Limit cycles of a class of Liénard systems derived from state-dependent impulses

Discontinuous phenomena, in which objects may behave continuously and sometimes discretely are not only found in nature and under laboratory conditions but also in simple, familiar contexts. For example, this phenomenon is skillfully incorporated into the internal structure of mechanical wristwatches. Unless an extremely small amount of state-dependent impulse is applied intermittently, the reciprocating rotational movement of the balance and hairspring, which is the heart of the mechanical wristwatch, cannot be maintained. The small amount of state-dependent impulse, which is often overlooked, can make a significant difference; however, very few studies have examined this subject. This study assumes the underlying cause of discontinuous behaviors as impulses generated when an object reaches a particular state, assuming that the continuous behavior follows the Liénard system, which is widely studied in the field of electrical circuits. The main theorem provides the conditions under which the effect of the impulses causes a stable limit cycle in the Liénard system, even if no limit cycle exists when there are no impulses. The Poincaré–Bendixson theorem for discontinuous dynamical systems and phase plane analysis are used to prove the main theorem. Several examples and their simulations are provided to illustrate the main theorem.     

Estimation of a quantile in some nonstandard cases

A necessary condition for the asymptotic normality of the sample quantile estimator isf(Q(p))=F(Q(p))>0, whereQ(p) is thep-th quantile of the distribution functionF(x). In this paper, we estimate a quantile by a kernel quantile estimator when this condition is violated. We have shown that the kernel quantile estimator is asymptotically normal in some nonstandard cases. The optimal convergence rate of the mean squared error for the kernel estimator is obtained with respect to the asymptotically optimal bandwidth. A law of the iterated logarithm is also established.This research was partially supported by the new faculty award from the University of Oregon.     

Large deviations for martingales with some applications

Let(X _i ) be a martingale difference sequence. LetY be a standard normal random variable. We investigate the rate of uniform convergence

Phase separation of symmetrical polymer mixtures in thin-film geometry

Monte Carlo simulations of the bond fluctuation model of symmetrical polymer blends confined between two neutral repulsive walls are presented for chain lengthN _A=N _B=32 and a wide range of film thicknessD (fromD=8 toD=48 in units of the lattice spacing). The critical temperaturesT _c (D) of unmixing are located by finite-size scaling methods, and it is shown that , wherev ₃0.63 is the correlation length exponent of the three-dimensional Ising model universality class. Contrary to this result, it is argued that the critical behavior of the films is ruled by two-dimensional exponents, e.g., the coexistence curve (difference in volume fraction of A-rich and A-poor phases) scales as , where ₂ is the critical exponent of the two-dimensional Ising universality class ( ₂=1/8). Since for largeD this asymptotic critical behavior is confined to an extremely narrow vicinity ofT _c (D), one observes in practice effective exponents which gradually cross over from ₂ to ₃ with increasing film thickness. This anomalous flattening of the coexistence curve should be observable experimentally.     

Necessary conditions for characterization of laws via mixed sums

SupposeX andY are independent and identically distributed, and independent ofU which satisfies 0U1. Recent work has centered on finding the lawsL(X) for whichX U(X+Y) where denotes equality in law. We show that this equation corresponds to a certain projective invariance property under random rotations. Implicitly or explicitly, it has been assumed that the characteristic function ofX has an expansion property near the origin. We show that solutions may be admitted in the absence of this condition when –logU has a lattice law. A continuous version of the basic problem replaces sums with a Lévy process. Instead we consider self-similar processes, showing that a solution exists only whenU is constant, and then all processes of a given order are admitted.This research was in part supported by NSERC grant A-8466.     

Convolution semigroups and central limit theorem associated with a dual convolution structure

We consider hypergroups associated with Jacobi functions ⁽⁾ (x), (–1/2). We prove the existence of a dual convolution structure on [0,+[i(]0,s ₀]{{) =++1,s ₀=min(,–+1). Next we establish a Lévy-Khintchine type formula which permits to characterize the semigroup and the infinitely divisible probabilities associated with this dual convolution, finally we prove a central limit theorem.     

Dynamic structure factor in a random diffusion model

Let {X _t:0} denote random walk in the random waiting time model, i.e., simple random walk with jump ratew ^–1(X _t), where {w(x):x^d} is an i.i.d. random field. We show that (under some mild conditions) theintermediate scattering function F(q,t)=E ₀ (q^d) is completely monotonic int (E ₀ denotes double expectation w.r.t. walk and field). We also show that thedynamic structure factor S(q, w)=2 ₀ cos(t)F(q, t) exists for 0 and is strictly positive. Ind=1, 2 it diverges as 1/||^1/2, resp. –ln(||), in the limit 0; ind3 its limit value is strictly larger than expected from hydrodynamics. This and further results support the conclusion that the hydrodynamic region is limited to smallq and small such that ||D |q|², whereD is the diffusion constant.     

On the derivation of the incompressible Mavier-Stokes equation for Hamiltonian particle systems

We consider a Hamiltonian paticle system interacting by means of a pair potetial. We look at the behavior of the system on a space scale of order ^-1, times of order ^-2 and mean velocities of order , with a scale parameter. Assuming that the phase space density of the particles is give by a series in (the analog of the Chapman-Enskog expansion), the behavior of the system under this rescaling is described, to the lowest order in , by the incompressible Navier-Stokes equations. The viscosity is given in terms of microscopic correlations, and its expression agrees with the Green-Kubo formula.     

On three conjectures by K. E. Shuler

Some fifteen years ago, Shuler formulated three conjectures relating to the large-time asymptotic properties of a nearest-neighbor random walk on ² that is allowed to make horizontal steps everywhere but vertical steps only on a random fraction of the columns. We give a proof of his conjectures for the situation where the column distribution is stationary and satisfies a certain mixing codition. We also prove a strong form of scaling to anisotropic Brownian motion as well as a local limit theorem. The main ingredient of the proofs is a large-deviation estimate for the number of visits to a random set made by a simple random walk on . We briefly discuss extensions to higher dimension and to other types of random walk.Dedicated to Prof. K. E. Shuler on the occasion of his 70th birthday, celebrated at a Symposium in his honor on July 13, 1992, at the University of California at San Diego, La Jolla, California.     

Operator Semigroup Compactifications

A weakly continuous, equicontinuous representation of a semitopological semigroup on a locally convex topological vector space gives rise to a family of operator semigroup compactifications of , one for each invariant subspace of . We consider those invariant subspaces which are maximal with respect to the associated compactification possessing a given property of semigroup compactifications and show that under suitable hypotheses this maximality is preserved under the formation of projective limits, strict inductive limits and tensor products.