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71.
Lévy processes in matrix Lie groups are studied. Subordination (random time change) is used to show that quasi-invariance of the Brownian motion in a Lie group induces absolute continuity of the laws of the corresponding pure jump processes. These results are applied to several examples which are discussed in detail. 相似文献
72.
We construct cellular homotopy theories for categories of simplicial presheaves on small Grothendieck sites and discuss applications to the motivic homotopy category of Morel and Voevodsky. 相似文献
73.
We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, a regular explicit Euler scheme–with constant or decreasing step–may explode and implicit Euler schemes are CPU-time expensive. The algorithm we introduce is explicit and we prove that any weak limit of the weighted empirical measures of this scheme is a stationary distribution of the stochastic differential equation. Several examples are presented including gradient dissipative systems and Hamiltonian dissipative systems. 相似文献
74.
In this paper, we present a numerical scheme for solving the coupled system of compressible miscible displacement problem in porous media. The flow equation is solved by the mixed finite element method, and the transport equation is approximated by a discontinuous Galerkin method. The scheme is continuous in time and a priori hp error estimates is presented. 相似文献
75.
Summary In the present paper we study truncated projections for the fanbeam geometry in computerized tomography. First we derive consistency conditions for the divergent beam transform. Then we study a singular value decomposition for the case where only the interior rays in the fan are provided, as for example in region-of-interest tomography. We show that the high angular frequency components of the searched-for densities are well determined and we present reconstructions from real data where the missing information is approximated based on the singular value decomposition.The work of the authors was supported by the Deutsche Forschungsgemeinschaft under grant Lo 310/2-4 相似文献
76.
The additive renormalization% MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaabs7adaWgaaWcbaGaaeySdiaab6cacaqG0bqefeKCPfgBaGqb% diaa-bcaaeqaaOGaeyypa0Jaa8hiaiaacIcacaaIYaGaeqiWdaNaai% ykamaaCaaaleqabaGaeyOeI0IaaGymaiaac+cacaaIYaaaaGqadOGa% a4hiaiGacwgacaGG4bGaaiiCaiaacIcacqGHsislcaqGXoWaaWbaaS% qabeaacaqGYaaaaOGaai4laiaaikdacaGGPaGaa4hiaiaacQdaciGG% LbGaaiiEaiaacchacqGHXcqSdaWadiqaaiabgkHiTiaadkeacaGGNa% GaaiikaiaadshacaGGPaWaaWbaaSqabeaacaaIYaaaaOGaai4laiaa% ikdacaGFGaGaey4kaSIaa4hiaiaabg7acaWGcbGaai4jaiaacIcaca% WG0bGaaiykaaGaay5waiaaw2faaiaacQdaaaa!6C5C!\[{\rm{\delta }}_{{\rm{\alpha }}{\rm{.t}} } = (2\pi )^{ - 1/2} \exp ( - {\rm{\alpha }}^{\rm{2}} /2) :\exp \pm \left[ { - B'(t)^2 /2 + {\rm{\alpha }}B'(t)} \right]:\]is shown to be a generalized Brownian functional. Some of its properties are derived. is shown to be a generalized Brownian functional. Some of its properties are derived.On leave from Universidade do Minho, Area de Matematica, Largo Carlos Amarante, P-4700 Braga, Portugal. 相似文献
77.
Summary We consider a class of infinite delay equations of neutral type which includes Volterrra type integral und integrodifferential equations. Using abstract approximation results (cf. Trotter-Kato-type) for strongly continuous semigroups we develop an approximation scheme which is based on approximation of the system state by Laguerre (and Legendre) polynomials. Numerical examples demonstrate the feasibility of the scheme and show infinite order convergence for smooth data.Supported in part by the Air Force Office of Scientific Research under Contracts AFORS-84-0398 and AFORS-85-0303 and the National Aeronautics and Space Administration under NASA Grant NAG-1-517 and by NSF under Grant UINT-8521208Supported in part by the Air Force Office of Scientific Research under Contract AFORS-84-0398 and in part by the Fonds zur Förderung der wissenschaftlichen Forschung, Austria, under project No. S3206 相似文献
78.
Valery Agoshkov Paola Gervasio Alfio Quarteroni 《Mediterranean Journal of Mathematics》2006,3(2):147-176
New domain decomposition methods (DDM) based on optimal control approach are introduced for the coupling of first and second
order equations on overlapping subdomains. Several cost functionals and control functions are proposed. Uniqueness and existence
results are proved for the coupled problem, and the convergence of iterative processes is analyzed.
The work was supported by the Russian Foundation for Basic Research (04-01-00615) and it was partly carried out while the
first author was visiting the IACS at EPFL. 相似文献
79.
We introduce symmetric Boundary Value Methods for the solution of second order initial and boundary value problems (in particular
Hamiltonian problems). We study the conditioning of the methods and link it to the boundary loci of the roots of the associated
characteristic polynomial. Some numerical tests are provided to assess their reliability.
Dedicated to the memory of Professor Aldo Cossu 相似文献
80.
Christos Kravvaritis Marilena Mitrouli Jennifer Seberry 《Linear and Multilinear Algebra》2007,55(5):471-490
In the present article we concentrate our study on the growth problem for the weighing matrix W(12,11) and show that the unique W(12,11) has three pivot structures. An improved algorithm for extending a k × k (0,+,-) matrix to a W(n,n-1), if possible, has been developed to simplify the proof. For the implementation of the algorithm special emphasis is given to the notions of data structures and parallel processing. 相似文献