• Title/Summary/Keyword: Wiener integral

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A STUDY ON THE AVERAGE CASE ERROR OF COMPOSITE NEWTON-COTES QUADRATURES

  • Park, Sung-Hee;Park, Jung-Ho;Park, Yoon-Young
    • Journal of applied mathematics & informatics
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    • v.12 no.1_2
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    • pp.107-117
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    • 2003
  • We study the integration problem in which one wants to compute the approximation to the definite integral in the average case setting. We choose the composite Newton- Cotes quadratures as our algorithm and the function values at equally spaced sample points on the given interval[0, 1]as information. We compute the average case error of composite Newton-Cotes quadratures and show that it is minimal (modulo a multi-plicative constant).

MULTIPLE Lp ANALYTIC GENERALIZED FOURIER-FEYNMAN TRANSFORM ON A FRESNEL TYPE CLASS

  • Chang, Seung Jun;Lee, Il Yong
    • Journal of the Chungcheong Mathematical Society
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    • v.19 no.1
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    • pp.79-99
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    • 2006
  • In this paper, we define a class of functional defined on a very general function space $C_{a,b}[0,T]$ like a Fresnel class of an abstract Wiener space. We then define the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product of functionals on function space $C_{a,b}[0,T]$. Finally, we establish some relationships between the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $\mathcal{F}(C_{a,b}[0,T])$.

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GENERALIZED ANALYTIC FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS ON A FRESNEL TYPE CLASS

  • Chang, Seung-Jun;Lee, Il-Yong
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.223-245
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    • 2011
  • In this paper, we de ne an $L_p$ analytic generalized Fourier Feynman transform and a convolution product of functionals in a Ba-nach algebra $\cal{F}$($C_{a,b}$[0, T]) which is called the Fresnel type class, and in more general class $\cal{F}_{A_1;A_2}$ of functionals de ned on general functio space $C_{a,b}$[0, T] rather than on classical Wiener space. Also we obtain some relationships between the $L_p$ analytic generalized Fourier-Feynman transform and convolution product for functionals in $\cal{F}$($C_{a,b}$[0, T]) and in $\cal{F}_{A_1,A_2}$.

CONDITIONAL TRANSFORM WITH RESPECT TO THE GAUSSIAN PROCESS INVOLVING THE CONDITIONAL CONVOLUTION PRODUCT AND THE FIRST VARIATION

  • Chung, Hyun Soo;Lee, Il Yong;Chang, Seung Jun
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.6
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    • pp.1561-1577
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    • 2014
  • In this paper, we define a conditional transform with respect to the Gaussian process, the conditional convolution product and the first variation of functionals via the Gaussian process. We then examine various relationships of the conditional transform with respect to the Gaussian process, the conditional convolution product and the first variation for functionals F in $S_{\alpha}$ [5, 8].

THE PRODUCT OF ANALYTIC FUNCTIONALS IN Z'

  • Li, Chenkuan;Zhang, Yang;Aguirre, Manuel;Tang, Ricky
    • Journal of the Korean Mathematical Society
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    • v.45 no.2
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    • pp.455-466
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    • 2008
  • Current studies on products of analytic functionals have been based on applying convolution products in D' and the Fourier exchange formula. There are very few results directly computed from the ultradistribution space Z'. The goal of this paper is to introduce a definition for the product of analytic functionals and construct a new multiplier space $F(N_m)$ for $\delta^{(m)}(s)$ in a one or multiple dimension space, where Nm may contain functions without compact support. Several examples of the products are presented using the Cauchy integral formula and the multiplier space, including the fractional derivative of the delta function $\delta^{(\alpha)}(s)$ for $\alpha>0$.

Parallel Crack with Constant Velocity in Two Bonded Anisotropic Strip Under Anti-Plane Deformation (두 이방성 띠판에 내재된 면외변형하의 등속평행 균열)

  • Park, Jae-Wan;Kim, Nam-Hun;Choe, Seong-Ryeol
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.2 s.173
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    • pp.496-505
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    • 2000
  • A semi-infinite parallel crack propagated with constant velocity in two bonded anisotropic strip under anti-plane clamped displacement is analyzed. Using Fourier integral transform a Wiener-Hopf equation is derived. By solving this equation the asymptotic stress and displacement fields near the crack tip are determined, where the results give the more general expression applicable to the extent of the anisotropic material having one plane of elastic symmetry for the parallel crack. The dynamic stress intensity factor and energy release rate are also obtained as a closed form, which are the results applicable to the problem both of dynamic and static crack under the same geometry as this study. The stress intensity factor approaches zero at the critical crack velocity which is less than the shear wave velocity, but in typical case of isotropic or orthotropic material agrees with the velocity of shear wave. Also a circular shear stress around crack tip is considered, from which the stress is shown to be approximately symmetric about the horizontal axis. Referring to the maximum stress criteria, it could be shown that a brenched crack is formed by crack growth as crack velocity increases.

