In this short note we consider reflected backward stochastic differential equations(RBSDEs)with a Lipschitz driver and barrier processes that are optional and right lower semicontinuous.In this case,the barrier is rep...In this short note we consider reflected backward stochastic differential equations(RBSDEs)with a Lipschitz driver and barrier processes that are optional and right lower semicontinuous.In this case,the barrier is represented as a nondecreasing limit of right continuous with left limit(RCLL)barriers.We combine some well-known existence results for RCLL barriers with comparison arguments for the control process to construct solutions.Finally,we highlight the connection of these RBSDEs with standard RCLL BSDEs.展开更多
Presents information on a study which proposed a monotone approximation for a system without monotone nonlinearity. Concept of ordered pair of supersolution and subsolution for the resulting problem; Numerical results.
Recently people proved that every f∈C[0, 1] can be uniformly approximated by polynomial sequences {P_n}, {Q_n} such for any x∈[0,1] and n=1,2,…that Q_n(x)<Q_(n+1)(x)<f(x)<P_(n+1)(x)<P_n(x). For example...Recently people proved that every f∈C[0, 1] can be uniformly approximated by polynomial sequences {P_n}, {Q_n} such for any x∈[0,1] and n=1,2,…that Q_n(x)<Q_(n+1)(x)<f(x)<P_(n+1)(x)<P_n(x). For example, Xie and Zhou showed that one can construct such monotone polynomial sequences which do achieve the best uniform approximation rate for a continuous func- tion. Actually they obtained a result as ‖P_n(x)-Q_n(x)‖≤42E_n (f), (1) which essentially improved a conclusion in Gal and Szabados. The present paper, by optimal procedure, improves this inequality to ‖[P_n(x)-Q_n(x)‖≤(18+ε)E_n(f), where εis any positive real number.展开更多
We adopt the following symbols and notations. Let C;be the class of all real continuous functions in [0,1] which have N continuousderivatives, L;0,1];be the space of real pth power integrable functions on [0,1], and ...We adopt the following symbols and notations. Let C;be the class of all real continuous functions in [0,1] which have N continuousderivatives, L;0,1];be the space of real pth power integrable functions on [0,1], and Δ;, asusual, be the class of kth monotone functions.展开更多
Nonlinear Jacobi iteration and nonlinear Gauss-Seidel iteration are proposed to solve the famous Numerov finite difference scheme for nonlinear two-points boundary value problem. The concept of supersolutions and subs...Nonlinear Jacobi iteration and nonlinear Gauss-Seidel iteration are proposed to solve the famous Numerov finite difference scheme for nonlinear two-points boundary value problem. The concept of supersolutions and subsolutions for nonlinear algebraic systems are introduced. By taking such solutions as initial values, the above two iterations provide monotone sequences, which fend to the solutions of Numerov scheme at geometric convergence rates. The global existence and uniqueness of solution of Numerov scheme are discussed also. The numerical results show the advantages of these two iterations.展开更多
文摘In this short note we consider reflected backward stochastic differential equations(RBSDEs)with a Lipschitz driver and barrier processes that are optional and right lower semicontinuous.In this case,the barrier is represented as a nondecreasing limit of right continuous with left limit(RCLL)barriers.We combine some well-known existence results for RCLL barriers with comparison arguments for the control process to construct solutions.Finally,we highlight the connection of these RBSDEs with standard RCLL BSDEs.
文摘Presents information on a study which proposed a monotone approximation for a system without monotone nonlinearity. Concept of ordered pair of supersolution and subsolution for the resulting problem; Numerical results.
文摘Recently people proved that every f∈C[0, 1] can be uniformly approximated by polynomial sequences {P_n}, {Q_n} such for any x∈[0,1] and n=1,2,…that Q_n(x)<Q_(n+1)(x)<f(x)<P_(n+1)(x)<P_n(x). For example, Xie and Zhou showed that one can construct such monotone polynomial sequences which do achieve the best uniform approximation rate for a continuous func- tion. Actually they obtained a result as ‖P_n(x)-Q_n(x)‖≤42E_n (f), (1) which essentially improved a conclusion in Gal and Szabados. The present paper, by optimal procedure, improves this inequality to ‖[P_n(x)-Q_n(x)‖≤(18+ε)E_n(f), where εis any positive real number.
基金Supported in part by Zhejiang Provincial Natural Science Foundation of Chinaa Special Research Fund ot" State Council of Education of China
文摘We adopt the following symbols and notations. Let C;be the class of all real continuous functions in [0,1] which have N continuousderivatives, L;0,1];be the space of real pth power integrable functions on [0,1], and Δ;, asusual, be the class of kth monotone functions.
文摘Nonlinear Jacobi iteration and nonlinear Gauss-Seidel iteration are proposed to solve the famous Numerov finite difference scheme for nonlinear two-points boundary value problem. The concept of supersolutions and subsolutions for nonlinear algebraic systems are introduced. By taking such solutions as initial values, the above two iterations provide monotone sequences, which fend to the solutions of Numerov scheme at geometric convergence rates. The global existence and uniqueness of solution of Numerov scheme are discussed also. The numerical results show the advantages of these two iterations.
