Divergence theorems in path space

We obtain divergence theorems on the solution space of an elliptic stochastic differential equation defined on a smooth compact finite-dimensional manifold M. The resulting divergences are expressed in terms of the Ricci curvature of M with respect to a natural metric on M induced by the stochastic differential equation. The proofs of the main theorems are based on the lifting method of Malliavin together with a fundamental idea of Driver.     

Integral representations of nonnegative solutions for parabolic equations and elliptic Martin boundaries

We consider nonnegative solutions of a parabolic equation in a cylinder D×(0,T), where D is a noncompact domain of a Riemannian manifold. Under the assumption [IU] (i.e., the associated heat kernel is intrinsically ultracontractive), we establish an integral representation theorem: any nonnegative solution is represented uniquely by an integral on (D×{0})∪(M_∂D×[0,T)), where M_∂D is the Martin boundary of D for the associated elliptic operator. We apply it in a unified way to several concrete examples to explicitly represent nonnegative solutions. We also show that [IU] implies the condition [SP] (i.e., the constant function 1 is a small perturbation of the elliptic operator on D).     

Semismall perturbations, semi-intrinsic ultracontractivity, and integral representations of nonnegative solutions for parabolic equations

We consider nonnegative solutions of a parabolic equation in a cylinder D×I, where D is a noncompact domain of a Riemannian manifold and I=(0,T) with 0<T?∞ or I=(−∞,0). Under the assumption [SSP] (i.e., the constant function 1 is a semismall perturbation of the associated elliptic operator on D), we establish an integral representation theorem of nonnegative solutions: In the case I=(0,T), any nonnegative solution is represented uniquely by an integral on (D×{0})∪(M_∂D×[0,T)), where M_∂D is the Martin boundary of D for the elliptic operator; and in the case I=(−∞,0), any nonnegative solution is represented uniquely by the sum of an integral on M_∂D×(−∞,0) and a constant multiple of a particular solution. We also show that [SSP] implies the condition [SIU] (i.e., the associated heat kernel is semi-intrinsically ultracontractive).     

Parabolic Harnack inequality of viscosity solutions on Riemannian manifolds

We consider viscosity solutions to nonlinear uniformly parabolic equations in nondivergence form on a Riemannian manifold M with the sectional curvature bounded from below by −κ   for κ≥0$\kappa \ge 0$. In the elliptic case, Wang and Zhang [24] recently extended the results of [5] to nonlinear elliptic equations in nondivergence form on such M, where they obtained the Harnack inequality for classical solutions. We establish the Harnack inequality for nonnegative viscosity solutions to nonlinear uniformly parabolic equations in nondivergence form on M. The Harnack inequality of nonnegative viscosity solutions to the elliptic equations is also proved.     

On algebraic Riccati equations associated with M-matrices

We consider the algebraic Riccati equation for which the four coefficient matrices form an M-matrix K. When K is a nonsingular M-matrix or an irreducible singular M-matrix, the Riccati equation is known to have a minimal nonnegative solution and several efficient methods are available to find this solution. In this paper we are mainly interested in the case where K is a reducible singular M-matrix. Under a regularity assumption on the M-matrix K, we show that the Riccati equation still has a minimal nonnegative solution. We also study the properties of this particular solution and explain how the solution can be found by existing methods.     

On Green functions of second-order elliptic operators on Riemannian manifolds: The critical case

Let P be a second-order, linear, elliptic operator with real coefficients which is defined on a noncompact and connected Riemannian manifold M. It is well known that the equation $Pu=0$ in M admits a positive supersolution which is not a solution if and only if P admits a unique positive minimal Green function on M, and in this case, P is said to be subcritical in M. If P does not admit a positive Green function but admits a global positive (super)solution, then such a solution is called a ground state of P in M, and P is said to be critical in M.We prove for a critical operator P in M, the existence of a Green function which is dominated above by the ground state of P away from the singularity. Moreover, in a certain class of Green functions, such a Green function is unique, up to an addition of a product of the ground states of P and $P^{?}$. Under some further assumptions, we describe the behavior at infinity of such a Green function. This result extends and sharpens the celebrated result of P. Li and L.-F. Tam concerning the existence of a symmetric Green function for the Laplace–Beltrami operator on a smooth and complete Riemannian manifold M.     

