首页 > 最新文献

Analysis and Applications最新文献

英文 中文
Learning theory of minimum error entropy under weak moment conditions 弱矩条件下最小误差熵学习理论
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2021-03-06 DOI: 10.1142/S0219530521500044
Shouyou Huang, Yunlong Feng, Qiang Wu
Minimum error entropy (MEE) is an information theoretic learning approach that minimizes the information contained in the prediction error, which is measured by entropy. It has been successfully used in various machine learning tasks for its robustness to heavy-tailed distributions and outliers. In this paper, we consider its use in nonparametric regression and analyze its generalization performance from a learning theory perspective by imposing a [Formula: see text]th order moment condition on the noise variable. To this end, we establish a comparison theorem to characterize the relation between the excess generalization error and the prediction error. A relaxed Bernstein condition and concentration inequalities are used to derive error bounds and learning rates. Note that the [Formula: see text]th moment condition is rather weak particularly when [Formula: see text] because the noise variable does not even admit a finite variance in this case. Therefore, our analysis explains the robustness of MEE in the presence of heavy-tailed distributions.
最小误差熵(MEE)是一种将预测误差中包含的信息最小化的信息论学习方法,预测误差用熵来度量。由于其对重尾分布和异常值的鲁棒性,它已成功地应用于各种机器学习任务中。在本文中,我们考虑了它在非参数回归中的应用,并从学习理论的角度分析了它的泛化性能,通过在噪声变量上施加一个[公式:见文本]阶矩条件。为此,我们建立了一个比较定理来表征超额泛化误差与预测误差之间的关系。利用松弛的Bernstein条件和集中不等式推导出误差界和学习率。请注意,[公式:见文]的矩条件是相当弱的,特别是当[公式:见文],因为噪声变量甚至不承认在这种情况下的有限方差。因此,我们的分析解释了MEE在存在重尾分布时的鲁棒性。
{"title":"Learning theory of minimum error entropy under weak moment conditions","authors":"Shouyou Huang, Yunlong Feng, Qiang Wu","doi":"10.1142/S0219530521500044","DOIUrl":"https://doi.org/10.1142/S0219530521500044","url":null,"abstract":"Minimum error entropy (MEE) is an information theoretic learning approach that minimizes the information contained in the prediction error, which is measured by entropy. It has been successfully used in various machine learning tasks for its robustness to heavy-tailed distributions and outliers. In this paper, we consider its use in nonparametric regression and analyze its generalization performance from a learning theory perspective by imposing a [Formula: see text]th order moment condition on the noise variable. To this end, we establish a comparison theorem to characterize the relation between the excess generalization error and the prediction error. A relaxed Bernstein condition and concentration inequalities are used to derive error bounds and learning rates. Note that the [Formula: see text]th moment condition is rather weak particularly when [Formula: see text] because the noise variable does not even admit a finite variance in this case. Therefore, our analysis explains the robustness of MEE in the presence of heavy-tailed distributions.","PeriodicalId":55519,"journal":{"name":"Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2021-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46138615","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 9
Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures 长相关结构下变系数动态模型的鲁棒小波估计
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2021-03-06 DOI: 10.1142/S0219530521500032
Xingcai Zhou, Shaogao Lv
This paper considers a class of robust estimation problems for varying coefficient dynamic models via wavelet techniques, which can adapt to local features of the underlying functions and has less restriction to the smoothness of the functions. The convergence rates and asymptotic distributions of the robust wavelet-based estimator are established when the design variables are stationary short-range dependent (SRD) and the errors are long-range dependent (LRD). Particularly, a rate of convergence [Formula: see text] in terms of estimation consistency can be achievable when the true components satisfy certain smoothness for a LRD process. Furthermore, an asymptotic property of the proposed estimator is given to indicate the confidence level of our proposed method for varying coefficient models with LRD.
