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1.
The present paper is devoted to a preliminary study towards the establishment of an ergodic theory for stochastic differential equations(SDEs) with less regular coefficients and degenerate noises. These equations are often derived as mesoscopic limits of complex or huge microscopic systems. By studying the associated Fokker-Planck equation(FPE), we prove the convergence of the time average of globally defined weak solutions of such an SDE to the set of stationary measures of the FPE under Lyapunov conditions. In the case where the set of stationary measures consists of a single element, the unique stationary measure is shown to be physical.Similar convergence results for the solutions of the FPE are established as well. Some of our convergence results, while being special cases of those contained in Ji et al.(2019) for SDEs with periodic coefficients, have weaken the required Lyapunov conditions and are of much simplified proofs. Applications to stochastic damping Hamiltonian systems and stochastic slow-fast systems are given.  相似文献   

2.
Andreas Neubauer  Hanna K. Pikkarainen 《PAMM》2007,7(1):1080103-1080104
Recently, the metrics of Ky Fan and Prokhorov were introduced as a tool for studying convergence of regularization methods for stochastic ill-posed problems. In this work, we examine the Bayesian approach to linear inverse problems in this new framework. We consider the finite-dimensional case where the measurements are disturbed by an additive normal noise and the prior distribution is normal. A convergence rate result for the posterior distribution is obtained when the covariance matrices are proportional to the identity matrix. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)  相似文献   

3.
We study integrals ∫fdμ of real functions over L 0-valued measures. We give a definition of convergence of real functions in quasimeasure and, as a special case, in L 0-measure. For these types of convergence, we establish conditions of convergence in probability for integrals over L 0-valued measures, which are analogous to the conditions of uniform integrability and to the Lebesgue theorem.  相似文献   

4.
The method of regularization is used to obtain least squares solutions of the linear equation Kx = y, where K is a bounded linear operator from one Hilbert space into another and the regularizing operator L is a closed densely defined linear operator. Existence, uniqueness, and convergence analyses are developed. An application is given to the special case when K is a first kind integral operator and L is an nth order differential operator in the Hilbert space L2[a, b].  相似文献   

5.
We continue studying weak convergence for the integral functionals satisfying p(x)- and p(x, u)-growth conditions. We obtain the theorem on convergence with a functional and some results on the relation between integral functionals and their abstract lower semicontinuous extensions.  相似文献   

6.
7.
We prove that modular spaces Lρ have the uniform Kadec-Klee property w.r.t. the convergence ρ-a.e. when they are endowed with the Luxemburg norm. We also prove that these spaces have the uniform Opial condition w.r.t. the convergence ρ-a.e. for both the Luxemburg norm and the Amemiya norm. Some assumptions over the modular ρ need to be assumed. The above geometric properties will enable us to obtain some fixed point results in modular spaces for different kind of mappings.  相似文献   

8.
We use a simplified (0+1)-dimensional theory to develop approaches for studying the higher-order asymptotic behavior of quantum field expansions in the two-dimensional theory of fully developed turbulence. We consider the asymptotic behavior of the correlation function in the small-time limit in the theory of fully developed turbulence and derive and investigate the stationarity equation. We show that the perturbation series in this limit has a finite convergence radius.  相似文献   

9.
In this article, we study the effect of the chosen representation of a point value (and point evaluation) on the class of periodic signals realizable using a certain type of infinite-dimensional linear system. By suitably representing the point evaluation at the origin in a Hilbert space, we are able to give a complete characterization of its extensions. These extensions involve a new concept called δ-sequence, the use of which as an observation operator of an infinite-dimensional linear system is studied in this article. In particular, we consider their use in the realization of periodic signals. We also investigate how the use of δ-sequences affects the convergence properties of such realizations; we consider the rate and character of convergence and the removal of the Gibbs phenomenon. As still a further demonstration of the significance of the chosen concept of a point value, we discuss the use of distributional point values in the realization of periodic distributions. The possible applications of this work lie in regulator problems of infinite-dimensional control theory, as is indicated by the well-known internal model principle.  相似文献   

10.
We apply the theory of the radius of convergence of a p-adic connection [2] to the special case of the direct image of the constant connection via a finite morphism of compact p-adic curves, smooth in the sense of rigid geometry. We detail in sections 1 and 2, how to obtain convergence estimates for the radii of convergence of analytic sections of such a finite morphism. In the case of an étale covering of curves with good reduction, we get a lower bound for that radius, corollary 3.3, and obtain, via corollary 3.7, a new geometric proof of a variant of the p-adic Rolle theorem of Robert and Berkovich, theorem 0.2. We take this opportunity to clarify the relation between the notion of radius of convergence used in [2] and the more intrinsic one used by Kedlaya [16, Def. 9.4.7.].  相似文献   

11.
The paper presents convergence estimates for a class of iterative methods for solving partial generalized symmetric eigenvalue problems whereby a sequence of subspaces containing approximations to eigenvectors is generated by combining the Rayleigh-Ritz and the preconditioned steepest descent/ascent methods. The paper uses a novel approach of studying the convergence of groups of eigenvalues, rather than individual ones, to obtain new convergence estimates for this class of methods that are cluster robust, i.e. do not involve distances between computed eigenvalues.  相似文献   

12.
We prove that arbitrary superharmonic functions and superparabolic functions related to the p-Laplace and the p-parabolic equations are locally obtained as limits of supersolutions with desired convergence properties of the corresponding Riesz measures. As an application we show that a family of uniformly bounded supersolutions to the p-parabolic equation contains a subsequence that converges to a supersolution.  相似文献   

