Negative K-theory of derived categories

We define negative K-groups for exact categories and for ``derived categories' in the framework of Frobenius pairs, generalizing definitions of Bass, Karoubi, Carter, Pedersen-Weibel and Thomason. We prove localization and vanishing theorems for these groups. Dévissage (for noetherian abelian categories), additivity, and resolution hold. We show that the first negative K-group of an abelian category vanishes, and that, in general, negative K-groups of a noetherian abelian category vanish. Our methods yield an explicit non-connective delooping of the K-theory of exact categories and chain complexes, generalizing constructions of Wagoner and Pedersen-Weibel. Extending a theorem of Auslander and Sherman, we discuss the K-theory homotopy fiber of ε^⊕→ ε and its implications for negative K-groups. In the appendix, we replace Waldhausen's cylinder functor by a slightly weaker form of non-functorial factorization which is still sufficient to prove his approximation and fibration theorems.     

On a biharmonic equation involving nearly critical exponent

This paper is concerned with a biharmonic equation under the Navier boundary condition , u > 0 in Ω and u = Δu = 0 on ∂Ω, where Ω is a smooth bounded domain in , n ≥ 5, and ε > 0. We study the asymptotic behavior of solutions of (P _−ε) which are minimizing for the Sobolev quotient as ε goes to zero. We show that such solutions concentrate around a point x ₀ ∈Ω as ε → 0, moreover x ₀ is a critical point of the Robin’s function. Conversely, we show that for any nondegenerate critical point x ₀ of the Robin’s function, there exist solutions of (P _−ε) concentrating around x ₀ as ε → 0. Finally we prove that, in contrast with what happened in the subcritical equation (P _−ε), the supercritical problem (P _+ε) has no solutions which concentrate around a point of Ω as ε → 0. Work finished when the authors were visiting Mathematics Department of the University of Roma “La Sapienza”. They would like to thank the Mathematics Department for its warm hospitality. The authors also thank Professors Massimo Grossi and Filomena Pacella for their constant support.     

Fluid flow through a helical pipe

In this paper we study the flow of incompressible Newtonian fluid through a helical pipe with prescribed pressures at its ends. Pipe’s thickness and the helix step are considered as the small parameter ɛ. By rigorous asymptotic analysis, as ɛ→ 0 , the effective behaviour of the flow is found. The error estimate for the approximation is proved.     

Approximating zero-variance importance sampling in a reliability setting

We consider a class of Markov chain models that includes the highly reliable Markovian systems (HRMS) often used to represent the evolution of multicomponent systems in reliability settings. We are interested in the design of efficient importance sampling (IS) schemes to estimate the reliability of such systems by simulation. For these models, there is in fact a zero-variance IS scheme that can be written exactly in terms of a value function that gives the expected cost-to-go (the exact reliability, in our case) from any state of the chain. This IS scheme is impractical to implement exactly, but it can be approximated by approximating this value function. We examine how this can be effectively used to estimate the reliability of a highly-reliable multicomponent system with Markovian behavior. In our implementation, we start with a simple crude approximation of the value function, we use it in a first-order IS scheme to obtain a better approximation at a few selected states, then we interpolate in between and use this interpolation in our final (second-order) IS scheme. In numerical illustrations, our approach outperforms the popular IS heuristics previously proposed for this class of problems. We also perform an asymptotic analysis in which the HRMS model is parameterized in a standard way by a rarity parameter ε, so that the relative error (or relative variance) of the crude Monte Carlo estimator is unbounded when ε→0. We show that with our approximation, the IS estimator has bounded relative error (BRE) under very mild conditions, and vanishing relative error (VRE), which means that the relative error converges to 0 when ε→0, under slightly stronger conditions.     

Symbolic research of the periodic solutions of the nonintegrable Hamiltonian system of Ollongren

The main aim of this work is to look for the periodic solutions of the nonintegrable Hamiltonian system of Ollongren in the neighborhood of the origin. We apply a functional algorithm derived from the method of Lindstedt-Poincaré. We first show that the system admits six main periodic families and then, by means of the computer algebra system “Mathematica”, compute the series corresponding to these families up to O(ε¹⁴A²⁹) as well as to their periods up to O(ε¹⁵A³⁰), where A is the zeroth-order amplitude and έ is a perturbative parameter. Reducing the system to one degree of freedom we also prove that the period of the two “oblique” periodic families is rigorously equal to a Gauss hypergeometric series. Moreover, we study numerically the convergence of the L-P series and test the validity of these series using a numerical integration technique. Finally, we compare our results with those of a geometrical method and a Lie series method. This revised version was published online in June 2006 with corrections to the Cover Date.     