本文研究了一类基于小波技术的变系数动态模型鲁棒估计问题,该问题既能适应底层函数的局部特征,又对函数的平滑性没有太大的限制。建立了设计变量为平稳短程相关(SRD)和误差为长期相关(LRD)时基于小波的鲁棒估计器的收敛速率和渐近分布。特别是,当一个LRD过程的真分量满足一定的平滑性时,在估计一致性方面的收敛速度[公式:见文本]是可以实现的。此外,给出了所提估计量的渐近性质,表明了所提方法对于具有LRD的变系数模型的置信水平。
{"title":"Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures","authors":"Xingcai Zhou, Shaogao Lv","doi":"10.1142/S0219530521500032","DOIUrl":"https://doi.org/10.1142/S0219530521500032","url":null,"abstract":"This paper considers a class of robust estimation problems for varying coefficient dynamic models via wavelet techniques, which can adapt to local features of the underlying functions and has less restriction to the smoothness of the functions. The convergence rates and asymptotic distributions of the robust wavelet-based estimator are established when the design variables are stationary short-range dependent (SRD) and the errors are long-range dependent (LRD). Particularly, a rate of convergence [Formula: see text] in terms of estimation consistency can be achievable when the true components satisfy certain smoothness for a LRD process. Furthermore, an asymptotic property of the proposed estimator is given to indicate the confidence level of our proposed method for varying coefficient models with LRD.","PeriodicalId":55519,"journal":{"name":"Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2021-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45665290","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Deep relu neural networks overcome the curse of dimensionality for partial integrodifferential equations 深度relu神经网络克服偏积分微分方程的维数诅咒
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2021-02-23 DOI: 10.1142/s0219530522500129
Lukas Gonon, C. Schwab
Deep neural networks (DNNs) with ReLU activation function are proved to be able to express viscosity solutions of linear partial integrodifferental equations (PIDEs) on state spaces of possibly high dimension $d$. Admissible PIDEs comprise Kolmogorov equations for high-dimensional diffusion, advection, and for pure jump L'{e}vy processes. We prove for such PIDEs arising from a class of jump-diffusions on $mathbb{R}^d$, that for any compact $Ksubset mathbb{R}^d$, there exist constants $C,{mathfrak{p}},{mathfrak{q}}>0$ such that for every $varepsilon in (0,1]$ and for every $din mathbb{N}$ the normalized (over $K$) DNN $L^2$-expression error of viscosity solutions of the PIDE is of size $varepsilon$ with DNN size bounded by $Cd^{mathfrak{p}}varepsilon^{-mathfrak{q}}$. In particular, the constant $C>0$ is independent of $din mathbb{N}$ and of $varepsilon in (0,1]$ and depends only on the coefficients in the PIDE and the measure used to quantify the error. This establishes that ReLU DNNs can break the curse of dimensionality (CoD for short) for viscosity solutions of linear, possibly degenerate PIDEs corresponding to Markovian jump-diffusion processes. As a consequence of the employed techniques we also obtain that expectations of a large class of path-dependent functionals of the underlying jump-diffusion processes can be expressed without the CoD.
证明了具有ReLU激活函数的深度神经网络能够在可能高维的状态空间上表达线性偏积分微分方程(PIDEs)的粘性解。可容许的PIDEs包括高维扩散、平流和纯跳变L {e}vy过程的Kolmogorov方程。我们证明了由$mathbb{R}^d$上的一类跳扩散引起的PIDE,对于任意紧化的$K子集$ mathbb{R}^d$,存在常数$C,{mathfrak{p}},{mathfrak{q}}> $,使得PIDE黏性解的归一化(超过$K$) DNN $L^2$表达式误差的大小为$varepsilon$, DNN的大小以$Cd^{mathfrak{p}}varepsilon^{-mathfrak{q}}$为界。特别是,常数$C> $独立于$d In mathbb{N}$和$ varepsilon In(0,1]$,并且仅取决于PIDE中的系数和用于量化误差的度量。这表明,ReLU dnn可以打破与马尔可夫跳跃扩散过程相对应的线性可能退化的PIDEs的粘度解的维数诅咒(简称CoD)。作为所采用的技术的结果,我们还得到了一大类与路径相关的泛函的期望可以在没有CoD的情况下表示。
{"title":"Deep relu neural networks overcome the curse of dimensionality for partial integrodifferential equations","authors":"Lukas Gonon, C. Schwab","doi":"10.1142/s0219530522500129","DOIUrl":"https://doi.org/10.1142/s0219530522500129","url":null,"abstract":"Deep neural networks (DNNs) with ReLU activation function are proved to be able to express viscosity solutions of linear partial integrodifferental equations (PIDEs) on state spaces of possibly high dimension $d$. Admissible PIDEs comprise Kolmogorov equations for high-dimensional diffusion, advection, and for pure jump L'{e}vy processes. We prove for such PIDEs arising from a class of jump-diffusions on $mathbb{R}^d$, that for any compact $Ksubset mathbb{R}^d$, there exist constants $C,{mathfrak{p}},{mathfrak{q}}>0$ such that