Suppose that X is a right process which is associated with a semi-Dirichlet form (ε, D(ε)) on L2(E; m). Let J be the jumping measure of (ε, D(ε)) satisfying J(E x E- d) 〈 ∞. Let u E D(ε)b := D(...Suppose that X is a right process which is associated with a semi-Dirichlet form (ε, D(ε)) on L2(E; m). Let J be the jumping measure of (ε, D(ε)) satisfying J(E x E- d) 〈 ∞. Let u E D(ε)b := D(ε) N L(E; m), we have the following Pukushima's decomposition u(Xt)-u(X0) --- Mut + Nut. Define Pu f(x) = Ex[eNT f(Xt)]. Let Qu(f,g) = ε(f,g)+ε(u, fg) for f, g E D(ε)b. In the first part, under some assumptions we show that (Qu, D(ε)b) is lower semi-bounded if and only if there exists a constant a0 〉 0 such that /Put/2 ≤eaot for every t 〉 0. If one of these assertions holds, then (Put〉0is strongly continuous on L2(E;m). If X is equipped with a differential structure, then under some other assumptions, these conclusions remain valid without assuming J(E x E - d) 〈 ∞. Some examples are also given in this part. Let At be a local continuous additive functional with zero quadratic variation. In the second part, we get the representation of At and give two sufficient conditions for PAf(x) = Ex[eAtf(Xt)] to be strongly continuous.展开更多
This paper first proves the following equations△u-m ̄2u+f(x,u)=0, x(R ̄n,n≥3 m>0 existence of decaying positive entire solution, then emphatically, proves this solution'suniqueness.
In this paper, we study the Dirichlet boundary value problem involving the highly degenerate and h-homogeneous quasilinear operator associated with the infinity Laplacian, where the right hand side term is and the bou...In this paper, we study the Dirichlet boundary value problem involving the highly degenerate and h-homogeneous quasilinear operator associated with the infinity Laplacian, where the right hand side term is and the boundary value is . First, we establish the comparison principle by the double variables method based on the viscosity solutions theory for the general equation in. We propose two different conditions for the right hand side and get the comparison principle results under different conditions by making different perturbations. Then, we obtain the uniqueness of the viscosity solution to the Dirichlet boundary value problem by the comparison principle. Moreover, we establish the local Lipschitz continuity of the viscosity solution.展开更多
Let A and B satisfy the structural conditions (2), the local Holder continuity interior to Q = G X (0, T) is proved for the generalized solutions of quasilinear parabolic equations as follows: u(t) - divA(x, t, u, del...Let A and B satisfy the structural conditions (2), the local Holder continuity interior to Q = G X (0, T) is proved for the generalized solutions of quasilinear parabolic equations as follows: u(t) - divA(x, t, u, del u) + B(x, t, U, del u) = 0.展开更多
This paper proposes an efficient ADER(Arbitrary DERivatives in space and time)discontinuous Galerkin(DG)scheme to directly solve the Hamilton-Jacobi equation.Unlike multi-stage Runge-Kutta methods used in the Runge-Ku...This paper proposes an efficient ADER(Arbitrary DERivatives in space and time)discontinuous Galerkin(DG)scheme to directly solve the Hamilton-Jacobi equation.Unlike multi-stage Runge-Kutta methods used in the Runge-Kutta DG(RKDG)schemes,the ADER scheme is one-stage in time discretization,which is desirable in many applications.The ADER scheme used here relies on a local continuous spacetime Galerkin predictor instead of the usual Cauchy-Kovalewski procedure to achieve high order accuracy both in space and time.In such predictor step,a local Cauchy problem in each cell is solved based on a weak formulation of the original equations in spacetime.The resulting spacetime representation of the numerical solution provides the temporal accuracy that matches the spatial accuracy of the underlying DG solution.The scheme is formulated in the modal space and the volume integral and the numerical fluxes at the cell interfaces can be explicitly written.The explicit formulae of the scheme at third order is provided on two-dimensional structured meshes.The computational complexity of the ADER-DG scheme is compared to that of the RKDG scheme.Numerical experiments are also provided to demonstrate the accuracy and efficiency of our scheme.展开更多
