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DDC: 510 × Subject: Lagrange multiplier ×

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Now showing 1 - 3 of 3
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    Self-concordant profile empirical likelihood ratio tests for the population correlation coefficient: A simulation study
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2014) Dickhaus, Thorsten
    We present results of a simulation study regarding the finite-sample type I error behavior of the self-concordant profile empirical likelihood ratio (ELR) test for the population correlation coefficient. Three different families of bivariate elliptical distributions are taken into account. Uniformly over all considered models and parameter configurations, the self-concordant profile ELR test does not keep the significance level for finite sample sizes, albeit the level exceedance monotonously decreases to zero as the sample size increases. We discuss some potential modifications to address this problem.
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    Lagrange multiplier and singular limit of double obstacle problems for Allen-Cahn equation with constraint
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Farshbaf Shaker, Mohammad Hassan; Takeshi, Takeshi; Yamazaki, Noriaki; Kenmochi, Nobuyuki
    We consider an Allen--Cahn equation with a constraint of double obstacle-type. This constraint is a subdifferential of an indicator function on the closed interval, which is a multivalued function. In this paper we study the properties of the Lagrange multiplier to our equation. Also, we consider the singular limit of our system and clarify the limit of the solution and the Lagrange multiplier to our double obstacle problem. Moreover, we give some numerical experiments of our problem by using the Lagrange multiplier.
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    Singular limit of Allen-Cahn equation with constraints and its Lagrange multiplier
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2014) Farshbaf Shaker, Mohammad Hassan; Fukao, Takeshi; Yamazaki, Noriaki
    We consider the Allen-Cahn equation with constraint. Our constraint is the subdifferential of the indicator function on the closed interval, which is the multivalued function. In this paper we give the characterization of the Lagrange multiplier to our equation. Moreover, we consider the singular limit of our system and clarify the limit of the solution and the Lagrange multiplier to our problem.