The Bellman function,the two-weight Hilbert transform,and embeddings of the model spaces<Emphasis Type="Italic">K</Emphasis><Subscript>θ</Subscript>

This paper is devoted to embedding theorems for the spaceK _θ , where θ is an inner function in the unit disc D. It turns out that the question of embedding ofK _θ into L²(Μ) is virtually equivalent to the boundedness of the two-weight Hilbert transform. This makes the embedding question quite difficult (general boundedness criteria of Hunt-Muckenhoupt-Wheeden type for the twoweight Hilbert transform have yet to be found). Here we are not interested in sufficient conditions for the embedding ofKg into L²(Μ) (equivalent to a certain two-weight problem for the Hilbert transform). Rather, we are interested in the fact that a certain natural set of conditions is not sufficient for the embedding ofK _θ intoL ² (Μ) (equivalently, a certain set of conditions is not sufficient for the boundedness in a two-weight problem for the Hilbert transform). In particular, we answer (negatively) certain questions of W. Cohn about the embedding ofK _θ into L²(Μ). Our technique leads naturally to the conclusion that there can be a uniform embedding of all the reproducing kernels ofK _θ but the embedding of the wholeK _θ intoL ²(Μ) may fail. Moreover, it may happen that the embedding into a potentially larger spaceL ²(μ) fails too. Both authors are supported by the NSF grant DMS 9970395 and joint American-Israeli grant BSF 00030.     

Solution representations for a wave equation with weak dissipation

We consider the Cauchy problem for the weakly dissipative wave equation □v+μ/1+t v_t=0, x∈?ⁿ, t≥0 parameterized by μ>0, and prove a representation theorem for its solutions using the theory of special functions. This representation is used to obtain L_p–L_q estimates for the solution and for the energy operator corresponding to this Cauchy problem. Especially for the L₂ energy estimate we determine the part of the phase space which is responsible for the decay rate. It will be shown that the situation depends strongly on the value of μand that μ=2 is critical. Copyright © 2004 John Wiley & Sons, Ltd.     

Stability of Solutions of Parabolic PDEs with Random Drift and Viscosity Limit

Let u _α be the solution of the It? stochastic parabolic Cauchy problem , where ξ is a space—time noise. We prove that u _α depends continuously on α , when the coefficients in L _α converge to those in L ₀ . This result is used to study the diffusion limit for the Cauchy problem in the Stratonovich sense: when the coefficients of L _α tend to 0 the corresponding solutions u _α converge to the solution u ₀ of the degenerate Cauchy problem . These results are based on a criterion for the existence of strong limits in the space of Hida distributions (S) ^* . As a by-product it is proved that weak solutions of the above Cauchy problem are in fact strong solutions. Accepted 22 May 1998     

Singular Perturbation of Kolmogorov Equation in Gauss–Sobolev Space

Abstract

This article is concerned with the Kolmogorov equation associated to a stochastic partial differential equation with an additive noise depending on a small parameter ε > 0. As ε vanishes, the parabolic equation degenerates into a first-order evolution equation. In a Gauss–Sobolev space setting, we prove that, as ε ↓ 0, the solution of the Cauchy problem for the Kolmogorov equation converges in L ²(μ, H) to that of the reduced evolution equation of first-order, where μ is a reference Gaussian measure on the Hilbert space H.     

L^p- L^q decay estimates of solutions to Cauchy problems of thermoviscoelastic systems

L^p- L^q decay estimate of solution to Cauchy problem of a linear thermoviscoelastic system is studied. By using a diagonalization argument of frequency analysis, the coupled system will be decoupled micrologically. Then with the help of the information of characteristic roots for the coefficient matrix of the system, L^p- L^q decay estimate of parabolic type of solution to the Cauchy problem is obtained.     

