975 resultados para product formula


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A Trotter product formula is established for unitary quantum stochastic processes governed by quantum stochastic differential equations with constant bounded coefficients.

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In this article dedicated to Professor V. Lakshmikantham on the occasion of the celebration of his 84th birthday, we announce new results concerning the existence and various properties of an evolution system UA+B(t, s)(0 <= s <= t <= T) generated by the sum -(A(t)+B(t)) of two linear, time-dependent and generally unbounded operators defined on time-dependent domains in a complex and separable Banach space B. In particular, writing G(B) for the algebra of all linear bounded operators on B, we can express UA+B(t, s)(0 <= s <= t <= T) as the strong limit in L(B) of a product of the holomorphic contraction semigroups generated by -A(t) and -B(t), thereby getting a product formula of the Trotter-Kato type under very general conditions which allow the domain D(A(t)+B(t)) to evolve with time provided there exists a fixed set D subset of boolean AND D-t epsilon[0,D-T](A(t)+B(t)) everywhere dense in B. We then mention several possible applications of our product formula to various classes of non-autonomous parabolic initial-boundary value problems, as well as to evolution problems of Schrodinger type related to the theory of time-dependent singular perturbations of self-adjoint operators in quantum mechanics. We defer all the proofs and all the details of the applications to a separate publication. (C) 2008 Elsevier Ltd. All rights reserved.

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Using invariance by fixed-endpoints homotopies and a generalized notion of symplectic Cayley transform, we prove a product formula for the Conley-Zehnder index of continuous paths with arbitrary endpoints in the symplectic group. We discuss two applications of the formula, to the metaplectic group and to periodic solutions of Hamiltonian systems.

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In this article we prove new results concerning the existence and various properties of an evolution system U(A+B)(t, s)0 <= s <= t <= T generated by the sum -(A(t) + B(t)) of two linear, time-dependent, and generally unbounded operators defined on time-dependent domains in a complex and separable Banach space B. In particular, writing L(B) for the algebra of all linear bounded operators on B, we can express U(A+B)(t, s)0 <= s <= t <= T as the strong limit in C(8) of a product of the holomorphic contraction semigroups generated by -A (t) and - B(t), respectively, thereby proving a product formula of the Trotter-Kato type under very general conditions which allow the domain D(A(t) + B(t)) to evolve with time provided there exists a fixed set D subset of boolean AND(t is an element of)[0,T] D(A(t) + B(t)) everywhere dense in B. We obtain a special case of our formula when B(t) = 0, which, in effect, allows us to reconstruct U(A)(t, s)0 <=(s)<=(t)<=(T) very simply in terms of the semigroup generated by -A(t). We then illustrate our results by considering various examples of nonautonomous parabolic initial-boundary value problems, including one related to the theory of timedependent singular perturbations of self-adjoint operators. We finally mention what we think remains an open problem for the corresponding equations of Schrodinger type in quantum mechanics.

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The thesis presents a probabilistic approach to the theory of semigroups of operators, with particular attention to the Markov and Feller semigroups. The first goal of this work is the proof of the fundamental Feynman-Kac formula, which gives the solution of certain parabolic Cauchy problems, in terms of the expected value of the initial condition computed at the associated stochastic diffusion processes. The second target is the characterization of the principal eigenvalue of the generator of a semigroup with Markov transition probability function and of second order elliptic operators with real coefficients not necessarily self-adjoint. The thesis is divided into three chapters. In the first chapter we study the Brownian motion and some of its main properties, the stochastic processes, the stochastic integral and the Itô formula in order to finally arrive, in the last section, at the proof of the Feynman-Kac formula. The second chapter is devoted to the probabilistic approach to the semigroups theory and it is here that we introduce Markov and Feller semigroups. Special emphasis is given to the Feller semigroup associated with the Brownian motion. The third and last chapter is divided into two sections. In the first one we present the abstract characterization of the principal eigenvalue of the infinitesimal generator of a semigroup of operators acting on continuous functions over a compact metric space. In the second section this approach is used to study the principal eigenvalue of elliptic partial differential operators with real coefficients. At the end, in the appendix, we gather some of the technical results used in the thesis in more details. Appendix A is devoted to the Sion minimax theorem, while in appendix B we prove the Chernoff product formula for not necessarily self-adjoint operators.

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Let F = Ǫ(ζ + ζ –1) be the maximal real subfield of the cyclotomic field Ǫ(ζ) where ζ is a primitive qth root of unity and q is an odd rational prime. The numbers u1=-1, uk=(ζk-k)/(ζ-ζ-1), k=2,…,p, p=(q-1)/2, are units in F and are called the cyclotomic units. In this thesis the sign distribution of the conjugates in F of the cyclotomic units is studied.

