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61.
We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, a regular explicit Euler scheme–with constant or decreasing step–may explode and implicit Euler schemes are CPU-time expensive. The algorithm we introduce is explicit and we prove that any weak limit of the weighted empirical measures of this scheme is a stationary distribution of the stochastic differential equation. Several examples are presented including gradient dissipative systems and Hamiltonian dissipative systems. 相似文献
62.
M. Frigon 《Journal of Fixed Point Theory and Applications》2007,1(2):189-194
We present results on the global existence of analytic solutions to the Cauchy problem in starshaped or convex complex domains.
No growth conditions are imposed. Our results rely on a notion of solution-tube that we introduce.
à la mémoire de Jean Leray 相似文献
63.
Summary In the present paper we study truncated projections for the fanbeam geometry in computerized tomography. First we derive consistency conditions for the divergent beam transform. Then we study a singular value decomposition for the case where only the interior rays in the fan are provided, as for example in region-of-interest tomography. We show that the high angular frequency components of the searched-for densities are well determined and we present reconstructions from real data where the missing information is approximated based on the singular value decomposition.The work of the authors was supported by the Deutsche Forschungsgemeinschaft under grant Lo 310/2-4 相似文献
64.
The additive renormalization% MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiaabs7adaWgaaWcbaGaaeySdiaab6cacaqG0bqefeKCPfgBaGqb% diaa-bcaaeqaaOGaeyypa0Jaa8hiaiaacIcacaaIYaGaeqiWdaNaai% ykamaaCaaaleqabaGaeyOeI0IaaGymaiaac+cacaaIYaaaaGqadOGa% a4hiaiGacwgacaGG4bGaaiiCaiaacIcacqGHsislcaqGXoWaaWbaaS% qabeaacaqGYaaaaOGaai4laiaaikdacaGGPaGaa4hiaiaacQdaciGG% LbGaaiiEaiaacchacqGHXcqSdaWadiqaaiabgkHiTiaadkeacaGGNa% GaaiikaiaadshacaGGPaWaaWbaaSqabeaacaaIYaaaaOGaai4laiaa% ikdacaGFGaGaey4kaSIaa4hiaiaabg7acaWGcbGaai4jaiaacIcaca% WG0bGaaiykaaGaay5waiaaw2faaiaacQdaaaa!6C5C!\[{\rm{\delta }}_{{\rm{\alpha }}{\rm{.t}} } = (2\pi )^{ - 1/2} \exp ( - {\rm{\alpha }}^{\rm{2}} /2) :\exp \pm \left[ { - B'(t)^2 /2 + {\rm{\alpha }}B'(t)} \right]:\]is shown to be a generalized Brownian functional. Some of its properties are derived. is shown to be a generalized Brownian functional. Some of its properties are derived.On leave from Universidade do Minho, Area de Matematica, Largo Carlos Amarante, P-4700 Braga, Portugal. 相似文献
65.
This paper establishes a link between a generalized matrix Matsumoto-Yor (MY) property and the Wishart distribution. This link highlights certain conditional independence properties within blocks of the Wishart and leads to a new characterization of the Wishart distribution similar to the one recently obtained by Geiger and Heckerman but involving independences for only three pairs of block partitionings of the random matrix.In the process, we obtain two other main results. The first one is an extension of the MY independence property to random matrices of different dimensions. The second result is its converse. It extends previous characterizations of the matrix generalized inverse Gaussian and Wishart seen as a couple of distributions.We present two proofs for the generalized MY property. The first proof relies on a new version of Herz's identity for Bessel functions of matrix arguments. The second proof uses a representation of the MY property through the structure of the Wishart. 相似文献
66.
Valery Agoshkov Paola Gervasio Alfio Quarteroni 《Mediterranean Journal of Mathematics》2006,3(2):147-176
New domain decomposition methods (DDM) based on optimal control approach are introduced for the coupling of first and second
order equations on overlapping subdomains. Several cost functionals and control functions are proposed. Uniqueness and existence
results are proved for the coupled problem, and the convergence of iterative processes is analyzed.
The work was supported by the Russian Foundation for Basic Research (04-01-00615) and it was partly carried out while the
first author was visiting the IACS at EPFL. 相似文献
67.
We introduce symmetric Boundary Value Methods for the solution of second order initial and boundary value problems (in particular
Hamiltonian problems). We study the conditioning of the methods and link it to the boundary loci of the roots of the associated
characteristic polynomial. Some numerical tests are provided to assess their reliability.
Dedicated to the memory of Professor Aldo Cossu 相似文献
68.
Igor Chueshov 《Journal of Differential Equations》2007,233(1):42-86
We study von Karman evolution equations with non-linear dissipation and with partially clamped and partially free boundary conditions. Two distinctive mechanisms of dissipation are considered: (i) internal dissipation generated by non-linear operator, and (ii) boundary dissipation generated by shear forces friction acting on a free part of the boundary. The main emphasis is given to the effects of boundary dissipation. Under suitable hypotheses we prove existence of a compact global attractor and finiteness of its fractal dimension. We also show that any solution is stabilized to an equilibrium and estimate the rate of the convergence which, in turn, depends on the behaviour at the origin of the functions describing the dissipation. 相似文献
69.
Pham Huu Anh Ngoc 《Journal of Differential Equations》2007,243(1):101-122
We study stability radii of linear Volterra-Stieltjes equations under multi-perturbations and affine perturbations. A lower and upper bound for the complex stability radius with respect to multi-perturbations are given. Furthermore, in some special cases concerning the structure matrices, the complex stability radius can precisely be computed via the associated transfer functions. Then, the class of positive linear Volterra-Stieltjes equations is studied in detail. It is shown that for this class, complex, real and positive stability radius under multi-perturbations or multi-affine perturbations coincide and can be computed by simple formulae expressed in terms of the system matrices. As direct consequences of the obtained results, we get some results on robust stability of positive linear integro-differential equations and of positive linear functional differential equations. To the best of our knowledge, most of the results of this paper are new. 相似文献
70.
The authors give a consistent affirmative response to a question of Juhász, Soukup and Szentmiklóssy: If GCH fails, there are (many) extraresolvable, not maximally resolvable Tychonoff spaces. They show also in ZFC that for ω<λ?κ, no maximal λ-independent family of λ-partitions of κ is ω-resolvable. In topological language, that theorem translates to this: A dense, ω-resolvable subset of a space of the form (DI(λ)) is λ-resolvable. 相似文献