Mathematical Institute
of the Academy of Sciences of the Czech Republic

Evaluation of the Institutional Research Plan and Results of Research, 2000

Institutional Research Plan

The institutional research plan has been drafted in accordance with the governmental rules as a proposal of a long-term development of the research areas in the organization, a relevant development of background and infra-structure, including ”observation research” and education of young scientists, granting a stability for research workers (scientific teams) to a rational extent.

1. Title and identification code of the research plan

Complex Development of All Branches of Mathematics with Regard to the Needs of Physics and Technology

CEZ:A05/98:Z1-019-9-ii

2. Title, identification number and type of research institution

Mathematical Institute of the Academy of Sciences of the Czech Republic, Ident. No. 67985840, a partially budget-funded organization

3. Manager of the research plan

Karel Segeth, Doc., RNDr., CSc.

4. Duration of the research plan

1999-2003 (extended by one year, till 2004)

5. Objectives of research

Annotation

Development of the knowledge basis in real and functional analysis, mathematical and numerical analysis, theory of ordinary and partial differential equations, differential geometry, topology, mathematical statistics, mathematical logic, and complexity theory. A special regard is devoted to the general and complex development that only can guarantee a full and general progress in mathematical cognition. The cultivation of a single mathematical branch cannot play a positive role in the development of mathematics as a science entity.

Some of the specific research topics are stimulated by the progress of investigation in physics and technology and will be directly presented as application outputs. The other topics are concentrated to the inner needs of the complex development of mathematics as an integral science discipline.

Key words

real analysis; functional analysis; mathematical analysis; numerical analysis; theory of differential equations; differential geometry; topology; mathematical statistics; mathematical logic; complexity theory; applications of mathematics

Subject codes according to CEZ

BA, BK

6. A detailed proposal of the research plan

Since the research is purely basic and theoretical and has been successfully carried out for a number of years (with possible applications) no time stages can be planned.

a) Real and probabilistic analysis. Didactics of mathematics

In real analysis, problems of the general theory of nonabsolutely convergent integrals based on classical integral sums are investigated especially from the viewpoint of convergence results and the topological structure of convergence in the space of primitives. Results on integration are applied to problems for ordinary differential equations, and integral equations in a general setting.

The main topics concerning probabilistic analysis are concentrated on stochastic differential equations. Mainly the asymptotic behaviour of probabilistic distributions induced by stochastic equations are studied, problems concerning stability are a special part of this research. Attention is paid to ergodic and adaptive control of stochastic control systems.

In both parts (the real as well as the probabilistic one) special attention will be paid to the case of processes having values in infinite dimensions.

Simultaneously a research is carried out in stochastic geometry. The spatial distribution of random closed set components is examined by means of distance analysis and by means of Voronoi tessellations generated by them. An extensive database of tessellations produced by pseudo-hard-core, hard-core and cluster point fields is exposed on the Internet. Several applications in materials science and life sciences are systematically developed.

Qualitative theory of linear Hamiltonian differential systems with applications in oscillation and spectral theory of Sturm-Liouville higher-order differential operators, discrete quadratic functionals and qualitative theory of symplectic difference systems, oscillation theory of half-linear second order differential equations, functional equations and transformation theory of higher-order linear differential equations, boundary value problems for differential and functional differential equations are the main topics of research in differential equations represented by the Brno branch of the Institute.

A key role is played by the combination of the variational principle and Riccati technique with the generalized reciprocal principle. Combination of these methods enables us to obtain a new characterization of nonegativity of quadratic functionals corresponding to linear Hamiltonian systems and characterization of the spectrum of higher-order Sturm-Liouville differential operators.

Using the discrete version of the Reid roundabout theorem, fundamental facts of oscillation and transformation theory of symplectic differences are obtained.

The recently established half-linear version of the Picone identity combined with certain special methods (asymptotic estimates, a generalized Riccati technique, etc.) leads to new results in oscillation theory of half-linear second order differential equations. A typical method is the combination of some results of the theory of functional equations with the transformation theory of linear differential equations.

Methods of mathematical and functional analysis combined with special techniques give nonimprovable (in a certain sense definite) conditions for (unique) solvability of various boundary value problems.

