• 제목/요약/키워드: functional integral

검색결과 183건 처리시간 0.032초

THE LIMITING LOG GAUSSIANITY FOR AN EVOLVING BINOMIAL RANDOM FIELD

  • Kim, Sung-Yeun;Kim, Won-Bae;Bae, Jong-Sig
    • 대한수학회논문집
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    • 제25권2호
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    • pp.291-301
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    • 2010
  • This paper consists of two main parts. Firstly, we introduce an evolving binomial process from a binomial stock model and consider various types of limiting behavior of the logarithm of the evolving binomial process. Among others we find that the logarithm of the binomial process converges weakly to a Gaussian process. Secondly, we provide new approaches for proving the limit theorems for an integral process motivated by the evolving binomial process. We provide a new proof for the uniform strong LLN for the integral process. We also provide a simple proof of the functional CLT by using a restriction of Bernstein inequality and a restricted chaining argument. We apply the functional CLT to derive the LIL for the IID random variables from that for Gaussian.

퍼지적분을 도입한 생태환경평가부문의 순위결정 (Rank Decision of Ecological Environment Assessment Field Introducing Fuzzy Integral)

  • 유주한;정성관;최원영;이우성
    • 한국조경학회지
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    • 제34권5호
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    • pp.39-51
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    • 2006
  • This study was carried out to provide guidance to environmental policy makers when deciding which assessment fields (biotic, abiotic, qualitative, functional) should have priority for ecological preservation and to develop an objective and scientific methodology by introducing the engineering concept of the fuzzy integral. The grant of weights was used the eigenvalues calculated by factor analysis, and the converted values of indicators were obtained in multiplying the arithmetic values and eigenvalues. The results of the appropriateness and reliability of assessment fields were examined over 0.6, and the results showed that the design of questionnaire presented no great problems. When the fuzzy integral was calculated to determine the rankings at ${\lambda}$=1, 2, 3, 4, 5, respectively, they were 0.646, 0.630, 0.943, 1.423, and 1.167 for the biotic field, 1.298, 1.400, 0.901, 0.580, and 1.456 for the abiotic field, 0.714, 0.674, 0.346, 0.674, and 1.610 in the qualitative field and 1.000, 0.973, 0.943, 1.024, and 1.008 in the functional field. The sensitivity to ${\lambda}$ value showed that ${\lambda}=4$ was the most suitable. In comparison with ${\lambda}=0$ (the arithmetic mean), the range of change was narrow. Because the range for ${\lambda}=4$ was narrower than my other values, ${\lambda}=4$ was sure to be available in ranking-decision. The fuzzy integral is expected to be a method for analyzing and filtering human thoughts. In the future, in order to overcome linguistic uncertainty and subjectivity, other fuzzy integral models including Sugeno's method, AHP, and so forth should be used.

B-SPLINE TIGHT FRAMELETS FOR SOLVING INTEGRAL ALGEBRAIC EQUATIONS WITH WEAKLY SINGULAR KERNELS

  • Shatnawi, Taqi A.M.;Shatanawi, Wasfi
    • Nonlinear Functional Analysis and Applications
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    • 제27권2호
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    • pp.363-379
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    • 2022
  • In this paper, we carried out a new numerical approach for solving integral algebraic equations with weakly singular kernels. The novel method is based on the construction of B-spline tight framelets using the unitary and oblique extension principles. Some numerical examples are given to provide further explanation and validation of our method. The result of this study introduces a new technique for solving weakly singular integral algebraic equation and thus in turn will contribute to providing new insight into approximation solutions for integral algebraic equation (IAE).

WHITE NOISE APPROACH TO FEYNMAN INTEGRALS

  • Hida, Takeyuki
    • 대한수학회지
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    • 제38권2호
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    • pp.275-281
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    • 2001
  • The trajectory of a classical dynamics is determined by the least action principle. As soon as we come to quantum dynamics, we have to consider all possible trajectories which are proposed to be a sum of the classical trajectory and Brownian fluctuation. Thus, the action involves the square of the derivative B(t) (white noise) of a Brownian motion B(t). The square is a typical example of a generalized white noise functional. The Feynman propagator should therefore be an average of a certain generalized white noise functional. This idea can be applied to a large class of dynamics with various kinds of Lagrangians.

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LIPSCHITZ AND ASYMPTOTIC STABILITY OF PERTURBED FUNCTIONAL DIFFERENTIAL SYSTEMS

  • Choi, Sang Il;Goo, Yoon Hoe
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제22권1호
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    • pp.1-11
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    • 2015
  • The present paper is concerned with the notions of Lipschitz and asymptotic for perturbed functional differential system knowing the corresponding stability of functional differential system. We investigate Lipschitz and asymptotic stability for perturbed functional differential systems. The main tool used is integral inequalities of the Bihari-type, and all that sort of things.

