Points cônes du mouvement brownien plan,le cas critique

Summary LetB=(B _t,t0) be a planar Brownian motion and let >0. For anyt0, the pointz=B _t is called a one-sided cone point with angle if there exist >0 and a wedgeW(,z) with vertexz and angle such thatB _sW(,z) for everys[t, t+]. Burdzy and Shimura have shown independently that one-sided cone points with angle exist when >/2 but not when      

Quadratic-Cycloidal Curves

Interesting curves can be represented in the space Q=span{1,t,t ²,cost,sint}, t[0,] (0<<2). In this paper we introduce quadratic-cycloidal B-splines associated to equally spaced knots and the properties of the generated curves for 0<<. It is proved that, when 0, the limit of a QC-B-spline curve approaches a B-spline curve of degree 4.     

A contribution to shape theory for the ising model at low temperature

Summary We consider low temperature limits of Gibbs states of the ferromagnetic nearest-neighbour Ising Hamiltonian in the positive orthant of the lattice ^d ,d=1, 2,..., under a negative boundary condition and a small positive external fieldh that decreases linearly with the temperatureT. It is shown that positive and negative spins are separated by a staircase-shaped random boundary. Its explicit distribution is computed in the case that the ratio =h/T exceeds some positive ₀. For < ₀, our results do not rule out infinite negative areas.     

Black holes on the plane drawn by a Wiener process

Summary We say that the discD()R ², of radius , located around the origin isp-covered in timeT by a Wiener processW(·) if for anyzD() there exists a 0tT such thatW(t) is a point of the disc of radiusp, located aroundz. The supremum of those 's (0) is studied for which,D() isp-covered inT.     

Uniqueness of kernel functions of the heat equation

We consider the heat equation on ={(x,t) R ²;t<0, ¦x¦<(–t)} and give the uniqueness of kernel functions at the infinity (see Theorem 5). For the proof, we examine the continuity of the density of the parabolic measure onD ={(x,t);t>x}, closely related to . By this theorem, we can decide the Martin boundary of (<1) with respect to the heat equation.     

Choosing the maximum from a sequence with a discount function

Choosing the maximum value from a sequence ofN independent values is a well known problem often called the candidate problem or secretary problem. This paper treats the above problem with a discount penalty (0<<1) for each additional observation taken. It is shown that asN increases indefinitely, the optimal stopping policy is bounded although the maximum expected payoff goes to zero, and that there exists a sequence 0= ₀<₁<₂<<1, such that the asymptotic optimal stopping rule is the same for all _i–1<_i.     

Recovery of An Unknown Flux in Parabolic Problems with Nonstandard Boundary Conditions: Error Estimates

In this paper, we consider a 2nd order semilinear parabolic initial boundary value problem (IBVP) on a bounded domain ^N, with nonstandard boundary conditions (BCs). More precisely, at some part of the boundary we impose a Neumann BC containing an unknown additive space-constant (t), accompanied with a nonlocal (integral) Dirichlet side condition.We design a numerical scheme for the approximation of a weak solution to the IBVP and derive error estimates for the approximation of the solution u and also of the unknown function .     

Conjugacy classes of groups of bundle automorphisms

Let B be a space which admits a numerable covering {U : } with the property that every principal G-bundle over B is locally trivial with respect to the covering {U }; let G(p) be the space of all equivariant automorphisms of p. In this setting the groups G(p) can be viewed as subgroups of some common group which depends only on the covering {U } and G. We classify these groups G(p) up to conjugacy. In certain situations this leads to a characterization of the isomorphism classes of the groupsG(p).     

Oscillation and Nonoscillation of Higher Order Self-Adjoint Differential Equations

Oscillation and nonoscillation criteria for the higher order self-adjoint differential equation (-1)ⁿ(t^alphay⁽ⁿ⁾)⁽ⁿ⁾+q(t)y = 0 (*) are established. In these criteria, equation (*) is viewed as a perturbation of the conditionally oscillatory equation (-1)ⁿ(t^alphay⁽ⁿ⁾)⁽ⁿ⁾ - µ,t^2n-y = 0, where _n, is the critical constant in conditional oscillation. Some open problems in the theory of conditionally oscillatory, even order, self-adjoint equations are also discussed.     

