1,720,980 research outputs found
A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
We consider a Backward Stochastic Differential Equation (BSDE for short) in a Markovian framework for the pair of processes (Y, Z), with generator with quadratic growth with respect to Z. The forward equation is an evolution equation in an abstract Banach space. We prove an analogue of the Bismut–Elworty formula when the diffusion operator has a pseudo-inverse not necessarily bounded and when the generator has quadratic growth with respect to Z. In particular, our model covers the case of the heat equation in space dimension greater than or equal to 2. We apply these results to solve semilinear Kolmogorov equations in Banach spaces for the unknown v, with nonlinear term with quadratic growth with respect to ∇ v and final condition only bounded and continuous, and to solve stochastic optimal control problems with quadratic growth
A BSDEs approach to pathwise uniqueness for stochastic evolution equations
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Hölder continuous. This class includes examples of semilinear stochastic Euler-Bernoulli beam equations which describe elastic systems with structural damping, and semilinear stochastic 3D heat
equations. In the deterministic case, there are examples of non-uniqueness in our framework. Strong (or pathwise) uniqueness is restored by means of a suitable additive Wiener noise. The proof of uniqueness relies on the study of related systems of infinite dimensional forward-backward SDEs (FBSDEs). This is a different approach with respect to the well-known method based on the Itô formula and the associated Kolmogorov equation (the so-called Zvonkin transformation or Itô-Tanaka trick). We deal with approximating FBSDEs in which the linear part generates a group of bounded linear operators in H ; such approximations depend on the type of SPDEs we are considering. We also prove Lipschitz dependence of solutions from their initial conditions
A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
We consider a Backward Stochastic Differential Equation (BSDE for short) in a Markovian framework for the pair of processes (Y, Z), with generator with quadratic growth with respect to Z. The forward equation is an evolution equation in an abstract Banach space. We prove an analogue of the Bismut–Elworty formula when the diffusion operator has a pseudo-inverse not necessarily bounded and when the generator has quadratic growth with respect to Z. In particular, our model covers the case of the heat equation in space dimension greater than or equal to 2. We apply these results to solve semilinear Kolmogorov equations in Banach spaces for the unknown v, with nonlinear term with quadratic growth with respect to ∇ v and final condition only bounded and continuous, and to solve stochastic optimal control problems with quadratic growth
Going Beyond Counting First Authors in Author Co-citation Analysis
The present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
We provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives
This paper deals with a family of stochastic control problems in Hilbert
spaces which arises in typical applications (such as boundary control and
control of delay equations with delay in the control) and for which is
difficult to apply the dynamic programming approach due to the unboudedness of
the control operator and to the lack of regularity of the underlying transition
semigroup. We introduce a specific concept of partial derivative, designed for
this situation, and we develop a method to prove that the associated HJB
equation has a solution with enough regularity to find optimal controls in
feedback form
Effects of Sensor Resolution and Localization Rate on the Performance of a Myokinetic Control Interface
Magnetic tracking systems have been widely investigated in biomedical engineering due to the transparency of the human body to static magnetic fields. We recently proposed a novel human-machine interface for prosthetic application, namely the myokinetic interface. This controls multi-articulated prostheses by tracking magnets implanted in the residual muscles of individuals with amputation. Previous studies in this area focused solely on the choice and tuning of the localization algorithm. Here, we addressed the role of the intrinsic properties of the sensors, by analysing their effects on the tracking accuracy and on the computation time of the localization algorithm, through experimentally-verified computer simulations. We observed that the tracking accuracy is primarily affected by the localization rate, which is directly related to the sampling frequency of the sensors, and less significantly affected by the sensor resolution. The computation time, instead, proved positively correlated to the number of MMs, and negatively correlated with the localization rate. Our results may contribute to the development of novel human-machine interfaces for prosthetic limbs and could be extended to a broad range of applications involving magnetic tracking
The myokinetic interface: Implanting permanent magnets to restore the sensory-motor control loop in amputees
- …
