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Sans résuméEn hommage au professeurOstrowski  相似文献   

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We establish equations of non linear filtering, prediction (extrapolation) and smoothing (interpolation) in the case where the signal is a non degenerate diffusion process, and the observation is a noisy functional of the signal. We consider both the case of observation noise correlated with the signal, and the opposite case where we establish “robust” form of the equations. We study finally the case of unbounded coefficients, and the case where there is a feedback from the observation to the signal.  相似文献   

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Summary In this paper, we give estimates on the heat kernel on the diagonal in terms of exp[–|Logt|], >1 when1 vanishes. Moreover, we compute, by means of the stochastic calculus of variations, the decay of the flatness of some heat kernels. On the other hand, we show that the computations in both cases are very similar.  相似文献   

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Ingham [4] improved a previous result of Wiener [10] on nonharmonic Fourier series. Modifying his weight function we obtain optimal results improving several earlier theorems of Kahane [7], Castro and Zuazua [2] and of Jaffard, Tucsnak, and Zuazua [5]. Then we apply these results to simultaneous observability problems.  相似文献   

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In this Note we prove the impossibility to solve the p-laplace equation Δpu + h = 0 on Rn, n ≤ p, if the function h has a non-zero average  相似文献   

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In this paper, we study the monodromy of the ramified Cauchy problem for operators with multiple characteristics of constant multiplicity. More precisely, we give an estimation of the eigenvalues of the solution's monodromy, first with the assumptions of the theorem of Hamada–Leray–Wagschal, then with the assumptions of the theorem of Leichtnam.  相似文献   

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This Note is devoted to the asymptotic convergence in probability of the prediction of an AR.H(1) process. The autocorrelation operator is deduced from the non-parametric estimation, by means of smoothing splines of each sample paths. Then, these results of convergence are extended to ARH (q) processes.  相似文献   

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Let X be a real-valued Gaussian process with a one-dimensional parameter. If the sample paths of X are of class C2k, k integer and if the marginal distributions of X and its derivatives have no degeneracy, then the distribution function of the maximum on a bounded interval is of class Ck. We give a recurrence method allowing to express the derivatives by means of certain implicit formulae.  相似文献   

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Résumé L'auteur construit la solution fondamentale pour l'équation aux dérivées partielles du type parabolique à deux variables indépendantes en partant de celle de l'équation construite parJ. Hadamard. à Mauro Picone pour son 70me anniversaire.  相似文献   

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Résumé Le présent Mémoire contient la partie analytique d'une théorie des transformations des intégrales des équations différentielles linéaires ordinaires du second ordre. Il s'agit des équations réelles (a), (A) (p. 327) et des questions de caractère global. La théorie développée gravite autour des propriétés des équations différentielles non-linéaires du troisième ordre (b), (B) (p. 327). Sont donnés, en particulier, les théorèmes sur l'existence et l'unicité ainsi que les expressions explicites pourles intégrales des équations (b), (B).  相似文献   

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Summary First of all (Chap. 1) the structure and organisation is described of a computer of the type of those already in use. A basic cyclic programme can then be explicitly defined, translating the definition of ? programme ? in terms of this machine (see 0.32), before specifying what the coded instructions are to be. Having chosen the latter, the universality of the machine is shown and some supplementary instructions useful later on are introduced. After passing from the usual programme notation to another (Chap. 2), the symbolism introduced in order to write the whole programme in formal language is justified, making use only of logical or algebraic concepts (Chap. 3). Furthermore, it is shown (Chap. 4) that this formalism can be made accessible to the machine by means of a teletyper, establishing once for all a one-one correspondence between symbols and integral numbers. The formulae expressing algebraically a computing programme may contain brackets (Chap 5) or polynomials in several variables put in the normal form (Chap. 6). In either case the machine itself, by means of a fixed programme independent of the particular nature of the formulae, can be made to perform the calculations necessary to produce the detailed coded instructions, from the formulae interpreting the numerical method envisaged. Finally (Chap. 8) the logical redundance of certain operations is printed out, and some arithmetisation procedures of propositional calculus is recalled.
Zusammenfassung Wir beschreiben zun?chst (Kap. 1) die Struktur und die Organisation einer Rechenmaschine vom Typ der bereits konstruierten. Wir k?nnen so ein zyklisches Grundprogramm explizit definieren (siehe 0.32), noch bevor wir spezifizieren, welches die kodifizierten Befehle sein müssen. Nachdem wir von der gew?hnlichen Bezeichnung der Programme zu einer anderen Bezeichnung (Kap. 2) übergegangen sind, rechtfertigen wir den eingeführten Symbolismus durch die M?glichkeit, jedes Programm in dieser formalen Sprache schreiben zu k?nnen, unter blosser Zuhilfenahme logischer oder algebraischer Bezeichnungen (Kap. 3). Weiterhin beweisen wir (Kap. 4), dass man diesen Formalismus der Rechenmaschine zug?nglich machen kann mit Hilfe eines Fernschreibers, indem wir ein für alle Mal eine eineindeutige Zuordnung zwischen Symbolen und ganzen Zahlen festlegen. Die Formeln, die ein Rechenprogramm in algebraischer Weise übersetzen, k?nnen Klammern enthalten (Kap. 5) oder Polynome in mehreren Variablen in der normalen Form. (Kap. 6). In beiden F?llen k?nnen wir durch die Rechenmaschine selbst, dank einem festen Programm, das von der speziellen Natur der Formeln (Kap. 7) unabh?ngig ist. die für die Herstellung der endgültigen kodifizierten Befehle auf Grund der Formeln notwendigen Rechnungen, ausführen lassen, die die ins Auge gefasste numerische Methode darstellen. Schliesslich (Kap. 8) haben wir die logische Entbehrlichkeit gewisser Operationen hervorgehoben und Verfahren zu Arithmetisierung des Aussagenkalküls in Erinnerung gerufen.

