Square area integral estimates for subharmonic functions in NTA domains

In this paper, we prove a good-λ inequality between the nontangential maximal function and the square area integral of a subharmonic functionu in a bounded NTA domainD inR ⁿ . We achieve this by showing that a weighted Riesz measure ofu is a Carleson measure, with the Carleson norm bounded by a constant independent ofu. As consequences of the good-λ inequality, we obtain McConnell-Uchiyama's inequality and an analogue of Murai-Uchiyama's inequality for subharmonic functions inD.     

Existence results for boundary value problems of high order differential equations involving Caputo derivative

We study boundary value problems for differential equations involving Caputo derivative of order ????(n?1,n) in Banach spaces. Existence and uniqueness results of solutions are established by virtue of the H?lder??s inequality, a suitable singular Gronwall??s inequality and fixed point theorem via a priori estimate method. At last, three examples are given to illustrate the results.     

Simpson's formula for functions whose derivatives belong to Lp spaces

In [1], Dragomir gave an inequality of Simpson's type for functions whose derivatives belong to L_p spaces. Here, we generalize his results using functions whose n^th derivatives, n ∈ {2, 3, 4}, belong to L_p spaces.     

Parabolic Muckenhoupt weights in the Euclidean space

We introduce a parabolic analogue of Muckenhoupt?s Ap class. We show that these weights satisfy a reverse Hölder type inequality and also prove a John-Nirenberg inequality for a related BMO type class. Both results are multidimensional generalizations of known one-dimensional results. As an application of our methods, we extend a two-dimensional weighted norm inequality of A. Lerner and S. Ombrosi to dimensions n?3.     

Resolvent growth and Birkhoff-regularity

We prove a long standing conjecture in the theory of two-point boundary value problems that unconditional basisness implies Birkhoff-regularity. It is a corollary of our two main results: minimal resolvent growth along a sequence of points implies nonvanishing of a regularity determinant, and sparseness of nth-order roots of eigenvalues in small sectors provided that eigen and associated functions of the boundary value problem form an unconditional basis.Considerations are based on a new direct method, exploiting almost orthogonality of Birkhoff's solutions of the equation l(y)=λy. This property was discovered earlier by the author.     

An Improved Hardy's Inequality

In this paper we shall extend Hardy's inequality associated with Fourier transform to the strip n(2-p) ≤ σ < n+p(N +1) where N = [n(1/p-1)], the greatest integer not exceeding n(1/p−1).     

Basic Polynomial Inequalities on Intervals and Circular Arcs

We prove the right Lax-type inequality on subarcs of the unit circle of the complex plane for complex algebraic polynomials of degree n having no zeros in the open unit disk. This is done by establishing the right Bernstein–Szeg?–Videnskii type inequality for real trigonometric polynomials of degree at most n on intervals shorter than the period. The paper is closely related to recent work by B. Nagy and V. Totik. In fact, their asymptotically sharp Bernstein-type inequality for complex algebraic polynomials of degree at most n on subarcs of the unit circle is recaptured by using more elementary methods. Our discussion offers a somewhat new way to see V.S. Videnskii’s Bernstein and Markov type inequalities for trigonometric polynomials of degree at most n on intervals shorter than a period, two classical polynomial inequalities first published in 1960. A new Riesz–Schur type inequality for trigonometric polynomials is also established. Combining this with Videnskii’s Bernstein-type inequality gives Videnskii’s Markov-type inequality immediately.     

Sur l'inégalité logarithmique de Sobolev

We prove a strenghtened form of Gross's logarithmic Sobolev inequality (see [1]) with a “remainder term” added to the left-hand side. We use this result to determine the cases of equality on Rⁿ equipped with Lebesgue measure.     

Enhancements to the von Neumann trace inequality

Upper trace bounds for the product of two n × n complex matrices are presented. The real component of the trace inequality is tighter than von Neumann’s inequality, and the imaginary component is new.     

Capacities, surface area, and radial sums

A dual capacitary Brunn-Minkowski inequality is established for the (n−1)-capacity of radial sums of star bodies in Rn. This inequality is a counterpart to the capacitary Brunn-Minkowski inequality for the p-capacity of Minkowski sums of convex bodies in Rn, 1?p<n, proved by Borell, Colesanti, and Salani. When n?3, the dual capacitary Brunn-Minkowski inequality follows from an inequality of Bandle and Marcus, but here a new proof is given that provides an equality condition. Note that when n=3, the (n−1)-capacity is the classical electrostatic capacity. A proof is also given of both the inequality and a (different) equality condition when n=2. The latter case requires completely different techniques and an understanding of the behavior of surface area (perimeter) under the operation of radial sum. These results can be viewed as showing that in a sense (n−1)-capacity has the same status as volume in that it plays the role of its own dual set function in the Brunn-Minkowski and dual Brunn-Minkowski theories.     

