The product ϕ_{λ}^{(α,β)}(t_{1})ϕ_{λ}^{(α,β)}(t_{2}) of two Jacobi functions is expressed as an integral in terms of ϕ_{λ}^{(α,β)}(t_{3}) with explicit non-negative kernel, when α≧β≧−1/2. The resulting convolution structure for Jacobi function expansions is studied. For special values of α and β the results are known from the theory of symmetric spaces.

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In this paper, we investigate the Hermite spectral method (HSM) to numerically solve the forward Kolmogorov equation (FKE). A useful guideline of choosing the scaling factor of the generalized Hermite functions is given in this paper. It greatly improves the resolution of HSM. The convergence rate of HSM to FKE is analyzed in the suitable function space and has been verified by the numerical simulation. As an important application and our primary motivation to study the HSM to FKE, we work on the implementation of the nonlinear filtering (NLF) problems with a real-time algorithm developed by S.-T. Yau and the second author in 2008. The HSM to FKE is served as the off-line computation in this algorithm. The translating factor of the generalized Hermite functions and the moving-window technique are introduced to deal with the drifting of the posterior conditional density function of the states in the on-line experiments. Two numerical experiments of NLF problems are carried out to illustrate the feasibility of our algorithm. Moreover, our algorithm surpasses the particle filters as a real-time solver to NLF.

In this paper, we first obtain the sub-Laplacian comparison theorem in a complete noncompact pseudohermitian manifold of vanishing torsion (i.e. Sasakian manifold). Secondly, we derive the sub-gradient estimate for positive pseudoharmonic functions in a complete noncompact pseudohermitian manifold which satisfies the CR sub-Laplacian comparison property. It is served as the CR analogue of Yauís gradient estimate. As a consequence, we have the natural CR analogue of Liouville-type theorems in a complete noncompact Sasakian manifold of nonnegative pseudohermitian Ricci curvature tensors.

Let A 1, A 2 be standard operator algebras on complex Banach spaces X 1, X 2, respectively. For k 2, let (i 1,, i m) be a sequence with terms chosen from {1,, k}, and define the generalized Jordan product T 1 T k= T i 1 T i m+ T i m T i 1 on elements in A i. This includes the usual Jordan product A 1 A 2= A 1 A 2+ A 2 A 1, and the triple {A 1, A 2, A 3}= A 1 A 2 A 3+ A 3 A 2 A 1. Assume that at least one of the terms in (i 1,, i m) appears exactly once. Let a map : A 1 A 2 satisfy that ( (A 1) (A k))= (A 1 A k) whenever any one of A 1,, A k has rank at most one. It is shown in this paper that if the range of contains all operators of rank at most three, then must be a Jordan isomorphism multiplied by an m th root of unity. Similar results for maps between self-adjoint operators acting on Hilbert spaces are also obtained.