1,931 research outputs found

    A wavefront tracking algorithm for N×N nongenuinely nonlinear conservation laws

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    AbstractWe introduce a wavefront tracking algorithm for N×N hyperbolic systems of conservation lawsut+F(u)x=0, that admits characteristic fields that are neither genuinely nonlinear nor linearly degenerate in the sense of Lax. Instead we assume that, for any nongenuinely nonlinear ith characteristic family, the derivative of the ith eigenvalue λi(u) of DF(u) in the direction of the ith right eigenvector ri(u), vanishes on a single (N−1)-dimensional hypersurface in the u-space, transversal to the field ri(u). Systems that fulfill this type of assumptions are of particular interest in studying elastodynamic or rigid heat conductors at low temperature. The first proof of the existence of weak solutions for nongenuinely nonlinear systems was given by T. P. Liu (Mem. Amer. Math. Soc.30 (1981), no. 240), based on a Glimm scheme. Our construction here provides an alternative method for establishing the global existence of weak solutions for such systems. Moreover, relying on the stability analysis developed in Ancona and Marson, preprint S.I.S.S.A.-I.S.A.S. 27/99/11, 1999, and preprint, 2000, we show that these solutions are entropy admissible in the sense of Lax

    Ancona, N.

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    Decomposition of homogeneous vector fields of degree one and representation of the flow

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    Summary: The paper gives a decomposition theorem for the elements of the nonsemisimple Lie algebra H1,r(boldRn)H^{1,r}(bold R^n) of the vector fields on boldRnbold R^n that are homogeneous of degree one with respect to a dilation deltaepsilonr.delta_epsilon^r. Each XinboldRnXin bold R^n is proved to be equal to S+N,S+N, with [S,N]=0[S,N]=0 and SS linear semisimple. As a consequence, the author proves that "in absence of esonance" the vector field XX is equivalent to its linear part. Finally, the above results are applied to obtain a representation formula for the trajectories of a vector field X0inH1,rX_0in H^{1,r} and those of the affine control system dotx=X0(x)+Budot x=X_0(x)+Bu with BB constant of minimum degree

    Le regole processuali dell'accertamento probatorio. Il dibattito contemporaneo al vaglio di un testo tommasiano

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    This essay deals with some procedural issues related to the forensic pursuance of truth, especially the latest law trends about the judge’s powers of investigation and the prohibition of judge’s personal knowledge. In the second part the author shows how the same problems are considered and solved in an article of Aquinas’ Summa Theologiae

    Homogeneous Tangent Vectors and High Order Necessary Conditions for Optimal Controls

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    Summary: The author introduces and analyzes "homogeneous" tangent vectors which provide high-order approximations to the attainable set for an affine control system of the form dotx=X0(x)+sumj=1mujXj(x)dot x=X_0(x)+sum^m_{j=1}u_jX_j(x). Homogeneous tangent vectors are defined relative to one-parameter families of dilations deltaerpsiloncolonRntoRndelta^r_epsiloncolonR^ntoR^n on RnR^n. Adjoint equations associated with the corresponding homogeneous variational equation are derived and used to transport homogeneous tangent vectors along the flow of a reference trajectory. These constructions are then used to derive a homogeneous high-order test for optimality of control problems in Mayer form without terminal constraints. Essentially, it is shown that if vnu(t)v_nu(t) is a homogeneous tangent vector with respect to a dilation deltaerpsilondelta^r_epsilon generated by a control variation, then it is a necessary condition for optimality that p(t)vnu(t)leq0p(t)v_nu(t)leq0, where p(t)p(t) denotes the solution of the corresponding homogeneous adjoint equation

    An invariance property of predictors in kernel-induced hypothesis spaces

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    We consider kernel-based learning methods for regression and analyze what happens to the risk minimizer when new variables, statistically independent of input and target variables, are added to the set of input variables. This problem arises, for example, in the detection of causality relations between two time series. We find that the risk minimizer remains unchanged if we constrain the risk minimization to hypothesis spaces induced by suitable kernel functions. We show that not all kernel-induced hypothesis spaces enjoy this property. We present sufficient conditions ensuring that the risk minimizer does not change and show that they hold for inhomogeneous polynomial and gaussian radial basis function kernels. We also provide examples of kernel-induced hypothesis spaces whose risk minimizer changes if independent variables are added as input.We consider kernel-based learning methods for regression and analyze what happens to the risk minimizer when new variables, statistically independent of input and target variables, are added to the set of input variables. This problem arises, for example, in the detection of causality relations between two time series. We find that the risk minimizer remains unchanged if we constrain the risk minimization to hypothesis spaces induced by suitable kernel functions. We show that not all kernel-induced hypothesis spaces enjoy this property. We present sufficient conditions ensuring that the risk minimizer does not change and show that they hold for inhomogeneous polynomial and gaussian radial basis function kernels. We also provide examples of kernel-induced hypothesis spaces whose risk minimizer changes if independent variables are added as input. © 2006 Massachusetts Institute of Technology

    Radial basis function approach to nonlinear Granger causality of time series

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    We consider an extension of Granger causality to nonlinear bivariate time series. In this frame, if the prediction error of the first time series is reduced by including measurements from the second time series, then the second time series is said to have a causal influence on the first one. Not all the nonlinear prediction schemes are suitable to evaluate causality; indeed, not all of them allow one to quantify how much knowledge of the other time series counts to improve prediction error. We present an approach with bivariate time series modeled by a generalization of radial basis functions and show its application to a pair of unidirectionally coupled chaotic maps and to physiological examples
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