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1.
Let X(t) be the ergodic Gauss–Markov process with mean zero and covariance function e?|τ|. Let D(t) be +1, 0 or ?1 according as X(t) is positive, zero or negative. We determine the non-linear estimator of X(t1) based solely on D(t), ?T ? t ? 0, that has minimal mean–squared error ε2(t1, T). We present formulae for ε2(t1, T) and compare it numerically for a range of values of t1 and T with the best linear estimator of X(t1) based on the same data.  相似文献   

2.
A definition is given of a symmetric local semigroup of (unbounded) operators P(t) (0 ? t ? T for some T > 0) on a Hilbert space H, such that P(t) is eventually densely defined as t → 0. It is shown that there exists a unique (unbounded below) self-adjoint operator H on H such that P(t) is a restriction of e?tH. As an application it is proven that H0 + V is essentially self-adjoint, where e?tH0 is an Lp-contractive semigroup and V is multiplication by a real measurable function such that VL2 + ε and e?δVL1 for some ε, δ > 0.  相似文献   

3.
X is a nonnegative random variable such that EXt < ∞ for 0≤ t < λ ≤ ∞. The (l??) quantile of the distribution of X is bounded above by [??1 EXt]1?t. We show that there exist positive ?1 ≥ ?2 such that for all 0 <?≤?1 the function g(t) = [?-1EXt]1?t is log-convex in [0, c] and such that for all 0 < ? ≤ ?2 the function log g(t) is nonincreasing in [0, c].  相似文献   

4.
For the system T′(t) + p(t) T(t) + q(t) T(t ? τ) = ∝0tK(t ? μ) T(μ) for t ? 0, T(t) = g(t) for t ∈ [?τ, 0], conditions have been obtained which ensure that a solution of this system is dominated by a nonoscillatory solution in the interval ¦τ, ∞).  相似文献   

5.
We assume that Ωt is a domain in ?3, arbitrarily (but continuously) varying for 0?t?T. We impose no conditions on smoothness or shape of Ωt. We prove the global in time existence of a weak solution of the Navier–Stokes equation with Dirichlet's homogeneous or inhomogeneous boundary condition in Q[0, T) := {( x , t);0?t?T, x ∈Ωt}. The solution satisfies the energy‐type inequality and is weakly continuous in dependence of time in a certain sense. As particular examples, we consider flows around rotating bodies and around a body striking a rigid wall. Copyright © 2008 John Wiley & Sons, Ltd.  相似文献   

6.
Considering the linear system of elasticity equations describing the wave propagation in the half-space ? + 3 = {x ∈ ?3 | x 3 > 0} we address the problem of determining the density and elastic parameters which are piecewise constant functions of x 3. The shape is unknown of a point-like impulse source that excites elastic oscillations in the half-space. We show that under certain assumptions on the source shape and the parameters of the elastic medium the displacements of the boundary points of the half-space for some finite time interval (0, T) uniquely determine the normalized density (with respect to the first layer) and the elastic Lamé parameters for x 3 ∈ [0, H], where H = H(T). We give an algorithmic procedure for constructing the required parameters.  相似文献   

7.
8.
The initial value problem on [?R, R] is considered: ut(t, x) = uxx(t, x) + u(t, x)γu(t, ±R) = 0u(0, x) = ?(x), where ? ? 0 and γ is a fixed large number. It is known that for some initial values ? the solution u(t, x) exists only up to some finite time T, and that ∥u(t, ·)∥ → ∞ as tT. For the specific initial value ? = , where ψ ? 0, ψxx + ψγ = 0, ψR) = 0, k is sufficiently large, it is shown that if x ≠ 0, then limtTu(t, x) and limtTux(t, x) exist and are finite. In other words, blow-up occurs only at the point x = 0.  相似文献   

9.
We consider longitudinal elastic vibrations of a composite rod and find closedform expressions that describe optimal boundary controls bringing the rod from the quiescent state into a state with given displacement function φ(t) and velocity function ψ(t) in time T. We assume that the wave propagation time through each part of the rod is the same and T is a multiple of that time.  相似文献   

10.
We describe classes of vectors f from a Hilbert space H for which the quantity ‖T(t)f?f‖, where T(t)=e ?tA , t≥0, and A is a self-adjoint nonnegative operator in H, has a certain order of convergence to zero as t→+0.  相似文献   

