Related papers: Finite sections of random Jacobi operators
We have proposed a method in the context of BFFT approach that leads to truncation of the infinite series regarded to constraints in the extended phase space, as well as other physical quantities (such as Hamiltonian). This has been done…
We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal Hamilton-Jacobi-Bellman (HJB) equations. We consider diffusion corrected difference-quadrature schemes from the literature and new…
Quantization algorithms have been successfully adopted to option pricing in finance thanks to the high convergence rate of the numerical approximation. In particular, very recently, recursive marginal quantization has been proven to be a…
In this paper, we develop a high order numerical method for the numerical solutions of scattering problems with slightly perturbed periodic surfaces in two dimensional spaces. Based on the regularity property introduced in Part I, the…
We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…
We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…
This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is…
In this paper, we propose a Jacobi-type algorithm to solve the low rank orthogonal approximation problem of symmetric tensors. This algorithm includes as a special case the well-known Jacobi CoM2 algorithm for the approximate orthogonal…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
We consider the dynamic problems for the discrete systems with discrete time associated with finite and semi-infinite Jacobi matrices. The result of the paper is a procedure of association of special Hilbert spaces of functions, namely de…
We consider the inverse dynamical problem for the dynamical system with discrete time associated with the semi-infinite Jacobi matrix. We solve the inverse problem for such a system and answer a question on the characterization of the…
The purpose of this work is to study a finite element method for finding solutions to the eigenvalue problem for the fractional Laplacian. We prove that the discrete eigenvalue problem converges to the continuous one and we show the order…
In this paper, we describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…
In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…
We study the homogenization of first-order Hamilton-Jacobi equations on an infinite-dimensional Hilbert space, motivated by systems of infinitely many indistinguishable particles on the torus. A central difficulty is that the analysis takes…
We show that non-dominated sorting of a sequence of i.i.d. random variables in Euclidean space has a continuum limit that corresponds to solving a Hamilton-Jacobi equation involving the probability density function of the random variables.…
This paper is concerned with monotone (time-explicit) finite difference schemes associated with first order Hamilton-Jacobi equations posed on a junction. They extend the schemes recently introduced by Costeseque, Lebacque and Monneau…
In this paper, the theory of the fractional singular Lagrangian systems is investigated with second order derivatives. The fractional quantization for these systems is examined using the WKB approximation. The Hamilton Jacobi treatment can…
The problems of optimal recovery of unbounded operators are studied. Optimality means the highest possible accuracy and the minimal amount of discrete information involved. It is established that the truncation method, when certain…