for every $varepsilon in (0,1]$ and for every $din mathbb{N}$ the normalized (over $K$) DNN $L^2$-expression error of viscosity solutions of the PIDE is of size $varepsilon$ with DNN size bounded by $Cd^{mathfrak{p}}varepsilon^{-mathfrak{q}}$. In particular, the constant $C>0$ is independent of $din mathbb{N}$ and of $varepsilon in (0,1]$ and depends only on the coefficients in the PIDE and the measure used to quantify the error. This establishes that ReLU DNNs can break the curse of dimensionality (CoD for short) for viscosity solutions of linear, possibly degenerate PIDEs corresponding to Markovian jump-diffusion processes. As a consequence of the employed techniques we also obtain that expectations of a large class of path-dependent functionals of the underlying jump-diffusion processes can be expressed without the CoD.","PeriodicalId":55519,"journal":{"name":"Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2021-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41767821","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 15
Sobolev meets Besov: Regularity for the Poisson equation with Dirichlet, Neumann and mixed boundary values Sobolev满足Besov:具有Dirichlet、Neumann和混合边值的Poisson方程的正则性
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2021-02-19 DOI: 10.1142/s0219530522500026
C. Schneider, Flóra Orsolya Szemenyei
We study the regularity of solutions of the Poisson equation with Dirichlet, Neumann and mixed boundary values in polyhedral cones [Formula: see text] in the specific scale [Formula: see text] of Besov spaces. The regularity of the solution in these spaces determines the order of approximation that can be achieved by adaptive and nonlinear numerical schemes. We aim for a thorough discussion of homogeneous and inhomogeneous boundary data in all settings studied and show that the solutions are much smoother in this specific Besov scale compared to the fractional Sobolev scale [Formula: see text] in all cases, which justifies the use of adaptive schemes.
我们研究了具有Dirichlet、Neumann和混合边值的Poisson方程在多面体锥[公式:见正文]中的解在Besov空间的特定尺度[公式:参见正文]下的正则性。这些空间中解的正则性决定了自适应和非线性数值格式可以实现的近似阶数。我们的目的是对所研究的所有设置中的齐次和非齐次边界数据进行彻底的讨论,并表明在所有情况下,与分数Sobolev尺度[公式:见正文]相比,在特定的Besov尺度下的解要平滑得多,这证明了自适应方案的使用是合理的。
{"title":"Sobolev meets Besov: Regularity for the Poisson equation with Dirichlet, Neumann and mixed boundary values","authors":"C. Schneider, Flóra Orsolya Szemenyei","doi":"10.1142/s0219530522500026","DOIUrl":"https://doi.org/10.1142/s0219530522500026","url":null,"abstract":"We study the regularity of solutions of the Poisson equation with Dirichlet, Neumann and mixed boundary values in polyhedral cones [Formula: see text] in the specific scale [Formula: see text] of Besov spaces. The regularity of the solution in these spaces determines the order of approximation that can be achieved by adaptive and nonlinear numerical schemes. We aim for a thorough discussion of homogeneous and inhomogeneous boundary data in all settings studied and show that the solutions are much smoother in this specific Besov scale compared to the fractional Sobolev scale [Formula: see text] in all cases, which justifies the use of adaptive schemes.","PeriodicalId":55519,"journal":{"name":"Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2021-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49652181","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Gabor frame characterisations of generalised modulation spaces 广义调制空间的Gabor帧特征
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2021-02-05 DOI: 10.1142/s0219530522500178
A. Debrouwere, B. Prangoski
We obtain Gabor frame characterisations of modulation spaces defined via a class of translation-modulation invariant Banach spaces of distributions that was recently introduced in [10]. We show that these spaces admit an atomic decomposition through Gabor expansions and that they are characterised by summability properties of their Gabor coefficients. Furthermore, we construct a large space of admissible windows. This generalises several fundamental results for the classical modulation spacesM w . Due to the absence of solidity assumptions on the Banach spaces defining these modulation spaces, the methods used for the spaces M w (or, more generally, in coorbit space theory) fail in our setting and we develop here a new approach based on the twisted convolution.
