On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion

Introduction 1. Primes in arithmetic progressions 2. The main theorems II.Oscillation theorems for sifting functions 3. The statements 4. Proof of Theorem B2 5. Proof of Proposition 3.1 6. Proof of Proposition 3.2 7. Proof of Theorem C: preliminaries 8. Proof of Theorem C: completion 9. Proof of Theorem Bl 10.Proof of Theorem B3 III.Oscillation theorems for primes 11.Proof of Theorem Al 12. Proof of Theorem A2 13.Proofs of Theorem A3 and Proposition 2.1 I. INTRODUCTION 1. PRIMES IN ARITHMETIC PROGRESSIONSFor x ~ 2 real, q a positive integer, and a an integer coprime to q, let 0 and ~ be defined by (1.1) O(x; q, a) = E logp = qJZq) (1 +~(x; q, a)), p~x p=amodq

Introduction Differential and integral forms of isoperimetric inequalities Proof of Theorem 1.1 A relation between the distribution of a function and its derivative A variational problem The discrete version of Theorem 5.1 Proof of propositions 1.3 and 1.5 A special case of Theorem 1.2 The uniform distribution on the sphere Existence of optimal Orlicz spaces Proof of Theorem 1.9 (the case of the sphere) Proof of Theorem 1.9 (the Gaussian case) The isoperimetric problem on the real line Isoperimetry and Sobolev-type inequalities on the real line Extensions of Sobolev-type inequalities to product measures on $\mathbf{R}^{n}$ References.

Here we shall use the same notations of the original paper. The references to equations, lemmas, propositions, theorems are with respect to the paper unless stated otherwise. The argument provided for the proof of Proposition 3.1 is not complete. It overlooks the fact that the solution 2-form η(x, t) of the problem (3.1) may contain non-trivial (2,0) and (0,2) parts. Hence Proposition 3.1 needs a correction. We thank Gilles Carron for pointing out this oversight in the original proof of Proposition 3.1 and his comments. We also thank Luen-Fai Tam for helpful related discussions. We refer interested reader to [5] for an alternate proof of Theorem 1.2. Since the preservation of the positivity for solution 2-forms solving the problem (3.1) in the paper, without knowing that the 2-form being (1,1)-type, seems elusive (even for the (1,1) part projection of the 2-form solutions) we replace (3.1) with the following initial boundary value problem on (1,1)form η. Let Ω be a smooth bounded domain in M . For a given point p ∈ ∂Ω , let ν be the unit outward normal in a small neighborhood near p. We

In the previous chapter the proof of Theorem 8.4 was reduced to that of Proposition 14. 2′ which is a multivariate version of Proposition 6.2, and whose proof is based on similar ideas. Here I present those notions and inductive hypotheses whose study leads to the proof of Proposition 14. 2′.

2. A RESULT ON NODAL DOMAINS In this section we prove a result on the nodal domains of |φ| which will be needed in our proof of main theorems. We first need to recall the definition of nodal domains. Definition. An open domain D is called the nodal domain of a function f if f (x) = 0 for x ∈ intD and vanishes on the boundary of ∂D. We denote by N(f ) the number of disjoint bounded nodal domains of f . Now we have the following lemma which follows directly from Proposition 2.2 below. We want to thank the referee who provided the clearer proof of Proposition 2.2. Lemma 2.1. Let M be a hypersurface in Rn+1 with constant mean curvature H . Then ind(M) ≥ N(|φ|). (2.1)

