Local and Global Existence for an Aggregation Equation

The purpose of this work is to develop a satisfactory existence theory for a general class of aggregation equations. An aggregation equation is a non-linear, non-local partial differential equation that is a regularization of a backward diffusion process. The non-locality arises via convolution with a potential. Depending on how regular the potential is, we prove either local or global existence for the solutions. Aggregation equations have been used recently to model the dynamics of populations in which the individuals attract each other (Bodnar and Velazquez, 2005 Bodnar , M. , Velazquez , J. J. L. ( 2005 ). Derivation of macroscopic equations for individual cell-based models: a formal approach . Math. Methods Appl. Sci. 28 ( 15 ): 1757 – 1779 .[Crossref], [Web of Science ®] , [Google Scholar]; Holm and Putkaradze, 2005 Holm , D. D. , Putkaradze , V. ( 2005 ). Aggregation of finite size particles with variable mobility . Phys. Rev. Lett. 95 : 226106 . [Google Scholar]; Mogilner and Edelstein-Keshet, 1999 Mogilner , A. , Edelstein-Keshet , L. ( 1999 ). A non-local model for a swarm . J. Math. Biol. 38 ( 6 ): 534 – 570 .[Crossref], [Web of Science ®] , [Google Scholar]; Morale et al., 2005 Morale , D. , Capasso , V. , Oelschläger , K. ( 2005 ). An interacting particle system modelling aggregation behavior: from individuals to populations . J. Math. Biol. 50 ( 1 ): 49 – 66 .[Crossref], [PubMed], [Web of Science ®] , [Google Scholar]; Topaz and Bertozzi, 2004 Topaz , C. M. , Bertozzi , A. L. ( 2004 ). Swarming patterns in a two-dimensional kinematic model for biological groups . SIAM J. Appl. Math. 65 ( 1 ): 152 – 174 (electronic) .[Crossref], [Web of Science ®] , [Google Scholar]; Topaz et al., 2006 Topaz , C. M. , Bertozzi , A. L. , Lewis , M. A. ( 2006 ). A nonlocal continuum model for biological aggregation . Bull. Math. Biol. 68 ( 7 ): 1601 – 1623 .[Crossref], [PubMed], [Web of Science ®] , [Google Scholar]).     

A canonical module characterization of Serre’s (R1)

In this short note, we give a characterization of domains satisfying Serre’s condition (R₁) in terms of their canonical modules. In the special case of toric rings, this generalizes a result of the second author [9 Yanagawa, K. (2015). Dualizing complexes of seminormal a?ne semigroup rings and toric face rings. J. Algebra 425:367–391.[Crossref], [Web of Science ®] , [Google Scholar]] where the normality is described in terms of the “shape” of the canonical module.     

Propagation of Singularities for Schrödinger Equations on the Euclidean Space with a Scattering Metric

Given a scattering metric on the Euclidean space. We consider the Schrödinger equation corresponding to the metric, and study the propagation of singularities for the solution in terms of the “homogeneous wavefront set”. We also prove that the notion of the homogeneous wavefront set is essentially equivalent to that of the quadratic scattering wavefront set introduced by Wunsch (1999 Wunsch , J. ( 1999 ). Propagation of singularities and growth for Schrödinger operators . Duke Math. J. 98 : 137 – 186 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]). One of the main results in Wunsch (1999 Wunsch , J. ( 1999 ). Propagation of singularities and growth for Schrödinger operators . Duke Math. J. 98 : 137 – 186 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]) follows on the Euclidean space with a weaker, almost optimal condition on the potential.     

