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1.
We consider the asymptotic nonlinear filtering problem dx=f(x)dt + ?1/2 dw,dy=h(x) dt + ? dv and obtain lim?→0 ? log q 2(x,t) = -W(x,t) for unnormalized conditional densities q 2(x,t) using PDE methods. HereW(x,t) is the value function for a deterministic optimal control problem arising in Mortensen's deterministic estimation, and is the unique viscosity solution of a Hamilton-Jacobi-Bellman equation. ijab has also studied this filtering problem, and we extend his large deviation result for certain unnormalized conditional measures. The resulting variational problem corresponds to the above control problem 相似文献
2.
For the two versions of the KdV equation on the positive half-line an initial-boundary value problem is well posed if one
prescribes an initial condition plus either one boundary condition if q
t
and q
xxx
have the same sign (KdVI) or two boundary conditions if q
t
and q
xxx
have opposite sign (KdVII). Constructing the generalized Dirichlet to Neumann map for the above problems means characterizing
the unknown boundary values in terms of the given initial and boundary conditions. For example, if {q(x,0),q(0,t)} and {q(x,0),q(0,t),q
x
(0,t)} are given for the KdVI and KdVII equations, respectively, then one must construct the unknown boundary values {q
x
(0,t),q
xx
(0,t)} and {q
xx
(0,t)}, respectively. We show that this can be achieved without solving for q(x,t) by analysing a certain “global relation” which couples the given initial and boundary conditions with the unknown boundary
values, as well as with the function Φ
(t)(t,k), where Φ
(t) satisfies the t-part of the associated Lax pair evaluated at x=0. The analysis of the global relation requires the construction of the so-called Gelfand–Levitan–Marchenko triangular representation
for Φ
(t). In spite of the efforts of several investigators, this problem has remained open. In this paper, we construct the representation
for Φ
(t) for the first time and then, by employing this representation, we solve explicitly the global relation for the unknown boundary values in terms of the given initial and boundary conditions and the function
Φ
(t). This yields the unknown boundary values in terms of a nonlinear Volterra integral equation. We also discuss the implications
of this result for the analysis of the long t-asymptotics, as well as for the numerical integration of the KdV equation. 相似文献
3.
Existence of the mild solution for some fractional differential equations with nonlocal conditions 总被引:1,自引:0,他引:1
We are concerned in this paper with the existence of mild solutions to the Cauchy Problem for the fractional differential
equation with nonlocal conditions: D
q
x(t)=Ax(t)+t
n
f(t,x(t),Bx(t)), t∈[0,T], n∈ℤ+, x(0)+g(x)=x
0, where 0<q<1, A is the infinitesimal generator of a C
0-semigroup of bounded linear operators on a Banach space X. 相似文献
4.
Alfred S. Carasso 《Mathematical Methods in the Applied Sciences》2013,36(3):249-261
Identifying sources of ground water pollution and deblurring astronomical galaxy images are two important applications generating growing interest in the numerical computation of parabolic equations backward in time. However, while backward uniqueness typically prevails in parabolic equations, the precise data needed for the existence of a particular backward solution is seldom available. This paper discusses previously unexplored non‐uniqueness issues, originating from trying to reconstruct a particular solution from imprecise data. Explicit 1D examples of linear and nonlinear parabolic equations are presented, in which there is strong computational evidence for the existence of distinct solutions wred(x,t) and wgreen(x,t), on 0 ≤ t ≤ 1. These solutions have the property that the traces wred(x,1) and wgreen(x,1) at time t = 1 are close enough to be visually indistinguishable, while the corresponding initial values wred(x,0) and wgreen(x,0) are vastly different, well‐behaved, physically plausible functions, with comparable L2 norms. This implies effective non‐uniqueness in the recovery of wred(x,0) from approximate data for wred(x,1). In all these examples, the Van Cittert iterative procedure is used as a tool to discover unsuspected, valid, additional solutions wgreen(x,0). This methodology can generate numerous other examples and indicates that multidimensional problems are likely to be a rich source of striking non‐uniqueness phenomena. Published 2012. This article is a US Government work and is in the public domain in the USA. 相似文献
5.