The object of the present paper is to give a new set of proofs of some fundamental existence theorems of conformal mapping and potential theory by using the notion of a kernel function introduced by Bergman [2, 3, 4]. The proofs which we present here are a more or less natural outcome of the recent researches done in this theory [5, 6, 7, 11, 12]. Our new attack upon the existence problem has on the one hand the advantage of generality, since it is applicable in the case of partial differential equations of elliptic type and since for functions of several complex variables the theory of the kernel function is well developed, while on the other hand the approach is simple and elementary in comparison with, say, the method using the Dirichlet principle. For potential theory and conformal mapping in multiply-connected plane domains, our proof is probably as simple as any known, and even for simply-connected domains the method has the advantage that it is based on a general theory rather than upon special artifices. A further point which we gain is that the kernel functions associated with the various norms of function theory and elliptic partial differential equations are well adapted to numerical computation, in view of their relation to orthogonal functions, so that we obtain at one and the same time an existence proof and a computational algorithm. The most serious drawback in our method is, perhaps, that we must make assumptions upon the smoothness of the boundary of the domains we consider, so that the general case is reached only after a topological approximation argument is given. From the broader point of view, our treatment is important in that it yields a unified attack upon various existence problems. An extensive class of existence theorems of function theory of one or more variables and of partial differential equations of elliptic type can be developed using one basic procedure. This procedure can be outlined as follows. We set up the reproducing kernel function in a given function space by solving a suitable extremal problem, or alternatively by means of orthogonal functions, and we investigate the scalar product of the kernel function with what may be described as the fundamental singularity associated with this space. A local argument is used to study the behavior of this scalar product as the infinity of the fundamental singularity crosses the boundary of the domain of definition of the functions in our class, and the desired existence theorems follow from the geometric properties thus obtained. The local investigations depend in a general way upon a knowledge of our problem in simple domains, such as, for example, the unit circle.