The generalized analytic signal

This paper is an explication of the analytic signal in the generalized case, i.e., the analytic signal of a generalized function and of a generalized stochastic process. The contributions of the author are: (1) an L²-theory of distributions which, in the study of the analytic signal, has an advantage over the usual Schwartz-Itô-Gel'fand theory because the Cauchy representation is defined; (2) a proof (Theorem 2.5) that the Schwartz distributions δ, δ⁺, δ^? and ? may be extended to the L₂-case, expressions (Theorems 2.6 and 2.7) for their Hilbert and Fourier transforms in the L₂-case, and expressions (Section 2.1) for their analytic signals; (3) a proof (Theorem 3.3) that an orthogonal L₂-process, and therefore the Fourier transform of a second-order stationary stochastic process (Theorem 3.4), is strictly generalized; (4) a representation theorem (Theorem 3.5) which extends the Itô spectral representation theorem for stationary random distributions to the nonspectral, nonstationary, L₂-case; (5) expressions for the Cauchy representation (Theorem 3.6) and the analytic signal (Theorem 3.7) of an L₂-process; (6) an expression for and the covariance kernel of the analytic signal of white noise (Section 3.4). The word application in the text refers to the application of previously developed concepts.     

Distributional estimates for the bilinear Hilbert transform

We obtain size estimates for the distribution function of the bilinear Hilbert transform acting on a pair of characteristic functions of sets of finite measure, that yield exponential decay at infinity and blowup near zero to the power −2/3 (modulo some logarithmic factors). These results yield all known L^p bounds for the bilinear Hilbert transform and provide new restricted weak type endpoint estimates on L^p1 × L^p2 when either 1/p₁ + 1/p₂ = 3/2 or one of p₁, p₂ is equal to 1. As a consequence of this work we also obtain that the square root of the bilinear Hilbert transform of two characteristic functions is exponentially integrable over any compact set.     

Global existence and nonexistence results for a class of semilinear hyperbolic systems

In this paper, we investigate the Cauchy problem for a class of the system of semilinear hyperbolic equations with damping. With the use of the L_p → L_q type estimation for the corresponding linear problem and the method of comparison of functional, the existence and nonexistence criteria of global solutions are found. Copyright © 2012 John Wiley & Sons, Ltd.     

On Iterations of Non–Negative Operators and Their Applications to Elliptic Systems

Let H₀, H₁ be Hilbert spaces and L : H₀ → H₁ be a linear bounded operator with ∥L∥ ≤ 1. Then L*L is a bounded linear self–adjoint non–negative operator in the Hilbert space H₀ and one can use the Neumann series Σ^∞_v=0(I — L*L)^v L*f in order to stud solvabilit of the operator equation Lu = f. In particular, applying this method to the ill–posed Cauch problem for solutions to an elliptic system Pu = 0 of linear PDE's of order p with smoothcoefficients we obtain solvabilit conditions and representation formulae for solutions of the problem in Hardy spaces whenever these solutions exist. For the Cauch–Riemann system in ℂ the summands of the Neumann series are iterations of the Cauch type integral.     

Exterior penalty in optimal control problem with state-control constraints

We consider an abstract optimal control problem with additional equality and inequality state and control constraints, we use the exterior penalty function to transform the constrained optimal control problem into a sequence of unconstrained optimal control problems, under conditions in control lie in L ₁, the sequence of the solution to the unconstrained problem contains a subsequence converging of the solution of constrained problem, this convergence is strong when the problemis non convex, and is weak if the problemis convex in control. This generalizes the results of P.Nepomiastcthy [4] where he considered the control in the Hilbert space L ²(I,? ^m ).     

Time Asymptotic Behaviour for a One-Velocity Transport Operator with Maxwell Boundary Condition

This paper is concerned with the spectral analysis of a one-velocity transport operator with Maxwell boundary condition in L ₁-space. After a detailed spectral analysis it is shown that the associated Cauchy problem is governed by a C ₀-semigroup. Next, we discuss the irreducibility of the transport semigroup. In particular, we show that the transport semigroup is irreducible. Finally, a spectral decomposition of the solutions into an asymptotic term and a transient one which will be estimated for smooth initial data is given.     

Cardinal Interpolation with Gaussian Kernels

In this paper, interpolation by scaled multi-integer translates of Gaussian kernels is studied. The main result establishes L _p Sobolev error estimates and shows that the error is controlled by the L _p multiplier norm of a Fourier multiplier closely related to the cardinal interpolant, and comparable to the Hilbert transform. Consequently, its multiplier norm is bounded independent of the grid spacing when 1<p<∞, and involves a logarithmic term when p=1 or ∞.     

Time decay of the solution to the Cauchy problem for a three-dimensional model of nonsimple thermoelasticity

This paper is devoted to the investigation of the solution to the Cauchy problem for a system of partial differential equations describing thermoelasticity of nonsimple materials in a three-dimensional space. The model of linear dynamical thermoelasticity of nonsimple materials is considered as the system of partial differential equations of fourth order. In this paper, we proposed a convenient evolutionary method of approach to the system of equations of nonsimple thermoelasticity. We proved the L^p−L^q time decay estimates for the solution to the Cauchy problem for linear thermoelasticity of nonsimple materials.     