我们获得了通过最近在[10]中引入的一类平移调制不变分布Banach空间定义的调制空间的Gabor框架特征。我们证明了这些空间允许通过Gabor展开进行原子分解,并且它们的特征是它们的Gabor系数的可和性。此外,我们构造了一个大的可容许窗口空间。这概括了经典调制空间Mw的几个基本结果。由于在定义这些调制空间的Banach空间上缺乏坚固性假设,用于空间Mw(或者更一般地说,在共轨空间理论中)的方法在我们的设置中失败了,我们在这里开发了一种基于扭曲卷积的新方法。
{"title":"Gabor frame characterisations of generalised modulation spaces","authors":"A. Debrouwere, B. Prangoski","doi":"10.1142/s0219530522500178","DOIUrl":"https://doi.org/10.1142/s0219530522500178","url":null,"abstract":"We obtain Gabor frame characterisations of modulation spaces defined via a class of translation-modulation invariant Banach spaces of distributions that was recently introduced in [10]. We show that these spaces admit an atomic decomposition through Gabor expansions and that they are characterised by summability properties of their Gabor coefficients. Furthermore, we construct a large space of admissible windows. This generalises several fundamental results for the classical modulation spacesM w . Due to the absence of solidity assumptions on the Banach spaces defining these modulation spaces, the methods used for the spaces M w (or, more generally, in coorbit space theory) fail in our setting and we develop here a new approach based on the twisted convolution.","PeriodicalId":55519,"journal":{"name":"Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48117960","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
On the Spherical Slice Transform 关于球片变换
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2021-01-17 DOI: 10.1142/s021953052150024x
B. Rubin
We study the spherical slice transform which assigns to a function on the $n$-dimensional unit sphere the integrals of that function over cross-sections of the sphere by $k$-dimensional affine planes passing through the north pole. These transforms are well known when $k=n$. We consider all $1< k < n+1$ and obtain an explicit formula connecting the spherical slice transform with the classical Radon-John transform over $(k-1)$-dimensional planes in the $n$-dimensional Euclidean space. Using this connection, known facts for the Radon-John transform, like inversion formulas, support theorem, representation on zonal functions, and others, can be reformulated for the spherical slice transform.
我们研究了一个函数在n维单位球面上通过k维仿射平面经过北极在球面横截面上的积分的球切片变换。当k=n时,这些变换是众所周知的。我们考虑所有$1< k < n+1$,得到了在$n$维欧几里德空间中$(k-1)$维平面上的球面片变换与经典Radon-John变换之间的显式公式。利用这种联系,Radon-John变换的已知事实,如反演公式、支持定理、区域函数的表示等,可以在球片变换中重新表述。
{"title":"On the Spherical Slice Transform","authors":"B. Rubin","doi":"10.1142/s021953052150024x","DOIUrl":"https://doi.org/10.1142/s021953052150024x","url":null,"abstract":"We study the spherical slice transform which assigns to a function on the $n$-dimensional unit sphere the integrals of that function over cross-sections of the sphere by $k$-dimensional affine planes passing through the north pole. These transforms are well known when $k=n$. We consider all $1< k < n+1$ and obtain an explicit formula connecting the spherical slice transform with the classical Radon-John transform over $(k-1)$-dimensional planes in the $n$-dimensional Euclidean space. Using this connection, known facts for the Radon-John transform, like inversion formulas, support theorem, representation on zonal functions, and others, can be reformulated for the spherical slice transform.","PeriodicalId":55519,"journal":{"name":"Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2021-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43850063","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Modified proximal symmetric ADMMs for multi-block separable convex optimization with linear constraints 线性约束下多块可分凸优化的改进近端对称admm
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2021-01-01 DOI: 10.1142/s0219530521500160
Yuan Shen, Yannian Zuo, Liming Sun, Xiayang Zhang
We consider the linearly constrained separable convex optimization problem whose objective function is separable with respect to [Formula: see text] blocks of variables. A bunch of methods have been proposed and extensively studied in the past decade. Specifically, a modified strictly contractive Peaceman–Rachford splitting method (SC-PRCM) [S. H. Jiang and M. Li, A modified strictly contractive Peaceman–Rachford splitting method for multi-block separable convex programming, J. Ind. Manag. Optim. 14(1) (2018) 397-412] has been well studied in the literature for the special case of [Formula: see text]. Based on the modified SC-PRCM, we present modified proximal symmetric ADMMs (MPSADMMs) to solve the multi-block problem. In MPSADMMs, all subproblems but the first one are attached with a simple proximal term, and the multipliers are updated twice. At the end of each iteration, the output is corrected via a simple correction step. Without stringent assumptions, we establish the global convergence result and the [Formula: see text] convergence rate in the ergodic sense for the new algorithms. Preliminary numerical results show that our proposed algorithms are effective for solving the linearly constrained quadratic programming and the robust principal component analysis problems.
