On Cesari's property (Q)

In the present paper, we generalize, within the family of convex-valued multifunctions, a selection theorem of Cole (Ref. 1). This then leads us to prove some new results concerning Cesari's property (Q) and to the introduction of the Cesari limit of sets, which is then compared to the Kuratowski-Mosco limit.This work was done while the author was a visiting professor at the University of Pavia, Pavia, Italy. Financial support was provided by CNR and by NSF Grant No. 84-03135.     

Interval estimation of the critical value in a general linear model

Summary This paper concerns interval estimation of the critical value θ which satisfies under the general linear model,Y _i =μ(x _i )+ε _i (i=1,2,···), where for and the functional forms off _j ^′ s are known. From an asymptotic expansion it is shown that, under reasonable conditions, the limiting distribution of is normal. Thus in the large-sample case a confidence interval for θ can be obtained. Such a result is useful when one is interested in carrying out a retrospective analysis rather than designing the experiment (as in the Kiefer-Wolfowitz procedure). In Section 3 a sequential procedure is considered for confidence intervals with fixed width 2d. It is shown that, for a given stopping variableN, is also asymptotically normal asd→0. Thus the coverage probability converges to 1−α (preassigned) asd→0. An example of application in estimating the phase parameter in circadian rhythms is given for the purpose of illustration. Research partially supported by the NSF Grant DMS-8502346.     

One-dimensional harmonic lattice caricature of hydrodynamics: Second approximation

The long-time behavior of an infinite chain of coupled harmonic oscillators is studied. In addition to a limiting hydrodynamic (Euler-type) equation, the next approximation is investigated. The corresponding equation is derived.     

Front propagation in certain one-dimensional exclusion models

Recent results on two interacting particle systems on are summarized, the asymmetric simple exclusion process and the branching exclusion process.     

Spherical models with a Gates-Penrose-type phase transition

Gates and Penrose have given criteria under which classical gases with weak long-range interactions fail to be described by the van der Waals equation with Maxwell's rule. Unfortunately, examples of equations of state for such systems have not yet been produced. This paper examines the Gates-Penrose class of interactions-i.e.,U (r)=q(r)+(r), in the limit0, where the Fourier transform (p) has a minimum at a nonzero value ofp-for the spherical model on a one-dimensional lattice. Free energy and magnetization isotherms are computed; it is seen that there is a phase transition, but that the zero-field spontaneous magnetization is always zero (a parahelicoidal phase). However, the pair-correlation function may exhibit either long-range order or the appearance of oscillation.     

Oscillations in three-reaction quadratic mass-action systems

It is known that rank-two bimolecular mass-action systems do not admit limit cycles. With a view to understanding which small mass-action systems admit oscillation, in this paper we study rank-two networks with bimolecular source complexes but allow target complexes with higher molecularities. As our goal is to find oscillatory networks of minimal size, we focus on networks with three reactions, the minimum number that is required for oscillation. However, some of our intermediate results are valid in greater generality. One key finding is that an isolated periodic orbit cannot occur in a three-reaction, trimolecular, mass-action system with bimolecular sources. In fact, we characterize all networks in this class that admit a periodic orbit; in every case, all nearby orbits are periodic too. Apart from the well-known Lotka and Ivanova reactions, we identify another network in this class that admits a center. This new network exhibits a vertical Andronov–Hopf bifurcation. Furthermore, we characterize all two-species, three-reaction, bimolecular-sourced networks that admit an Andronov–Hopf bifurcation with mass-action kinetics. These include two families of networks that admit a supercritical Andronov–Hopf bifurcation and hence a stable limit cycle. These networks necessarily have a target complex with a molecularity of at least four, and it turns out that there are exactly four such networks that are tetramolecular.     

Transport properties of the Lorentz gas: Fourier's law

We investigate the stationary nonequilibrium (heat transporting) states of the Lorentz gas. This is a gas of classical point particles moving in a region gL containing also fixed (hard sphere) scatterers of radiusR. The stationary state considered is obtained by imposing stochastic boundary conditions at the top and bottom of , i.e., a particle hitting one of these walls comes off with a velocity distribution corresponding to temperaturesT ₁ andT ₂ respectively,T ₁ <T ₂. Letting be the average density of the randomly distributed scatterers we show that in the Boltzmann-Grad limit,,R 0 with the mean free path fixed, the stationary distribution of the Lorentz gas converges in theL ¹-norm to the stationary distribution of the corresponding linear Boltzmann equation with the same boundary conditions. In particular, the steady state heat flow in the Lorentz gas converges to that of the linear Boltzmann equation, which is known to behave as (T ₂-T ₁)/L for largeL, whereL is the distance from the bottom to the top wall: i.e., Fourier's law of heat conduction is valid in the limit. The heat flow converges even in probability. Generalizations of our result for scatterers with a smooth potential as well as the related diffusion problem are discussed.Research supported in part by NSF Grant no. Phy 77-22302.On leave of absence from the Fachbereich Physik der Universität, München. Work supported by a DFG fellowship.     

On the ν-dimensional one-component classical plasma: The thermodynamic limit problem revisited

We prove theH-stability property and the existence of the thermodynamic limit of the free energy density of the two-dimensional, one-component classical plasma. We give lower and upper bounds on the free energy density in any dimensionv and draw some consequences.     

Eigenvalues and eigenfunctions of the Fokker-Planck equation for the extremely underdamped Brownian motion in a double-well potential

The eigenvalues and eigenfunctions of the Fokker-Planck equation describing the extremely underdamped Brownian motion in a symmetric double-well potential are investigated. By transforming the Fokker-Planck equation to energy and position coordinates and by performing a suitable averaging over the position coordinate, a differential equation depending only on energy is derived. For finite temperatures this equation is solved by numerical integration, whereas in the weak-noise limit an analytic result for the lowest nonzero eigenvalue is obtained. Furthermore, by using a boundary-layer theory near the critical trajectory, the correction term to the zero-friction-limit result is found.     

Newtonian limits of warp drive spacetimes

We find a class of warp drive spacetimes possessing Newtonian limits, which we then determine. The same method is used to compute Newtonian limits of the Schwarzschild solution and spatially flat Friedmann-Robertson-Walker cosmological models. This work was partially supported by FCT/POCTI/FEDER.