The Toda hierarchy and the KdV hierarchy

The Toda hierarchy of size $N$ is well known to be analogous to the KdV hierarchy at $N$ goes to infinity. This paper shows that given $f$ a periodic function, there is a canonical way of defining the initial data for the Toda lattice equations so that the evolution of this data under the Toda lattice hierarchy looks asymptotically like the evolution of $f$ under the KdV hierarchy. Further, the conserved quantities of $f$ and those of the Toda hierarchy match.Comment: AMSTe

A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one dimensional diffusions.

We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising, for instance, in finance and economics. The underlying process is a strong solution of a one-dimensional, time-homogeneous stochastic differential equation (SDE). The proof relies on both analytic and probabilistic arguments and is based on a contradiction scheme inspired by the maximum principle in partial differential equations theory. Mild, local regularity of the coefficients of the SDE and smoothness of the gain function locally at the boundary are required

Spontaneous Resonances and the Coherent States of the Queuing Networks

We present an example of a highly connected closed network of servers, where the time correlations do not go to zero in the infinite volume limit. This phenomenon is similar to the continuous symmetry breaking at low temperatures in statistical mechanics. The role of the inverse temperature is played by the average load.Comment: 3 figures added, small correction

Rigidity of minimal submanifolds in hyperbolic space

We prove that if an $n$-dimensional complete minimal submanifold $M$ in hyperbolic space has sufficiently small total scalar curvature then $M$ has only one end. We also prove that for such $M$ there exist no nontrivial $L^2$ harmonic 1-forms on $M$

Simple Systems with Anomalous Dissipation and Energy Cascade

We analyze a class of linear shell models subject to stochastic forcing in finitely many degrees of freedom. The unforced systems considered formally conserve energy. Despite being formally conservative, we show that these dynamical systems support dissipative solutions (suitably defined) and, as a result, may admit unique (statistical) steady states when the forcing term is nonzero. This claim is demonstrated via the complete characterization of the solutions of the system above for specific choices of the coupling coefficients. The mechanism of anomalous dissipations is shown to arise via a cascade of the energy towards the modes ($a_n$) with higher $n$; this is responsible for solutions with interesting energy spectra, namely \EE |a_n|^2 scales as $n^{-\alpha}$ as $n\to\infty$. Here the exponents $\alpha$ depend on the coupling coefficients $c_n$ and \EE denotes expectation with respect to the equilibrium measure. This is reminiscent of the conjectured properties of the solutions of the Navier-Stokes equations in the inviscid limit and their accepted relationship with fully developed turbulence. Hence, these simple models illustrate some of the heuristic ideas that have been advanced to characterize turbulence, similar in that respect to the random passive scalar or random Burgers equation, but even simpler and fully solvable.Comment: 32 Page

Complete characterization of convergence to equilibrium for an inelastic Kac model

Pulvirenti and Toscani introduced an equation which extends the Kac caricature of a Maxwellian gas to inelastic particles. We show that the probability distribution, solution of the relative Cauchy problem, converges weakly to a probability distribution if and only if the symmetrized initial distribution belongs to the standard domain of attraction of a symmetric stable law, whose index $\alpha$ is determined by the so-called degree of inelasticity, $p>0$, of the particles: $\alpha=\frac{2}{1+p}$. This result is then used: (1) To state that the class of all stationary solutions coincides with that of all symmetric stable laws with index $\alpha$. (2) To determine the solution of a well-known stochastic functional equation in the absence of extra-conditions usually adopted

Continuum limit of the Volterra model, separation of variables and non standard realizations of the Virasoro Poisson bracket

The classical Volterra model, equipped with the Faddeev-Takhtadjan Poisson bracket provides a lattice version of the Virasoro algebra. The Volterra model being integrable, we can express the dynamical variables in terms of the so called separated variables. Taking the continuum limit of these formulae, we obtain the Virasoro generators written as determinants of infinite matrices, the elements of which are constructed with a set of points lying on an infinite genus Riemann surface. The coordinates of these points are separated variables for an infinite set of Poisson commuting quantities including $L\_0$. The scaling limit of the eigenvector can also be calculated explicitly, so that the associated Schroedinger equation is in fact exactly solvable.Comment: Latex, 43 pages Synchronized with the to be published versio

First-passage and extreme-value statistics of a particle subject to a constant force plus a random force

We consider a particle which moves on the x axis and is subject to a constant force, such as gravity, plus a random force in the form of Gaussian white noise. We analyze the statistics of first arrival at point $x_1$ of a particle which starts at $x_0$ with velocity $v_0$. The probability that the particle has not yet arrived at $x_1$ after a time $t$, the mean time of first arrival, and the velocity distribution at first arrival are all considered. We also study the statistics of the first return of the particle to its starting point. Finally, we point out that the extreme-value statistics of the particle and the first-passage statistics are closely related, and we derive the distribution of the maximum displacement $m={\rm max}_t[x(t)]$.Comment: Contains an analysis of the extreme-value statistics not included in first versio

Probabilistic study of the speed of approach to equilibrium for an inelastic Kac model

This paper deals with a one--dimensional model for granular materials, which boils down to an inelastic version of the Kac kinetic equation, with inelasticity parameter $p>0$. In particular, the paper provides bounds for certain distances -- such as specific weighted $\chi$--distances and the Kolmogorov distance -- between the solution of that equation and the limit. It is assumed that the even part of the initial datum (which determines the asymptotic properties of the solution) belongs to the domain of normal attraction of a symmetric stable distribution with characteristic exponent \a=2/(1+p). With such initial data, it turns out that the limit exists and is just the aforementioned stable distribution. A necessary condition for the relaxation to equilibrium is also proved. Some bounds are obtained without introducing any extra--condition. Sharper bounds, of an exponential type, are exhibited in the presence of additional assumptions concerning either the behaviour, near to the origin, of the initial characteristic function, or the behaviour, at infinity, of the initial probability distribution function