Subvarieties of the matrix variety of second order

LetR _s be the subalgebra ofM ₂(K[t]/(t ^s )) generated bye ₁₁,e ₂₂,te ₁₂ andte ₂₁, whereK is a field of characteristic 0,K[t] is the polynomial algebra in one variablet and (t ^s ) is the principal ideal inK[t], generated byt ^s . The main result of this paper is that we have described theT-idealT(R _s ). Besides the two matrix polynomial identities — the standart identityS ₄ and the identity of Hall, thisT-ideal is generated by one more explicitly given identity. The algebrasR _s are interesting due to the fact that the proper identities of any subvarietyu of the variety ?=varM ₂(K), generated by the matrix algebraM ₂(K) of second order overK, asymptoticaly coincide with the proper identities of someR _s .     

Depth of Initial Ideals of Normal Edge Rings

Let G be a finite graph on the vertex set [d] = {1,…, d} with the edges e ₁,…, e _n and K[t] = K[t ₁,…, t _d ] the polynomial ring in d variables over a field K. The edge ring of G is the semigroup ring K[G] which is generated by those monomials t ^e  = t _i t _j such that e = {i, j} is an edge of G. Let K[x] = K[x ₁,…, x _n ] be the polynomial ring in n variables over K, and define the surjective homomorphism π: K[x] → K[G] by setting π(x _i ) = t ^{e _i} for i = 1,…, n. The toric ideal I _G of G is the kernel of π. It will be proved that, given integers f and d with 6 ≤ f ≤ d, there exists a finite connected nonbipartite graph G on [d] together with a reverse lexicographic order <_rev on K[x] and a lexicographic order <_lex on K[x] such that (i) K[G] is normal with Krull-dim K[G] = d, (ii) depth K[x]/in_<rev (I _G ) = f and K[x]/in_<lex (I _G ) is Cohen–Macaulay, where in_<rev (I _G ) (resp., in_<lex (I _G )) is the initial ideal of I _G with respect to <_rev (resp., <_lex) and where depth K[x]/in_<rev (I _G ) is the depth of K[x]/in_<rev (I _G ).     

The blow-up rate for a system of heat equations with neumann boundary conditions

This paper deals with the blow-up properties of solutions to a system of heat equations u _t=Δu, v _t=Δv in B _R×(0, T) with the Neumann boundary conditions εu/εη=e ^v, εv/εη=e ^u on S _R×[0, T). The exact blow-up rates are established. It is also proved that the blow-up will occur only on the boundary. This work is supported by the National Natural Science Foundation of China     

Identity orientation of complete bipartite graphs

An identity orientation of a graph G=(V,E) is an orientation of some of the edges of E such that the resulting partially oriented graph has no automorphism other than the identity. We show that the complete bipartite graph K_s,t, with st, does not have an identity orientation if t3^s-log₃(s-1). We also show that if (r+1)(r+2)2s then K_s,3^s-r does have an identity orientation. These results improve the previous bounds obtained by Harary and Jacobson (Discuss. Math. - Graph Theory 21 (2001) 158). We use these results to determine exactly the values of t for which an identity orientation of K_s,t exists for 2s17.     

Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing

We introduce a method for generating (W_x,T^(m,s),m_x,T^(m,s),M_x,T^(m,s))(W_{x,T}^{(\mu,\sigma)},m_{x,T}^{(\mu,\sigma)},M_{x,T}^{(\mu,\sigma)}) , where W_x,T^(m,s)W_{x,T}^{(\mu,\sigma)} denotes the final value of a Brownian motion starting in x with drift μ and volatility σ at some final time T, m_x,T^(m,s) = inf_{0 ￡ t ￡ T}W_x,t^(m,s)m_{x,T}^{(\mu,\sigma)} = {\rm inf}_{0\leq t \leq T}W_{x,t}^{(\mu,\sigma)} and M_x,T^(m,s) = sup_{0 ￡ t ￡ T} W_x,t^(m,s)M_{x,T}^{(\mu,\sigma)} = {\rm sup}_{0\leq t \leq T} W_{x,t}^{(\mu,\sigma)} . By using the trivariate distribution of (W_x,T^(m,s),m_x,T^(m,s),M_x,T^(m,s))(W_{x,T}^{(\mu,\sigma)},m_{x,T}^{(\mu,\sigma)},M_{x,T}^{(\mu,\sigma)}) , we obtain a fast method which is unaffected by the well-known random walk approximation errors. The method is extended to jump-diffusion models. As sample applications we include Monte Carlo pricing methods for European double barrier knock-out calls with continuous reset conditions under both models. The proposed methods feature simple importance sampling techniques for variance reduction.     

On Skew Triangular Matrix Rings

For a ring R, endomorphism α of R and positive integer n we define a skew triangular matrix ring T _n (R, α). By using an ideal theory of a skew triangular matrix ring T _n (R, α) we can determine prime, primitive, maximal ideals and radicals of the ring R[x; α]/ ? x ⁿ  ?, for each positive integer n, where R[x; α] is the skew polynomial ring, and ? x ⁿ  ? is the ideal generated by x ⁿ .     

