• Title/Summary/Keyword: operator approximation

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A Note on Series Approximation of Transition Density of Diffusion Processes (확산모형 전이확률밀도의 급수근사법과 그 계수)

  • Lee, Eun-Kyung;Choi, Young-Soo;Lee, Yoon-Dong
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.383-392
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    • 2010
  • Modelling financial phenomena with diffusion processes is frequently used technique. This study reviews the earlier researches on the approximation problem of transition densities of diffusion processes, which takes important roles in estimating diffusion processes, and consider the method to obtain the coefficients of series efficiently, in series approximation method of transition densities. We developed a new efficient algorithm to compute the coefficients which are represented by repeated Dynkin operator on Hermite polynomial.

Application of the Projection Operator Technique to the Study of NMR Line Shape and Free Induction Decay Curve (NMR 吸收線 모양과 誘導磁氣自由減衰曲線 硏究에의 投影演算子法의 應用)

  • Lee Jo W.;Sung Nak Jun
    • Journal of the Korean Chemical Society
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    • v.21 no.5
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    • pp.362-371
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    • 1977
  • In this paper application of the projection operator technique to the study of NMR absorption line shape and free induction decay curve is explored. It is found that the projection operator technique can provide a convenient means for deriving a set of hierarchy equations which may serve as a good starting point for theoretical calculation of the absorption line and free induction decay function by successive approximation or by an appropriate decoupling approximation. A brief review of linear response theory of NMR line shape and the relation between the absorption line shape and free induction decay function are also described.

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Suggestion for a splitting technique of the square-root operator of three dimensional acoustic parabolic equation based on two variable rational approximant with a factored denominator (인수분해 된 분모를 갖는 두 변수 유리함수 근사에 기반한 3차원 음향 포물선 방정식 제곱근 연산자의 분할기법 제안)

  • Lee, Keunhwa
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.1
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    • pp.1-11
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    • 2017
  • In this study, novel approximate form of the square-root operator of three dimensional acoustic Parabolic Equation (3D PE) is proposed using a rational approximant for two variables. This form has two advantages in comparison with existing approximation studies of the square-root operator. One is the wide-angle capability. The proposed form has wider angle accuracy to the inclination angle of ${\pm}62^{\circ}$ from the range axis of 3D PE at the bearing angle of $45^{\circ}$, which is approximately three times the angle limit of the existing 3D PE algorithm. Another is that the denominator of our approximate form can be expressed into the product of one-dimensional operators for depth and cross-range. Such a splitting form is very preferable in the numerical analysis in that the 3D PE can be easily transformed into the tridiagonal matrix equation. To confirm the capability of the proposed approximate form, comparative study of other approximation methods is conducted based on the phase error analysis, and the proposed method shows best performance.

Hankel approximation of commensurate input delay systems (복수 입력 시간지연 시스템의 한켈 근사화)

  • 황이철;태전쾌인
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1452-1455
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    • 1997
  • This paper studies the problem of approximating commensurate input delay sustems by finite dimensional systems based on the Hankel singular values. I is shown that the Gankel singular values are solutions a trancendental equation and the Hankel singular vectors are obtained form the kernel of the matrix. The computaioin is carried out in state spae framework. Once singular values and vectors are calcualted, finite dimensional approximated systems are constructed using stadnard linear system computational tools. An example is included.

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A NOTE ON M-IDEALS OF COMPACT OPERATORS

  • Cho, Chong-Man;Kim, Beom-Sool
    • Bulletin of the Korean Mathematical Society
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    • v.35 no.4
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    • pp.683-687
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    • 1998
  • Suppose X is a subspace of $(\sum_{n=1} ^{\infty} X_n)_{c_0}$, dim $X_n<{\infty}$, which has the metric compact approximation property. It is proved that if Y is a Banach space of cotype q for some $2{\leq}1<{\infty}$ then K(X,Y) is an M-ideal in L(X,Y).

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Rate of Convergence of the Integral Type Lupas-Bézier Operators

  • ZENG, XIAO-MING;TAO, WANG
    • Kyungpook Mathematical Journal
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    • v.43 no.4
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    • pp.593-604
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    • 2003
  • In this paper we introduce the integral type Lupas-$B{\acute{e}}zier$ operator $\tilde{B}_{n,{\alpha}}$, which is a new approximation operator of probabilistic type. We study the rate of pointwise convergence of the operators $\tilde{B}_{n,{\alpha}}$ for local bounded functions and get an asymptotically estimate by means of some methods and techniques of probability theory.

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ON APPROXIMATION PROPERTIES OF BALAZS-SZABADOS OPERATORS AND THEIR KANTOROVICH EXTENSION

  • Agratini, Octavian
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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    • pp.531-542
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    • 2002
  • In this paper we deal with a sequence of positive linear operators ${{R_n}}^{[$\beta$]}$ approximating functions on the unbounded interval [0, $\infty$] which were firstly used by K. balazs and J. Szabados. We give pointwise estimates in the framework of polynomial weighted function spaces. Also we establish a Voronovskaja type theorem in the same weighted spaces for ${{K_n}}^{[$\beta$]}$ operators, representing the integral generalization in Kantorovich sense of the ${{R_n}}^{[$\beta$]}$.

Remarks on M-ideals of compact operators

  • Cho, Chong-Man
    • Bulletin of the Korean Mathematical Society
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    • v.33 no.3
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    • pp.445-453
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    • 1996
  • A closed subspace J of a Banach space X is called an M-ideal in X if the annihilator $J^\perp$ of J is an L-summand of $X^*$. That is, there exists a closed subspace J' of $X^*$ such that $X^* = J^\perp \oplus J'$ and $\left\$\mid$ p + q \right\$\mid$ = \left\$\mid$ p \right\$\mid$ + \left\$\mid$ q \right\$\mid$$ wherever $p \in J^\perp and q \in J'$.

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NORM CONVERGENCE OF THE LIE-TROTTER-KATO PRODUCT FORMULA AND IMAGINARY-TIME PATH INTEGRAL

  • Ichinose, Takashi
    • Journal of the Korean Mathematical Society
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    • v.38 no.2
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    • pp.337-348
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    • 2001
  • The unitary Lie-Trotter-Kato product formula gives in a simplest way a meaning to the Feynman path integral for the Schroding-er equation. In this note we want to survey some of recent results on the norm convergence of the selfadjoint Lie-Trotter Kato product formula for the Schrodinger operator -1/2Δ + V(x) and for the sum of two selfadjoint operators A and B. As one of the applications, a remark is mentioned about an approximation therewith to the fundamental solution for the imaginary-time Schrodinger equation.

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GENERALIZED WEYL'S THEOREM FOR FUNCTIONS OF OPERATORS AND COMPACT PERTURBATIONS

  • Zhou, Ting Ting;Li, Chun Guang;Zhu, Sen
    • Bulletin of the Korean Mathematical Society
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    • v.49 no.5
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    • pp.899-910
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    • 2012
  • Let $\mathcal{H}$ be a complex separable infinite dimensional Hilbert space. In this paper, a necessary and sufficient condition is given for an operator T on $\mathcal{H}$ to satisfy that $f(T)$ obeys generalized Weyl's theorem for each function $f$ analytic on some neighborhood of ${\sigma}(T)$. Also we investigate the stability of generalized Weyl's theorem under (small) compact perturbations.