scholarly journals Tensor Methods for Minimizing Convex Functions with Hölder Continuous Higher-Order Derivatives

2020 ◽  
Vol 30 (4) ◽  
pp. 2750-2779 ◽  
Author(s):  
G. N. Grapiglia ◽  
Yu. Nesterov
Author(s):  
Jia-Ding Cao ◽  
Heinz H. Gonska

AbstractDeVore-Gopengauz-type operators have attracted some interest over the recent years. Here we investigate their relationship to shape preservation. We construct certain positive convolution-type operators Hn, s, j which leave the cones of j-convex functions invariant and give Timan-type inequalities for these. We also consider Boolean sum modifications of the operators Hn, s, j show that they basically have the same shape preservation behavior while interpolating at the endpoints of [−1, 1], and also satisfy Telyakovskiῐ- and DeVore-Gopengauz-type inequalities involving the first and second order moduli of continuity, respectively. Our results thus generalize related results by Lorentz and Zeller, Shvedov, Beatson, DeVore, Yu and Leviatan.


Author(s):  
Muhammad Uzair Awan ◽  
Muhammad Zakria Javed ◽  
Michael Th. Rassias ◽  
Muhammad Aslam Noor ◽  
Khalida Inayat Noor

AbstractA new generalized integral identity involving first order differentiable functions is obtained. Using this identity as an auxiliary result, we then obtain some new refinements of Simpson type inequalities using a new class called as strongly (s, m)-convex functions of higher order of $$\sigma >0$$ σ > 0 . We also discuss some interesting applications of the obtained results in the theory of means. In last we present applications of the obtained results in obtaining Simpson-like quadrature formula.


2020 ◽  
Vol 5 (4) ◽  
pp. 3646-3663 ◽  
Author(s):  
Muhammad Aslam Noor ◽  
◽  
Khalida Inayat Noor

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Muhammad Adeel ◽  
Khuram Ali Khan ◽  
Ðilda Pečarić ◽  
Josip Pečarić

Abstract In this paper, Levinson type inequalities are studied for the class of higher order convex functions by using Abel–Gontscharoff interpolation. Cebyšev, Grüss, and Ostrowski-type new bounds are also found for the functionals involving data points of two types.


Author(s):  
Peter E Kloeden ◽  
Arnulf Jentzen

Random ordinary differential equations (RODEs) are ordinary differential equations (ODEs) with a stochastic process in their vector field. They can be analysed pathwise using deterministic calculus, but since the driving stochastic process is usually only Hölder continuous in time, the vector field is not differentiable in the time variable, so traditional numerical schemes for ODEs do not achieve their usual order of convergence when applied to RODEs. Nevertheless deterministic calculus can still be used to derive higher order numerical schemes for RODEs via integral versions of implicit Taylor-like expansions. The theory is developed systematically here and applied to illustrative examples involving Brownian motion and fractional Brownian motion as the driving processes.


2021 ◽  
pp. 319-339
Author(s):  
Muhammad Aslam Noor ◽  
Khalida Inayat Noor

2008 ◽  
Vol 145 (3) ◽  
pp. 643-667 ◽  
Author(s):  
DANIELA KRAUS ◽  
OLIVER ROTH

AbstractA classical result of Nitsche [22] about the behaviour of the solutions to the Liouville equation Δu= 4e2unear isolated singularities is generalized to solutions of the Gaussian curvature equation Δu= −κ(z)e2uwhere κ is a negative Hölder continuous function. As an application a higher–order version of the Yau–Ahlfors–Schwarz lemma for complete conformal Riemannian metrics is obtained.


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