考虑目标函数相对于[公式:见文]块变量可分离的线性约束可分离凸优化问题。在过去的十年里,人们提出了许多方法并进行了广泛的研究。具体而言,一种改进的严格收缩Peaceman-Rachford分裂方法(SC-PRCM) [S。蒋宏,李敏,一种改进的严格压缩的Peaceman-Rachford分裂方法。Optim. 14(1)(2018) 397-412]对于[公式:见文本]的特殊情况,文献已经进行了很好的研究。在改进的SC-PRCM的基础上,我们提出了改进的近端对称admm (mpsadmm)来解决多块问题。在mpsadmm中,除第一个子问题外,所有子问题都附加一个简单的近邻项,并且乘子更新两次。在每次迭代结束时,通过一个简单的校正步骤对输出进行校正。在没有严格假设的情况下,我们建立了新算法的全局收敛结果和遍历意义上的收敛速率[公式:见文]。初步数值结果表明,本文提出的算法对于求解线性约束二次规划和鲁棒主成分分析问题是有效的。
{"title":"Modified proximal symmetric ADMMs for multi-block separable convex optimization with linear constraints","authors":"Yuan Shen, Yannian Zuo, Liming Sun, Xiayang Zhang","doi":"10.1142/s0219530521500160","DOIUrl":"https://doi.org/10.1142/s0219530521500160","url":null,"abstract":"We consider the linearly constrained separable convex optimization problem whose objective function is separable with respect to [Formula: see text] blocks of variables. A bunch of methods have been proposed and extensively studied in the past decade. Specifically, a modified strictly contractive Peaceman–Rachford splitting method (SC-PRCM) [S. H. Jiang and M. Li, A modified strictly contractive Peaceman–Rachford splitting method for multi-block separable convex programming, J. Ind. Manag. Optim. 14(1) (2018) 397-412] has been well studied in the literature for the special case of [Formula: see text]. Based on the modified SC-PRCM, we present modified proximal symmetric ADMMs (MPSADMMs) to solve the multi-block problem. In MPSADMMs, all subproblems but the first one are attached with a simple proximal term, and the multipliers are updated twice. At the end of each iteration, the output is corrected via a simple correction step. Without stringent assumptions, we establish the global convergence result and the [Formula: see text] convergence rate in the ergodic sense for the new algorithms. Preliminary numerical results show that our proposed algorithms are effective for solving the linearly constrained quadratic programming and the robust principal component analysis problems.","PeriodicalId":55519,"journal":{"name":"Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"63880944","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Asymptotic expansions for Wiener–Hopf equations Wiener-Hopf方程的渐近展开式
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2020-12-08 DOI: 10.1142/s0219530520500207
Kui Li, R. Wong
Wiener–Hopf Equations are of the form [Formula: see text] These equations arise in many physical problems such as radiative transport theory, reflection of an electromagnetive plane wave, sound wave transmission from a tube, and in material science. They are also known as the renewal equations on the half-line in Probability Theory. In this paper, we present a method of deriving asymptotic expansions for the solutions to these equations. Our method makes use of the Wiener–Hopf technique as well as the asymptotic expansions of Stieltjes and Hilbert transforms.
