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1.
Consider the matrix problem Ax = y + ε = y? in the case where A is known precisely, the problem is ill conditioned, and ε is a random noise vector. Compute regularized “ridge” estimates,x?λ = (A1A + λI)-1 A1y?,where 1 denotes matrix transpose. Of great concern is the determination of the value of λ for which x?λ “best” approximates x0 = A + y. Let Q = 6x?λ ? x062,and define λ0 to be the value of λ for which Q is a minimum. We look for λ0 among solutions of dQ/dλ = 0. Though Q is not computable (since ε is unknown), we can use this approach to study the behavior of λ0 as a function of y and ε. Theorems involving “noise to signal ratios” determine when λ0 exists and define the cases λ0 > 0 and λ0 = ∞. Estimates for λ0 and the minimum square error Q0 = Q0) are derived.  相似文献   

2.
The boundary value problem ?u?t′ = u(1 ? u ? rv) + ?2u?x′2?v?t′ = ? buv + ?2y?x′2 where u(? ∞, t′) = v(∞, t′) = 0 andv(? ∞, t′) = u(∞, t′) = 1 for each t′ > 0 has been proposed by Murray as a model for the Belousov-Zhabotinskii chemical reaction. Here u and v are proportional to the concentrations of bromous acid and bromide ion, respectively. We prove that there is a range of values for b and r over which the boundary value problem has traveling wave front solutions.  相似文献   

3.
The composition of two Calderón-Zygmund singular integral operators is given explicitly in terms of the kernels of the operators. For φ?L1(Rn) and ε = 0 or 1 and ∝ φ = 0 if ε = 0, let Ker(φ) be the unique function on Rn + 1 homogeneous of degree ?n ? 1 of parity ε that equals φ on the hypersurface x0 = 1. Let Sing(φ, ε) denote the singular integral operator Sing(φ, ε)f(x0, x) = limδ → 0 ∝∝¦y0¦ ? δf(x0 ? y0, x ? y), Ker(φ)(y0, y) dy0 dy, which exists under suitable growth conditions on ? and φ. Then Sing(φ, ε1) Sing(ψ, ε2)f = ?2π2(∝ φ)(∝ ψ)f + Sing(A, ε1, + ε2)f, where
A(x)=limδ→0∫∫δ?|λ|?δ?1|λ+1|?1+?2n|λ|?2θ(x+λ(x?y))ψ(y)dλdy
(with notation ¦t¦0a = ¦t¦aand ¦t¦1a = ¦t¦asgn t). This result is used to show that the mapping ψA is a classical pseudo-differential operator of order zero if φ is smooth, with top-order symbol
ω0(x,?)=?πiθ(?)∫θ(x?y)sgn y·?dy if ?1=1
,
=?2θ(?)∫θ(x?y)log|y·?|dy if ?1=0
where θ(ξ) is a cut-off function. These results are generalized to singular integrals with mixed homogeneity.  相似文献   

4.
The message m = {m(t)} is a Gaussian process that is to be transmitted through the white Gaussian channel with feedback: Y(t) = ∫0tF(s, Y0s, m)ds + W(t). Under the average power constraint, E[F2(s, Y0s, m)] ≤ P0, we construct causally the optimal coding, in the sense that the mutual information It(m, Y) between the message m and the channel output Y (up to t) is maximized. The optimal coding is presented by Y(t) = ∫0t A(s)[m(s) ? m?(s)] ds + W(t), where m?(s) = E[m(s) ¦ Y(u), 0 ≤ u ≤ s] and A(s) is a positive function such that A2(s) E |m(s) ? m?(s)|2 = P0.  相似文献   

5.
We study the nonlinear Volterra equation u′(t) + Bu(t) + ∫0t a(t ? s) Au(s) ds ? F(t) (0 < t < ∞) (′ = ddt), u(0) = u0, (1) as well as the corresponding problem with infinite delay u′(t) + Bu(t) + ∫?∞t a(t ? s) Au(s) ds ? ?(t) (0 < t < ∞), u(t) = h(t) (?∞ < t ? 0). (7) Under various assumptions on the nonlinear operators A, B and on the given functions a, F, f, h existence theorems are obtained for (1) and (7, followed by results concerning boundedness and asymptotic behaviour of solutions on (0 ? < ∞); two applications of the theory to problems of nonlinear heat flow with “infinite memory” are also discussed.  相似文献   