11.
In this article we consider the three parameter family of elliptic curves Et: y2 − 4(xt1 )3 + t2 (xt1) + t3 = 0, t ∈ ?3, and study the modular holomorphic foliation ?ω, in ?3 whose leaves are constant locus of the integration of a l-form ω over topological cycles of Et. Using the Gauss—Manin connection of the family Et, we show that ?ω is an algebraic foliation. In the case , we prove that a transcendent leaf of ?ω contains at most one point with algebraic coordinates and the leaves of ?ω corresponding to the zeros of integrals, never cross such a point. Using the generalized period map associated to the family Et, we find a uniformization of ?ω in T, where T ⊂ ?3 is the locus of parameters t for which Et is smooth. We find also a real first integral of ?ω. restricted to T and show that ?ω is given by the Ramanujan relations between the Eisenstein series.  相似文献   

12.
Let L be a negative self-adjoint bounded operator on a Hilbert space H, and p a projection on H with pLp trace class, and let {Tt: t ? 0} be the extension of {etL: t ? 0} to a strongly continuous semigroup of completely positive quasi-free unital maps of Fock type on the fermion algebra AH built over H. Then it is shown that there exists a strongly continuous self-adjoint contraction semigroup {Gt: t ? 0} on the Hilbert space of the GNS decomposition of the quasi-free state gwp such that in the representation of that state: Tt ? Gt(·)Gt, t ?0.  相似文献   

13.
For positive constants a > b > 0, let P T (t) denote the lattice point discrepancy of the body tT a,b , where t is a large real parameter and T = T a,b is bounded by the surface $$ \partial \tau _{a,b} :\left( {\begin{array}{*{20}c} x \\ y \\ z \\ \end{array} } \right) = \left( {\begin{array}{*{20}c} {(a + b\cos \alpha )\cos \beta } \\ {(a + b\cos \alpha )\sin \beta } \\ {b\sin \alpha } \\ \end{array} } \right), 0 \leqq \alpha ,\beta < 2\pi . $$ In a previous paper [12] it has been proved that $$ P_\tau (t) = \mathcal{F}_{a,b} (t)t^{3/2} + \Delta _\tau (t), $$ where F a,b (t) is an explicit continuous periodic function, and the remainder satisfies the (“pointwise”) estimate Δ T (t) ? t 11/8+? . Here it will be shown that this error term is only ? t 1+? in mean-square, i.e., that $$ \int\limits_0^T {(\Delta _\tau (t))^2 dt} \ll T^{3 + \varepsilon } $$ for any ? > 0.  相似文献   

14.
The interpolation of the function x → 1/(1 ? xt) generating the series f(t) = ∑i = 0citi at the zeros of an orthogonal polynomial with respect to a distribution d α satisfying some conditions will give us a process for accelerating the convergence of fn(t) = ∑ni = 0citi. Then, we shall see that the polynomial of best approximation of x → 1/(1 ? xt) over some interval or its development in Chebyshev polynomials Tn or Un are only particular cases of the main theorem.At last, we shall show that all these processes accelerate linear combinations with positive coefficients of totally monotonic and oscillating sequences.  相似文献   

15.
LetC ub ( $\mathbb{J}$ , X) denote the Banach space of all uniformly continuous bounded functions defined on $\mathbb{J}$ 2 ε {?+, ?} with values in a Banach spaceX. Let ? be a class fromC ub( $\mathbb{J}$ ,X). We introduce a spectrumsp?(φ) of a functionφ εC ub (?,X) with respect to ?. This notion of spectrum enables us to investigate all twice differentiable bounded uniformly continuous solutions on ? to the abstract Cauchy problem (*)ω′(t) =(t) +φ(t),φ(0) =x,φ ε ?, whereA is the generator of aC 0-semigroupT(t) of bounded operators. Ifφ = 0 andσ(A) ∩i? is countable, all bounded uniformly continuous mild solutions on ?+ to (*) are studied. We prove the bound-edness and uniform continuity of all mild solutions on ?+ in the cases (i)T(t) is a uniformly exponentially stableC 0-semigroup andφ εC ub(?,X); (ii)T(t) is a uniformly bounded analyticC 0-semigroup,φ εC ub (?,X) andσ(A) ∩i sp(φ) = Ø. Under the condition (i) if the restriction ofφ to ?+ belongs to ? = ?(?+,X), then the solutions belong to ?. In case (ii) if the restriction ofφ to ?+ belongs to ? = ?(?+,X), andT(t) is almost periodic, then the solutions belong to ?. The existence of mild solutions on ? to (*) is also discussed.  相似文献   

