Estimates on the Speedup and Slowdown for a Diffusion in a Drifted Brownian Potential

We study a model of diffusion in a Brownian potential. This model was first introduced by T. Brox (Ann. Probab. 14:1206–1218, 1986) as a continuous time analogue of random walk in random environment. We estimate the deviations of this process above or under its typical behavior. Our results rely on different tools such as a representation introduced by Y. Hu, Z. Shi and M. Yor, Kotani’s lemma, introduced at first by K. Kawazu and H. Tanaka (J. Math. Soc. Jpn. 49:189–211, 1997), and a decomposition of hitting times developed in a recent article by A. Fribergh, N. Gantert and S. Popov (Preprint, 2008). Our results are in agreement with their results in the discrete case.     

A One-Dimensional Schrödinger Operator with Square-Integrable Potential

We study the spectral properties of a one-dimensional Schrödinger operator with squareintegrable potential whose domain is defined by the Dirichlet boundary conditions. The main results are concerned with the asymptotics of the eigenvalues, the asymptotic behavior of the operator semigroup generated by the negative of the differential operator under consideration. Moreover, we derive deviation estimates for the spectral projections and estimates for the equiconvergence of the spectral decompositions. Our asymptotic formulas for eigenvalues refine the well-known ones.     

Sharp Threshold for Blowup and Global Existence in Nonlinear Schrödinger Equations Under a Harmonic Potential

ABSTRACT

We present a variational approach to study the nonlinear Schrödinger equations under a harmonic potential. By constructing a type of cross constrained variational problem and establishing so-called cross-invariant manifolds of the evolution flow, we derive a sharp threshold for global existence and blowup of the solution. The stability of the standing waves is also discussed.     

Further Results on the Robust Regulation of a One-Dimensional Dam-River System

In this paper, we consider a one-dimensional dam-river system studied by Chentouf and Wang (SIAM J. Control Optim. 47: 2275–2302, 2008). Then, using the frequency multiplier method, we provide a simple and alternative proof of stabilization and regulation results obtained in the work cited above. Moreover, we relax the conditions on the feedback gains involved in the feedback law and give a partial answer to the open problem left by the authors Chentouf and Wang (J. Optim. Theory Appl. 134: 223–239, 2007 and SIAM J. Control Optim. 47: 2275–2302, 2008) concerning the tuning of the gains.     

Finite-Temperature Coarse-Graining of One-Dimensional Models: Mathematical Analysis and Computational Approaches

We present a possible approach for the computation of free energies and ensemble averages of one-dimensional coarse-grained models in materials science. The approach is based upon a thermodynamic limit process, and makes use of ergodic theorems and large deviations theory. In addition to providing a possible efficient computational strategy for ensemble averages, the approach allows for assessing the accuracy of approximations commonly used in practice.     

Multilinear Eigenfunction Estimates for the Harmonic Oscillator and the Nonlinear Schrödinger Equation with the Harmonic Potential

We consider the Cauchy problem for the cubic nonlinear Schr?dinger equation with the harmonic potential. We prove global well-posedness below the energy class in energy subcritical cases. The main ingredients for the proof are a multilinear eigenfunction estimate for the harmonic oscillator and the I-method. Submitted: January 13, 2008. Accepted: February 11, 2009.     

On Weak Solutions for Fluid‐Rigid Structure Interaction: Compressible and Incompressible Models

The purpose of this note is to derive compactness proporties for both incompressible and compressible viscous flows in a bounded domain interacting with a finite number of rigid bodies. We prove the global existence of weak solutions away from collisions AMS Subject Classification: 35Q10, 76D99, 73B99

Keywords: Fluid­structure interaction, rigid bodies, incompressible and compressible Navier­Strokes equations, weak solutions

     

On a Chain of Harmonic and Monogenic Potentials in Euclidean Half–space

In the framework of Clifford analysis, a chain of harmonic and monogenic potentials is constructed in the upper half of Euclidean space ? ^m+1, including a higher dimensional generalization of the complex logarithmic function. Their distributional limits at the boundary ? ^m turn out to be well-known distributions such as the Dirac distribution, the Hilbert kernel, the fundamental solution of the Laplace and Dirac operators, the square root of the negative Laplace operator, and the like. It is shown how each of those potentials may be recovered from an adjacent kernel in the chain by an appropriate convolution with such a distributional limit.     

