Students’ conceptual understanding of a function and its derivative in an experimental calculus course

Calculus has been witnessing fundamental changes in its curriculum, with an increased emphasis on visualization. This mode for representing mathematical concepts is gaining more strength due to the advances in computer technology and the development of dynamical mathematical software. This paper focuses on the understanding of the function and its derivative as viewed by students of a reformed Calculus 1 course offered in two experimental sections at the Lebanese American University in Beirut, Lebanon. Results have shown that the general approach adopted in the course proved to be unpopular for a great majority of the students, but rewarding for others. Interviews conducted with some students and a study of their performance on very specific exam questions reveal that for most students, the algebraic representation of a function still dominated their thinking; however, these students showed an almost complete understanding of the derivative, particularly the idea of the instantaneous rate of change and/or the slope of a curve at a given point. Furthermore, very few of these students referred to the mechanical methods for finding derivatives.     

D∞-APPROXIMATION OF PRODUCT VARIATIONS OF TWO PARAMETER SMOOTH SEMIMARTINGALES

Let X be a two parameter smooth semimartingale and (~X) be its process of the product variation. It is proved that (~X) can be approximated as D∞-limit of sums of its discrete product variations as the mesh of division tends to zero. Moreover, this result can be strengthen to yield the quasi sure convergence of sums by estimating the speed of the convergence.     

Duality theorems for convex problems with time delay

In this paper, we examine a class of convex problems of Bolza type, involving a time delay in the state. It encompasses a variety of time-delay problems arising in the calculus of variations and optimal control. A duality analysis is carried out which, among other things, leads to a characterization of minimizers in terms of the Euler-Lagrange inclusion. The results obtained improve in significant respects on what is achievable by techniques previously employed, based on elimination of the time delay by introduction of an infinite-dimensional state space or on the method of steps.     

Carathéodory's method for a class of second order differential equations on the half-line

The method of equivalent variational methods, originally due to Carathéodory for free problems in the calculus of variations is extended to investigate boundary value problems for a class of second order differential equations on the half-line. Some applications are presented to illustrate the potential of this method.     

An Extension of the Coordinate Transformation Method for Open-Loop Nash Equilibria

In Leitmann (Ref. 1), a coordinate transformation method was introduced to obtain global solutions for free problems in the calculus of variations. This direct method was extended and broadened in Carlson (Ref. 2) and later in Leitmann (Ref. 3). The applicability of the original work of Leitmann (Ref. 1) was further developed in Dockner and Leitmann (Ref. 4) to include the class of open-loop dynamic games. In the present work, we improve the results of Ref. 4 in two directions. First, we enlarge the class of open-loop dynamic games to permit coupling among the dynamic equations via the states of the players; second, we incorporate the modifications given in Refs. 2 and 3. Our results greatly increase the applicability of this method. An example arising from the harvesting of a renewable resource is presented to illustrate the utility of our results.     

Generalized solutions of a stochastic partial differential equation

We discuss the Cauchy problem of a certain stochastic parabolic partial differential equation arising in the nonlinear filtering theory, where the initial data and the nonhomogeneous noise term of the equation are given by Schwartz distributions. The generalized (distributional) solution is represented by a partial (conditional) generalized expectation ofT(t)° _0,t ^–1 , whereT(t) is a stochastic process with values in distributions and _s,t is a stochastic flow generated by a certain stochastic differential equation. The representation is used for getting estimates of the solution with respect to Sobolev norms.Further, by applying the partial Malliavin calculus of Kusuoka-Stroock, we show that any generalized solution is aC -function under a condition similar to Hörmander's hypoellipticity condition.     

The law of the solution to a nonlinear hyperbolicSPDE

Let { _s,t ,(s,t ₊ ² } be a white noise on ₊ ² . We consider the hyperbolic stochastic partial differential equation {ie863-3} The purpose of this paper is to study the law of the solution to this equation. We analyze the existence and smoothness of the density using the tools of Malliavin Calculus. Finally we prove a large deviation principle on the space of continuous functions, for the family of probabilities obtained by perturbation of the noise in the equation.This work has been partially supported by the grant of the DGICYT No. PB 930052 and the EU Science project CT 910459.     

Existence of strong minimizers for the Griffith static fracture model in dimension two

We consider the Griffith fracture model in two spatial dimensions, and prove existence of strong minimizers, with closed jump set and continuously differentiable deformation fields. One key ingredient, which is the object of the present paper, is a generalization to the vectorial situation of the decay estimate by De Giorgi, Carriero, and Leaci. This is based on replacing the coarea formula by a method to approximate $SB{D}^p$ functions with small jump set by Sobolev functions, and is restricted to two dimensions. The other two ingredients will appear in companion papers and consist respectively in regularity results for vectorial elliptic problems of the elasticity type and in a method to approximate in energy $GSB{D}^p$ functions by $SB{V}^p$ ones.     

A bound on the Wasserstein-2 distance between linear combinations of independent random variables

We provide a bound on a distance between finitely supported elements and general elements of the unit sphere of ${?}^2\left({\mathbb{N}}^1\right)$. We use this bound to estimate the Wasserstein-2 distance between random variables represented by linear combinations of independent random variables. Our results are expressed in terms of a discrepancy measure related to Nourdin–Peccati’s Malliavin–Stein method. The main application is towards the computation of quantitative rates of convergence to elements of the second Wiener chaos. In particular, we explicit these rates for non-central asymptotic of sequences of quadratic forms and the behavior of the generalized Rosenblatt process at extreme critical exponent.     

Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates

This article proposes a global, chaos-based procedure for the discretization of functionals of Brownian motion into functionals of a Poisson process with intensity $\lambda >0$. Under this discretization we study the weak convergence, as the intensity of the underlying Poisson process goes to infinity, of Poisson functionals and their corresponding Malliavin-type derivatives to their Wiener counterparts. In addition, we derive a convergence rate of $O\left({\lambda }^{?1∕4}\right)$ for the Poisson discretization of Wiener functionals by combining the multivariate Chen–Stein method with the Malliavin calculus. Our proposed sufficient condition for establishing the mentioned convergence rate involves the kernel functions in the Wiener chaos, yet we provide examples, especially the discretization of some common path dependent Wiener functionals, to which our results apply without committing the explicit computations of such kernels. To the best our knowledge, these are the first results in the literature on the universal convergence rate of a global discretization of general Wiener functionals.