Convexity of Nonlinear Image of a Small Ball with Applications to Optimization

Let f: XY be a nonlinear differentiable map, X,Y are Hilbert spaces, B(a,r) is a ball in X with a center a and radius r. Suppose f (x) is Lipschitz in B(a,r) with Lipschitz constant L and f (a) is a surjection: f (a)X=Y; this implies the existence of >0 such that f (a)^* yy, yY. Then, if r,/(2L), the image F=f(B(a,)) of the ball B(a,) is convex. This result has numerous applications in optimization and control. First, duality theory holds for nonconvex mathematical programming problems with extra constraint x–a. Special effective algorithms for such optimization problems can be constructed as well. Second, the reachability set for small power control is convex. This leads to various results in optimal control.     

The possibility of integral formulas in R n

We consider the integral We solve the problem of determination of necessary and sufficient conditions in order that (u) be independent of the values of u(x) inside a bounded domain . These conditions are written in the form of a set of differential equations for the functions f(x,u,¯p,T^ij) on the set m{x; u+¯p+ T^ij<}. For such functions (u) is represented in the form of a boundary integral.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 52, pp. 35–51, 1975.     

Stability inL 1 of some integral operators

A class of Markov operators appearing in biomathematics is investigated. It is proved that these operators are asymptotic stable inL ¹, i.e. lim _n P ⁿ f=0 forfL ¹ and f(x) dx=0.     

Continuity of Approximation by Neural Networks in Lp Spaces

Devices such as neural networks typically approximate the elements of some function space X by elements of a nontrivial finite union M of finite-dimensional spaces. It is shown that if X=L ^p () (1<p< and R ^d ), then for any positive constant and any continuous function from X to M, f–(f)>f–M+ for some f in X. Thus, no continuous finite neural network approximation can be within any positive constant of a best approximation in the L ^p -norm.     

Upper bounds for theL p -norms of martingales

Summary Let (f _n ) be a martingale. We establish a relationship between exponential bounds for the probabilities of the typeP(|f _n |>·T(f _n )) and the size of the constantC _p appearing in the inequality f ^* _p C _p T ^*(f) _p , for some quasi-linear operators acting on martingales.This research was supported in part by NSF Grant, no. DMS-8902418On leave from Academy of Physical Education, Warsaw, Poland     

The measure of a translated ball in uniformly convex spaces

Let (E, ¦·¦) be a uniformly convex Banach space with the modulus of uniform convexity of power type. Let be the convolution of the distribution of a random series inE with independent one-dimensional components and an arbitrary probability measure onE. Under some assumptions about the components and the smoothness of the norm we show that there exists a constant such that |{·<t}–{·+r<t}|r ^q , whereq depends on the properties of the norm. We specify it in the case ofL spaces, >1.     

An extremal property of outer functions

Our main result is the following: iff (z) is in the space H², and F(z) is its outer part, then F⁽ⁿ⁾_H2F⁽ⁿ⁾_H2(n=1,2,...), the left side being finite if the right side is finite. Under certain essential restrictions, this. inequality was proved by B. I. Korenblyum and V. S. Korolevich [1].Translated from Matematicheskie Zametki, Vol. 10, No. 1, pp. 53–56, July, 1971.     

Numerical stability of the Chebyshev method for the solution of large linear systems

Summary This paper contains the rounding error analysis for the Chebyshev method for the solution of large linear systemsAx+g=0 whereA=A ^* is positive definite. We prove that the Chebyshev method in floating point arithmetic is numerically stable, which means that the computed sequence {x _k} approximates the solution such that x _k – is of order AA ^–1 where is the relative computer precision.We also point out that in general the Chebyshev method is not well-behaved, which means that the computed residualsr _k=Ax _k+g are of order A²A ^–1.This work was supported in part by the Office of Naval Research under Contract N0014-67-0314-0010, NR 044-422 and by the National Science Foundation under Grant GJ32111     

Two-parameter Vilenkin multipliers and a square function

Two-parameter Vilenkin systems will be investigated. First we give a general sufficient condition for multipliers to be bounded between two-dimensional Hardy spaces H ^q(0<q1). By means of interpolation and duality argument, this theorem can be extended to other spaces. As a consequence, we can prove the (H ^q , L ^q)-boundedness of the Sunouchi operator U with respect to two-parameter Vilenkin systems for all 0 <q 1. Moreover, the equivalence f{H_q} ~ Uf_q (f H^q)follows for 1/2<q 1.     