DIRICHLET FORMS AND DIFFUSION PROCESSES RELATED TO QUANTUM UNBOUNDED SPIN SYSTEMS

  • Lim, Hye-Young;Park, Yong-Moon;Yoo, Hyun-Jae
    • Journal of the Korean Mathematical Society
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    • v.33 no.4
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    • pp.823-855
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    • 1996
  • We study Dirichlet forms and the associated diffusion processes for the Gibbs measures related to the quantum unbounded spin systems (lattice boson systems) interacting via superstable and regular potentials. This work is a continuation of the author's previous study on the classical systems [LPY] to the quantum cases. In [LPY], we constructed Dirichlet forms and the associated diffusion processes for the Gibbs measures of classical unbounded spin systems. Furthermore, we also showed the essential self-adjointness of the Dirichlet operator and the log-Sobolev inequality for any Gibbs measure under appropriate conditions on the potentials. In this atudy we try to extend the results of the classical systems to the quantum cases. Because of some technical difficulties, we are only able to construct a Dirichlet form and the associated diffusion process for any Gibbs measure of the quantum systems. We utilize the general scheme of the previous work on the theory in infinite dimensional spaces [AH-K1-2, AKR, AR1-2, Kus, MR, Ro, Sch] and the ideas we employed in our study of the calssical systems ]LPY].

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Dynamic Interfacial Crack in Bonded Anisotropic Strip Under Out-of-Plane Deformation (면외변형하의 이방성 띠판에 대한 동적계면균열)

  • Park, Jae-Wan;Choe, Seong-Ryeol
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.25 no.6
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    • pp.949-958
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    • 2001
  • A semi-infinite interfacial crack propagated with constant velocity in two bonded anisotropic strips under out-of-plane clamped displacements is analyzed. Using Fourier integral transform the problem is formulated and the Wiener-Hopf equation is derived. By solving this equation the asymptotic stress and displacement fields near the crack tip are obtained, where the results get more general expressions applicable not only to isotropic/orthotropic materials but also to the extent of the anisotropic material having one plane of elastic symmetry for the interfacial crack. The dynamic stress intensity factor is obtained as a closed form, which is decreased as the velocity of crack propagation increases. The critical velocity where the stress intensity factor comes to zero is obtained, which agrees with the lower value between the critical values of parallel crack merged in the material 1 and 2 adjacent to the interface. Using the near tip fields of stresses and displacements, the dynamic energy release rate is also obtained as a form of the stress intensiy factor.

A NONCOMMUTATIVE BUT INTERNAL MULTIPLICATION ON THE BANACH ALGEBRA $A_t$

  • Ryu, Kun-Sik;Skoug, David
    • Bulletin of the Korean Mathematical Society
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    • v.26 no.1
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    • pp.11-17
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    • 1989
  • In [1], Johnson and Lapidus introduced a family { $A_{t}$ :t>0} of Banach algebras of functionals on Wiener space and showed that for every F in $A_{t}$ , the analytic operator-valued function space integral $K_{\lambda}$$^{t}$ (F) exists for all nonzero complex numbers .lambda. with nonnegative real part. In [2,3] Johnson and Lapidus introduced a noncommtative multiplication having the property that if F.mem. $A_{t}$ $_{1}$ and G.mem. $A_{t}$ $_{2}$ then $F^{*}$G.mem. A$t_{1}$+$_{t}$ $_{2}$ and (Fig.) Note that for F, G in $A_{t}$ , $F^{*}$G is not in $A_{t}$ but rather is in $A_{2t}$ and so the multiplication * is not internal to the Banach algebra $A_{t}$ . In this paper we introduce an internal noncommutative multiplication on $A_{t}$ having the property that for F, G in $A_{t}$ , F G is in $A_{t}$ and (Fig.) for all nonzero .lambda. with nonnegative real part. Thus is an auxiliary binary operator on $A_{t}$ .TEX> .

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