Some approximation theorems for modified Bernstein-Durrmeyer operators

The modified Bernstein-Durrmeyer operators discussed in this paper are given byM_nf≡M_n(f,x)=(n+2)P_(n,k)∫_0~1p_n+1.k(t)f(t)dt,whereWe will show,for 0<α<1 and 1≤p≤∞     

On the permutability of Backlund transformations

Let(?)=B_ηu:2(q-(?))+(⊿((?)-2q))+(2q_x+(?)_x))η=0,2(r-(?)+(⊿(2(?)-r)+(r_x+2(?)_x))η=0,u=(q,r)~Tbe the Backlund transformation (BT) of the hierarchy of AKNS equations,where η is a parameterand Δ=integral from -∞ to x (qr-(?))dx′.It is shown in this paper the infinitesimal BT B_(η+ε)B_η~(-1) admits thefollowing expansionB_(η+ε)B_η~(-1)u=u+εsum from n=0 to ∞ β_n(JL~(n+1)u)η~n,β_n=1+(-1)~n2~(-n-1),where L is the recurrence operator of the hierarchy and ε is an infinitesimal parameter.Thisexpansion implies the equivalence between the permutabiliy of BTs and the involution in pairs ofconserved densities.     

The problem of the solvability of nonlinear two-point boundary-value problems

We establish sufficient conditions for the solvability of boundary-value problems of the form $$\begin{gathered} u'' = f(t,u,u'); \hfill \\ \begin{array}{*{20}c} {(u(0),} & {u'(0)) \in S_0 ,} & {(u(1),} & {u'(1)) \in S_1 .} \\ \end{array} \hfill \\ \end{gathered} $$      

On a system of second order differential equations with periodic impulse coefficients

A thorough investigation of the systemd~2y(x):dx~2 p(x)y(x)=0with periodic impulse coefficientsp(x)={1,0≤xx_0>0) -η, x_0≤x<2π(η>0)p(x)=p(x 2π),-∞相似文献   

Chen’ s theorem in arithmetical progressions

LetN be a sufficiently large even integer and $$\begin{gathered} q \geqslant 1, (l_i ,q) = 1 (i = 1, 2), \hfill \\ l_1 + l_2 \equiv N(\bmod q). \hfill \\ \end{gathered} $$ . It is proved that the equation $$N = p + P_2 ,p \equiv l_1 (\bmod q), P_2 \equiv l_2 (\bmod q)$$ has infinitely many solutions for almost all $q \leqslant N^{\frac{1}{{37}}} $ , wherep is a prime andP ₂ is an almost prime with at most two prime factors.     

A maximum principle for time-lag control problems with bounded state

A maximum principle is obtained for control problems involving a constant time lag τ in both the control and state variables. The problem considered is that of minimizing $$I(x) = \int_{t^0 }^{t^1 } {L (t,x(t), x(t - \tau ), u(t), u(t - \tau )) dt} $$ subject to the constraints 1 $$\begin{gathered} \dot x(t) = f(t,x(t),x(t - \tau ),u(t),u(t - \tau )), \hfill \\ x(t) = \phi (t), u(t) = \eta (t), t^0 - \tau \leqslant t \leqslant t^0 , \hfill \\ \end{gathered} $$ 1 $$\psi _\alpha (t,x(t),x(t - \tau )) \leqslant 0,\alpha = 1, \ldots ,m,$$ 1 $$x^i (t^1 ) = X^i ,i = 1, \ldots ,n$$ . The results are obtained using the method of Hestenes.     

Interpolation by polyhedral functions

A polyhedral functionlp(Δ_n) (f). interpolating a function f, defined on a polygon Φ, is defined by a set of interpolating nodes Δ_n ?Φ and a partition P(Δ_n) of the polygon Φ into triangles with vertices at the points of Δ_n. In this article we will compute for convex moduli of continuity the quatities $$\begin{gathered} E (H_\Phi ^\omega ; P (\Delta _n )) = sup || f - l_{p(\Delta _n )} (f)||, \hfill \\ f \in H_\Phi ^\omega \hfill \\ \end{gathered} $$ and also give an asymptotic estimate of the quantities $$\begin{gathered} E_n (H_\Phi ^\omega ) = infinf E (H_\Phi ^\omega ; P (\Delta _n )). \hfill \\ \Delta _n P(\Delta _n ) \hfill \\ \end{gathered} $$      

Difference schemes for one class of variational inequalities and fourth-order mixed boundary-value problem