Extension of Goulden–Jackson cluster method on pattern occurrences in random sequences and comparison with Régnier–Szpankowski method

The Goulden–Jackson cluster method is a powerful method to find generating functions of pattern occurrences in random sequences [1 Goulden, I.P. and Jackson, D.M. 1979. An inversion theorem for cluster decompositions of sequences with distinguished subsequences. Journal of London Mathematical Society, Second Series, 20: 567–576. [Crossref], [Web of Science ®] , [Google Scholar]]. The method is clearly explained, extended and implemented by Noonan and Zeilberger [2 Noonan, J. and Zeilberger, D. 1999. The Goulden-Jackson cluster method: extensions, applications, and implementations. Journal of Difference Equations and Applications, 5: 355–377. [Taylor & Francis Online], [Web of Science ®] , [Google Scholar]]. In this paper, we elaborate on one of the several extensions in [2 Noonan, J. and Zeilberger, D. 1999. The Goulden-Jackson cluster method: extensions, applications, and implementations. Journal of Difference Equations and Applications, 5: 355–377. [Taylor & Francis Online], [Web of Science ®] , [Google Scholar]], namely the extension from symmetrical Bernoulli sequences where the occurrences of each symbol have equal probability, to asymmetrical Bernoulli sequences with different probabilities of symbol generations. An explicit formula is derived for the extension, which is implicitly embedded in the treatment of [2 Noonan, J. and Zeilberger, D. 1999. The Goulden-Jackson cluster method: extensions, applications, and implementations. Journal of Difference Equations and Applications, 5: 355–377. [Taylor & Francis Online], [Web of Science ®] , [Google Scholar]]. The extended result is then compared with the method of Régnier–Szpankowski [3 Régnier, M. and Szpankowski, W. 1997. On the approximate pattern occurrences in a text. Proceedings of the compression and complexity of sequences 1997, : 253–264.  [Google Scholar]], a method which was developed independently to tackle the same problem. By manipulating some matrix inversions, we show that the Régnier–Szpankowski method can be simplified to the extended Goulden–Jackson method.     

2 × 2 Permanental Ideals of Hypermatrices

We analyze the structure of ideals generated by some classes of 2 × 2 permanents of hypermatrices, generalizing [9 Laubenbacher , R. C. , Swanson , I. ( 2000 ). Permanental ideals . J. Symbolic Comput. 30 : 195 – 205 .[Crossref], [Web of Science ®] , [Google Scholar]] on 2 × 2 permanental ideals of generic matrices. We compare the obtained structure to that of the corresponding determinantal ideals in [11 Swanson , I. , Taylor , A. ( 2013 ). Minimal primes of ideals arising from conditional independence statements . J. Algebra 392 : 299 – 314 .[Crossref], [Web of Science ®] , [Google Scholar]]: as expected, the permanental ideals have many more (minimal) components. In the last two sections, we examine a few related classes of permanental ideals.     

Loewy Modules with Finite Loewy Invariants and Max Modules with Finite Radical Invariants

Over a commutative ring R, a module is artinian if and only if it is a Loewy module with finite Loewy invariants [5 Facchini , A. ( 1981 ). Loewy and artinian modules over commutative rings . Ann. Mat. Pura Appl. 128 : 359 – 374 .[Crossref], [Web of Science ®] , [Google Scholar]]. In this paper, we show that this is not necesarily true for modules over noncommutative rings R, though every artinian module is always a Loewy module with finite Loewy invariants. We prove that every Loewy module with finite Loewy invariants has a semilocal endomorphism ring, thus generalizing a result proved by Camps and Dicks for artinian modules [3 Camps , R. , Dicks , W. ( 1993 ). On semilocal rings . Israel J. Math. 81 : 203 – 211 .[Crossref], [Web of Science ®] , [Google Scholar]]. Finally, we obtain similar results for the dual class of max modules.     

Asymptotic Solutions of Viscous Hamilton–Jacobi Equations with Ornstein–Uhlenbeck Operator

