Absolutely Continuous Research Articles

Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity I: measures

In this two-paper series, we prove the invariance of the Gibbs measure for a three-dimensional wave equation with a Hartree nonlinearity. The main novelty is the singularity of the Gibbs measure with respect to the Gaussian free field. The singularity has several consequences in both measure-theoretic and dynamical aspects of our argument. In this paper, we construct and study the Gibbs measure. Our approach is based on earlier work of Barashkov and Gubinelli for the Phi ^4_3-model. Most importantly, our truncated Gibbs measures are tailored towards the dynamical aspects in the second part of the series. In addition, we develop new tools dealing with the non-locality of the Hartree interaction. We also determine the exact threshold between singularity and absolute continuity of the Gibbs measure depending on the regularity of the interaction potential.

Projections in the Convex Hull of Three Isometries on Absolutely Continuous Function Spaces

In this paper, we prove that any projection in the convex hull of three surjective linear isometries on $$\mathrm {AC}(X)$$ is a generalized bi-circular projection, where $$\mathrm {AC}(X)$$ denotes the Banach space of all absolutely continuous functions on a compact subset of $$\mathbb {R}$$ with at least two points. We also show that the trivial projections are the only projections on $$\mathrm {AC}(X)$$ which can be represented as the average of three surjective linear isometries.

Equity Cost Induced Dichotomy for Optimal Dividends with Capital Injections in the Cramér-Lundberg Model

We investigate a control problem leading to the optimal payment of dividends in a Cramér-Lundberg-type insurance model in which capital injections incur proportional cost, and may be used or not, the latter resulting in bankruptcy. For general claims, we provide verification results, using the absolute continuity of super-solutions of a convenient Hamilton-Jacobi variational inequality. As a by-product, for exponential claims, we prove the optimality of bounded buffer capital injections (−a,0,b) policies. These policies consist in stopping at the first time when the size of the overshoot below 0 exceeds a certain limit a, and only pay dividends when the reserve reaches an upper barrier b. An exhaustive and explicit characterization of optimal couples buffer/barrier is given via comprehensive structure equations. The optimal buffer is shown never to be of de Finetti (a=0) or Shreve-Lehoczy-Gaver (a=∞) type. The study results in a dichotomy between cheap and expensive equity, based on the cost-of-borrowing parameter, thus providing a non-trivial generalization of the Lokka-Zervos phase-transition Løkka-Zervos (2008). In the first case, companies start paying dividends at the barrier b*=0, while in the second they must wait for reserves to build up to some (fully determined) b*>0 before paying dividends.

Absolute Continuity of Solutions to Reaction-Diffusion Equations with Multiplicative Noise

We prove absolute continuity of the law of the solution, evaluated at fixed points in time and space, to a parabolic dissipative stochastic PDE on L2(G), where G is an open bounded domain in mathbb {R}^{d} with smooth boundary. The equation is driven by a multiplicative Wiener noise and the nonlinear drift term is the superposition operator associated to a real function that is assumed to be monotone, locally Lipschitz continuous, and growing not faster than a polynomial. The proof, which uses arguments of the Malliavin calculus, crucially relies on the well-posedness theory in the mild sense for stochastic evolution equations in Banach spaces.

Uniform Rectifiability and Elliptic Operators Satisfying a Carleson Measure Condition

The present paper establishes the correspondence between the properties of the solutions of a class of PDEs and the geometry of sets in Euclidean space. We settle the question of whether (quantitative) absolute continuity of the elliptic measure with respect to the surface measure and uniform rectifiability of the boundary are equivalent, in an optimal class of divergence form elliptic operators satisfying a suitable Carleson measure condition in uniform domains with Ahlfors regular boundaries. The result can be viewed as a quantitative analogue of the Wiener criterion adapted to the singular \(L^p\) data case. The first step is taken in Part I, where we considered the case in which the desired Carleson measure condition on the coefficients holds with sufficiently small constant, using a novel application of techniques developed in geometric measure theory. In Part II we establish the final result, that is, the “large constant case”. The key elements are a powerful extrapolation argument, which provides a general pathway to self-improve scale-invariant small constant estimates, and a new mechanism to transfer quantitative absolute continuity of elliptic measure between a domain and its subdomains.

Lebesgue spectrum of countable multiplicity for conservative flows on the torus

We study the spectral measures of conservative mixing flows on the 2 2 -torus having one degenerate singularity. We show that, for a sufficiently strong singularity, the spectrum of these flows is typically Lebesgue with infinite multiplicity. For this, we use two main ingredients: (1) a proof of absolute continuity of the maximal spectral type for this class of non-uniformly stretching flows that have an irregular decay of correlations, (2) a geometric criterion that yields infinite Lebesgue multiplicity of the spectrum and that is well adapted to rapidly mixing flows.