In this paper, we gave a proof for the local continuity modulus theorem of the Wiener process, i. e., lim t→0 sup 0≤s≤t |W(s)|/(2s log log(1/s))<sup>1/2</sup>=1 a.s. This result was given by Csrg...In this paper, we gave a proof for the local continuity modulus theorem of the Wiener process, i. e., lim t→0 sup 0≤s≤t |W(s)|/(2s log log(1/s))<sup>1/2</sup>=1 a.s. This result was given by Csrg and Revesz (1981), but the proof gets them nowhere. We also gave a similar local continuity modulus result for the infinite dimensional OU processes.展开更多
In this paper,we investigate the coupling of the Multi-dimensional Optimal Order Detection(MOOD)method and the Arbitrary high order DERivatives(ADER)approach in order to design a new high order accurate,robust and com...In this paper,we investigate the coupling of the Multi-dimensional Optimal Order Detection(MOOD)method and the Arbitrary high order DERivatives(ADER)approach in order to design a new high order accurate,robust and computationally efficient Finite Volume(FV)scheme dedicated to solve nonlinear systems of hyperbolic conservation laws on unstructured triangular and tetrahedral meshes in two and three space dimensions,respectively.The Multi-dimensional Optimal Order Detection(MOOD)method for 2D and 3D geometries has been introduced in a recent series of papers for mixed unstructured meshes.It is an arbitrary high-order accurate Finite Volume scheme in space,using polynomial reconstructions with a posteriori detection and polynomial degree decrementing processes to deal with shock waves and other discontinuities.In the following work,the time discretization is performed with an elegant and efficient one-step ADER procedure.Doing so,we retain the good properties of the MOOD scheme,that is to say the optimal high-order of accuracy is reached on smooth solutions,while spurious oscillations near singularities are prevented.The ADER technique permits not only to reduce the cost of the overall scheme as shown on a set of numerical tests in 2D and 3D,but it also increases the stability of the overall scheme.A systematic comparison between classical unstructured ADER-WENO schemes and the new ADER-MOOD approach has been carried out for high-order schemes in space and time in terms of cost,robustness,accuracy and efficiency.The main finding of this paper is that the combination of ADER with MOOD generally outperforms the one of ADER and WENO either because at given accuracy MOOD is less expensive(memory and/or CPU time),or because it is more accurate for a given grid resolution.A large suite of classical numerical test problems has been solved on unstructured meshes for three challenging multi-dimensional systems of conservation laws:the Euler equations of compressible gas dynamics,the classical equations of ideal magneto-Hydrodynamics(MHD)and finally the relativistic MHD equations(RMHD),which constitutes a particularly challenging nonlinear system of hyperbolic partial differential equation.All tests are run on genuinely unstructured grids composed of simplex elements.展开更多
Abstract Existence of solutions for semibounded nonlinear evolution equations is established. This gives more accurate estimate of solutions and conditions of existence are more easily validated. Our results are succe...Abstract Existence of solutions for semibounded nonlinear evolution equations is established. This gives more accurate estimate of solutions and conditions of existence are more easily validated. Our results are successfully applied to prove existence and uniqueness of solutions for some KdV type equations.展开更多
In this paper, we get three local continuity moduli theorems for the almost surely continuous, stationary increments Gaussian process {Y(t), t0}, the partial sum processes X(t,N)= (t) of infinite dimensional Ornstein-...In this paper, we get three local continuity moduli theorems for the almost surely continuous, stationary increments Gaussian process {Y(t), t0}, the partial sum processes X(t,N)= (t) of infinite dimensional Ornstein-Uhlenbeck processes {Xk(t), t0}, and lp-valued Gaussian processes {Y(t), t0}={Xk(t), t0}, separately. The first theorem implies the local continuity modulus theorem for the series X(t)=, Xk(t) of infinite dimensional OrnsteinUhlenbeck processes which has been obtained in [3].展开更多
A class of piecewise smooth functions in R2 is considered. The propagation law of the Radon transform of the function is derived. The singularities inversion formula of the Radon transform is derived from the propagat...A class of piecewise smooth functions in R2 is considered. The propagation law of the Radon transform of the function is derived. The singularities inversion formula of the Radon transform is derived from the propagation law. The examples of singularities and singularities inversion of the Radon transform are given.展开更多