Orbifold genera, product formulas and power operations

We generalize the definition of orbifold elliptic genus and introduce orbifold genera of chromatic level h, using h-tuples rather than pairs of commuting elements. We show that our genera are in fact orbifold invariants, and we prove integrality results for them. If the genus arises from an H_∞-map into the Morava-Lubin-Tate theory E_h, then we give a formula expressing the orbifold genus of the symmetric powers of a stably almost complex manifold M in terms of the genus of M itself. Our formula is the p-typical analogue of the Dijkgraaf-Moore-Verlinde-Verlinde formula for the orbifold elliptic genus [R. Dijkgraaf et al., Elliptic genera of symmetric products and second quantized strings Comm. Math. Phys. 185(1) (1997) 197-209]. It depends only on h and not on the genus.     

Geometric quantization for proper actions

We first introduce an invariant index for G-equivariant elliptic differential operators on a locally compact manifold M admitting a proper cocompact action of a locally compact group G. It generalizes the Kawasaki index for orbifolds to the case of proper cocompact actions. Our invariant index is used to show that an analog of the Guillemin-Sternberg geometric quantization conjecture holds if M is symplectic with a Hamiltonian action of G that is proper and cocompact. This essentially solves a conjecture of Hochs and Landsman.     

Existence of nontrivial periodic solutions of certain nonautonomous ordinary differential equations

Degree theory is used to establish sufficient conditions for the existence of a non-trivial periodic solution of the vector differential equation f(D)x + BMg(D)x = 0, which generalises the feedback control equation. These conditions require that the matrix M should satisfy two elliptic ball criteria, one of which is relevant near the origin of the phase space and the other near the point at infinity.     

Multipeak solutions for asymptotically critical elliptic equations on Riemannian manifolds

Let (M,g) be a smooth compact Riemannian manifold of dimension n≥3. We are concerned with the following asymptotically critical elliptic problem

(0.1)     

A nonlinear parabolic-Sobolev equation

Let M and L be (nonlinear) operators in a reflexive Banach space B for which Rg(M + L) = B and $\text{¦(Mx ? My) + α(Lx ? Ly)¦ ? | mx ? My |}$ for all α > 0 and pairs x, y in D(M) ∩ D(L). Then there is a unique solution of the Cauchy problem (Mu(t))′ + Lu(t) = 0, Mu(0) = v₀. When M and L are realizations of elliptic partial differential operators in space variables, this gives existence and uniqueness of generalized solutions of boundary value problems for nonlinear partial differential equations of mixed parabolic-Sobolev type.     

Approximate solutions and micro-regularity in the Denjoy-Carleman classes

We begin with a sequence M of positive real numbers and we consider the Denjoy-Carleman class CM. We show how to construct M-approximate solutions for complex vector fields with CM coefficients. We then use our construction to study micro-local properties of boundary values of approximate solutions in general M-involutive structures of codimension one, where the approximate solution is defined in a wedge whose edge (where the boundary value exists) is a maximally real submanifold. We also obtain a CM version of the Edge-of-the-Wedge Theorem.     

Existence and regularity of the solution of a mixed boundary value problem for the Keldysh equation with a nonlinear absorption term

The Keldysh equation is a more general form of the classic Tricomi equation from fluid dynamics. Its well-posedness and the regularity of its solution are interesting and important. The Keldysh equation is elliptic in y>0 and is degenerate at the line y=0 in R². Adding a special nonlinear absorption term, we study a nonlinear degenerate elliptic equation with mixed boundary conditions in a piecewise smooth domain—similar to the potential fluid shock reflection problem. By means of an elliptic regularization technique, a delicate a priori estimate and compact argument, we show that the solution of a mixed boundary value problem of the Keldysh equation is smooth in the interior and Lipschitz continuous up to the degenerate boundary under some conditions. We believe that this kind of regularity result for the solution will be rather useful.     