A superfast algorithm for multi-dimensional Padé systems

For a vector ofk+1 matrix power series, a superfast algorithm is given for the computation of multi-dimensional Padé systems. The algorithm provides a method for obtaining matrix Padé, matrix Hermite Padé and matrix simultaneous Padé approximants. When the matrix power series is normal or perfect, the algorithm is shown to calculate multi-dimensional matrix Padé systems of type (n ₀,...,n _k ) inO(n · log²n) block-matrix operations, where n=n ₀+...+n _k . Whenk=1 and the power series is scalar, this is the same complexity as that of other superfast algorithms for computing Padé systems. Whenk>1, the fastest methods presently compute these matrix Padé approximants with a complexity ofO(n²). The algorithm succeeds also in the non-normal and non-perfect case, but with a possibility of an increase in the cost complexity.Supported in part by NSERC grant No. A8035.Partially supported by NSERC operating grant No. 6194.     

Attracting properties for one dimensional flows of a general barotropic viscous fluid. Periodic flows

Summary We consider the motion of a barotropic compressible fluid in a one dimensional bounded region with impermeable boundary, see equation (1.1). Here, u(t, q) denotes the velocity and v(t, q) the specific volume. The quantity log v(t, q) measures the displacement of v(t, q) with respect to the equilibrium v 1. For the sake of brevity we denote here different norms by the simbol . We show that there is a positive constant r₀=r₀(), a small ball B₁ (r) (with radius R₁ (r), ), and a large ball B(r) (with radius R(r), ) such that the following holds, for each r [0, r₀ [(i) If f(t) < r for all t 0, and if (u(0), log v(0))R(r) (i.e. (u(0), log v(0)) B(r)) then, for sufficiently large values of t, (u(t), log v(t))R₁ (r); (ii) The solutions starting at time t=0 from the large ball B(r) have all the same asymptotic behaviour (see (1.11)); (iii) If f is T-periodic then there is a (unique) T-periodic solution (u(t), log v(t)) inside the small ball B₁ (r). This periodic solution atracts all solutions which intersect the large ball B(r). Periodic solutions had been previously studied only for very specific pressure laws, namely p(v)-log v and p(v)-v^–1.     

Small into isomorphisms onL ∞ spaces

IfT is an isomorphism ofL (A, ) intoL (B, ) which satisfies the condition T T ^–11+, where (A, ) is a -finite measure space, thenT/T is close to an isometry with an error less than 4.     

The decomposition theorem for functions satisfying the law of large numbers

LetB be a Banach space with the Radon-Nikodym property and (S, , ) a probability space. Then anf: SB satisfies the strong law of large numbers if and only if there exists a Bochner integrable functionf ₁ and a Pettis integrable functionf ₂,f ₂f ₂=0 in the Glivenko-Cantelli norm, such thatf=f ₁+f ₂. The composition is unique.     

Approximation for the measures of ergodic transformations of the real line

Summary Let be the Frobenius-Perron operator corresponding to a nonsingular point-transformation of the real lineR into itself and let for each natural numbern, P _n be the discrete analogue ofP _f. It is shown that under fairly weak restrictions on, the equationf=P _f f has an unique solutionf ₀ such thatf ₀>0 (a.e.), ¦f ₀¦=1, and that this solution can be approximated inL ¹ (R) in two different ways: (1) by the sequence wheref0, ¦f¦=1, and (2) by the sequence {s _On } of simple functions such thats _n=P_n(s _On ).     

