Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations

A continuous strong Markov process X on the line generated by Feller's generalized second order differential operator D_mD is considered. Supposed that the canonical scale p is locally the difference of two bounded convex functions, that the speed measure m contains a strictly positive absolutely continuous component, and that both boundaries of the state space R are inaccessible. Then the process X is characterized as a weak solution to a stochastic differential equation involving local time.     

Monotone numerical schemes for a Dirichlet problem for elliptic operators in divergence form

We consider a second‐order differential operator A( x )=?∑?_ia_ij( x )?_j+ ∑?_j(b_j( x )·)+c( x ) on ?^d, on a bounded domain D with Dirichlet boundary conditions on ?D, under mild assumptions on the coefficients of the diffusion tensor a_ij. The object is to construct monotone numerical schemes to approximate the solution of the problem A( x )u( x )=µ( x ), x ∈D, where µ is a positive Radon measure. We start by briefly mentioning questions of existence and uniqueness introducing function spaces needed to prove convergence results. Then, we define non‐standard stencils on grid‐knots that lead to extended discretization schemes by matrices possessing compartmental structure. We proceed to discretization of elliptic operators, starting with constant diffusion tensor and ending with operators in divergence form. Finally, we discuss W‐convergence in detail, and mention convergence in C and L₁ spaces. We conclude by a numerical example illustrating the schemes and convergence results. Copyright © 2008 John Wiley & Sons, Ltd.     

m‐ary Search trees when m ≥ 27: A strong asymptotics for the space requirements

It is known that the joint distribution of the number of nodes of each type of an m‐ary search tree is asymptotically multivariate normal when m ≤ 26. When m ≥ 27, we show the following strong asymptotics of the random vector X_n = ^t(X, … , X), where X denotes the number of nodes containing i ? 1 keys after having introduced n ? 1 keys in the tree: There exist (nonrandom) vectors X, C, and S and random variables ρ and φ such that (X_n ? nX)/n ? ρ(C cos(τ₂log n + φ) + S sin(τ₂log n + φ)) →_n→∞ 0 almost surely and in L²; σ₂ and τ₂ denote the real and imaginary parts of one of the eigenvalues of the transition matrix, having the second greatest real part. © 2004 Wiley Periodicals, Inc. Random Struct. Alg., 2004     

Développments terminaux des graphes infinis III. Arbres maximaux sans rayon,cardinalité maximum des ensembles disjoints de rayons

A class of FELLER 's one-dimemsional continuous strong MARKOV processes generated by the generalized second order differential operator D_mD₈⁺ is considered. In the case of natural boundaries of the state space ?? and an identical road map s(x) = x, these diffusion processes are martingales. In a first part of this note some earlier results concerning the representation of such processes as weak solutions of stochastic differential equations are improved. The second part concerns with diffusions absolutely continuous with respect to a given one, determined by the generator D_mD. Such absolutely continuous diffusions on the line were first described analytically by S. OREY in terms of the corresponding speed measures and road maps. By the aid of the derived stochastic equations an explicit expression for the corresponding RADON -NIKODYM derivatives is possible. This allows a characterization of diffusions with non-identical scale functions by stochastic differential equations.     

Entropy Numbers in Weighted Function Spaces and Eigenvalue Distributions of Some Degenerate Pseudodifferential Operators II

This paper is the continuation of [17]. We investigate mapping and spectral properties of pseudodifferential operators of type Ψ with χ χ ? ? and 0 ≤ γ ≤ 1 in the weighted function spaces B (?ⁿ, w(x)) and F (?ⁿ, w(x)) treated in [17]. Furthermore, we study the distribution of eigenvalues and the behaviour of corresponding root spaces for degenerate pseudodifferential operators preferably of type b₂(x) b(x, D) b₁(x), where b₁(x) and b₂(x) are appropriate functions and b(x, D) ? Ψ. Finally, on the basis of the Birman-Schwinger principle, we deal with the “negative spectrum” (bound states) of related symmetric operators in L₂.     

