may not.     

A calculus of Fourier integral operators with inhomogeneous phase functions on R<Superscript> <Emphasis Type="Italic">d</Emphasis> </Superscript>

We construct a calculus for generalized SG Fourier integral operators, extending known results to a broader class of symbols of SG type. In particular, we do not require that the phase functions are homogeneous. An essential ingredient in the proofs is a general criterion for asymptotic expansions within the Weyl-Hörmander calculus. We also prove the L²(R^d)-boundedness of the generalized SG Fourier integral operators having regular phase functions and amplitudes uniformly bounded on R^2d.     

The degree of an integral point in Ps minus a hypersurface

Let K be a number field of degree m with ring of integers R and absolute discriminant d_K. Given a hypersurface Z_K of degree d in the projective space P_K^us over K with Zariski closure Z in P_R^s, we give an explicit function of m, d_K, s,d, a Hermitian metric on R^s+1 ⊗_z C, and a projective height of Z defined in [1], 4.1, such that there exists an integral point in P_R^s Z of degree bounded by this function.     

A posteriori error estimation of residual type for anisotropic diffusion-convection-reaction problems

This paper presents a robust a posteriori residual error estimator for diffusion-convection-reaction problems with anisotropic diffusion, approximated by a SUPG finite element method on isotropic or anisotropic meshes in R^d, d=2 or 3. The equivalence between the energy norm of the error and the residual error estimator is proved. Numerical tests confirm the theoretical results.     

Viability property of jump diffusion processes on manifolds

In this note, we give a necessary and sufficient condition for viability property of diffusion processes with jumps on closed submanifolds of R ^m . Our result is the system is viable in a closed submanifold K iff the coefficients are tangent to K along K if the equation is in the sense of stratonovich integral and the solution jumps from K to K.     

Comparison theorems for diffusion processes

We prove comparison theorems for diffusion processes onR ^d. From these theorems we derive lower and upper bounds for the transition probabilities of a diffusion process. In contrast to the known estimates for fundamental solutions of parabolic equations our bounds do not depend on the moduli of continuity of the coefficients of the differential operator.     

Conditional limiting distribution of Type III elliptical random vectors

In this paper we consider elliptical random vectors in R^d,d≥2 with stochastic representation RAU where R is a positive random radius independent of the random vector U which is uniformly distributed on the unit sphere of R^d and A∈R^d×d is a non-singular matrix. When R has distribution function in the Weibull max-domain of attraction we say that the corresponding elliptical random vector is of Type III. For the bivariate set-up, Berman [Sojurns and Extremes of Stochastic Processes, Wadsworth & Brooks/ Cole, 1992] obtained for Type III elliptical random vectors an interesting asymptotic approximation by conditioning on one component. In this paper we extend Berman's result to Type III elliptical random vectors in R^d. Further, we derive an asymptotic approximation for the conditional distribution of such random vectors.     

Homogenization of the parabolic cauchy problem in the Sobolev class H<Superscript>1</Superscript>(R<Superscript>d</Superscript>)

Homogenization in the small period limit for the solution ue of the Cauchy problem for a parabolic equation in R^d is studied. The coefficients are assumed to be periodic in R^d with respect to the lattice ɛG. As ɛ → 0, the solution u ɛ converges in L2(R^d) to the solution u0 of the effective problem with constant coefficients. The solution u ɛis approximated in the norm of the Sobolev space H ¹(R^d) with error O( ɛ); this approximation is uniform with respect to the L2-norm of the initial data and contains a corrector term of order ɛ. The dependence of the constant in the error estimate on time t is given. Also, an approximation in H ¹(R^d) for the solution of the Cauchy problem for a nonhomogeneous parabolic equation is obtained.     

