A parametric variational principle and residuality

We prove a parametric version of a smooth convex variational principle with constraints using a Baire category approach. We examine in depth the necessity of the assumptions of our variational principle by providing counterexamples.     

Perron's method for quasilinear hyperbolic systems: Part I

We define a notion of viscosity solution (sub-, supersolution) for these systems, prove a comparison principle and we prove existence of viscosity solutions using a Perron like method. In Part I, we do all the above except prove existence using the Perron method.     

Moderate deviation for super-Brownian motion with immigration

We prove a moderate deviation principle for a super-Brownian motion with im-migration of all dimensions, and consequently fill the gap between the central limit theoremand large deviation principle.     

Combinatorial proofs of an identity from Ramanujan’s lost notebook and its variations

We give two combinatorial proofs and partition-theoretic interpretations of an identity from Ramanujan’s lost notebook. We prove a special case of the identity using the involution principle. We then extend this into a direct proof of the full identity using a generalization of the involution principle. We also show that the identity can be rewritten into a modified form that we prove bijectively. This fits the identity into Pak’s duality of partition identities proven using the involution principle and partition identities proven bijectively. The original identity was first proven algebraically by Andrews as a consequence of an identity of Rogers’ and combinatorially by Kim, while the modified form of the identity generalizes an identity recently found by Andrews and Warnaar related to the product of partial theta functions.     

Risk-Sensitive Control of Pure Jump Process on Countable Space with Near Monotone Cost

In this article, we study risk-sensitive control problem with controlled continuous time pure jump process on a countable space as state dynamics. We prove multiplicative dynamic programming principle, elliptic and parabolic Harnack’s inequalities. Using the multiplicative dynamic programing principle and the Harnack’s inequalities, we prove the existence and a characterization of optimal risk-sensitive control under the near monotone condition.     

Uncertainty principles for locally compact quantum groups

In this paper, we prove the Donoho–Stark uncertainty principle for locally compact quantum groups and characterize the minimizer which are bi-shifts of group-like projections. We also prove the Hirschman–Beckner uncertainty principle for compact quantum groups and discrete quantum groups. Furthermore, we show Hardy's uncertainty principle for locally compact quantum groups in terms of bi-shifts of group-like projections.     

Banach压缩映象原理与空间完备性

本文进一步揭示了Ｂａｎａｃｈ压缩映象原理与完备性的关系，指出：一般地，Ｂａｎａｃｈ压缩映象原理等价于道路完备性，在一定条件下才等价于完备性，进一步给出了这一等价性成立的充要条件     

BSDEs driven by time-changed Lévy noises and optimal control

We study backward stochastic differential equations (BSDEs) for time-changed Lévy noises when the time-change is independent of the Lévy process. We prove existence and uniqueness of the solution and we obtain an explicit formula for linear BSDEs and a comparison principle. BSDEs naturally appear in control problems. Here we prove a sufficient maximum principle for a general optimal control problem of a system driven by a time-changed Lévy noise. As an illustration we solve the mean–variance portfolio selection problem.     

A Bridge Principle for Harmonic Maps

We prove a bridge principle for harmonic maps between generalmanifolds.     

Design of lattice surface energies

We provide a general framework for the design of surface energies on lattices. We prove sharp bounds for the homogenization of discrete systems describing mixtures of ferromagnetic interactions by constructing optimal microgeometries, and we prove a localization principle which allows to reduce to the periodic setting in the general nonperiodic case.     

The Phase Field Equations and Gradient Flows of Marginal Functions

We prove existence of solutions to the initial-boundary value problem for the quasistationary phase field equations with a multidimensional order parameter. We show that these solutions satisfy the entropy maximum principle and the entropy production minimum principle. We obtain a new selection theorem for differential inclusion with multifunctions generated by weak differentials of marginal functions.     

On the Harmonic Measure and Capacity of Rational Lemniscates

We study the lemniscates of rational maps. We prove a reflection principle for the harmonic measure of rational lemniscates and we give estimates for their capacity and the capacity of their components. Also, we prove a version of Schwarz’s lemma for the capacity of the lemniscates of proper holomorphic functions.     

An uncertainty principle, Wegner estimates and localization near fluctuation boundaries

We prove a simple uncertainty principle and show that it can be applied to prove Wegner estimates near fluctuation boundaries. This gives new classes of models for which localization at low energies can be proven.     

Space-time large deviations for interacting particle systems

We prove a process-level large deviation principle for the space-time empirical averages of continuous-time systems on an infinite lattice. Our methods rely on the Donsker-Varadhan large deviation theory for Markov processes, and allow us to express the rate function rather explicitly in terms of the Markov generator of the infinite particle system. We can prove our principle for a large class of spin systems with no particle exchange, as well as for infinite diffusion processes whose drift is the gradient of a finite range Hamiltonian. © 1993 John Wiley & Sons, Inc.     

Banach压缩映象原理与空间完备性

本文揭示了Banach压缩映象原理与空间完备性的关系,证明了在具有一致局部连通性的距离空间中,压缩映象原理与空间完备性仍然等价.     

The energy method for constructing time-harmonic solutions to the maxwell equations

We propose some minimum principle for an energy functional in an elliptic boundary value problem that arises in constructing time-harmonic solutions to the Maxwell equations. We suggest the potentials other than the vector and scalar potentials, used in the mathematical modeling of electromagnetic fields since the operators of traditional problems are not sign definite, which complicates constructions of iterative solution methods. We consider the problem in a parallelepiped whose boundary is ideally conducting. For nonresonant frequencies we prove that the operator of the boundary value problem is positive definite, propose a minimum principle for a quadratic energy functional, and prove the existence and uniqueness of generalized solutions.     

Asymptotic results for the empirical process of stationary sequences

We prove a strong invariance principle for the two-parameter empirical process of stationary sequences under a new weak dependence assumption. We give several applications of our results.     

A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications

In this paper, we present an optimal control problem for stochastic differential games under Markov regime-switching forward–backward stochastic differential equations with jumps. First, we prove a sufficient maximum principle for nonzero-sum stochastic differential games problems and obtain equilibrium point for such games. Second, we prove an equivalent maximum principle for nonzero-sum stochastic differential games. The zero-sum stochastic differential games equivalent maximum principle is then obtained as a corollary. We apply the obtained results to study a problem of robust utility maximization under a relative entropy penalty and to find optimal investment of an insurance firm under model uncertainty.     

Maximum principle for quasi-linear backward stochastic partial differential equations

In this paper we are concerned with the maximum principle for quasi-linear backward stochastic partial differential equations (BSPDEs for short) of parabolic type. We first prove the existence and uniqueness of the weak solution to quasi-linear BSPDEs with the null Dirichlet condition on the lateral boundary. Then using the De Giorgi iteration scheme, we establish the maximum estimates and the global maximum principle for quasi-linear BSPDEs. To study the local regularity of weak solutions, we also prove a local maximum principle for the backward stochastic parabolic De Giorgi class.     

The invariance principle

We prove the invariance principle under weaker conditions and discuss applications. Research partially supported by a USNSF grant