维纳-霍普夫方程的形式为:这些方程出现在许多物理问题中,如辐射输运理论、电磁平面波的反射、声波从管道传播以及材料科学。它们在概率论中也被称为半线上的更新方程。本文给出了这些方程解的渐近展开式的一种推导方法。我们的方法利用了Wiener-Hopf技术以及Stieltjes和Hilbert变换的渐近展开。
{"title":"Asymptotic expansions for Wiener–Hopf equations","authors":"Kui Li, R. Wong","doi":"10.1142/s0219530520500207","DOIUrl":"https://doi.org/10.1142/s0219530520500207","url":null,"abstract":"Wiener–Hopf Equations are of the form [Formula: see text] These equations arise in many physical problems such as radiative transport theory, reflection of an electromagnetive plane wave, sound wave transmission from a tube, and in material science. They are also known as the renewal equations on the half-line in Probability Theory. In this paper, we present a method of deriving asymptotic expansions for the solutions to these equations. Our method makes use of the Wiener–Hopf technique as well as the asymptotic expansions of Stieltjes and Hilbert transforms.","PeriodicalId":55519,"journal":{"name":"Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2020-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45292396","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Distributions of anisotropic order and applications to H-distributions 各向异性阶分布及其在h分布中的应用
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2020-11-30 DOI: 10.1142/S0219530520500165
N. Antonić, Marko Erceg, M. Mišur
We define distributions of anisotropic order on manifolds, and establish their immediate properties. The central result is the Schwartz kernel theorem for such distributions, allowing the representation of continuous operators from [Formula: see text] to [Formula: see text] by kernels, which we prove to be distributions of order [Formula: see text] in [Formula: see text], but higher, although still finite, order in [Formula: see text]. Our main motivation for introducing these distributions is to obtain the new result that H-distributions (Antonić and Mitrović), a recently introduced generalization of H-measures are, in fact, distributions of order 0 (i.e. Radon measures) in [Formula: see text], and of finite order in [Formula: see text]. This allows us to obtain some more precise results on H-distributions, hopefully allowing for further applications to partial differential equations.
我们定义了流形上各向异性阶的分布,并建立了它们的直接性质。中心结果是这种分布的Schwartz核定理,允许核表示从[公式:见文本]到[公式:看文本]的连续算子,我们证明这些算子是[公式:参见文本]中[公式:见图文本]阶的分布,但在[公式:参见文本]中阶更高,尽管仍然是有限的。我们引入这些分布的主要动机是获得新的结果,即H-分布(Antonić和Mitrović),最近引入的H-测度的推广,实际上是[公式:见正文]中的0阶分布(即Radon测度),以及[公式:看正文]中有限阶分布。这使我们能够获得一些关于H-分布的更精确的结果,有望进一步应用于偏微分方程。
{"title":"Distributions of anisotropic order and applications to H-distributions","authors":"N. Antonić, Marko Erceg, M. Mišur","doi":"10.1142/S0219530520500165","DOIUrl":"https://doi.org/10.1142/S0219530520500165","url":null,"abstract":"We define distributions of anisotropic order on manifolds, and establish their immediate properties. The central result is the Schwartz kernel theorem for such distributions, allowing the representation of continuous operators from [Formula: see text] to [Formula: see text] by kernels, which we prove to be distributions of order [Formula: see text] in [Formula: see text], but higher, although still finite, order in [Formula: see text]. Our main motivation for introducing these distributions is to obtain the new result that H-distributions (Antonić and Mitrović), a recently introduced generalization of H-measures are, in fact, distributions of order 0 (i.e. Radon measures) in [Formula: see text], and of finite order in [Formula: see text]. This allows us to obtain some more precise results on H-distributions, hopefully allowing for further applications to partial differential equations.","PeriodicalId":55519,"journal":{"name":"Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2020-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42829424","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Data informed solution estimation for forward-backward stochastic differential equations 前向-后向随机微分方程的数据知情解估计
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2020-10-19 DOI: 10.1142/s0219530520400102
F. Bao, Yanzhao Cao, J. Yong
Forward-backward stochastic differential equation (FBSDE) systems were introduced as a probabilistic description for parabolic type partial differential equations. Although the probabilistic behavior of the FBSDE system makes it a natural mathematical model in many applications, the stochastic integrals contained in the system generate uncertainties in the solutions which makes the solution estimation a challenging task. In this paper, we assume that we could receive partial noisy observations on the solutions and introduce an optimal filtering method to make a data informed solution estimation for FBSDEs.