Global attractor and decay estimates of solutions to a class of nonlinear evolution equations

In this work, we prove the existence of global attractor for the nonlinear evolution equation u_tt?Δu?Δu_t?Δu_tt + g(x, u)=f(x) in X=(H²(Ω)∩H(Ω)) × (H²(Ω)∩H(Ω)). This improves a previous result of Xie and Zhong in (J. Math. Anal. Appl. 2007; 336 :54–69.) concerning the existence of global attractor in H(Ω) × H(Ω) for a similar equation. Further, the asymptotic behavior and the decay property of global solution are discussed. Copyright © 2010 John Wiley & Sons, Ltd.     

The periodicity in stable equivariant surgery

The classical surgery theory (see [5] and [23]) computes the structure set S_m (M, rel ?) of manifolds homotopy equivalent to M relative to the boundary. Siebenmann showed that in topological category, the structure set is 4-periodic: S_m(M, rel ?) ? S_m+4(M × D⁴, rel ?) up to a copy of ?; see [12]. Cappell and Weinberger gave a geometric interpretation of this periodicity in [8]. By using Weinberger's stratified surgery theory (see [24]), we extend this to an equivariant periodicity result for topological manifolds with homotopically stratified actions by compact Lie groups, with D⁴ replaced by the unit ball of certain group representations. In particular, if G is an odd order group acting on a topological manifold M, then the equivariant stable structure sets satisfy S (M, rel ?) ? S(M × D(?⁴ ? ?G), rel ?) up to copies of ?. © 1993 John Wiley & Sons, Inc.     

An artificial boundary condition for an advection–diffusion equation

Consider the advection–diffusion equation: u₁ + au_x1 ? vδu = 0 in ?ⁿ × ?⁺ with initial data u⁰; the Support of u⁰ is contained in ?(x₁ < 0) and a: ?ⁿ → ? is positive. In order to approximate the full space solution by the solution of a problem in ? × ?⁺, we propose the artificial boundary condition: u₁ + au_x1 = 0 on ∑. We study this by means of a transmission problem: the error is an O(v²) for small values of the viscosity v.     

Word maps and spectra of random graph lifts

We study here the spectra of random lifts of graphs. Let G be a finite connected graph, and let the infinite tree T be its universal cover space. If λ₁ and ρ are the spectral radii of G and T respectively, then, as shown by Friedman (Graphs Duke Math J 118 (2003), 19–35), in almost every n‐lift H of G, all “new” eigenvalues of H are ≤ O(λ ρ^1/2). Here we improve this bound to O(λ ρ^2/3). It is conjectured in (Friedman, Graphs Duke Math J 118 (2003) 19–35) that the statement holds with the bound ρ + o(1) which, if true, is tight by (Greenberg, PhD thesis, 1995). For G a bouquet with d/2 loops, our arguments yield a simple proof that almost every d‐regular graph has second eigenvalue O(d^2/3). For the bouquet, Friedman (2008). has famously proved the (nearly?) optimal bound of . Central to our work is a new analysis of formal words. Let w be a formal word in letters g,…,g. The word map associated with w maps the permutations σ₁,…,σ_k ∈ S_n to the permutation obtained by replacing for each i, every occurrence of g_i in w by σ_i. We investigate the random variable X that counts the fixed points in this permutation when the σ_i are selected uniformly at random. The analysis of the expectation ??(X) suggests a categorization of formal words which considerably extends the dichotomy of primitive vs. imprimitive words. A major ingredient of a our work is a second categorization of formal words with the same property. We establish some results and make a few conjectures about the relation between the two categorizations. These conjectures suggest a possible approach to (a slightly weaker version of) Friedman's conjecture. As an aside, we obtain a new conceptual and relatively simple proof of a theorem of A. Nica (Nica, Random Struct Algorithms 5 (1994), 703–730), which determines, for every fixed w, the limit distribution (as n →∞) of X. A surprising aspect of this theorem is that the answer depends only on the largest integer d so that w = u^d for some word u. © 2010 Wiley Periodicals, Inc. Random Struct. Alg., 2010     

On invariant measures of extensions of Markov transition functions

By using the LITTLEWOOD matrices A_2n we generalize CLARKSON' S inequalities, or equivalently, we determine the norms ‖A_2n: l(L_P) → l(L_P)‖ completely. The result is compared with the norms ‖A_2n: l → l‖, which are calculated implicitly in PIETSCH [6].     