In the future the investigation in the above mentioned fields will be continued. Particular attention will be paid to the investigation of dynamics for equations on time scales, special cases of which being e.g. differential and difference equations.

In the period 1995-99 many scientific papers were published in the world mathematical scientific periodicals and they are also quoted in these journals. The research carried out by scientists working in this research area follows topical trends and represents a good deal of mathematical research.

The methods used in the research are typical for mathematics. No special devices are needed (except for computers for communication, computation, and publishing). The access to new results published in the mathematical literature plays the most important role in the research of this type.

Beside the experienced scientists of higher category of age (J. Kurzweil, F. Neuman, I. Saxl, S. Schwabik, I. Vrkoc) covering all the above mentioned fields, the outstanding scientists with promising future in this research area are:

Both of them successfully defended their Doctor of Science theses recently (Maslowski 1997, Dosly 1999) showing their high competence and abilities.

The core of the work of a small didactics group (M. Ticha and M. Baresova-Matyasova) is devoted to theoretical questions of didactics of mathematics and to the development of didactics of mathematics as a scientific discipline. The long term research is carried out with teachers of elementary and lower secondary schools and with co-workers from pedagogical faculties (Charles University Praha, University of South Bohemia Ceske Budejovice, University of Education Hradec Kralove).

Orientation of the present research is consistent with main directions of the didactical research carried out in eminent didactical centers abroad.

The research is devoted to the problems of mathematical education of pupils aged 5-15 years. Its goal is the understanding of processes which are going on during learning and teaching mathematics, and application of this knowledge to optimization of mathematical education. The possibility to decrease the instructional character of mathematics education and to increase its constructive character is emphasized. Therefore, one of the main topics of the research is the study of mechanism of grasping a situation connected with problem posing and problem solving.

Other areas of the research are:

It is assumed that the future research will follow the research done hitherto. New areas of the research will be: Enlightenment of the teaching and learning processes within the social context in the classroom and understanding of classroom culture in different countries.

b) Evolution differential equations

In the past, the scientific activities in this research area were mainly concerned with the qualitative properties of solutions to evolution partial differential equations. There has been a long tradition of research oriented towards the time-periodic solutions which culminated in the monograph O. Vejvoda et al.: Partial Differential Equations: Time periodic solutions, Amsterdam, North-Holland 1982. In the late eighties, P. Krejci started to develop a mathematical theory of hysteresis phenomena which since then has become another of the main topics of research. Besides, the equations of hydrodynamics, in particular the Navier-Stokes equations, both in the incompressible and compressible cases have also been studied.

The present research follows basically three main directions:

In the future research, two main paths will be pursued. The first one consists in looking for new methods of solving ”old” problems. Specifically, the methods based on weak topology, compensated and concentrated compactness and characterization of oscillations in solutions of partial differential equations will be used to obtain new results on qualitative properties of solutions, in particular, the long time behavior. Among other, the following questions will be addressed: Another direction to be followed consists in finding alternative ”new”models solvable by more or less classical methods. One of the most promising topics from this point of view is of course the mathematical theory of hysteresis which offers an alternative way to treat the hyperbolic phenomena such as the formation of shocks and singularities in the solutions. Another example is the theory of multipolar fluids in hydrodynamics.

Outstanding scientists:

c) Function spaces and qualitative properties of differential equations and inequations

Function spaces and differential equations and inequalities have been widely investigated. The research in these mutually connected topics should be systematically continued.

The Mathematical Institute is one of the places where function spaces and related operators are systematically studied. This dynamically developing field reflects the needs of the PDE’s and has been carried out in close collaboration with top centers in Germany, U.K., Italy, Spain, U.S.A., Georgia etc. The role of the group (M. Krbec, A. Kufner, J. Lang, B. Opic, J. Rakosnik, until 1999 also L. Pick) has been emphasized by the recognized series of international conferences organized here (1978, 1982, 1986, 1990, 1994, 1998). On the basis of important results obtained by the group it is intended to continue the research in the following directions: structure and mutual relations of function spaces (inclusions, bounded and compact embeddings), behaviour of linear and quasilinear operators on function spaces, estimates of characteristic quantities such as operator norm, measure of non-compactness, s-numbers etc., and interpolation and extrapolation theory. The applications will be focused on qualitative properties of singular and degenerated differential equations. The group employs a broad spectrum of methods of real and functional analysis, and of real methods of harmonic analysis.

