Formula for a solution ofu t +H(u,Du) =g

We study the continuous as well as the discontinuous solutions of Hamilton-Jacobi equationu _t +H(u,Du) =g in ℝ ⁿ x ℝ₊ withu(x, 0) =u ₀(x). The HamiltonianH(s,p) is assumed to be convex and positively homogeneous of degree one inp for eachs in ℝ. IfH is non increasing ins, in general, this problem need not admit a continuous viscosity solution. Even in this case we obtain a formula for discontinuous viscosity solutions.     

Partitions of finite vector spaces into subspaces

Let V_n(q) denote a vector space of dimension n over the field with q elements. A set of subspaces of V_n(q) is a partition of V_n(q) if every nonzero element of V_n(q) is contained in exactly one element of . Suppose there exists a partition of V_n(q) into x_i subspaces of dimension n_i, 1 ≤ i ≤ k. Then x₁, …, x_k satisfy the Diophantine equation . However, not every solution of the Diophantine equation corresponds to a partition of V_n(q). In this article, we show that there exists a partition of V_n(2) into x subspaces of dimension 3 and y subspaces of dimension 2 if and only if 7x + 3y = 2ⁿ ? 1 and y ≠ 1. In doing so, we introduce techniques useful in constructing further partitions. We also show that partitions of V_n(q) induce uniformly resolvable designs on qⁿ points. © 2007 Wiley Periodicals, Inc. J Combin Designs 16: 329–341, 2008     

Connected subgraphs with small degree sums in 3‐connected planar graphs

It is well‐known that every planar graph has a vertex of degree at most five. Kotzig proved that every 3‐connected planar graph has an edge xy such that deg(x) + deg (y) ≤ 13. In this article, considering a similar problem for the case of three or more vertices that induce a connected subgraph, we show that, for a given positive integer t, every 3‐connected planar graph G with |V(G)| ≥ t has a connected subgraph H of order t such that Σ_x∈V(H) deg_G(x) ≤ 8t − 1. As a tool for proving this result, we consider decompositions of 3‐connected planar graphs into connected subgraphs of order at least t and at most 2t − 1. © 1999 John Wiley & Sons, Inc. J Graph Theory 30: 191–203, 1999     

On the Oscillation of Second Order Neutral Differential Equations of Emden-Fowler Type

Some oscillation criteria are established by the averaging technique for the second order neutral delay differential equation of Emden-Fowler type (a(t)x￠(t))￠+q₁(t)| y(t-s₁)|^a sgn y(t-s₁) +q₂(t)| y(t-s₂)|^b sgn y(t-s₂)=0,    t 3 t₀,(a(t)x'(t))'+q_1(t)| y(t-\sigma_1)|^{\alpha}\,{\rm sgn}\,y(t-\sigma_1) +q_2(t)| y(t-\sigma_2)|^{\beta}\,{\rm sgn}\,y(t-\sigma_2)=0,\quad t \ge t_0, where x(t) = y(t) + p(t)y(t − τ), τ, σ₁ and σ₂ are nonnegative constants, α > 0, β > 0, and a, p, q ₁, q₂ ? C([t₀, ￥), \Bbb R)q_2\in C([t_0, \infty), {\Bbb R}) . The results of this paper extend and improve some known results. In particular, two interesting examples that point out the importance of our theorems are also included.     

Critical exponent for a quasilinear parabolic equation with inhomogeneous density in a cone

In this paper, we study the initial-boundary value problem of porous medium equation ρ(x)u _t  = Δu ^m  + V(x)h(t)u ^p in a cone D = (0, ∞) × Ω, where V(x)  ~  |x|^s, h(t)  ~  t^s{V(x)\,{\sim}\, |x|^\sigma, h(t)\,{\sim}\, t^s}. Let ω ₁ denote the smallest Dirichlet eigenvalue for the Laplace-Beltrami operator on Ω and let l denote the positive root of l ² + (n − 2)l = ω ₁. We prove that if m < p ￡ 1+(m-1)(1+s)+\frac2(s+1)+sn+l{m < p \leq 1+(m-1)(1+s)+\frac{2(s+1)+\sigma}{n+l}}, then the problem has no global nonnegative solutions for any nonnegative u ₀ unless u ₀ = 0; if ${p >1 +(m-1)(1+s)+\frac{2(s+1)+\sigma}{n+l}}${p >1 +(m-1)(1+s)+\frac{2(s+1)+\sigma}{n+l}}, then the problem has global solutions for some u ₀ ≥ 0.     