Commutativity of rings with derivations

I. N. Herstein [10] proved that a prime ring of characteristic not two with a nonzero derivation d satisfying d(x)d(y) = d(y)d(x) for all x, y must be commutative, and H. E. Bell and M. N. Daif [8] showed that a prime ring of arbitrary characteristic with nonzero derivation d satisfying d(xy) = d(yx) for all x, y in some nonzero ideal must also be commutative. For semiprime rings, we show that an inner derivation satisfying the condition of Bell and Daif on a nonzero ideal must be zero on that ideal, and for rings with identity, we generalize all three results to conditions on derivations of powers and powers of derivations. For example, let R be a prime ring with identity and nonzero derivation d, and let m and n be positive integers such that, when charR is finite, m ∨ n < charR. If d(x ^m y ⁿ ) = d(y ⁿ x ^m ) for all x, y ∈ R, then R is commutative. If, in addition, charR≠ 2 and the identity is in the image of an ideal I under d, then d(x) ^m d(y) ⁿ = d(y) ⁿ d(x) ^m for all x, y ∈ I also implies that R is commutative.     

Representation of functions of Markov processes as solutions of stochastic equations

Let X_t be a homogeneous Markov process generated by the weak infinitesimal operator A. Let $\text{H}$ be the class of functions f such that f, f²?D_A, the domain of A. The main result of this paper states that for ? ∈ $\text{H}$ can be represented by a stochastic integral and other terms. If the process is generated by a second order differential operator (with ‘poor’ coefficients possibly) on C₀²(R^d) then the process itself can be represented as the solution of an Itô stochastic differential equation.     

On the McKean-Vlasov Limit for Interacting Diffusions

For a system of diffusions in a domain of R^d with long-range weak interaction the behavior of the associated empirical process is studied. Under mild growth and smoothness assumptions on the drift and diffusion coefficients such as coercivity and monotonicity conditions the law of large numbers and the propagation of chaos are proved. Existence and uniqueness of the weak solution to the McKean - Vlasov equation and the associated non-linear martingale problem are investigated.     

Differentiation formulas for stochastic integrals in the plane

For a one-parameter process of the form X_t=X₀+∫^t₀φ_sdW_s+∫^t₀ψ_sds, where W is a Wiener process and ∫φdW is a stochastic integral, a twice continuously differentiable function f(X_t) is again expressible as the sum of a stochastic integral and an ordinary integral via the Ito differentiation formula. In this paper we present a generalization for the stochastic integrals associated with a two-parameter Wiener process.Let {W₂, z∈R²₊} be a Wiener process with a two-dimensional parameter. Ertwhile, we have defined stochastic integrals ∫ φdWand ∫ψdWdW, as well as mixed integrals ∫h dz dW and ∫gdW dz. Now let X_z be a two-parameter process defined by the sum of these four integrals and an ordinary Lebesgue integral. The objective of this paper is to represent a suitably differentiable function f(X_z) as such a sum once again. In the process we will also derive the (basically one-dimensional) differentiation formulas of f(X_z) on increasing paths in $\text{R}{}^2{}_{\mathrm{+}}$.     

A three-stage, VSVO, Hermite-Birkhoff-Taylor, ODE solver

The new variable-step, variable-order, ODE solver, HBT(p) of order p, presented in this paper, combines a three-stage Runge-Kutta method of order 3 with a Taylor series method of order p-2 to solve initial value problems , where y:R→R^d and f:R×R^d→R^d. The order conditions satisfied by HBT(p) are formulated and they lead to Vandermonde-type linear algebraic systems whose solutions are the coefficients in the formulae for HBT(p). A detailed formulation of variable-step HBT(p) in both fixed-order and variable-order modes is presented. The new method and the Taylor series method have similar regions of absolute stability. To obtain high-accuracy results at high order, this method has been implemented in multiple precision.     

Multivariate operator-self-similar random fields

Multivariate random fields whose distributions are invariant under operator-scalings in both the time domain and the state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are characterized. Two classes of operator-self-similar stable random fields X={X(t),t∈R^d} with values in R^m are constructed by utilizing homogeneous functions and stochastic integral representations.     

Decomposing Rd into finitely many semigroups

We determine the precise structure of those (additive) semigroups in R^d which belong to at least one partition of R^d into finitely many disjoint Borel measurable semigroups.We also find the structure of the convex sets in R^d which belong to some partition of R^d into finitely many disjoint convex sets.