David Rees completed his Cambridge undergraduate studies in mathematics in summer 1939; in his first three months of postgraduate work in autumn 1939, he produced a characterization of completely 0-simple semigroups. War then intervened: he worked until the end of the war at Bletchley Park, the British codebreaking centre in Buckinghamshire, where he was part of a team that broke the Enigma code regularly for some critical months during 1940. After the war, he first worked at Manchester University, but moved to Cambridge University in 1948. In the immediate post-war period, he continued with research into semigroups and non-commutative algebra. His first paper was very influential, and he is considered by semigroup theorists to be one of the founding fathers of their subject. At Cambridge, after attending a seminar by Douglas Northcott, Rees changed the focus of his research to commutative Noetherian rings. During an extraordinarily productive period between 1954 and 1961, he produced a string of far-reaching, foundational and deep ideas and results of lasting significance. Highlights include reductions of ideals, his Valuation Theorem, the theory of grade, the graded rings that are nowadays known as ‘Rees rings’, the Artin–Rees Lemma and his characterization of local rings whose completions have zero nilradical. Rees was appointed to the Chair of Pure Mathematics at the University of Exeter in 1958 and elected FRS in 1968. He was awarded the Polya Prize of the London Mathematical Society, and an Honorary DSc by the University of Exeter, in 1993. David Rees was born and brought up in Abergavenny; he was the fourth of five children of Gertrude (née Powell) and (another) David Rees, a corn merchant. The family lived above David's father's corn shop. There is history of both longevity and mathematical ability in David Rees's father's line: his father died at the age of 88, three of his siblings had 90th birthdays and one of his great-great-grandfathers was the Reverend Thomas Rees (1774–1858), a well-known non-conformist minister, who, according to one obituarist, was considered to be the best mathematician in Wales in 1802. David Rees was educated at King Henry VIII Grammar School in Abergavenny. At the time, the school had an excellent headmaster, Wyndham Newcombe, who was also a very good teacher of mathematics. Rees's early teenage years were affected by ill health, and he was absent from school for several terms. During those periods of illness, he studied at home independently, and his mother, armed with lists from the young David, became one of the best customers of the Abergavenny public library. This diligence stood him in good stead when he was able to return to normal schooling: under the guidance of mathematics master L. F. Porter, he was able to catch up quickly with his mathematics. He did rather well in School Certificate examinations in 1934 and 1936, and was awarded a State Scholarship and admission to Sidney Sussex College, Cambridge, where his studies were supervised by Gordon Welchman. Rees started as a Commoner, but was made an Exhibitioner after one year and, after he had come top in the Preliminary Examination for Part II at the end of his second year, he was made a Scholar. Rees was persuaded to take Parts IIB and III together in 1939, and another candidate, Hermann Bondi, with whom he had a friendly rivalry and who only had to take Part IIB at that time, managed to just beat him into second place. Rees began postgraduate work in September 1939, without a proper supervisor, but inspired by ‘wonderful lectures’ by Philip Hall. In the autumn of 1939, he had a rather successful three months, during which he produced a characterization of completely 0-simple semigroups. Here are the relevant definitions. Let S be a semigroup, with operation written multiplicatively. A (two-sided) ideal of S is a non-empty subset A of S such that a s ∈ A and s a ∈ A for all a ∈ A and s ∈ S . A zero element of S is a (necessarily uniquely determined) element 0 ∈ S such that 0 s = 0 = s 0 for all s ∈ S . The semigroup S with zero is called 0-simple if { 0 } and S are its only ideals and there exist s , t ∈ S such that s t ≠ 0 . The semigroup S is said to be completely 0-simple if it is 0-simple and has a non-zero idempotent element e such that the only idempotent f ∈ S for which e f = f e = f ≠ 0 is e itself. Paper [1] was submitted in early May 1940, and represents a very successful start by Rees to postgraduate research. Given Rees's intensive work at Bletchley Park from December 1939 (see §3), most of the work for [1] must have been completed in Rees's first three months of research. In that paper, Rees does thank ‘Mr. P. Hall, both for his encouragement, while this paper was being written, and his very considerable assistance in preparing the paper for publication’. It should be noted that paper [1] is explicitly mentioned in the citation that accompanied David Rees's election as FRS. The phrases ‘Rees matrix semigroup’ and ‘Rees Theorem’ ensure that his name will live on among the semigroup community. By summer 1939, Gordon Welchman had been appointed to work at Bletchley Park, the British codebreaking centre in Buckinghamshire. In December 1939, Welchman knocked on the door of Rees's college rooms to tell him that he had a job for him to do. Rees naturally wanted to know details, but Welchman refused to elaborate, and only after