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1.
考虑半参数回归模型$y_i=x_i\beta+g(t_i)+V_i$ $(1\le i\len)$, 其中$(x_i,t_i)$是已知的设计点, 斜率参数$\beta$是未知的,$g(\cdot)$是未知函数, 误差$V_i=\tsm^\infty_{j=-\infty}c_je_{i-j}$,$\tsm^\infty_{j=-\infty}|c_j|<\infty$并且$e_i$是负相关的随机变量.在适当的条件下, 我们研究了$\beta$与$g(\cdot)$小波估计量的强收敛速度.结果显示$g(\cdot)$的小波估计量达到最优收敛速度. 同时,对$\beta$小波估计量也作了模拟研究.  相似文献   

2.
程俊芳  李登峰 《数学学报》2008,51(5):877-888
设E=■或■,■(x)∈L~2(R~2)且■_(jk)(x)=2■(E~jx-k),其中j∈Z,k∈Z~2.若{■_(jk)|jJ∈Z,k∈Z~2}构成L~2(R~2)的紧框架,则称■(x)为E-紧框架小波.本文给出E-紧框架小波是MRA E-紧框架小波的一个充要条件,即E紧框架小波■来自多尺度分析当且仅当线性空间F_■(ξ)的维数为0或1,其中F_■(ξ)=■(ξ)|j■1},■_j(ξ)={■((E~T)~j(ξ+2kπ))}_(k∈EZ~2,j■1。  相似文献   

3.
本篇文章给出一类$L^{2}(\mathbb{R}^{n})$, $n\geq2$的紧支撑不可分正交小波基的具体构造算法,其中正交小波的伸缩矩阵为$\alpha I_{n}~(\alpha\geq2,\ \alpha \in \mathbb{Z})$, $I_{n}$是$n$阶单位矩阵.最后给出两个不可分正交小波基的构造算例.  相似文献   

4.
In this paper, we develop a two-grid method (TGM) based on the FEM for 2D nonlinear time fractional two-term mixed sub-diffusion and diffusion wave equations. A two-grid algorithm is proposed for solving the nonlinear system, which consists of two steps: a nonlinear FE system is solved on a coarse grid, then the linearized FE system is solved on the fine grid by Newton iteration based on the coarse solution. The fully discrete numerical approximation is analyzed, where the Galerkin finite element method for the space derivatives and the finite difference scheme for the time Caputo derivative with order $\alpha\in(1,2)$ and $\alpha_{1}\in(0,1)$. Numerical stability and optimal error estimate $O(h^{r+1}+H^{2r+2}+\tau^{\min\{3-\alpha,2-\alpha_{1}\}})$ in $L^{2}$-norm are presented for two-grid scheme, where $t,$ $H$ and $h$ are the time step size, coarse grid mesh size and fine grid mesh size, respectively. Finally, numerical experiments are provided to confirm our theoretical results and effectiveness of the proposed algorithm.  相似文献   

5.
Consider the fractional Brownian motion process $B_H(t), t\in [0,T]$, with parameter $H\in (0,1)$. Meyer, Sellan and Taqqu have developed several random wavelet representations for $B_H(t)$, of the form $\sum_{k=0}^\infty U_k(t)\epsilon_k$ where $\epsilon_k$ are Gaussian random variables and where the functions $U_k$ are not random. Based on the results of Kühn and Linde, we say that the approximation $\sum_{k=0}^n U_k(t)\epsilon_k$ of $B_H(t)$ is optimal if $$ \displaystyle \left( E \sup_{t\in [0,T]} \left| \sum_{k=n}^\infty U_k(t) \epsilon_k\right|^2 \right)^{1/2} =O \left( n^{-H} (1+\log n)^{1/2} \right), $$ as $n\rightarrow\infty$. We show that the random wavelet representations given in Meyer, Sellan and Taqqu are optimal.  相似文献   