Let G(F/Ǫ) denote the Galoi's group of F over Ǫ, and let V denote the units in F. For each σϵ G(F/Ǫ) and μϵV define a mapping sgnσ: V→GF(2) by sgnσ(μ) = 1 iff σ(μ) ˂ 0 and sgnσ(μ) = 0 iff σ(μ) ˃ 0. Let {σ1, ... , σp} be a fixed ordering of G(F/Ǫ). The matrix Mq=(sgnσj(vi) ) , i, j = 1, ... , p is called the matrix of cyclotomic signatures. The rank of this matrix determines the sign distribution of the conjugates of the cyclotomic units. The matrix of cyclotomic signatures is associated with an ideal in the ring GF(2) [x] / (xp+ 1) in such a way that the rank of the matrix equals the GF(2)-dimension of the ideal. It is shown that if p = (q-1)/ 2 is a prime and if 2 is a primitive root mod p, then Mq is non-singular. Also let p be arbitrary, let ℓ be a primitive root mod q and let L = {i | 0 ≤ i ≤ p-1, the least positive residue of defined by ℓi mod q is greater than p}. Let Hq(x) ϵ GF(2)[x] be defined by Hq(x) = g. c. d. ((Σ xi/I ϵ L) (x+1) + 1, xp + 1). It is shown that the rank of Mq equals the difference p - degree Hq(x).

Further results are obtained by using the reciprocity theorem of class field theory. The reciprocity maps for a certain abelian extension of F and for the infinite primes in F are associated with the signs of conjugates. The product formula for the reciprocity maps is used to associate the signs of conjugates with the reciprocity maps at the primes which lie above (2). The case when (2) is a prime in F is studied in detail. Let T denote the group of totally positive units in F. Let U be the group generated by the cyclotomic units. Assume that (2) is a prime in F and that p is odd. Let F(2) denote the completion of F at (2) and let V(2) denote the units in F(2). The following statements are shown to be equivalent. 1) The matrix of cyclotomic signatures is non-singular. 2) U∩T = U2. 3) U∩F2(2) = U2. 4) V(2)/ V(2)2 = ˂v1 V(2)2˃ ʘ…ʘ˂vp V(2)2˃ ʘ ˂3V(2)2˃.

The rank of Mq was computed for 5≤q≤929 and the results appear in tables. On the basis of these results and additional calculations the following conjecture is made: If q and p = (q -1)/ 2 are both primes, then Mq is non-singular.

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We show that, if M is a subspace lattice with the property that the rank one subspace of its operator algebra is weak* dense, L is a commutative subspace lattice and P is the lattice of all projections on a separable Hilbert space, then L⊗M⊗P is reflexive. If M is moreover an atomic Boolean subspace lattice while L is any subspace lattice, we provide a concrete lattice theoretic description of L⊗M in terms of projection valued functions defined on the set of atoms of M . As a consequence, we show that the Lattice Tensor Product Formula holds for AlgM and any other reflexive operator algebra and give several further corollaries of these results.

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International audience

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In this paper we investigate the distribution of the product of Rayleigh distributed random variables. Considering the Mellin-Barnes inversion formula and using the saddle point approach we obtain an upper bound for the product distribution. The accuracy of this tail-approximation increases as the number of random variables in the product increase.

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This study presents the syntheses and characterization of 2-mercaptopyridine (pyS(-)) complexes containing ruthenium(II) with the following general formula [Ru(pyS)(2)(P-P)], P-P = (c-dppen) = cis-1,2-bis(diphenylphosphino)ethylene) (1); (dppe)=1,2-bis(diphenylphosphino)ethane (2); (dppp)=1,3-bis(diphenylphosphino)propane (3) and (dppb) = 1,4-bis(diphenylphosphino)butane (4). The complexes were synthesized from the mer- or fac-[RuCl(3)(NO)(P-P)] precursors in the presence of triethylamine in methanol solution with dependence of the product on the P-P ligand. The reaction of pyS- with a ruthenium complex containing a bulky aromatic diphosphine dppb disclosed a major product with a dangling coordinated dppbO-P, the [Ru(pyS)(2)(NO)(eta(1)-dppbO-P)]PF(6) (5). In addition, this work also presents and discusses the spectroscopic and electrochemical behavior of 1-5. and report the X-ray structures for I and S. (C) 2009 Elsevier Ltd. All rights reserved.

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Orimulsion400 is a new generation of the Orimulsion formula. This new generation is a more environmentally friendly, cost-effective energy source. This article describes the product's evolution as well as test results from diverse power plants.

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Following our earlier paper on the subject, we present a general closed formula to value the interest savings due to a multi-firm cash-pool system. Assuming normal distribution of the accounts the total savings can be expressed as the product of three independent factors representing the interest spread, the number and the correlation of the firms, and the time-dependent distribution of the cash accounts. We derive analytic results for two special processes one characterizing the initial build-up period and the other describing the mature period. The value gained in the stationary system can be thought of as the interest, paid at the net interest spread rate on the standard deviation of the account. We show that pooling has substantial value already in the transient period. In order to increase the practical relevance of our analysis we discuss possible extensions of our model and we show how real option pricing technics can be applied here.