A FUBINI THEOREM FOR GENERALIZED ANALYTIC FEYNMAN INTEGRALS AND FOURIER-FEYNMAN TRANSFORMS ON FUNCTION SPACE

  • Chang, Seung-Jun;Lee, Il-Yong
    • 대한수학회보
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    • 제40권3호
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    • pp.437-456
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    • 2003
  • In this paper we use a generalized Brownian motion process to define a generalized analytic Feynman integral. We then establish a Fubini theorem for the function space integral and generalized analytic Feynman integral of a functional F belonging to Banach algebra $S(L^2_{a,b}[0,T])$ and we proceed to obtain several integration formulas. Finally, we use this Fubini theorem to obtain several Feynman integration formulas involving analytic generalized Fourier-Feynman transforms. These results subsume similar known results obtained by Huffman, Skoug and Storvick for the standard Wiener process.

개선된 적분부등식을 이용한 시간지연 선형 시스템의 안정성 (Stability of Time-delayed Linear Systems using an Improved Integral Inequality)

  • 김진훈
    • 전기학회논문지
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    • 제66권5호
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    • pp.806-811
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    • 2017
  • This paper considers the delay-dependent stability of linear systems with a time-varying delay in the frame work of Lyapunov-Krasovskii functional(LKF) approach. In this approach, an integral inequality is essential to estimate the upper bound of time-derivative of LKF, and a less conservative one is needed to get a less conservative stability result. In this paper, based on free weighting matrices, an improved integral inequality encompassing well-known results is proposed and then a stability result in the form of linear matrix inequality is derived based on an augmented LKF. Finally, two well-known numerical examples are given to demonstrate the usefulness of the proposed result.

MULTIPLE Lp ANALYTIC GENERALIZED FOURIER-FEYNMAN TRANSFORM ON THE BANACH ALGEBRA

  • Chang, Seung-Jun;Choi, Jae-Gil
    • 대한수학회논문집
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    • 제19권1호
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    • pp.93-111
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    • 2004
  • In this paper, we use a generalized Brownian motion process to define a generalized Feynman integral and a generalized Fourier-Feynman transform. We also define the concepts of the multiple Lp analytic generalized Fourier-Feynman transform and the generalized convolution product of functional on function space $C_{a,\;b}[0,\;T]$. We then verify the existence of the multiple $L_{p}$ analytic generalized Fourier-Feynman transform for functional on function space that belong to a Banach algebra $S({L_{a,\;b}}^{2}[0, T])$. Finally we establish some relationships between the multiple $L_{p}$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $S({L_{a,\;b}}^{2}[0, T])$.

GENERALIZED FOURIER-FEYNMAN TRANSFORM AND SEQUENTIAL TRANSFORMS ON FUNCTION SPACE

  • Choi, Jae-Gil;Chang, Seung-Jun
    • 대한수학회지
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    • 제49권5호
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    • pp.1065-1082
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    • 2012
  • In this paper we first investigate the existence of the generalized Fourier-Feynman transform of the functional F given by $$F(x)={\hat{\nu}}((e_1,x)^{\sim},{\ldots},(e_n,x)^{\sim})$$, where $(e,x)^{\sim}$ denotes the Paley-Wiener-Zygmund stochastic integral with $x$ in a very general function space $C_{a,b}[0,T]$ and $\hat{\nu}$ is the Fourier transform of complex measure ${\nu}$ on $B({\mathbb{R}}^n)$ with finite total variation. We then define two sequential transforms. Finally, we establish that the one is to identify the generalized Fourier-Feynman transform and the another transform acts like an inverse generalized Fourier-Feynman transform.

COMMON FIXED POINT THEOREMS FOR COMPLEX-VALUED MAPPINGS WITH APPLICATIONS

  • Maldar, Samet;Atalan, Yunus
    • Korean Journal of Mathematics
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    • 제30권2호
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    • pp.205-229
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    • 2022
  • The aim of this paper is to obtain some results which belong to fixed point theory such as strong convergence, rate of convergence, stability, and data dependence by using the new Jungck-type iteration method for a mapping defined in complex-valued Banach spaces. In addition, some of these results are supported by nontrivial numerical examples. Finally, it is shown that the sequence obtained from the new iteration method converges to the solution of the functional integral equation in complex-valued Banach spaces. The results obtained in this paper may be interpreted as a generalization and improvement of the previously known results.