On a stopped functional for a bidimensional process

Consider a bidimensional process Q_t = (x_t, y_t) consisting of an Ornstein–Uhlenbeck process and a geometric Brownian motion, respectively. Let T be the first time the process x_t hits a constant positive level b > 0. Under certain conditions, we give an explicit form for a stopped functional.u(x,y)=E^x,y[y^m(T)h(x(T))e^-αT],where m, α > 0 are fixed constants and h : R₊ → R is a bounded continuous function.The present result is derived using the method of similarity solutions and the result has many applications in mathematical finance.     

Bass’ NK groups and cdh-fibrant Hochschild homology

The K-theory of a polynomial ring R[t] contains the K-theory of R as a summand. For R commutative and containing ?, we describe K _*(R[t])/K _*(R) in terms of Hochschild homology and the cohomology of Kähler differentials for the cdh topology. We use this to address Bass’ question, whether K _n (R)=K _n (R[t]) implies K _n (R)=K _n (R[t ₁,t ₂]). The answer to this question is affirmative when R is essentially of finite type over the complex numbers, but negative in general.     

Some Results on Finitely Laskerian Rings

In Section 1 of this note we give an example of a strongly Laskerian domain D for which the polynomial ring D[x] admits a 2-generated ideal which does not admit a primary decomposition. In Section 2 of this note we prove that if R is a quasilocal ring with M as its unique maximal ideal such that R/Ann(M) is Artinian, then for any subring T of the polynomial ring R[x], each finitely generated proper ideal of T admits a primary decomposition.     

On Rings Having McCoy-Like Conditions

ABSTRACT

In this paper, we study the behavior of the couniform (or dual Goldie) dimension of a module under various polynomial extensions. For a ring automorphism σ ∈ Aut(R), we use the notion of a σ-compatible module M _R to obtain results on the couniform dimension of the polynomial modules M[x], M[x ^?1], and M[x, x ^?1] over suitable skew extension rings.     

On the equivalence of measures on loop space

Let K be a simply-connected compact Lie Group equipped with an Ad _K -invariant inner product on the Lie Algebra ?, of K. Given this data, there is a well known left invariant “H ¹-Riemannian structure” on L(K) (the infinite dimensional group of continuous based loops in K), as well as a heat kernel ν_T(k ₀, ·) associated with the Laplace-Beltrami operator on L(K). Here T > 0, k ₀∈L(K), and ν _T (k ₀, ·) is a certain probability measure on L(K). In this paper we show that ν₁(e,·) is equivalent to Pinned Wiener Measure on K on ? _s0 ≡<x _t : t∈ [0, s ₀]> (the σ-algebra generated by truncated loops up to “time”s ₀). Recevied: 9 September 1999 / Revised version: 13 March 2000 / Published online: 22 November 2000     

Wellposedness of abstract Cauchy problems for second order differential equations

This paper concerns the abstract Cauchy problem (ACP) for an evolution equation of second order in time. LetA be a closed linear operator with domainD(A) dense in a Banach spaceX. We first characterize the exponential wellposedness of ACP onD(A ^k+1),k teN. Next let {C(t);t teR} be a family of generalized solution operators, on [D(A ^k)] toX, associated with an exponentially wellposed ACP onD(A ^k+1). Then we define a new family {T(t); Ret>0} by the abstract Weierstrass formula. We show that {T(t)} forms a holomorphic semigroup of class (H _k) onX. Research of the second-named author was partially supported by Grant-in-Aid for Scientific Research (No. 63540139), Ministry of Education, Science and Culture.     

Properties of a certain product of submodules

Let R be a commutative ring with identity, let M be an R-module, and let K ₁, . . . ,K _n be submodules of M: We construct an algebraic object called the product of K ₁, . . . ,K _n : This structure is equipped with appropriate operations to get an R(M)-module. It is shown that the R(M)-module M ⁿ   = M . . .M and the R-module M inherit some of the most important properties of each other. Thus, it is shown that M is a projective (flat) R-module if and only if M ⁿ is a projective (flat) R(M)-module.     

Radicals of Skew Polynomial and Skew Laurent Polynomial Rings Over Skew Armendariz Rings

In this note we study radicals of skew polynomial ring R[x; α] and skew Laurent polynomial ring R[x, x ^?1; α], for a skew-Armendariz ring R. In particular, among the other results, we show that for an skew-Armendariz ring R, J(R[x; α]) = N ₀(R[x; α]) = Ni?_*(R)[x; α] and J(R[x, x ^?1; α]) = N ₀(R[x, x ^?1; α]) = Ni?_*(R)[x, x ^?1; α].     

