Some complete variational formulas and approximation theorems for the first eigenvalue of elliptic operators in dimension one or a class of Markov chains are presented.
In author's one previous paper, the same topic was studied for onedimensional diffusions. As a continuation, this paper studies the discrete case, that is thebirth-death processes. The explicit criteria for the in...In author's one previous paper, the same topic was studied for onedimensional diffusions. As a continuation, this paper studies the discrete case, that is thebirth-death processes. The explicit criteria for the inequalities, the variational formulas andexplicit bounds of the corresponding constants in the inequalities are presented. As typicalapplications, the Nash inequalities and logarithmic Sobolev inequalities are examined.展开更多
Motivated from the study on logarithmic Sobolev. Nash and other functional inequalities, the variational formulas for Poincare inequalities are extended to a large class of Banach (Orlicz) spaces of functions on the l...Motivated from the study on logarithmic Sobolev. Nash and other functional inequalities, the variational formulas for Poincare inequalities are extended to a large class of Banach (Orlicz) spaces of functions on the line. Explicit criteria for the inequalities to hold and explicit estimates for the optimal constants in the inequalities are presented. As a typical application, the logarithmic Sobolev constant is carefully examined.展开更多
An optimal control problem for a controlled backward stochastic partial differential equation in the abstract evolution form with a Bolza type performance functional is considered. The control domain is not assumed to...An optimal control problem for a controlled backward stochastic partial differential equation in the abstract evolution form with a Bolza type performance functional is considered. The control domain is not assumed to be convex, and all coefficients of the system are allowed to be random. A variational formula for the functional in a given control process direction is derived, by the Hamiltonian and associated adjoint system. As an application, a global stochastic maximum principle of Pontraygins type for the optimal controls is established.展开更多
In this paper,we introduce a kind of submanifold called translating solitons with density,and obtain two variational formulas for it,and show some geometric quantities of it.
In this paper,we prove the uniqueness of the Lp Minkowski problem for q-torsional rigidity with p>1 and q>1 in smooth case.Meanwhile,the Lp Brunn-Minkowski inequality and the Lp Hadamard variational formula for ...In this paper,we prove the uniqueness of the Lp Minkowski problem for q-torsional rigidity with p>1 and q>1 in smooth case.Meanwhile,the Lp Brunn-Minkowski inequality and the Lp Hadamard variational formula for q-torsional rigidity are established.展开更多
A variational formula for the asymptotic variance of general Markov processes is obtained.As application,we get an upper bound of the mean exit time of reversible Markov processes,and some comparison theorems between ...A variational formula for the asymptotic variance of general Markov processes is obtained.As application,we get an upper bound of the mean exit time of reversible Markov processes,and some comparison theorems between the reversible and non-reversible diffusion processes.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
For the principal eigenvalue with bilateral Dirichlet boundary condition, the so-called basic estimates were originally obtained by capacitary method. The Neumann case (i.e., the ergodic case) is even harder, and wa...For the principal eigenvalue with bilateral Dirichlet boundary condition, the so-called basic estimates were originally obtained by capacitary method. The Neumann case (i.e., the ergodic case) is even harder, and was deduced from the Dirichlet one plus a use of duality and the coupling method. In this paper, an alternative and more direct proof for the basic estimates is presented. The estimates in the Dirichlet case are then improved by a typical application of a recent variational formula. As a dual of the Dirichlet case, the refine problem for bilateral Neumann boundary condition is also treated. The paper starts with the continuous case (one-dimensional diffusions) and ends at the discrete one (birth-death processes). Possible generalization of the results studied here is discussed at the end of the paper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
A variational formula for the lower bound of the principal eigenvalue of general Markov jump processes is presented.The result is complete in the sense that the condition is fulfilled and the resulting bound is sharp ...A variational formula for the lower bound of the principal eigenvalue of general Markov jump processes is presented.The result is complete in the sense that the condition is fulfilled and the resulting bound is sharp for Markov chains under some mild assumptions.展开更多
A variation of parameters formula and Gronwall type integral inequality are proved for a differential equation involving general piecewise alternately advanced and retarded argument.