Two topics concerning variational inequalities have been studied: bifurcations for unilateral problems and the existence and regularity of solutions to contact problems with friction. The former topic has a tradition here since 1977 when an original method for the study of existence and location of bifurcations of such problems was found (M. Kucera), the latter one has been developed since 1997 when the group was enlarged by J. Jarusek. While a complete theory of bifurcations for variational inequalities with potential operators was developed by German and Italian schools, only few authors in the world essentially contributed to the case of nonpotential operators which was studied for the first time here. Particularly, the influence of unilateral conditions on the bifurcation of spatial patterns in reaction-diffusion systems has been investigated (J. Eisner, M. Kucera). The mathematical models of contact problems studied intensively in the world are usually simplified (smoothed or replaced by some penalized version). Here, some basic questions were solved for models preserving the unilateral character of the contact condition existence of solutions to several types of contact problems with the original (nonsmooth) Coulomb friction (J. Jarusek). In the future, the former topic should be developed also towards the interpretation in science, the latter one towards plastic materials.

Boundary integral method has a long tradition in the Mathematical Institute; J. Kral was one of the two founders of this theory for open sets with no restriction on the boundary. In the last decade the interest in this method has increased with respect to its connection with some numerical methods (boundary integral method, collocation method). After proving applicability to rectangular domains (R. L. Angel, R. E. Kleinman, J. Kral, W. L. Wendland) and polyhedral domains (N. V. Grachev, V. G. Maz’ya, A. Rathsfeld), the interest concentrated to the question whether this method is applicable to domains with piecewise-smooth boundary. This problem was successfully solved here (D. Medkova). In future, it is planed to apply the method of boundary integrals to more general open sets, for further boundary value problems and for more general PDE’s and systems.

Among other experienced researchers, the following outstanding scientists guarantee a successful continuation of the research:

d) Constructive methods of mathematical analysis

Most researchers in this research area have dealt with mathematical and numerical analysis of nonlinear physical fields by the finite element method and optimization techniques. The nonlinear problems concerned are mathematically described by partial differential equations and inequalities of elliptic or parabolic type. In particular, finite element approximation of a nonlinear heat equation in anisotropic and inhomogeneous media has been investigated. Existence and uniqueness theorems, comparison and maximum principles, convergence without any additional regularity assumptions, a priori error estimates (the optimal rate of convergence), and a posteriori error estimates have been proved. A special attention was paid to variational crimes including numerical integration and approximation of a curved boundary in the three-dimensional space. The results obtained have technologically important applications in practice, where linear models are often not adequate.

Another direction of our research consisted in construction of three-dimensional meshes. An efficient algorithm that produces local refinement of tetrahedral partitions has been proposed. Moreover, generated tetrahedra do not become flat when the discretization parameter tends to zero. Another algorithm that produces refinements consisting only of acute type tetrahedra has been developed, too. For such partitions a discrete maximum principle was proved. Later, this result was generalized and a sufficient condition for a weakened discrete maximum principle has been established.

The research was also focused on various post-processing techniques giving superconvergence properties for derivatives of the solution of elliptic problems. A weighted averaging formula which recovers the gradient of linear elements on two- and three-dimensional unstructured simplicial partitions has been derived. Optimal interior error estimates on nonuniform triangulations were obtained as well. A new method for constructing divergence-free finite element fields was developed. A simple post-processing algorithm that accelerates the convergence of classical iterative methods for large sparse systems of linear algebraic equations that arise from the use of the finite element method has been investigated, too.

Numerical and analytical methods for solving systems of nonlinear ordinary and partial differential equations describing the n-body problem, gravitational potentials, and other related physical quantities have been developed. Nonlinear problems of gravity are mostly modeled by a system of Einstein’s partial differential equations of hyperbolic type. Investigations were focused especially on solutions of Einstein’s equations with symmetries and problems where the gravity is coupled with other physical fields.

Computational modeling of phase-change processes in pure materials and binary alloys has been considered, too. The models describe melting, evaporation, resolidification, and crystal growth from the melt. Models including chemical reactions and fluid flow in the melt were investigated, too.