prompting did he tell Rees to meet him a few days later at Bletchley railway station. Rees did so, and in this way was recruited to a team of codebreakers in Hut 6 at Bletchley Park. Welchman recruited several other young mathematicians he knew from Cambridge, including some he had taught at Sidney Sussex College. Even in later life after the veil of secrecy that covered the war-time exploits of Bletchley Park had been lifted, David Rees did not like to talk about his time there. However, it is now clear that he was part of a team that broke the Enigma code regularly for some critical months during the summer and autumn of 1940. The German operators of the Enigma machines were told which three of the five available rotors and which settings to use each day, but they had to choose the initial positions of the rotors and indicate their choices by means of the first three letters of their initial messages. John Herivel, who had also been recruited to Bletchley Park from Sidney Sussex College by Welchman, predicted in February 1940 that some German operators, when tired or stressed, might use short cuts that could be exploited by the Bletchley Park codebreakers. For three months, this lateral thinking by Herivel produced no result; but in May 1940 some of the German operators began to make the predicted mistakes, and David Rees and his fellow codebreakers were able to use the technique known as the ‘Herivel tip’ to break Enigma ciphers for some critical months from May 1940. Herivel has written an account 〈7〉 of the Herivel tip and related matters, in which he attributes the first successful use of the tip to David Rees: see 〈7, pp. 118–119〉. Interestingly, the same book contains a reproduction of a statement by David Rees about the Herivel tip in which he declared that he did not recollect being the person responsible for the first successful use of it, although he conceded that ‘it is possible that my memory is at fault’; see 〈7, p. 122〉. What is not in doubt is that the first successful use of the Herivel tip resulted in much rejoicing, shouting and standing on chairs. Rees thought very highly of Herivel's idea: he described it as ‘brilliant’ in the above-mentioned statement 〈7, p. 122〉; and he is quoted in 〈7, p. 11〉 as having said, in 2000, that ‘of course, the Herivel tip was one of the seminal discoveries of the Second World War’. Rees told the present author in 2007 that, in his opinion, Herivel did not receive the recognition that he deserved. In late 1941, David Rees was seconded to the Enigma Research Section at Bletchley Park, run by Dillwyn (‘Dilly’) Knox, and where the Abwehr Enigma used by the German Secret Service was broken. The so-called ‘Double Cross Committee’ used captured German agents to persuade Hitler that the D-Day landings would be south of Calais rather than in Normandy. It is said that, without the break into the Abwehr Enigma, British intelligence officers could not have known that the deception was working. David Rees subsequently moved to the ‘Newmanry’, the department at Bletchley Park led, for the second half of the war, by M. H. (Max) Newman, for which the first Colossus computer was constructed to assist with codebreaking. The list of subsequently famous mathematicians whom David Rees encountered during his service at Bletchley Park includes A. O. L. Atkin, I. J (Jack) Good, J. A. (Sandy) Green (who worked at Bletchley Park as a teenager), Peter Hilton, Max Newman, G. B. Preston and Shaun Wylie. Sandy Green and Peter Hilton were later to become coauthors of mathematical papers with David Rees, and Rees's third paper [3] (written after the war) was about a paper by Jack Good. There are now available in print numerous articles detailing aspects of the war-time exploits at Bletchley Park; two recent ones are The Guardian's obituary of Peter Hilton 〈23〉 and the Royal Society's Biographical Memoir about William Tutte 〈31〉. Following the end of the war, David Rees resumed his academic studies, and soon found himself working under Max Newman in a different context: he was appointed in 1945 to an Assistant Lectureship in the Department of Mathematics at Manchester University, and Newman was the head of that department. Rees remained at Manchester until 1948, when he was appointed to a University Lectureship at Cambridge; in 1949 he was appointed to a Fellowship at Downing College. He worked in semigroup theory and non-commutative algebra while at Manchester, and continued with these themes for his first years as a Cambridge don. He was very pleased with his joint paper [8] (with Sandy Green) from this time; in it they considered, for positive integers n and r with r ⩾ 2 , the semigroup S n , r (again written multiplicatively) generated by n elements in which each element x satisfies x r = x , but which is otherwise free, and they showed that the question as to whether S n , r is finite is intimately related to Burnside's Conjecture in group theory. Recall that the latter conjecture for r is the statement that, for all n > 0 , the group B n r generated by n elements in which each element x satisfies x r = e , but which is otherwise free, is finite. A striking result from the Green–Rees paper [8] is that the Burnside conjecture for r is true if and only if S n , r + 1 is finite for all n > 0 . David Rees wrote just five papers on semigroup theory, but their influence on the development of that subject has been very