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排序方式: 共有1646条查询结果,搜索用时 272 毫秒
1.
Xingfei Xiang 《Journal of Mathematical Analysis and Applications》2022,505(2):125518
In bounded convex domains, the regularity of a vector field u with its , in space and the tangential component or the normal component of u over the boundary in space, is established for . As an application, we derive an estimate for solutions to a Maxwell type system with an inhomogeneous boundary condition in convex domains. In contrast to the well-posed region of r in the space for the Maxwell type system in Lipschitz domains given by Kar and Sini (2016) [16], we extend the well-posed region to be optimal. 相似文献
2.
《Operations Research Letters》2022,50(5):541-547
We consider two-stage recourse models with integer restrictions in the second stage. These models are typically non-convex and hence, hard to solve. There exist convex approximations of these models with accompanying error bounds. However, it is unclear how these error bounds depend on the distributions of the second-stage cost vector q. In this paper, we derive parametric error bounds whose dependence on the distribution of q is explicit: they scale linearly in the expected value of the -norm of q. 相似文献
3.
A Hjelmslev quadrilateral is a quadrilateral with two right angles at opposite vertices. Using mutual distances as coordinates, we show that any four-body central configuration forming a Hjelmslev quadrilateral must be a right kite configuration. 相似文献
4.
Eric C. Chi Liuyi Hu Arvind K. Saibaba Arvind U. K. Rao 《Journal of computational and graphical statistics》2019,28(1):36-47
We consider the problem of performing matrix completion with side information on row-by-row and column-by-column similarities. We build upon recent proposals for matrix estimation with smoothness constraints with respect to row and column graphs. We present a novel iterative procedure for directly minimizing an information criterion to select an appropriate amount of row and column smoothing, namely, to perform model selection. We also discuss how to exploit the special structure of the problem to scale up the estimation and model selection procedure via the Hutchinson estimator, combined with a stochastic Quasi-Newton approach. Supplementary material for this article is available online. 相似文献
5.
Ghulam MUSTAFA 《数学年刊B辑(英文版)》2017,38(5):1077-1092
The objective of this article is to introduce a generalized algorithm to produce the m-point n-ary approximating subdivision schemes(for any integer m, n ≥ 2). The proposed algorithm has been derived from uniform B-spline blending functions. In particular, we study statistical and geometrical/traditional methods for the model selection and assessment for selecting a subdivision curve from the proposed family of schemes to model noisy and noisy free data. Moreover, we also discuss the deviation of subdivision curves generated by proposed family of schemes from convex polygonal curve. Furthermore, visual performances of the schemes have been presented to compare numerically the Gibbs oscillations with the existing family of schemes. 相似文献
6.
Richard Kueng Holger Rauhut Ulrich Terstiege 《Applied and Computational Harmonic Analysis》2017,42(1):88-116
We study the recovery of Hermitian low rank matrices from undersampled measurements via nuclear norm minimization. We consider the particular scenario where the measurements are Frobenius inner products with random rank-one matrices of the form for some measurement vectors , i.e., the measurements are given by . The case where the matrix to be recovered is of rank one reduces to the problem of phaseless estimation (from measurements ) via the PhaseLift approach, which has been introduced recently. We derive bounds for the number m of measurements that guarantee successful uniform recovery of Hermitian rank r matrices, either for the vectors , , being chosen independently at random according to a standard Gaussian distribution, or being sampled independently from an (approximate) complex projective t-design with . In the Gaussian case, we require measurements, while in the case of 4-designs we need . Our results are uniform in the sense that one random choice of the measurement vectors guarantees recovery of all rank r-matrices simultaneously with high probability. Moreover, we prove robustness of recovery under perturbation of the measurements by noise. The result for approximate 4-designs generalizes and improves a recent bound on phase retrieval due to Gross, Krahmer and Kueng. In addition, it has applications in quantum state tomography. Our proofs employ the so-called bowling scheme which is based on recent ideas by Mendelson and Koltchinskii. 相似文献
7.
Oscar Hernan Madrid-Padilla James Scott 《Journal of computational and graphical statistics》2017,26(3):537-546
We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multiway data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner parallel to the generalized lasso for regression and smoothing problems. Our approach presents many nontrivial challenges at the intersection of modeling and computation, which are studied in detail. An efficient coordinate-wise optimization algorithm for PTD is presented, and its convergence properties are characterized. The method is applied both to simulated data and real data on flu hospitalizations in Texas and motion-capture data from video cameras. These results show that our penalized tensor decomposition can offer major improvements on existing methods for analyzing multiway data that exhibit smooth spatial or temporal features. 相似文献
8.
Two non-probabilistic, set-theoretical methods for determining the maximum and minimum impulsive responses of structures to uncertain-but-bounded impulses are presented. They are, respectively, based on the theories of interval mathematics and convex models. The uncertain-but-bounded impulses are assumed to be a convex set, hyper-rectangle or ellipsoid. For the two non-probabilistic methods, less prior information is required about the uncertain nature of impulses than the probabilistic model. Comparisons between the interval analysis method and the convex model, which are developed as an anti-optimization problem of finding the least favorable impulsive response and the most favorable impulsive response, are made through mathematical analyses and numerical calculations. The results of this study indicate that under the condition of the interval vector being determined from an ellipsoid containing the uncertain impulses, the width of the impulsive responses predicted by the interval analysis
method is larger than that by the convex model; under the condition of the ellipsoid being determined from an interval vector containing the uncertain impulses, the width of the interval impulsive responses obtained by the interval analysis method is smaller than that by the convex model.The project supported by the National Outstanding Youth Science Foundation of China (10425208), the National Natural Science Foundation of China and Institute of Engineering Physics of China (10376002) The English text was polished by Keren Wang. 相似文献
9.
Martin Forde 《Stochastic Processes and their Applications》2019,129(3):799-821
We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability where can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.1 相似文献
10.
This paper will deal with an anisotropic area-preserving flow which keeps the convexity of the evolving curve and the limiting curve converges to a homothety of a symmetric smooth strictly convex plane curve. 相似文献