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     

Phasenbeziehungen und Natriumionenleitung im quasi-binären System Na2SiF6/Na3AlF6

Phase Relations and Sodium Ion Conductivity within the Quasi-binary System Na₂SiF₆/Na₂AIF₆ . The phase diagram of the Na₂SiF₆/Na₃AlF₆ system has been determined by means of x-ray powder diffraction, thermal analysis and conductivity measurements in the sub-solidus region. Na₃AlF₆ accomodates up to 73 mol.-% Na₂SiF₆ maintaining the crystal structure type. The sodium ion conductivity increases by about five orders of magnitude upon doping Na₃AlF₆ with Na₂SiF₆.     

Reducing systems of linear differential equations to a passive form

In this paper, an application of the Riquer-Thomas-Janet theory is described for the problem of transforming a system of partial differential equations into a passive form, i.e., to a special form which contains explicitly both the equations of the initial system and all their nontrivial differential consequences. This special representation of a system markedly facilitates the subsequent integration of the corresponding differential equations. In this paper, the modern approach to the indicated problem is presented. This is the approach adopted in the Knuth-Bendix procedure [13] for critical-pair/completion and then Buchberger's algorithm for completion of polynomial ideal bases [13] (or, alternatively, for the construction of Groebner bases for ideals in a differential operator ring [14]). The algorithm of reduction to the passive form for linear system of partial differential equations and its implementation in the algorithmic language REFAL, as well as the capabilities of the corresponding program, are outlined. Examples illustrating the power and efficiency of the system are presented.     

Dielectric and optical properties of polymer-liquid crystal composite

Dielectric properties of polymer-liquid crystal mixture, having constituent polymer, poly-butyl methacrylate (PBMA) and liquid crystal, cholesteryl nonanoate, are reported as a function of frequency and temperature. The measurement has been done in a temperature range of 300-375 K and frequency range of 100 Hz-10 MHz. The dielectric permittivity and dielectric loss shows significant changes with the addition of polymer molecules in liquid crystal. The significant feature of composite formation is that the pure liquid crystal and polymer do not show dielectric relaxation in the frequency range covered, while the composite shows relaxation peak at a particular frequency. The optical transmittance of pure liquid crystal and composite has also been measured and compared.     

A possible counterexample to well posedness of entropy solutions and to Godunov scheme convergence

A particular case of initial data for the two-dimensional Euler equations is studied numerically. The results show that the Godunov method does not always converge to the physical solution, at least not on feasible grids. Moreover, they suggest that entropy solutions (in the weak entropy inequality sense) are not well posed.