An asymptotic derivation of weakly nonlinear ray theory

Using a method of expansion similar to Chapman-Enskog expansion, a new formal perturbation scheme based on high frequency approximation has been constructed. The scheme leads to an eikonal equation in which the leading order amplitude appears. The transport equation for the amplitude has been deduced with an errorO(ε²) where ε is the small parameter appearing in the high frequency approximation. On a length scale over which Choquet-Bruhat’s theory is valid, this theory reduces to the former. The theory is valid on a much larger length scale and the leading order terms give the weakly nonlinear ray theory (WNLRT) of Prasad, which has been very successful in giving physically realistic results and also in showing that the caustic of a linear theory is resolved when nonlinear effects are included. The weak shock ray theory with infinite system of compatibility conditions also follows from this theory.     

Quick Approximation to Matrices and Applications

m ×n matrix A with entries between say −1 and 1, and an error parameter ε between 0 and 1, we find a matrix D (implicitly) which is the sum of simple rank 1 matrices so that the sum of entries of any submatrix (among the ) of (A−D) is at most εmn in absolute value. Our algorithm takes time dependent only on ε and the allowed probability of failure (not on m, n). We draw on two lines of research to develop the algorithms: one is built around the fundamental Regularity Lemma of Szemerédi in Graph Theory and the constructive version of Alon, Duke, Leffman, R?dl and Yuster. The second one is from the papers of Arora, Karger and Karpinski, Fernandez de la Vega and most directly Goldwasser, Goldreich and Ron who develop approximation algorithms for a set of graph problems, typical of which is the maximum cut problem. From our matrix approximation, the above graph algorithms and the Regularity Lemma and several other results follow in a simple way. We generalize our approximations to multi-dimensional arrays and from that derive approximation algorithms for all dense Max-SNP problems. Received: July 25, 1997     

Piecewise Continuous Controls in Dieudonné-Rashevsky Type Problems

This paper considers multidimensional control problems governed by a first-order PDE system. It is known that, if the structure of the problem is linear-convex, then the so-called ε-maximum principle, a set of necessary optimality conditions involving a perturbation parameter ε > 0, holds. Assuming that the optimal controls are piecewise continuous, we are able to drop the perturbation parameter within the conditions, proving the Pontryagin maximum principle with piecewise regular multipliers (measures). The Lebesgue and Hahn decompositions of the multipliers lead to refined maximum conditions. Our proof is based on the Baire classification of the admissible controls.     

Weighted Clément operator and application to the finite element discretization of the axisymmetric Stokes problem

We consider the Stokes problem in an axisymmetric three-dimensional domain with data which are axisymmetric and have angular component equal to zero. We observe that the solution is also axisymmetric and the velocity has also zero angular component, hence the solution satisfies a system of equations in the meridian domain. The weak three-dimensional problem reduces to a two-dimensional one with weighted integrals. The latter is discretized by Taylor–Hood type finite elements. A weighted Clément operator is defined and approximation results are proved. This operator is then used to derive the discrete inf–sup condition and optimal a priori error estimates.     

Korteweg-de Vries hierarchy as an asymptotic limit of the Boussinesq system

For the model of surface waves, we perform an asymptotic analysis with respect to a small parameter ε for large times where corrections to the approximation described by the Korteweg-de Vries equation must be taken into account. We reveal the appearance of the Korteweg-de Vries hierarchy, which ensures the construction of an asymptotic representation up to the times t ≈ ε⁻², where the Korteweg-de Vries approximation becomes inapplicable. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 154, No. 2, pp. 294–304, February, 2008.     

Asymptotic analysis of the M/G/1 queue with a time‐dependent arrival rate

We consider the M/G/1 queue with an arrival rate λ that depends weakly upon time, as λ = λ(εt) where ε is a small parameter. In the asymptotic limit ε → 0, we construct approximations to the probability p _n(t)that η customers are present at time t. We show that the asymptotics are different for several ranges of the (slow) time scale Τ= εt. We employ singular perturbation techniques and relate the various time scales by asymptotic matching. This revised version was published online in June 2006 with corrections to the Cover Date.     

Homogenization of a convection–diffusion equation in perforated domains with a weak adsorption

The aim of this paper is to study the asymptotic behavior of the solution of a convection–diffusion equation in perforated domains with oscillating velocity and a Robin boundary condition which describes the adsorption on the bord of the obstacles. Without any periodicity assumption, for a large range of perforated media and by mean of variational homogenization, we find the global behavior when the characteristic size ε of the perforations tends to zero. The homogenized model, is a convection–diffusion equation but with an extra term coming from the weak adsorption boundary condition. An example is presented to illustrate the methodology.     

Stability conditions for singularly perturbed delay differential equations

Singular perturbation problems containing a small positive parameter ε occur in many areas, including biochemical kinetics, genetics, plasma physics, and mechanical and electrical systems. A uniformly valid, reliable interpretable approximation of such problems is required. This paper provides sufficient conditions to ensure the exponential stability of the analytical and numerical solutions of the singularly perturbed delay differential equations with a bounded time-lag for suf.ciently small ε > 0. The Halanay inequality is used to prove the main results of the paper. A numerical example is provided to illustrate the methodology and clarify the need for a stiff solver for numerical solutions of these problems.     

