共查询到20条相似文献,搜索用时 453 毫秒
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We derive a Molchan–Golosov-type integral transform which changes fractional Brownian motion of arbitrary Hurst index K into fractional Brownian motion of index H. Integration is carried out over [0,t], t>0. The formula is derived in the time domain. Based on this transform, we construct a prelimit which converges in L2(P)-sense to an analogous, already known Mandelbrot–Van Ness-type integral transform, where integration is over (−∞,t], t>0. 相似文献
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We prove that if for a continuous map f on a compact metric space X, the chain recurrent set, R(f) has more than one chain component, then f does not satisfy the asymptotic average shadowing property. We also show that if a continuous map f on a compact metric space X has the asymptotic average shadowing property and if A is an attractor for f, then A is the single attractor for f and we have A=R(f). We also study diffeomorphisms with asymptotic average shadowing property and prove that if M is a compact manifold which is not finite with dimM=2, then the C1 interior of the set of all C1 diffeomorphisms with the asymptotic average shadowing property is characterized by the set of Ω-stable diffeomorphisms. 相似文献
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We examine the regularity of weak solutions of quasi-geostrophic (QG) type equations with supercritical (α<1/2) dissipation α(−Δ). This study is motivated by a recent work of Caffarelli and Vasseur, in which they study the global regularity issue for the critical (α=1/2) QG equation [L. Caffarelli, A. Vasseur, Drift diffusion equations with fractional diffusion and the quasi-geostrophic equation, arXiv: math.AP/0608447, 2006]. Their approach successively increases the regularity levels of Leray–Hopf weak solutions: from L2 to L∞, from L∞ to Hölder (Cδ, δ>0), and from Hölder to classical solutions. In the supercritical case, Leray–Hopf weak solutions can still be shown to be L∞, but it does not appear that their approach can be easily extended to establish the Hölder continuity of L∞ solutions. In order for their approach to work, we require the velocity to be in the Hölder space C1−2α. Higher regularity starting from Cδ with δ>1−2α can be established through Besov space techniques and will be presented elsewhere [P. Constantin, J. Wu, Regularity of Hölder continuous solutions of the supercritical quasi-geostrophic equation, Ann. Inst. H. Poincaré Anal. Non Linéaire, in press]. 相似文献
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We say that a hypergraph H is hamiltonian chain saturated if H does not contain a hamiltonian chain but by adding any new edge we create a hamiltonian chain in H. In this paper, for each k≥3, we establish the right order of magnitude nk−1 for the size of the smallest k-uniform hamiltonian chain saturated hypergraph. This solves an open problem of G.Y. Katona. 相似文献
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It is proved that the solutions to the singular stochastic p-Laplace equation, p∈(1,2) and the solutions to the stochastic fast diffusion equation with nonlinearity parameter r∈(0,1) on a bounded open domain Λ⊂Rd with Dirichlet boundary conditions are continuous in mean, uniformly in time, with respect to the parameters p and r respectively (in the Hilbert spaces L2(Λ), H−1(Λ) respectively). The highly singular limit case p=1 is treated with the help of stochastic evolution variational inequalities, where P-a.s. convergence, uniformly in time, is established. 相似文献
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Clayton Bjorland Maria E. Schonbek 《Annales de l'Institut Henri Poincaré (C) Analyse Non Linéaire》2008
We consider the viscous n -dimensional Camassa–Holm equations, with n=2,3,4 in the whole space. We establish existence and regularity of the solutions and study the large time behavior of the solutions in several Sobolev spaces. We first show that if the data is only in L2 then the solution decays without a rate and that this is the best that can be expected for data in L2. For solutions with data in Hm∩L1 we obtain decay at an algebraic rate which is optimal in the sense that it coincides with the rate of the underlying linear part. 相似文献
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This paper is devoted to construct a family of fifth degree cubature formulae for n-cube with symmetric measure and n-dimensional spherically symmetrical region. The formula forn-cube contains at most n2+5n+3 points and for n-dimensional spherically symmetrical region contains only n2+3n+3 points. Moreover, the numbers can be reduced to n2+3n+1 and n2+n+1 if n=7 respectively, the latter of which is minimal. 相似文献
