Ornstein-Uhlenbeck operator in convex domains of Banach spaces

Studiamo l'operatore di Ornstein-Uhlenbeck e il semigruppo di Ornstein-Uhlenbeck in un sottoinsieme aperto convesso $\Omega$ di uno spazio di Banach separabile $X$ dotato di una misura Gaussiana centrata non degnere $\gamma$. In particolare dimostriamo la disuguaglianza di Sobolev logaritmica e la disuguaglianza di Poincaré, e grazie a queste disuguaglianze deduciamo le proprietà spettrali dell'operatore di Ornstein-Uhlenbeck. Inoltre studiamo l'equazione ellittica $\lambdau+L^{\Omega}u=f$ in $\Omega$, dove $L^\Omega$ è l'operatore di Ornstein-Uhlenbeck. Dimostriamo che per $\lambda>0$ e $f\in L^2(\Omega,\gamma)$ la soluzione debole $u$ appartiene allo spazio di Sobolev $W^{2,2}(\Omega,\gamma)$. Inoltre dimostriamo che $u$ soddisfa la condizione di Neumann nel senso di tracce al bordo di $\Omega$. Questo viene fatto finita approssimazione dimensionale.

Gaussian regression and optimal finite dimensional linear models

The problem of regression under Gaussian assumptions is treated generally. The relationship between Bayesian prediction, regularization and smoothing is elucidated. The ideal regression is the posterior mean and its computation scales as O(n³), where n is the sample size. We show that the optimal m-dimensional linear model under a given prior is spanned by the first m eigenfunctions of a covariance operator, which is a trace-class operator. This is an infinite dimensional analogue of principal component analysis. The importance of Hilbert space methods to practical statistics is also discussed.

Well-Posedness of Diffusion-Wave Problem with Arbitrary Finite Number of Time Fractional Derivatives in Sobolev Spaces H^s

Mathematics Subject Classification 2010: 26A33, 33E12, 35S10, 45K05.

A second order control-volume finite-element least-squares strategy for simulating diffusion in strongly anisotropic media

An unstructured mesh �nite volume discretisation method for simulating di�usion in anisotropic media in two-dimensional space is discussed. This technique is considered as an extension of the fully implicit hybrid control-volume �nite-element method and it retains the local continuity of the ux at the control volume faces. A least squares function recon- struction technique together with a new ux decomposition strategy is used to obtain an accurate ux approximation at the control volume face, ensuring that the overall accuracy of the spatial discretisation maintains second order. This paper highlights that the new technique coincides with the traditional shape function technique when the correction term is neglected and that it signi�cantly increases the accuracy of the previous linear scheme on coarse meshes when applied to media that exhibit very strong to extreme anisotropy ratios. It is concluded that the method can be used on both regular and irregular meshes, and appears independent of the mesh quality.