This study is focused on the approximate solution for the class of stochastic delay differential equations. The techniques applied involve the use of Caratheodory and Euler Maruyama procedures which approximated to st...This study is focused on the approximate solution for the class of stochastic delay differential equations. The techniques applied involve the use of Caratheodory and Euler Maruyama procedures which approximated to stochastic delay differential equations. Based on the Caratheodory approximate procedure, it was proved that stochastic delay differential equations have unique solution and established that the Caratheodory approximate solution converges to the unique solution of stochastic delay differential equations under the Cauchy sequence and initial condition. This Caratheodory approximate procedure and Euler method both converge at the same rate. This is achieved by replacing the present state with past state. The existence and uniqueness of an approximate solution of the stochastic delay differential equation were shown and the approximate solution to the unique solution was also shown. .展开更多
This is one of a series of papers exploring the stability speed of one-dimensional stochastic processes. The present paper emphasizes on the principal eigenvalues of elliptic operators. The eigenvalue is just the best...This is one of a series of papers exploring the stability speed of one-dimensional stochastic processes. The present paper emphasizes on the principal eigenvalues of elliptic operators. The eigenvalue is just the best constant in the L2-Poincare inequality and describes the decay rate of the corresponding diffusion process. We present some variational formulas for the mixed principal eigenvalues of the operators. As applications of these formulas, we obtain case by case explicit estimates, a criterion for positivity, and an approximating procedure for the eigenvalue.展开更多
This paper deals with the principal eigenvalue of discrete p-Laplacian on the set of nonnegative integers. Alternatively, it is studying the optimal constant of a class of weighted Hardy inequalities. The main goal is...This paper deals with the principal eigenvalue of discrete p-Laplacian on the set of nonnegative integers. Alternatively, it is studying the optimal constant of a class of weighted Hardy inequalities. The main goal is the quantitative estimates of the eigenvalue. The paper begins with the case having reflecting boundary at origin and absorbing boundary at infinity. Several variational formulas are presented in different formulation： the difference form, the single summation form, and the double summation form. As their applications, some explicit lower and upper estimates, a criterion for positivity （which was known years ago）, as well as an approximating procedure for the eigenvalue are obtained. Similarly, the dual case having absorbing boundary at origin and reflecting boundary at presented at the end of Section 2 to infinity is also studied. Two examples are illustrate the value of the investigation.展开更多
To estimate the optimal constant in Hardy-type inequalities, some variational formulas and approximating procedures are introduced. The known basic estimates are improved considerably. The results are illustrated by t...To estimate the optimal constant in Hardy-type inequalities, some variational formulas and approximating procedures are introduced. The known basic estimates are improved considerably. The results are illustrated by typical examples. It is shown that the sharp factor is meaningful for each finite interval and a classical sharp model is re-examined.展开更多
The mixed principal eigenvalue of p-Laplacian （equivalently, the optimal constant of weighted Hardy inequality in Lp space） is studied in this paper. Several variational formulas for the eigenvalue are presented. As...The mixed principal eigenvalue of p-Laplacian （equivalently, the optimal constant of weighted Hardy inequality in Lp space） is studied in this paper. Several variational formulas for the eigenvalue are presented. As applications of the formulas, a criterion for the positivity of the eigenvalue is obtained. Furthermore, an approximating procedure and some explicit estimates are presented case by case. An example is included to illustrate the power of the results of the paper.展开更多
This paper is a continuation of the author＇s previous papers [Front. Math. China, 2016, 11（6）： 1379-1418; 2017, 12（5）： 1023-1043], where the linear case was studied. A shifted inverse iteration algorithm is int...This paper is a continuation of the author＇s previous papers [Front. Math. China, 2016, 11（6）： 1379-1418; 2017, 12（5）： 1023-1043], where the linear case was studied. A shifted inverse iteration algorithm is introduced, as an acceleration of the inverse iteration which is often used in the non-linear context （the p-Laplacian operators for instance）. Even though the algorithm is formally similar to the Rayleigh quotient iteration which is well-known in the linear situation, but they are essentially different. The point is that the standard Rayleigh quotient cannot be used as a shift in the non-linear setup. We have to employ a different quantity which has been obtained only recently. As a surprised gift, the explicit formulas for the algorithm restricted to the linear case （p = 2） is obtained, which improves the author＇s approximating procedure for the leading eigenvalues in different context, appeared in a group of publications. The paper begins with p-Laplacian, and is closed by the non-linear operators corresponding to the well-known Hardy-type inequalities.展开更多
文摘This study is focused on the approximate solution for the class of stochastic delay differential equations. The techniques applied involve the use of Caratheodory and Euler Maruyama procedures which approximated to stochastic delay differential equations. Based on the Caratheodory approximate procedure, it was proved that stochastic delay differential equations have unique solution and established that the Caratheodory approximate solution converges to the unique solution of stochastic delay differential equations under the Cauchy sequence and initial condition. This Caratheodory approximate procedure and Euler method both converge at the same rate. This is achieved by replacing the present state with past state. The existence and uniqueness of an approximate solution of the stochastic delay differential equation were shown and the approximate solution to the unique solution was also shown. .