Phase transition for Parking blocks,Brownian excursion and coalescence

In this paper, we consider hashing with linear probing for a hashing table with m places, n items (n < m), and ? = m ? n empty places. For a noncomputer science‐minded reader, we shall use the metaphore of n cars parking on m places: each car c_i chooses a place p_i at random, and if p_i is occupied, c_i tries successively p_i + 1, p_i + 2, until it finds an empty place. Pittel [42] proves that when ?/m goes to some positive limit β < 1, the size B of the largest block of consecutive cars satisfies 2(β ? 1 ? log β)B = 2 log m ? 3 log log m + Ξ_m, where Ξ_m converges weakly to an extreme‐value distribution. In this paper we examine at which level for n a phase transition occurs between B = o(m) and m ? B = o(m). The intermediate case reveals an interesting behavior of sizes of blocks, related to the standard additive coalescent in the same way as the sizes of connected components of the random graph are related to the multiplicative coalescent. © 2002 Wiley Periodicals, Inc. Random Struct. Alg., 21: 76–119, 2002     

On series of signed vectors and their rearrangements

Let x₁,…,x_m∈ \input amssym $ \Bbb R$ n be a sequence of vectors with ∥x_i∥₂ ≤ 1 for all i. It is proved that there are signs ε₁,…,ε_m = ±1 such that where C₁, C₂ are some numerical constants. It is also proved that there are signs ε,…,ε = ±1 and a permutation π of {1,…,m} such that where C^′ is some other numerical constant. © 2011 Wiley Periodicals, Inc. Random Struct. Alg., 2011     

On the density of 2‐colorable 3‐graphs in which any four points span at most two edges

Let ex₂(n, K) be the maximum number of edges in a 2‐colorable K‐free 3‐graph (where K={123, 124, 134} ). The 2‐chromatic Turán density of K is $\pi_{2}({K}_{4}^-) =lim_{{n}\to \infty} {ex}_{2}({n}, {K}_{4}^-)/\left(_{3}^{n}\right)Let ex₂(n, K) be the maximum number of edges in a 2‐colorable K‐free 3‐graph (where K={123, 124, 134} ). The 2‐chromatic Turán density of K is $\pi_{2}({K}_{4}^-) =lim_{{n}\to \infty} {ex}_{2}({n}, {K}_{4}^-)/\left(_{3}^{n}\right)$. We improve the previously best known lower and upper bounds of 0.25682 and 3/10?ε, respectively, by showing that This implies the following new upper bound for the Turán density of K In order to establish these results we use a combination of the properties of computer‐generated extremal 3‐graphs for small n and an argument based on “super‐saturation”. Our computer results determine the exact values of ex(n, K) for n≤19 and ex₂(n, K) for n≤17, as well as the sets of extremal 3‐graphs for those n. © 2009 Wiley Periodicals, Inc. J Combin Designs 18: 105–114, 2010     

Resonance phenomena for a class of partial differential equations of higher order in cylindrical waveguides

We consider a domain Ω in ?ⁿ of the form Ω = ?^l × Ω′ with bounded Ω′ ? ?^n?l. In Ω we study the Dirichlet initial and boundary value problem for the equation ? u + [(? ? ?… ? ?)^m + (? ? ?… ? ?)^m]u = fe^?iωt. We show that resonances can occur if 2m ≥ l. In particular, the amplitude of u may increase like t^α (α rational, 0<α<1) or like in t as t∞∞. Furthermore, we prove that the limiting amplitude principle holds in the remaining cases.     

