Evolution PDEs and augmented eigenfunctions. half line.

The solution of an initial-boundary value problem for a linear evolution partial differential equation posed on the half-line can be represented in terms of an integral in the complex (spectral) plane. This representation is obtained by the unified transform introduced by Fokas in the 90's. On the other hand, it is known that many initial-boundary value problems can be solved via a classical transform pair, constructed via the spectral analysis of the associated spatial operator. For example, the Dirichlet problem for the heat equation can be solved by applying the Fourier sine transform pair. However, for many other initial-boundary value problems there is no suitable transform pair in the classical literature. Here we pose and answer two related questions: Given any well-posed initial-boundary value problem, does there exist a (non-classical) transform pair suitable for solving that problem? If so, can this transform pair be constructed via the spectral analysis of a differential operator? The answer to both of these questions is positive and given in terms of augmented eigenfunctions, a novel class of spectral functionals. These are eigenfunctions of a suitable differential operator in a certain generalised sense, they provide an effective spectral representation of the operator, and are associated with a transform pair suitable to solve the given initial-boundary value problem.

Global analytic regularity for structures of co-rank one

We consider real analytic involutive structures V, of co-rank one, defined on a real analytic paracompact orientable manifold M. To each such structure we associate certain connected subsets of M which we call the level sets of V. We prove that analytic regularity propagates along them. With a further assumption on the level sets of V we characterize the global analytic hypoellipticity of a differential operator naturally associated to V. As an application we study a case of tube structures.

Local solvability for a class of evolution equations

Motivated by the celebrated example of Y. Kannai of a linear partial differential operator which is hypoelliptic but not locally solvable, we consider it class of evolution operators with real-analytic coefficients and study their local solvability both in L(2) and in the weak sense. In order to do so we are led to propose a generalization of the Nirenberg-Treves condition (psi) which is suitable to our study. (C) 2009 Published by Elsevier Inc.

ENO adaptive method for solving one-dimensional conservation laws

In this work an efficient third order non-linear finite difference scheme for solving adaptively hyperbolic systems of one-dimensional conservation laws is developed. The method is based oil applying to the solution of the differential equation an interpolating wavelet transform at each time step, generating a multilevel representation for the solution, which is thresholded and a sparse point representation is generated. The numerical fluxes obtained by a Lax-Friedrichs flux splitting are evaluated oil the sparse grid by an essentially non-oscillatory (ENO) approximation, which chooses the locally smoothest stencil among all the possibilities for each point of the sparse grid. The time evolution of the differential operator is done on this sparse representation by a total variation diminishing (TVD) Runge-Kutta method. Four classical examples of initial value problems for the Euler equations of gas dynamics are accurately solved and their sparse solutions are analyzed with respect to the threshold parameters, confirming the efficiency of the wavelet transform as an adaptive grid generation technique. (C) 2008 IMACS. Published by Elsevier B.V. All rights reserved.

Inequalities for zeros of associated polynomials and derivatives of orthogonal polynomials

It is well known and easy to see that the zeros of both the associated polynomial and the derivative of an orthogonal polynomial p(n)(x) interlace with the zeros of p(n)(x) itself. The natural question of how these zeros interlace is under discussion. We give a sufficient condition for the mutual location of kth, 1 less than or equal to k less than or equal to n - 1, zeros of the associated polynomial and the derivative of an orthogonal polynomial in terms of inequalities for the corresponding Cotes numbers. Applications to the zeros of the associated polynomials and the derivatives of the classical orthogonal polynomials are provided. Various inequalities for zeros of higher order associated polynomials and higher order derivatives of orthogonal polynomials are proved. The results involve both classical and discrete orthogonal polynomials, where, in the discrete case, the differential operator is substituted by the difference operator. (C) 2001 IMACS. Published by Elsevier B.V. B.V. All rights reserved.

New steps on Sobolev orthogonality in two variables

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On Clifford subalgebras, spacetime splittings and applications

Z(2)-gradings of Clifford algebras are reviewed and we shall be concerned with an alpha-grading based on the structure of inner automorphisms, which is closely related to the spacetime splitting, if we consider the standard conjugation map automorphism by an arbitrary, but fixed, splitting vector. After briefly sketching the orthogonal and parallel components of products of differential forms, where we introduce the parallel [orthogonal] part as the space [time] component, we provide a detailed exposition of the Dirac operator splitting and we show how the differential operator parallel and orthogonal components are related to the Lie derivative along the splitting vector and the angular momentum splitting bivector. We also introduce multivectorial-induced alpha-gradings and present the Dirac equation in terms of the spacetime splitting, where the Dirac spinor field is shown to be a direct sum of two quaternions. We point out some possible physical applications of the formalism developed.