On the asymptotic stability for impulsive functional differential equations

We consider the asymptotic stability problems by Lyapunov functionals V for a class of functional differential equations with impulses of the form x′(t)=f(t,x _t ), x∈R ⁿ , t≧t ₀, t≠t _k ; △x=I _k (t,x(t ⁻)), t=t _k , k∈Z ⁺ . Some new asymptotic stability results are presented by using an idea originated by Burton and Makay [6] and developed by Zhang [1]. We generalize some known results about impulsive functional differential equations in the literature in which we only require the derivative of V to be negative definite on a sequence of intervals I _n =[s _n ,ξ _n ] which may or may not be contained in the sequence of impulsive time intervals [t _n ,t _n+1).     

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.     

Spin depolarization decay rates in α-symmetric stable fields on cubic lattices

We study the asymptotic, long-time behavior of the energy function where {X_s : 0 ≤ s < ∞} is the standard random walk on the d-dimensional lattice Z^d, 1 < α ≤ 2, and f:R⁺ → R⁺ is any nondecreasing concave function. In the special case f(x) = x, our setting represents a lattice model for the study of transverse magnetization of spins diffusing in a homogeneous, α-stable, i.i.d., random, longitudinal field {λV(x) : x ∈ Z^d} with common marginal distribution, the standard α-symmetric stable distribution; the parameter λ describes the intensity of the field. Using large-deviation techniques, we show that S_c(λ α f) = lim_t→∞ E(t; λ f) exists. Moreover, we obtain a variational formula for this decay rate S_c. Finally, we analyze the behavior S_c(λ α f) as λ → 0 when f(x) = x^β for all 1 ≥ β > 0. Consequently, several physical conjectures with respect to lattice models of transverse magnetization are resolved by setting β = 1 in our results. We show that S_c(λ, α, 1) ≈ λ^α for d ≥ 3, λ^agr;(ln 1/λ)^α−1 in d = 2, and in d = 1. © 1996 John Wiley & Sons, Inc.     

On Osgood theorem in Banach spaces

Let X be a real Banach space, ω : [0, +∞) → ? be an increasing continuous function such that ω(0) = 0 and ω(t + s) ≤ ω(t) + ω(s) for all t, s ∈ [0, +∞). According to the infinite dimensional analog of the Osgood theorem if ∫¹₀ (ω(t))^?1 dt = ∞, then for any (t₀, x₀) ∈ ?×X and any continuous map f : ?×X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all t ∈ ?, x, y ∈ X, the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has a unique solution in a neighborhood of t₀. We prove that if X has a complemented subspace with an unconditional Schauder basis and ∫¹₀ (ω(t))^?1 dt < ∞ then there exists a continuous map f : ? × X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all (t, x, y) ∈ ? × X × X and the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has no solutions in any interval of the real line.     

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.     

An additive eigenvalue problem of physics related to linear programming

A model of recent interest in theoretical physics concerns an infinite elastic chain of atoms placed in a periodic potential field with period 1. Let λ be the energy per atom when the system attains a state of minimum energy. Robert B. Griffiths was led to the following novel equation for λ:min[K(s,t)+x(t)]=λ+x(s) Here K(s, t) is a given periodic function of period 1 in s and t. The problem is to find a periodic function x(s) and a constant λ to satisfy equation (G). In this note a fixed point theorem is used to show that a solution of (G) exists. The same proof shows that the eigenvalue λ is unique. To obtain an approximate solution Eq. (G) is discretized. Then the kernel function K(s, t) becomes a finite square matrix K_ij. It is then shown that the resulting finite system can be solved by two linear programs. The first program has maximum value λ. Then the second linear program furnishes a corresponding eigenvector x.     