Convergence of random products of compact contractions in Hilbert space

Let {T₁, ..., T_N} be a finite set of linear contraction mappings of a Hilbert space H into itself, and let r be a mapping from the natural numbers N to {1, ..., N}. One can form S_n=T_r(n)...T_r(1) which could be described as a random product of the T_i's. Roughly, the S_n converge strongly in the mean, but additional side conditions are necessary to ensure uniform, strong or weak convergence. We examine contractions with three such conditions. (W): x_n1, Tx_n1 implies (I-T)x_n0 weakly, (S): x_n1, Tx_n1 implies (I-T)x_n0 strongly, and (K): there exists a constant K>0 such that for all x, (I-T)x²K(x²–Tx²).We have three main results in the event that the T_i's are compact contractions. First, if r assumes each value infinitely often, then S_n converges uniformly to the projection Q on the subspace _i= ₁ ^N [x|T_ix=x]. Secondly we prove that for such compact contractions, the three conditions (W), (S), and (K) are equivalent. Finally if S=S(T₁, ..., T_N) denotes the algebraic semigroup generated by the T_i's, then there exists a fixed positive constant K such that each element in S satisfies (K) with that K.     

A Note on the Optimal L 2-Estimate of the Finite Volume Element Method

In this note, the optimal L ²-error estimate of the finite volume element method (FVE) for elliptic boundary value problem is discussed. It is shown that u–u _{h 0}Ch ²|ln h|^1/2f_1,1 and u–u _{h 0}Ch ²f_1,p , p>1, where u is the solution of the variational problem of the second order elliptic partial differential equation, u _h is the solution of the FVE scheme for solving the problem, and f is the given function in the right-hand side of the equation.     

Numerical computation of least constants for the Sobolev inequality

Summary Least constantsc for the well-known Sobolev inequality fcf _{m, G} ,fH ^m (G) are obtained in closed form by a reproducing kernel technique, where the Sobolev spaceH ^m (G) for a domainG in ⁿ is defined as the completion ofC ^m (G) with respect to the Sobolev norm given by , where is the norm ofL ₂ (G) and is the supremum norm onG. Numerical values for the case whereG is the ⁿ are given.     

Round-off error analysis of iterations for large linear systems

Summary We deal with the rounding error analysis of successive approximation iterations for the solution of large linear systemsA _x =b. We prove that Jacobi, Richardson, Gauss-Seidel and SOR iterations arenumerically stable wheneverA=A ^*>0 andA has PropertyA. This means that the computed resultx _k approximates the exact solution with relative error of order A·A ^–1 where is the relative computer precision. However with the exception of Gauss-Seidel iteration the residual vector Ax _k –b is of order A² A ^–1 and hence the remaining three iterations arenot well-behaved.This work was partly done during the author's visit at Carnegie-Mellon University and it was supported in part by the Office of Naval Research under Contract N00014-76-C-0370; NR 044-422 and by the National Science Foundation under Grant MCS75-222-55     

On Interpolation of the Fourier Maximal Operator in Orlicz Spaces

Let and be positive increasing convex functions defined on [0, ). Suppose satisfies the 2-condition, that is, (t)2 (C1t) for sufficiently large t, and has some nice properties. If -1(u)log(u+1) C2-1(u) for sufficiently large uthen we have S*(f) L CfL for all f L ([-, ])where S*(f) is the majorant function of partial sums of trigonometric Fourier series and fL is the Orlicz norm of f. This result is sharp.     

The functional equation of multiplicative derivation is superstable on standard operator algebras

LetX be a real or complex infinite dimensional Banach space andA a standard operator algebra onX. Denote byB(X) the algebra of all bounded linear operators onX. Let : _{+ +} be a function with the property lim _t (t)t ^–1=0. Assume that a mappingD:A B(X) satisfies D(AB)–AD(B)–D(A)B<(A B) for all operatorsA, B D (no linearity or continuity ofD is assumed). ThenD is of the formD(A)=AT–TA for someTB(X).This work was supported by the Research Council of Slovenia