The circular chromatic number of the Mycielskian of G

In a search for triangle-free graphs with arbitrarily large chromatic numbers, Mycielski developed a graph transformation that transforms a graph G into a new graph μ(G), we now call the Mycielskian of G, which has the same clique number as G and whose chromatic number equals χ(G) + 1. Chang, Huang, and Zhu [G. J. Chang, L. Huang, & X. Zhu, Discrete Math, to appear] have investigated circular chromatic numbers of Mycielskians for several classes of graphs. In this article, we study circular chromatic numbers of Mycielskians for another class of graphs G. The main result is that χ_c(μ(G)) = χ(μ(G)), which settles a problem raised in [G. J. Chang, L. Huang, & X. Zhu, Discrete Math, to appear, and X. Zhu, to appear]. As χ_c(G) = and χ(G) = , consequently, there exist graphs G such that χ_c(G) is as close to χ(G) − 1 as you want, but χ_c(μ(G)) = χ(μ(G)). © 1999 John Wiley & Sons, Inc. J Graph Theory 32: 63–71, 1999     

Cylinder Homomorphisms and Chow Groups

Let X be a projective algebraic manifold of dimension n (over C), CH¹(X) the Chow group of algebraic cycles of codimension l on X, modulo rational equivalence, and A¹(X) ? CH¹(X) the subgroup of cycles algebraically equivalent to zero. We say that A¹(X) is finite dimensional if there exists a (possibly reducible) smooth curve T and a cycle z∈CH¹(Γ × X) such that z_*:A¹(Γ)-A¹(X) is surjective. There is the well known Abel-Jacobi map λ₁:A¹(X)-J(X), where J(X) is the lth Lieberman Jacobian. It is easy to show that A¹(X)→J(X) A¹(X) finite dimensional. Now set with corresponding map A^*(X)→J(X). Also define Level . In a recent book by the author, there was stated the following conjecture: where it was also shown that (?) in (**) is a consequence of the General Hodge Conjecture (GHC). In this present paper, we prove A^*(X) finite dimensional ?? Level (H^*(X)) ≤ 1 for a special (albeit significant) class of smooth hypersurfaces. We make use of the family of k-planes on X, where ([…] = greatest integer function) and d = deg X; moreover the essential technical ingredients are the Lefschetz theorems for cohomology and an analogue for Chow groups of hypersurfaces. These ingredients in turn imply very special cases of the GHC for our choice of hypersurfaces X. Some applications to the Griffiths group, vanishing results, and (universal) algebraic representatives for certain Chow groups are given.     

On restricted min‐wise independence of permutations

A family of permutations ℱ ⊆ S_n with a probability distribution on it is called k-restricted min-wise independent if we have Pr[min π(X) = π(x)] = 1/|X| for every subset X ⊆ [n] with |X| ≤ k, every x ∈ X, and π ∈ ℱ chosen at random. We present a simple proof of a result of Norin: every such family has size at least Some features of our method might be of independent interest. The best available upper bound for the size of such family is 1 + ∑ (j − 1)(). We show that this bound is tight if the goal is to imitate not the uniform distribution on S_n, but a distribution given by assigning suitable priorities to the elements of [n] (the stationary distribution of the Tsetlin library, or self-organizing lists). This is analogous to a result of Karloff and Mansour for k-wise independent random variables. We also investigate the cases where the min-wise independence condition is required only for sets X of size exactly k (where we have only an Ω(log log n + k) lower bound), or for sets of size k and k − 1 (where we already obtain a lower bound of n − k + 2). © 2003 Wiley Periodicals, Inc. Random Struct. Alg., 2003     

Subgraphs smaller than the girth

For graphs A, B, let () denote the number of subsets of nodes of A for which the induced subgraph is B. If G and H both have girth > k, and if () = () for every k-node tree T, then for every k-node forest F, () = (). Say the spread of a tree is the number of nodes in a longest path. If G is regular of degree d, on n nodes, with girth > k, and if F is a forest of total spread ≤k, then the value of () depends only on n and d.     

Countable Direct Sums of Banach Spaces

Let (X_n) be a sequence of infinite-dimensional BANACH spaces. We prove that has a non-locally complete quotient if X₁ is not quasi-reflexive.