In future, the derivation of some a posteriori error estimates for nonlinear elliptic boundary value problems, in particular, for a steady-state heat conduction problem in anisotropic and inhomogeneous media is planned. The development of the worst scenario method for elasto-plastic materials and for the control in obstacle-pseudoplate problems with friction including approximate optimal design will begin, too. A special attention will be paid to exact results in the finite element method, to the three-dimensional mesh generation, and to the reliability of numerical computations.

Outstanding scientist:

e) Topology, functional analysis, and homological algebra

The research is concentrated on functional analysis, topology, and mathematical methods in physics.

The research in this field has a long tradition which is based on an exceptional research impact of Czech mathematicians E. Cech, M. Katetov, V. Ptak, and Z. Frolik.

Main research subareas:

The main interest is concentrated to the theory of operators in Banach and Hilbert spaces, spectral theory and connections with related fields, especially Banach algebras and functions theory. A special attention will be paid to the theory of models of Hilbert space operators, Toeplitz and Hankel operators, and Berezin transform. The investigation of structure properties of Boolean algebras is motivated by results on forcing and connections to topological dynamics. The future goal is the investigation of complete Boolean algebras from the point of view of the convergence topology and Maharam submeasures.

In the theory of function spaces the Lipschitz structure of spaces of continuous functions equipped with the supnorm is going to be investigated. In the theory of Banach spaces a special attention will be paid to the class of weak Asplund spaces and there are many natural problems arising in this connection.

The research is devoted to the thermodynamic approach to phase transitions in crystalline bodies, especially to the dynamic aspects of the approach.

Further, the convexity properties of isotropic stored energies will be studied. The research will use results already obtained to develop efficient iterative procedures for finding the rank 1 convex hulls of isotropic stored energies.

The research is concentrated in algebraic topology (classifying spaces, fibre spaces and bundles, operations and obstructions), homological algebra (categories and algebraic theories), homological physics (applications of methods of homological algebra and algebraic topology in mathematical physics).

An outstanding scientist among other experienced researchers:

f) Mathematical logic and complexity theory

Main research subareas:

Connections between mathematical logic and complexity theory have been studied for many years. Principal problems of complexity theory are concerned with mutual relations of complexity of deterministic, probabilistic, and nondeterministic computations and the relation between time a space complexity. A lot of these problems have their own versions for first order theories (bounded arithmetic). Further versions of these problems can be formulated for the propositional calculus. The greatest progress has been recently reached particularly in the complexity theory of the propositional calculus. In particular, exponential lower bounds have been found for the complexity of further proof systems for the propositional calculus. The final goal is to find a proof of the exponential lower bound for all such possible systems. In this field, outstanding scientists, e.g. A. Razborov, A. Wigderson, A. Yao, and others, have started their work now. Nevertheless, we have to state with pleasure that a group in our Institute is still in a leading position in this research field.

To solve problems in this field, we will primarily use methods of combinatorics and proof theory. In addition to these finite methods, the use of the theory of models seems very promising.

The study of structured matrices will be continued. A principal goal in this subarea will be the relation of matrix theory and theory of control systems. Primarily, a generalization and further study of the classes of matrices that are related to matrix polynomials are expected. In the field of pure mathematics, these results shall be applied to interpolation theory, theory of congruence, etc., and to linear difference equations, too. At the same time, we will continue the study of vague matrices that arise in connection with uncertainty in input data. We will especially investigate their use in convex analysis and optimization theory. We will focus on the development of methods for solving problems with vague matrices, too.

An interaction of linear algebra with theory of systems is a very topical and intensively studied field in the world. The results of Z. Vavrin, M. Van Barel (Leuven), and V. Ptak are very close to the formulae that mutually transform the individual classes of structured matrices into each other and allow for finding stable fast (of order O(n2)) and superfast (of order O(nlog2n)) algorithms.

The theory of vague matrices is a continuation of interval analysis and corresponds to some results of semiinfinite linear programming. These fields have been developing in various research centers. The principal research tool is just the use of motivations from applications in pure mathematical theory, sometimes also a contribution to applications based on general theoretical results.

This subarea has been intensively investigated by the late Dr. I. Havel. No further progress can be planned now.

Outstanding scientists involved:

All specialized in mathematical logic and complexity theory. All the figures are related to the period 1995-1999.

