scholarly journals Galerkin approximation of linear problems in Banach and Hilbert spaces

Author(s):  
W Arendt ◽  
I Chalendar ◽  
R Eymard

Abstract In this paper we study the conforming Galerkin approximation of the problem: find $u\in{{\mathcal{U}}}$ such that $a(u,v) = \langle L, v \rangle $ for all $v\in{{\mathcal{V}}}$, where ${{\mathcal{U}}}$ and ${{\mathcal{V}}}$ are Hilbert or Banach spaces, $a$ is a continuous bilinear or sesquilinear form and $L\in{{\mathcal{V}}}^{\prime}$ a given data. The approximate solution is sought in a finite-dimensional subspace of ${{\mathcal{U}}}$, and test functions are taken in a finite-dimensional subspace of ${{\mathcal{V}}}$. We provide a necessary and sufficient condition on the form $a$ for convergence of the Galerkin approximation, which is also equivalent to convergence of the Galerkin approximation for the adjoint problem. We also characterize the fact that ${{\mathcal{U}}}$ has a finite-dimensional Schauder decomposition in terms of properties related to the Galerkin approximation. In the case of Hilbert spaces we prove that the only bilinear or sesquilinear forms for which any Galerkin approximation converges (this property is called the universal Galerkin property) are the essentially coercive forms. In this case a generalization of the Aubin–Nitsche Theorem leads to optimal a priori estimates in terms of regularity properties of the right-hand side $L$, as shown by several applications. Finally, a section entitled ‘Supplement’ provides some consequences of our results for the approximation of saddle point problems.

Author(s):  
Sebastian Kühnert

Conditional heteroskedastic financial time series are commonly modelled by ARCH and GARCH. ARCH(1) and GARCH processes were recently extended to the function spaces C[0,1] and L2[0,1], their probabilistic features were studied and their parameters were estimated. The projections of the operators on finite-dimensional subspace were estimated, as were the complete operators in GARCH(1,1). An explicit asymptotic upper bound of the estimation errors was stated in ARCH(1). This article provides sufficient conditions for the existence of strictly stationary solutions, weak dependence and finite moments of ARCH and GARCH processes in various Lp[0,1] spaces, C[0,1] and other spaces. In L2[0,1] we deduce explicit asymptotic upper bounds of the estimation errors for the shift term and the complete operators in ARCH and GARCH and for the projections of the operators on a finite-dimensional subspace in ARCH. The operator estimaton is based on Yule-Walker equations. The estimation of the GARCH operators also involves a result concerning the estimation of the operators in invertible, linear processes which is valid beyond the scope of ARCH and GARCH. Through minor modifications, all results in this article regarding functional ARCH and GARCH can be transferred to functional ARMA.


2017 ◽  
Vol 103 (3) ◽  
pp. 402-419 ◽  
Author(s):  
WORACHEAD SOMMANEE ◽  
KRITSADA SANGKHANAN

Let$V$be a vector space and let$T(V)$denote the semigroup (under composition) of all linear transformations from$V$into$V$. For a fixed subspace$W$of$V$, let$T(V,W)$be the semigroup consisting of all linear transformations from$V$into$W$. In 2008, Sullivan [‘Semigroups of linear transformations with restricted range’,Bull. Aust. Math. Soc.77(3) (2008), 441–453] proved that$$\begin{eqnarray}\displaystyle Q=\{\unicode[STIX]{x1D6FC}\in T(V,W):V\unicode[STIX]{x1D6FC}\subseteq W\unicode[STIX]{x1D6FC}\} & & \displaystyle \nonumber\end{eqnarray}$$is the largest regular subsemigroup of$T(V,W)$and characterized Green’s relations on$T(V,W)$. In this paper, we determine all the maximal regular subsemigroups of$Q$when$W$is a finite-dimensional subspace of$V$over a finite field. Moreover, we compute the rank and idempotent rank of$Q$when$W$is an$n$-dimensional subspace of an$m$-dimensional vector space$V$over a finite field$F$.


2000 ◽  
Vol 160 ◽  
pp. 123-134 ◽  
Author(s):  
Haruo Nagase

AbstractIn this paper we consider the following nonlinear parabolic variational inequality; u(t) ∈ D(Φ) for all where Δp is the so-called p-Laplace operator and Φ is a proper, lower semicontinuous functional. We have obtained two results concerning to solutions of this problem. Firstly, we prove a few regularity properties of solutions. Secondly, we show the continuous dependence of solutions on given data u0 and f.


2013 ◽  
Vol 13 (1) ◽  
pp. 95-118 ◽  
Author(s):  
Janosch Rieger

Abstract. This paper presents the first feasible method for the approximation of solution sets of semi-linear elliptic partial differential inclusions. It is based on a new Galerkin Finite Element approach that projects the original differential inclusion to a finite-dimensional subspace of . The problem that remains is to discretize the unknown solution set of the resulting finite-dimensional algebraic inclusion in such a way that efficient algorithms for its computation can be designed and error estimates can be proved. One such discretization and the corresponding basic algorithm are presented along with several enhancements, and the algorithm is applied to two model problems.


Author(s):  
Youhan Fang ◽  
Yudong Cao ◽  
Robert D Skeel

Abstract The efficiency of a Markov chain Monte Carlo algorithm for estimating the mean of a function of interest might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective sample size, defined in terms of the integrated autocorrelation time. To ensure the reliability of such an estimate, it is suggested that there be an adequate sampling of state space— to the extent that this can be determined from the available samples. A sufficient condition for adequate sampling is derived in terms of the supremum of all possible integrated autocorrelation times, which leads to a more stringent condition for adequate sampling than that simply obtained from integrated autocorrelation times for functions of interest. A method for estimating the supremum of all integrated autocorrelation times, based on approximation in a finite-dimensional subspace, is derived and evaluated empirically.


2017 ◽  
pp. 54-71
Author(s):  
Nikolay Kucher ◽  
Nikolay Kucher ◽  
Aleksandra Zhalnina ◽  
Aleksandra Zhalnina

Mathematical models of multi-velocity continua, through which the motion of multicomponent mixtures are described, represent a rather extensive area of modern mechanics and mathematics. Mathematical results (statements of problems, theorems on the existence and uniqueness, properties of solutions, etc.) for such models are rather modest in comparison with the results for classical single-phase media. The present paper aims to fill this gap in some extent and is devoted to investigating the global correctness of the boundary value problem for a nonlinear system of differential equations, which is some regularity of the mathematical model of nonstationary spatial flows of a mixture of viscous compressible fluids. Construction of the solution of the problem considered in this article is a key step for the mathematical analysis of the initial model of the mixture, since it allows to obtain globally defined solutions of the latter by means of a limiting transition and, in addition, the proposed algorithm for constructing solutions to the regularized problem is practical. This algorithm is based on the finite-dimensional approximation procedure for an infinite-dimensional problem, and therefore a mathematically grounded algorithm for the numerical solution of the boundary value problem of the motion of a mixture of viscous compressible fluids in a region bounded by solid walls can be constructed on this basis. The local in time solvability of finite- dimensional problems is proved by applying the principle of contracting mappings and the local solution can be extended to an arbitrary time interval with the help of a priori estimates.


2001 ◽  
Vol 1 (1) ◽  
pp. 72-85 ◽  
Author(s):  
Boško S. Jovanović ◽  
Piotr P. Matus

Abstract In this paper we investigate the stability of two-level operator-difference schemes in Hilbert spaces under perturbations of operators, the initial condition and right hand side of the equation. A priori estimates of the error are obtained in time- integral norms under some natural assumptions on the perturbations of the operators.


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