Related papers: The strong matrix Stieltjes moment problem
In this work we apply Hausdorff moment problem to prove a necessary and sufficient condition for a complex sequence to be positive. Then we apply it to a subclass of genus $0$ entire functions $f(z)$ to obtain an infinite family of…
We provide an efficient method to evaluate the generalized Stieltjes constants $\gamma_n(a)$ numerically to arbitrary accuracy for large $n$ and $n \gg |a|$ values. The method uses an integral representation for the constants and evaluates…
The aim of this note is to present a numerical method to solve the Stokes problem in a bounded domain with a Dirac source term, which preserves optimality for any approximation order by the finite-element method. It is based on the…
In terms of initial data, a sufficient condition for the smoothness of the solution to the Cauchy problem for one-dimensional relativistic cold plasma equations over any given time interval is found. Unlike the non-relativistic case, such…
The autor considers an initial-boundary value problem for the nonstationary Stokes system in an angle, where Dirichlet and Neumann conditions are prescribed on the diferent sides of the angle. The major part of the paper deals with the…
In this paper, we mainly study the robust stability of linear continuous systems with parameter uncertainties, a more general kind of uncertainties for system matrices is considered, i.e., entries of system matrices are rational functions…
We apply a relation between matrix-valued complete Bernstein functions and matrix-valued Stieltjes functions to prove that certain convolution equations for matrix-valued functions have unique solutions in a special class of functions. In…
In this work we use matrix models to study the problem of strength distributions. This is motivated by noticing near exponential fall offs of strengths in calculated magnetic dipole excitations. We emphasize that the quality of the…
Evaluating the action of a matrix function on a vector, that is $x=f(\mathcal M)v$, is an ubiquitous task in applications. When $\mathcal M$ is large, one usually relies on Krylov projection methods. In this paper, we provide effective…
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
A Dirichlet-type problem is studied for an equation of even order with variable coefficients. A criterion for the uniqueness of a solution is given. The solution is built in the form of a Fourier series. When justifying the convergence of…
In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…
Necessary and sufficient conditions for convexity and strong convexity, respectively, of sublevel sets that are defined by finitely many real-valued $C^{1,1}$-maps are presented. A novel characterization of strongly convex sets in terms of…
Sylvester-type matrix equations have applications in areas including control theory, neural networks, and image processing. In this paper, we establish the necessary and sufficient conditions for the system of Sylvester-type quaternion…
A rigorous way to obtain sharp bounds for Stokes constants is introduced and illustrated on a concrete problem arising in applications.
In this paper, we consider one-to-one matchings between two disjoint groups of agents. Each agent has a preference over a subset of the agents in the other group, and these preferences may contain ties. Strong stability is one of the…
We demonstrate an approach to solving the coagulation equation that involves using a finite number of moments of the particle size distribution. This approach is particularly useful when only general properties of the distribution, and…
In this paper, the existence and pathwise uniqueness of strong solutions for jump-type stochastic differential equations are investigated under non-Lipschitz conditions. A sufficient condition is obtained for ensuring the non-confluent…
This contribution presents two exponential stability criteria for linear systems with multiple pointwise and distributed delays. These results (necessary and sufficient conditions) are given in terms of the delay Lyapunov matrix and the…