Higher order Painleve equations and their symmetries via reductions of a class of integrable models

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A Gm-C bump equalizer for low-voltage low-power applications

A low-voltage low-power 2nd-order CMOS pseudo-differential bump-equalizer is presented. Its topology comprises a bandpass section with adjustable center frequency and quality factor, together with a programmable current amplifier. The basic building blocks are triode-operating transconductors, tunable by means of either a DC voltage or a digitally controlled current divider. The bump-equalizer as part of a battery-operated hearing aid device is designed for a 1.4V-supply and a 0.35μm CMOS fabrication process. The circuit performance is supported by a set of simulation results, which indicates a center frequency from 600Hz to 2.4kHz, 1≤Q≤5, and an adjustable gain within ±6dB at center frequency. The filter dynamic range lies around 40dB. Quiescent consumption is kept below 12μW for any configuration of the filter.

Darboux-Bäcklund transformations and rational solutions of the painlevé IV equation

Rational solutions of the Painlevé IV equation are constructed in the setting of pseudo-differential Lax formalism describing AKNS hierarchy subject to the additional non-isospectral Virasoro symmetry constraint. Convenient Wronskian representations for rational solutions are obtained by successive actions of the Darboux-Bäcklund transformations. ©2010 American Institute of Physics.

A new deformation of W-infinity and applications to the two-loop WZNW and conformal affine Toda models

We construct a centerless W-infinity type of algebra in terms of a generator of a centerless Virasoro algebra and an abelian spin 1 current. This algebra conventionally emerges in the study of pseudo-differential operators on a circle or alternatively within KP hierarchy with Watanabe's bracket. Construction used here is based on a spherical deformation of the algebra W ∞ of area preserving diffeomorphisms of a 2-manifold. We show that this deformation technique applies to the two-loop WZNW and conformal affine Toda models, establishing henceforth W ∞ invariance of these models.

A eletrodinâmica escalar generalizada de Duffin-Kemmer-Petiau, uma análise funcional de sua dinâmica quântica covariante e o equilíbrio termodinâmico

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Maximum principle, mean value operators and quasi boundedness in non-euclidean settings

This work deals with some classes of linear second order partial differential operators with non-negative characteristic form and underlying non- Euclidean structures. These structures are determined by families of locally Lipschitz-continuous vector fields in RN, generating metric spaces of Carnot- Carath´eodory type. The Carnot-Carath´eodory metric related to a family {Xj}j=1,...,m is the control distance obtained by minimizing the time needed to go from two points along piecewise trajectories of vector fields. We are mainly interested in the causes in which a Sobolev-type inequality holds with respect to the X-gradient, and/or the X-control distance is Doubling with respect to the Lebesgue measure in RN. This study is divided into three parts (each corresponding to a chapter), and the subject of each one is a class of operators that includes the class of the subsequent one. In the first chapter, after recalling “X-ellipticity” and related concepts introduced by Kogoj and Lanconelli in [KL00], we show a Maximum Principle for linear second order differential operators for which we only assume a Sobolev-type inequality together with a lower terms summability. Adding some crucial hypotheses on measure and on vector fields (Doubling property and Poincar´e inequality), we will be able to obtain some Liouville-type results. This chapter is based on the paper [GL03] by Guti´errez and Lanconelli. In the second chapter we treat some ultraparabolic equations on Lie groups. In this case RN is the support of a Lie group, and moreover we require that vector fields satisfy left invariance. After recalling some results of Cinti [Cin07] about this class of operators and associated potential theory, we prove a scalar convexity for mean-value operators of L-subharmonic functions, where L is our differential operator. In the third chapter we prove a necessary and sufficient condition of regularity, for boundary points, for Dirichlet problem on an open subset of RN related to sub-Laplacian. On a Carnot group we give the essential background for this type of operator, and introduce the notion of “quasi-boundedness”. Then we show the strict relationship between this notion, the fundamental solution of the given operator, and the regularity of the boundary points.

Forward implied volatility expansions in LSV models

In this work we address the problem of finding formulas for efficient and reliable analytical approximation for the calculation of forward implied volatility in LSV models, a problem which is reduced to the calculation of option prices as an expansion of the price of the same financial asset in a Black-Scholes dynamic. Our approach involves an expansion of the differential operator, whose solution represents the price in local stochastic volatility dynamics. Further calculations then allow to obtain an expansion of the implied volatility without the aid of any special function or expensive from the computational point of view, in order to obtain explicit formulas fast to calculate but also as accurate as possible.

Uniqueness of the Embedding Continuous Convolution Semigroup of a Gaussian Probability Measure on the Affine Group and an Application in Mathematical Finance

Let {μ(i)t}t≥0 ( i=1,2 ) be continuous convolution semigroups (c.c.s.) of probability measures on Aff(1) (the affine group on the real line). Suppose that μ(1)1=μ(2)1 . Assume furthermore that {μ(1)t}t≥0 is a Gaussian c.c.s. (in the sense that its generating distribution is a sum of a primitive distribution and a second-order differential operator). Then μ(1)t=μ(2)t for all t≥0 . We end up with a possible application in mathematical finance.