substantial. Interested readers might like to consult the tribute 〈11〉 to Rees in Semigroup Forum, where he is described as ‘one of the pioneers of semigroup theory’, as ‘one of the subject's founding fathers’, and as having ‘laid the foundations for a number of important avenues of future research’. However, as David Rees published about forty papers in commutative algebra, it is appropriate that the majority of this obituary be devoted to his contributions to that field. Another addition to the Mathematics faculty at Cambridge in 1948 was Douglas G. Northcott, who had spent 21 post-war months in Princeton, where he had been greatly stimulated by a seminar with the title ‘Valuation theory’ run by Emil Artin and Claude Chevalley, and by much informal guidance from Artin. Northcott returned to Cambridge having become a dedicated algebraist (his PhD work concerned a theory of integration for functions with values in a Banach space). In Princeton, Northcott had, at Artin's suggestion, studied the famous paper 〈28〉 by Weil, and, as a consequence, began to work in the algebra underlying what some refer to as the ‘pre-Grothendieck’ era of algebraic geometry. Thus Northcott became a commutative algebraist. Back in Cambridge, Northcott organized a very successful working seminar on Weil's book 〈29〉. David Rees was a member of the audience, and he was so inspired by the seminar that he too became a commutative algebraist. (Another aspect of Northcott's seminar that was life-changing for Rees was the presence in the audience of Joan Cushen: David and Joan were married in 1952.) David Rees's transition from semigroup theory was gradual and his first paper in commutative algebra ([9], written jointly with Northcott) only appeared in 1954. That paper is central to the next section. Paper [9], written jointly with Douglas Northcott, is, by a long way, David Rees's most-cited research paper: Mathematical Reviews records more than 200 citations of it. It introduced the notion of reductions of ideals. This concept and the related concept of integral closure have had a major influence on research in commutative algebra in the more than 60 years since they were introduced; indeed, even in the present century, hardly a top-level international conference in commutative algebra passes without there being several mentions of reductions. Let b and a be proper ideals of R. The ideal b is said to be a reduction of a if b ⊆ a and there exists s ∈ N 0 (the set of non-negative integers) such that b a s = a s + 1 . One can view such a b as an approximation to a that nevertheless retains some of the properties of a: for example, a prime ideal p of R is a minimal prime ideal of b if and only if it is a minimal prime ideal of a, and when that is the case, the multiplicity of b corresponding to p is equal to the multiplicity of a corresponding to p. (The multiplicity of a corresponding to its minimal prime ideal p is the multiplicity e ( a R p of the ideal a R p of the R p The for the of reduction to David Rees while he was thinking about so-called ideals in a graded S = n ∈ N 0 S n that is as an algebra S 0 , by elements of S + = n ∈ N S n N the set of positive A = n ∈ N A n be a graded ideal of R generated by elements of Rees noted that A n = S n for all n is, A is if and only if there exists ∈ N 0 such that A ( S + = ( S + + 1 . This to the of the concept of The between reductions and integral can be as Let b ⊆ a be ideals of R. b is a reduction of a if and only if each element of a is on the set J of all ideals of R that have b as a reduction has a b b is the of the of and this ideal b is the set of all elements of R that are on The ideal b is called the integral closure of it has the that the ideals of R that have b as a reduction are those between b and b . that b is if b = b . The ideal b is said to be a minimal reduction of a if b is a reduction of a and there is no reduction of a with b (the of is written under the that R is a local with and so that will be in until also will the ideal of Rees and Northcott the ( a of this to be equal to the of ( a ( a , where ( a the graded ∈ N 0 a a + 1 of that reduction of a at ( a that a reduction of a is a minimal reduction of a if and only if it can be generated by ( a and that each reduction of a contains a minimal reduction of Thus all minimal of all minimal reductions of a have ( a on to that ( a can be as 1 , , t ∈ a are said to be in a ∈ N and f ∈ R 1 , , t (the of R in t is a of such that f ( 1 , , t ∈ a , then all the of f in if b is a reduction of a, ( b b = t and { 1 , , t } is a minimal set for it that b is a minimal reduction of a if and only if 1 , , t are in ( a is equal to the number of elements of a that are in a, and a ( a ( a a . mentioned the in the of the of reduction and integral closure in the 60 years since Rees and Northcott published are very and related have been studied in The can some of the influence that these ideas of Rees and Northcott have had, and to in commutative algebra by the book by and on integral That book is dedicated to and David a of and about of Rees's contributions to commutative algebra. In this in which to of the commutative Noetherian some graded rings used by Rees to good these rings are to as ‘Rees and Rees A between graded rings is an that There is an between R a and R ( a . that the graded R ( a a R ( a is to the graded ( a = ∈ N 0 a a + 1 of The R ( a is also called the