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Famous results by Rademacher, Kolmogorov and Paley and Zygmund state that random series on the torus enjoy better Lp bounds that the deterministic bounds. We present a natural extension of these harmonic analysis results to a partial-differential-equations setting. Specifically, we consider the one-dimensional nonlinear harmonic oscillator i∂tu + Δu − |x|2u = |u|r−1u, and exhibit examples for which the solutions are better behaved for randomly chosen initial data than would be predicted by the deterministic theory. In particular, on a deterministic point of view, the nonlinear harmonic oscillator equation is well posed in L2(ℝ) if and only if r ≤ 5. However, we shall prove that, for all nonlinearities |u|r−1u, r > 1, not only is the equation well posed for a large set of initial data whose Sobolev regularity is below L2, but also the flows enjoy very nice large-time probabilistic behaviour.
These results are joint work with Laurent Thomann and Nikolay Tzvetkov.
Measure theory provides the theoretical framework essential for the development of modern probability theory. Much of elementary probability theory can be carried through with only passing reference to underlying sample spaces, but the modern theory relies heavily on measure theory, following Kolmogorov's axiomatic framework (1932) for probability spaces. The applications of stochastic processes, in particular, are now fundamental in physics, electronics, engineering, biology and finance, and within mathematics itself. For example, Itô's stochastic calculus for Brownian Motion (BM) and its extensions rely wholly on a thorough understanding of basic measure and integration theory. But even in much more elementary settings, effective choices of sample spaces and σ-fields bring advantages – good examples are the study of random walks and branching processes. (See [S], [W] for nice examples.)
Continuity of additive set functions
What do we mean by saying that we pick the number x ∈ [0, 1] at random? ‘Random’ plausibly means that in each trial with uncertain outcomes, each outcome is ‘equally likely’ to be picked. Thus we seek to impose the uniform probability distribution on the set (or sample space) Ω of possible outcomes of an experiment. If Ω has n elements, this is trivial: for each outcome Ω, the probability that Ω occurs is 1/n. But when Ω = [0, 1] the ‘number’ of possible choices of x ∈ [0, 1] is infinite, even uncountable.
We discuss the problem of the regularity-in-time of the map t ↦ Tt ∊ Lp(ℝd, ℝd; σ), where Tt is a transport map (optimal or not) from a reference measure σ to a measure μt which lies along an absolutely continuous curve t ↦ μt in the space (). We prove that in most cases such a map is no more than 1/p-Hölder continuous.
Let G be a finite group, let p be a prime divisor of the order of G and let k(G) be the number of conjugacy classes of G. By disregarding at most finitely many non-solvable p-solvable groups G, we have with equality if and only if if is an integer, and CG(Cp) = Cp. This extends earlier work of Héthelyi, Külshammer, Malle and Keller.
Undergraduate mathematics syllabi vary considerably in their coverage of measure-theoretic probability theory, so beginning graduates often find substantial gaps in their background when attending modules in advanced analysis, stochastic processes and applications. This text seeks to fill some of these gaps concisely. The exercises form an integral part of the text. The material arose from my experience of teaching AIMS students between 2004 and 2007, of which I retain many fond memories. The AIMS series format allows few explorations of byways; and the objective of arriving at a reasonably honest but concise account of the Itô integral decided most of the material. With motivation from elementary probability we discuss measures and integrals, leading via L2-theory and conditional expectation to discrete martingales and an outline proof of the Radon–Nikodym Theorem. The last two chapters introduce Brownian Motion and Itô integrals, with a brief look at martingale calculus. Here proofs of several key results are only sketched briefly or omitted. The Black–Scholes option pricing model provides the main application. None of the results presented are new; any remaining errors are mine.
Three happy, lively AIMS student cohorts suffered my attempts to introduce them to mathematical finance. My sincere thanks go to them, to the AIMS team for their support, to Alan Beardon for his encouragement, to two helpful reviewers, to Marek Capinski for wise advice and above all to my wife Margaret for her patient, loving support.
We define an infinite class of fractals, called horizontally and vertically blocked labyrinth fractals, which are dendrites and special Sierpiński carpets. Between any two points in the fractal there is a unique arc α; the length of α is infinite and the set of points where no tangent to α exists is dense in α.
We provide certain unusual generalizations of Clausen's and Orr's theorems for solutions of fourth-order and fifth-order generalized hypergeometric equations. As an application, we present several examples of algebraic transformations of Calabi–Yau differential equations.
The Stefan problem is coupled with a spatially inhomogeneous and anisotropic Gibbs–Thomson condition at the phase boundary. We show the long-time existence of weak solutions for the non-degenerate Stefan problem with a spatially inhomogeneous and anisotropic Gibbs–Thomson law and a conditional existence result for the corresponding degenerate Stefan problem. To this end, approximate solutions are constructed by means of variational problems for energy functionals with spatially inhomogeneous and anisotropic interfacial energy. By passing to the limit, we establish solutions of the Stefan problem with a spatially inhomogeneous and anisotropic Gibbs–Thomson law in a weak generalised BV-formulation.
Two subgroups A and B of a group G are said to be totally completely conditionally permutable (tcc-permutable) in G if X permutes with Yg for some g ∊ 〈X, Y〉, for all X ≤ A and Y ≤ B. We study the belonging of a finite product of tcc-permutable subgroups to a saturated formation of soluble groups containing all finite supersoluble groups.