Locally Scalar Graph Representations in the Category of Hilbert Spaces

The condition of being locally scalar is imposed on graph (or quiver) representations in the category of Hilbert spaces. Under this condition, reflection and Coxeter functors are constructed in categories of such representations and used to prove an analog of the Gabriel theorem.__________Translated from Funktsional’nyi Analiz i Ego Prilozheniya, Vol. 39, No. 2, pp. 13–30, 2005Original Russian Text Copyright © by S. A. Kruglyak and A. V. Roiter     

Differentiability of Backward Stochastic Differential Equations in Hilbert Spaces with Monotone Generators

The aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov equation and to stochastic optimal control.     

空间H中G-框架的扰动

本文运用算子理论方法，讨论了Hilbert 空间$H$中$g$-框架和$g$-框架算子的性质; 并且研究了$g$-框架的扰动，给出了一些有意义的结果.     

Stochastic evolution equations in Hilbert spaces

In this paper we consider Ito's stochastic differential equation in Hilbert spaces. A strong solution is generated by the difference approximation. A regularity result is obtained for solutions to a class of parabolic stochastic partial differential equations. Hyperbolic stochastic evolution equations are also discussed.     

A Strongly Convergent Direct Method for Monotone Variational Inequalities in Hilbert Spaces

We introduce a two-step direct method, like Korpelevich's, for solving monotone variational inequalities. The advantage of our method over that one is that ours converges strongly in Hilbert spaces, whereas only weak convergence has been proved for Korpelevich's algorithm. Our method also has the following desirable property: the sequence converges to the solution of the problem that lies closest to the initial iterate.     

一类再生Hilbert空间上偏微分算子的有界性(英文)

研究了一类再生Hilbert空间上偏微分算子的有界性,得到了偏微分算子有界的一个充分必要条件,推广了文献[1]中的结果.     

一类再生Hilbert空间上偏微分算子的有界性

研究了一类再生Hilbert空间上偏微分算子的有界性,得到了偏微分算子有界的一个充分必要条件,推广了文献中的结果．     

Hilbert空间中均衡问题的迭代解(英文)

研究的均衡问题(EP)是指:找x∈C,使F(x,y)≥0,y∈C.文中构造了Hilbert空间中均衡问题解的迭代序列{xn}并证明了存在均衡解x~,使得{xn}弱收敛于x~(n→+∞),所得结果包含Moudafi的已有结果作为特殊情形.     

Hibert空间中广义框架的非交性

引入了Hilbert空间H中广义框架的非交性、强非交性,讨论了它们的一些性质;并且引入了保非交算子、强保非交算子,证明了酉算子、可逆算子是强保非交算子,下有界算子、余等距算子是保非交算子.     

Duality of Implicit Complementarity Problems by Using Inversions and Scalar Derivatives

The notion of infinitesimal exceptional family of elements for an ordered pair of mappings is introduced. By using a special inversion mapping, a duality between the exceptional family of elements for an ordered pair of mappings and the infinitesimal exceptional family of elements for an ordered pair of mappings is presented. By using this duality and the notion of scalar derivatives, existence theorems for implicit complementarity problems in Hilbert spaces are presented.Communicated by F. A. PotraThe second author was supported by the Hungarian Research Grants OTKA T043276 and T043241.     

An Inexact Proximal-Type Algorithm in Banach Spaces

In this paper, we investigate the strong convergence of an inexact proximal-point algorithm. It is known that the proximal-point algorithm converges weakly to a solution of a maximal monotone operator, but fails to converge strongly. Solodov and Svaiter (Math. Program. 87:189–202, 2000) introduced a new proximal-type algorithm to generate a strongly convergent sequence and established a convergence result in Hilbert space. Subsequently, Kamimura and Takahashi (SIAM J. Optim. 13:938–945, 2003) extended the Solodov and Svaiter result to the setting of uniformly convex and uniformly smooth Banach space. On the other hand, Rockafellar (SIAM J. Control Optim. 14:877–898, 1976) gave an inexact proximal-point algorithm which is more practical than the exact one. Our purpose is to extend the Kamimura and Takahashi result to a new inexact proximal-type algorithm. Moreover, this result is applied to the problem of finding the minimizer of a convex function on a uniformly convex and uniformly smooth Banach space. L.C. Zeng’s research was partially supported by the Teaching and Research Award Fund for Outstanding Young Teachers in Higher Education Institutions of MOE, China and by the Dawn Program Foundation in Shanghai. J.C. Yao’s research was partially supported by the National Science Council of the Republic of China.     

Variational Inequalities in Hilbert Spaces with Measures and Optimal Stopping Problems

We study the existence theory for parabolic variational inequalities in weighted L ² spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for finite and infinite dimensional diffusions as a generalized solution of such a variational inequality. The weighted L ² setting allows us to cover some singular cases, such as optimal stopping for stochastic equations with degenerate diffusion coefficient. As an application of the theory, we consider the pricing of American-style contingent claims. Among others, we treat the cases of assets with stochastic volatility and with path-dependent payoffs.     

Approximating Solutions of Maximal Monotone Operators in Hilbert Spaces

Let H be a real Hilbert space and let T: H→2^H be a maximal monotone operator. In this paper, we first introduce two algorithms of approximating solutions of maximal monotone operators. One of them is to generate a strongly convergent sequence with limit vT⁻¹0. The other is to discuss the weak convergence of the proximal point algorithm. Next, using these results, we consider the problem of finding a minimizer of a convex function. Our methods are motivated by Halpern's iteration and Mann's iteration.     

Some Properties of GMRES in Hilbert Spaces

Our purpose in this work is to explore the properties of GMRES in Hilbert spaces. We extend to the infinite dimensional context some main results that are known to hold in the finite dimensional case. A key assumption for these extensions is that the involved linear operator is an algebraic operator.     

Solutions of stochastic partial differential equations as extremals of convex functionals

Summary Stochastic evolution equations with monotone operators in Banach spaces are considered. The solutions are characterized as minimizers of certain convex functionals. The method of monotonicity is interpreted as a method of constructing minimizers to these functionals, and in this way solutions are constructed via Euler-Galerkin approximations.     

Convergence Theorem for Variational Inequality in Hilbert Spaces with Applications

In this paper, we study variational inequality over the set of the common fixed points of a countable family of quasi-nonexpansive mappings. To tackle this problem, we propose an algorithm and use it to prove a strong convergence theorem under suitable conditions. As applications, we study variational inequality over the solution set of different nonlinear or linear problems, like minimization problems, split feasibility problems, convexly pseudoinverse problems, convex linear inverse problems, etc.     

空间形式中具常数量曲率的子流形的内蕴刚性

Under the assumption that the normalized mean curvature vector is parallel in the normal bundle, by using the generalized ChengYau＇s self-adjoint differential operator, here we obtain some rigidity results for compact submanifolds with constant scalar curvature and higher codimension in the space forms.