Finite groups with given σ-embedded and σ-n-embedded subgroups

Let G be a finite group and σ = {σ _i |i∈I} be a partition of the set of all primes P. A set H of subgroups of G is said to be a complete Hall σ-set of G if every non-identity member of H is a Hall σ _i -subgroup of G and H contains exactly one Hall σ _i -subgroup of G for every σ _i ∈ σ(G). A subgroup H is said to be σ-permutable if G possesses a complete Hall σ-set H such that HA ^x = A ^x H for all A ∈ H and all x ∈ G. Let H be a subgroup of G. Then we say that: (1) H is σ-embedded in G if there exists a σ-permutable subgroup T of G such that HT = H ^σG and H ∩ T ≤ H _σG , where H _σG is the subgroup of H generated by all those subgroups of H which are σ-permutable in G, and H ^σG is the σ-permutable closure of H, that is, the intersection of all σ-permutable subgroups of G containing H. (2) H is σ-n-embedded in G if there exists a normal subgroup T of G such that HT = H ^G and H ∩ T ≤ H _σG . In this paper, we study the properties of the new embedding subgroups and use them to determine the structure of finite groups.     

The Shape of Orthogonal Cycles in Three Dimensions

Let σ be a directed cycle whose edges have each been assigned a desired direction in 3D (East, West, North, South, Up, or Down) but no length. We say that σ is a shape cycle. We consider the following problem. Does there exist an orthogonal representation Γ of σ in 3D space such that no two edges of Γ intersect except at common endpoints and such that each edge of Γ has the direction specified in σ? If the answer is positive, we say that σ is simple. This problem arises in the context of extending orthogonal graph drawing techniques from 2D to 3D. We give a combinatorial characterization of simple shape cycles that yields linear time recognition and drawing algorithms.     

Finite Groups with Given Weakly <Emphasis Type="Italic">σ</Emphasis>-Permutable Subgroups

Let G be a finite group and let σ = {σ _i | i ∈ I} be a partition of the set of all primes P. A set ? of subgroups of G is said to be a complete Hall σ-set of G if each nonidentity member of ? is a Hall σ _i -subgroup of G and ? has exactly one Hall σ _i -subgroup of G for every σ _i ∈ σ(G). A subgroup H of G is said to be σ-permutable in G if G possesses a complete Hall σ-set ? such that HA ^x = A ^x H for all A ∈ ? and all x ∈ G. A subgroup H of G is said to be weakly σ-permutable in G if there exists a σ-subnormal subgroup T of G such that G = HT and H ∩ T ≤ H _σG , where H _σG is the subgroup of H generated by all those subgroups of H which are σ-permutable in G. We study the structure of G under the condition that some given subgroups of G are weakly σ-permutable in G. In particular, we give the conditions under which a normal subgroup of G is hypercyclically embedded. Some available results are generalized.     

LIFTING DIFFERENTIABLE CURVES FROM ORBIT SPACES

Let ρ: G → O(V) be a real finite dimensional orthogonal representation of a compact Lie group, let σ = (σ ₁, ?, σn): V → ? ⁿ , where σ ₁, ?, σn n form a minimal system of homogeneous generators of the G-invariant polynomials on V, and set d = max_i deg σ _i . We prove that for each C ^d?1,1-curve c in σ(V) ?? ⁿ there exits a locally Lipschitz lift over σ, i.e., a locally Lipschitz curve \( \overline{c} \) in V so that c = σ ° \( \overline{c} \), and we obtain explicit bounds for the Lipschitz constant of \( \overline{c} \) in terms of c. Moreover, we show that each C ^d -curve in σ(V) admits a C ¹-lift. For finite groups G we deduce a multivariable version and some further results.     

Real <Emphasis Type="Italic">K</Emphasis>3 surfaces without real points,equivariant determinant of the Laplacian,and the Borcherds Φ-function

We consider an equivariant analogue of a conjecture of Borcherds. Let (Y, σ) be a real K3 surface without real points. We shall prove that the equivariant determinant of the Laplacian of (Y, σ) with respect to a σ-invariant Ricci-flat Kähler metric is expressed as the norm of the Borcherds Φ-function at the “period point”. Here the period of (Y, σ) is not the one in algebraic geometry.     

On the solvability of the first nonlocal boundary value problem for an elliptic equation

We consider problems of the existence, uniqueness, and sign-definiteness of the classical solutions of the problem

$(Lu)(x) = f(x)(x \in D),u(x) - \beta (x)u(\sigma x) = \psi (x)(x \in S),$

where L is a linear second-order operator elliptic in the closure of a domain D ? R ⁿ and σ is a single-valued continuous mapping of S ≡ ?D into \(\bar D\).

