共查询到20条相似文献,搜索用时 15 毫秒
1.
Abdellatif Moudafi 《Numerical Functional Analysis & Optimization》2013,34(1):39-47
This article is concerned with a generalization of the hybrid steepest descent method from variational inequalities to the multivalued case. This will be reached by replacing the multivalued operator by its Yosida approximate, which is always Lipschitz continuous. It is worth mentioning that the hybrid steepest descent method is an algorithmic solution to variational inequality problems over the fixed point set of certain nonexpansive mappings and has remarkable applicability to the constrained nonlinear inverse problems like image recovery and MIMO communication systems (see, e.g., [9, 10]). 相似文献
2.
In this paper, we are interested in the well-posedness of a class of fully coupled forward-backward SDE (FBSDE) in which the forward drift coefficient is allowed to be discontinuous with respect to the backward component of the solution. Such an FBSDE is motivated by a practical issue in regime-switching term structure interest rate models, and the discontinuity makes it beyond any existing framework of FBSDEs. In a Markovian setting with non-degenerate forward diffusion, we show that a decoupling function can still be constructed and that it is a Sobolev solution to the corresponding quasilinear PDE. As a consequence we can then argue that the FBSDE admits a weak solution in the sense of [1, 2]. In the one-dimensional case, we further prove that the weak solution of the FBSDE is actually strong, and it is pathwisely unique. Our approach does not use the well-known Yamada–Watanabe Theorem, but instead follows the idea of Krylov for SDEs with measurable coefficients. 相似文献
3.
We investigate further the existence of solutions to kinetic models of chemotaxis. These are nonlinear transport-scattering equations with a quadratic nonlinearity which have been used to describe the motion of bacteria since the 80's when experimental observations have shown they move by a series of ‘run and tumble’. The existence of solutions has been obtained in several papers Chalub et al. (2004), Hwang et al. (2005a b) using direct and strong dispersive effects. Here, we use the weak dispersion estimates of Castella and Perthame (1996) to prove global existence in various situations depending on the turning kernel. In the most difficult cases, where both the velocities before and after tumbling appear, with the known methods, only Strichartz estimates can give a result, with a smallness assumption. 相似文献
4.
In recent work of Hairer, Hutzenthaler and Jentzen, [11], a stochastic differential equation (SDE) with infinitely differentiable andbounded coefficients was constructed such that the Monte Carlo Euler method for approximation of the expected value of the first component of the solution at the final time converges but fails to achieve a mean square error of a polynomial rate. In this article, we show that this type of bad performance for quadrature of SDEs with infinitely differentiable and bounded coefficients is not a shortcoming of the Euler scheme in particular but can be observed in a worst case sense for every approximation method that is based on finitely many function values of the coefficients of the SDE. Even worse we show that for any sequence of Monte Carlo methods based on finitely many sequential evaluations of the coefficients and all their partial derivatives and for every arbitrarily slow convergence speed there exists a sequence of SDEs with infinitely differentiable and bounded by one coefficients such that the first-order derivatives of all diffusion coefficients are bounded by one as well and the first order derivatives of all drift coefficients are uniformly dominated by a single real-valued function and such that the corresponding sequence of mean absolute errors for approximation of the expected value of the first component of the solution at the final time can not converge to zero faster than the given speed. 相似文献
5.
《偏微分方程通讯》2013,38(5-6):605-641
ABSTRACT We show that the Klein–Gordon–Schrödinger system in one, two, and three dimensions has a global solution below the energy space. The proof uses the I-method recently introduced by Colliander et al. (2001) and mixed type Strichartz estimates for the solutions of Schrödinger and Klein–Gordon equations, respectively. 相似文献
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Abstract This article considers the computation issues of the infinite dimensional HJB equation arising from the finite horizon optimal control problem of a general system of stochastic functional differential equations with a bounded memory treated in [2]. The finite difference scheme, using the result in [1], is obtained to approximate the viscosity solution of the infinite dimensional HJB equation. The convergence of the scheme is proved using the Banach fixed point theorem. The computational algorithm also is provided based on the scheme obtained. 相似文献
8.
In this paper we consider a kinetic model for alignment of cells or filaments with probabilistic turning. For this equation existence of solutions is known, see [6]. To understand its qualitative behavior, especially with respect to the selection of orientations and mass distributions for long times, the model is approximated by a diffusion equation in the limit of small deviations of the interactions between the cell bundles. For this new equation existence of steady states is shown. In contrast to the kinetic equation discussed in [6] with deterministic turning, where local stability of two opposite orientations was shown but no selection of mass could be observed, for the new approximating problem with probabilistic turning additionally mass selection takes place. In the limit of small diffusion, steady states can only be constructed, if the aligning masses are either equal or the total mass is concentrated in one direction. By numerical simulations we tested stability of these steady states and for situations with 4 symmetrically placed smooth distributions of alignment. Convergence of the numerical code was proved. The simulations suggest, that only the 2- and the 1-peak steady states can be stable, whereas the 4 peak steady state is always unstable. We conjecture that the noise in the system is responsible for this final selection of masses. There exist other steady states with an arbitrary number of aligned bundles of cells or filaments, but we suspect that, as numerically shown for the 4 peak case, these multi-peak states are all unstable. 相似文献
9.
