• 제목/요약/키워드: Continuous dependence

검색결과 147건 처리시간 0.019초

CONTINUOUS DEPENDENCE PROPERTIES ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATION

  • Fan, Sheng-Jun;Wu, Zhu-Wu;Zhu, Kai-Yong
    • Journal of applied mathematics & informatics
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    • 제24권1_2호
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    • pp.427-435
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    • 2007
  • The existence theorem and continuous dependence property in $"L^2"$ sense for solutions of backward stochastic differential equation (shortly BSDE) with Lipschitz coefficients were respectively established by Pardoux-Peng and Peng in [1,2], Mao and Cao generalized the Pardoux-Peng's existence and uniqueness theorem to BSDE with non-Lipschitz coefficients in [3,4]. The present paper generalizes the Peng's continuous dependence property in $"L^2"$ sense to BSDE with Mao and Cao's conditions. Furthermore, this paper investigates the continuous dependence property in "almost surely" sense for BSDE with Mao and Cao's conditions, based on the comparison with the classical mathematical expectation.

A NEW FAMILY OF NEGATIVE QUADRANT DEPENDENT BIVARIATE DISTRIBUTIONS WITH CONTINUOUS MARGINALS

  • Han, Kwang-Hee
    • 충청수학회지
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    • 제24권4호
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    • pp.795-805
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    • 2011
  • In this paper, we study a family of continuous bivariate distributions that possesses the negative quadrant dependence property and the generalized negatively quadrant dependent F-G-M copula. We also develop the partial ordering of this new parametric family of negative quadrant dependent distributions.

PHRAGMEN-LINDELOF AND CONTINUOUS DEPENDENCE TYPE RESULTS IN GENERALIZED DISSIPATIVE HEAT CONDUCTION

  • Song, Jong-Chul;Yoon, Dall-Sun
    • 대한수학회지
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    • 제35권4호
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    • pp.945-960
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    • 1998
  • This paper is concerned with investigating the asymptotic behavior of end effects for a generalized heat conduction problem with an added dissipation term defined on a three-dimensional semi-infinite cylinder. With homogeneous Dirichlet conditions on the lateral surface of the cylinder it is shown that solutions either grow exponentially or decay exponentially in the distance from the finite end of the cylinder. In particular, to render decay estimate explicit, we pattern after the analysis of Payne and Song [13, 15]. The continuous dependence effect of perturbing the equations parameters is also investigated.

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A Family of Extended NQD Bivariate Distributions with Continuous Marginals

  • Ryu, Dae-Hee
    • Communications for Statistical Applications and Methods
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    • 제19권1호
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    • pp.85-95
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    • 2012
  • In this paper we define extended negative quadrant dependence which is weaker negative quadrant dependence and show conditions for having extended negative quadrant dependence property. We also derive generalized Farlie-Gumbel-Morgenstern uniform distributions that possess the extended quadrant dependence property.

EXITSENCE OF MILD SOLUTIONS FOR SEMILINEAR MIXED VOLTERRA-FREDHOLM FUNCTIONAL INTEGRODIFFERENTIAL EQUATIONS WITH NONLOCALS

  • LEE, HYUN MORK
    • 충청수학회지
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    • 제28권3호
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    • pp.365-375
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    • 2015
  • Of concern is the existence, uniqueness, and continuous dependence of a mild solution of a nonlocal Cauchy problem for a semilinear mixed Volterra-Fredholm functional integrodifferential equation. Our analysis is based on the theory of a strongly continuous semigroup of operators and the Banach fixed point theorem.

Effect of microtemperatures for micropolar thermoelastic bodies

  • Marin, Marin;Baleanu, Dumitru;Vlase, Sorin
    • Structural Engineering and Mechanics
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    • 제61권3호
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    • pp.381-387
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    • 2017
  • In this paper we investigate the theory of micropolar thermoelastic bodies whose micro-particles possess microtemperatures. We transform the mixed initial boundary value problem into a temporally evolutionary equation on a Hilbert space and after that we prove the existence and uniqueness of the solution. We also approach the study of the continuous dependence of solution upon initial data and loads.

NON-UNIFORM DEPENDENCE ON INITIAL DATA FOR THE FORNBERG-WHITHAM EQUATION IN C1(ℝ)

  • Yanghai Yu
    • 대한수학회보
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    • 제61권3호
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    • pp.837-848
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    • 2024
  • It is shown in [1] that the Cauchy problem for the Fornberg-Whitham equation is well-posed in C1(ℝ) and the data-to-solution map is Hölder continuous from Cα to C([0, T]; Cα) with α ∈ [0, 1). In this short paper, we further show that the data-to-solution map of the Fornberg-Whitham equation is not uniformly continuous on the initial data in C1(ℝ).

The Accuracy of the Non-continuous I Test for One-Dimensional Arrays with References Created by Induction Variables

  • Zhang, Qing
    • Journal of Information Processing Systems
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    • 제10권4호
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    • pp.523-542
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    • 2014
  • One-dimensional arrays with subscripts formed by induction variables in real programs appear quite frequently. For most famous data dependence testing methods, checking if integer-valued solutions exist for one-dimensional arrays with references created by induction variable is very difficult. The I test, which is a refined combination of the GCD and Banerjee tests, is an efficient and precise data dependence testing technique to compute if integer-valued solutions exist for one-dimensional arrays with constant bounds and single increments. In this paper, the non-continuous I test, which is an extension of the I test, is proposed to figure out whether there are integer-valued solutions for one-dimensional arrays with constant bounds and non-sing ularincrements or not. Experiments with the benchmarks that have been cited from Livermore and Vector Loop, reveal that there are definitive results for 67 pairs of one-dimensional arrays that were tested.

열농도대류를 고려한 연속주조공정의 수치해석 (Numerical analysis of the continuous casting process in the presence of thermo-solutal convection)

  • 정재동;유호선;이준식
    • 대한기계학회논문집B
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    • 제21권3호
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    • pp.445-456
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    • 1997
  • Continuous casting process is numerically analyzed using the continuum model in a non-orthogonal coordinate system. Flow damping in the mush is modeled by combining the viscosity dependence on liquid fraction in dilute mush and the permeability dependence on liquid fraction in concentrated mush. The effect of turbulence is indirectly considered by effective diffusivity determined elsewhere by experiment. The main objective is to investigate the effects of casting parameters such as casting speed and tundish superheat on the distribution of surface temperature, shell thickness, metallurgical length and centerline segregation. Some of the computed results are compared with available experiments, and reasonable agreements are obtained.