On error operators related to the arbitrary functions principle

The error on a real quantity Y due to the graduation of the measuring instrument may be asymptotically represented, when the graduation is regular and fines down, by a Dirichlet form on R whose square field operator does not depend on the probability law of Y as soon as this law possesses a continuous density. This feature is related to the “arbitrary functions principle” (Poincaré, Hopf). We give extensions of this property to Rd and to the Wiener space for some approximations of the Brownian motion. This gives new approximations of the Ornstein-Uhlenbeck gradient. These results apply to the discretization of some stochastic differential equations encountered in mechanics.     

The norm of a composition operator with linear symbol acting on the Dirichlet space

We obtain a representation for the norm of a composition operator on the Dirichlet space induced by a map of the form φ(z)=az+b. We compare this result to an upper bound for ‖Cφ‖ that is valid whenever φ is univalent. Our work relies heavily on an adjoint formula recently discovered by Gallardo-Gutiérrez and Montes-Rodríguez.     

Norms and spectral radii of composition operators acting on the Dirichlet space

We obtain new upper bounds on the norms of univalently induced composition operators acting on the Dirichlet space and compute explicitly the norms for univalent symbols whose range is the disk minus a set of measure zero. As an application, we show that the spectral radius of every univalently induced composition operator on the Dirichlet space is equal to one.     

The Dirichlet problem for a conservation law with a multiplicative stochastic perturbation

In this paper, we are interested in the Dirichlet boundary value problem for a multi-dimensional nonlinear conservation law with a multiplicative stochastic perturbation. Using the concept of measure-valued solutions and Kruzhkov?s semi-entropy formulations, a result of existence and uniqueness of the entropy solution is proved.     

On the Solution of the Dirichlet Problem for an Elliptic Equation Degenerating on the Boundary

The Dirichlet problem for the equation is studied in the semi-circle . The restrictions on F are established under which the problem is uniquely solvable in the definite generalized sense.     

Uniqueness of a positive radially symmetric Solution of the Dirichlet problem for certain nonlinear differential equation of the second order in a ball

We consider the Dirichlet problem

$u_\Gamma = 0$

for the nonlinear differential equation

$\Delta u + \left| x \right|^m \left| u \right|^p = 0, x \in S,$

with constant m ≥ 0 and p > 1 in the unit ball S = {x ∈ R ⁿ : |x| < 1}(n ≥ 3) with the boundary Γ. We prove that with p ≤ m+n/n?2 this problem has a unique positive radially symmetric solution.

     

Violation of unique solvability of the Dirichlet problem on the disk for systems of second-order differential equations

We study the Dirichlet problem for the system of elliptic equations with matrix complex-valued coefficients

Relatively compact families of functionals on abstract Wiener space and applications

In this paper we prove two relatively compact criterions in some L^p-spaces(p>1) for the set of functionals on abstract Wiener space in terms of the compact embedding theorems in finite dimensional Sobolev spaces. Then, as applications we study several relatively compact families of random fields for the solutions to SDEs (and SPDEs) with coefficients satisfying some bounded assumptions, some stochastic integrals, and local times of diffusion processes.     

Sobolev Space and Dirichlet Space Associated with Symmetric Markov Process on a Local Field

The space ℱ_r,p, which was designed so as to play similar roles to the ordinary Sobolev space W^r,p(ℝⁿ), introduced as a cornerstone for analyzing nonlinear potential theoretic features of the state space with a measure-symmetric transition probability semi-group. The aim of this article is revealing a sufficient condition for the counterpart of the Sobolev space to coincide with domain of some Dirichlet form on a local field and discussing some other features of those counterparts on the non-Archimedean metric space. For example, we will see a sufficient condition for the space ℱ_r,2 to be viewed as domain of some Dirichlet form and microscopic property such as polarity of singleton will be investigated. Mathematics Subject Classifications (2000) 31C45, 11D88 , 46E35, 60J25.     

Time Discretisation and Rate of Convergence for the Optimal Control of Continuous-Time Stochastic Systems with Delay

We study a semi-discretisation scheme for stochastic optimal control problems whose dynamics are given by controlled stochastic delay (or functional) differential equations with bounded memory. Performance is measured in terms of expected costs. By discretising time in two steps, we construct a sequence of approximating finite-dimensional Markovian optimal control problems in discrete time. The corresponding value functions converge to the value function of the original problem, and we derive an upper bound on the discretisation error or, equivalently, a worst-case estimate for the rate of convergence.     