We study the long time behavior of solutions of the Cauchy problem for semilinear parabolic equations with the Ornstein–Uhlenbeck operator in ? ^N . The long time behavior in the main results is stated with help of the corresponding to ergodic problem, which complements, in the case of unbounded domains, the recent developments on long time behaviors of solutions of (viscous) Hamilton–Jacobi equations due to Namah (1996 Namah , G. ( 1996 ). Asymptotic solution of a Hamilton–Jacobi equation . Asymptotic Anal. 12 ( 4 ): 355 – 370 . [CSA] [Web of Science ®] , [Google Scholar]), Namah and Roquejoffre (1999 Namah , G. , Roquejoffre , J.-M . ( 1999 ). Remarks on the long-time behavior of the solutions of Hamilton–Jacobi equations . Comm. PDE 24 ( 5–6 ): 883 – 893 . [CSA] [Taylor & Francis Online], [Web of Science ®] , [Google Scholar]), Roquejoffre (1998 Roquejoffre , J.-M . ( 1998 ). Comportement asymptotique des solutions d’équations de Hamilton–Jacobi monodimensionnelles . C. R. Acad. Sci. Paris Sér. I Math. 326 ( 2 ): 185 – 189 . [CSA] [Crossref] , [Google Scholar]), Fathi (1998 Fathi , A. ( 1998 ). Sur la convergence du semi-groupe de Lax–Oleinik semigroup . C. R. Acad. Sci. Paris Sér. I Math. 327 ( 3 ): 267 – 270 . [CSA] [Crossref] , [Google Scholar]), Barles and Souganidis (2000 Barles , G. , Souganidis , P. E. ( 2000 ). On the large time behavior of solutions of Hamilton–Jacobi equaitons . SIAM J. Math. Anal. 31 ( 4 ): 925 – 939 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar] 2001 Barles , G. , Souganidis , P. E. ( 2001 ). Space-time periodic solutions and long-time behavior of solutions to quasi-periodic parabolic equations . SIAM J. Math. Anal. 32 ( 6 ): 1311 – 1323 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]). We also establish existence and uniqueness results for solutions of the Cauchy problem and ergodic problem for semilinear parabolic equations with the Ornstein–Uhlenbeck operator.     

Central Schur rings over the projective special linear groups

In [1 Bannai, E. (1991). Subschemes of some association schemes. J. Algebra 14:167–188.[Crossref], [Web of Science ®] , [Google Scholar]], Bannai presents a fusion condition and uses this to consider central Schur rings (S-rings) over the simple groups PSL(2,q) where q is a prime power. In this paper, we concretely describe all such S-rings in terms of symmetric S-rings over cyclic groups. The final section discusses counting these.     

Global Stability and Bounds for Coarsening Rates Within the Mean-Field Theory for Domain Coarsening

We investigate the long-time behavior of solutions to the classical mean-field model for coarsening by Lifshitz–Slyozov and Wagner (LSW). In the original work (Lifshitz and Slyozov, 1961 Lifshitz , I. M. , Slyozov , V. V. ( 1961 ). The kinetics of precipitation from supersaturated solid solutions . J. Phys. Chem. Solids 19 : 35 – 50 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]; Wagner 1961 Wagner , C. ( 1961 ). Theorie der Alterung von Niederschlägen durch Umlösen . Z. Elektrochemie 65 : 581 – 594 . [CSA]  [Google Scholar]) convergence of solutions to a uniquely determined self-similar solution was predicted. However, it is by now well known (Giron et al., 1998 Giron , B. , Meerson , B. , Sasorov , V. P. ( 1998 ). Weak selection and stability of localized distributions in Ostwald ripening . Phys. Rev. E 58 : 4213 – 4216 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]; Niethammer and Pego 1999 Niethammer , B. , Pego , R. L. ( 1999 ). Non-self-similar behavior in the LSW theory of Ostwald ripening . J. Stat. Phys. 95 ( 5/6 ): 867 – 902 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar] 2001 Niethammer , B. , Pego , R. L. ( 2001 ). The LSW model for domain coarsening: Asymptotic behavior for total conserved mass . J. Stat. Phys. 104 ( 5/6 ): 1113 – 1144 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]) that the long-time behavior of solutions depends sensitively on the initial data. In Niethammer and Pego (1999 Niethammer , B. , Pego , R. L. ( 1999 ). Non-self-similar behavior in the LSW theory of Ostwald ripening . J. Stat. Phys. 95 ( 5/6 ): 867 – 902 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar] 2001 Niethammer , B. , Pego , R. L. ( 2001 ). The LSW model for domain coarsening: Asymptotic behavior for total conserved mass . J. Stat. Phys. 104 ( 5/6 ): 1113 – 1144 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]) a necessary criterion for convergence to any self-similar solution which behaves like a finite power at the end of its (compact) support is given. It says that the data have to be regularly varying at the end of their support with the same power. This criterion is also shown to be sufficient if the power is sufficiently small and for data which are close to self-similar.