Backward stochastic differential equations (BSDE) are discussed in many papers. However, in those papers, only Brownian motion and Poisson process are considered. In this paper, we consider BSDE driven by continuous l...Backward stochastic differential equations (BSDE) are discussed in many papers. However, in those papers, only Brownian motion and Poisson process are considered. In this paper, we consider BSDE driven by continuous local martingales and random measures.展开更多
基金supported by NSFC(11201102,11326169,11361021)Natural Science Foundation of Hainan Province(112002,113007)
文摘Suppose that X is a right process which is associated with a semi-Dirichlet form (ε, D(ε)) on L2(E; m). Let J be the jumping measure of (ε, D(ε)) satisfying J(E x E- d) 〈 ∞. Let u E D(ε)b := D(ε) N L(E; m), we have the following Pukushima's decomposition u(Xt)-u(X0) --- Mut + Nut. Define Pu f(x) = Ex[eNT f(Xt)]. Let Qu(f,g) = ε(f,g)+ε(u, fg) for f, g E D(ε)b. In the first part, under some assumptions we show that (Qu, D(ε)b) is lower semi-bounded if and only if there exists a constant a0 〉 0 such that /Put/2 ≤eaot for every t 〉 0. If one of these assertions holds, then (Put〉0is strongly continuous on L2(E;m). If X is equipped with a differential structure, then under some other assumptions, these conclusions remain valid without assuming J(E x E - d) 〈 ∞. Some examples are also given in this part. Let At be a local continuous additive functional with zero quadratic variation. In the second part, we get the representation of At and give two sufficient conditions for PAf(x) = Ex[eAtf(Xt)] to be strongly continuous.
文摘This paper first proves the following equations△u-m ̄2u+f(x,u)=0, x(R ̄n,n≥3 m>0 existence of decaying positive entire solution, then emphatically, proves this solution'suniqueness.
文摘In this paper, we study the Dirichlet boundary value problem involving the highly degenerate and h-homogeneous quasilinear operator associated with the infinity Laplacian, where the right hand side term is and the boundary value is . First, we establish the comparison principle by the double variables method based on the viscosity solutions theory for the general equation in. We propose two different conditions for the right hand side and get the comparison principle results under different conditions by making different perturbations. Then, we obtain the uniqueness of the viscosity solution to the Dirichlet boundary value problem by the comparison principle. Moreover, we establish the local Lipschitz continuity of the viscosity solution.
文摘Let A and B satisfy the structural conditions (2), the local Holder continuity interior to Q = G X (0, T) is proved for the generalized solutions of quasilinear parabolic equations as follows: u(t) - divA(x, t, u, del u) + B(x, t, U, del u) = 0.
基金This work was partially supported by the Special Project on High-performance Computing under the National Key R&D Program(No.2016YFB0200603)Science Challenge Project(No.JCKY2016212A502)the National Natural Science Foundation of China(Nos.91330205,91630310,11421101).
文摘This paper proposes an efficient ADER(Arbitrary DERivatives in space and time)discontinuous Galerkin(DG)scheme to directly solve the Hamilton-Jacobi equation.Unlike multi-stage Runge-Kutta methods used in the Runge-Kutta DG(RKDG)schemes,the ADER scheme is one-stage in time discretization,which is desirable in many applications.The ADER scheme used here relies on a local continuous spacetime Galerkin predictor instead of the usual Cauchy-Kovalewski procedure to achieve high order accuracy both in space and time.In such predictor step,a local Cauchy problem in each cell is solved based on a weak formulation of the original equations in spacetime.The resulting spacetime representation of the numerical solution provides the temporal accuracy that matches the spatial accuracy of the underlying DG solution.The scheme is formulated in the modal space and the volume integral and the numerical fluxes at the cell interfaces can be explicitly written.The explicit formulae of the scheme at third order is provided on two-dimensional structured meshes.The computational complexity of the ADER-DG scheme is compared to that of the RKDG scheme.Numerical experiments are also provided to demonstrate the accuracy and efficiency of our scheme.
基金Supported by the National Natural Science FundZhejiang Provincial Natural Science Foundation.