We prove that there are no networks homeomorphic to the Greek “Theta” letter (a double cell) embedded in the plane with two triple junctions with angles of 120 degrees, such that under the motion by curvature they are self–similarly shrinking.This fact completes the classification of the self–similarly shrinking networks in the plane with at most two triple junctions, see [5, 10, 25, 2]. 相似文献
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It was shown in [4, 14] that a bounded solution of the heat equation in a half-space which becomes zero at some time must be identically zero, even though no assumptions are made on the boundary values of the solutions. In a recent example, Luis Escauriaza showed that this statement fails if the half-space is replaced by cones with opening angle smaller than 90°. Here we show that the result remains true for cones with opening angle larger than 110°. 相似文献
12.
Sara Madariaga 《代数通讯》2017,45(1):183-197
In this paper, we define pre-Malcev algebras and alternative quadri-algebras and prove that they generalize pre-Lie algebras and quadri-algebras, respectively, to the alternative setting. We use the results and techniques from [4, 14] to discuss and give explicit computations of different constructions in terms of bimodules, splitting of operations, and Rota–Baxter operators. 相似文献
13.
Mihajlo Cekić 《偏微分方程通讯》2017,42(11):1781-1836
In this paper, we consider the problem of identifying a connection ? on a vector bundle up to gauge equivalence from the Dirichlet-to-Neumann map of the connection Laplacian ?*? over conformally transversally anisotropic (CTA) manifolds. This was proved in [9] for line bundles in the case of the transversal manifold being simple—we generalize this result to the case where the transversal manifold only has an injective ray transform. Moreover, the construction of suitable Gaussian beam solutions on vector bundles is given for the case of the connection Laplacian and a potential, following the works of [11]. This in turn enables us to construct the Complex Geometrical Optics (CGO) solutions and prove our main uniqueness result. We also reduce the problem to a new non-abelian X-ray transform for the case of simple transversal manifolds and higher rank vector bundles. Finally, we prove the recovery of a flat connection in general from the DN map, up to gauge equivalence, using an argument relating the Cauchy data of the connection Laplacian and the holonomy. 相似文献
14.
It is unknown whether a power series ring over a strongly clean ring is, itself, always strongly clean. Although a number of authors have shown that the above statement is true in certain special cases, the problem remains open, in general. In this article, we look at a class of strongly clean rings, which we call the optimally clean rings, over which power series are strongly clean. This condition is motivated by work in [10] and [11]. We explore the properties of optimally clean rings and provide many examples, highlighting the role that this new class of rings plays in investigating the question of strongly clean power series. 相似文献
15.
Thomas Laurent 《偏微分方程通讯》2013,38(12):1941-1964
The purpose of this work is to develop a satisfactory existence theory for a general class of aggregation equations. An aggregation equation is a non-linear, non-local partial differential equation that is a regularization of a backward diffusion process. The non-locality arises via convolution with a potential. Depending on how regular the potential is, we prove either local or global existence for the solutions. Aggregation equations have been used recently to model the dynamics of populations in which the individuals attract each other (Bodnar and Velazquez, 2005; Holm and Putkaradze, 2005; Mogilner and Edelstein-Keshet, 1999; Morale et al., 2005; Topaz and Bertozzi, 2004; Topaz et al., 2006). 相似文献
16.
We construct a Markov process X associated with the stochastic reflection problem on a closed convex subset with non empty interior and smooth boundary in a Hilbert space, as a solution to a random convex control problem. The transition semigroup corresponding to X is exactly that defined by the Kolmogorov equation with Neumann homogeneous boundary conditions (see [3]). 相似文献
17.
Laurent Duvernet 《随机分析与应用》2013,31(5):763-792
Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and L 1 convergence of its structure function. This is an issue directly connected to the scale invariance and multifractal property of the sample paths. We place ourselves in a mixed asymptotic setting where both the observation length and the sampling frequency may go together to infinity at different rates. The results we obtain are similar to the ones that were given by Ossiander and Waymire [19] and Bacry et al. [1] in the simpler framework of Mandelbrot cascades. 相似文献
18.
Soo Hak Sung 《随机分析与应用》2013,31(2):282-291
A rate of complete convergence for weighted sums of arrays of rowwise independent Banach space valued random elements was obtained by Ahmed et al. [1]. Recently, Sung and Volodin [2], Chen et al. [3], and Kim and Ko [4] solved an open question posed by Ahmed et al. In this article, we improve and complement the result of Ahmed et al. The method used in this article is simpler than those in Ahmed et al., Sung and Volodin, Chen et al., and Kim and Ko. 相似文献
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GRADINGS OF SIMPLE JORDAN ALGEBRAS AND THEIR RELATION TO THE GRADINGS OF SIMPLE ASSOCIATIVE ALGEBRAS
《代数通讯》2013,41(9):4095-4102
In this paper we describe all group gradings of the simple Jordan algebra of a non-degenerate symmetric form on a vector space over a field of characteristic different from 2. If we use the notion of the Clifford algebra, then we are able to recover some of the gradings on matrix algebras obtained in an entirely different way in [BSZ]. 相似文献