Related papers: Finite sections of random Jacobi operators

In this work, we propose an efficient finite element method for solving fractional Sturm-Liouville problems involving either the Caputo or Riemann-Liouville derivative of order $\alpha\in(1,2)$ on the unit interval $(0,1)$. It is based on…

In this paper we consider a fragment of the first-order theory of the real numbers that includes systems of equations of continuous functions in bounded domains, and for which all functions are computable in the sense that it is possible to…

The numerical analysis for the small amplitude motion of an elastic beam with internal damping is investigated in domain with moving ends. An efficient numerical method is constructed to solve this moving boundary problem. The stability and…

Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…

This paper studies chance-constrained stochastic optimization problems with finite support. It presents an iterative method that solves reduced-size chance-constrained models obtained by partitioning the scenario set. Each reduced problem…

A class of finite-state and discrete-time optimal control problems is introduced. The problems involve a large number of agents with independent dynamics, which interact through an aggregative term in the cost function. The problems are…

A selfadjoined block tridiagonal matrix with positive definite blocks on the off-diagonals is by definition a Jacobi matrix with matrix entries. Transfer matrix techniques are extended in order to develop a rotation number calculation for…

Nonlinear elliptic problems arise in many fields, including plasma physics, astrophysics, and optimal transport. In this article, we propose a novel operator-splitting/finite element method for solving such problems. We begin by introducing…

We describe and analyze an interior-point method to decide feasibility problems of second-order conic systems. A main feature of our algorithm is that arithmetic operations are performed with finite precision. Bounds for both the number of…

Reference [11] investigated the almost sure weak convergence of block-coordinate fixed point algorithms and discussed their applications to nonlinear analysis and optimization. This algorithmic framework features random sweeping rules to…

We prove existence and uniqueness of the mild solution of an infinite dimensional, operator valued, backward stochastic Riccati equation. We exploit the regularizing properties of the semigroup generated by the unbounded operator involved…

The class of three-diagonal Jacobi matrix with exponentially increasing elements is considered. Under some assumptions the matrix corresponds to unbounded self-adjoint operator in the weighted space. The weight depends on elements of the…

This contribution provides numerical experiments for a finite volume scheme for an approximation of the stochastic Allen-Cahn equation with homogeneous Neumann boundary conditions. The approximation is done by a Yosida approximation of the…

We introduce a new class of fractional backward orthogonal functions designed for the spectral approximation of weakly singular adjoint Volterra integral equations. These basis functions generate an approximation space that naturally…

In this paper we study random optimization problems where random functions are investigated in sample paths. Some sufficient conditions ensuring the existence of random solutions to random optimization problems are proposed.

A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…

We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…

We consider first-order linear systems of ordinary differential equations with periodic coefficients. Supposing that right-hand sides of equations are not known and subjected to some quadratic restrictions, we obtain optimal, in certain…

We investigate the variable-exponent Abel integral equations and corresponding fractional Cauchy problems. The main contributions of the work are enumerated as follows: (i) We develop an approximate inversion technique for variable-exponent…

This paper introduces an elliptic quasi-variational inequality (QVI) problem class with fractional diffusion of order $s \in (0,1)$, studies existence and uniqueness of solutions and develops a solution algorithm. As the fractional…