A difference scheme is constructed for the solution of the variational equation $$\begin{gathered} a\left( {u, v} \right)---u \geqslant \left( {f, v---u} \right)\forall v \varepsilon K,K \{ vv \varepsilon W_2^2 \left( \Omega \right) \cap \mathop {W_2^1 \left( \Omega \right)}\limits^0 ,\frac{{\partial v}}{{\partial u}} \geqslant 0 a.e. on \Gamma \} ; \hfill \\ \Omega = \{ x = (x_1 ,x_2 ):0 \leqslant x_\alpha< l_\alpha ,\alpha = 1, 2\} \Gamma = \bar \Omega - \Omega ,a(u, v) = \hfill \\ = \int\limits_\Omega {\Delta u\Delta } vdx \equiv (\Delta u,\Delta v, \hfill \\ \end{gathered} $$ The following bound is obtained for this scheme: $$\left\| {y - u} \right\|_{W_2 \left( \omega \right)}^2 = 0(h^{(2k - 5)/4} )u \in W_2^k \left( \Omega \right),\left\| {y - u} \right\|_{W_2^2 \left( \omega \right)} = 0(h^{\min (k - 2;1,5)/2} ),u \in W_\infty ^k \left( \Omega \right) \cap W_2^3 \left( \Omega \right)$$ The following bounds are obtained for the mixed boundary-value problem: $$\begin{gathered} \left\| {y - u} \right\|_{W_2^2 \left( \omega \right)} = 0\left( {h^{\min \left( {k - 2;1,5} \right)} } \right),u \in W_\infty ^k \left( \Omega \right),\left\| {y - u} \right\|_{W_2^2 \left( \omega \right)} = 0\left( {h^{k - 2,5} } \right), \hfill \\ u \in W_2^k \left( \Omega \right),k \in \left[ {3,4} \right] \hfill \\ \end{gathered} $$ .     

Finite difference method of first boundary problem for quasilinear parabolic systems (IV)

More work is done to study the explicit, weak and strong implicit difference solution for the first boundary problem of quasilinear parabolic system: $$\begin{gathered} u_t = ( - 1)^{M + 1} A(x,t,u, \cdots ,u_x M - 1)u_x 2M + f(x,t,u, \cdots u_x 2M - 1), \hfill \\ (x,t) \in Q_T = \left| {0< x< l,0< t \leqslant T} \right|, \hfill \\ u_x ^k (0,t) = u_x ^k (l,t) = 0 (k = 0,1, \cdots ,M - 1),0< t \leqslant T, \hfill \\ u(x,0) = \varphi (x),0 \leqslant x \leqslant l, \hfill \\ \end{gathered} $$ whereu, ?, andf arem-dimensional vector valued functions, A is anm×m positively definite matrix, and $u_t = \frac{{\partial u}}{{\partial t}},u_x ^k = \frac{{\partial ^k u}}{{\partial x^k }}$ . For this problem, the convergence of iteration for the general difference schemes is proved.     

Global existence of small radially symmetric solutions to quadratic nonlinear wave equations in an exterior domain

We study the initial boundary value problem for the nonlinear wave equation: (*) $$\left\{ \begin{gathered} \partial _t^2 u - (\partial _r^2 + \frac{{n - 1}}{r}\partial _r )u = F(\partial _t u,\partial _t^2 u),t \in \mathbb{R}^ + ,R< r< \infty , \hfill \\ u(0,r) = \in _0 u_0 (r),\partial _t u(0,r) = \in _0 u_1 (r),R< r< \infty , \hfill \\ u(t,R) = 0,t \in \mathbb{R}^ + , \hfill \\ \end{gathered} \right.$$ wheren=4,5,u ₀,u ₁ are real valued functions and ∈₀ is a sufficiently small positive constant. In this paper we shall show small solutions to (*) exist globally in time under the condition that the nonlinear termF:?²→? is quadratic with respect to ? _t u and ? _t ² u.     

Stability of the Faedo-Galerkin approximation of nonlinear wave-equations

Present investigation analyses the Ljapunov stability of the systems of ordinary differential equations arising in then-th step of the Faedo-Galerkin approximation for the nonlinear wave-equation $$\begin{gathered} u_{tt} - u_{xx} + M(u) = 0 \hfill \\ u(0,t) = u(1,t) = 0 \hfill \\ u(x,0) = \Phi (x); u_t (x,0) = \Psi (x). \hfill \\ \end{gathered}$$ For the nonlinearities of the classM (u)=u ^{2 p+1} ,p ∈N, ann-independent stability result is given. Thus also the stability of the original equation is shown.     