up of this has its in the that the of R ( a is the underlying the by up ( R with to The of R a , 1 is and Rees used to very good the that, for an ∈ N 0 , the of the graded ideal R a , 1 of R a , 1 is just a . In other R a , 1 R = a . By means of this Rees was able to some about of an ideal in a Noetherian to the where the ideal is and generated by a In that case, are The of Theorem, on the in Rees his use of the above that R is r ∈ = 1 a , then there exists a ∈ a such that r = a r . first with the where a is the ideal R generated by a r ∈ = 1 a , for each ∈ N , r = s for some s ∈ R . s = s + 1 for all ∈ N , since is a in R. R s 1 ⊆ R s 2 ⊆ ⊆ R s ⊆ , and so there exists ∈ N such that R s = R s + 1 . Thus s + 1 = s b for some b ∈ R , from which see that s = s + 1 = s ( b , with b ∈ R . r = s = ( b s = ( b r . In the case, the Rees S = R a , 1 , and set = 1 , a of that Let r ∈ = 1 a . r ∈ = 1 S , and, by the first of this can r = f r for some f ∈ S . f = = b , where b ∈ a for all = , , . of 0 to see that r = b 1 r , and that b 1 ∈ a . In the same paper Rees also a of what is now known as Artin–Rees That also the Rees Lemma (The Artin–Rees Lemma Lemma that R is Let a , b be two ideals of R. there exists ∈ N such that a n b = a n ( a b for all n ⩾ . S = R a , 1 , the Rees of a, and B = b R , 1 S , an ideal of Thus an element = r of R , 1 to B if and only if r ∈ a b for all = , , . B is a graded ideal of the Noetherian and so has a finite set of { b 1 1 , , b } where b ∈ a b for all = 1 , , . Let = { 1 , , } . a n b = a n ( a b for all n ⩾ . (The might it to that ( a b a n ⊆ ( a + 1 b a n ( + 1 for integers n , with 0 n David Rees the name of the as David had his of the in but he did not it for until May paper appeared in in the very in which Emil Artin at a conference in about his of the same and result; M. was to as to who should receive the and that ‘it is the Artin–Rees There is a of the for which that if N is a of a generated then there exists ∈ N such that a n N = a n ( a N for all n ⩾ . This result means that the on N by the on is the on The might like to consult well as being well to the of of a ideal a of the Rees R a , 1 can be used to the integral of the of a, it that R a , 1 R = a for each ∈ N 0 = 1 However, Rees's Valuation Theorem, which is the subject of the next also about the integral of of In a of papers published during an productive period from to David Rees what he called his ‘Valuation which can be as the integral of the of an ideal a of R in of uniquely rings are nowadays to as Rees rings’, while the are called Rees related to the Rees is the as a be a proper ideal of the R. The of a is the a R N 0 { } for which Lemma and Lemma the of for each r ∈ R , the The name is in recognition of P. of the of the theory of ideals in work had a influence on The of the and the of integral closure can be in to the where the underlying A is not and the of Lemma see for a ∈ N 0 , an ideal of A and a , a ∈ A , one can that, if a ∈ , then ( a ⩾ , while if ( a > , then a ∈ . For the statement of Rees's Valuation Theorem, the concept of of including in the where R is not a For properties of and the the is to a of the of the R R p for some minimal prime ideal p of R and a of the of R p that is non-negative on R p . the values of and in { } that, for an r ∈ R , have ( r = if and only if r ∈ p . Valuation that R is Let a be a proper ideal of R. there exist 1 , , of R the of and positive integers e 1 , , e , such that the Rees come in an that their are that, in a ideal is and the Theorem, the statement of which the concept of is an integral such that for each prime ideal p of of the p is a = p ∈ ( , p = 1 p each non-zero a ∈ to only of the prime ideals of of (The that R is that R is an integral its integral closure R is a This result is to in the where R is local and to M. in the that R not be In the about the can be used to Rees's Valuation Theorem, will be on the where R is a in that it is to see where the Rees come A in the of the Valuation from a Noetherian to a commutative Noetherian R is the that, for an ideal a of R and r ∈ R , have r ∈ a if and only if r + p ∈ a + p p for each minimal prime ideal p of R. a of Lemma is related to the integral of of have noted in the that if r ∈ a for a ∈ N , then a ( r ⩾ the Valuation can be used to the statement in Noetherian R. for ∈ N and r ∈ R , it is the that r ∈ a if and only if a ( r ⩾ . This of the Valuation is in such as to about whether two ideals a , b of R are that is, such that a s = b t for some s , t ∈ N . Rees thought that was his best paper, but another of which he was and in which also was In that, he a that had been by in and was related to The latter can be as if S the of in n a and if is a of the of of S that contains must the S be generated In the if is a generated of a and S is a generated integral whose of contains must the S be generated himself in that if the of is 1 or then S is generated In Rees constructed an that showed that the to is For he used and very an Rees the of a of the ideal a on was by in The concept of grade, to the theory of is also to David 1 , , t in R are said to a if they a proper ideal and ( ( 1 , , 1 = ( 1 , , 1 for all = 1 , t . (The of this when = 1 is as ( 0 1 = 0 , that is, 1 is a on In Rees that, for a proper ideal a of each in a has equal to the such that R ( R a , R ≠ 0 . all in a have the same and Rees this to be the of His him to quickly that