A variation of parameters formula with Green function type and Gronwall type integral inequality are proved for impulsive differential equations involving piecewise constant delay of generalized type. Some results for...A variation of parameters formula with Green function type and Gronwall type integral inequality are proved for impulsive differential equations involving piecewise constant delay of generalized type. Some results for piecewise constant linear and nonlinear delay differential equations with impulsive effects are obtained.They include existence and uniqueness theorems, a variation of parameters formula, integral inequalities, the oscillation property and some applications.展开更多
A general framework of polar Brunn-Minkowski theory that unifies the Orlicz Brunn-Minkowski inequality, the Lp Brunn-Minkowski inequality for p ∈(0,1) and the logBrunn-Minkowski inequality all for polar bodies is pro...A general framework of polar Brunn-Minkowski theory that unifies the Orlicz Brunn-Minkowski inequality, the Lp Brunn-Minkowski inequality for p ∈(0,1) and the logBrunn-Minkowski inequality all for polar bodies is provided. It is shown that this general polar φ Brunn-Minkowski inequality is equivalent to a general polar φ Minkowski mixed volume inequality.展开更多
Constructing some proper functional spaces, we obtain the corresponding norm for the operator (-.L)^-1, and then, via spectral theory, we revisit two variational formulas of the spectral gap, given by M. F. Chen [Fr...Constructing some proper functional spaces, we obtain the corresponding norm for the operator (-.L)^-1, and then, via spectral theory, we revisit two variational formulas of the spectral gap, given by M. F. Chen [Front. Math. China, 2010, 5(3): 379-515], for transient birth-death processes.展开更多
This work concerns the representation and stability properties of impulsive solutions for a class of time-delay and measure nonlinear large scale systems. On the basis of fundamental solution of the correspollding ord...This work concerns the representation and stability properties of impulsive solutions for a class of time-delay and measure nonlinear large scale systems. On the basis of fundamental solution of the correspollding ordinary time-delay nonlinear large scale systems is established.By lumped Picard and Gauss-Seidel iteration methods which avoided the difficulties of constructing lyapunov functin, the explicit algebraic criteria of exponential stability for the impulsive and time-delay system are obtained.展开更多
基金This work was supported in part bythe National Natural Science Foundation of China (Grant No. 19631060) Mathematical Tian Yuan Foundation, Qiu Shi Science & Technology Foundation, RFDP and MCEC.
文摘Some complete variational formulas and approximation theorems for the first eigenvalue of elliptic operators in dimension one or a class of Markov chains are presented.
文摘In author's one previous paper, the same topic was studied for onedimensional diffusions. As a continuation, this paper studies the discrete case, that is thebirth-death processes. The explicit criteria for the inequalities, the variational formulas andexplicit bounds of the corresponding constants in the inequalities are presented. As typicalapplications, the Nash inequalities and logarithmic Sobolev inequalities are examined.
基金Research supported in part by NSFC (No. 10121101)973 ProjectRFDP
文摘Motivated from the study on logarithmic Sobolev. Nash and other functional inequalities, the variational formulas for Poincare inequalities are extended to a large class of Banach (Orlicz) spaces of functions on the line. Explicit criteria for the inequalities to hold and explicit estimates for the optimal constants in the inequalities are presented. As a typical application, the logarithmic Sobolev constant is carefully examined.
基金Supported by the National Natural Science Foundation of China(11101140,11301177)the China Postdoctoral Science Foundation(2011M500721,2012T50391)the Zhejiang Natural Science Foundation of China(Y6110775,Y6110789)
文摘An optimal control problem for a controlled backward stochastic partial differential equation in the abstract evolution form with a Bolza type performance functional is considered. The control domain is not assumed to be convex, and all coefficients of the system are allowed to be random. A variational formula for the functional in a given control process direction is derived, by the Hamiltonian and associated adjoint system. As an application, a global stochastic maximum principle of Pontraygins type for the optimal controls is established.
基金Supported partially by the key project foundation of Henan Province(Grant No.18A110014)。
文摘In this paper,we introduce a kind of submanifold called translating solitons with density,and obtain two variational formulas for it,and show some geometric quantities of it.
基金The authors were supported by NSFC(11771132)Hunan Science and Technology Project(2018JJ1004).
