Application of the GALI method to localization dynamics in nonlinear systems

We investigate localization phenomena and stability properties of quasiperiodic oscillations in N$N$ degree of freedom Hamiltonian systems and N$N$ coupled symplectic maps. In particular, we study an example of a parametrically driven Hamiltonian lattice with only quartic coupling terms and a system of N$N$ coupled standard maps. We explore their dynamics using the Generalized Alignment Index (GALI), which constitutes a recently developed numerical method for detecting chaotic orbits in many dimensions, estimating the dimensionality of quasiperiodic tori and predicting slow diffusion in a way that is faster and more reliable than many other approaches known to date.     

Asymptotic analysis of the p-Laplacian flow in an exterior domain

We consider the Dirichlet problem for the p  -Laplacian evolution equation, ut=Δpu$u_t={\mathrm{\Delta }}_{p}u$, where p>2$p>2$, posed in an exterior domain in RN${\mathbf{R}}^N$, with zero Dirichlet boundary condition and with integrable and nonnegative initial data. We are interested in describing the influence of the holes of the domain on the large time behaviour of the solutions. Such behaviour varies depending on the relative values of N and p  . We must distinguish between the behaviour near infinity of space (outer analysis), and near the holes (inner analysis). We obtain that the outer analysis is given in all cases by certain self-similar solutions and the inner analysis is given by quasi-stationary states. Logarithmic corrections to exact self-similarity appear in the critical case N=p$N=p$, which is mathematically more interesting. In this first paper we treat only the cases N>p$N>p$ and N=p$N=p$, the case N<p$N<p$ will be considered in a companion work.     

A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic

We consider a family of non-deterministic fluid models that can be approximated under heavy traffic conditions by a multidimensional reflected fractional Brownian motion (rfBm). Specifically, we prove a heavy traffic limit theorem for multi-station fluid models with feedback and non-deterministic arrival process generated by a large enough number of heavy tailed ON/OFF sources, say N$N$. Scaling in time by a factor r$r$ and in state space conveniently, and letting N$N$ and r$r$ approach infinity (in this order) we prove that the scaled immediate workload process converges in some sense to a rfBm.     

Leggett–Williams theorems for coincidences of multivalued operators

We study the existence of positive solutions to the operator equation Lx∈Nx$Lx\in Nx$, where L$L$ is a linear Fredholm mapping of index zero and N$N$ is a nonlinear multivalued operator.     

Front velocity and directed polymers in random medium

We consider a stochastic model of N$N$ evolving particles studied by Brunet and Derrida. This model can be seen as a directed polymer in random medium with N$N$ sites in the transverse direction. Cook and Derrida use heuristic arguments to obtain a formula for the ground state energy of the polymer. We formalize their argument and show that there is an additional term in the formula in the critical case. We also consider a generalization of the model, and show that in the noncritical case the behavior is basically the same, whereas in the critical case a new correction appears.     

Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications

We consider an N$N$-dimensional reflected process, modeling an infinite capacity fluid queues network, of which service and input rates depend on the queue levels as well as on the state of an exterior ergodic stationary process. N$N$ is the number of queues in the network. We prove a monotonicity result for such a process, from which we deduce stability results for networks of queues. Particular attention is paid to the case N=2$N=2$. Next, we give some applications of those stability results.     