6.
The compactness method to weighted spaces is extended to prove the following theorem:Let H2,s1(B1) be the weighted Sobolev space on the unit ball in Rn with norm
6ν612,s=B1 (1rs)|ν|2 dx + ∫B1 (1rs)|Dν|2 dx.
Let n ? 2 ? s < n. Let u? [H2,s1(B1) ∩ L(B1)]N be a solution of the nonlinear elliptic system
B11rs, i,j=1n, h,K=1N AhKij(x,u) DiuhDK dx=0
, ψ ? ¦C01(B1N, where ¦Aijhk¦ ? L, Aijhk are uniformly continuous functions of their arguments and satisfy:
|η|2 = i=1n, j=1Nij|2 ? i,j=1n, 1rs, h,K=1N AhKijηihηik,?η?RNn
. Then there exists an R1, 0 < R1 < 1, and an α, 0 < α < 1, along with a set Ω ? B1 such that (1) Hn ? 2(Ω) = 0, (2) Ω does not contain the origin; Ω does not contain BR1, (3) B1 ? Ω is open, (4) u is Lipα(B1 ? Ω); u is LipαBR1.  相似文献   

7.
The system ?x?t = Δx + F(x,y), ?y?t = G(x,y) is investigated, where x and y are scalar functions of time (t ? 0), and n space variables 1,…, ξn), Δx ≡ ∑i = 1n?2xi2, and F and G are nonlinear functions. Under certain hypotheses on F and G it is proved that there exists a unique spherically symmetric solution (x(r),y(r)), where r = (ξ12 + … + ξn2)12, which is bounded for r ? 0 and satisfies x(0) >x0, y(0) > y0, x′(0) = 0, y′(0) = 0, and x′ < 0, y′ > 0, ?r > 0. Thus, (x(r), y(r)) represents a time independent equilibrium solution of the system. Further, the linearization of the system restricted to spherically symmetric solutions, around (x(r), y(r)), has a unique positive eigenvalue. This is in contrast to the case n = 1 (i.e., one space dimension) in which zero is an eigenvalue. The uniqueness of the positive eigenvalue is used in the proof that the spherically symmetric solution described is unique.  相似文献   

8.
Let X be a Banach space, let B be the generator of a continuous group in X, and let A = B2. Assume that D(Ar) is dense in X for r an arbitrarily large positive integer and that a and b are non-negative reals. Solution representations are developed for the abstract differential equation
(D2t + bt Dt ? A) · (D2t + at Dt ? A) u(t) = 0, t > 0
corresponding to initial conditions of the form: (i) u(0+) = φ, u(j)(0+) = 0, j = 1, 2, 3 and (ii) u2(0+) = φ, uj(0+) = 0, j = 0, 1, 3 (with φD(Ar)) for all choices of a and b.  相似文献   

9.
Let {Xn}n≥1 be a sequence of independent and identically distributed random variables. For each integer n ≥ 1 and positive constants r, t, and ?, let Sn = Σj=1nXj and E{N(r, t, ?)} = Σn=1 nr?2P{|Sn| > ?nrt}. In this paper, we prove that (1) lim?→0+?α(r?1)E{N(r, t, ?)} = K(r, t) if E(X1) = 0, Var(X1) = 1, and E(| X1 |t) < ∞, where 2 ≤ t < 2r ≤ 2t, K(r, t) = {2α(r?1)2Γ((1 + α(r ? 1))2)}{(r ? 1) Γ(12)}, and α = 2t(2r ? t); (2) lim?→0+G(t, ?)H(t, ?) = 0 if 2 < t < 4, E(X1) = 0, Var(X1) > 0, and E(|X1|t) < ∞, where G(t, ?) = E{N(t, t, ?)} = Σn=1nt?2P{| Sn | > ?n} → ∞ as ? → 0+ and H(t, ?) = E{N(t, t, ?)} = Σn=1 nt?2P{| Sn | > ?n2t} → ∞ as ? → 0+, i.e., H(t, ?) goes to infinity much faster than G(t, ?) as ? → 0+ if 2 < t < 4, E(X1) = 0, Var(X1) > 0, and E(| X1 |t) < ∞. Our results provide us with a much better and deeper understanding of the tail probability of a distribution.  相似文献   