Approximate Local Isometries on Spaces of Absolutely Continuous Functions

Let $$\mathrm {AC}(X)$$ be the Banach algebra of all absolutely continuous complex-valued functions f on a compact subset $$X\subset \mathbb {R}$$ with at least two points under the norm $$\left\| f\right\| _{\Sigma }=\left\| f\right\| _\infty +\mathrm {V}(f)$$ , where $$\mathrm {V}(f)$$ denotes the total variation of f. We prove that every approximate local isometry from $$\mathrm {AC}(X)$$ to $$\mathrm {AC}(Y)$$ admits a Banach–Stone type representation as an isometric weighted composition operator. Using this description, we prove that the set of linear isometries from $$\mathrm {AC}(X)$$ onto $$\mathrm {AC}(Y)$$ is algebraically reflexive and 2-algebraically reflexive. Moreover, it is shown that although the topological reflexivity and 2-topological reflexivity do not necessarily hold for the isometry group of $$\mathrm {AC}(X)$$ , but they hold for the sets of isometric reflections and generalized bi-circular projections of $$\mathrm {AC}(X)$$ .

Alternative Cauchy equation in three unknown functions

In this paper we deal with the product of two or three Cauchy differences equaled to zero. We show that in the case of two Cauchy differences, the condition of absolute continuity and differentiability of the two functions involved implies that one of them must be linear, i.e., we have a trivial solution. In the case of the product of three Cauchy differences the situation changes drastically: there exists non trivial {mathcal {C}}^{infty } solutions, while in the case of real analytic functions we obtain that at least one of the functions involved must be linear. Some open problems are then presented.

Integral line-of-sight path following control of magnetic helical microswimmers subject to step-out frequencies

This paper investigates the problem of straight-line path following for magnetic helical microswimmers. The control objective is to make the helical microswimmer to converge to a straight line without violating the step-out frequency constraint. The proposed feedback control solution is based on an optimal decision strategy (ODS) that is cast as a trust-region subproblem (TRS), i.e., a quadratic program over a sphere. The ODS-based control strategy minimizes the difference between the microrobot velocity and an integral line-of-sight (ILOS)-based reference vector field while respecting the magnetic saturation constraints and ensuring the absolute continuity of the control input. Due to the embedded integral action in the reference vector field, the microswimmer will follow the desired straight line by compensating for the drift effect of the environmental disturbances as well as the microswimmer weight.

Takagi–Sugeno Model-Based Reliable Sliding Mode Control of Descriptor Systems With Semi-Markov Parameters: Average Dwell Time Approach

This paper deals with the issue of reliable sliding mode control for descriptor systems with semi-Markov parameters using the Takagi-Sugeno fuzzy model, in which an average dwell time approach is utilized to tackle generic uncertain transition rates (TRs). From the analysis of the inner mechanism of switching singular system, a continuous sliding surface function is proposed. Different from continuity with probability one for stochastic systems, the absolute continuity of system solution is a key point in this paper being ensured for application of the average dwell time approach. Then, the mean-square exponential stability of the obtained sliding mode is analyzed based on two types of uncertain TRs. Moreover, a sliding mode controller is constructed to ensure the reachability condition in finite time. Lastly, the method is verified numerically by a single-link robot arm model.

Quantum algorithmic randomness

Quantum Martin-Löf randomness (q-MLR) for infinite qubit sequences was introduced by Nies and Scholz [J. Math. Phys. 60(9), 092201 (2019)]. We define a notion of quantum Solovay randomness, which is equivalent to q-MLR. The proof of this goes through a purely linear algebraic result about approximating density matrices by subspaces. We then show that random states form a convex set. Martin-Löf absolute continuity is shown to be a special case of q-MLR. Quantum Schnorr randomness is introduced. A quantum analog of the law of large numbers is shown to hold for quantum Schnorr random states.

On the inverse absolute continuity of quasiconformal mappings on hypersurfaces

We construct quasiconformal mappings $f\colon \mathbb{R}^{3} \rightarrow \mathbb{R}^{3}$ for which there is a Borel set $E \subset \mathbb{R}^2 \times \{0\}$ of positive Lebesgue $2$-measure whose image $f(E)$ has Hausdorff $2$-measure zero. This gives a solution to the open problem of inverse absolute continuity of quasiconformal mappings on hypersurfaces, attributed to Gehring. By implication, our result also answers questions of V\"ais\"al\"a and Astala--Bonk--Heinonen.

Support characterization for regular path-dependent stochastic Volterra integral equations

We consider a stochastic Volterra integral equation with regular path-dependent coefficients and a Brownian motion as integrator in a multidimensional setting. Under an imposed absolute continuity condition, the unique solution is a semimartingale that admits almost surely Hölder continuous paths. Based on functional Itô calculus, we prove that the support of its law in Hölder norms can be described by a flow of mild solutions to ordinary integro-differential equations that are constructed by means of the vertical derivative of the diffusion coefficient.