基金Acknowledgements This work was supported in part by the National Natural Science Foundation of China （Grant No. 11131003）, The Specialized Research Fund for the Doctoral Program of Higher Education （Grant No. 20100003110005）, the ＇985＇ project from the Ministry of Education in China, and the Fundamental Research Funds for the Central Universities.
文摘This is one of a series of papers exploring the stability speed of one-dimensional stochastic processes. The present paper emphasizes on the principal eigenvalues of elliptic operators. The eigenvalue is just the best constant in the L2-Poincare inequality and describes the decay rate of the corresponding diffusion process. We present some variational formulas for the mixed principal eigenvalues of the operators. As applications of these formulas, we obtain case by case explicit estimates, a criterion for positivity, and an approximating procedure for the eigenvalue.
基金Acknowledgements The authors would like to thank Professors Yonghua Mao and Yutao Ma for their helpful comments and suggestions. This work was supported in part by the National Natural Science Foundation of China （Grant No. 11131003）, the Specialized Research Fund for the Doctoral Program of Higher Education （Grant No. 20100003110005）, the ＇985＇ project from the Ministry of Education in China, and the Fundamental Research Funds for the Central Universities.
文摘This paper deals with the principal eigenvalue of discrete p-Laplacian on the set of nonnegative integers. Alternatively, it is studying the optimal constant of a class of weighted Hardy inequalities. The main goal is the quantitative estimates of the eigenvalue. The paper begins with the case having reflecting boundary at origin and absorbing boundary at infinity. Several variational formulas are presented in different formulation： the difference form, the single summation form, and the double summation form. As their applications, some explicit lower and upper estimates, a criterion for positivity （which was known years ago）, as well as an approximating procedure for the eigenvalue are obtained. Similarly, the dual case having absorbing boundary at origin and reflecting boundary at presented at the end of Section 2 to infinity is also studied. Two examples are illustrate the value of the investigation.
基金Supported by National Natural Science Foundation of China(Grant No.11131003)the "985" Project from the Ministry of Education in Chinathe Project Funded by the Priority Academic Program Development of Jiangsu Higher Education Institutions
文摘To estimate the optimal constant in Hardy-type inequalities, some variational formulas and approximating procedures are introduced. The known basic estimates are improved considerably. The results are illustrated by typical examples. It is shown that the sharp factor is meaningful for each finite interval and a classical sharp model is re-examined.
基金Acknowledgements The authors would like to thank Professor Yonghua Mao for his helpful comments and suggestions. This work was supported in part by the National Natural Science Foundation of China （Grant No. 11131003）, the Specialized Research Fund for the Doctoral Program of Higher Education （Grant No. 20100003110005）, the ＇985＇ project from the Ministry of Education in China, and the Fundamental Research Funds for the Central Universities.
文摘The mixed principal eigenvalue of p-Laplacian （equivalently, the optimal constant of weighted Hardy inequality in Lp space） is studied in this paper. Several variational formulas for the eigenvalue are presented. As applications of the formulas, a criterion for the positivity of the eigenvalue is obtained. Furthermore, an approximating procedure and some explicit estimates are presented case by case. An example is included to illustrate the power of the results of the paper.
基金Acknowledgements The author thanks Yue-Shuang Li＇s contribution in the earlier stage of looking for the new algorithm, especially a lot of work on computer checking. Thanks are also given to Zhong-Wei Liao for his corrections on the earlier version of the paper. The author acknowledges the referees for their careful comments and corrections. This work was supported in part by the National Natural Science Foundation of China （Grant Nos. 11626245, 11771046）, the Project from the Ministry of Education in China, and the Project Funded by the Priority Academic Program Development of Jiangsu Higher Education Institutions.
文摘This paper is a continuation of the author＇s previous papers [Front. Math. China, 2016, 11（6）： 1379-1418; 2017, 12（5）： 1023-1043], where the linear case was studied. A shifted inverse iteration algorithm is introduced, as an acceleration of the inverse iteration which is often used in the non-linear context （the p-Laplacian operators for instance）. Even though the algorithm is formally similar to the Rayleigh quotient iteration which is well-known in the linear situation, but they are essentially different. The point is that the standard Rayleigh quotient cannot be used as a shift in the non-linear setup. We have to employ a different quantity which has been obtained only recently. As a surprised gift, the explicit formulas for the algorithm restricted to the linear case （p = 2） is obtained, which improves the author＇s approximating procedure for the leading eigenvalues in different context, appeared in a group of publications. The paper begins with p-Laplacian, and is closed by the non-linear operators corresponding to the well-known Hardy-type inequalities.