In this article we extend the local stability result to the whole range of self-similar solutions with compact support. Our first main result establishes global stability of self-similar solutions with not too large power. The proof relies on a global contraction argument for the spreading of characteristics. In addition, we also establish upper and lower bounds for the coarsening rates of the system for a suitable class of initial data whose variation is bounded at the end of the support but not necessarily regular.     

Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients

Abstract

We study the limit of the solutions of systems of semi-linear partial differential equations (PDEs) of second order of parabolic type, with rapidly oscillating periodic coefficients, a singular drift, and singular coefficients of the zero and second order terms. Our basic tool is the approach given by Pardoux [14 Pardoux , E. 1999 . Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: a probabilistic approach . J. Funct. Anal. 167 : 498 – 520 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]]. In particular, we use the weak convergence of an associated backward stochastic differential equation (BSDE).     

Inverse Boundary Value Problem for Maxwell Equations with Local Data

We prove a uniqueness theorem for an inverse boundary value problem for the Maxwell system with boundary data assumed known only in part of the boundary. We assume that the inaccessible part of the boundary is either part of a plane, or part of a sphere. This work generalizes the results obtained by Isakov [4 Isakov , V. ( 2007 ). On uniqueness in the inverse conductivity problem with local data . Inverse Probl. Imaging 1 : 95 – 105 .[Crossref], [Web of Science ®] , [Google Scholar]] for the Schrödinger equation to Maxwell equations.     

The Level Set Method for Systems of PDEs

We propose a level set method for systems of PDEs which is consistent with the previous research pursued by Evans (1996 Evans , L. C. ( 1996 ). A geometric interpretation of the heat equation with multivalued initial data . SIAM J. Math. Anal. 27 ( 4 ): 932 – 958 .[Crossref], [Web of Science ®] , [Google Scholar]) for the heat equation and by Giga and Sato (2001 Giga , Y. , Sato , M.-H. ( 2001 ). A level set approach to semicontinuous viscosity solution for Cauchy problems . Comm. Partial Differential Equations 26 ( 5–6 ): 813 – 839 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) for Hamilton–Jacobi equations. Our approach follows a geometric construction related to the notion of barriers introduced by De Giorgi. The main idea is to force a comparison principle between manifolds of different codimension and require each nonzero sub-level of a solution of the level set equation to be a barrier for the graph of a solution of the corresponding system. We apply the method to a class of systems of first order quasi-linear equations. We compute the level set equation associated with suitable first order systems of conservation laws, with the mean curvature flow of a manifold of arbitrary codimension and with systems of reaction–diffusion equations.     

Eigenfunctions for Partially Rectangular Billiards

In this note, we further develop the methods of Burq and Zworski (2005 Burq , N. , Zworski , M. ( 2005 ). Bouncing ball modes and quantum chaos . SIAM Review 47 ( 5 ): 43 – 49 [CROSSREF] [CSA] [Crossref] , [Google Scholar]) to study eigenfunctions for billiards which have rectangular components: these include the Bunimovich billiard, the Sinai billiard, and the recently popular pseudointegrable billiards (Bogomolny et al., 1999 Bogomolny , E. , Gerland , U. , Schmit , C. ( 1999 ). Models of intermediate spectral statistics . Phys. Rev. E 59 : 1315 – 1318 [CROSSREF] [CSA] [Crossref], [Web of Science ®] , [Google Scholar]). The results are an application of a “black-box” point of view as presented in Burq and Zworski (2004 Burq , N. , Zworski , M. ( 2004 ). Geometric control in the presence of a black box . JAMS 17 : 443 – 471 [CROSSREF] [CSA] [Web of Science ®] , [Google Scholar]).     

