Linear Fractional Transformation Methods in $ {\shadC}^n $

We consider the generalization of linear fractional transformations of the plane to $ {\shadC}^n $ . Analogs of the one-variable theory are developed including fixed point sets and points of symmetry. The domains in $ {\shadC}^n $ that are images of the ball under these transformations are found. Finally, we see some examples where classical fixed point results follow from this theory in a natural way.     

A class of linear fractional maps of the ball and their composition operators

We study a class of linear fractional self-maps of the ball which seems to be a good generalization of parabolic non-automorphisms of the unit disk. We give a normal form of these maps and use it to compute the spectrum of the composition operators induced by them. We also show that these composition operators are never hypercyclic. Applications are given to the study of more general linear fractional transformations.     

Parabolic composition operators on the ball

We give a classification, up to automorphisms, of parabolic linear fractional maps of the ball. We then show that this classification is very convenient to study the geometric properties of these maps, as well as the associated composition operators.     

Infinitesimal generators associated with semigroups of linear fractional maps

We characterize the infinitesimal generator of a semigroup of linear fractional self-maps of the unit ball in ℂⁿ, n ≥ 1. For the case n = 1, we also completely describe the associated Koenigs function and solve the embedding problem from a dynamical point of view, proving (among other things) that a generic semigroup of holomorphic self-maps of the unit disc is a semigroup of linear fractional maps if and only if it contains a linear fractional map for some positive time. Partially supported by the Ministerio de Ciencia y Tecnología and the European Union (FEDER) project BFM2003-07294-C02-02 and by La Consejería de Educación y Ciencia de la Junta de Andalucía.     

Classification of semigroups of linear fractional maps in the unit ball

We give a complete classification up to conjugation of continuous semigroups of linear fractional self-maps of the unit ball.     

Noncommutative ball maps

In this paper, we analyze problems involving matrix variables for which we use a noncommutative algebra setting. To be more specific, we use a class of functions (called NC analytic functions) defined by power series in noncommuting variables and evaluate these functions on sets of matrices of all dimensions; we call such situations dimension-free. These types of functions have recently been used in the study of dimension-free linear system engineering problems. In this paper we characterize NC analytic maps that send dimension-free matrix balls to dimension-free matrix balls and carry the boundary to the boundary; such maps we call “NC ball maps”. We find that up to normalization, an NC ball map is the direct sum of the identity map with an NC analytic map of the ball into the ball. That is, “NC ball maps” are very simple, in contrast to the classical result of D'Angelo on such analytic maps in C. Another mathematically natural class of maps carries a variant of the noncommutative distinguished boundary to the boundary, but on these our results are limited. We shall be interested in several types of noncommutative balls, conventional ones, but also balls defined by constraints called Linear Matrix Inequalities (LMI). What we do here is a small piece of the bigger puzzle of understanding how LMIs behave with respect to noncommutative change of variables.     

A regularity theory for intrinsic minimising fractional harmonic maps

We define and develop an interior partial regularity theory for intrinsic energy minimising fractional harmonic maps from Euclidean space into smooth compact Riemannian manifolds for fractional powers strictly between zero and one. Intrinsic fractional harmonic maps are critical points of an energy whose first variation is a Dirichlet to Neumann map for the harmonic map problem on a half-space with a Riemannian metric which can degenerate/become singular along the boundary, depending on the fractional power. Similarly to the approach used to prove regularity for stationary intrinsic semi-harmonic maps, we take advantage of the connection between fractional harmonic maps and free boundary problems for harmonic maps in order to develop a partial regularity theory for the fractional harmonic maps we consider. In particular, we prove partial regularity for locally minimising harmonic maps with (partially) free boundary data on half-spaces with the aforementioned metrics up to the boundary; fractional harmonic maps then inherit this regularity. As a by-product of our methods we shed some new light on the monotonicity of the average energy of solutions of the degenerate linear elliptic equation related to fractional harmonic functions.     