Convergence in L space for the homogenization problems of elliptic and parabolic equations in the plane

We study the convergence rate of an asymptotic expansion for the elliptic and parabolic operators with rapidly oscillating coefficients. First we propose homogenized expansions which are convolution forms of Green function and given force term of elliptic equation. Then, using local L^p-theory, the growth rate of the perturbation of Green function is found. From the representation of elliptic solution by Green function, we estimate the convergence rate in L^p space of the homogenized expansions to the exact solution. Finally, we consider L2(0,T:H1(Ω)) or L∞(Ω×(0,T)) convergence rate of the first order approximation for parabolic homogenization problems.     

Geometric existence theory for the control-affine nonlinear optimal regulator

For infinite horizon nonlinear optimal control problems in which the control term enters linearly in the dynamics and quadratically in the cost, well-known conditions on the linearised problem guarantee existence of a smooth globally optimal feedback solution on a certain region of state space containing the equilibrium point. The method of proof is to demonstrate existence of a stable Lagrangian manifold M and then construct the solution from M in the region where M has a well-defined projection onto state space. We show that the same conditions also guarantee existence of a nonsmooth viscosity solution and globally optimal set-valued feedback on a much larger region. The method of proof is to extend the construction of a solution from M into the region where M no-longer has a well-defined projection onto state space.     

Branched affine and projective structures on compact Riemann surfaces

It is first established that there exist linear manifolds of branched affine structures having certain nonpolar branch divisors and simple polar divisors on an arbitrary compact Riemann surface M of genus g≤1. When ≥2, it is shown that these linear manifolds form a complex analytic vector bundle over the manifold of simple polar divisors on M. When g=1, elliptic functions are used to construct certain projective structures on M. A partial determination is made as to which of these projective structures are affine and which are not.     

M ‐elliptic pseudo‐differential operators on L p (ℝn )

We construct the minimal and maximal extensions in L ^p (?ⁿ ), 1 < p < ∞, for M ‐elliptic pseudo‐differential operators initiated by Garello and Morando. We prove that they are equal and determine the domains of the minimal, and hence maximal, extensions of M ‐elliptic pseudo‐differential operators. For M ‐elliptic pseudodifferential operators with constant coefficients, the spectra and essential spectra are computed. An application to quantization is given. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Best constant in critical Sobolev inequalities of second-order in the presence of symmetries

Let (M,g) be a smooth compact Riemannian manifold. We first give the value of the best first constant for the critical embedding H²(M)?L^2?(M) for second-order Sobolev spaces of functions invariant by some subgroup of the isometry group of (M,g). We also prove that we can take ?=0 in the corresponding inequality under some geometric assumptions. As an application we give a sufficient condition for the existence of a smooth positive symmetric solution to a critical equation with a symmetric Paneitz-Branson-type operator. A sufficient condition for the existence of a nodal solution to such an equation is also derived. We eventually prove a multiplicity result for such an equation.     

Measure-valued solutions and the phenomenon of blow-down in logarithmic diffusion

The existence of solutions of elliptic and parabolic equations with data a measure has always been quite important for the general theory, a prominent example being the fundamental solutions of the linear theory. In nonlinear equations the existence of such solutions may find special obstacles, that can be either essential, or otherwise they may lead to more general concepts of solution. We give a particular review of results in the field of nonlinear diffusion.As a new contribution, we study in detail the case of logarithmic diffusion, associated with Ricci flow in the plane, where we can prove existence of measure-valued solutions. The surprising thing is that these solutions become classical after a finite time. In that general setting, the standard concept of weak solution is not adequate, but we can solve the initial-value problem for the logarithmic diffusion equation in the plane with bounded nonnegative measures as initial data in a suitable class of measure solutions. We prove that the problem is well-posed. The phenomenon of blow-down in finite time is precisely described: initial point masses diffuse into the medium and eventually disappear after a finite time Ti=Mi/4π.     

Determinants of elliptic hypergeometric integrals

We start from an interpretation of the BC ₂-symmetric “Type I” (elliptic Dixon) elliptic hypergeometric integral evaluation as a formula for a Casoratian of the elliptic hypergeometric equation and then generalize this construction to higher-dimensional integrals and higher-order hypergeometric functions. This allows us to prove the corresponding formulas for the elliptic beta integral and symmetry transformation in a new way, by proving that both sides satisfy the same difference equations and that these difference equations satisfy a needed Galois-theoretic condition ensuring the uniqueness of the simultaneous solution.