16.
In the space of variables (x, t) ∈ ? n+1, we consider a linear second-order hyperbolic equation with coefficients depending only on x. Given a domain D ? ? n+1 whose projection to the x-space is a compact domain Ω, we consider the question of construction of a stability estimate for a solution to the Cauchy problem with data on the lateral boundary S of D. The well-known method for obtaining such estimates bases on the Carleman estimates with an exponential-type weight function exp(2τ?(x, t)) whose construction faces certain difficulties in case of hyperbolic equations with variable coefficients. We demonstrate that if D is symmetric with respect to the plane t = 0 then we can take ?(x, t) to be the function ?(x, t) = s 2(x, x 0) ? pt 2, where s(x, x 0) is the distance between points x and x 0 in the Riemannian metric induced by the differential equation, p is some positive number less than 1, and the fixed point x 0 can either belong to the domain Ω or lie beyond it. As for the metric, we suppose that the sectional curvature of the corresponding Riemannian space is bounded above by some number k 0 ≥ 0. In case of space of nonpositive curvature the parameter p can be taken arbitrarily close to 1; in this case as p → 1 the stability estimates lead to a uniqueness theorem which describes exactly the domain of the solution continuation through S. It turns out that, in case of space of bounded positive curvature, construction of a Carleman estimate is possible only if the product of k 0 and sup x∈Ω s 2(x, x 0) satisfies some smallness condition.  相似文献   

17.
The paper presents the deterministic finite time horizon inventory lot size model, without backlogs and with no lead time, for a single commodity, with some specified markets. The specified markets are represented by the family b(t)=ktr of demand functions where k>0, r>?2 are known parameters and t stands for time, 0<t0?t?T. The strict positivity of t0. compared to the restrictive condition t0=0 which has been already solved, is crucial and implies entirely different analytical techniques. An important special case is the affine function (r = 1) partly treated already by Donaldson [3]. The problem is to find the optimal schedule of replenishments, i.e., the number and timings of orders.The problem is completely resolved (compared to a recent heuristic by Silver [8]) and the solution is given in a closed form and is proven to be unique. Numerical examples are provided.  相似文献   

18.
We obtain an existence result for global solutions to initial-value problems for Riccati equations of the form R′(t) + TR(t) + R(t)T = Tρ A(t)T1?ρ + Tρ B(t)T1?ρ R(t) + R(t)TρC(t) T1?ρ + R(t)TρD(t)T1?ρ R(t), R(0)=R0, where 0 ? ρ ? 1 and where the functions R and A through D take on values in the cone of non-negative bounded linear operators on L1 (0, W; μ). T is an unbounded multiplication operator. This problem is of particular interest in case ρ = 1 since it arisess in the theories of particle transport and radiative transfer in a slab. However, in this case there are some serious difficulties associated with this equation, which lead us to define a solution for the case ρ = 1 as the limit of solutions for the cases 0 < ρ < 1.  相似文献   

19.
Let D be nonempty open convex subset of a real Banach space E. Let be a continuous pseudocontractive mapping satisfying the weakly inward condition and let be fixed. Then for each t∈(0,1) there exists satisfying yttTyt+(1−t)u. If, in addition, E is reflexive and has a uniformly Gâteaux differentiable norm, and is such that every closed convex bounded subset of has fixed point property for nonexpansive self-mappings, then T has a fixed point if and only if {yt} remains bounded as t→1; in this case, {yt} converges strongly to a fixed point of T as t1. Moreover, an explicit iteration process which converges strongly to a fixed point of T is constructed in the case that T is also Lipschitzian.  相似文献   

20.
Numerical approximation of the solution of the Cauchy problem for the linear parabolic partial differential equation is considered. The problem: (p(x)ux)x ? q(x)u = p(x)ut, 0 < x < 1,0 < t? T; u(0, t) = ?1(t), 0 < t ? T; u(1,t) = ?2(t), 0 < t ? T; p(0) ux(0, t) = g(t), 0 < t0 ? t ? T, is ill-posed in the sense of Hadamard. Complex variable and Dirichlet series techniques are used to establish Hölder continuous dependence of the solution upon the data under the additional assumption of a known uniform bound for ¦ u(x, t)¦ when 0 ? x ? 1 and 0 ? t ? T. Numerical results are obtained for the problem where the data ?1, ?2 and g are known only approximately.  相似文献   

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