6.
本文主要研究了一类多项Caputo分数阶随机微分方程的Euler-Maruyama (EM)方法,并证明了其强收敛性.具体地,我们首先构造了求解多项Caputo分数阶随机微分方程初值问题的EM方法,然后证明分数阶导数的指标满足$\frac{1}{2}<\alpha_{1}<\alpha_{2}<\cdots<\alpha_{m}<1$时,该方法是$\alpha_{m}-\alpha_{m-1}$阶强收敛的.文末的数值试验验证了理论结果的正确性.  相似文献   

7.
In this paper, we consider the Euler-Maruyama method for a class of stochastic Volterra integral equations (SVIEs). It is known that the strong convergence order of the Euler-Maruyama method is $\frac12$. However, the strong superconvergence order $1$ can be obtained for a class of SVIEs if the kernels $\sigma_{i}(t, t) = 0$ for $i=1$ and $2$; otherwise, the strong convergence order is $\frac12$. Moreover, the theoretical results are illustrated by some numerical examples.  相似文献   

8.
A two-grid method for the steady penalized incompressible Navier-Stokes equations is presented. Convergence results are proved. If h = O(H^3-s) and ε = O(H^5-2s) (s = 0(n=2);s=1/2(n=3)are chosen, the convergence order of this two-grid method is the same as that of the usual finite element method. Numerical results show that this method is efficient and can save a lot of computation time.  相似文献   

9.
The homogeneous approximation property (HAP) of wavelet frames is useful in practice since it means that the number of building blocks involved in a reconstruction of f up to some error is essentially invariant under time-scale shifts. In this paper, we show that every wavelet frame generated with functions satisfying some moderate decay conditions possesses the HAP. Our result improves a recent work of Heil and Kutyniok’s. Moreover, for wavelet frames generated with separable time-scale parameters, i.e., wavelet frames of the form
$\bigcup_{\ell=1}^r\{s^{-d/2}\psi_{\ell}(s^{-1} \cdot - t):\, s\in S_{\ell}, t\in T_{\ell}\},$\bigcup_{\ell=1}^r\{s^{-d/2}\psi_{\ell}(s^{-1} \cdot - t):\, s\in S_{\ell}, t\in T_{\ell}\},  相似文献   

10.
SOME EXTENSIONS OF PALEY-WIENNER THEOREM   总被引:1,自引:0,他引:1  
§1.IntroductionandMotivationTheclasicalShannon’ssamplingtheoremholdsduetothefolowingtworeasons:(i)q(t,u)=sinπ(t-u)π(t-u)isthe...  相似文献   

11.
设k和r是满足k≥3及r≥Ψ(k)+1的正整数,这里当3≤k≤4时,Ψ(k)=2~(k-1);而当k≥5时,Ψ(k)=1/2k(k+1).假定δ和ε是给定的足够小的正数,λ_1,λ_2,…,λ_(r+1)是不全同号且两两之比不全为有理数的非零实数.对于任意实数η与0σ2~(1-2k)/r-1,证明了:存在一个正数序列X→+∞,使得不等式|λ_1p_1~k+λ_2p_2~k+···+λ_rp_r~k+λ_(r+1)p_(r+1)+η|(max(1≤j≤r+1)p_j)~(-σ)有》■X~(■-(2~(1-2k))/(r-1)+ε组素数解(p_1,p_2,…,p_(r+1)),这里(δX)~(1/k)≤p_j≤X~(1/k)(1≤j≤r)及δX≤p_(r+1)≤X.这改进了之前的结果.  相似文献   

12.
In this paper, by using superposition method, we aim to show that ∑^n i=1 (2/- 1)^2k-1 is the product of n2 and a rational polynomial in n2 with degree k- 1, and that ∑^ni=1 (2i - 1)^2k is the product of n(2n - 1)(2n + 1) and a rational polynomial in (2n - 1)(2n + 1) with degree k - 1. Moreover, recurrence formulas to compute the coefficients of the corresponding rational polynomials are also obtained.  相似文献   

13.
In this paper, finite element method with high-order approximation for time fractional derivative is considered and discussed to find the numerical solution of time fractional convection-diffusion equation. Some lemmas are introduced and proved, further the stability and error estimates are discussed and analyzed, respectively. The convergence result $O(h^{r+1}+\tau^{3-\alpha})$ can be derived, which illustrates that time convergence rate is higher than the order $(2-\alpha)$ derived by $L1$-approximation. Finally, to validate our theoretical results, some computing data are provided.  相似文献   