文摘In this paper, we gave a proof for the local continuity modulus theorem of the Wiener process, i. e., lim t→0 sup 0≤s≤t |W(s)|/(2s log log(1/s))<sup>1/2</sup>=1 a.s. This result was given by Csrg and Revesz (1981), but the proof gets them nowhere. We also gave a similar local continuity modulus result for the infinite dimensional OU processes.
基金the European Research Council(ERC)under the European Union’s Seventh Framework Programme(FP7/2007-2013)the research project STiMulUs,ERC Grant agreement no.278267+1 种基金.R.L.has been partially funded by the ANR under the JCJC project“ALE INC(ubator)3D”the reference LA-UR-13-28795.The authors would like to acknowledge PRACE for awarding access to the SuperMUC supercomputer based in Munich,Germany at the Leibniz Rechenzentrum(LRZ)。
文摘In this paper,we investigate the coupling of the Multi-dimensional Optimal Order Detection(MOOD)method and the Arbitrary high order DERivatives(ADER)approach in order to design a new high order accurate,robust and computationally efficient Finite Volume(FV)scheme dedicated to solve nonlinear systems of hyperbolic conservation laws on unstructured triangular and tetrahedral meshes in two and three space dimensions,respectively.The Multi-dimensional Optimal Order Detection(MOOD)method for 2D and 3D geometries has been introduced in a recent series of papers for mixed unstructured meshes.It is an arbitrary high-order accurate Finite Volume scheme in space,using polynomial reconstructions with a posteriori detection and polynomial degree decrementing processes to deal with shock waves and other discontinuities.In the following work,the time discretization is performed with an elegant and efficient one-step ADER procedure.Doing so,we retain the good properties of the MOOD scheme,that is to say the optimal high-order of accuracy is reached on smooth solutions,while spurious oscillations near singularities are prevented.The ADER technique permits not only to reduce the cost of the overall scheme as shown on a set of numerical tests in 2D and 3D,but it also increases the stability of the overall scheme.A systematic comparison between classical unstructured ADER-WENO schemes and the new ADER-MOOD approach has been carried out for high-order schemes in space and time in terms of cost,robustness,accuracy and efficiency.The main finding of this paper is that the combination of ADER with MOOD generally outperforms the one of ADER and WENO either because at given accuracy MOOD is less expensive(memory and/or CPU time),or because it is more accurate for a given grid resolution.A large suite of classical numerical test problems has been solved on unstructured meshes for three challenging multi-dimensional systems of conservation laws:the Euler equations of compressible gas dynamics,the classical equations of ideal magneto-Hydrodynamics(MHD)and finally the relativistic MHD equations(RMHD),which constitutes a particularly challenging nonlinear system of hyperbolic partial differential equation.All tests are run on genuinely unstructured grids composed of simplex elements.
基金Supported by Committee of Science and Technology (No.(2002)3002), Guizhou,China.
文摘Abstract Existence of solutions for semibounded nonlinear evolution equations is established. This gives more accurate estimate of solutions and conditions of existence are more easily validated. Our results are successfully applied to prove existence and uniqueness of solutions for some KdV type equations.
文摘In this paper, we get three local continuity moduli theorems for the almost surely continuous, stationary increments Gaussian process {Y(t), t0}, the partial sum processes X(t,N)= (t) of infinite dimensional Ornstein-Uhlenbeck processes {Xk(t), t0}, and lp-valued Gaussian processes {Y(t), t0}={Xk(t), t0}, separately. The first theorem implies the local continuity modulus theorem for the series X(t)=, Xk(t) of infinite dimensional OrnsteinUhlenbeck processes which has been obtained in [3].
基金supported by the National Natural Science Foundation of China(No.60772041 and 61071144)
文摘A class of piecewise smooth functions in R2 is considered. The propagation law of the Radon transform of the function is derived. The singularities inversion formula of the Radon transform is derived from the propagation law. The examples of singularities and singularities inversion of the Radon transform are given.
文摘Backward stochastic differential equations (BSDE) are discussed in many papers. However, in those papers, only Brownian motion and Poisson process are considered. In this paper, we consider BSDE driven by continuous local martingales and random measures.