L∞-Estimates for the Torsion Function and L∞-Growth of Semigroups Satisfying Gaussian Bounds

Potential Analysis - We investigate selfadjoint C0-semigroups on Euclidean domains satisfying Gaussian upper bounds. Major examples are semigroups generated by second order uniformly elliptic...     

Asymptotic results for exponential functionals of Lévy processes

The asymptotic behavior of expectations of some exponential functionals of a Lévy process is studied. The key point is the observation that the asymptotics only depend on the sample paths with slowly decreasing local infimum. We give not only the convergence rate but also the expression of the limiting coefficient. The latter is given in terms of some transformations of the Lévy process based on its renewal function. As an application, we give an exact evaluation of the decay rate of the survival probability of a continuous-state branching process in random environment with stable branching mechanism.     

Robust L2–L∞ filtering for switched systems under asynchronous switching

This paper investigates the problem of robust L₂–L_∞ filtering for continuous-time switched systems under asynchronous switching. When there exists asynchronous switching between the filter and the system, based on the average dwell time approach, sufficient conditions for the existence of a linear filter that guarantee the filtering error system to be exponentially stable with a prescribed weighted L₂–L_∞ performance for switched systems are derived, and filter parameters can be obtained by solving a set of matrix inequalities. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.     

L ∞-Estimates for nonlinear elliptic Neumann boundary value problems

In this paper we prove the L ^∞-boundedness of solutions of the quasilinear elliptic equation

L ∞ Algebra Representations

It is shown that the direct sum of an L algebra and a module over it has a natural L algebra structure.     

Lattice Algorithms for Multivariate L ∞ Approximation in the Worst-Case Setting

We approximate d-variate functions from weighted Korobov spaces with the error of approximation defined in the L _∞ sense. We study lattice algorithms and consider the worst-case setting in which the error is defined by its worst-case behavior over the unit ball of the space of functions. A lattice algorithm is specified by a generating (integer) vector. We propose three choices of such vectors, each corresponding to a different search criterion in the component-by-component construction. We present worst-case error bounds that go to zero polynomially with n ^?1, where n is the number of function values used by the lattice algorithm. Under some assumptions on the weights of the function space, the worst-case error bounds are also polynomial in d, in which case we have (polynomial) tractability, or even independent of d, in which case we have strong (polynomial) tractability. We discuss the exponents of n ^?1 and stress that we do not know if these exponents can be improved.     

Regularization of L ∞-Optimal Control Problems for Distributed Parameter Systems

We consider L -norm minimal controllability problems for vibrating systems. In the common method of modal truncation controllability constraints are first reformulated as an infinite sequence of moment equations, which is then truncated to a finite set of equations. Thus, feasible controls are represented as solutions of moment problems.In this paper, we propose a different approach, namely to replace the sequence of moment equations by a sequence of moment inequalities. In this way, the feasible set is enlarged. If a certain relaxation parameter tends to zero, the enlarged sets approach the original feasible set. Numerical examples illustrate the advantages of this new approach compared with the classical method of moments.The introduction of moment inequalities can be seen as a regularization method, that can be used to avoid oscillatory effects. This regularizing effect follows from the fact that for each relaxation parameter, the whole sequence of eigenfrequencies is taken into account, whereas in the method of modal truncation, only a finite number of frequencies is considered.     

L ∞-solutions for some nonlinear degenerate elliptic and parabolic equations

In this paper we prove the existence of bounded solutions for equations whose prototype is:

Ergodic Control in L∞

The infinite horizon discounted L ^∞ problem is studied as the discount factor goes to zero. It is related to the limit of the finite horizon problem as the horizon becomes infinite. The deterministic problem with and without a running cost is considered.     

Limit theorems for the best polynomial approximations in the L∞ metric

A limiting equality is established between the best approximations in L of functions of several variables by algebraic polynomials and entire functions of exponential type.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 3, pp. 336–342, March, 1991.     

A linear programming algorithm for curve fitting in the L∞ norm

The L_∞ norm has been widely studied as a criterion for curve fitting problems. This paper presents an algorithm to solve discrete approximation problems in the L_∞ norm. The algorithm is a special-purpose linear programming method using the dual form of the problem, which employs a reduced basis and multiple pivots. Results of the computational experience with a computer code version of the algorithm are presented.     

Limit theorems for the best polynomial approximations in the L∞ metric

A limiting equality is established between the best approximations in L of functions of several variables by algebraic polynomials and entire functions of exponential type.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 3, pp. 336–342, March, 1991.     

L ∞-Error estimate for an approximation of a parabolic variational inequality

Summary Almost optimalL -convergence of an approximation of a variational inequality of parabolic type is proved under regularity assumptions which are met by the solution of a one phase Stefan problem. The discretization employs piecewise linear finite elements in space and the backward Euler scheme in time. By means of a maximum principle the problem is reduced to an error estimate for an auxiliary parabolic equation. The latter bound is obtained by using the smoothing property of the Galerkin method.