Refine
Year of publication
- 1998 (105) (remove)
Document Type
- Article (48)
- Monograph/Edited Volume (27)
- Preprint (24)
- Doctoral Thesis (3)
- Review (3)
Language
- English (105) (remove)
Keywords
Institute
- Institut für Mathematik (105) (remove)
Tame congruence theory
(1998)
Peter Jones' theorem on the factorization of Ap weights is sharpened for weights with bounds near 1, allowing the factorization to be performed continuously near the limiting, unweighted case. When 1 < p < infinite and omega is an Ap weight with bound Ap(omega) = 1 + epsilon, it is shown that there exist Asub1 weights u, v such that both the formula omega = uv(1-p) and the estimates A1 (u), A1 (v) = 1 + Omikron (√epsilon) hold. The square root in these estimates is also proven to be the correct asymptotic power as epsilon -> 0.
The quantization of contact transformations of the cosphere bundle over a manifold with conical singularities is described. The index of Fredholm operators given by this quantization is calculated. The answer is given in terms of the Epstein-Melrose contact degree and the conormal symbol of the corresponding operator.
In the paper we study the possibility to represent the index formula for spectral boundary value problems as a sum of two terms, the first one being homotopy invariant of the principal symbol, while the second depends on the conormal symbol of the problem only. The answer is given in analytical, as well as in topological terms.
The paper deals with a non-linear singular partial differential equation: (E) t∂/∂t = F(t, x, u, ∂u/∂x) in the holomorphic category. When (E) is of Fuchsian type, the existence of the unique holomorphic solution was established by Gérard-Tahara [2]. In this paper, under the assumption that (E) is of totally characteristic type, the authors give a sufficient condition for (E) to have a unique holomorphic solution. The result is extended to higher order case.
The paper is devoted to pseudodifferential boundary value problems in domains with cuspidal wedges. Concerning the geometry we even admit a more general behaviour, namely oscillating cuspidal wedges. We show a criterion for the Fredholm property of a boundary value problem and derive estimates of solutions close to edges.
The determination of the atmospheric aerosol size distribution is an inverse illposed problem. The shape and the material composition of the air-carried particles are two substantial model parameters. Present evaluation algorithms only used an approximation with spherical homogeneous particles. In this paper we propose a new numerically efficient recursive algorithm for inhomogeneous multilayered coated and absorbing particles. Numerical results of real existing particles show that the influence of the two parameters on the model is very important and therefore cannot be ignored.
In single photon emission computed tomography (SPECT) one is interested in reconstructing the activity distribution f of some radiopharmaceutical. The data gathered suffer from attenuation due to the tissue density µ. Each imaged slice incorporates noisy sample values of the nonlinear attenuated Radon transform (formular at this place in the original abstract) Traditional theory for SPECT reconstruction treats µ as a known parameter. In practical applications, however, µ is not known, but either crudely estimated, determined in costly additional measurements or plainly neglected. We demonstrate that an approximation of both f and µ from SPECT data alone is feasible, leading to quantitatively more accurate SPECT images. The result is based on nonlinear Tikhonov regularization techniques for parameter estimation problems in differential equations combined with Gauss-Newton-CG minimization.
On the existence of smooth solutions of the Dirichlet problem for hyperbolic differential equations
(1998)
Toda chains with type A m Lie algebra for multidimensional m-component perfect fluid cosmology
(1998)
The index formula for elliptic pseudodifferential operators on a two-dimensional manifold with conical points contains the Atiyah-Singer integral as well as two additional terms. One of the two is the 'eta' invariant defined by the conormal symbol, and the other term is explicitly expressed via the principal and subprincipal symbols of the operator at conical points. In the preceding paper we clarified the meaning of the additional terms for first-order differential operators. The aim of this paper is an explicit description of the contribution of a conical point for higher-order differential operators. We show that changing the origin in the complex plane reduces the entire contribution of the conical point to the shifted 'eta' invariant. In turn this latter is expressed in terms of the monodromy matrix for an ordinary differential equation defined by the conormal symbol.
We introduce a natural symmetry condition for a pseudodifferential operator on a manifold with cylindrical ends ensuring that the operator admits a doubling across the boundary. For such operators we prove an explicit index formula containing, apart from the Atiyah-Singer integral, a finite number of residues of the logarithmic derivative of the conormal symbol.
We discuss the Cauchy problem for the Dolbeault cohomology in a domain of C n with data on a part of the boundary. In this setting we introduce the concept of a Carleman function which proves useful in the study of uniqueness. Apart from an abstract framework we show explicit Carleman formulas for the Dolbeault cohomology.
Parabolic equations on manifolds with singularities require a new calculus of anisotropic pseudo-differential operators with operator-valued symbols. The paper develops this theory along the lines of sn abstract wedge calculus with strongly continuous groups of isomorphisms on the involved Banach spaces. The corresponding pseodo-diferential operators are continuous in anisotropic wedge Sobolev spaces, and they form an alegbra. There is then introduced the concept of anisotropic parameter-dependent ellipticity, based on an order reduction variant of the pseudo-differential calculus. The theory is appled to a class of parabolic differential operators, and it is proved the invertibility in Sobolev spaces with exponential weights at infinity in time direction.
Linear and non-linear analogues of the Black-Scholes equation are derived when shocks can be described by a truncated Lévy process. A linear equation is derived under the perfect correlation assumption on returns for a derivative security and a stock, and its solutions for European put and call options are obtained. It is also shown that the solution violates the perfect correlation assumption unless a process is gaussian. Thus, for a family of truncated Lévy distributions, the perfect hedging is impossible even in the continuous time limit. A second linear analogue of the Black-Scholes equation is obtained by constructing a portfolio which eliminates fluctuations of the first order and assuming that the portfolio is risk-free; it is shown that this assumption fails unless a process is gaussian. It is shown that the di erence between solutions to the linear analogues of the Black-Scholes equations and solutions to the Black-Scholes equations are sizable. The equations and solutions can be written in a discretized approximate form which uses an observed probability distribution only. Non-linear analogues for the Black-Scholes equation are derived from the non-arbitrage condition, and approximate formulas for solutions of these equations are suggested. Assuming that a linear generalization of the Black-Scholes equation holds, we derive an explicit pricing formula for the perpetual American put option and produce numerical results which show that the difference between our result and the classical Merton's formula obtained for gaussian processes can be substantial. Our formula uses an observed distribution density, under very weak assumptions on the latter.
We construct a deformation quantization on an infinite-dimensional symplectic space of regular connections on an SU(2)-bundle over a Riemannian surface of genus g ≥ 2. The construction is based on the normal form thoerem representing the space of connections as a fibration over a finite-dimensional moduli space of flat connections whose fibre is a cotangent bundle of the infinite-dimensional gauge group. We study the reduction with respect to the gauge groupe both for classical and quantum cases and show that our quantization commutes with reduction.