Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus

Summary. The analytic treatment of problems related to the asymptotic behaviour of random dynamical systems generated by stochastic differential equations suffers from the presence of non-adapted random invariant measures. Semimartingale theory becomes accessible if the underlying Wiener filtration is enlarged by the information carried by the orthogonal projectors on the Oseledets spaces of the (linearized) system. We study the corresponding problem of preservation of the semimartingale property and the validity of a priori inequalities between the norms of stochastic integrals in the enlarged filtration and norms of their quadratic variations in case the random element F enlarging the filtration is real valued and possesses an absolutely continuous law. Applying the tools of Malliavin’s calculus, we give smoothness conditions on F under which the semimartingale property is preserved and a priori martingale inequalities are valid. Received: 12 April 1995 / In revised form: 7 March 1996     

Optimality of the double exponential formula – functional analysis approach –

Summary. In the light of the functional analysis theory we establish the optimality of the double exponential formula. The argument consists of the following three ingredients: (1) introduction of a number of spaces of functions analytic in a strip region about the real axis, each space being characterized by the decay rate of their elements (functions) in the neighborhood of the infinity; (2) proof of the (near-) optimality of the trapezoidal formula in each space introduced in (1) by showing the (near-) equality between an upper estimate for the error norm of the trapezoidal formula and a lower estimate for the minimum error norm of quadratures; (3) nonexistence theorem for the spaces, the characterizing decay rate of which is more rapid than the double exponential. Received September 15, 1995 / Accepted December 14, 1995     

Congruence criteria for finite subsets of complex projective and complex hyperbolic spaces

We investigate congruence classes and direct congruence classes of m-tuples in the complex projective space ℂP ⁿ . For direct congruence one allows only isometries which are induced by linear (instead of semilinear) mappings. We establish a canonical bijection between the set of direct congruence classes of m-tuples of points in ℂP ⁿ and the set of equivalence classes of positive semidefinite Hermitean m×m-matrices of rank at most n+1 with 1's on the diagonal. As a corollary we get that the direct congruence class of an m-tuple is uniquely determined by the direct congruence classes of all of its triangles, provided that no pair of points of the m-tuple has distance π/2. Examples show that the situation changes drastically if one replaces direct congruence classes by congruence classes or if distances π/2 are allowed. Finally we do the same kind of investigation also for the complex hyperbolic space ℂH ⁿ . Most of the results are completely analogous, however, there are also some interesting differences. Received: 15 January 1996     

A dual graph-norm refinement indicator for finite volume approximations of the Euler equations

Summary. We generalise and apply a refinement indicator of the type originally designed by Mackenzie, Süli and Warnecke in [15] and [16] for linear Friedrichs systems to the Euler equations of inviscid, compressible fluid flow. The Euler equations are symmetrized by means of entropy variables and locally linearized about a constant state to obtain a symmetric hyperbolic system to which an a posteriori error analysis of the type introduced in [15] can be applied. We discuss the details of the implementation of the refinement indicator into the DLR--Code which is based on a finite volume method of box type on an unstructured grid and present numerical results. Received May 15, 1995 / Revised version received April 17, 1996     

Numerical methods for finding multiple eigenvalues of matrices depending on parameters

Summary. Let be a square matrix dependent on parameters and , of which we choose as the eigenvalue parameter. Many computational problems are equivalent to finding a point such that has a multiple eigenvalue at . An incomplete decomposition of a matrix dependent on several parameters is proposed. Based on the developed theory two new algorithms are presented for computing multiple eigenvalues of with geometric multiplicity . A third algorithm is designed for the computation of multiple eigenvalues with geometric multiplicity but which also appears to have local quadratic convergence to semi-simple eigenvalues. Convergence analyses of these methods are given. Several numerical examples are presented which illustrate the behaviour and applications of our methods. Received December 19, 1994 / Revised version received January 18, 1996     

Diastereoselective Alkylation of (Diene-Aldehyde)Fe(CO)3 Complexes with Functionalized Zinc-Copper Reagents NuCu(CN)Znl

Addition of functionalized zinc-copper reagents to the title complexes proceeds in a highly diastereoselective fashion to afford dienol complexes. The relative configurations of adducts 3d were determined by single X-ray diffraction analysis.     

Selectivity changes towards steroids in packed column supercritical fluid chromatography (SFC) induced by temperature and pressure variation

Summary Pressure/temperature variation in SFC was shown to influence selectivity towards steroids. Major changes were observed for polar column packings compared to non-polar packings and variation of the amount of modifier showed that this is valid over the whole investigated range. The effect is underlined by a fall in resolution in the low density range (low pressure/high temperature) for polar stationary phases and appears to be significantly larger than for non-polar phases. Major selectivity shifts induced by variation of the physical properties of the mobile phase are considered to be due to the greater effect of polar modifiers on the nature of polar stationary phases than on non-polar phases.     

压力淬火过程中锗的相结构研究

 应用高压原位差热方法，直接测量了压力下锗的固化参数─—固化温度与过冷度。高压差热信号表明，当压力大于3 GPa时，锗在凝固过程中可能发生结构相变。X射线结构分析表明，在最终的样品中除GeⅠ相外，还形成GeⅢ相和GeⅣ相。