On Serial Noetherian Rings

It is well known that every serial Noetherian ring satisfies the restricted minimum condition. In particular, following Warfield (1975 Warfield , R. B. ( 1975 ). Serial rings and finitely presented modules . J. Algebra 37 : 187 – 222 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]), such a ring is a direct sum of an Artinian ring and hereditary prime rings. The aim of this note is to show that every serial ring having the restricted minimum condition is Noetherian.     

Local Regularity for Parabolic Nonlocal Operators

Weak solutions to parabolic integro-differential operators of order α ∈ (α₀, 2) are studied. Local a priori estimates of Hölder norms and a weak Harnack inequality are proved. These results are robust with respect to α↗2. In this sense, the presentation is an extension of Moser's result from [20 Moser , J. ( 1971 ). On a pointwise estimate for parabolic differential equations . Comm. Pure Appl. Math. 24 : 727 – 740 .[Crossref], [Web of Science ®] , [Google Scholar]].     

The Caffarelli Alternative in Measure for the Nondivergence Form Elliptic Obstacle Problem with Principal Coefficients in VMO

We study the obstacle problem with an elliptic operator in nondivergence form with principal coefficients in VMO. We develop all of the basic theory of existence, uniqueness, optimal regularity, and nondegeneracy of the solutions. These results, in turn, allow us to begin the study of the regularity of the free boundary, and we show existence of blowup limits, a basic measure stability result, and a measure-theoretic version of the Caffarelli alternative proven in [3 Caffarelli , L.A. ( 1977 ). The regularity of free boundaries in higher dimensions . Acta Math. 139 : 155 – 184 .[Crossref], [Web of Science ®] , [Google Scholar]].     

A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps

Abstract

In this article, we study the discounted penalty at ruin in a perturbed compound Poisson model with two-sided jumps. We show that it satisfies a renewal equation under suitable conditions and consider an application of this renewal equation to study some perpetual American options. In particular, our renewal equation gives a generalization of the renewal equation in Gerber and Landry [2 Gerber , H.U. , and Landry , B. 1998 . On the discounted penalty at ruin in a jump-diffusion and the perpetual put option . Insurance: Mathematics and Economics 22 : 263 – 276 .[Crossref], [Web of Science ®] , [Google Scholar]] where only downward jumps are allowed.     

Standard Koszul standardly stratified algebras

In this paper, we prove that every standard Koszul (not necessarily graded) standardly stratified algebra is also Koszul. This generalizes a similar result of [3 Ágoston, I., Dlab, V., Lukács, E. (2003). Quasi-hereditary extension algebras. Algebras Represent. Theory 6:97–117.[Crossref], [Web of Science ®] , [Google Scholar]] on quasi-hereditary algebras.     

Discrete-Time BSDEs with Random Terminal Horizon

This article studies the theory of discrete-time backward stochastic differential equations (also called BSDEs) with a random terminal time, which is not a stopping time. We follow Cohen and Elliott [2 Cohen , S.N. , and Elliott , R.J. 2010 . A general theory of finite state backward stochastic difference equations . Stochastic Processes and Their Applications 120 ( 4 ): 442 – 466 .[Crossref], [Web of Science ®] , [Google Scholar]] and consider a reference filtration generated by a general discrete-time finite-state process. The martingale representation theorem for essentially bounded martingales under progressively enlarged filtration is established. Then we prove the existence and uniqueness theorem of BSDEs under enlarged filtration using some weak assumptions of the driver. We also present conditions for a comparison theorem. Applications to nonlinear expectations and optimal design of dynamic default risk are explored.     

A note on semicentral idempotents

In this note we answer the question raised by Han et al. in [3 Han, J., Lee, Y., Park, S. (2014). Semicentral idempotents in a ring. J. Korean Math. Soc. 51(3):463–472, MR3206399.[Crossref], [Web of Science ®] , [Google Scholar]] whether an idempotent isomorphic to a semicentral idempotent is itself semicentral. We show that rings with this property are precisely the Dedekind-finite rings. An application to module theory is given.