On a jump-type stochastic fractional partial differential equation with fractional noises

We study a class of stochastic fractional partial differential equations of order α>1$\alpha >1$ driven by a (pure jump) Lévy space–time white noise and a fractional noise. We prove the existence and uniqueness of the global mild solution by the fixed point principle under some suitable assumptions.     

Stability of solutions of an equation arising in hydromechanics

We study the strong stability of the equation describing small oscillations of an elastic pipe conveying an ideal fluid. We prove the existence and uniqueness theorem for the generalized solution and find sufficient conditions for strong stability in the case of a pulsing fluid. Translated fromMatematicheskie Zametki, Vol. 67, No. 1, pp. 15–24, January, 2000.     

Dirichlet Forms,Poincaré Inequalities,and the Sobolev Spaces of Korevaar and Schoen

We answer a question of Jost on the validity of Poincaré inequalities for metric space-valued functions in a Dirichlet domain. We also investigate the relationship between Dirichlet domains and the Sobolev-type spaces introduced by Korevaar and Schoen.     

Functional calculus of Dirac operators and complex perturbations of Neumann and Dirichlet problems

We prove that Neumann, Dirichlet and regularity problems for divergence form elliptic equations in the half-space are well posed in L₂ for small complex L_∞ perturbations of a coefficient matrix which is either real symmetric, of block form or constant. All matrices are assumed to be independent of the transversal coordinate. We solve the Neumann, Dirichlet and regularity problems through a new boundary operator method which makes use of operators in the functional calculus of an underlaying first order Dirac type operator. We establish quadratic estimates for this Dirac operator, which implies that the associated Hardy projection operators are bounded and depend continuously on the coefficient matrix. We also prove that certain transmission problems for k-forms are well posed for small perturbations of block matrices.     

The Feynman-Stratonovich semigroup and stratonovich integral expansions in nonlinear filtering

Representations for the solution of the Zakai equation in terms of multiple Stratonovich integrals are derived. A new semigroup (the Feynman-Stratonovich semigroup) associated with the Zakai equation is introduced and using the relationship between multiple Stratonovich integrals and iterated Stratonovich integrals, a representation for the unnormalized conditional density,u(t,x), solely in terms of the initial density and the semigroup, is obtained. In addition, a Fourier seriestype representation foru(t,x) is given, where the coefficients in this representation uniquely solve an infinite system of partial differential equations. This representation is then used to obtain approximations foru(t,x). An explicit error bound for this approximation, which is of the same order as for the case of multiple Wiener integral representations, is obtained. Research supported by the National Science Foundation and the Air Force Office of Scientific Research Grant No. F49620 92 J 0154 and the Army Research Office Grant No. DAAL03-92-G0008.     

Operational matrices of Chebyshev cardinal functions and their application for solving delay differential equations arising in electrodynamics with error estimation

In this paper, a new and effective direct method to determine the numerical solution of pantograph equation, pantograph equation with neutral term and Multiple-delay Volterra integral equation with large domain is proposed. The pantograph equation is a delay differential equation which arises in quite different fields of pure and applied mathematics, such as number theory, dynamical systems, probability, mechanics and electrodynamics. The method consists of expanding the required approximate solution as the elements of Chebyshev cardinal functions. The operational matrices for the integration, product and delay of the Chebyshev cardinal functions are presented. A general procedure for forming these matrices is given. These matrices play an important role in modelling of problems. By using these operational matrices together, a pantograph equation can be transformed to a system of algebraic equations. An efficient error estimation for the Chebyshev cardinal method is also introduced. Some examples are given to demonstrate the validity and applicability of the method and a comparison is made with existing results.     

Uniqueness criterion in an inverse problem for an abstract differential equation with nonstationary inhomogeneous term

In a Banach space E, we consider the inverse problem du(t)/dt = Au(t) + (t)p , u(0) = u ₀, u(T) = u₁, with an unknown function u(t) and an element p E. The operator A is assumed linear and closed. In this paper, we establish minimal constraints on the function C([0, T]) for which the uniqueness of the solution of the inverse problem is completely described in terms of the eigenvalues of the operator A.Translated from Matematicheskie Zametki, vol. 77, no. 2, 2005, pp. 273–290.Original Russian Text Copyright © 2005 by I. V. Tikhonov, Yu. S. Éidelman.This revised version was published online in April 2005 with a corrected issue number.