Related papers: Reminiscences about numerical schemes
In this paper we introduce a numerical scheme which preserves the long time behavior of solutions to the Kolmogorov equation. The method presented is based on a self-similar change of variables technique to transform the Kolmogorov equation…
Higher order boundary value problems (BVPs) play an important role modeling various scientific and engineering problems. In this article we develop an efficient numerical scheme for linear $m^{th}$ order BVPs. First we convert the higher…
The purpose of this note is to advertise an elegant algorithmic proof for the Jordan--Chevalley decomposition of a matrix, following and (slightly) revising the discussion of Couty, Esterle und Zarouf (2011). The basic idea of that method…
The Vlasov equation is a kinetic model describing the evolution of charged particles, and is coupled with Poisson's equation, which rules the evolution of the self-consistent electric field. In this paper, we introduce a new class of…
This preprint was split in two and became the first two parts of a four-part series (arXiv:1405.1956, arXiv:1405:1955, and two in preparation). The remaining relevance of this preprint is due to the series of videotaped lectures (wClips)…
I present here the proofs of results, which are obtained in my papers "On the linear forms with algebraic coefficoients of logarithms of algebraic numbers", VINITI, 1996, 1617-B96, pp. 1 - 23 (in Russian), and "On the systems of linear…
Quasi-stationary distributions (QSD) have been widely studied since the pioneering work of Kolmogorov (1938), Yaglom (1947) and Sevastyanov (1951). They appear as a natural object when considering Markov processes that are certainly…
This is the write-up of the talk I gave at the 23rd International Symposium on Mathematical Programming (ISMP) in Bordeaux, France, July 6th, 2018. The talk was a general overview of the state of the art of time-varying, mainly convex,…
First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…
In this paper, first-passage probability of Markov chains is used to get a strict proof of the existence of degree distribution of the LCD model presented by Bollobas (Random Structures and Algorithms 18(2001)). Also, a precise expression…
High order splitting schemes with complex timesteps are applied to Kolmogorov backward equations stemming from stochastic differential equations in Stratonovich form. In the setting of weighted spaces, the necessary analyticity of the split…
This paper consists of $3$ parts. The first part only considers classical processes and introduces two different extensions of the notion of hidden Markov process. In the second part, the notion of quantum hidden process is introduced. In…
The paper discusses numerical implementations of various inversion schemes for generalized V-line transforms on vector fields introduced in [6]. It demonstrates the possibility of efficient recovery of an unknown vector field from five…
A technique of ``approximate group analysis'' recently developed by Baikov, Gazizov and Ibragimov is applied to a differential approximation (otherwise referred to as an equivalent differential equation) corresponding to the finite…
These are lecture notes of a C.I.M.E. course I gave at Cetraro, June 6-11 2005. The theory described is the version of Chen-Ruan's Gromov-Witten theory of orbifolds developed by Graber, Vistoli and me in the algebraic setting, but with…
Prime numbers or primes are man's eternal treasures that have been cherished for several millennia, until today. As their academic ancestors in ancient Mesopotamia, many mathematicians are still trying hard to see primes better. I shall…
This short communication develops a new numerical procedure suitable for a large class of ordinary differential equation systems found in models in physics and engineering. The main numerical procedure is analogous to those concerning the…
The purpose of this study is twofold. First, we revisit a shape optimization reformulation of a prototypical shape inverse problem and briefly propose a simple yet efficient numerical approach for solving the corresponding minimization…
In this paper we describe a variation of the classical permutation decoding algorithm that can be applied to any affine-invariant code with respect to certain type of information sets. In particular, we can apply it to the family of…
In the winter of 1976, Alexander Rinnooy Kan and Jan Karel Lenstra defended their PhD theses at the University of Amsterdam. Gene Lawler was on their committees. It was a natural idea to turn the theses into a textbook on scheduling. They…