The most important results achieved and publications in each research area in the period 1995-1999

The most important results achieved and publications appeared in each research area in the period 1995-1999 are annotated below.

The long term scientific achievements of the group in the research area of real and probabilistic analysis are incorporated in the following books:

In the following paper, the basic facts of oscillation theory of symplectic difference systems are established. The results given in this paper have been already quoted in more than 10 papers: The following paper presents conditions for solvability of the nonlocal BVP for singular second order equations in a definitive form: The achievement of the group concerned with didactics of mathematics in the field of theoretical didactics is incorporated e.g. in the publication: In the paper the problem of exploring real situations by pupils and their teachers is dealt with. The problem how this process can be done in a reasonable form is studied with the aim to help the teacher and the student to find the right approach. Scenarios for such situations are created for modeling case studies and finding the optimal possibility among them.

Besides the theoretical studies many practical work was done in connection with writing textbooks and helping the mathematics teachers at the elementary level.

In the research area of evolution differential equations, the existence of the time-periodic solutions of the Navier-Stokes equations of compressible fluid was proved under the main hypothesis that the fluid is isentropic and the adiabatic constant satisfies certain restrictions. The results hold in three space dimensions with no restriction on the magnitude of the driving force which is supposed to be measurable and bounded.

The results are described in the following paper:

The results reached in the research area of function spaces and qualitative properties of differential equations and inequalities include the following topics:

Optimal embeddings of Sobolev and Besov type spaces were described. See:

The applicability of the method of boundary integrals for nonmixed boundary value problems for the Laplace equation on open sets with piecewise-smooth boundary in three-dimensional space was proved. See: The results concerning integral operators on general spaces of homogeneous type are surveyed in the monograph: The principal result in the research area of constructive methods of mathematical analysis is the development of the method of reliable solutions (worst scenario method) for problems with uncertain input data. Let the aim of computations be a functional, evaluating some feature of the solution of a problem under consideration. Since the solution itself depends on the input data, the functional leads to a mapping of input data to real numbers. The method of reliable solutions consists in minimizing or maximizing the latter mapping on a set of admissible input data. We assume that the set of admissible data is given a priori. Seeking inputs implying the worst scenario, we arrive to an anti-optimal control problem, the structure of which is the same as in the theory of optimal design.

Applications of the method have been given to some problems in heat conduction, elasticity and plasticity. Several papers on this topic were published by I. Hlavacek and J. Chleboun. The worst scenario method appeared, e.g., in the following papers:

As a result of research in the area of topology, functional analysis, and homological algebra, the monograph quoted below presents the properties of thermoelastic materials from a unified point of view. It emphasizes the relationship between the convexity properties of stored energies and the occurrence of phase transition in other phenomena in convex bodies: Further two important results from this research area follow.

It has been known for some 25 years that a Banach space whose dual unit ball is a uniform Eberlein compact admits an equivalent uniformly Gâteaux smooth norm. The paper below proves the reverse implication. Thus, in particular, a compact K is uniform Eberlein if and only if the space C(K) of continuous functions on K admits an equivalent uniformly Gateaux smooth norm. See:

The axiomatic theory of spectrum for n-tuples of commuting operators was introduced by W. Zelazko and Z. Slodkowski. The papers below give an axiomatic approach to the theory of spectrum of single operators or Banach algebra elements. The theory includes a great number of examples and enables us to study properties of various spectral systems in a unified way. See: The group working in the research area of mathematical logic and complexity theory studies the problem of the length of propositional proofs as the fundamental problem of mathematical logic and complexity theory. The method of efficient interpolation was the most important progress in the whole field in 1995-1999 and a number of outstanding world investigators have contributed to its development.

A method for demonstrating lower bounds for lengths of proofs in propositional calculus has been created, the method of efficient interpolation (J. Krajicek). By its application, the following lower bounds have been proved: (a) for resolution (a new proof of a known Haken's result, J. Krajicek), (b) for cutting planes system (P. Pudlak - the most important application of the method), (c) for some generalizations of these two systems (J. Krajicek), and (d) for an algebraic system based on Nullstellensatz (P. Pudlak, J. Sgall). Further, relations to communication complexity and hypotheses forming theoretical foundations of crypto- graphy have been found (J. Krajicek, P. Pudlak). See:


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