General technique for solving nonlinear,two-point boundary-value problems via the method of particular solutions

In this paper, a general technique for solving nonlinear, two-point boundary-value problems is presented; it is assumed that the differential system has ordern and is subject top initial conditions andq final conditions, wherep+q=n. First, the differential equations and the boundary conditions are linearized about a nominal functionx(t) satisfying thep initial conditions. Next, the linearized system is imbedded into a more general system by means of a scaling factor , 01, applied to each forcing term. Then, themethod of particular solutions is employed in order to obtain the perturbation x(t)=A(t) leading from the nominal functionx(t) to the varied function (t); this method differs from the adjoint method and the complementary function method in that it employs only one differential system, namely, the nonhomogeneous, linearized system.The scaling factor (or stepsize) is determined by a one-dimensional search starting from =1 so as to ensure the decrease of the performance indexP (the cumulative error in the differential equations and the boundary conditions). It is shown that the performance index has a descent property; therefore, if is sufficiently small, it is guaranteed that <P. Convergence to the desired solution is achieved when the inequalityP is met, where is a small, preselected number.In the present technique, the entire functionx(t) is updated according to (t)=x(t)+A(t). This updating procedure is called Scheme (a). For comparison purposes, an alternate procedure, called Scheme (b), is considered: the initial pointx(0) is updated according to (0)=x(0)+A(0), and the new nominal function (t) is obtained by forward integration of the nonlinear differential system. In this connection, five numerical examples are presented; they illustrate (i) the simplicity as well as the rapidity of convergence of the algorithm, (ii) the importance of stepsize control, and (iii) the desirability of updating the functionx(t) according to Scheme (a) rather than Scheme (b).This research, supported by the National Science Foundation, Grant No. GP-18522, is based on Ref. 1. The authors are indebted to Mr. A. V. Levy for computational assistance.     

The critical exponent of degenerate parabolic systems

The Cauchy problemu _t=u +v ^p ,v _t =v +u ^q is studied, wherex R ^N , 0 <t < and ,,p andq, are positive exponents. It is proved that ifp,q 1 and 1 <pq < 1 + 2 max(p + ,q + )/n then every nontrivial non-negative solution is not global in time; whereaspq > 1 + 2 max(p + , q + )/n then there exist both positive global solutions and non-global solutions. In addition, the decaying in time of solutions tou _t,=u inR ⁿ × (0, ), an equation which occurs naturally in our study of above systems, is studied and solutions with the fastest decaying in time are constructed.     

Solution of integral equations in fractional Sobolev spaces

We consider linear integral equations and Urysohn equations with constant integration limits. Sufficient conditions are given for the solutions of these equations to be in Sobolev spacesW ₂ (0,1), 0 2. Finite-difference schemes are constructed for approximate solution of the original equation by special averaging of the right-hand side kernel. The rate of convergence of the approximate solution to the averaged exact solution is shown to beO(h|ln h|(1/2,)⁺(3/2,)).Translated from Vychislitel'naya i Prikladnaya Matematika, No. 63, pp. 3–19, 1987.     

A Note on a Boundary Value Problem

In this note, we prove that, for Robins boundary value problem, a unique solution exists if f_x(t, x, x), f_x(t, x, x), (t), and (t) are continuous, and f_x -(t), f_x -(t), 4(t) ² + ²(t) ++ 2(t), and 4(t) ² + ²(t) + 2(t).AMS Subject Classification (2000) 34B15     

Zeros in tables of characters for the groups Sn and An

In the representation theory of symmetric groups, for each partition of a natural number n, the partition h() of n is defined so as to obtain a certain set of zeros in the table of characters for S_n. Namely, h() is the greatest (under the lexicographic ordering ) partition among P(n) such that (g) 0. Here, is an irreducible character of S_n, indexed by a partition , and g is a conjugacy class of elements in S_n, indexed by a partition . We point out an extra set of zeros in the table that we are dealing with. For every non self-associated partition P(n), the partition f() of n is defined so that f() is greatest among the partitions of n which are opposite in sign to h() and are such that (g) 0 (Thm. 1). Also, for any self-associated partition of n > 1, we construct a partition () P(n) such that () is greatest among the partitions of n which are distinct from h() and are such that (g) 0 (Thm. 2).Supported by RFBR grant No. 04-01-00463 and by RFBR-BRFBR grant No. 04-01-81001.Translated from Algebra i Logika, Vol. 44, No. 1, pp. 24–43, January–February, 2005.     