Criterion for the strong solvability of the mixed Cauchy problem for the Laplace equation

In the present paper, we prove a necessary and sufficient condition for the well-posedness of the problem indicated in the title in the space L ₂(Ω). To this end, we use expansions in the eigenfunctions of the mixed Cauchy problem for the Laplace equation with a deviating argument.     

Quasi-Reversibility Method for an Ill-Posed Nonhomogeneous Parabolic Problem

The quasi-reversibility method is considered for the non-homogeneous backward Cauchy problem u_t+Au = f(t), u(τ) = ? for 0≤t<τ, which is known to be an ill-posed problem. Here, A is a densely defined positive self-adjoint unbounded operator on a Hilbert space H with given data f∈L¹([0,τ],H) and ?∈H. Error analysis is considered when the data ?, f are exact and also when they are noisy. The results obtained generalize and simplify many of the results available in the literature.     

The Hilbert transform and Hermite functions: A real variable proof of the -isometry

A proof of the fact that the Hilbert transform can be extended as an isometry to L² is obtained by real variable methods using the Hermite functions.     

Functional analytic aspects of non-commutative harmonic analysis

Given a homogeneous space X = G/H with an invariant measure it is shown, using Grothendieck's inequality, that a G-invariant Hilbert subspace of the space of distributions of order zero on X is actually contained in L_loc²(X). Moreover, if θ is an automorphism on G appropriately related to H, it is shown that, under condition that H-orbits are smooth, an H-bi-invariant distribution of positive type on G satisfies the identity Ť^θ = T if the corresponding Hilbert space is contained in L_loc²(X). This shows that, under the smooth orbit condition, G-invariant Hilbert subspaces of L_loc² (X) have a unique decomposition into irreducible Hilbert spaces as in the case of generalized Gelfand pairs.     

Space-time means and solutions to a class of nonlinear parabolic equations

Cauchy problem and initial boundary value problem for nonlinear parabolic equation inCB([0,T):L ^p ) orL ^q (0,T; L ^p ) type space are considered. Similar to wave equation and dispersive wave equation, the space-time means for linear parabolic equation are shown and a series of nonlinear estimates for some nonlinear functions are obtained by space-time means. By Banach fixed point principle and usual iterative technique a local mild solution of Cauchy problem or IBV problem is constructed for a class of nonlinear parabolic equations inCB([0,T);L ^p orL ^q (0,T; L ^p ) with ϕ(x)∈L ^r . In critical nonlinear case it is also proved thatT can be taken as infinity provided that ||ϕ(x)||_r is sufficiently small, where (p,q,r) is an admissible triple. Project supported by the National Natural Science Foundation of China (Grant No. 19601005).     

Multivariate approximation in the worst case setting over reproducing kernel Hilbert spaces

We study the worst case setting for approximation of d variate functions from a general reproducing kernel Hilbert space with the error measured in the L_∞ norm. We mainly consider algorithms that use n arbitrary continuous linear functionals. We look for algorithms with the minimal worst case errors and for their rates of convergence as n goes to infinity. Algorithms using n function values will be analyzed in a forthcoming paper.We show that the L_∞ approximation problem in the worst case setting is related to the weighted L₂ approximation problem in the average case setting with respect to a zero-mean Gaussian stochastic process whose covariance function is the same as the reproducing kernel of the Hilbert space. This relation enables us to find optimal algorithms and their rates of convergence for the weighted Korobov space with an arbitrary smoothness parameter α>1, and for the weighted Sobolev space whose reproducing kernel corresponds to the Wiener sheet measure. The optimal convergence rates are n^-(α-1)/2 and n^-1/2, respectively.We also study tractability of L_∞ approximation for the absolute and normalized error criteria, i.e., how the minimal worst case errors depend on the number of variables, d, especially when d is arbitrarily large. We provide necessary and sufficient conditions on tractability of L_∞ approximation in terms of tractability conditions of the weighted L₂ approximation in the average case setting. In particular, tractability holds in weighted Korobov and Sobolev spaces only for weights tending sufficiently fast to zero and does not hold for the classical unweighted spaces.