We show that, under natural assumptions on the smoothness of β, σ, and the coefficients of L, this problem is Fredholm provided that either σ has no attractors on S or σ generates an attractor Θ on S and the spectral radius of the operator A defined on η(x) ∈ C(Θ) by the formula (Aη)(x) = |β(x)|η(σx) is less than unity.We obtain semieffective (in terms of a test function) conditions for the unique solvability of the problem.     

<Emphasis Type="Italic">k</Emphasis>-invariant nets over an algebraic extension of a field <Emphasis Type="Italic">k</Emphasis>

Let K be an algebraic extension of a field k, let σ = (σ _ij ) be an irreducible full (elementary) net of order n ≥ 2 (respectively, n ≥ 3) over K, while the additive subgroups σ _ij are k-subspaces of K. We prove that all σij coincide with an intermediate subfield P, k ? P ? K, up to conjugation by a diagonal matrix.     

Estimation and detection of high-variable functions from Sloan—Woźniakowski space

The major difficulty arising in statistics of multi-variable functions is “the curse of dimensionality”: the rates of accuracy in estimation and separation rates in detection problems behave poorly when the number of variables increases. This difficulty arises for most popular functional classes such as Sobolev or Hölder balls.In this paper we consider functional classes of a new type, first introduced by Sloan and Wo?niakowski in 1998. We consider balls F _σ,s in a “Sloan—Wo?niakowski” or “weighted Sobolev” space characterized by two parameters: σ > 0 is a “smoothness” parameter, and s > 0 determines the weight sequence which describes “importance” of the variables. Previously Kuo and Sloan [18] used the spaces of similar structure to address the problem of numerical integration.For the classes F _σ,s we show that in the white Gaussian noise model, the separation rates in detection are similar to those for one-variable functions of smoothness σ* = min(s,σ) regardless of the original problem dimension; thus the curse of dimensionality is “lifted”. Similar results hold for the estimation problem.The studies are based on known results for estimation and detection problems for ellipsoids. Using these results, the asymptotics in the problems are determined by asymptotics of “distribution of coefficients” of ellipsoids. The key point of the paper is the study of these asymptotics for the balls F _σ,s .     

Feller Generators with Measure-valued Drifts

We construct a L ^p -strong Feller process associated with the formal differential operator ? Δ + σ ?? on \(\mathbb R^{d}\), \(d \geqslant 3\), with drift σ in a wide class of measures (e.g. the sum of a measure having density in weak L ^d space and a Kato class measure), by exploiting a quantitative dependence of the smoothness of the domain of an operator realization of ? Δ + σ ?? generating a holomorphic C ₀-semigroup on \(L^{p}(\mathbb R^{d})\), p > d ? 1, on the value of the relative bound of σ.     

Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model

We consider the stochastic volatility model d S _t = σ _t S _t d W _t ,d σ _t = ω σ _t d Z _t , with (W _t ,Z _t ) uncorrelated standard Brownian motions. This is a special case of the Hull-White and the β=1 (log-normal) SABR model, which are widely used in financial practice. We study the properties of this model, discretized in time under several applications of the Euler-Maruyama scheme, and point out that the resulting model has certain properties which are different from those of the continuous time model. We study the asymptotics of the time-discretized model in the n→∞ limit of a very large number of time steps of size τ, at fixed \(\beta =\frac 12\omega ^{2}\tau n^{2}\) and \(\rho ={\sigma _{0}^{2}}\tau \), and derive three results: i) almost sure limits, ii) fluctuation results, and iii) explicit expressions for growth rates (Lyapunov exponents) of the positive integer moments of S _t . Under the Euler-Maruyama discretization for (S _t ,logσ _t ), the Lyapunov exponents have a phase transition, which appears in numerical simulations of the model as a numerical explosion of the asset price moments. We derive criteria for the appearance of these explosions.     

On the Cauchy problem for an Emden-Fowler equation

We consider the equation y″ = P(x)x ^a y ^σ , σ < 0, and prove the unique solvability of the Cauchy problem y(0) = 0, y′(0) = λ.     

Descent properties of hermitian Witt groups in inseparable extensions

Let k be a field of characteristic ≠ 2, A be a central simple algebra with involution σ over k and W(A, σ) be the associated Witt group of hermitian forms. We prove that for all purely inseparable extensions L of k, the canonical map \({r_{L/k}: W(A, \sigma) \longrightarrow W(A_L, \sigma_L)}\) is an isomorphism.     