10.
We study degeneration for ? → + 0 of the two-point boundary value problems
τ?±u := ?((au′)′ + bu′ + cu) ± xu′ ? κu = h, u(±1) = A ± B
, and convergence of the operators T?+ and T?? on L2(?1, 1) connected with them, T?±u := τ?±u for all
u?D(T?±, D(T?±) := {u ? L2(?1, 1) ∣ u″ ? L2(?1, 1) &; u(?1) = u(1) = O}, T0+u: = xu′
for all
u?D(TO+), D(TO+) := {u ? L2(?1, 1) ∣ xu′ ? L2(?1, 1) &; u(?1) = u(1) = O}
. Here ? is a small positive parameter, λ a complex “spectral” parameter; a, b and c are real b-functions, a(x) ? γ > 0 for all x? [?1, 1] and h is a sufficiently smooth complex function. We prove that the limits of the eigenvalues of T?+ and of T?? are the negative and nonpositive integers respectively by comparison of the general case to the special case in which a  1 and bc  0 and in which we can compute the limits exactly. We show that (T?+ ? λ)?1 converges for ? → +0 strongly to (T0+ ? λ)?1 if R e λ > ? 12. In an analogous way, we define the operator T?+, n (n ? N in the Sobolev space H0?n(? 1, 1) as a restriction of τ?+ and prove strong convergence of (T+?,n ? λ)?1 for ? → +0 in this space of distributions if R e λ > ?n ? 12. With aid of the maximum principle we infer from this that, if h?C1, the solution of τ?+u ? λu = h, u(±1) = A ± B converges for ? → +0 uniformly on [?1, ? ?] ∪ [?, 1] to the solution of xu′ ? λu = h, u(±1) = A ± B for each p > 0 and for each λ ? C if ? ?N.Finally we prove by duality that the solution of τ??u ? λu = h converges to a definite solution of the reduced equation uniformly on each compact subset of (?1, 0) ∪ (0, 1) if h is sufficiently smooth and if 1 ? ?N.  相似文献   

11.
Let {Xt, t ≥ 0} be Brownian motion in Rd (d ≥ 1). Let D be a bounded domain in Rd with C2 boundary, ?D, and let q be a continuous (if d = 1), Hölder continuous (if d ≥ 2) function in D?. If the Feynman-Kac “gauge” Ex{exp(∝0τDq(Xt)dt)1A(XτD)}, where τD is the first exit time from D, is finite for some non-empty open set A on ?D and some x?D, then for any ? ? C0(?D), φ(x) = Ex{exp(∝0τDq(Xt)dt)?(XτD)} is the unique solution in C2(D) ∩ C0(D?) of the Schrödinger boundary value problem (12Δ + q)φ = 0 in D, φ = ? on ?D.  相似文献   

12.
We use Brownian motion ideas to study Schrödinger operators H = built?12Δ + V on Lp(Rv). In particular: (a) We prove that limt→∞t?1In ∥ e?tHp,p is p-independent for a very large class of V's where ∥ Ap,p = norm of A as an operator from Lpto Lp. (b) For v ? 3 and V ? Lv2 ? ? ∩ Lv2 + ?, we show that sup ∥ e?tH∞,∞ < ∞ if and only if H has no negative eigenvalues or zero energy resonances. (c) We relate the “localization of binding” recently noted by Sigal to Brownian hitting probabilities.  相似文献   

13.
Let m and vt, 0 ? t ? 2π be measures on T = [0, 2π] with m smooth. Consider the direct integral H = ⊕L2(vt) dm(t) and the operator (L?)(t, λ) = e?iλ?(t, λ) ? 2e?iλtT ?(s, x) e(s, t) dvs(x) dm(s) on H, where e(s, t) = exp ∫stTdvλ(θ) dm(λ). Let μt be the measure defined by T?(x) dμt(x) = ∫0tT ?(x) dvs dm(s) for all continuous ?, and let ?t(z) = exp[?∫ (e + z)(e ? z)?1t(gq)]. Call {vt} regular iff for all t, ¦?t(e)¦ = ¦?(e for 1 a.e.  相似文献   

14.
Let B be the open unit ball of Cn, n > 1. Let I (for “inner”) be the set of all u ? H °(B) that have ¦u¦ = 1 a.e. on the boundary S of B. Aleksandrov proved recently that there exist nonconstant u ? I. This paper strengthens his basic theorem and provides further information about I and the algebra Q generated by I. Let XY be the finite linear span of products xy, x ? X, y ? Y, and let ¦X¦ be the norm closure, in L = L(S), of X. Some results: set I is dense in the unit ball of H(B) in the compact-open topology. On S, Q?Q is weak1-dense in L, ¦Q? does not contain H, C(S) ?¦Q?H¦ ≠ ¦H?H¦ ≠ L. (When n = 1, ¦Q¦ = Hand ¦Q?Q¦ = L.) Every unimodular ? ? L is a pointwise limit a.e. of products uv?, u ? I, ν ? I. The zeros of every ? ? 0 in the ball algebra (but not of every H-function) can be matched by those of some u ? I, as can any finite number of derivatives at 0 if ∥?∥ < 1. However, ?u cannot be bounded in B if u ? I is non-constant.  相似文献   

15.
16.
Necessary and sufficient conditions for a solution {zk} of the difference equation Azk+1+Bzk = b, k ?0, with A singular, to be a convergent sequence of vectors are given under a variety of assumptions. Theoretical results on iterative schemes for solving Ax = b by singular splittings, A = A+B, are given first. In particular, the case when A = A1 and A is positive semi-definite is considered. Then applications to discrete control problems and backwards population projection are discussed.  相似文献   

