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71.
János Komlós 《Order》1990,7(2):107-113
Using Ramsey theory, we establish the following pigeon-hole type principle: From a large number of random variables (functions, vectors, etc.) one can always select two, X and Y, such that P(X < Y) 1/2. We apply the principle for a poset problem. 相似文献
72.
Summary We prove that the error inn-point Gaussian quadrature, with respect to the standard weight functionw1, is of best possible orderO(n
–2) for every bounded convex function. This result solves an open problem proposed by H. Braß and published in the problem section of the proceedings of the 2. Conference on Numerical Integration held in 1981 at the Mathematisches Forschungsinstitut Oberwolfach (Hämmerlin 1982; Problem 2). Furthermore, we investigate this problem for positive quadrature rules and for general product quadrature. In particular, for the special class of Jacobian weight functionsw
, (x)=(1–x)(1+x), we show that the above result for Gaussian quadrature is not valid precisely ifw
, is unbounded.Dedicated to Prof. H. Braß on the occasion of his 55th birthday 相似文献
73.
Ioannis K. Argyros 《BIT Numerical Mathematics》1990,30(1):92-100
New error bounds for the modified secant method are provided. We show that our error estimates are better than the ones already existing in the literature, under similar assumptions. 相似文献
74.
Summary A method to generate an accurate approximation to a singular solution of a system of complex analytic equations is presented. Since manyreal systems extend naturally tocomplex analytic systems, this porvides a method for generating approximations to singular solutions to real systems. Examples include systems of polynomials and systems made up of trigonometric, exponential, and polynomial terms. The theorem on which the method is based is proven using results from several complex variables. No special conditions on the derivatives of the system, such as restrictions on the rank of the Jacobian matrix at the solution, are required. The numerical method itself is developed from techniques of homotopy continuation and 1-dimensional quadrature. A specific implementation is given, and the results of numerical experiments in solving five test problems are presented. 相似文献
75.
We study the large-time behavior and rate of convergence to the invariant measures of the processes dX
(t)=b(X)
(t)) dt + (X
(t)) dB(t). A crucial constant appears naturally in our study. Heuristically, when the time is of the order exp( – )/2 , the transition density has a good lower bound and when the process has run for about exp( – )/2, it is very close to the invariant measure. LetL
=(2/2) – U · be a second-order differential operator on d. Under suitable conditions,L
z has the discrete spectrum
- \lambda _2^\varepsilon ...and lim \varepsilon ^2 log \lambda _2^\varepsilon = - \Lambda \hfill \\ \varepsilon \to 0 \hfill \\ \end{gathered} $$
" align="middle" vspace="20%" border="0"> 相似文献
76.
Peter Köhler 《Aequationes Mathematicae》1990,39(1):6-18
LetC
m
be a compound quadrature formula, i.e.C
m
is obtained by dividing the interval of integration [a, b] intom subintervals of equal length, and applying the same quadrature formulaQ
n
to every subinterval. LetR
m
be the corresponding error functional. Iff
(r)
> 0 impliesR
m
[f] > 0 (orR
m
[f] < 0),=" then=" we=" say=">C
m
is positive definite (or negative definite, respectively) of orderr. This is the case for most of the well-known quadrature formulas. The assumption thatf
(r)
> 0 may be weakened to the requirement that all divided differences of orderr off are non-negative. Thenf is calledr-convex. Now letC
m
be positive definite or negative definite of orderr, and letf be continuous andr-convex. We prove the following direct and inverse theorems for the errorR
m
[f], where , denotes the modulus of continuity of orderr:
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