The upper traceable number of a graph

For a nontrivial connected graph G of order n and a linear ordering s: v ₁, v ₂, …, v _n of vertices of G, define . The traceable number t(G) of a graph G is t(G) = min{d(s)} and the upper traceable number t ⁺(G) of G is t ⁺(G) = max{d(s)}, where the minimum and maximum are taken over all linear orderings s of vertices of G. We study upper traceable numbers of several classes of graphs and the relationship between the traceable number and upper traceable number of a graph. All connected graphs G for which t ⁺(G) − t(G) = 1 are characterized and a formula for the upper traceable number of a tree is established. Research supported by Srinakharinwirot University, the Thailand Research Fund and the Commission on Higher Education, Thailand under the grant number MRG 5080075.     

On the existence of shock fronts for a Burgers equation with a singular source term

In this paper we consider the Cauchy problem for the equation ∂u/∂t + u ∂u/∂x + u/x = 0 for x > 0, t ⩾ 0, with u(x, 0) = u⁰₋(x) for x < x₀, u(x, 0) = u⁰₊(x) for x > x₀, u⁰₋(x₀) > u⁰₊(x₀). Following the ideas of Majda, 1984 and Lax, 1973, we construct, for smooth u⁰₋ and u⁰₊, a global shock front weak solution u(x, t) = u₋(x, t) for x < ϕ(t), u(x, t) = u₊(x, t) for x > ϕ(t), where u₋ and u₊ are the strong solutions corresponding (respectively) to u⁰₋ and u⁰₊ and the curve t → ϕ(t) is defined by dϕ/dt (t) = 1/2[u₋(ϕ(t), t) + u₊(ϕ(t), t)], t ⩾ 0 and ϕ(0) = x₀. © 1998 B. G. Teubner Stuttgart—John Wiley & Sons, Ltd.     

On existence and uniqueness of solution of stochastic differential equations with heredity

We consider the Cauchy problem for the stochastic differential equation with the heredity where x _t(s) = x(s)for s?(- ∞,t).Existence and uniqueness theorems for the problem (1),(2)are proved inthe case,when instead of the Lipschitz condition for the functions a(t,u) and b(t,u)on u someless restrictive conditions (Ousgood or Hölder type)are satisfied, and the operator(Fx)(t) = x(t)-f(t,x _t) is invertible.Similar questions were considered in[1-4]     

On the asymptotic behavior of the solutions of semilinear nonautonomous equations

We consider nonautonomous semilinear evolution equations of the form $$\frac{dx}{dt}= A(t)x+f(t,x) . $$ Here A(t) is a (possibly unbounded) linear operator acting on a real or complex Banach space $\mathbb{X}$ and $f: \mathbb{R}\times\mathbb {X}\to\mathbb{X}$ is a (possibly nonlinear) continuous function. We assume that the linear equation (1) is well-posed (i.e. there exists a continuous linear evolution family {U(t,s)}_(t,s)∈Δ such that for every s∈?₊ and x∈D(A(s)), the function x(t)=U(t,s)x is the uniquely determined solution of Eq. (1) satisfying x(s)=x). Then we can consider the mild solution of the semilinear equation (2) (defined on some interval [s,s+δ),δ>0) as being the solution of the integral equation $$x(t) = U(t, s)x + \int_s^t U(t, \tau)f\bigl(\tau, x(\tau)\bigr) d\tau,\quad t\geq s . $$ Furthermore, if we assume also that the nonlinear function f(t,x) is jointly continuous with respect to t and x and Lipschitz continuous with respect to x (uniformly in t∈?₊, and f(t,0)=0 for all t∈?₊) we can generate a (nonlinear) evolution family {X(t,s)}_(t,s)∈Δ , in the sense that the map $t\mapsto X(t,s)x:[s,\infty)\to\mathbb{X}$ is the unique solution of Eq. (4), for every $x\in\mathbb{X}$ and s∈?₊. Considering the Green’s operator $(\mathbb{G}{f})(t)=\int_{0}^{t} X(t,s)f(s)ds$ we prove that if the following conditions hold