17.
Let ζ(t), η(t) be continuously differentiable Gaussian processes with mean zero, unit variance, and common covariance function r(t), and such that ζ(t) and η(t) are independent for all t, and consider the movements of a particle with time-varying coordinates (ζ(t), η(t)). The time and location of the exists of the particle across a circle with radius u defines a point process in R3 with its points located on the cylinder {(t, u cos θ, u sin θ); t ≥ 0, 0 ≤ θ < 2π}. It is shown that if r(t) log t → 0 as t → ∞, the time and space-normalized point process of exits converges in distribution to a Poisson process on the unit cylinder. As a consequence one obtains the asymptotic distribution of the maximum of a χ2-process, χ2(t) = ζ2(t) + η2(t), P{sup0≤tTχ2(t) ≤ u2} → e?τ if T(?r″(0))12u × exp(?u22) → τ as T, u → ∞. Furthermore, it is shown that the points in R3 generated by the local ?-maxima of χ2(t) converges to a Poisson process in R3 with intensity measure (in cylindrical polar coordinates) (2πr2)?1dtdr. As a consequence one obtains the asymptotic extremal distribution for any function g(ζ(t), η(t)) which is “almost quadratic” in the sense that g1(r cos θ, r sin θ) = 12(r2 ? g(r cos θ, r sin θ)) has a limit g1(θ) as r → ∞. Then P{sup0≤t≤T g(ζ(t), η(t)) ≤ u2} → exp(?(τ) ∫ θ = 0 e?g1(θ) dθ) if T(?r″(0))12u exp(?u22) → τ as T, u → ∞.  相似文献   

18.
Let A and B be uniformly elliptic operators of orders 2m and 2n, respectively, m > n. We consider the Dirichlet problems for the equations (?2(m ? n)A + B + λ2nI)u? = f and (B + λ2nI)u = f in a bounded domain Ω in Rk with a smooth boundary ?Ω. The estimate ∥ u? ? u ∥L2(Ω) ? C? ¦ λ ¦?2n + 1(1 + ? ¦ λ ¦)?1 ∥ f ∥L2(Ω) is derived. This result extends the results of [7, 9, 10, 12, 14, 15, 18]by giving estimates up to the boundary, improving the rate of convergence in ?, using lower norms, and considering operators of higher order with variable coefficients. An application to a parabolic boundary value problem is given.  相似文献   

19.
We consider the mixed boundary value problem Au = f in Ω, B0u = g0in Γ?, B1u = g1in Γ+, where Ω is a bounded open subset of Rn whose boundary Γ is divided into disjoint open subsets Γ+ and Γ? by an (n ? 2)-dimensional manifold ω in Γ. We assume A is a properly elliptic second order partial differential operator on Ω and Bj, for j = 0, 1, is a normal jth order boundary operator satisfying the complementing condition with respect to A on Γ+. The coefficients of the operators and Γ+, Γ? and ω are all assumed arbitrarily smooth. As announced in [Bull. Amer. Math. Soc.83 (1977), 391–393] we obtain necessary and sufficient conditions in terms of the coefficients of the operators for the mixed boundary value problem to be well posed in Sobolev spaces. In fact, we construct an open subset T of the reals such that, if Ds = {u ? Hs(Ω): Au = 0} then for s ? = 12(mod 1), (B0,B1): Ds → Hs ? 12?) × Hs ? 32+) is a Fredholm operator if and only if s ∈T . Moreover, T = ?xewTx, where the sets Tx are determined algebraically by the coefficients of the operators at x. If n = 2, Tx is the set of all reals not congruent (modulo 1) to some exceptional value; if n = 3, Tx is either an open interval of length 1 or is empty; and finally, if n ? 4, Tx is an open interval of length 1.  相似文献   

20.
We investigate the boundary value problem ?u?t = ?2u?x2 + u(1 ? u ? rv), ?v?t = ?2v?x2 ? buv, u(?∞, t) = v(∞, t) = 0, u(∞, t) = 1, and v(?∞, t) = γ ?t > 0 where r > 0, b > 0, γ > 0 and x?R. This system has been proposed by Murray as a model for the propagation of wave fronts of chemical activity in the Belousov-Zhabotinskii chemical reaction. Here u and v are proportional to the concentrations of bromous acid and bromide ion, respectively. We determine the global stability of the constant solution (u, v) ≡ (1,0). Furthermore we introduce a moving coordinate and for each fixed x?R we investigate the asymptotic behavior of u(x + ct, t) and v(x + ct, t) as t → ∞ for both large and small values of the wave speed c ? 0.  相似文献   

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