Rendiconti dell'Istituto di Matematica dell'Università di Trieste: an International Journal of Mathematics vol.32 (2000)

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Editorial policy The journal Rendiconti dell’Istituto di Matematica dell’università di Trieste publishes original articles in all areas of mathematics. Special regard is given to research papers, but attractive expository papers may also be considered for publication. The journal usually appears in one issue per year. Additional issues may however be published. In particular, the Managing Editors may consider the publication of supplementary volumes related to some special events, like conferences, workshops, and advanced schools. All submitted papers will be refereed. Manuscripts are accepted for review with the understanding that the work has not been published before and is not under consideration for publication elsewhere. Our journal can be obtained by exchange agreements with other similar journals.

Instructions for Authors Authors are invited to submit their papers by e-mail directly to one of the Managing Editors in PDF format. All the correspondence regarding the submission and the editorial process of the paper are done by e-mail. Papers have to be written in one of the following languages: English, French, German, or Italian. Abstracts should not exceed ten printed lines, except for papers written in French, German, or Italian, for which an extended English summary is required. After acceptance, manuscripts have to be prepared in LaTeX using the style rendiconti.cls which can be downloaded from the web page. Any figure should be recorded in a single PDF, PS (PostScript), or EPS (Encapsulated PostScript) file.


Recent Submissions

Now showing 1 - 5 of 12
  • Publication
    An analytical introduction to stochastic differential equations: Part I - the Langevin equation
    (Università degli Studi di Trieste. Dipartimento di Scienze Matematiche, 2000)
    Clément, Ph.
    van Gaans, O. W.
    We present an introduction to the theory of stochastic differential equations, motivating and explaining ideas from the point of view of analysis. First the notion of white noise is developed, introducing at the same time probabilistic tools. Then the one dimensional Langevin equation is formulated as a deterministic integral equation with a parameter. Its solution leads to stochastic convolution, which is defined as a Riemann-Stieltjes integral. It is shown that the parameter dependence yields a Gaussian system, of which the means and covariances arde computed. We conclude by introducing briefly the notion of invariant measure and the associated Kolmogorov equations.
      1065  499
  • Publication
    Continuous dependence results for an inverse problem in the theory of combustion of materials with memory
    (Università degli Studi di Trieste. Dipartimento di Scienze Matematiche, 2000)
    Colombo, Fabrizio
    We prove theorems of continuous dependence on the data for both direct and inverse problems for semilinear integrodifferential equations. Such results are applied to the specific case of the combustion of a material with memory.
      969  325
  • Publication
    Filters and pathwise connectification
    (Università degli Studi di Trieste. Dipartimento di Scienze Matematiche, 2000)
    Costantini, Camillo
    Fedeli, Alessandro
    Le Donne, Attilio
    Let p be a free open-filter on a Hausdorff space X. In this paper we investigate when $X \cup {p}$ can be densely embedded in a pathwise connected $T_2$-space. The main part of the paper is devoted to the cases where X is the rational or the real line.
      1390  348
  • Publication
    Relaxed parabolic problems
    (Università degli Studi di Trieste. Dipartimento di Scienze Matematiche, 2000)
    Smolka, Maciej
    Let $G_{n}$ be a sequence of open subsets of a given open and bounded $\Omega\subset\mathbb{R}^{N}$. We study the asymptotic behaviour of the solutions of parabolic equations $u_{n}'+Au_{n}=f_{n}\:\textrm{on}\: G_{n}$. Assuming that the right-hand sides $f_{n}$ and the initial conditions converge in a proper way we find the form of the limit problem without any additional hypothesis on $G_{n}$. Our method is based on the notion of elliptic $\gamma^{A}$-convergence.
      918  299
  • Publication
    Uniqueness and multiplicity for perturbations of the Yamabe problem on $S^n$
    (Università degli Studi di Trieste. Dipartimento di Scienze Matematiche, 2000)
    Esposito, Pierpaolo
    Motivated by an uniqueness result for linear perturbations with constant coefficients of the conformal laplacian on the sphere, we investigate, via a finite dimensional reduction, more general perturbations of the conformal laplacian, exibiting cases in which uniqueness fails
      1066  340