• the map $\mathbb{G}{f}$ lies in $L^{q}(\mathbb{R}_{+},\mathbb{X})$ for all $f\in L^{p}(\mathbb{R}_{+},\mathbb{X})$ , and
• $\mathbb{G}:L^{p}(\mathbb{R}_{+},\mathbb{X})\to L^{q}(\mathbb {R}_{+},\mathbb{X})$ is Lipschitz continuous, i.e. there exists K>0 such that $$\|\mathbb{G} {f}-\mathbb{G} {g}\|_{q} \leq K\|f-g\|_{p} , \quad\mbox{for all}\ f,g\in L^p(\mathbb{R}_+,\mathbb{X}) , $$

then the above mild solution will have an exponential decay.     

The Alexander-Orbach conjecture holds in high dimensions

We examine the incipient infinite cluster (IIC) of critical percolation in regimes where mean-field behavior has been established, namely when the dimension d is large enough or when d>6 and the lattice is sufficiently spread out. We find that random walk on the IIC exhibits anomalous diffusion with the spectral dimension d_s=\frac43d_{s}=\frac{4}{3} , that is, p _t (x,x)=t ^−2/3+o(1). This establishes a conjecture of Alexander and Orbach (J. Phys. Lett. (Paris) 43:625–631, 1982). En route we calculate the one-arm exponent with respect to the intrinsic distance.     

On a class of Besicovitch functions to have exact box dimension: A necessary and sufficient condition

Let 1 < s < 2, λ_k > 0 with λ_k → ∞ satisfy λ_k+1/λ_k ≥ λ > 1. For a class of Besicovich functions B(t) = sin λ_kt, the present paper investigates the intrinsic relationship between box dimension of their graphs and the asymptotic behavior of {λ_k}. We show that the upper box dimension does not exceed s in general, and equals to s while the increasing rate is sufficiently large. An estimate of the lower box dimension is also established. Then a necessary and sufficient condition is given for this type of Besicovitch functions to have exact box dimensions: for sufficiently large λ, dim _BΓ(B) = dim _BΓ(B) = s holds if and only if lim_n→∞ = 1. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

The radial basis functions method for identifying an unknown parameter in a parabolic equation with overspecified data

Parabolic partial differential equations with overspecified data play a crucial role in applied mathematics and engineering, as they appear in various engineering models. In this work, the radial basis functions method is used for finding an unknown parameter p(t) in the inverse linear parabolic partial differential equation u_t = u_xx + p(t)u + φ, in [0,1] × (0,T], where u is unknown while the initial condition and boundary conditions are given. Also an additional condition ∫₀¹k(x)u(x,t)dx = E(t), 0 ≤ t ≤ T, for known functions E(t), k(x), is given as the integral overspecification over the spatial domain. The main approach is using the radial basis functions method. In this technique the exact solution is found without any mesh generation on the domain of the problem. We also discuss on the case that the overspecified condition is in the form ∫₀^s(t) u(x,t)dx = E(t), 0 < t ≤ T, 0 < s(t) < 1, where s and E are known functions. Some illustrative examples are presented to show efficiency of the proposed method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

On Fourier Transforms of Radial Functions and Distributions

We find a formula that relates the Fourier transform of a radial function on R ⁿ with the Fourier transform of the same function defined on R ⁿ⁺². This formula enables one to explicitly calculate the Fourier transform of any radial function f(r) in any dimension, provided one knows the Fourier transform of the one-dimensional function t?f(|t|) and the two-dimensional function (x ₁,x ₂)?f(|(x ₁,x ₂)|). We prove analogous results for radial tempered distributions.