Sturmian Words and the Permutation that Orders Fractional Parts

A Sturmian word is a map W : {0,1} for which the set of {0, 1}-vectors F _n(W) {(W(i), W(i + 1),...,W(i + n – 1)) ^T : i } has cardinality exactly n + 1 for each positive integer n. Our main result is that the volume of the simplex whose n + 1 vertices are the n + 1 points in F _n(W) does not depend on W. Our proof of this motivates studying algebraic properties of the permutation _,n (where is any irrational and n is any positive integer) that orders the fractional parts {}, {2},...,{n}, i.e., 0 < {_,n (1)} < {_,n (2)} < ··· < {_,n (n)} < 1. We give a formula for the sign of _,n , and prove that for every irrational there are infinitely many n such that the order of _,n (as an element of the symmetric group S _n) is less than n.     

On a Test Statistic for Linear Trend

Let {W(s)} _s 0 be a standard Wiener process. The supremum of the squared Euclidian norm Y (t)², of the R²-valued process Y(t)=(1/t W(t), {12/t ³ int_{0 t} s dW (s)– {3/t} W(t)), t [, 1], is the asymptotic, large sample distribution, of a test statistic for a change point detection problem, of appearance of linear trend. We determine the asymptotic behavior P {sup _t [, 1] Y(t)² > u as u , of this statistic, for a fixed (0,1), and for a moving = (u) 0 at a suitable rate as u . The statistical interest of our results lie in their use as approximate test levels.     

An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes

Summary Let {X(t),t 0} be a stationary Gaussian process withEX(t)=0,EX ²(t)=1 and covariance function satisfying (i)r(t) = 1 2212;C |t | + o (|t|)ast0 for someC>0, 0<2; (ii)r(t)=0(t ^–2) as t for some >0 and (iii) sup_ts|r(t)|<1 for eachs>0. Put (t)= sup {s:0 s t,X(s) (2logs)^1/2}. The law of the iterated logarithm implies a.s. This paper gives the lower bound of (t) and obtains an Erds-Rèvèsz type LIL, i.e., a.s. if 0<<2 and . Applications to infinite series of independent Ornstein-Uhlenbeck processes and to fractional Wiener processes are also given.Research supported by the Fok Yingtung Education Foundation of China and by Charles Phelps Taft Postdoctoral Fellowship of the University of Cincinnati     

α-Sober spaces via the orthogonal closure operator

Each ordinal equipped with the upper topology is a T ₀-space. It is well known that for =2 the reflective hull of in Top₀ is the subcategory of sober spaces. Here, we define -sober space for each 2 in such a way that the reflective hull of in Top₀ is the subcategory of -sober spaces. Moreover, we obtain an order-preserving bijective correspondence between a proper class of ordinals and the corresponding (epi)reflective hulls. Our main tool is the concept of orthogonal closure operator, first introduced in [12].The author acknowledges financial support from Instituto Politécnico de Viseu and from Centro de Matemática da Universidade de Coimbra.     

Improved lower bounds on the length of Davenport-Schinzel sequences

We derive lower bounds on the maximal length _s(n) of (n, s) Davenport Schinzel sequences. These bounds have the form _2s=1(n)=(n^s(n)), where(n) is the extremely slowly growing functional inverse of the Ackermann function. These bounds extend the nonlinear lower bound ₃ (n)=(n(n)) due to Hart and Sharir [5], and are obtained by an inductive construction based upon the construction given in [5].Work on this paper has been supported by Office of Naval Research Grant N00014-82-K-0381, National Science Foundation Grant No. NSF-DCR-83-20085, and by grants from the Digital Equipment Corporation, and the IBM Corporation.     

Continuity of the Multifractal Spectrum of a Random Statistically Self-Similar Measure

Until now [see Kahane;⁽¹⁹⁾ Holley and Waymire;⁽¹⁶⁾ Falconer;⁽¹⁴⁾ Olsen;⁽²⁹⁾ Molchan;⁽²⁸⁾ Arbeiter and Patzschke;⁽¹⁾ and Barral⁽³⁾] one determines the multifractal spectrum of a statistically self-similar positive measure of the type introduced, in particular by Mandelbrot,^{(26, 27)} only in the following way: let be such a measure, for example on the boundary of a c-ary tree equipped with the standard ultrametric distance; for 0, denote by E the set of the points where possesses a local Hölder exponent equal to , and dim E the Hausdorff dimension of E ; then, there exists a deterministic open interval I *₊ and a function f: I *₊ such that for all in I, with probability one, dim E =f(). This statement is not completely satisfactory. Indeed, the main result in this paper is: with probability one, for all I, dim E =f(). This holds also for a new type of statistically self-similar measures deduced from a result recently obtained by Liu.⁽²²⁾ We also study another problem left open in the previous works on the subject: if =inf(I) or =sup(I), one does not know whether E is empty or not. Under suitable assumptions, we show that E ø and calculate dim E .