The Dickman–Goncharov distribution

In the 1930s and 40s, one and the same delay differential equation appeared in papers by two mathematicians, Karl Dickman and Vasily Leonidovich Goncharov, who dealt with completely different problems. Dickman investigated the limit value of the number of natural numbers free of large prime factors, while Goncharov examined the asymptotics of the maximum cycle length in decompositions of random permutations. The equation obtained in these papers defines, under a certain initial condition, the density of a probability distribution now called the Dickman–Goncharov distribution (this term was first proposed by Vershik in 1986). Recently, a number of completely new applications of the Dickman–Goncharov distribution have appeared in mathematics (random walks on solvable groups, random graph theory, and so on) and also in biology (models of growth and evolution of unicellular populations), finance (theory of extreme phenomena in finance and insurance), physics (the model of random energy levels), and other fields. Despite the extensive scope of applications of this distribution and of more general but related models, all the mathematical aspects of this topic (for example, infinite divisibility and absolute continuity) are little known even to specialists in limit theorems. The present survey is intended to fill this gap. Both known and new results are given. Bibliography: 62 titles.

A Revisit to Le Cam’s First Lemma

Le Cam’s first lemma is of fundamental importance to modern theory of statistical inference: it is a key result in the foundation of the Convolution Theorem, which implies a very general form of the optimality of the maximum likelihood estimate and any statistic that is asymptotically equivalent to it. This lemma is also important for developing asymptotically efficient tests. In this note we give a relatively simple but detailed proof of Le Cam’s first lemma. Our proof allows us to grasp the central idea by making analogies between contiguity and absolute continuity, and is particularly attractive when teaching this lemma in a classroom setting.

The impact on the properties of the EFGM copulas when extending this family

Several extensions of the family of (bivariate) Eyraud-Farlie-Gumbel-Morgenstern copulas (EFGM copulas) are considered. Some of them are well-known from the literature, others have recently been suggested (copulas based on quadratic constructions, based on some forms of convexity, and polynomial copulas). For each of these extensions we analyze which properties of EFGM copulas are preserved (or even improved) and which are (partly) lost. Such properties can be structural (order theoretical or topological) in nature, or algebraic (symmetry or being a polynomial) or analytic (absolute continuity). Other examples are forms of convexity, quadrant dependence, and symmetry with respect to copula transformations. The last group of properties considered here is related to some dependence parameters.

Convergence in Phi-Variation and Rate of Approximation for Nonlinear Integral Operators Using Summability Process

We investigate the approximation properties of nonlinear integral operators of the convolution type. In this approximation, we use functions of bounded variation based on the appropriate functionals. To get more general results, we consider Bell-type summability methods in the approximation. Moreover, we examine the rate of approximation. Then, using summability methods, we obtain a characterization for absolute continuity. Our examples at the end of the paper clearly demonstrate why we used summability methods rather than convergence in the conventional sense.

Non-compact Quantum Graphs with Summable Matrix Potentials

Let $\mathcal{G}$ be a metric noncompact connected graph with finitely many edges. The main object of the paper is the Hamiltonian ${\bf H}_{\alpha}$ associated in $L^2(\mathcal{G};\mathbb{C}^m)$ with a matrix Sturm-Liouville expression and boundary delta-type conditions at each vertex. Assuming that the potential matrix is summable and applying the technique of boundary triplets and the corresponding Weyl functions, we show that the singular continuous spectrum of the Hamiltonian ${\bf H}_{\alpha}$ as well as any other self-adjoint realization of the Sturm-Liouville expression is empty. We also indicate conditions on the graph ensuring pure absolute continuity of the positive part of ${\bf H}_{\alpha}$. Under an additional condition on the potential matrix, a Bargmann-type estimate for the number of negative eigenvalues of ${\bf H}_{\alpha}$ is obtained. Additionally, for a star graph $\mathcal{G}$ a formula is found for the scattering matrix of the pair $\{{\bf H}_{\alpha}, {\bf H}_D\}$, where ${\bf H}_D$ is the Dirichlet operator on $\mathcal{G}$.

On absolute continuity and singularity of multidimensional diffusions

Consider two laws $P$ and $Q$ of multidimensional possibly explosive diffusions with common diffusion coefficient $\mathfrak {a}$ and drift coefficients $\mathfrak {b}$ and $\mathfrak {b}+ \mathfrak {a}\mathfrak {c}$, respectively, and the law $P^{\circ }$ of an auxiliary diffusion with diffusion coefficient $\langle \mathfrak {c}, \mathfrak {a}\mathfrak {c}\rangle ^{-1}\mathfrak {a}$ and drift coefficient $\langle \mathfrak {c}, \mathfrak {a}\mathfrak {c}\rangle ^{-1}\mathfrak {b}$. We show that $P \ll Q$ if and only if the auxiliary diffusion $P^{\circ }$ explodes almost surely and that $P\perp Q$ if and only if the auxiliary diffusion $P^{\circ }$ almost surely does not explode. As applications we derive a Khasminskii-type integral test for absolute continuity and singularity, an integral test for explosion of time-changed Brownian motion, and we discuss applications to mathematical finance.

Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process

In this paper, using the technique of Malliavin calculus and local time, we establish the absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process.