Introduction. 1.1 Linear Time-Invariant Systems. 1.2 Nonlinear Systems. 1.3 Equilibrium Points. 1.4 First-Order Autonomous Nonlinear Systems. 1.5 Second-Order Systems: Phase-Plane Analysis. 1.6 Phase-Plane Analysis of Linear Time-Invariant Systems. 1.7 Phase-Plane Analysis of Nonlinear Systems. 1.8 Higher-Order Systems. 1.9 Examples of Nonlinear Systems. 1.10 Exercises. Mathematical Preliminaries. 2.1 Sets. 2.2 Metric Spaces. 2.3 Vector Spaces. 2.4 Matrices. 2.5 Basic Topology. 2.6 Sequences. 2.7 Functions. 2.8 Differentiability. 2.9 Lipschitz Continuity. 2.10 Contraction Mapping. 2.11 Solution of Differential Equations. 2.12 Exercises. Lyapunov Stability I: Autonomous Systems. 3.1 Definitions. 3.2 Positive Definite Functions. 3.3 Stability Theorems. 3.4 Examples. 3.5 Asymptotic Stability in the Large. 3.6 Positive Definite Functions Revisited. 3.7 Construction of Lyapunov Functions. 3.8 The Invariance Principle. 3.9 Region of Attraction. 3.10 Analysis of Linear Time-Invariant Systems. 3.11 Instability. 3.12 Exercises. Lyapunov Stability II: Nonautonomous Systems. 4.1 Definitions. 4.2 Positive Definite Functions. 4.3 Stability Theorems. 4.4 Proof of the Stability Theorems. 4.5 Analysis of Linear Time-Varying Systems. 4.6 Perturbation Analysis. 4.7 Converse Theorems. 4.8 Discrete-Time Systems. 4.9 Discretization. 4.10 Stability of Discrete-Time Systems. 4.11 Exercises. Feedback Systems. 5.1 Basic Feedback Stabilization. 5.2 Integrator Backstepping. 5.3 Backstepping: More General Cases. 5.4 Examples. 5.5 Exercises. Input-Output Stability. 6.1 Function Spaces. 6.2 Input-Output Stability. 6.3 Linear Time-Invariant Systems. 6.4 Lp Gains for LTI Systems. 6.5 Closed Loop Input-Output Stability. 6.6 The Small Gain Theorem. 6.7 Loop Transformations. 6.8 The Circle Criterion. 6.9 Exercises. Input-to-State Stability. 7.1 Motivation. 7.2 Definitions. 7.3 Input-to-State Stability (ISS) Theorems. 7.4 Input-to-State Stability Revisited. 7.5 Cascade Connected Systems. 7.6 Exercises. Passivity. 8.1 Power and Energy: Passive Systems. 8.2 Definitions. 8.3 Interconnections of Passivity Systems. 8.4 Stability of Feedback Interconnections. 8.5 Passivity of Linear Time-Invariant Systems. 8.6 Strictly Positive Real Rational Functions. Exercises. Dissipativity. 9.1 Dissipative Systems. 9.2 Differentiable Storage Functions. 9.3 QSR Dissipativity. 9.4 Examples. 9.5 Available Storage. 9.6 Algebraic Condition for Dissipativity. 9.7 Stability of Dissipative Systems. 9.8 Feedback Interconnections. 9.9 Nonlinear L2 Gain. 9.10 Some Remarks about Control Design. 9.11 Nonlinear L2-Gain Control. 9.12 Exercises. Feedback Linearization. 10.1 Mathematical Tools. 10.2 Input-State Linearization. 10.3 Examples. 10.4 Conditions for Input-State Linearization. 10.5 Input-Output Linearization. 10.6 The Zero Dynamics. 10.7 Conditions for Input-Output Linearization. 10.8 Exercises. Nonlinear Observers. 11.1 Observers for Linear Time-Invariant Systems. 11.2 Nonlinear Observability. 11.3 Observers with Linear Error Dynamics. 11.4 Lipschitz Systems. 11.5 Nonlinear Separation Principle. Proofs. Bibliography. List of Figures. Index.