Stability and bifurcation for periodic perturbations of the equilibrium of an oscillator with infinite or infinitesimal oscillation frequency

We consider small perturbations periodic in time of an oscillator whose restoring force has a leading term with exponent 3 or 1/3. The first case corresponds to oscillations with infinitesimal frequency and the second case to oscillations with infinite frequency. The smallness of the perturbation is determined both by the smallness of the considered neighborhood of the equilibrium point and by a small nonnegative parameter ε. For ε=0, the stability of the equilibrium point is studied. For ε>0, we find conditions for an invariant two-dimensional torus to branch off with “soft” or “rigid” loss of stability with loss index 1/2. Translated fromMatematicheskie Zametki, Vol. 65, No. 3, pp. 323–335, March, 1999.     

The Selfconsistent Pauli Equation

 We deal with consistent first order non-relativistic corrections (i.e. in the small parameter , where c is the speed of light) of the Dirac–Maxwell system. We discuss a selfconsistent modeling of the Pauli equation as the O(ɛ) approximation of the Dirac equation. We suggest a coupling to the “magnetostatic”O(ɛ) approximation of the Maxwell equations consisting of Poisson equations for the four components of the potential. We sketch the semiclassical/nonrelativistic limits of this model. (Received 22 May 2000)     

On the interaction of δ-shocks and contact vacuum states

We study the pressureless gas equations, with piecewise constant initial data. In the immediate solution, δ-shocks and contact vacuum states arise and even meet (interact) eventually. A solution beyond the “interaction” is constructed. It shows that the δ-shock will continue with the velocity it attained instantaneously before the time of interaction, and similarly, the contact vacuum state will move past the δ-shock with a velocity value prior to the interaction. We call this the “no-effect-from-interaction” solution. We prove that this solution satisfies a family of convex entropies (in the Lax’s sense). Next, we construct an infinitely large family of weak solutions to the “interaction”. Suppose further that any of these solutions satisfy a convex entropy, it is necessary and suffcient that these solutions reduce to only the “no-effect-from-interaction” solution. In [1], Bouchut constructed another entropy satisfying solution. As with other previous papers, it is obvious that it will not be sufficient that a “correct” solution satisfies a convex entropy, in a non-strictly hyperbolic conservation laws system. Research done in the University of Michigan-Ann Arbor, submission from Temasek Laboratories, National University of Singapore.     

Stokes slip flow between corrugated walls

Stokes flow between corrugated plates in microdomains has been analyzed using a perturbation method. This approach used the incompressible Navier-Stokes equations, but the velocity-slip is present along the solid-fluid interface. For the slip flow regime, if we introduce Knudsen number (K _n) herein, 0.01 K _n 0.1, the total flow rate is increasing as a ratio of 1 + 6K _nto no-slip Stokes flow. If we consider fixedK _ncases, the corrugations still decrease the flow rate, consideringO(²) terms, and the decrease is maximum as the phase shift becomes 180 °.     

MIXED FINITE ELEMENT METHOD FOR THE CONVECTION-DOMINATED DIFFUSION PROBLEMS WITH SMALL PARAMETER ε

In rids paper a mixed finite element method for the convection-dominated diffusion problems with small parameter ε is presented,the effect of the parameter ε on the approximation error is considered and a sufficient condition for optimal error estimates is derived. The paper also shows that under some conditions,the standard finite dement method only gives a hounded solution,however the mixed finite element method gives a convergent one.     

Scaling Methods and Approximative Equations for Homogeneous Reaction—Diffusion Systems and Applications to Epidemics

Summary. We consider a reaction-diffusion equation that is homogeneous of degree one. This homogeneity is a symmetry. The dynamics is factorized into trivial evolution due to symmetry and nontrivial behavior by a projection to an appropriate hypermanifold. The resulting evolution equations are rather complex. We examine the bifurcation behavior of a stationary point of the projected system. For these purposes we develop techniques for dimension reduction similar to the Ginzburg-Landau (GL) approximation, the modulation equations. Since we are not in the classical GL situation, the remaining approximative equations have a quadratic nonlinearity and the amplitude does not scale with ε but with ε ² where ε ² denotes the bifurcation parameter. Moreover, the symmetry requires that not only one but two equations are necessary to describe the behavior of the system. We investigate traveling fronts for the modulation equations. This result is used to analyze an epidemic model. Received April 9, 1996; second revision received January 3, 1997; final revision received October 7, 1997; accepted January 19, 1998     

Range Counting over Multidimensional Data Streams

We consider the problem of approximate range counting over a stream of d-dimensional points. In the data stream model the algorithm makes a single scan of the data, which is presented in an arbitrary order, and computes a compact summary data structure. The summary, whose size depends on the approximation parameter ε, can be used to count the number of points inside a query range within additive error εn, where n is the size of the stream seen so far. We present several results, deterministic and randomized, for both rectangle and halfspace ranges.