14.
Let ${V_k}^{+\infinity}_{k=-\infinity}$ be a multiresolution analysis generated by a function $\phi(x)\in L^2(R^2)$. Under this multiresolution framework the key point for studying wavelet decompositions in $L^2(R^2)$ is to study the properties of Wo which is the orthogonal complement of $V_0$ in $V_1:V_1=V_0\oplus W_0$.In this paper the author studies the structure of W_0 and furthermore shows that a box spline of three directions can generate a wavelet decomposition of $L^2(R^2)$.  相似文献   

15.
The three-dimensional spherical polytropic Lane-Emden problem is $y_{rr}+(2/r) y_{r} + y^{m}=0, y(0)=1, y_{r}(0)=0$ where $m \in [0, 5]$ is a constant parameter. The domain is $r \in [0, \xi]$ where $\xi$ is the first root of $y(r)$. We recast this as a nonlinear eigenproblem, with three boundary conditions and $\xi$ as the eigenvalue allowing imposition of the extra boundary condition, by making the change of coordinate $x \equiv r/\xi$: $y_{xx}+(2/x) y_{x}+ \xi^{2} y^{m}=0, y(0)=1, y_{x}(0)=0,$ $y(1)=0$. We find that a Newton-Kantorovich iteration always converges from an $m$-independent starting point $y^{(0)}(x)=\cos([\pi/2] x), \xi^{(0)}=3$. We apply a Chebyshev pseudospectral method to discretize $x$. The Lane-Emden equation has branch point singularities at the endpoint $x=1$ whenever $m$ is not an integer; we show that the Chebyshev coefficients are $a_{n} \sim constant/n^{2m+5}$ as $n \rightarrow \infty$. However, a Chebyshev truncation of $N=100$ always gives at least ten decimal places of accuracy — much more accuracy when $m$ is an integer. The numerical algorithm is so simple that the complete code (in Maple) is given as a one page table.  相似文献   

16.
固定设计下回归函数的小波估计   总被引:10,自引:1,他引:9       下载免费PDF全文
对于非参数回归模型:Y\-i=g(t\-i)+ε\-i,i=1,…,n,其中{t\-i}为固定设计点列,{ε\-i}为α 混合的平稳序列,该文建立了回归函数 g(t) 的小波估计并研究了其相合性、强相合性和收敛速度.  相似文献   

17.
BAHADURASYMPTOTICEFFICIENCYINASEMIPARAMETRICREGRESSIONMODEL¥LIANGHUA;CHENGPINGAbstract:TheauthorSgiveMLEθ1MLofθ1inthemodelY=θ...  相似文献   

18.
令■设λ_1,λ_2,λ_3是不全同号的非零实数,且满足λ_1/λ_2为无理数,则对于任意实数η和ε 0,不等式■有无穷多组素数解p_1,p_2,p_3.该结果改进了Gambini,Languasco和Zaccagnini的结果.  相似文献   

19.
It is proved that each sufficiently large integer N=5(mod24) can be written as N=p1^2+p2^2+p3^2+p4^2+p5^2 with|pj=√N/5|&#177;、≤U=N^1/2-1/35+e,where pj ae primes.This result,which is obtained by an iterative method and a hybrid estimate for Dirichlet polynomial, improves the previous results in this direction.  相似文献   

20.
This article concerns numerical approximation of a parabolic interface problem with general $L^2$ initial value. The problem is discretized by a finite element method with a quasi-uniform triangulation of the domain fitting the interface, with piecewise linear approximation to the interface. The semi-discrete finite element problem is furthermore discretized in time by the $k$-step backward difference formula with $ k=1,\ldots,6 $. To maintain high-order convergence in time for possibly nonsmooth $L^2$ initial value, we modify the standard backward difference formula at the first $k-1$ time levels by using a method recently developed for fractional evolution equations. An error bound of $\mathcal{O}(t_n^{-k}\tau^k+t_n^{-1}h^2|\log h|)$ is established for the fully discrete finite element method for general $L^2$ initial data.  相似文献   

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