On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence

In many applications it has been observed that hybrid-Monte Carlo sequences perform better than Monte Carlo and quasi-Monte Carlo sequences, especially in difficult problems. For a mixed s$s$-dimensional sequence m$m$, whose elements are vectors obtained by concatenating d$d$-dimensional vectors from a low-discrepancy sequence q$q$ with (s−d)$(s-d)$-dimensional random vectors, probabilistic upper bounds for its star discrepancy have been provided. In a paper of G. Ökten, B. Tuffin and V. Burago [G. Ökten, B. Tuffin, V. Burago, J. Complexity 22 (2006), 435–458] it was shown that for arbitrary ε>0$\epsilon >0$ the difference of the star discrepancies of the first N$N$ points of m$m$ and q$q$ is bounded by ε$\epsilon$ with probability at least 1−2exp(−ε²N/2)$1-2exp(-{\epsilon }^{2}N/2)$ for N$N$ sufficiently large. The authors did not study how large N$N$ actually has to be and if and how this actually depends on the parameters s$s$ and ε$\epsilon$. In this note we derive a lower bound for N$N$, which significantly depends on s$s$ and ε$\epsilon$. Furthermore, we provide a probabilistic bound for the difference of the star discrepancies of the first N$N$ points of m$m$ and q$q$, which holds without any restrictions on N$N$. In this sense it improves on the bound of Ökten, Tuffin and Burago and is more helpful in practice, especially for small sample sizes N$N$. We compare this bound to other known bounds.     

An extension of Draghicescu’s fast tree-code algorithm to the vortex method on a sphere

A fast and accurate algorithm to compute interactions between N$N$ point vortices and between N$N$ vortex blobs on a sphere is proposed. It is an extension of the fast tree-code algorithm developed by Draghicescu for the vortex method in the plane. When we choose numerical parameters in the fast algorithm suitably, the computational cost of O(N²)$O\left(N^2\right)$ is reduced to O(N(logN)⁴)$O\left(N{(logN)}^4\right)$ and the approximation error decreases like O(1/N)$O(1/N)$ when N→∞$N\to \infty$, as demonstrated in the present article. We also apply the fast method to long-time evolution of two vortex sheets on the sphere to see the efficiency. A key point is to describe the equation of motion for the N$N$ points in the three-dimensional Cartesian coordinates.     

Existence and boundary stabilization of solutions for the coupled semilinear system

We investigate the global existence of both strong and weak solutions for a semilinear coupled system with homogeneous feedback boundary conditions in bounded open domain Ω$\Omega$ in Rⁿ${\mathbb{R}}^n$ with n∈N$n\in \mathbb{N}$. We also prove the exponential decay of total energy associated with weak solutions.     

Simultaneous local exact controllability of 1D bilinear Schrödinger equations

We consider N independent quantum particles, in an infinite square potential well coupled to an external laser field. These particles are modelled by a system of linear Schrödinger equations on a bounded interval. This is a bilinear control system in which the state is the N  -tuple of wave functions. The control is the real amplitude of the laser field. For N=1$N=1$, Beauchard and Laurent proved local exact controllability around the ground state in arbitrary time. We prove, under an extra generic assumption, that their result does not hold in small time if N?2$N?2$. Still, for N=2$N=2$, we prove that local controllability holds either in arbitrary time up to a global phase or exactly up to a global delay. This is proved using Coron's return method. We also prove that for N?3$N?3$, local controllability does not hold in small time even up to a global phase. Finally, for N=3$N=3$, we prove that local controllability holds up to a global phase and a global delay.     

Conditions at infinity for the inhomogeneous filtration equation

We investigate existence and uniqueness of solutions to the filtration equation with an inhomogeneous density in R^N${\mathbb{R}}^N$ (N?3$N?3$), approaching at infinity a given continuous datum of Dirichlet type.     

Nonparametric estimation for stochastic differential equations with random effects

We consider N$N$ independent stochastic processes (_Xj(t),t∈[0,T])$(X_j\left(t\right),t\in [0,T])$, j=1,…,N$j=1,\dots ,N$, defined by a one-dimensional stochastic differential equation with coefficients depending on a random variable _?j${?}_j$ and study the nonparametric estimation of the density of the random effect _?j${?}_j$ in two kinds of mixed models. A multiplicative random effect and an additive random effect are successively considered. In each case, we build kernel and deconvolution estimators and study their L²$L^2$-risk. Asymptotic properties are evaluated as N$N$ tends to infinity for fixed T$T$ or for T=T(N)$T=T\left(N\right)$ tending to infinity with N$N$. For T(N)=N²$T\left(N\right)=N^2$, adaptive estimators are built. Estimators are implemented on simulated data for several examples.     

