On integral representation of Bessel function of the first kind

A first kind Fredholm integral equation with nondegenerate kernel is given, which particular solution is the Bessel function of the first kind. This equation is solved by means of Mellin transform pair.     

三对角行列式与Chebyshev多项式

给出了三对角行列式的几种算法,利用三对角行列式证明了两类Chebyshev多项式的几种显式.     

On the asymptotic order of accuracy of Tikhonov regularization

In this paper, the rate of convergence and the order of accuracy (with respect to the error level in the data) of Tikhonov's method for approximating the minimal-norm least-square solution of an ill-posed operator equation is investigated. It is shown that, in general, this rate of convergence is arbitrarily small. It is further shown how this rate depends on some smoothness properties of the solution. All results describe optimal orders.     

On the stability of the spline collocation method for a class of integral equations of the first kind

This paper is concerned with the stability of the spline collocation method for a class of integral equations of the first kind with logarithmic kernels. It is shown that a proper choice of the mesh size can be made in the numerical computation so that one will obtain an optimal rate of convergence for the approximate solutions.     

两类Stirling数的行列式表示

通过计算两个广义的范德蒙(Vandermonde)行列式,得到了第一类无符号Stirling数和第二类Stirling数的一种新的表示方法:用行列式来表示.     

Complete Hyper-elliptic Integrals of the First Kind and the Chebyshev Property

This paper is devoted to study the following complete hyper-elliptic integral of the first kind $$J(h)=\oint\limits_{\Gamma_h}\frac{\alpha_0+\alpha_1x+\alpha_2x^2+\alpha_3x^3}{y}dx,$$ where $\alpha_i\in\mathbb{R}$, $\Gamma_h$ is an oval contained in the level set $\{H(x,y)=h, h\in(-\frac{5}{36},0)\}$ and $H(x,y)=\frac{1}{2}y^2-\frac{1}{4}x^4+\frac{1}{9}x^9$. We show that the 3-dimensional real vector spaces of these integrals are Chebyshev for $\alpha_0=0$ and Chebyshev with accuracy one for $\alpha_i=0\ (i=1,2,3)$.     

On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization

In this paper we show that the weak representation property of a semimartingale $X$ with respect to a filtration $\mathbb{F}$ is preserved in the progressive enlargement $\mathbb{G}$ by a random time $\tau$ avoiding $\mathbb{F}$-stopping times and such that $\mathbb{F}$ is immersed in $\mathbb{G}$. As an application of this, we can solve an exponential utility maximization problem in the enlarged filtration $\mathbb{G}$ following the dynamical approach, based on suitable BSDEs, both over the fixed-time horizon $[0,T]$, $T>0$, and over the random-time horizon $[0,T\wedge \tau ]$.     

关于Bernstein的一个插值多项式

本文证得(?)｜Ｐ_ｎ（ｆ，ｘ）｜＝＋∞，因此Ｐ_ｎ（ｆ，ｘ）不能对一切ｆ（ｘ）Ｃ_{［－１，１］}在［－１，１］上一致收敛于ｆ（ｘ）     

On the regularization of an equation of the first kind with a multiple integration operator

The zero-order Tikhonov regularization method as applied to an equation of the first kind with a multiple differentiation operator is considered for the case when the solution belongs to a class from the domain of the adjoint operator. An estimate of the error of the approximate solution in the uniform metric is obtained, which is sharp with respect to the order, and the order is established. It is proved that the proposed method is optimal with respect to the order. Unimprovable estimates of the order of the modulus of continuity of the inverse operator are obtained.     

带复数核的第一类Fredholm积分方程的正则化方法及其应用

本文推广了Ｔｉｋｈｏｎｏｖ正则化方法，导出了带复数核的第一类Ｆｒｅｄｈｏｌｍ积分方程的正则解应满足的正则积分微分方程，并讨论了正则解的收敛性·作为这一方法的应用，数值求解了与二维摇板造波问题相应的一类逆问题，并给出了选择最佳正则参数的一个实用的方法     

一种三对角矩阵的特征值及其应用

给出了一种三对角矩阵的特征值和特征向量的算法,利用矩阵方法和对称多项式证明了一些与Lucas数以及第一类Chebyshev多项式有关的三角恒等式.     

Convergence in the integral metric of the general projective method for solving singular integral equations of the first kind with the Cauchy kernel

We study a projective method for solving singular integral equations of the first kind with the Cauchy kernel. Depending on the index of the equation, we introduce pairs of weight spaces which represent a restriction of the space of summable functions. We prove the correctness of the stated problem. We obtain sufficient conditions for the convergence of the projective method in the integral metric.     

On smoothers for multigrid of the second kind

We study smoothers for the multigrid method of the second kind arising from Fredholm integral equations. Our model problems use nonlocal governing operators that enforce local boundary conditions. For discretization, we utilize the Nyström method with the trapezoidal rule. We find the eigenvalues of matrices associated to periodic, antiperiodic, and Dirichlet problems in terms of the nonlocality parameter and mesh size. Knowing explicitly the spectrum of the matrices enables us to analyze the behavior of smoothers. Although spectral analyses exist for finding effective smoothers for 1D elliptic model problems, to the best of our knowledge, a guiding spectral analysis is not available for smoothers of a multigrid of the second kind. We fill this gap in the literature. The Picard iteration has been the default smoother for a multigrid of the second kind. Jacobi‐like methods have not been considered as viable options. We propose two strategies. The first one focuses on the most oscillatory mode and aims to damp it effectively. For this choice, we show that weighted‐Jacobi relaxation is equivalent to the Picard iteration. The second strategy focuses on the set of oscillatory modes and aims to damp them as quickly as possible, simultaneously. Although the Picard iteration is an effective smoother for model nonlocal problems under consideration, we show that it is possible to find better than ones using the second strategy. We also shed some light on internal mechanism of the Picard iteration and provide an example where the Picard iteration cannot be used as a smoother.     

On multiple counting processes with the Markov property

We compute the distributions of the size of the jumps of an increasing Markov process on $\text{N}{}_0\text{= {0, 1,…}}$, and we give a necessary and sufficient condition in order to have only jumps of size one.     

A method for constructing solutions to linear systems of partial differential equations

We obtain some conditions of solvability in Sobolev spaces for the systems of linear partial differential equations and deduce the corresponding formulas for solutions to these systems. The solutions are given as the sum of the series whose terms are the iterations of some pseudodifferential operators constructed explicitly.     

Inequalities involving modified Bessel functions of the first kind II

The intrinsic properties, including logarithmic convexity (concavity), of the modified Bessel functions of the first kind and some other related functions are obtained. Several inequalities involving functions under discussion are established.     

On the convergence of numerical methods for solving a Volterra bilinear equations of the first kind

A justification is given for the convergence of quadratures (namely, the right rectangle and midpoint rules) for the numerical solution of a Volterra bilinear equation of the first kind. Numerical results for some benchmark problems are presented.     

第一类算子方程的一种新的迭代正则化方法

提出了一种新的解第一类算子方程的迭代正则化方法,与通常的迭代正则化方法相比,提高了j次迭代正则解的渐近阶估计.同时,给出了后验正则化参数的选择.