Bang-bang property for Bolza problems in two dimensions

Consider the following Bolza problem: $$\begin{gathered} \min \int {h(x,u) dt,} \hfill \\ \dot x = F(x) + uG(x), \hfill \\ \left| u \right| \leqslant 1, x \in \Omega \subset \mathbb{R}^2 , \hfill \\ x(0) = x_0 , x(1) = x_1 . \hfill \\ \end{gathered} $$ We show that, under suitable assumptions onF, G, h, all optimal trajectories are bang-bang. The proof relies on a geometrical approach that works for every smooth two-dimensional manifold. As a corollary, we obtain existence results for nonconvex optimization problems.     

Optimal trajectories for quadratic variational processes via invariant imbedding

Consider minimizing the integral $$I = \int_0^T {[\dot w^2 + g(y)w^2 ] dy}$$ where $$w = w(y), \dot w = dw/dy, w(T) = 1, w(0) = free$$ ForT sufficiently small, it is shown that $$w_{opt} = x(t,T), 0 \leqslant t \leqslant T$$ where the functionx, viewed as a function ofT, is a solution of the Cauchy problem $$\begin{gathered} x_T (t,T) = r(T)x(t,T), T \geqslant t \hfill \\ x(t,t) = 1 \hfill \\\end{gathered}$$ and the auxiliary functionr satisfies the Riccati system $$\begin{gathered} r_T = ---g(T) + r^2 , T \geqslant 0 \hfill \\ r(0) = 0 \hfill \\\end{gathered}$$ In the derivation of the Cauchy problem, no use is made of Euler equations, dynamic programming, or Pontryagin's maximum principle. Only ordinary differential equations are employed. The Cauchy problem provides a one-sweep integration procedure; it is intimately connected with the theory of the second variation.     

Remarks on eigenvalues and eigenfunctions of a special elliptic system

LetΛ ₁(Ω) be the first eigenvalue of the vector-valued problem $$\begin{gathered} \Delta u + \alpha grad div u + \Delta u = 0 in \Omega , \hfill \\ u = 0 in \partial \Omega , \hfill \\ \end{gathered} $$ , withα>0. Letλ ₁(Ω) be the first eigenvalue of the scalar problem $$\begin{gathered} \Delta u + \lambda u = 0 in \Omega , \hfill \\ u = 0 on \partial \Omega . \hfill \\ \end{gathered} $$ . The paper contains a proof of the inequality $$\left( {1 + \frac{\alpha }{n}} \right)\lambda _1 \left( \Omega \right) > \Lambda _1 \left( \Omega \right) > \left( \Omega \right)$$ and improves recent estimates of Sprössig [15] and Levine and Protter [11]. Moreover we show, ifΩ is a ball, that an eigensolution u₁, associated withΛ ₁(Ω) is not unique and that the eigensolutions for this and higher eigenvalues are never rotationally invariant. Finally we calculate some eigensolutions explicitly.     

Hyperbolic stochastic differential equations: Absolute continuity of the LKW of the solution at a fixed point

LetW be the Wiener process onT=[0, 1]². Consider the stochastic integral equation $$\begin{gathered} X_\zeta = x_0 + \int_{R_\zeta } {a_1 (\zeta \prime )X(s\prime ,dt\prime )ds\prime + } \int_{R_\zeta } {a_2 (\zeta \prime )X(ds\prime ,t\prime )dt\prime } \hfill \\ + \int_{R_\zeta } {a_3 (X_{\zeta \prime , } \zeta \prime )W(ds\prime ,dt\prime ) + } \int_{R_\zeta } {a_4 (X_{\zeta \prime , } \zeta \prime )ds\prime ,dt\prime ,} \hfill \\ \end{gathered} $$ whereR _ζ =(s, t) ∈ T, andx ₀ ∈ ?. Under some assumptions on the coefficients a_i, the existence and uniqueness of a solution for this stochastic integral equation is already known (see [6]). In this paper we present some sufficient conditions for the law ofX _ζ to have a density.     

