Mappings of Domains in Rn and Their Metric Tensors

We consider quasi-isometric mappings of domains in multidimensional Euclidean spaces. We establish that a mapping depends continuously in the sense of the topology of Sobolev classes on its metric tensor to within isometry of the space. In the space of metric tensors we take the topology determined by means of almost everywhere convergence. We show that if the metric tensor of a mapping is continuous then the length of the image of a rectifiable curve is determined by the same formula as in the case of mappings with continuous derivatives. (Continuity of the metric tensor of a mapping does not imply continuity of its derivatives.)     

大学物理实验教学的认识与体会

本文结合工作实际介绍了大学物理实验教学的认识与体会。     

Integrated Groups and Smooth Distribution Groups

In this paper, we prove directly that α-times integrated groups define algebra homomorphisms. We also give a theorem of equivalence between smooth distribution groups and α-times integrated groups.     

Difference schemes on uniform grids performed by general discrete operators

Our aim is to set the foundations of a discrete vectorial calculus on uniform n-dimensional grids, that can be easily reformulated on general irregular grids. As a key tool we first introduce the notion of tangent space to any grid node. Then we define the concepts of vector field, field of matrices and inner products on the space of grid functions and on the space of vector fields, mimicking the continuous setting. This allows us to obtain the discrete analogous of the basic first order differential operators, gradient and divergence, whose composition define the fundamental second order difference operator. As an application, we show that all difference schemes, with constant coefficients, for first and second order differential operators with constant coefficients can be seen as difference operators of the form for suitable choices of q, and  . In addition, we characterize special properties of the difference scheme, such as consistency, symmetry and positivity in terms of q, and  .     

Functional calculus for non-commuting operators with real spectra via an iterated Cauchy formula

We define a smooth functional calculus for a non-commuting tuple of (unbounded) operators A_j on a Banach space with real spectra and resolvents with temperate growth, by means of an iterated Cauchy formula. The construction is also extended to tuples of more general operators allowing smooth functional calculii. We also discuss the relation to the case with commuting operators.     

A New Derivation of the Inner Product Formula for the Macdonald Symmetric Polynomials

We give a short proof of the inner product conjecture for the symmetric Macdonald polynomials of type A_n-1. As a special case, the corresponding constant term conjecture is also proved.     

A law of the iterated logarithm for processes with independent increments

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Generalized solutions of a stochastic partial differential equation

We discuss the Cauchy problem of a certain stochastic parabolic partial differential equation arising in the nonlinear filtering theory, where the initial data and the nonhomogeneous noise term of the equation are given by Schwartz distributions. The generalized (distributional) solution is represented by a partial (conditional) generalized expectation ofT(t)° _0,t ^–1 , whereT(t) is a stochastic process with values in distributions and _s,t is a stochastic flow generated by a certain stochastic differential equation. The representation is used for getting estimates of the solution with respect to Sobolev norms.Further, by applying the partial Malliavin calculus of Kusuoka-Stroock, we show that any generalized solution is aC -function under a condition similar to Hörmander's hypoellipticity condition.     

Rate conservation laws: A survey

We survey the rate conservation law, RCL for short, arising in queues and related stochastic models. RCL was recognized as one of the fundamental principles to get relationships between time and embedded averages such as the extended Little's formulaH=G, but we show that it has other applications. For example, RCL is one of the important techniques for deriving equilibrium equations for stochastic processes. It is shown that the various techniques, including Mecke's formula for a stationary random measure, can be formulated as RCL. For this purpose, we start with a new definition of the rate with respect to a random measure, and generalize RCL by using it. We further introduce the notion of quasi-expectation, which is a certain extension of the ordinary expectation, and derive RCL applicable to the sample average results. It means that the sample average formulas such asH=G can be obtained as the stationary RCL in the quasi-expectation framework. We also survey several extensions of RCL and discuss examples. Throughout the paper, we would like to emphasize how results can be easily obtained by using a simple principle, RCL.