Riassunto Vengono descritte, in primo luogo (Cap. 1), la struttura e l'organizzazione d'una calcolatrice numerica del tipo di quelle già in servizio. Riesce così possibile definire esplicitamente un programma ciclico fondamentale che traduce meccanicamente per mezzo di tale macchina ciò che si intende per ? programma ? (vedi 0.32) prima ancora di dovere specificare quali siano le istruzioni codificate. Fatta poi quest'ultima scelta, viene dimostrata l'universalità della calcolatrice in questione e vengono aggiunte alcune nuove istruzioni che si riveleranno utili in seguito. Dalla notazione usuale per i programmi si passa ad un'altra notazione (Cap. 2) il cui simbolismo viene poi giustificato dalla possibilità di potere scrivere ogni programma in tale linguaggio formale ricorrendo unicamente a nozioni logiche o algebriche (Cap. 3). Inoltre viene dimostrato (Cap. 4) che questo formalismo può essere reso accessibile alla calcolatrice mediante una telescrivente, stabilendo una volta per tutte una corrispondenza biunivoca fra simboli e numeri intieri. Le formule che traducono algebricamente un programma di calcolo possono contenere parentesi (Cap. 5) oppure doi polinomi scritti in forma normale (Cap. 6). In ambo i casi la calcolatrice stessa, grazie ad un programma fisso, indipendente cioè dalla natura particolare delle formule (Cap. 7) è messa in grado di eseguire i calcoli necessari per produrre le istruzioni codificate finali procedendo dalle formule che interpretano il metodo numerico prescelto. Infine (Cap. 8) viene messa in evidenza la superfluità logica di certe operazioni e vengono applicati alcuni metodi di aritmetizzazione del calcolo delle proposizioni.


Ricercatore à l'Istituto Naz. per le Applicazioni del Calcolo. Thèse présentée à l'Ecole Polytechnique Fédérale, Zurich, pour l'obtention du grade de Docteur ès Sciences mathématiques. Rapporteur: Prof. Dr. E. Stiefel; corapporteur: Prof. Dr. P. Bernays (1952).  相似文献   

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Résumé Nous complétons les estimations supérieures du noyau de la chaleur sur les variétés coniques obtenues dans [13] par des estimations inférieures, et nous en déduisons quune variété à croissance polynomiale du volume peut vérifier des estimations supérieures et inférieures gaussiennes du noyau de la chaleur sans que la transformée de Riesz y soit bornée sur Lp pour tout p > 2.  相似文献   

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In this Note, we prove a Carleman's estimate for the integro-differential hyperbolic system of the viscoelasticity problem and we use this estimate to obtain a stability result for the inverse problem of recovering a viscoelastic coefficient from a unique internal measure. To cite this article: M. de Buhan, A. Osses, C. R. Acad. Sci. Paris, Ser. I 347 (2009).  相似文献   

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In this Note, we introduce a new morphism between algebraic and hermitian K-theory. The topological analog is the Adams operation ψ2 in real K-theory. From this morphism, we deduce a lower bound for the higher algebraic K-theory of a ring A in terms of the classical Witt group of the ring A?Aop. To cite this article: M. Karoubi, C. R. Acad. Sci. Paris, Ser. I 341 (2005).  相似文献   

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