Partial Order Embeddings with Convex Range

A careful study is made of embeddings of posets which have a convex range. We observe that such embeddings share nice properties with the homomorphisms of more restrictive categories; for example, we show that every order embedding between two lattices with convex range is a continuous lattice homomorphism. A number of posets are considered; for one of the simplest examples, we prove that every product order embedding σ : ?^? → ?^? with convex range is of the form

$$ \sigma(x)(n)=\left( (x\circ g_{\sigma})+y_{\sigma}\right)(n) ~~~~\text{if}~ n\in K_{\sigma}, $$

(1)

and σ(x)(n) = y _σ (n) otherwise, for all x ∈ ?^?, where K _σ ? ?, g _σ : K _σ → ? is a bijection and y _σ ∈ ?^?. The most complex poset examined here is the quotient of the lattice of Baire measurable functions, with codomain of the form ? ^I for some index set I, modulo equality on a comeager subset of the domain, with its ‘natural’ ordering.

     

Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model

We consider the Euler-Maruyama discretization of stochastic volatility model dS_t = σ_tS_tdW_t, dσ_t = ωσ_tdZ_t, t ∈ [0, T], which has been widely used in financial practice, where W_t,Z_t, t ∈ [0, T], are two uncorrelated standard Brownian motions. Using asymptotic analysis techniques, the moderate deviation principles for log S_n (or log |S_n| in case S_n is negative) are obtained as n → ∞ under different discretization schemes for the asset price process S_t and the volatility process σ_t. Numerical simulations are presented to compare the convergence speeds in different schemes.     

A mapping method in inverse Sturm-Liouville problems with singular potentials

In the space L ₂[0, π], the Sturm-Liouville operator L _D(y) = ?y″ + q(x)y with the Dirichlet boundary conditions y(0) = y(π) = 0 is analyzed. The potential q is assumed to be singular; namely, q = σ′, where σ ∈ L ₂[0, π], i.e., q ∈ W ₂ ^?1 [0, π]. The inverse problem of reconstructing the function σ from the spectrum of the operator L _D is solved in the subspace of odd real functions σ(π/2 ? x) = ?σ(π/2 + x). The existence and uniqueness of a solution to this inverse problem is proved. A method is proposed that allows one to solve this problem numerically.     

Cyclic gradings of Lie algebras and lax pairs for <Emphasis Type="Italic">σ</Emphasis>-models

We study a class of σ-models with complex homogeneous target spaces and zero-curvature representations. We find a relation between these models and σ-models with certain m-symmetric target spaces. We also describe a model with the hypercomplex target space S ¹ × S ³ in detail.     

Commutators of homogeneous fractional integrals on Herz-type Hardy spaces with variable exponent

Let Ω ∈ L ^s (S ^n?1), s ≥ 1, be a homogeneous function of degree zero, and let σ (0 < σ < n) and b be Lipschitz or BMO functions. In this paper, we establish the boundedness of the commutators [b, T _Ω,σ ], generated by a homogeneous fractional integral operator T _Ω,σ and function b, on the Herz-type Hardy spaces with variable exponent.     

On stabilizability of evolution systems of partial differential equations on ℝ<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>×[0,+∞) by time-delayed feedback controlsby time-delayed feedback controls

In this work we obtain sufficient conditions for stabilizability by time-delayed feedback controls for the system

$\frac{{\partial w\left( {x,t} \right)}}{{\partial t}} = A(D_x )w(x,t) - A(D_x )u(x,t), x \in \mathbb{R}^n , t > h, $

where D _x =(-i?/?x ₁,...-i?/?x _n ), A(σ) and B(σ) are polynomial matrices (m×m), det B(σ)≡0 on ? ⁿ , w is an unknown function, u(·,t)=P(D _x )w(·,t?h) is a control, h>0. Here P is an infinite differentiable matrix (m×m), and the norm of each of its derivatives does not exceed Γ(1+|σ|²)^γ for some Γ, γ∈? depending on the order of this derivative. Necessary conditions for stabilizability of this system are also obtained. In particular, we study the stabilizability problem for the systems corresponding to the telegraph equation, the wave equation, the heat equation, the Schrödinger equation and another model equation. To obtain these results we use the Fourier transform method, the Lojasiewicz inequality and the Tarski—Seidenberg theorem and its corollaries. To choose an appropriate P and stabilize this system, we also prove some estimates of the real parts of the zeros of the quasipolynomial det {Iλ-A(σ)+B(σ)P(σ)e ^-hλ.