A stable approach to Newton's method for general mathematical programming problems inR n

The usual approach to Newton's method for mathematical programming problems with equality constraints leads to the solution of linear systems ofn +m equations inn +m unknowns, wheren is the dimension of the space andm is the number of constraints. Moreover, these linear systems are never positive definite. It is our feeling that this approach is somewhat artificial, since in the unconstrained case the linear systems are very often positive definite. With this in mind, we present an alternate Newton-like approach for the constrained problem in which all the linear systems are of order less than or equal ton. Furthermore, when the Hessian of the Lagrangian at the solution is positive definite (a situation frequently occurring), all our systems will be positive definite. Hence, in all cases, our Newton-like method offers greater numerical stability. We demonstrate that the convergence properties of this Newton-like method are superior to those of the standard approach to Newton's method. The operation count for the new method using Gaussian elimination is of the same order as the operation count for the standard method. However, if the Hessian of the Lagrangian at the solution is positive definite and we use Cholesky decomposition, then the order of the operation count for the new method is half that for the standard approach to Newton's method. This theory is generalized to problems with both equality and inequality constraints.     

Establishing Nash equilibrium of the manufacturer–supplier game in supply chain management

We study a game model of multi-leader and one-follower in supply chain optimization where n suppliers compete to provide a single product for a manufacturer. We regard the selling price of each supplier as a pre-determined parameter and consider the case that suppliers compete on the basis of delivery frequency to the manufacturer. Each supplier's profit depends not only on its own delivery frequency, but also on other suppliers' frequencies through their impact on manufacturer's purchase allocation to the suppliers. We first solve the follower's (manufacturer's) purchase allocation problem by deducing an explicit formula of its solution. We then formulate the n leaders' (suppliers') game as a generalized Nash game with shared constraints, which is theoretically difficult, but in our case could be solved numerically by converting to a regular variational inequality problem. For the special case that the selling prices of all suppliers are identical, we provide a sufficient and necessary condition for the existence and uniqueness of the Nash equilibrium. An explicit formula of the Nash equilibrium is obtained and its local uniqueness property is proved.     

Interpolating and orthogonal polynomials on fractals

A special class of closed subsetsF ofR ⁿ , referred to as sets preserving Markov's inequality, are considered. Typically,F may be a fractal such as the Cantor set or von Koch's curve, butF may also be a closed Lipschitz domain. We investigate interpolation to smooth functions onF where the points of interpolation belong toF. We also consider orthogonal polynomials onF∩B, whereB is a ball with center inF, and their relation to spaces of smooth functions onF.     

一个与投影体相关的锥体积不等式

本文研究了一个与投影体相关的锥体积不等式.利用凸函数的梯度性质,获得了n维欧氏空间中关于任意原点对称凸体的一个锥体积不等式,推进了Schneider投影问题的解决.     

On Jensen’s inequality and Hölder’s inequality for g-expectation

In this paper, we shall prove that for n > 1, the n-dimensional Jensen inequality holds for the g-expectation if and only if g is independent of y and linear with respect to z, in other words, the corresponding g-expectation must be linear. A Similar result also holds for the general nonlinear expectation defined in Coquet et al. (Prob. Theory Relat. Fields 123 (2002), 1–27 or Peng (Stochastic Methods in Finance Lectures, LNM 1856, 143–217, Springer-Verlag, Berlin, 2004). As an application of a special n-dimensional Jensen inequality for g-expectation, we give a sufficient condition for g under which the Hölder’s inequality and Minkowski’s inequality for the corresponding g-expectation hold true.     

Stochastic approximations of constrained discounted Markov decision processes

We consider a discrete-time constrained Markov decision process under the discounted cost optimality criterion. The state and action spaces are assumed to be Borel spaces, while the cost and constraint functions might be unbounded. We are interested in approximating numerically the optimal discounted constrained cost. To this end, we suppose that the transition kernel of the Markov decision process is absolutely continuous with respect to some probability measure μ  . Then, by solving the linear programming formulation of a constrained control problem related to the empirical probability measure _μn${\mu }_n$ of μ, we obtain the corresponding approximation of the optimal constrained cost. We derive a concentration inequality which gives bounds on the probability that the estimation error is larger than some given constant. This bound is shown to decrease exponentially in n. Our theoretical results are illustrated with a numerical application based on a stochastic version of the Beverton–Holt population model.     

On the stratification of a class of specially structured matrices

We consider specially structured matrices representing optimization problems with quadratic objective functions and (finitely many) affine linear equality constraints in an n-dimensional Euclidean space. The class of all such matrices will be subdivided into subsets [‘strata’], reflecting the features of the underlying optimization problems. From a differential-topological point of view, this subdivision turns out to be very satisfactory: Our strata are smooth manifolds, constituting a so-called Whitney Regular Stratification, and their dimensions can be explicitly determined. We indicate how, due to Thom's Transversality Theory, this setting leads to some fundamental results on smooth one-parameter families of linear-quadratic optimization problems with (finitely many) equality and inequality constraints.     

Moment Densities of Super Brownian Motion,and a Harnack Estimate for a Class of X-harmonic Functions

This paper features a comparison inequality for the densities of the moment measures of super-Brownian motion. These densities are defined recursively for each n≥1 in terms of the Poisson and Green’s kernels, hence can be analyzed using the techniques of classical potential theory. When n=1, the moment density is equal to the Poisson kernel, and the comparison is simply the classical inequality of Harnack. For n>1 we find that the constant in the comparison inequality grows at most exponentially with n. We apply this to a class of X-harmonic functions H ^ν of super-Brownian motion, introduced by Dynkin. We show that for a.e. H ^ν in this class, \(H^{\nu }(\mu )<\infty \) for every μ.