Motivated by applications to stochastic differential equations, an extension of H{o}rmanders hypoellipticity theorem is proved for second-order degenerate elliptic operators with non-smooth coefficients. The main results are established using point-wise Bessel kernel estimates and a weighted Sobolev inequality of Stein and Weiss. Of particular interest is that our results apply to operators with quite general first-order terms.
We consider Keldysh-type operators, $ P = x_1 D_{x_1}^2 + a (x) D_{x_1} + Q (x, D_{x} ) $, $ x = ( x_1, x) $ with analytic coefficients, and with $ Q ( x, D_{x} ) $ second order, principally real and elliptic in $ D_{x} $ for $ x $ near zero. We show that if $ P u =f $, $ u in C^infty $, and $ f $ is analytic in a neighbourhood of $ 0 $ then $ u $ is analytic in a neighbourhood of $ 0 $. This is a consequence of a microlocal result valid for operators of any order with Lagrangian radial sets. Our result proves a generalized version of a conjecture made by the second author and Lebeau and has applications to scattering theory.
This paper is concerned with solution in H{o}lder spaces of the Cauchy problem for linear and semi-linear backward stochastic partial differential equations (BSPDEs) of super-parabolic type. The pair of unknown variables are viewed as deterministic spatial functionals which take values in Banach spaces of random (vector) processes. We define suitable functional H{o}lder spaces for them and give some inequalities among these H{o}lder norms. The existence, uniqueness as well as the regularity of solutions are proved for BSPDEs, which contain new assertions even on deterministic PDEs.
The commutative ambiguity of a context-free grammar G assigns to each Parikh vector v the number of distinct leftmost derivations yielding a word with Parikh vector v. Based on the results on the generalization of Newtons method to omega-continuous semirings, we show how to approximate the commutative ambiguity by means of rational formal power series, and give a lower bound on the convergence speed of these approximations. From the latter result we deduce that the commutative ambiguity itself is rational modulo the generalized idempotence identity k=k+1 (for k some positive integer), and, subsequently, that it can be represented as a weighted sum of linear sets. This extends Parikhs well-known result that the commutative image of context-free languages is semilinear (k=1). Based on the well-known relationship between context-free grammars and algebraic systems over semirings, our results extend the work by Green et al. on the computation of the provenance of Datalog queries over commutative omega-continuous semirings.
A classical theorem of Herglotz states that a function $nmapsto r(n)$ from $mathbb Z$ into $mathbb C^{stimes s}$ is positive definite if and only there exists a $mathbb C^{stimes s}$-valued positive measure $dmu$ on $[0,2pi]$ such that $r(n)=int_0^{2pi}e^{int}dmu(t)$for $nin mathbb Z$. We prove a quaternionic analogue of this result when the function is allowed to have a number of negative squares. A key tool in the argument is the theory of slice hyperholomorphic functions, and the representation of such functions which have a positive real part in the unit ball of the quaternions. We study in great detail the case of positive definite functions.
We analyse conformal gauge, or isotropic, singularities in cosmological models in general relativity. Using the calculus of tractors, we find conditions in terms of tractor curvature for a local extension of the conformal structure through a cosmological singularity and prove a local extension theorem.