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1.
Perturbation of operators and applications to frame theory   总被引:30,自引:0,他引:30  
A celebrated classical result states that an operator U on a Banach space is invertible if it is close enough to the identity operator I in the sense that ‖I−U‖<1. Here we show that U actually is invertible under a much weaker condition. As an application we prove new theorems concerning stability offrames (and frame-like decompositions) under perturbation in both Hilbert spaces and Banach spaces. The first named author is partially supported by grants from the U.S. National Science Foundation (grant no. NSF DMS-9201357), the Danish Natural Science Research Council (Grant no. 9401598), and grants from the University of Missouri System Research Board, and the MU Research Council. The second named author thanks the University of Missouri for its hospitality during a visit, where the first draft of the paper was written.  相似文献
2.
Second-order cone programming   总被引:21,自引:0,他引:21  
3.

We use variational methods to study the existence and multiplicity of solutions for the following quasi-linear partial differential equation:

where and are two positive parameters and is a smooth bounded domain in containing in its interior. The variational approach requires that , and , which we assume throughout. However, the situations differ widely with and , and the interesting cases occur either at the critical Sobolev exponent () or in the Hardy-critical setting () or in the more general Hardy-Sobolev setting when . In these cases some compactness can be restored by establishing Palais-Smale type conditions around appropriately chosen dual sets. Many of the results are new even in the case , especially those corresponding to singularities (i.e., when .

  相似文献

4.
On the ubiquity of Gorenstein rings   总被引:15,自引:0,他引:15  
5.
Hilbert integrals, singular integrals, and Radon transforms I   总被引:15,自引:0,他引:15  
6.
On the pricing of American options   总被引:15,自引:0,他引:15  
The problem of valuation for contingent claims that can be exercised at any time before or at maturity, such as American options, is discussed in the manner of Bensoussan [1]. We offer an approach which both simplifies and extends the results of existing theory on this topic.Research supported in part by the National Science Foundation under Grant No. NSF-DMS-84-16736 and by the Air Force Office of Scientific Research under Grant No. F49620-85-C-0144.  相似文献
7.
Integration and approximation in arbitrary dimensions   总被引:13,自引:0,他引:13  
We study multivariate integration and approximation for various classes of functions of d variables with arbitrary d. We consider algorithms that use function evaluations as the information about the function. We are mainly interested in verifying when integration and approximation are tractable and strongly tractable. Tractability means that the minimal number of function evaluations needed to reduce the initial error by a factor of ɛ is bounded by C(dp for some exponent p independent of d and some function C(d). Strong tractability means that C(d) can be made independent of d. The ‐exponents of tractability and strong tractability are defined as the smallest powers of ɛ{-1} in these bounds. We prove that integration is strongly tractable for some weighted Korobov and Sobolev spaces as well as for the Hilbert space whose reproducing kernel corresponds to the covariance function of the isotropic Wiener measure. We obtain bounds on the ‐exponents, and for some cases we find their exact values. For some weighted Korobov and Sobolev spaces, the strong ‐exponent is the same as the ‐exponent for d=1, whereas for the third space it is 2. For approximation we also consider algorithms that use general evaluations given by arbitrary continuous linear functionals as the information about the function. Our main result is that the ‐exponents are the same for general and function evaluations. This holds under the assumption that the orthonormal eigenfunctions of the covariance operator have uniformly bounded L∞ norms. This assumption holds for spaces with shift-invariant kernels. Examples of such spaces include weighted Korobov spaces. For a space with non‐shift‐invariant kernel, we construct the corresponding space with shift-invariant kernel and show that integration and approximation for the non-shift-invariant kernel are no harder than the corresponding problems with the shift-invariant kernel. If we apply this construction to a weighted Sobolev space, whose kernel is non-shift-invariant, then we obtain the corresponding Korobov space. This enables us to derive the results for weighted Sobolev spaces. This revised version was published online in June 2006 with corrections to the Cover Date.  相似文献
8.
A Simple Proof of the Restricted Isometry Property for Random Matrices   总被引:12,自引:0,他引:12  
We give a simple technique for verifying the Restricted Isometry Property (as introduced by Candès and Tao) for random matrices that underlies Compressed Sensing. Our approach has two main ingredients: (i) concentration inequalities for random inner products that have recently provided algorithmically simple proofs of the Johnson–Lindenstrauss lemma; and (ii) covering numbers for finite-dimensional balls in Euclidean space. This leads to an elementary proof of the Restricted Isometry Property and brings out connections between Compressed Sensing and the Johnson–Lindenstrauss lemma. As a result, we obtain simple and direct proofs of Kashin’s theorems on widths of finite balls in Euclidean space (and their improvements due to Gluskin) and proofs of the existence of optimal Compressed Sensing measurement matrices. In the process, we also prove that these measurements have a certain universality with respect to the sparsity-inducing basis.   相似文献
9.
An efficient and numerically stable dual algorithm for positive definite quadratic programming is described which takes advantage of the fact that the unconstrained minimum of the objective function can be used as a starting point. Its implementation utilizes the Cholesky and QR factorizations and procedures for updating them. The performance of the dual algorithm is compared against that of primal algorithms when used to solve randomly generated test problems and quadratic programs generated in the course of solving nonlinear programming problems by a successive quadratic programming code (the principal motivation for the development of the algorithm). These computational results indicate that the dual algorithm is superior to primal algorithms when a primal feasible point is not readily available. The algorithm is also compared theoretically to the modified-simplex type dual methods of Lemke and Van de Panne and Whinston and it is illustrated by a numerical example. This research was supported in part by the Army Research Office under Grant No. DAAG 29-77-G-0114 and in part by the National Science Foundation under Grant No. MCS-6006065.  相似文献
10.
Brownian motion on the Sierpinski gasket   总被引:11,自引:0,他引:11  
Summary We construct a Brownian motion taking values in the Sierpinski gasket, a fractal subset of 2, and study its properties. This is a diffusion process characterized by local isotropy and homogeneity properties. We show, for example, that the process has a continuous symmetric transition density, p t(x,y), with respect to an appropriate Hausdorff measure and obtain estimates on p t(x,y).Research partially supported by an NSERC of Canada operating grantResearch partially supported by an SERC (UK) Visiting Fellowship  相似文献
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