Remarks on Maximal Attractors for the Compressible Navier-Stokes Equations of Viscous and Heat Conductive Fluid

This paper is concerned with the existence of maximal attractors in Hi (i = 1, 2,4) for the compressible Navier-Stokes equations for a polytropic viscous heat conductive ideal gas in bounded annular domains Ωn in Rn(n = 2,3).     

The Star-Kernel for a Quasidifferentiable Function in One-Dimensional Space

Let f be a function from R~1 into R~1. Suppose f is quasidifferentiable at x∈R~1. The following results have been obtained. Lemma We denote be A:=〔a_1,a_2〕and B:=〔b_1,b_2〕two intervals.Then〔A,B〕∈f(x) if and only if a_2+b_1=f′(x;+1), a_1+b_2=-f′(x;-1)hold, where f(x) denotes the quasidifferential set of f at x ∈R~1. Theorem 2 There exists a quasidifferential 〔f(x),f(x)〕∈f(x) suchthat     

The American Foreign Exchange Option in Time-Dependent One-Dimensional Diffusion Model for Exchange Rate

The classical Garman-Kohlhagen model for the currency exchange assumes that the domestic and foreign currency risk-free interest rates are constant and the exchange rate follows a log-normal diffusion process. In this paper we consider the general case, when exchange rate evolves according to arbitrary one-dimensional diffusion process with local volatility that is the function of time and the current exchange rate and where the domestic and foreign currency risk-free interest rates may be arbitrary continuous functions of time. First non-trivial problem we encounter in time-dependent case is the continuity in time argument of the value function of the American put option and the regularity properties of the optimal exercise boundary. We establish these properties based on systematic use of the monotonicity in volatility for the value functions of the American as well as European options with convex payoffs together with the Dynamic Programming Principle and we obtain certain type of comparison result for the value functions and corresponding exercise boundaries for the American puts with different strikes, maturities and volatilities. Starting from the latter fact that the optimal exercise boundary curve is left continuous with right-hand limits we give a mathematically rigorous and transparent derivation of the significant early exercise premium representation for the value function of the American foreign exchange put option as the sum of the European put option value function and the early exercise premium. The proof essentially relies on the particular property of the stochastic integral with respect to arbitrary continuous semimartingale over the predictable subsets of its zeros. We derive from the latter the nonlinear integral equation for the optimal exercise boundary which can be studied by numerical methods.     

2—Harmonic Curves Isometrially Immersed in a Surfaee

In this paper,the author proves the necessary and sufficient condition for the existence of 2-harmonically and isometrically immersed curves in a 2-dimensinonal surface N∪→IE^3.     

A shape and topology optimization technique for solving a class of linear complementarity problems in function space

A shape and topology optimization driven solution technique for a class of linear complementarity problems (LCPs) in function space is considered. The main motivating application is given by obstacle problems. Based on the LCP together with its corresponding interface conditions on the boundary between the coincidence or active set and the inactive set, the original problem is reformulated as a shape optimization problem. The topological sensitivity of the new objective functional is used to estimate the “topology” of the active set. Then, for local correction purposes near the interface, a level set based shape sensitivity technique is employed. A numerical algorithm is devised, and a report on numerical test runs ends the paper.     

A Measure of Non-convexity in the Plane and the Minkowski Sum

In this paper a measure of non-convexity for a simple polygonal region in the plane is introduced. It is proved that for “not far from convex” regions this measure does not decrease under the Minkowski sum operation, and guarantees that the Minkowski sum has no “holes”.     

