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41.
The control of piecewise-deterministic processes is studied where only local boundedness of the data is assumed. Moreover the discount rate may be zero. The value function is shown to be solution to the Bellman equation in a weak sense; however the solution concept is strong enough to generate optimal policies. Continuity and compactness conditions are given for the existence of nonrelaxed optimal feedback controls. 相似文献
42.
In 1983, a preconditioner was proposed [J. Comput. Phys. 49 (1983) 443] based on the Laplace operator for solving the discrete Helmholtz equation efficiently with CGNR. The preconditioner is especially effective for low wavenumber cases where the linear system is slightly indefinite. Laird [Preconditioned iterative solution of the 2D Helmholtz equation, First Year's Report, St. Hugh's College, Oxford, 2001] proposed a preconditioner where an extra term is added to the Laplace operator. This term is similar to the zeroth order term in the Helmholtz equation but with reversed sign. In this paper, both approaches are further generalized to a new class of preconditioners, the so-called “shifted Laplace” preconditioners of the form Δφ−k2φ with
. Numerical experiments for various wavenumbers indicate the effectiveness of the preconditioner. The preconditioner is evaluated in combination with GMRES, Bi-CGSTAB, and CGNR. 相似文献
43.
Takayuki Abe 《Mathematical Methods in the Applied Sciences》2004,27(9):1007-1048
This paper is concerned with the standard Lp estimate of solutions to the resolvent problem for the Stokes operator on an infinite layer with ‘Neumann–Dirichlet‐type’ boundary condition. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
44.
We study the complex Ginzburg–Landau equation with zero Neumann boundary conditions on a finite interval and establish that this boundary problem (with suitably chosen parameters) has countably many stable two-dimensional self-similar tori. The case of periodic boundary conditions is also investigated. 相似文献
45.
K. Kubilius 《Acta Appl Math》2003,78(1-3):233-242
We consider the integral equation driven by a standard Brownian motion and by a fractional Brownian motion. Sufficient conditions under which the equation has a weak solution are obtained. 相似文献
46.
Modular and quasimodular solutions of a specific second order differential equation in the upper-half plane, which originates from a study of supersingular j-invariants in the first author's work with Don Zagier, are given explicitly. Positivity of Fourier coefficients of some of the solutions as well as a characterization of the differential equation are also discussed. 相似文献
47.
We consider a splitting finite-difference scheme for an initial-boundary value problem for a two-dimensional nonlinear evolutionary
equation. The problem is split into nonlinear and linear parts. The linear part is also split into locally one-dimensional
equations. We prove the convergence and stability of the scheme in L
2 and C norms.
Printed in Lietuvos Matematikos Rinkinys, Vol. 45, No. 3, pp. 413–434, July–September, 2005. 相似文献
48.
Luis L. Bonilla 《Journal of statistical physics》1987,46(3-4):659-678
A nonlinear Fokker-Planck equation is derived to describe the cooperative behavior of general stochastic systems interacting via mean-field couplings, in the limit of an infinite number of such systems. Disordered systems are also considered. In the weak-noise limit; a general result yields the possibility of having bifurcations from stationary solutions of the nonlinear Fokker-Planck equation into stable time-dependent solutions. The latter are interpreted as non-equilibrium probability distributions (states), and the bifurcations to them as nonequilibrium phase transitions. In the thermodynamic limit, results for three models are given for illustrative purposes. A model of self-synchronization of nonlinear oscillators presents a Hopf bifurcation to a time-periodic probability density, which can be analyzed for any value of the noise. The effects of disorder are illustrated by a simplified version of the Sompolinsky-Zippelius model of spin-glasses. Finally, results for the Fukuyama-Lee-Fisher model of charge-density waves are given. A singular perturbation analysis shows that the depinning transition is a bifurcation problem modified by the disorder noise due to impurities. Far from the bifurcation point, the CDW is either pinned or free, obeying (to leading order) the Grüner-Zawadowki-Chaikin equation. Near the bifurcation, the disorder noise drastically modifies the pattern, giving a quenched average of the CDW current which is constant. Critical exponents are found to depend on the noise, and they are larger than Fisher's values for the two probability distributions considered. 相似文献
49.
In this paper we show that the Boltzmann weights of the three-dimensional Baxter-Bazhanov model give representations of the braid group if some suitable spectral limits are taken. In the trigonometric case we classify all possible spectral limits which produce braid group representations. Furthermore, we prove that for some of them we get cyclotomic invariants of links and for others we obtain tangle invariants generalizing the cyclotomic ones. 相似文献
50.
We consider an optimal growth (multi-sector) model with nonconvex technology. Using the Clarke results on generalized gradients, we prove that the value function has left and right derivatives with respect to the initial capital stock, without requiring supermodularity assumptions. 相似文献