Stabilization of solutions of the filtration equation with absorption and non-linear flux

This paper is primarily concerned with the large time behaviour of solutions of the initial boundary value problem $$\begin{gathered} u_t = \Delta \phi (u) - \varphi (x,u)in\Omega \times (0,\infty ) \hfill \\ - \frac{{\partial \phi (u)}}{{\partial \eta }} \in \beta (u)on\partial \Omega \times (0,\infty ) \hfill \\ u(x,0) = u_0 (x)in\Omega . \hfill \\ \end{gathered} $$ Problems of this sort arise in a number of areas of science; for instance, in models for gas or fluid flows in porous media and for the spread of certain biological populations.     

Another method for computing the densities of integrals of motion for the Korteweg-de Vries equation

In the first section of this article a new method for computing the densities of integrals of motion for the KdV equation is given. In the second section the variation with respect to q of the functional ∫ ₀ ^π w (x,t,x,;q)dx (t is fixed) is computed, where W(x, t, s; q) is the Riemann function of the problem $$\begin{gathered} \frac{{\partial ^z u}}{{\partial x^2 }} - q(x)u = \frac{{\partial ^2 u}}{{\partial t^2 }} ( - \infty< x< \infty ), \hfill \\ u|_{t = 0} = f(x), \left. {\frac{{\partial u}}{{\partial t}}} \right|_{t = 0} = 0. \hfill \\ \end{gathered} $$      

Optimal stationary linear control of the Wiener process

In the present paper, we consider the following stochastic control problem: to minimize the average expected total cost $$J(x,u) = \mathop {\lim \inf }\limits_{T \to \infty } (1/T)E_x^u \int_0^T {\left[ {\phi (\xi _t ) + |u_t (\xi )|} \right]} dt,$$ 〈subject to $$d\xi _t = u_1 (\xi )dt + dw_t , \xi _0 = x, |u| \leqslant 1,$$ (w _t) a Wiener process, with all measurable functions on the past of the state process {ξ _s ;s≤t} and bounded by unity, admissible as controls. It is proved that, under very mild conditions on the running cost function φ(·), the optimal law is of the form $$\begin{gathered} u_t^* (\xi ) = - sign\xi _t , |\xi _t | > b, \hfill \\ u_t^* (\xi ) = 0, |\xi _t | > b. \hfill \\ \end{gathered} $$ The cutoff pointb and the performance rate of the optimal lawu* are simultaneously determined in terms of the function φ(·) through a simple system of integrotranscendental equations.     

Well-posedness of a semilinear heat equation with weak initial data

This article mainly consists of two parts. In the first part the initial value problem (IVP) of the semilinear heat equation $$\begin{gathered} \partial _t u - \Delta u = \left| u \right|^{k - 1} u, on \mathbb{R}^n x(0,\infty ), k \geqslant 2 \hfill \\ u(x,0) = u_0 (x), x \in \mathbb{R}^n \hfill \\ \end{gathered} $$ with initial data in $\dot L_{r,p} $ is studied. We prove the well-posedness when $$1< p< \infty , \frac{2}{{k(k - 1)}}< \frac{n}{p} \leqslant \frac{2}{{k - 1}}, and r =< \frac{n}{p} - \frac{2}{{k - 1}}( \leqslant 0)$$ and construct non-unique solutions for $$1< p< \frac{{n(k - 1)}}{2}< k + 1, and r< \frac{n}{p} - \frac{2}{{k - 1}}.$$ In the second part the well-posedness of the avove IVP for k=2 with μ₀?H ^s (? ⁿ ) is proved if $$ - 1< s, for n = 1, \frac{n}{2} - 2< s, for n \geqslant 2.$$ and this result is then extended for more general nonlinear terms and initial data. By taking special values of r, p, s, and u₀, these well-posedness results reduce to some of those previously obtained by other authors [4, 14].     

Mean value of weyl sums

We give a simple proof of a mean value theorem of I. M. Vinogradov in the following form. Suppose P, n, k, τ are integers, P≥1, n≥2, k≥n (τ+1), τ≥0. Put $$J_{k,n} (P) = \int_0^1 \cdots \int_0^1 {\left| {\sum\nolimits_{x = 1}^P {e^{2\pi i(a_1 x + \cdots + a_n x^n )} } } \right|^{2k} da_1 \ldots da_n .} $$ Then $$J_{k,n} \leqslant n!k^{2n\tau } n^{\sigma n^2 u} \cdot 2^{2n^2 \tau } P^{2k - \Delta } ,$$ where $$\begin{gathered} u = u_\tau = min(n + 1,\tau ), \hfill \\ \Delta = \Delta _\tau = n(n + 1)/2 - (1 - 1/n)^{\tau + 1} n^2 /2. \hfill \\ \end{gathered} $$