Multivariate steepest ascent method based on latent variables

Singularities of linear complex differential equations is a subject with a long history. New methods, often of an algebraic nature, have kept the subject youthful and growing. In this chapter we treat the asymptotic theory of divergent solutions and the more refined theory of multisummation of those solutions. The theory of multisummation has been developed by many authors, such as W. Baiser, B.L.J. Braaksma, J. Écalle, W.B. Jurkat, D. Lutz, M. Loday-Richaud, B. Malgrange, J. Martinet, J.-R Ramis, and Y. Sibuya. Excellent bibliographies can be found in [177] and [180]. Our aim is to give a complete proof of the multisummation theorem, based on what is called “the Main Asymptotic Existence Theorem” and some sheaf cohomology. In particular, the involved analytic theory of Laplace and Borel transforms has been avoided. However, the link between the cohomology groups and the Laplace and Borel method is made transparent in examples. This way of presenting the theory is close to that of Malgrange [195].

In this paper, we use an asymptotic analysis similar to the sphere-packing argument in the proof of Shannon's channel capacity theorem to derive optimal provisioning requirements for networks with both static and dynamic provisioning. We consider an TV-user shared-link model where W <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">s</sub> wavelengths are statically assigned to each user, and a common pool of W <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">d</sub> wavelengths are available to all users. We derive the minimum values of W <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">s</sub> and W <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">d</sub> required to achieve asymptotically non-blocking performance as the number of users N becomes large. We show that it is always optimal to statically provision at least enough wavelengths to support the mean of the traffic. We then consider allowing the shared wavelengths W <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">d</sub> to be switched in groups (or wavebands) rather than on an individual basis, and show that by employing waveband switching, a link with only a few switches per user can achieve the same performance as a link provisioned with unlimited switches per user using only marginally more wavelengths. We also derive the optimal band size and wavelengths required. Finally, we discuss adaptation of these results to the case of a finite and small number of users.

We give a proof of the Homotopy Transfer Theorem following Kadeishvili's original strategy. Although Kadeishvili originally restricted himself to transferring a dg algebra structure to an $A_\infty$-structure on homology, we will see that a small modification of his argument proves the general case of transferring any kind of $\infty$-algebra structure along a quasi-isomorphism, under weaker hypotheses than existing proofs of this result.

The article deals with the presentation of some results obtained in the study of algebraic equations with complex coefficients from a complex variable in a unitary space. In the orthonormal basis, two vectors are introduced, which are called the vector of root and the vector of coefficients of an algebraic polynomial. With the help of these vectors, an algebraic polynomial is represented as a scalar product of them in an orthonormal basis. The criterion of linear independence of a set of root vectors is formulated and proved. A Theorem is formulated and proved that the maximum number of simple roots of an algebraic polynomial is one less than the dimension of a unitary space. A generalization of Vieta’s Theorem is obtained and new formulas connecting the coefficients of an algebraic polynomial with its roots are derived. The general case of an algebraic polynomial is considered, when some of its coefficients may be equal to zero. Two orthogonal vector systems from combinations of coefficients of an algebraic polynomial are introduced. Their properties have been studied. The shortest algebraic proof of the fundamental Theorem of algebra among the known proofs is given, which does not go beyond the concepts of the algebra of polynomials and uses the scalar product of vectors in a unitary space, as well as one property of a two-place predicate from mathematical logic. The results of this work can also be used in the educational process in the algebra course.

The purpose of this paper has twofold. The first is to establish a second main theorem with truncated counting functions for algebraically nondegenerate meromorphic mappings into an arbitrary projective variety intersecting a family of hypersurfaces in subgeneral position. In our result, the truncation level of the counting functions is estimated explicitly. Our result is an extension of the classical second main theorem of H. Cartan, also is a generalization of the recent second main theorem of M. Ru and improves some recent results. The second purpose of this paper is to give another proof for the second main theorem for the special case where the projective variety is a projective space, by which the truncation level of the counting functions is estimated better than that of the general case.

A new approach to choosing initial points in local search