Smooth and Semismooth Newton Methods for Constrained Approximation and Estimation

In the article, we show that the constrained L ₂ approximation problem, the positive polynomial interpolation, and the density estimation problems can all be reformulated as a system of smooth or semismooth equations by using Lagrange duality theory. The obtained equations contain integral functions of the same form. The differentiability or (strong) semismoothness of the integral functions and the Hölder continuity of the Jacobian of the integral function were investigated. Then a globalized Newton-type method for solving these problems was introduced. Global convergence and numerical tests for estimating probability density functions with wavelet basis were also given. The research in this article not only strengthened the theoretical results in literatures but also provided a possibility for solving the probability density function estimation problem by Newton-type method.     

The L ∞-Stokes semigroup in exterior domains

The Stokes semigroup on a bounded domain is an analytic semigroup on spaces of bounded functions as was recently shown by the authors based on an a priori L ^∞-estimate for solutions to the linear Stokes equations. In this paper, we extend our approach to exterior domains and prove that the Stokes semigroup is uniquely extendable to an analytic semigroup on spaces of bounded functions.     

Log-Harnack inequality for stochastic Burgers equations and applications

By proving an L²-gradient estimate for the corresponding Galerkin approximations, the log-Harnack inequality is established for the semigroup associated to a class of stochastic Burgers equations. As applications, we derive the strong Feller property of the semigroup, the irreducibility of the solution, the entropy-cost inequality for the adjoint semigroup, and entropy upper bounds of the transition density.     

The numerical duplication of a numerical semigroup

In this paper we present and study the numerical duplication of a numerical semigroup, a construction that, starting with a numerical semigroup S and a semigroup ideal E?S, produces a new numerical semigroup, denoted by S? ^b E (where b is any odd integer belonging to S), such that S=(S? ^b E)/2. In particular, we characterize the ideals E such that S? ^b E is almost symmetric and we determine its type.     

Spectral collocation methods for nonlinear weakly singular Volterra integro‐differential equations

In this paper, a spectral collocation approximation is proposed for neutral and nonlinear weakly singular Volterra integro‐differential equations (VIDEs) with non‐smooth solutions. We use some suitable variable transformations to change the original equation into a new equation, so that the solution of the resulting equation possesses better regularity, and the the Jacobi orthogonal polynomial theory can be applied conveniently. Under reasonable assumptions on the nonlinearity, we carry out a rigorous error analysis in L^∞ norm and weighted L² norm. To perform the numerical simulations, some test examples (linear and nonlinear) are considered with nonsmooth solutions, and numerical results are presented. Further more, the comparative study of the proposed methods with some existing numerical methods is provided.     

Semigroup Properties and the Crandall Liggett Approximation for a Class of Differential Equations with State-Dependent Delays

We present an approach for the resolution of a class of differential equations with state-dependent delays by the theory of strongly continuous nonlinear semigroups. We show that this class determines a strongly continuous semigroup in a closed subset of C^0, 1. We characterize the infinitesimal generator of this semigroup through its domain. Finally, an approximation of the Crandall-Liggett type for the semigroup is obtained in a dense subset of (C, ‖·‖_∞). As far as we know this approach is new in the context of state-dependent delay equations while it is classical in the case of constant delay differential equations.     

负相协更新门限超出概率与红利干扰模型中破产概率的渐近估计

该文中, 作者得到了负相协更新门限超出概率的渐近估计, 其推广了 Robert(2005)^[12] 中的相应结果. 进而通过新的方法, 得到了红利干扰模型中破产概率的渐近估计的严格证明.     

Convergence analysis of the Jacobi spectral-collocation method for fractional integro-differential equations

We propose and analyze a spectral Jacobi-collocation approximation for fractional order integro-differential equations of Volterra type. The fractional derivative is described in the Caputo sense. We provide a rigorous error analysis for the collection method, which shows that the errors of the approximate solution decay exponentially in L^∞ norm and weighted L²-norm. The numerical examples are given to illustrate the theoretical results.     

The Frobenius problem for numerical semigroups

In this paper, we characterize those numerical semigroups containing 〈n₁,n₂〉. From this characterization, we give formulas for the genus and the Frobenius number of a numerical semigroup. These results can be used to give a method for computing the genus and the Frobenius number of a numerical semigroup with embedding dimension three in terms of its minimal system of generators.     

A new approach to stochastic evolution equations with adapted drift

In this paper we develop a new approach to stochastic evolution equations with an unbounded drift A which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to equations with random drift leads to adaptedness problems for the stochastic convolution term. In this paper we give a new representation formula for the stochastic convolution which avoids integration of non-adapted processes. Here we mainly consider the parabolic setting. We establish connections with other solution concepts such as weak solutions. The usual parabolic regularity properties are derived and we show that the new approach can be applied in the study of semilinear problems with random drift. At the end of the paper the results are illustrated with two examples of stochastic heat equations with random drift.     

Symmetries on almost symmetric numerical semigroups

The notion of an almost symmetric numerical semigroup was given by V. Barucci and R. Fröberg in J. Algebra, 188, 418–442 (1997). We characterize almost symmetric numerical semigroups by symmetry of pseudo-Frobenius numbers. We give a criterion for H ^? (the dual of M) to be an almost symmetric numerical semigroup. Using these results we give a formula for the multiplicity of an opened modular numerical semigroup. Finally, we show that if H ₁ or H ₂ is not symmetric, then the gluing of H ₁ and H ₂ is not almost symmetric.     