将前向-后向随机微分方程(FBSDE)系统引入抛物型偏微分方程的概率描述中。尽管FBSDE系统的概率行为使其在许多应用中成为一个自然的数学模型,但系统中包含的随机积分在解中产生了不确定性,这使得解估计成为一项具有挑战性的任务。在本文中,我们假设我们可以接收到解的部分噪声观测,并引入一种最优滤波方法来对FBSDE进行基于数据的解估计。
{"title":"Data informed solution estimation for forward-backward stochastic differential equations","authors":"F. Bao, Yanzhao Cao, J. Yong","doi":"10.1142/s0219530520400102","DOIUrl":"https://doi.org/10.1142/s0219530520400102","url":null,"abstract":"Forward-backward stochastic differential equation (FBSDE) systems were introduced as a probabilistic description for parabolic type partial differential equations. Although the probabilistic behavior of the FBSDE system makes it a natural mathematical model in many applications, the stochastic integrals contained in the system generate uncertainties in the solutions which makes the solution estimation a challenging task. In this paper, we assume that we could receive partial noisy observations on the solutions and introduce an optimal filtering method to make a data informed solution estimation for FBSDEs.","PeriodicalId":55519,"journal":{"name":"Analysis and Applications","volume":null,"pages":null},"PeriodicalIF":2.2,"publicationDate":"2020-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45476973","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
期刊
Analysis and Applications
全部 Acc. Chem. Res. ACS Applied Bio Materials ACS Appl. Electron. Mater. ACS Appl. Energy Mater. ACS Appl. Mater. Interfaces ACS Appl. Nano Mater. ACS Appl. Polym. Mater. ACS BIOMATER-SCI ENG ACS Catal. ACS Cent. Sci. ACS Chem. Biol. ACS Chemical Health & Safety ACS Chem. Neurosci. ACS Comb. Sci. ACS Earth Space Chem. ACS Energy Lett. ACS Infect. Dis. ACS Macro Lett. ACS Mater. Lett. ACS Med. Chem. Lett. ACS Nano ACS Omega ACS Photonics ACS Sens. ACS Sustainable Chem. Eng. ACS Synth. Biol. Anal. Chem. BIOCHEMISTRY-US Bioconjugate Chem. BIOMACROMOLECULES Chem. Res. Toxicol. Chem. Rev. Chem. Mater. CRYST GROWTH DES ENERG FUEL Environ. Sci. Technol. Environ. Sci. Technol. Lett. Eur. J. Inorg. Chem. IND ENG CHEM RES Inorg. Chem. J. Agric. Food. Chem. J. Chem. Eng. Data J. Chem. Educ. J. Chem. Inf. Model. J. Chem. Theory Comput. J. Med. Chem. J. Nat. Prod. J PROTEOME RES J. Am. Chem. Soc. LANGMUIR MACROMOLECULES Mol. Pharmaceutics Nano Lett. Org. Lett. ORG PROCESS RES DEV ORGANOMETALLICS J. Org. Chem. J. Phys. Chem. J. Phys. Chem. A J. Phys. Chem. B J. Phys. Chem. C J. Phys. Chem. Lett. Analyst Anal. Methods Biomater. Sci. Catal. Sci. Technol. Chem. Commun. Chem. Soc. Rev. CHEM EDUC RES PRACT CRYSTENGCOMM Dalton Trans. Energy Environ. Sci. ENVIRON SCI-NANO ENVIRON SCI-PROC IMP ENVIRON SCI-WAT RES Faraday Discuss. Food Funct. Green Chem. Inorg. Chem. Front. Integr. Biol. J. Anal. At. Spectrom. J. Mater. Chem. A J. Mater. Chem. B J. Mater. Chem. C Lab Chip Mater. Chem. Front. Mater. Horiz. MEDCHEMCOMM Metallomics Mol. Biosyst. Mol. Syst. Des. Eng. Nanoscale Nanoscale Horiz. Nat. Prod. Rep. New J. Chem. Org. Biomol. Chem. Org. Chem. Front. PHOTOCH PHOTOBIO SCI PCCP Polym. Chem.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1