文摘In this paper,we prove the uniqueness of the Lp Minkowski problem for q-torsional rigidity with p>1 and q>1 in smooth case.Meanwhile,the Lp Brunn-Minkowski inequality and the Lp Hadamard variational formula for q-torsional rigidity are established.
基金Supported by NSFC(Grant No.11901096)NSF-Fujian(Grant No.2020J05036)+3 种基金the Program for Probability and Statistics:Theory and Application(Grant No.IRTL1704)the Program for Innovative Research Team in Science and Technology in Fujian Province University(IRTSTFJ)the National Key R&D Program of China(2020YFA0712900,2020YFA0712901)the National Natural Science Foundation of China(Grant No.11771047)。
文摘A variational formula for the asymptotic variance of general Markov processes is obtained.As application,we get an upper bound of the mean exit time of reversible Markov processes,and some comparison theorems between the reversible and non-reversible diffusion processes.
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This work was supported in part by the National Natural Science Foundation of China (Grant No. 11131003) and the "985" Project from the Ministry of Education in China.
文摘For the principal eigenvalue with bilateral Dirichlet boundary condition, the so-called basic estimates were originally obtained by capacitary method. The Neumann case (i.e., the ergodic case) is even harder, and was deduced from the Dirichlet one plus a use of duality and the coupling method. In this paper, an alternative and more direct proof for the basic estimates is presented. The estimates in the Dirichlet case are then improved by a typical application of a recent variational formula. As a dual of the Dirichlet case, the refine problem for bilateral Neumann boundary condition is also treated. The paper starts with the continuous case (one-dimensional diffusions) and ends at the discrete one (birth-death processes). Possible generalization of the results studied here is discussed at the end of the paper
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Research supported in part by NSFC (No.19631060)Math.Tian Yuan Found.,Qiu Shi Sci.& Tech.Found.,RFDP and MCME
文摘A variational formula for the lower bound of the principal eigenvalue of general Markov jump processes is presented.The result is complete in the sense that the condition is fulfilled and the resulting bound is sharp for Markov chains under some mild assumptions.
基金supported by FONDECYT 1080034APIS 29-11 DIUMCEDI 0052-10 UNAP
文摘A variation of parameters formula and Gronwall type integral inequality are proved for a differential equation involving general piecewise alternately advanced and retarded argument.
文摘A variation of parameters formula with Green function type and Gronwall type integral inequality are proved for impulsive differential equations involving piecewise constant delay of generalized type. Some results for piecewise constant linear and nonlinear delay differential equations with impulsive effects are obtained.They include existence and uniqueness theorems, a variation of parameters formula, integral inequalities, the oscillation property and some applications.
基金Supported by the Natural Science Foundation of Chongqing(CSTC-2018JCYJ-AX0190)。
文摘A general framework of polar Brunn-Minkowski theory that unifies the Orlicz Brunn-Minkowski inequality, the Lp Brunn-Minkowski inequality for p ∈(0,1) and the logBrunn-Minkowski inequality all for polar bodies is provided. It is shown that this general polar φ Brunn-Minkowski inequality is equivalent to a general polar φ Minkowski mixed volume inequality.
基金Acknowledgements This work was supported in part by the National Natural Science Foundation of China (Grant Nos. 11101040, 11131003), the 985 Project, the 973 Project (No. 2011CB808000), the Specialized Research Fund for the Doctoral Program of Higher Education (No. 20100003110005), and the Fundamental Research Funds for the Central Universities.
文摘Constructing some proper functional spaces, we obtain the corresponding norm for the operator (-.L)^-1, and then, via spectral theory, we revisit two variational formulas of the spectral gap, given by M. F. Chen [Front. Math. China, 2010, 5(3): 379-515], for transient birth-death processes.
文摘This work concerns the representation and stability properties of impulsive solutions for a class of time-delay and measure nonlinear large scale systems. On the basis of fundamental solution of the correspollding ordinary time-delay nonlinear large scale systems is established.By lumped Picard and Gauss-Seidel iteration methods which avoided the difficulties of constructing lyapunov functin, the explicit algebraic criteria of exponential stability for the impulsive and time-delay system are obtained.