Jensen’s Inequality for Backward Stochastic Differential Equations

Abstract Under the Lipschitz assumption and square integrable assumption on g, the author proves that Jensen’s inequality holds for backward stochastic differential equations with generator g if and only if g is independent of y, g(t, 0) ≡ 0 and g is super homogeneous with respect to z. This result generalizes the known results on Jensen’s inequality for g- expectation in [4, 7–9]. *Project supported by the National Natural Science Foundation of China (No.10325101) and the Science Foundation of China University of Mining and Technology.     

On the Lp–Lq maximal regularity for Stokes equations with Robin boundary condition in a bounded domain

We obtain the L_p–L_q maximal regularity of the Stokes equations with Robin boundary condition in a bounded domain in ?ⁿ (n?2). The Robin condition consists of two conditions: v ? u=0 and αu+β(T(u, p)v – 〈T(u, p)v, v〉v)=h on the boundary of the domain with α, β?0 and α+β=1, where u and p denote a velocity vector and a pressure, T(u, p) the stress tensor for the Stokes flow and v the unit outer normal to the boundary of the domain. It presents the slip condition when β=1 and non‐slip one when α=1, respectively. The slip condition is appropriate for problems that involve free boundaries. Copyright © 2006 John Wiley & Sons, Ltd.     

AN ITERATIVE EQUATION ON THE UNIT CIRCLE

A functional equation of nonlinear iterates is discussed on the circle S1 for its continuous solutions and differentiable solutions. By lifting to R, the existence, uniqueness and stability of those solutions are obtained. Techniques of continuation are used to guarantee the preservation of continuity and differentiability in lifting.     

On the invariant measure for the quasi‐linear Lasota equation

The problem of the existence of the invariant measure is important considering its connections with chaotic behaviour. In the papers (Zesz. Nauk. Uniw. Jagiellońskiego, Pr. Mat. 1982; 23 :117–123; Ann. Pol. Math. 1983; XLI :129–137; J. Differential Equations 2004; 196 :448–465) the existence of invariant and ergodic measures according to the dynamical system generated by the Lasota equation was proved, i.e. the equation describing the dynamics and becoming different of the population of cells. In this paper, the existence of such measure for the quasi‐linear Lasota equation is proved. This measure is the carriage of the measure described by Dawidowicz (Zesz. Nauk. Uniw. Jagiellońskiego, Pr. Mat. 1982; 23 :117–123). Copyright © 2006 John Wiley & Sons, Ltd.     

The statement and numerical solution of an optimization problem in X-ray tomography

A nonclassical problem is considered for the transport equation with coefficients depending on the energy of radiation. The task is to find the discontinuity surfaces for the coefficients of the equation from measurements of the radiation flux leaving the medium. For this tomography problem, an optimization problem is stated and numerically analyzed. The latter consists in determining the radiation energy that ensures the best reconstruction of the unknown medium. A simplified optimization problem is solved analytically.     

Hyers–Ulam–Rassias stability of Cauchy equation in the space of Schwartz distributions

We reformulate and prove the Hyers–Ulam–Rassias stability of Cauchy equation in the space of Schwartz tempered distributions and Fourier hyperfunctions.     

Computations of critical groups and applications to asymptotically linear wave equation and beam equation

In this paper, by using the Morse index theory for strongly indefinite functionals developed in [Nonlinear Anal. TMA, in press], we compute precisely the critical groups at the origin and at infinity, respectively. The abstract theorems are used to study the existence (multiplicity) of nontrivial periodical solutions for asymptotically wave equation and beam equation with resonance both at infinity and at zero.     

Fermi, Majorana and the Statistical Model of Atoms

We give an account of the appearance and first developments of the statistical model of atoms proposed by Thomas and Fermi, focusing on the main results achieved by Fermi and his group in Rome. Particular attention is addressed to the unknown contribution to this subject by Majorana, anticipating some important results reached later by leading physicists.     

Symmetries of Itô and Stratonovich Dynamical Systems and Their Conserved Quantities

A new definition for the symmetries of Itô and Stratonovich dynamicalsystem is given. Determining systems of symmetries for Itô andStratonovich systems have been obtained, and their relation has beendiscussed. It has been shown that some of the Lie point symmetries ofthe Fokker–Planck equation can be constructed using the symmetries ofItô dynamical systems. Conserved quantities can be found from thesymmetries of stochastic dynamical systems which do not arise from aHamiltonian. The results have been applied to an example.     

Toda Chains in the Jacobi Method

We use the Jacobi method to construct various integrable systems, such as the Stäckel systems and Toda chains, related to various root systems. We find canonical transformations that relate integrals of motion for the generalized open Toda chains of types B _n, C _n, and D _n.