Reflected Brownian motion in a cone: Semimartingale property

Summary In this paper, the object of study is reflected Brownian motion in a cone ind-dimensions (d3) with nonconstant oblique reflection on each radial line emanating from the vertex of the cone. The basic question considered here is When is this process a semimartingale?. Conditions for the existence and uniqueness of the process for which the vertex is an instantaneous state were given by Kwon, which is resolved in terms of a real parameter depending on the cone and the direction of reflection. It is shown that starting from any point of the cone, the process is a semimartingale if < 1, + 0 and not a semimartingale if < < 2.This research is supported by KOSEF grant 941-0100-011-1     

Spencer cohomologies and symmetry groups

We propose the construction of a spectral sequence converging to Spencer cohomologies. By using symmetry groups of differential equations systems, we manage to unify computations by reduction to the invariant systems over a homogeneous space. The conditions of coincidence of Spencer cohomologies with the cohomologies of an invariant Spencer complex we obtain from the arithmetic of a -characteristic manifold with respect to fundamental weights of the homogeneous space.     

On some properties of cohomotopy-type functors

It is shown that if II ⁿ ,n\s>2, are Chogoshvili's cohomotopy functors [1, 2, 3], then

BV periodic solutions of an evolution problem associated with continuous moving convex sets

This paper is concerned with BV periodic solutions for multivalued perturbations of an evolution equation governed by the sweeping process (or Moreau's process). The perturbed equation has the form –DuN _C (t)(u(t))+F(t,u(t)), whereC is a closed convex valued continuousT-periodic multifunction from [0,T] to ^d ,N ^C (t)(u(t)) is the normal cone ofC(t) atu(t),F: [0,T]× ^{d d} is a compact convex valued multifunction and Du is the differential measure of the periodic BV solutionu. Several existence results for this differential inclusion are stated under various assumptions on the perturbationF.     

C*-dynamical systems that are asymptotically highly anticommutative

It is shown that with probability 1 on , resp. ongx the irrational rotation algebra with respect to the CAT map and the generalized Price-Powers shiftA _X are asymptotically highly anticommutative.     

Symmetric balanced ternary designs with ϱ1 = 1 or 2

Summary We prove the following two non-existence theorems for symmetric balanced ternary designs. If ₁ = 1 and 0 (mod 4) then eitherV = + 1 or 4₂ – + 1 is a square and (4₂ – + 1) divides ² – 1. If ₁ = 2 thenV = ((m + 1)/2) ² + 2,K = (m ² + 7)/4 and = ((m – 1)/2)² + 1 wherem 3 (mod 4). An example belonging to the latter series withV = 18 is constructed.     

Dimension and entropy of a non-ergodic Markovian process and its relation to Rademacher Riesz Products

Given a Markov chain (not necessarily stationary or homogeneous) with finite state space and an initial distribution, we can construct a measure on the unit interval [0, 1]. In this work we examine the equality (up to a constant) of the Hausdorff dimension of and of a suitably defined entropy for the Markovian process. The results are applied to the so-called Rademacher-Riesz Products.     

Fractal dimension,attractors, and the boussinesq approximation in three dimensions

The Boussinesq approximation, where the viscosity depends polynomially on the shear rate, finds more and more frequent use in geological practice. In the paper, this modified Boussinesq approximation is investigated as a dynamical system for which the existence of a global attractor is proved. Finally, a new criterion for estimating the fractal dimension of invariant sets is formulated and its application to the problem under consideration is illustrated.     

Shock fluctuations in the asymmetric simple exclusion process

Summary We consider the one dimensional nearest neighbors asymmetric simple exclusion process with ratesq andp for left and right jumps respectively;q<p. Ferrari et al. (1991) have shown that if the initial measure isv _, , a product measure with densities and to the left and right of the origin respectively, <, then there exists a (microscopic) shock for the system. A shock is a random positionX _t such that the system as seen from this position at timet has asymptotic product distributions with densities and to the left and right of the origin respectively, uniformly int. We compute the diffusion coefficient of the shockD=lim _t t ^–1(E(X _t )²–(EX _t )²) and findD=(p–q)(–)^–1((1–)+(1–)) as conjectured by Spohn (1991). We show that in the scale the position ofX _t is determined by the initial distribution of particles in a region of length proportional tot. We prove that the distribution of the process at the average position of the shock converges to a fair mixture of the product measures with densities and . This is the so called dynamical phase transition. Under shock initial conditions we show how the density fluctuation fields depend on the initial configuration.