Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant

Summary This work is concerned with the existence and uniqueness of a class of semimartingale reflecting Brownian motions which live in the non-negative orthant of ^d . Loosely speaking, such a process has a semimartingale decomposition such that in the interior of the orthant the process behaves like a Brownian motion with a constant drift and covariance matrix, and at each of the (d-1)-dimensional faces that form the boundary of the orthant, the bounded variation part of the process increases in a given direction (constant for any particular face) so as to confine the process to the orthant. For historical reasons, this pushing at the boundary is called instantaneous reflection. In 1988, Reiman and Williams proved that a necessary condition for the existence of such a semimartingale reflecting Brownian motion (SRBM) is that the reflection matrix formed by the directions of reflection be completely-L. In this work we prove that condition is sufficient for the existence of an SRBM and that the SRBM is unique in law. It follows from the uniqueness that an SRBM defines a strong Markov process. Our results have potential application to the study of diffusions arising as approximations tomulti-class queueing networks.Research supported in part by NSF Grants DMS 8657483, 8722351 and 9023335, and a grant from AT&T Bell Labs. In addition, R.J. Williams was supported in part during the period of this research by an Alfred P. Sloan Research Fellowship     

Counterexamples in optimal quadrature

It is widely believed that order of exactness is a good measure of the quality of an algorithm for numerical quadrature. We show that this is not the case, by exhibiting a situation in which the optimal algorithm does not even integrate constants exactly. We also show that there are situations in which the penalty for using equidistant nodes is unbounded. Finally, we show that the complexity of obtaining an -approximation can be an arbitrary function of , i.e., there is no hardest quadrature problem.     

Amorphe Potenzen kompakter Räume

A set is amorphous, if it is not a union of two disjoint infinite subsets. The following variants of the Tychonoff product theorem are investigated in the hierarchy of weak choice principles. TA1: An amorphous power of a compactT ₂ space is compact. TA2: An amorphous power of a compactT ₂ space which as a set is wellorderable is compact. In ZF⁰TA1 is equivalent to the assertion, that amorphous sets are finite. RT is Ramsey's theorem, that every finite colouring of the set ofn-element subsets of an infinite set has an infinite homogeneous subset and PW is Rubin's axiom, that the power set of an ordinal is wellorderable. In ZF⁰RT+PW implies TA2. Since RT+PW is compatible with the existence of infinite amorphous sets, TA2 does not imply TA1 in ZF⁰. But TA2 cannot be proved in ZF⁰ alone. As an application, we prove a theorem of Stone, using a weak wellordering axiomD ₃ (a set is wellorderable, if each of its infinite subsets is structured) together with RT.

Diese Arbeit ist Teil der Habilitationsschrift des Verfassers im Fachgebiet Mathematische Analysis an der Technischen Universität Wien.     

Quartic X-splines

Summary The quartic periodic and nonperiodic X-spline are separated from the class of all piecewise-quartic interpolatory polynomials and their orders of convergence, smoothness and complexity of construction are examined. In particular, error estimates of interpolation of smooth functions at uniformly spaced knots by eight quartic X-splines of special interest are presented. The results are illustrated by a numerical example.     

On the divergence of certain Hermite-Fejér interpolation

Summary In his paper [1]P. Turán discovers the interesting behaviour of Hermite-Fejér interpolation (based on the ebyev roots) not describing the derivative values at exceptional nodes {_n} _n=1 . Answering to his question we construct such exceptional node-sequence for which the mentioned process is bounded for bounded functions whenever –1<x<1 but does not converge for a suitable continuous function at any point of the whole interval [–1, 1].     

Some regularity properties of algorithms and additive functions with respect to them

Summary The paper deals with the behaviour of the so-called algorithms with respect to interval filling sequences A connection is established between the uniquely representable points and the continuity points of the algorithms; also strong continuity properties on monotonic algorithms are proved. Finally the results are applied to additive functions. The theorems extend some former results by the authors, by I. Kátai and by A. Járai.Dedicated to the memory of Alexander M. Ostrowski on the occasion of the 100th anniversary of his birth     

Numerical implementation of coherence for the example of the “Swiss Cross”

Summary We consider the two-dimensional Helmholtz equation u+u=0 inD with the boundary conditionsu=0 on D. D is the Swiss Cross — a region consisting of five unit squares. A method based on the concept of Coherence is utilized to determine an approximation for the first eigenvalue= ₁ more accurate than calculated by classical difference methods. The numerical result is used to illustrate isoperimetric upper and lower bounds for ₁, and to test some conjectures on its relations with torsional rigidity.Dedicated to the memory of Professor Lathar Collatz     

Functional inequality characterizing nonnegative concave functions in (0, ∞) k

Summary In the present note we prove that every functionf: (0, ) [0, ) satisfying the inequalityaf(s) + bf(t) f(as + bt), s, t > 0, for somea andb such that 0 <a < 1 <a + b must be of the formf(t) = f(1)t, (t > 0). This improves our recent result in [2], where the inequality is assumed to hold for alls, t 0, and gives a positive answer to the question raised there.An analogue for functions of several real variables of the above result characterizes concave functions. Conjugate functions and some relations to Hölder's and Minkowski's inequalities are mentioned.     

Fourier analysis of the approximation power of principal shift-invariant spaces

The approximation order provided by a directed set {S _h } _h>0 of spaces, each spanned by thehZ ^d -translates of one function, is analyzed. The nearoptimal approximants of [R2] from eachs _h to the exponential functions are used to establish upper bounds on the approximation order. These approximants are also used on the Fourier transform domain to yield approximations for other smooth functions, and thereby provide lower bounds on the approximation order. As a special case, the classical Strang-Fix conditions are extended to bounded summable generating functions.The second part of the paper consists of a detailed account of various applications of these general results to spline and radial function theory. Emphasis is given to the case when the scale {s _h } is obtained froms ₁ by means other than dilation. This includes the derivation of spectral approximation orders associated with smooth positive definite generating functions.     

Problème inverse de la théorie du potentiel logarithmique pour les lemniscates

The paper is related to the question of uniqueness in the inverse logarithmic potential problem. This question is to find the conditions on which two domains D ₁ and D ₂ producing the same external potential must coincide. Assuming the general hypothesis of regularity and an additional condition of connectivity of (D₁D₂)_c, we prove a theorem of uniqueness in the case when one of the domains is a lemniscate. The main tool is one lemma for Cauchy's potential due to M. Sakai. We give a simple proof of its extension to Newtonian potential.