scholarly journals Volume decay and concentration of high-dimensional Euclidean balls – a PDE and variational perspective

Analysis ◽  
2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Siran Li

AbstractIt is a well-known fact – which can be shown by elementary calculus – that the volume of the unit ball in \mathbb{R}^{n} decays to zero and simultaneously gets concentrated on the thin shell near the boundary sphere as n\nearrow\infty. Many rigorous proofs and heuristic arguments are provided for this fact from different viewpoints, including Euclidean geometry, convex geometry, Banach space theory, combinatorics, probability, discrete geometry, etc. In this note, we give yet another two proofs via the regularity theory of elliptic partial differential equations and calculus of variations.


1976 ◽  
Vol 9 (1-2) ◽  
pp. 49-121 ◽  
Author(s):  
Jacques Stern


Author(s):  
Kunimochi Sakamoto

For a system of semilinear elliptic partial differential equations with a small parameter, denned on a bounded multi-dimensional smooth domain, we show the existence of solutions with internal layers. The high-dimensionality of the domain gives rise to quite interesting an outlook in the analysis, dramatically different from that in one-dimensional settings. Our analysis indicates, in a certain situation, an occurrence of an infinite series of bifurcation phenomena accumulating as the small parameter goes to zero. We also present a related free boundary problem with a possible approach to its resolution.



1997 ◽  
Author(s):  
Jesús M. F. Castillo ◽  
Manuel González




2018 ◽  
Vol 55 (4) ◽  
pp. 1060-1077 ◽  
Author(s):  
Steven S. Kim ◽  
Kavita Ramanan

Abstract The study of high-dimensional distributions is of interest in probability theory, statistics, and asymptotic convex geometry, where the object of interest is the uniform distribution on a convex set in high dimensions. The ℓp-spaces and norms are of particular interest in this setting. In this paper we establish a limit theorem for distributions on ℓp-spheres, conditioned on a rare event, in a high-dimensional geometric setting. As part of our proof, we establish a certain large deviation principle that is also relevant to the study of the tail behavior of random projections of ℓp-balls in a high-dimensional Euclidean space.



Risks ◽  
2020 ◽  
Vol 8 (4) ◽  
pp. 136
Author(s):  
Stefan Kremsner ◽  
Alexander Steinicke ◽  
Michaela Szölgyenyi

In insurance mathematics, optimal control problems over an infinite time horizon arise when computing risk measures. An example of such a risk measure is the expected discounted future dividend payments. In models which take multiple economic factors into account, this problem is high-dimensional. The solutions to such control problems correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In the present paper we propose a novel deep neural network algorithm for solving such partial differential equations in high dimensions in order to be able to compute the proposed risk measure in a complex high-dimensional economic environment. The method is based on the correspondence of elliptic partial differential equations to backward stochastic differential equations with unbounded random terminal time. In particular, backward stochastic differential equations—which can be identified with solutions of elliptic partial differential equations—are approximated by means of deep neural networks.



1991 ◽  
Vol 44 (1) ◽  
pp. 75-90 ◽  
Author(s):  
David P. Blecher

AbstractTogether with Vern Paulsen we were able to show that the elementary theory of tensor norms of Banach spaces carries over to operator spaces. We suggested that the Grothendieck tensor norm program, which was of course enormously important in the development of Banach space theory, be carried out for operator spaces. Some of this has been done by the authors mentioned above, and by Effros and Ruan. We give alternative developments of some of this work, and otherwise continue the tensor norm program.



2013 ◽  
Vol 2013 ◽  
pp. 1-6 ◽  
Author(s):  
Murat Kirişci

The -space of all sequences is given as such that converges and is a null sequence which is called the Hahn sequence space and is denoted by . Hahn (1922) defined the space and gave some general properties. G. Goes and S. Goes (1970) studied the functional analytic properties of this space. The study of Hahn sequence space was initiated by Chandrasekhara Rao (1990) with certain specific purpose in the Banach space theory. In this paper, the matrix domain of the Hahn sequence space determined by the Cesáro mean first order, denoted by , is obtained, and some inclusion relations and some topological properties of this space are investigated. Also dual spaces of this space are computed and, matrix transformations are characterized.



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