Superconvergent estimates of conforming finite element method for nonlinear time‐dependent Joule heating equations

In this article, we study the superconvergence analysis of conforming bilinear finite element method (FEM) for nonlinear Joule heating equations. Based on the rigorous estimates together with high accuracy analysis of this element, mean value technique and interpolation postprocessing approach, the superclose and superconvergent estimates about the related variables in H¹‐norm are derived for semidiscrete and a linearized backward Euler fully discrete schemes, which extends the results of optimal estimates obtained for conforming FEMs in the previous literature. At last, a numerical experiment is performed to verify the theoretical analysis.     

Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials

The probability generating functions of the waiting times for the first success run of length k and for the sooner run and the later run between a success run of length k and a failure run of length r in the second order Markov dependent trials are derived using the probability generating function method and the combinatorial method. Further, the systems of equations of 2^.m conditional probability generating functions of the waiting times in the m-th order Markov dependent trials are given. Since the systems of equations are linear with respect to the conditional probability generating functions, they can be solved exactly, and hence the probability generating functions of the waiting time distributions are obtained. If m is large, some computer algebra systems are available to solve the linear systems of equations.This research was partially supported by the Natural Sciences and Engineering Research Council of Canada.     

A Direct Approach to Deriving Filtering Equations for Diffusion Processes

Filtering equations are derived for conditional probability density functions in case of partially observable diffusion processes by using results and methods from the L _p -theory of SPDEs. The method of derivation is new and does not require any knowledge of filtering theory. Accepted 31 July 2000. Online publication 13 November 2000.     

Asymptotic properties of a stochastic chemostat including species death rate

This paper deals with a stochastic system which models the population dynamics of a chemostat including species death rate. On the basis of the theory on Markov semigroup, we demonstrate that the probability densities of the distributions for the solutions are absolutely continuous. The densities will convergence in L¹ to an invariant density or weakly convergence to a singular measure under appropriate conditions. We also give the sufficient criteria for extinction exponentially of the species. To be specific, when D₁>D and the strength of perturbation is relatively small, we derive a precise threshold for the species survival.     

Nonlinear Fourier Transforms and the mKdV Equation in the Quarter Plane

The unified transform method introduced by Fokas can be used to analyze initial‐boundary value problems for integrable evolution equations. The method involves several steps, including the definition of spectral functions via nonlinear Fourier transforms and the formulation of a Riemann‐Hilbert problem. We provide a rigorous implementation of these steps in the case of the mKdV equation in the quarter plane under limited regularity and decay assumptions. We give detailed estimates for the relevant nonlinear Fourier transforms. Using the theory of L²‐RH problems, we consider the construction of quarter plane solutions which are C¹ in time and C³ in space.     

Weakly Nonlinear Geometric Optics for Hyperbolic Systems of Conservation Laws

We present a new approach to analyze the validation of weakly nonlinear geometric optics for entropy solutions of nonlinear hyperbolic systems of conservation laws whose eigenvalues are allowed to have constant multiplicity and corresponding characteristic fields to be linearly degenerate. The approach is based on our careful construction of more accurate auxiliary approximation to weakly nonlinear geometric optics, the properties of wave front-tracking approximate solutions, the behavior of solutions to the approximate asymptotic equations, and the standard semigroup estimates. To illustrate this approach more clearly, we focus first on the Cauchy problem for the hyperbolic systems with compact support initial data of small bounded variation and establish that the L ¹-estimate between the entropy solution and the geometric optics expansion function is bounded by O(?²), independent of the time variable. This implies that the simpler geometric optics expansion functions can be employed to study the behavior of general entropy solutions to hyperbolic systems of conservation laws. Finally, we extend the results to the case with non-compact support initial data of bounded variation.     

On a Class of Weakly Coupled Systems of Elliptic Operators with Unbounded Coefficients

We consider a class of weakly coupled systems of elliptic operators \({\mathcal{A}}\) with unbounded coefficients defined in \({\mathbb{R}^N}\). We prove that a semigroup (T(t))t ≥ 0 of bounded linear operators can be associated with \({\mathcal{A}}\), in a natural way, in the space of all bounded and continuous functions. We prove a compactness property of the semigroup as well as some uniform estimates on the derivatives of the function T(t)f, when f belongs to some spaces of Hölder continuous functions, which are the key tools to prove some optimal Schauder estimates for the solution to some nonhomogeneous elliptic equations and Cauchy problems associated with the operator \({\mathcal{A}}\). Under suitable additional conditions, we then prove that the restriction of the semigroup to the subspace of smooth and compactly supported functions extends by a strongly continuous semigroup to L ^p -spaces over \({\mathbb{R}^N}\), related to the Lebesgue measure, when \({p \in [1,\infty)}\). We also provide sufficient conditions for this semigroup to be analytic when \({p \in [1,\infty)}\). Finally, we prove some L ^p ?L ^q -estimates.     

On spline approximation for a class of integral equations. I: Galerkin and collocation methods with piecewise polynomials

We consider the numerical solution of a class of one-dimensional non-compact integral equations by Galerkin and collocation methods and their iterated variants, using piecewise polynomials as basis functions. In particular, we obtain new results for the stability of the approximation methods, without any restriction on the norm of the integral operators. Furthermore, we extend results of Chandler and Graham^4,6 concerning error estimates and superconvergence to a more general class of operators.