The convexity principle and its applications

Recently [1, 2] the new convexity principle has been validated. It states that a nonlinear image of a small ball in a Hilbert space is convex, provided that the map is C^1,1 and the center of the ball is a regular point of the map. This result has numerous applications in linear algebra, optimization and control.Dedicated to IMPA on the occasion of its 50^th anniversary     

Extensions of Dinkelbach's algorithm for solving non-linear fractional programming problems

Dinkelbach's algorithm was developed to solve convex fractinal programming. This method achieves the optimal solution of the optimisation problem by means of solving a sequence of non-linear convex programming subproblems defined by a parameter. In this paper it is shown that Dinkelbach's algorithm can be used to solve general fractional programming. The applicability of the algorithm will depend on the possibility of solving the subproblems. Dinkelbach's extended algorithm is a framework to describe several algorithms which have been proposed to solve linear fractional programming, integer linear fractional programming, convex fractional programming and to generate new algorithms. The applicability of new cases as nondifferentiable fractional programming and quadratic fractional programming has been studied. We have proposed two modifications to improve the speed-up of Dinkelbachs algorithm. One is to use interpolation formulae to update the parameter which defined the subproblem and another truncates the solution of the suproblem. We give sufficient conditions for the convergence of these modifications. Computational experiments in linear fractional programming, integer linear fractional programming and non-linear fractional programming to evaluate the efficiency of these methods have been carried out.     

The range of linear fractional maps on the unit ball

In 1996, C. Cowen and B. MacCluer studied a class of maps on that they called linear fractional maps. Using the tools of Krein spaces, it can be shown that a linear fractional map is a self-map of the ball if and only if an associated matrix is a multiple of a Krein contraction. In this paper, we extend this result by specifying this multiple in terms of eigenvalues and eigenvectors of this matrix, creating an easily verified condition in almost all cases. In the remaining cases, the best possible results depending on fixed point and boundary behavior are given.

     

Linear fractional composition operators on the Dirichlet space in the unit ball

We investigate the adjoints of linear fractional composition operators Cφ acting on classical Dirichlet space D(BN ) in the unit ball BN of CN , and characterize the normality and essential normality of Cφ on D(BN ) and the Dirichlet space modulo constant function D0(BN ), where φ is a linear fractional map of BN . In addition, we also show that for any non-elliptic linear fractional map φ of BN , the composition maps σ ο φ and φ ο σ are elliptic or parabolic linear fractional maps of BN .     

The 1:±2 resonance

On the linear level elliptic equilibria of Hamiltonian systems are mere superpositions of harmonic oscillators. Non-linear terms can produce instability, if the ratio of frequencies is rational and the Hamiltonian is indefinite. In this paper we study the frequency ratio ±1/2 and its unfolding. In particular we show that for the indefinite case (1:−2) the frequency ratio map in a neighborhood of the origin has a critical point, i.e. the twist condition is violated for one torus on every energy surface near the energy of the equilibrium. In contrast, we show that the frequency map itself is non-degenerate (i.e. the Kolmogorov non-degeneracy condition holds) for every torus in a neighborhood of the equilibrium point. As a by product of our analysis of the frequency map we obtain another proof of fractional monodromy in the 1:−2 resonance.      

A characterization of minimal locally finite varieties

In this paper we describe a one-variable Mal'cev-like condition satisfied by any locally finite minimal variety. We prove that a locally finite variety is minimal if and only if it satisfies this Mal'cev-like condition and it is generated by a strictly simple algebra which is nonabelian or has a trivial subalgebra. Our arguments show that the strictly simple generator of a minimal locally finite variety is unique, it is projective and it embeds into every member of the variety. We give a new proof of the structure theorem for strictly simple abelian algebras that generate minimal varieties.

     

Updating lower bounds when using Karmarkar's projective algorithm for linear programming

We give two results related to Gonzaga's recent paper showing that lower bounds derived from the Todd-Burrell update can be obtained by solving a one-variable linear programming problem involving the centering direction and the affine direction. We show how these results may be used to update the primal solution when using the dual affine variant of Karmarkar's algorithm. This leads to a dual projective algorithm.This research was partially supported by ONR Grant Number N00014-90-J-1714.     