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In 2011, the fundamental gap conjecture for Schrödinger operators was proven. This can be used to estimate the ground state energy of the time-independent Schrödinger equation with a convex potential and relative error ε. Classical deterministic algorithms solving this problem have cost exponential in the number of its degrees of freedom d. We show a quantum algorithm, that is based on a perturbation method, for estimating the ground state energy with relative error ε. The cost of the algorithm is polynomial in d and ε−1, while the number of qubits is polynomial in d and logε−1. In addition, we present an algorithm for preparing a quantum state that overlaps within 1−δ,δ∈(0,1), with the ground state eigenvector of the discretized Hamiltonian. This algorithm also approximates the ground state with relative error ε. The cost of the algorithm is polynomial in d, ε−1 and δ−1, while the number of qubits is polynomial in d, logε−1 and logδ−1. 相似文献
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For a Gaussian process X and smooth function f, we consider a Stratonovich integral of f(X), defined as the weak limit, if it exists, of a sequence of Riemann sums. We give covariance conditions on X such that the sequence converges in law. This gives a change-of-variable formula in law with a correction term which is an Itô integral of f? with respect to a Gaussian martingale independent of X. The proof uses Malliavin calculus and a central limit theorem from Nourdin and Nualart (2010) [8]. This formula was known for fBm with H=1/6 Nourdin et al. (2010) [9]. We extend this to a larger class of Gaussian processes. 相似文献
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In many applications it has been observed that hybrid-Monte Carlo sequences perform better than Monte Carlo and quasi-Monte Carlo sequences, especially in difficult problems. For a mixed s-dimensional sequence m, whose elements are vectors obtained by concatenating d-dimensional vectors from a low-discrepancy sequence q with (s−d)-dimensional random vectors, probabilistic upper bounds for its star discrepancy have been provided. In a paper of G. Ökten, B. Tuffin and V. Burago [G. Ökten, B. Tuffin, V. Burago, J. Complexity 22 (2006), 435–458] it was shown that for arbitrary ε>0 the difference of the star discrepancies of the first N points of m and q is bounded by ε with probability at least 1−2exp(−ε2N/2) for N sufficiently large. The authors did not study how large N actually has to be and if and how this actually depends on the parameters s and ε. In this note we derive a lower bound for N, which significantly depends on s and ε. Furthermore, we provide a probabilistic bound for the difference of the star discrepancies of the first N points of m and q, which holds without any restrictions on N. In this sense it improves on the bound of Ökten, Tuffin and Burago and is more helpful in practice, especially for small sample sizes N. We compare this bound to other known bounds. 相似文献
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This article concerns the time growth of Sobolev norms of classical solutions to the 3D quasi-linear wave equations with the null condition. Given initial data in Hs×Hs−1 with compact supports, the global well-posedness theory has been established independently by Klainerman [13] and Christodoulou [3], respectively, for a relatively large integer s . However, the highest order Sobolev energy, namely, the Hs energy of solutions may have a logarithmic growth in time. In this paper, we show that the Hs energy of solutions is also uniformly bounded for s?5. The proof employs the generalized energy method of Klainerman, enhanced by weighted L2 estimates and the ghost weight introduced by Alinhac. 相似文献
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Jean-Stéphane Dhersin Fabian Freund Arno Siri-Jégousse Linglong Yuan 《Stochastic Processes and their Applications》2013
In this paper, we consider Beta(2−α,α) (with 1<α<2) and related Λ-coalescents. If T(n) denotes the length of a randomly chosen external branch of the n-coalescent, we prove the convergence of nα−1T(n) when n tends to ∞, and give the limit. To this aim, we give asymptotics for the number σ(n) of collisions which occur in the n-coalescent until the end of the chosen external branch, and for the block counting process associated with the n-coalescent. 相似文献
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