A MIP-based framework and its application on a lot sizing problem with setup carryover

In this paper we present a framework to tackle mixed integer programming problems based upon a “constrained” black box approach. Given a MIP formulation, a black-box solver, and a set of incumbent solutions, we iteratively build corridors around such solutions by adding exogenous constraints to the original MIP formulation. Such corridors, or neighborhoods, are then explored, possibly to optimality, with a standard MIP solver. An iterative approach in the spirit of a hill climbing scheme is thus used to explore subportions of the solution space. While the exploration of the corridor relies on a standard MIP solver, the way in which such corridors are built around the incumbent solutions is influenced by a set of factors, such as the distance metric adopted, or the type of method used to explore the neighborhood. The proposed framework has been tested on a challenging variation of the lot sizing problem, the multi-level lot sizing problem with setups and carryovers. When tested on 1920 benchmark instances of such problem, the algorithm was able to solve to near optimality every instance of the benchmark library and, on the most challenging instances, was able to find high quality solutions very early in the search process. The algorithm was effective, in terms of solution quality as well as computational time, when compared with a commercial MIP solver and the best algorithm from the literature.     

Transverse Harmonic Oscillation of a Rectangular Container With Viscous Fluid: a Lattice Boltzmann Immersed Boundary Approach

Wecombined the 3D lattice Boltzmann method (LBM) with the immersed boundary method (IBM) to study the flow physics induced by an elastic rectangular container undergoing harmonic oscillations surrounding a viscous fluid. We proposed a semi microscopic expression for the drag force to compute the hydrodynamic forces at the boundary nodes. An analytical deformation solution was used based on a thin plate elastic deformation theory to calculate the displacement experienced by the boundary. The numerical simulation results. All the results on figure axes, in this article, are displayed in lattice units. based on the proposed method agreed with the theoretical predictions for channel flow with stationary boundary. The oscillating boundary simulation exhibits the expected flow pattern in line with theory.     

Stability in predator – prey models and discretization of a modified Volterra – Lotka model

We consider n  2 populations of animals that are living in mutual predator – prey relations or are pairwise neutral to each other. We assume the temporal development of the population densities to be described by a system of differential equations which has an equilibrium state solution. We derive sufficient conditions for this equilibrium state to be stable by Lyapunov's method. The results supplement those published elsewhere.

Further we consider a modification of the Volterra – Lotka model which admits an asymptotically stable steady state solution. This model is discretized in two ways and we investigate how small the time step size has to be chosen in order to guarantee that the steady state solution is an attractive fixed point of the discretized model. This investigation is connected with the determination of the model parameters from given data.     

Quasiexact Solution of a Relativistic Finite-Difference Analogue of the Schrödinger Equation for a Rectangular Potential Well

We consider a well-posed formulation of the spectral problem for a relativistic analogue of the one-dimensional Schrödinger equation with differential operators replaced with operators of finite purely imaginary argument shifts exp(±id/dx). We find effective solution methods that permit determining the spectrum and investigating the properties of wave functions in a wide parameter range for this problem in the case of potentials of the type of a rectangular well. We show that the properties of solutions of these equations depend essentially on the relation between and the parameters of the potential and a situation in which the solution for 1 is nevertheless fundamentally different from its Schrödinger analogue is quite possible.     

A Mathematica package for q-holonomic sequences and power series

We describe a Mathematica package for dealing with q-holonomic sequences and power series. The package is intended as a q-analogue of the Maple package gfun and the Mathematica package GeneratingFunctions. It provides commands for addition, multiplication, and substitution of these objects, for converting between various representations (q-differential equations, q-recurrence equations, q-shift equations), for computing sequence terms and power series coefficients, and for guessing recurrence equations given initial terms of a sequence. C. Koutschan partially supported by the Austrian Science Foundation (FWF) grants SFB F1305.     

2—Harmonic Totally Real Submanifolds in a Complex Projective Space

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