Similitude and Approximation Theory

1986 ◽  
Author(s):  
Stephen J. Kline
Keyword(s):  
Approximation Theory

Interpretation of Preferential Adsorption Using Random Phase Approximation Theory

1995 ◽  
Vol 60 (10) ◽  
pp. 1641-1652 ◽  
Author(s):  
Henri C. Benoît ◽  
Claude Strazielle
Keyword(s):  
Approximation Theory ◽  
Random Phase Approximation ◽  
Virial Coefficient ◽  
Random Phase ◽  
Second Virial Coefficient ◽  
Solvent Mixture ◽  
Gyration Radius ◽  
Thermodynamic Quantities ◽  
Phase Approximation ◽  
Preferential Adsorption

It has been shown that in light scattering experiments with polymers replacement of a solvent by a solvent mixture causes problems due to preferential adsorption of one of the solvents. The present paper extends this theory to be applicable to any angle of observation and any concentration by using the random phase approximation theory proposed by de Gennes. The corresponding formulas provide expressions for molecular weight, gyration radius, and the second virial coefficient, which enables measurements of these quantities provided enough information on molecular and thermodynamic quantities is available.

Mkhitar Djrbashian and his contribution to Fractional Calculus

2020 ◽  
Vol 23 (6) ◽  
pp. 1797-1809
Author(s):  
Sergei Rogosin ◽  
Maryna Dubatovskaya
Keyword(s):  
Cauchy Problem ◽  
Fractional Calculus ◽  
Fractional Order ◽  
Approximation Theory ◽  
Fractional Derivatives ◽  
Complex Analysis ◽  
Integral Transforms ◽  
Modern Theory ◽  
Survey Paper ◽  
The Cauchy Problem

Abstract This survey paper is devoted to the description of the results by M.M. Djrbashian related to the modern theory of Fractional Calculus. M.M. Djrbashian (1918-1994) is a well-known expert in complex analysis, harmonic analysis and approximation theory. Anyway, his contributions to fractional calculus, to boundary value problems for fractional order operators, to the investigation of properties of the Queen function of Fractional Calculus (the Mittag-Leffler function), to integral transforms’ theory has to be understood on a better level. Unfortunately, most of his works are not enough popular as in that time were published in Russian. The aim of this survey is to fill in the gap in the clear recognition of M.M. Djrbashian’s results in these areas. For same purpose, we decided also to translate in English one of his basic papers [21] of 1968 (joint with A.B. Nersesian, “Fractional derivatives and the Cauchy problem for differential equations of fractional order”), and were invited by the “FCAA” editors to publish its re-edited version in this same issue of the journal.

Topological Completeness of Function Spaces Arising in the Hausdorff Approximation of Functions

1992 ◽  
Vol 35 (4) ◽  
pp. 439-448 ◽  
Author(s):  
Gerald Beer
Keyword(s):  
Approximation Theory ◽  
Metric Space ◽  
Polish Space ◽  
Complete Metric Space ◽  
Approximation Of Functions ◽  
Lower Envelopes ◽  
Constructive Approximation ◽  
Hausdorff Approximation ◽  
Set Of Points ◽  
Completely Metrizable

AbstractLet X be a complete metric space. Viewing continuous real functions on X as closed subsets of X × R, equipped with Hausdorff distance, we show that C(X, R) is completely metrizable provided X is complete and sigma compact. Following the Bulgarian school of constructive approximation theory, a bounded discontinuous function may be identified with its completed graph, the set of points between the upper and lower envelopes of the function. We show that the space of completed graphs, too, is completely metrizable, provided X is locally connected as well as sigma compact and complete. In the process, when X is a Polish space, we provide a simple answer to the following foundational question: which subsets of X × R arise as completed graphs?

Multivariate piecewise polynomials

Acta Numerica ◽  
1993 ◽  
Vol 2 ◽  
pp. 65-109 ◽  
Author(s):  
C. de Boor
Keyword(s):  
Approximation Theory ◽  
Variational Approach ◽  
Polynomial Function ◽  
Piecewise Polynomial ◽  
Multivariate Splines ◽  
Piecewise Polynomial Function ◽  
Multivariate Spline ◽  
Piecewise Polynomials ◽  
The Subject ◽  
Function Of Several Arguments

This article was supposed to be on ‘multivariate splines». An informal survey, taken recently by asking various people in Approximation Theory what they consider to be a ‘multivariate spline’, resulted in the answer that a multivariate spline is a possibly smooth piecewise polynomial function of several arguments. In particular the potentially very useful thin-plate spline was thought to belong more to the subject of radial basis funtions than in the present article. This is all the more surprising to me since I am convinced that the variational approach to splines will play a much greater role in multivariate spline theory than it did or should have in the univariate theory. Still, as there is more than enough material for a survey of multivariate piecewise polynomials, this article is restricted to this topic, as is indicated by the (changed) title.

On Updating Algorithms and Inference for Stochastic Point Processes

1975 ◽  
Vol 12 (S1) ◽  
pp. 239-259 ◽  
Author(s):  
D. Vere-Jones
Keyword(s):  
Stochastic Process ◽  
Maximum Likelihood ◽  
Stochastic Approximation ◽  
Approximation Theory ◽  
Point Processes ◽  
Maximum Likelihood Estimates ◽  
Doubly Stochastic ◽  
Stochastic Point Processes ◽  
Asymptotically Efficient ◽  
Estimation And Filtering

This paper is an attempt to interpret and extend, in a more statistical setting, techniques developed by D. L. Snyder and others for estimation and filtering for doubly stochastic point processes. The approach is similar to the Kalman-Bucy approach in that the updating algorithms can be derived from a Bayesian argument, and lead ultimately to equations which are similar to those occurring in stochastic approximation theory. In this paper the estimates are derived from a general updating formula valid for any point process. It is shown that almost identical formulae arise from updating the maximum likelihood estimates, and on this basis it is suggested that in practical situations the sequence of estimates will be consistent and asymptotically efficient. Specific algorithms are derived for estimating the parameters in a doubly stochastic process in which the rate alternates between two levels.

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