13.
The determination of the PGF of the queue length distribution often requires the zeros on and within the unit circle of functions of the type zs-A(z), where A(z) is a PGF. We present an elementary proof of the existence of these zeros including series A(z) with a radius of convergence of one.  相似文献   

14.
This paper is concerned with a class of iterative processes of the formu k+1 =Tu k (k = 0, 1, ?) for solving nonlinear operator equationsu = Tu orFu = 0. By studying the relationship between a linear functional inequality?(Ah) β(h) + γ(h) ? ?(h) and estimates for the iteration operatorT a general semilocal convergence theorem is obtained. The theorem contains as special cases theorems for various iterative methods. Numerical examples illustrate the accuracy of the error estimates for the approximationu k .  相似文献   

15.
We study condensate solutions of a nonlinear elliptic equation in ℝ2, which models a W-boson with a cosmic string background. The existence of condensate solutions and an energy identity are discussed, based on which the refined asymptotic behavior of condensate solutions is established by studying the corresponding evolution dynamical system. Applying the “shrinking-sphere” method, we also prove the symmetry under inversions of condensate solutions for some special cases.  相似文献   

16.
Recently, the alternating direction method of multipliers (ADMM) has found many efficient applications in various areas; and it has been shown that the convergence is not guaranteed when it is directly extended to the multiple-block case of separable convex minimization problems where there are m ≥ 3 functions without coupled variables in the objective. This fact has given great impetus to investigate various conditions on both the model and the algorithm’s parameter that can ensure the convergence of the direct extension of ADMM (abbreviated as “e-ADMM”). Despite some results under very strong conditions (e.g., at least (m ? 1) functions should be strongly convex) that are applicable to the generic case with a general m, some others concentrate on the special case of m = 3 under the relatively milder condition that only one function is assumed to be strongly convex. We focus on extending the convergence analysis from the case of m = 3 to the more general case of m ≥ 3. That is, we show the convergence of e-ADMM for the case of m ≥ 3 with the assumption of only (m ? 2) functions being strongly convex; and establish its convergence rates in different scenarios such as the worst-case convergence rates measured by iteration complexity and the globally linear convergence rate under stronger assumptions. Thus the convergence of e-ADMM for the general case of m ≥ 4 is proved; this result seems to be still unknown even though it is intuitive given the known result of the case of m = 3. Even for the special case of m = 3, our convergence results turn out to be more general than the existing results that are derived specifically for the case of m = 3.  相似文献   

17.
Supposez ∈ E n is a solution to the optimization problem minimizeF(x) s.t.x ∈ E n and an algorithm is available which iteratively constructs a sequence of search directions {s j } and points {x j } with the property thatx j z. A method is presented to accelerate the rate of convergence of {x j } toz provided that n consecutive search directions are linearly independent. The accelerating method uses n iterations of the underlying optimization algorithm. This is followed by a special step and then another n iterations of the underlying algorithm followed by a second special step. This pattern is then repeated. It is shown that a superlinear rate of convergence applies to the points determined by the special step. The special step which uses only first derivative information consists of the computation of a search direction and a step size. After a certain number of iterations a step size of one will always be used. The acceleration method is applied to the projection method of conjugate directions and the resulting algorithm is shown to have an (n + 1)-step cubic rate of convergence. The acceleration method is based on the work of Best and Ritter [2].  相似文献   

18.
We introduce a family of three-point subdivision schemes related to palindromic pairs of matrices of order 2. We apply the Mößner theorem on palindromic matrices to the C 0 convergence of these subdivision schemes. We study the Hölder regularity of their limit functions. The Hölder exponent which is found in the regular case is sharp for most limit functions. In the singular case, the modulus of continuity of the limit functions is of order δlogδ. These results can be used for studying the C 1 convergence of the Merrien family of Hermite subdivision schemes.  相似文献   

19.
Let L: Ω × R m × R m × n R be a Caratheodory integrand with $c_1 |\nu |^{p(x)} + c_2 \leqslant L(x,u,\nu ) \leqslant c_3 |\nu |^{p(x)} + c_4 ,c_3 \geqslant c_1 > 0,n + \varepsilon \leqslant p( \cdot ) \leqslant p < \infty ,\varepsilon > 0.$ Under these assumptions the weak convergence theory holds for the integral functional $J(u): = \int\limits_\Omega {L(x,u(x),Du(x))dx} $ without further requirements. Weak convergence theory includes lower seraicontinuity with respect to the weak convergence of Sobolev functions, the convergence in energy property (weak convergence of Sobolev functions and convergence in energy imply the strong convergence of the functions), the integral representation for the relaxed energy and related questions. The results of the weak convergence theory follows from a characterization of gradient Young measures associated with these functionals.  相似文献   

20.
Difference sets have been extensively studied in groups, principally in Abelian groups. Here we extend the notion of a difference set to loops. This entails considering the class of 〈υ, k〉 systems and the special subclasses of 〈υ, k, λ〉 principal block partial designs (PBPDs) and 〈υ, k, λ〉 designs. By means of a certain permutation matrix decomposition of the incidence matrices of a system and its complement, we can isomorphically identify an abstract 〈υ, k〉 system with a corresponding system in a loop. Special properties of this decomposition correspond to special algebraic properties of the loop. Here we investigate the situation when some or all of the elements of the loop are right inversive. We identify certain classes of 〈υ, k, λ〉 designs, including skew-Hadamard designs and finite projective planes, with designs and difference sets in right inverse property loops and prove a universal existence theorem for 〈υ, k, λ〉 PBPDs and corresponding difference sets in such loops.  相似文献   

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