Generalized calculus and sdes with non regular drift

In this note we prove a precise asymptotic estimate for Laplace type functionals for a parabolic SPDE. We use a large deviation principle, the stochastic Taylor expansion, some exponential inequalities and support theorems for our stochastic partial differential equation     

On two-dimensional immersions that are stable for parametric functionals of constant mean curvature type

We consider two-dimensional immersions in Euclidean 3-space that are stable for parametric functionals of constant mean curvature type. We develop analytical and geometric concepts to give a perturbation result to estimate the principle curvatures of such mappings via uniformization.     

Large deviation principle for diffusion processes under a sublinear expectation

We represent the exponential moment of the Brownian functionals under a nonlinear expectation according to the solution to a backward stochastic differential equation.As an application,we establish a large deviation principle of the Freidlin and Wentzell type under the corresponding nonlinear probability for diffusion processes with a small diffusion coefficient.     

高阶拉氏乘子法和弹性理论中更一般的广义变分原理

作者曾指出[1],弹性理论的最小位能原理和最小余能原理都是有约束条件限制下的变分原理采用拉格朗日乘子法,我们可以把这些约束条件乘上待定的拉氏乘子,计入有关变分原理的泛函内,从而将这些有约束条件的极值变分原理,化为无条件的驻值变分原理.如果把这些待定拉氏乘子和原来的变量都看作是独立变量而进行变分,则从有关泛函的驻值条件就可以求得这些拉氏乘子用原有物理变量表示的表达式.把这些表达式代入待定的拉氏乘子中,即可求所谓广义变分原理的驻值变分泛函.但是某些情况下,待定的拉氏乘子在变分中证明恒等于零.这是一种临界的变分状态.在这种临界状态中,我们无法用待定拉氏乘子法把变分约束条件吸收入泛函,从而解除这个约束条件.从最小余能原理出发,利用待定拉氏乘子法,企图把应力应变关系这个约束条件吸收入有关泛函时,就发生这种临界状态,用拉氏乘子法,从余能原理只能导出Hellinger-Reissner变分原理[2],[3],这个原理中只有应力和位移两类独立变量,而应力应变关系则仍是变分约束条件,人们利用这个条件,从变分求得的应力中求应变.所以Hellinger-Reissner变分原理仍是一种有条件的变分原理.     

Multigroup deterministic and stochastic SEIRI epidemic models with nonlinear incidence rates and distributed delays: A stability analysis

In this paper, we investigate the dynamics of a multigroup disease propagation model with distributed delays and nonlinear incidence rates, which accounts for the relapse of recovered individuals. The main concern is the stability of the equilibria, sufficient conditions for global stability being obtained by applying Lyapunov‐LaSalle invariance principle and using Lyapunov functionals, which are constructed using their single‐group counterparts. The situation in which the deterministic model is subject to perturbations of white noise type is also investigated from a stability viewpoint.     

Asymptotic behaviors for functionals of random dynamical systems

In this article, we consider asymptotic behaviors for functionals of dynamical systems with small random perturbations. First, we present a deviation inequality for Gaussian approximation of dynamical systems with small random perturbations under Hölder norms and establish the moderate deviation principle and the central limit theorem for the dynamical systems by the deviation inequality. Then, applying these results to forward-backward stochastic differential equations and diffusions in small time intervals, combining the delta method in large deviations, we give a moderate deviation principle for solutions of forward-backward stochastic differential equations with small random perturbations, and obtain the central limit theorem, the moderate deviation principle and the iterated logarithm law for functionals of diffusions in small time intervals.     

Non-differentiable variational principles

We develop a calculus of variations for functionals which are defined on a set of non-differentiable curves. We first extend the classical differential calculus in a quantum calculus, which allows us to define a complex operator, called the scale derivative, which is the non-differentiable analogue of the classical derivative. We then define the notion of extremals for our functionals and obtain a characterization in term of a generalized Euler-Lagrange equation. We finally prove that solutions of the Schrödinger equation can be obtained as extremals of a non-differentiable variational principle, leading to an extended Hamilton's principle of least action for quantum mechanics. We compare this approach with the scale relativity theory of Nottale, which assumes a fractal structure of space-time.     

Complementarity problem and the existence of the post-critical equilibrium state of a thin elastic plate

Using the concept of a conically bounded set, we prove a variational principle for functionals defined on a locally compact pointed convex cone. Applying this principle to the nonlinear complementarity problem, we study the existence of the post-critical equilibrium state of a thin elastic plate, subjected to unilateral conditions.     

Integral transform and convolution of analytic functionals on abstract Wiener space

Yeh defined a convolution of functionals on classical Wiener space and investigated the relationship between the Fourier-Wiener transforms of functionals in certain classes and the Fourier-Wiener transform of their convolution. Yoo extended Yeh's results to abstract Wiener space. In this paper, we introduce the intergal transform and convolution of analytic functionals on abstract Wiener space. And we establish the relationship between the integral transforms of exponential type of analytic functionals and the integral transform of theor convolution. Also we obtain Parseval's and Plancherel's relations for those functionals from this relationship. The main results of Yeh and Yoo then follow from our results as corollaries.     