Catenarian Property of Mixed Polynomial and Power Series Rings Over a Pullback

Let T be an integral domain with a maximal ideal M, ?: T → K: = T/M the natural surjection, and R the pullback ?^?1(D), where D is a proper subring of K. We give necessary and sufficient conditions for the mixed extensions R[x ₁]]…[x _n ]] to be catenarian, where each [x _i ]] is fixed as either [x _i ] or [[x _i ]]. We also give a complete answer to the question of determining the field extensions k ? K such that the contraction map Spec(K[x ₁]]…[x _n ]]) → Spec(k[x ₁]]…[x _n ]]) is a homeomorphism. As an application, we characterize the globalized pseudo-valuation domains R such that R[x ₁]]…[x _n ]] is catenarian.     

New Logarithmic Sobolev Inequalities and an ɛ‐Regularity Theorem for the Ricci Flow

In this note, we prove an ?‐regularity theorem for the Ricci flow. Let (Mⁿ,g(t)) with t ? [?T,0] be a Ricci flow, and let H_x0(y,s) be the conjugate heat kernel centered at some point (x₀,0) in the final time slice. By substituting H_x0(?,s) into Perelman's W‐functional, we obtain a monotone quantity W_x0(s) that we refer to as the pointed entropy. This satisfies W_x0(s) ≤ 0, and W_x0(s) = 0 if and only if (Mⁿ,g(t)) is isometric to the trivial flow on Rⁿ. Then our main theorem asserts the following: There exists ? > 0, depending only on T and on lower scalar curvature and μ‐entropy bounds for the initial slice (Mⁿ,g(?T)) such that W_x0(s) ≥ ?? implies |Rm| ≤ r^?2 on P_{? r}(x₀,0), where r² ≡ |s| and P_ρ(x,t) ≡ B_ρ(x,t) × (t?ρ²,t] is our notation for parabolic balls. The main technical challenge of the theorem is to prove an effective Lipschitz bound in x for the s‐average of W_x(s). To accomplish this, we require a new log‐Sobolev inequality. Perelman's work implies that the metric measure spaces (Mⁿ,g(t),dvol_g(t)) satisfy a log‐Sobolev; we show that this is also true for the heat kernel weighted spaces (Mⁿ,g(t),H_x0(?,t)dvol_g(t)). Our log‐Sobolev constants for these weighted spaces are in fact universal and sharp. The weighted log‐Sobolev has other consequences as well, including certain average Gaussian upper bounds on the conjugate heat kernel. © 2014 Wiley Periodicals, Inc.     

Applications of Duality to the Pure-injective Envelope

Given an R-T-bimodule _R K _T and R-S-bimodule _R M _S , we study how properties of _R K _T affect the K-double dual M** = Hom _T [Hom _R (M, K), K] considered as a right S-module. If _R K is a cogenerator, then for every R-S-bimodule, the natural morphism Φ _M : M → M** is a pure-monomorphism of right S-modules. If _R K is the minimal (injective) cogenerator and K _T is quasi-injective, then M ^** is a pure-injective right S-module. If _R K is the minimal (injective) cogenerator, and T = End _R K it is shown that K _T is quasi-injective if and only if the K-topology on R is linearly compact. If the _R K-topology on R is of finite type, then the natural morphism Φ _R : R → R** is the pure-injective envelope of R _R as a right module over itself. The author is partially supported by NSF Grant DMS-02-00698.     

Adjoints of semigroups acting on vector-valued function spaces

LetT(t) be the translation group onY=C ₀(ℝ×K)=C ₀(ℝ)⊗C(K),K compact Hausdorff, defined byT(t)f(x, y)=f(x+t, y). In this paper we give several representations of the sun-dialY ^⊙ corresponding to this group. Motivated by the solution of this problem, viz.Y ^⊙=L ¹(ℝ)⊗M(K), we develop a duality theorem for semigroups of the formT ₀(t)⊗id on tensor productsZ⊗X of Banach spaces, whereT ₀(t) is a semigroup onZ. Under appropriate compactness assumptions, depending on the kind of tensor product taken, we show that the sun-dial ofZ⊗X is given byZ ^⊙⊗X*. These results are applied to determine the sun-dials for semigroups induced on spaces of vector-valued functions, e.g.C ₀(Ω;X) andL ^p (μ;X). This paper was written during a half-year stay at the Centre for Mathematics and Computer Science CWI in Amsterdam. I am grateful to the CWI and the Dutch National Science Foundation NWO for financial support.     

Oscillations of Higher Order Neutral Differential Equations with Variable Coefficients

We obtain sufficient conditions for the oscillation of all solutions of the higher order neutral differential equation dⁿ/d^m[y(t) + P(t) y(t - μ)] + Q(t) y(t ?σ) = 0, t ≧ t₀ where n ≧ 1, P ? C[t₀, ∞), R ], Q ? C[t₀, ∞), R ] and τ, μ ? R ⁺. Our results extend and improve several known results in the literature.