Construction of the fundamental solution of disturbed parabolic equation

In present paper the parabolic equation solution is built. The construction is reduced to iterative procedure. And convergence of the latter is proven.     

Drift transforms and Green function estimates for discontinuous processes

In this paper, we consider Girsanov transforms of pure jump type for discontinuous Markov processes. We show that, under some quite natural conditions, the Green functions of the Girsanov transformed process are comparable to those of the original process. As an application of the general results, the drift transform of symmetric stable processes is studied in detail. In particular, we show that the relativistic α-stable process in a bounded C^1,1-smooth open set D can be obtained from symmetric α-stable process in D through a combination of a pure jump Girsanov transform and a Feynman-Kac transform. From this, we deduce that the Green functions for these two processes in D are comparable.     

A direct independence proof of Buchholz's Hydra Game on finite labeled trees

We shall give a direct proof of the independence result of a Buchholz style-Hydra Game on labeled finite trees. We shall show that Takeuti-Arai's cut-elimination procedure of and of the iterated inductive definition systems can be directly expressed by the reduction rules of Buchholz's Hydra Game. As a direct corollary the independence result of the Hydra Game follows. Received: August 23, 1994 / Revised: July 24, 1995 and May 9, 1996     

Meeting infinitely many cells of a partition once

We investigate several versions of a cardinal characteristic defined by Frankiewicz. Vojtáš showed , and Blass showed . We show that all the versions coincide and that is greater than or equal to the splitting number. We prove the consistency of and of . Received: 2 October 1996 / Revised version: 22 May 1997     

A real algorithm for the Hermitian eigenvalue decomposition

Modifying complex plane rotations, we derive a new Jacobi-type algorithm for the Hermitian eigendecomposition, which uses only real arithmetic. When the fast-scaled rotations are incorporated, the new algorithm brings a substantial reduction in computational costs. The new method has the same convergence properties and parallelism as the symmetric Jacobi algorithm. Computational test results show that it produces accurate eigenvalues and eigenvectors and achieves great reduction in computational time.The work of this author was supported in part by the National Science Foundation grant CCR-8813493 and by the University of Minnesota Army High Performance Computing Research Center contract DAAL 03-89-C-0038.The work of this author was supported in part by the University of Minnesota Army High Performance Computing Research Center contract DAAL 03-89-C-0038.     

Diffusing particles with electrostatic repulsion

Summary. We study a diffusion model of an interacting particles system with general drift and diffusion coefficients, and electrostatic inter-particles repulsion. More precisely, the finite particle system is shown to be well defined thanks to recent results on multivalued stochastic differential equations (see [2]), and then we consider the behaviour of this system when the number of particles goes to infinity (through the empirical measure process). In the particular case of affine drift and constant diffusion coefficient, we prove that a limiting measure-valued process exists and is the unique solution of a deterministic PDE. Our treatment of the convergence problem (as ) is partly similar to that of T. Chan [3] and L.C.G. Rogers - Z. Shi [5], except we consider here a more general case allowing collisions between particles, which leads to a second-order limiting PDE. Received: 5 August 1996 / In revised form: 17 October 1996     

A note on minimization problems and multistep methods

Summary. We use the qualitative properties of the solution flow of the gradient equation to compute a local minimum of a real-valued function . Under the regularity assumption of all equilibria we show a convergence result for bounded trajectories of a consistent, strictly stable linear multistep method applied to the gradient equation. Moreover, we compare the asymptotic features of the numerical and the exact solutions as done by Humphries, Stuart (1994) and Schropp (1995) for one-step methods. In the case of -stable formulae this leads to an efficient solver for stiff minimization problems. Received July 10, 1995 / Revised version received June 27, 1996     

Thermal diffusivity measurements in porous ceramics by photothermal methods

Received: 16 September 1996/Accepted: 6 January 1997