Brunn-Minkowski inequalities for variational functionals and related problems

Recently, several inequalities of Brunn-Minkowski type have been proved for well-known functionals in the Calculus of Variations, e.g. the first eigenvalue of the Laplacian, the Newton capacity, the torsional rigidity and generalizations of these examples. In this paper, we add new contributions to this topic: in particular, we establish equality conditions in the case of the first eigenvalue of the Laplacian and of the torsional rigidity, and we prove a Brunn-Minkowski inequality for another class of variational functionals. Moreover, we describe the links between Brunn-Minkowski type inequalities and the resolution of Minkowski type problems.     

马氏过程Lipschitz可加泛函的中

本文利用Kato分析扰动定理,通过验证C2-正则性条件,给出了关于马氏过程Lipschitz可加泛函的中偏差和中心极限定理．     

Fibering method in some probabilistic problems

The paper is devoted to a systematic study of the distributions of functionals of stochastic processes by the fibering method and to a survey of results obtained in this direction in recent years. Principal attention is given to distinguishing conditions ensuring: a) absolute continuity; b) the existence of a bounded density; c) applicability of the local limit theorem for the distributions of functionals. Smooth, convex functionals and functionals of integral type are considered in detail.Translated from Itogi Nauki i Tekhniki, Seriya Teoriya Veroyatnostei, Matematicheskaya Statistika, Teoreticheskaya Kibernetika, Vol. 22, pp. 61–158, 1984.     

The extensional ordering of the sequential functionals

We investigate the extensional ordering of the sequential functionals of finite types, with a focus on when the sequential functionals of a given type form a directed complete partial ordering, and on when a finite sequential functional will be the nontrivial least upper bound of an infinite chain of sequential functionals. We offer a full characterization for finite functionals of pure types.     

Déviations modérées pour la moyennisation d'une EDS avec petite diffusion

We prove in this Note the moderate deviation principle (MDP) for the averaging principle of a stochastic differential equation (SDE) in a fast random environment, modelized by an exponentially ergodic Markov process independent of the Wiener process driving the SDE. The main tools will be the method of Puhalskii for exponential tightness and a MDP for inhomogeneous functionals of Markov processes established in [5].     

Invariance principle for nonautonomous functional-differential equations with discontinuous right-hand sides

For nonautonomous functional-differential equations with piecewise continuous right-hand sides and solutions understood in the sense of A.F. Filippov, the method of limit differential inclusions is proposed to study the asymptotic properties of solutions. Properties of the type of the invariance of -limit sets and analogues of LaSalle’s invariance principle are proved by applying invariantly differentiable Lyapunov functionals with derivatives of constant sign.     

含多个任意参数的广义变分原理及换元乘子法

弹性力学变分原理的泛函变换可分为三种格式:Ⅰ、放松格式,Ⅱ、增广格式,Ⅲ、等价格式. 根据格式Ⅲ,提出含多个任意参数的广义变分原理及其泛函表示式,其中包括:以位移u为一类泛函变量的多参数广义变分原理;以位移u和应力σ为二类泛函变量的多参数广义变分原理;以位移u和应变ε为二类泛函变量的多参数广义变分原理;以位移u应变ε和应力σ为三类泛函变量的多参数广义变分原理.由这些原理可得出等价泛函一系列新形式,此外,通过参数的合理选择,可构造出一系列有限元模型. 本文还讨论了拉氏乘子法“失效”问题,指出“失效”现象产生的原因,提出乘子法“恢复有效”的作法——换元乘子法.     

Numerical models of mosaic homogeneous isotropic random fields and problems of radiative transfer

New algorithms for statistical modeling of radiation transfer through various types of stochastic homogeneous isotropic media are created. For this, a special geometric implementation of a “maximum cross-section method” is developed, which takes into account radiation absorption by an exponential weight factor. Some functionals of the solution to the radiative transfer equation, such as mean passage probability, as functions of the correlation length and field type are studied both theoretically and numerically. A theorem of convergence of these functionals to corresponding functionals for an average field as the correlation length decreases to zero is proved.     

Intervallfunktionale vom GAUSS-LEGENDRE-Typ

A general class of quadrature formulas is discussed where the usual point functionals are replaced by interval functionals. The quadrature formulas of this type with highest possible degree of exactness are minimizing a certain functional. This leads to an existence theorem for arbitrary weights, which must comply with some necessary condition only. Besides, this minimum property enables us to calculate the nodes of such quadrature formulas very effectively.     

关于一个新泛函的锥拉伸与锥压缩不动点定理及应用

引进了一个新的泛函,它包含了已有的很多类型的泛函.关于此泛函建立了一个泛函形式的锥拉伸与锥压缩不动点定理,并应用此定理研究了一类二阶两点边值问题,得到了该问题至少一个正解的存在性.     

A Constructive Approach to Traveling Waves in Chemotaxis

In this paper we study the existence of one-dimensional and multidimensional traveling wave solutions for general chemotaxis or so-called Keller-Segel models without reproduction of the chemotactic species. We present a constructive approach to give modelers a choice of chemotactic sensitivity functionals, production, and degradation terms for the chemical signal at hand. The main aim is to understand the type of functionals and the interplay between them that are needed for the traveling wave and pulse patterns to occur.