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131.
Yoon Tae Kim 《Journal of Mathematical Analysis and Applications》2009,359(1):106-125
We introduce two types of the Stratonovich stochastic integrals for two-parameter processes, and investigate the relationship of these Stratonovich integrals and various types of Skorohod integrals with respect to a fractional Brownian sheet. By using this relationship, we derive a differentiation formula in the Stratonovich sense for fractional Brownian sheet through Itô formula. Also the relationship between the two types of the Stratonovich integrals will be obtained and used to derive a differentiation formula in the Stratonovich sense. In this case, our proof is based on the repeated applications of differentiation formulas in the Stratonovich form for one-parameter Gaussian processes. 相似文献
132.
S. V. Dil’man 《Mathematical Notes》2006,79(5-6):625-631
In 1996, D. Deng established an analog of the Baum—Katz theorem on the convergence rate in the law of large numbers for multi-indexed random variables. The series describing the convergence rate depends, in a natural way, on the parameter characterizing the excess of the normalized sums over some level. In this paper, we find the precise asymptotics of the sum of this series with respect to the above-mentioned parameter. Thus, a generalization of a recent result due to A. Gut and A. Spataru is obtained. 相似文献
133.
A. S. Kholodov Ya. A. Kholodov 《Computational Mathematics and Mathematical Physics》2006,46(9):1560-1588
Previously formulated monotonicity criteria for explicit two-level difference schemes designed for hyperbolic equations (S.K. Godunov’s, A. Harten’s (TVD schemes), characteristic criteria) are extended to multileveled, including implicit, stencils. The characteristic monotonicity criterion is used to develop a universal algorithm for constructing high-order accurate nonlinear monotone schemes (for an arbitrary form of the desired solution) based on their analysis in the space of grid functions. Several new fourth-to-third-order accurate monotone difference schemes on a compact three-level stencil and nonexpanding (three-point) stencils are proposed for an extended system, which ensures their monotonicity for both the desired function and its derivatives. The difference schemes are tested using the characteristic monotonicity criterion and are extended to systems of hyperbolic equations. 相似文献
134.
The logarithmic norm. History and modern theory 总被引:1,自引:0,他引:1
Gustaf Söderlind 《BIT Numerical Mathematics》2006,46(3):631-652
In his 1958 thesis Stability and Error Bounds, Germund Dahlquist introduced the logarithmic norm in order to derive error bounds in initial value problems, using differential inequalities that distinguished between forward and reverse time integration. Originally defined for matrices, the logarithmic norm can be extended to bounded linear operators, but the extensions to nonlinear maps and unbounded operators have required a functional analytic redefinition of the concept.This compact survey is intended as an elementary, but broad and largely self-contained, introduction to the versatile and powerful modern theory. Its wealth of applications range from the stability theory of IVPs and BVPs, to the solvability of algebraic, nonlinear, operator, and functional equations. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65L05 相似文献
135.
We consider the Cauchy problem for the Helmholtz equation in an arbitrary bounded planar domain with Cauchy data only on part of the boundary of the domain. We derive a Carleman-type formula for a solution to this problem and give a conditional stability estimate. 相似文献
136.
Josep Maria Izquierdo 《TOP》2006,14(2):375-398
The paper introduces a refinement of the notion of population monotonic allocation scheme, called regular population monotonic
allocation scheme (regularpmas). This refinement is based on economic situations in which players may have to select new partners from a set of potential
players and in which there exist certain capacity constraints. A sufficient condition for the existence of a regularpmas is given. For the class of games with regularpmas, we prove that the core coincides with the Davis and Maschler and the Mas-Colell bargaining sets. 相似文献
137.
Wolfgang Kö nig Peter Mö rters 《Transactions of the American Mathematical Society》2006,358(3):1223-1255
Consider independent Brownian motions in , each running up to its first exit time from an open domain , and their intersection local time as a measure on . We give a sharp criterion for the finiteness of exponential moments,
where are nonnegative, bounded functions with compact support in . We also derive a law of large numbers for intersection local time conditioned to have large total mass.
where are nonnegative, bounded functions with compact support in . We also derive a law of large numbers for intersection local time conditioned to have large total mass.
138.
Mark L. Agranovsky E. K. Narayanan 《Proceedings of the American Mathematical Society》2006,134(7):2117-2123
A test for a function to be a solution of an elliptic PDE is given in terms of extensions, as solutions, from the boundaries inside the domains belonging to an isotopic family. It generalizes a result of Ehrenpreis for spheres moved along a straight line.
139.
对于均值K IRCHHOFF板非线性边界镇定问题给出几点注记.首先应用G reen公式对具有非线性边界反馈控制的均值K IRCHHOFF板所决定的非线性系统的能量衰减速度进行了重新推导,从而修正了前人的结果.然后应用极大单调函数的定义和分部积分技巧,对均值K IRCHHOFF板非线性边界镇定问题所决定的非线性算子A的极大单调性给出了重新证明,进而更正了已有文献中相应证明的欠妥之处. 相似文献
140.
首先介绍三个第二类自然数幂和关系式并对其中的两式给出证明,接着利用这些关系式与数学软件M athem atica4.0,给出求解第二类自然数幂和公式的若干机械计算方法. 相似文献