Nonlinear diffusion with a bounded stationary level surface

We consider nonlinear diffusion of some substance in a container (not necessarily bounded) with bounded boundary of class C²$C^2$. Suppose that, initially, the container is empty and, at all times, the substance at its boundary is kept at density 1. We show that, if the container contains a proper C²$C^2$-subdomain on whose boundary the substance has constant density at each given time, then the boundary of the container must be a sphere. We also consider nonlinear diffusion in the whole RN${\mathbb{R}}^N$ of some substance whose density is initially a characteristic function of the complement of a domain with bounded C²$C^2$ boundary, and obtain similar results. These results are also extended to the heat flow in the sphere SN${\mathbb{S}}^N$ and the hyperbolic space HN${\mathbb{H}}^N$.     

An implicit iterative scheme for monotone variational inequalities and fixed point problems

In this paper we introduce an implicit iterative scheme for finding a common element of the set of common fixed points of N$N$ nonexpansive mappings and the set of solutions of the variational inequality problem for a monotone, Lipschitz-continuous mapping. The implicit iterative scheme is based on two well-known methods: extragradient and approximate proximal. We obtain a weak convergence theorem for three sequences generated by this implicit iterative scheme. On the basis of this theorem, we also construct an implicit iterative process for finding a common fixed point of N+1$N+1$ mappings, such that one of these mappings is taken from the more general class of Lipschitz pseudocontractive mappings and the other N$N$ mappings are nonexpansive.     

Energy decay for the linear Klein–Gordon equation and boundary control

In this work we study the asymptotic behavior of the solutions of the linear Klein–Gordon equation in R^N${\mathbb{R}}^N$, N?1$N?1$. We prove that local energy of solutions to the Cauchy problem decays polynomially. Afterwards, we use the local decay of energy to study exact boundary controllability for the linear Klein–Gordon equation in general bounded domains of R^N${\mathbb{R}}^N$, N?1$N?1$.     

Error expansion for the discretization of backward stochastic differential equations

We study the error induced by the time discretization of decoupled forward–backward stochastic differential equations (X,Y,Z)$(X,Y,Z)$. The forward component X$X$ is the solution of a Brownian stochastic differential equation and is approximated by a Euler scheme X^N$X^N$ with N$N$ time steps. The backward component is approximated by a backward scheme. Firstly, we prove that the errors (Y^N−Y,Z^N−Z)$(Y^N-Y,Z^N-Z)$ measured in the strong _Lp$L_p$-sense (p≥1$p\ge 1$) are of order N^−1/2$N^{-1/2}$ (this generalizes the results by Zhang [J. Zhang, A numerical scheme for BSDEs, The Annals of Applied Probability 14 (1) (2004) 459–488]). Secondly, an error expansion is derived: surprisingly, the first term is proportional to X^N−X$X^N-X$ while residual terms are of order N⁻¹$N^{-1}$.     

A Liouville-type theorem and the decay of radial solutions of a semilinear heat equation

We consider the semilinear parabolic equation _ut=Δu+u^p$u_t=\mathrm{\Delta }u+u^p$ on R^N${\mathbb{R}}^N$, where the power nonlinearity is subcritical. We first address the question of existence of entire solutions, that is, solutions defined for all x∈R^N$x\in {\mathbb{R}}^N$ and t∈R$t\in \mathbb{R}$. Our main result asserts that there are no positive radially symmetric bounded entire solutions. Then we consider radial solutions of the Cauchy problem. We show that if such a solution is global, that is, defined for all t?0$t?0$, then it necessarily converges to 0, as t→∞$t\to \infty$, uniformly with respect to x∈R^N$x\in {\mathbb{R}}^N$.     

A note on Schweizer–Smital chaos

In this paper, we consider a continuous map f:X→X$f:X\to X$, where X$X$ is a compact metric space, and prove that for any positive integer N$N$, f$f$ is Schweizer–Smital chaotic if and only if f^N$f^N$ is too.