6.
We obtain results of existence and multiplicity of solutions for the second-order equation x″+q(t)g(x)=0, with x(t) defined for all t∈]0,1[ and such that x(t)→+∞ as t→0+ and t→1−. We assume g having superlinear growth at infinity and q(t) possibly changing sign on [0,1]. 相似文献
7.
We consider the existence and uniqueness of singular solutions for equations of the formu
1=div(|Du|p−2
Du)-φu), with initial datau(x, 0)=0 forx⇑0. The function ϕ is a nondecreasing real function such that ϕ(0)=0 andp>2.
Under a growth condition on ϕ(u) asu→∞, (H1), we prove that for everyc>0 there exists a singular solution such thatu(x, t)→cδ(x) ast→0. This solution is unique and is called a fundamental solution. Under additional conditions, (H2) and (H3), we show the
existence of very singular solutions, i.e. singular solutions such that ∫|x|≤r
u(x,t)dx→∞ ast→0. Finally, for functions ϕ which behave like a power for largeu we prove that the very singular solution is unique. This is our main result.
In the case ϕ(u)=u
q, 1≤q, there are fundamental solutions forq<p*=p-1+(p/N) and very singular solutions forp-1<q<p*. These ranges are optimal.
Dedicated to Professor Shmuel Agmon 相似文献
8.
Alden Waters 《偏微分方程通讯》2013,38(12):2169-2197
We consider compact smooth Riemmanian manifolds with boundary of dimension greater than or equal to two. For the initial-boundary value problem for the wave equation with a lower order term q(t, x), we can recover the X-ray transform of time dependent potentials q(t, x) from the dynamical Dirichlet-to-Neumann map in a stable way. We derive conditional Hölder stability estimates for the X-ray transform of q(t, x). The essential technique involved is the Gaussian beam Ansatz, and the proofs are done with the minimal assumptions on the geometry for the Ansatz to be well-defined. 相似文献
9.
An Application of a Mountain Pass Theorem 总被引:3,自引:0,他引:3
We are concerned with the following Dirichlet problem:
−Δu(x) = f(x, u), x∈Ω, u∈H
1
0(Ω), (P)
where f(x, t) ∈C (×ℝ), f(x, t)/t is nondecreasing in t∈ℝ and tends to an L
∞-function q(x) uniformly in x∈Ω as t→ + ∞ (i.e., f(x, t) is asymptotically linear in t at infinity). In this case, an Ambrosetti-Rabinowitz-type condition, that is, for some θ > 2, M > 0,
0 > θF(x, s) ≤f(x, s)s, for all |s|≥M and x∈Ω, (AR)
is no longer true, where F(x, s) = ∫
s
0
f(x, t)dt. As is well known, (AR) is an important technical condition in applying Mountain Pass Theorem. In this paper, without assuming
(AR) we prove, by using a variant version of Mountain Pass Theorem, that problem (P) has a positive solution under suitable
conditions on f(x, t) and q(x). Our methods also work for the case where f(x, t) is superlinear in t at infinity, i.e., q(x) ≡ +∞.
Received June 24, 1998, Accepted January 14, 2000. 相似文献
10.
We prove existence and uniqueness of the solution Xεt of the SDE, Xεt = εBt + ∫t0uq −1 ε(s, Xεt) ds, where Xεt is a one-dimensional process and uε(t, x) the density of Xεt (ε > 0, q > 1). We show that the closure of (Xεt; 0 ≤ t ≤ 1) with respect to Hölder norm, when ε goes to 0, is a.s. equal to an explicit family of continuous functions. We obtain similar results, considering SDE′s where the drift coefficient is equal to ± sgn(x) u(t, x). 相似文献
11.
Qiyi Fan Wentao Wang Xuejun Yi 《Journal of Computational and Applied Mathematics》2009,230(2):762-769
In this paper, we use the Leray–Schauder degree theory to establish new results on the existence and uniqueness of anti-periodic solutions for a class of nonlinear nth-order differential equations with delays of the form
x(n)(t)+f(t,x(n−1)(t))+g(t,x(t−τ(t)))=e(t).