FRACTIONAL DIFFUSION EQUATIONS WITH INTERNAL DEGREES OF FREEDOM

We present a generalization of the linear one-dimensional diffusion equation by com-bining the fractional derivatives and the internal degrees of freedom. The solutions areconstructed from those of the scalar fractional diffusion equation. We analyze the in-terpolation between the standard diffusion and wave equations defined by the fractionalderivatives. Our main result is that we can define a diffusion process depending on theinternal degrees of freedom associated to the system.     

A Gleason–Kahane–Żelazko theorem for the Dirichlet space

We show that every linear functional on the Dirichlet space that is non-zero on nowhere-vanishing functions is necessarily a multiple of a point evaluation. Continuity of the functional is not assumed. As an application, we obtain a characterization of weighted composition operators on the Dirichlet space as being exactly those linear maps that send nowhere-vanishing functions to nowhere-vanishing functions.We also investigate possible extensions to weighted Dirichlet spaces with superharmonic weights. As part of our investigation, we are led to determine which of these spaces contain functions that map the unit disk onto the whole complex plane.     

Operators Represented by Conditional Expectations and Random Measures

On standard measure spaces every order continuous linear map between two ideals of almost everywhere finite measurable functions can be represented by a random measure. An analogue of this theorem is proved for the case of arbitrary σ-finite measure spaces. This fact leads to a proof that every order continuous linear map between ideals of almost everywhere finite measurable functions on σ-finite measure spaces is multiplication conditional expectation representable. This sheds further light on the structure of order continuous operators. Mathematics Subject Classification (20000): 47B38, 47B65 J.J. Grobler-Financial assistance of the NRF is gratefully acknowledged. D.T. Rambane-Financial assistance of the University of Venda research fund is gratefully acknowledged.     

A modified walk-on-sphere method for high dimensional fractional Poisson equation

We develop walk-on-sphere method for fractional Poisson equations with Dirichilet boundary conditions in high dimensions. The walk-on-sphere method is based on probabilistic representation of the fractional Poisson equation. We propose efficient quadrature rules to evaluate integral representation in the ball and apply rejection sampling method to drawing from the computed probabilities in general domains. Moreover, we provide an estimate of the number of walks in the mean value for the method when the domain is a ball. We show that the number of walks is increasing in the fractional order and the distance of the starting point to the origin. We also give the relationship between the Green function of fractional Laplace equation and that of the classical Laplace equation. Numerical results for problems in 2–10 dimensions verify our theory and the efficiency of the modified walk-on-sphere method.     

Numerical solution of fractional differential equations with a Tau method based on Legendre and Bernstein polynomials

In this paper, we state and prove a new formula expressing explicitly the integratives of Bernstein polynomials (or B‐polynomials) of any degree and for any fractional‐order in terms of B‐polynomials themselves. We derive the transformation matrices that map the Bernstein and Legendre forms of a degree‐n polynomial on [0,1] into each other. By using their transformation matrices, we derive the operational matrices of integration and product of the Bernstein polynomials. These matrices together with the Tau method are then utilized to reduce the solution of this problem to the solution of a system of algebraic equations. The method is applied to solve linear and nonlinear fractional differential equations. Copyright © 2013 John Wiley & Sons, Ltd.     

Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators

We investigate the small ball problem for d-dimensional fractional Brownian sheets by functional analytic methods. For this reason we show that integration operators of Riemann–Liouville and Weyl type are very close in the sense of their approximation properties, i.e., the Kolmogorov and entropy numbers of their difference tend to zero exponentially. This allows us to carry over properties of the Weyl operator to the Riemann–Liouville one, leading to sharp small ball estimates for some fractional Brownian sheets. In particular, we extend Talagrand's estimate for the 2-dimensional Brownian sheet to the fractional case. When passing from dimension 1 to dimension d2, we use a quite general estimate for the Kolmogorov numbers of the tensor products of linear operators.