Related papers: The strong matrix Stieltjes moment problem
The Stieltjes (or sometimes called the Cauchy) transform is a fundamental object associated with probability measures, corresponding to the generating function of the moments. In certain applications such as free probability it is essential…
We consider the set of Stieltjes moment sequences, for which every positive power is again a Stieltjes moment sequence, we and prove an integral representation of the logarithm of the moment sequence in analogy to the L\'evy-Khinchin…
In this paper, we study the regularity problem of the 3D incompressible Navier\~nStokes equations. We prove that the strong solution exists globally for new regularity criteria. For negligible forces, we give an improvement of the known…
Stieltjes moment sequences $\{a_n\}_{n=0}^\infty$ whose $\varkappa\,$th roots $\{\sqrtk{a_n}\}_{n=0}^\infty$ are Stieltjes moment sequences are studied ($\varkappa$ is a fixed integer greater than or equal to 2). A formula connecting the…
One proves existence and uniqueness of strong solutions to stochastic porous media equations under minimal monotonicity conditions on the nonlinearity. In particular, we do not assume continuity of the drift or any growth condition at…
We introduce a new strategy in solving the truncated complex moment problem. To this aim we investigate recursive doubly indexed sequences and their characteristic polynomials. A characterization of recursive doubly indexed \emph{moment}…
We present a new strategy for solving stiff ODEs with explicit methods. By adaptively taking a small number of stabilizing small explicit time steps when necessary, a stiff ODE system can be stabilized enough to allow for time steps much…
The inverse spectral problem is investigated for the matrix Sturm-Liouville equation on a finite interval. Properties of spectral characteristics are provided, a constructive procedure for the solution of the inverse problem along with…
In this paper we develop a new approximation method valid for a wide family of nonlinear wave equations of Nonlinear Schr\"odinger type. The result is a reduced set of ordinary differential equations for a finite set of parameters measuring…
In this paper, we derive some necessary and sufficient solvability conditions for some systems of one sided coupled Sylvester-type real quaternion matrix equations in terms of ranks and generalized inverses of matrices. We also give the…
This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…
We consider the matrix completion problem with a deterministic pattern of observed entries. In this setting, we aim to answer the question: under what condition there will be (at least locally) unique solution to the matrix completion…
In this paper, we present the solution to Kolmogorov's problem for the classes of multiply monotone and completely monotone functions together with its connections to the Markov moment problem, Hermite-Birkhoff interpolation problem, and…
This paper studies the second moment boundedness of solutions of linear stochastic delay differential equations. First, we give a framework, for general $\mathrm{N}$-dimensional linear stochastic differential equations with a single…
Variations of loading level and changes in system topological property may cause the operating point of an electric power systems to move gradually towards the verge of its transmission capability, which can lead to catastrophic outcomes…
We study a class of stochastic integral equations with jumps under non-Lipschitz conditions. We use the method of Euler approximations to obtain the existence of the solution and give some sufficient conditions for the strong uniqueness.
We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of…
This paper provides a necessary and sufficient condition for guaranteeing exponential stability of the linear difference equation $x(t)=Ax(t-a)+Bx(t-b)$ where $a>0,b>0$ are constants and $A,B$ are $n\times n$ square matrices, in terms of a…
We introduce the notion of strong local minimizer for the problems of the calculus of variations on time scales. Simple examples show that on a time scale a weak minimum is not necessarily a strong minimum. A time scale form of the…
We study the moments finiteness problem for the class of Lipschitz maps $F: [a,b]\rightarrow\mathbb R^n$ with images in a compact Lipschitz triangulable curve $\Gamma$. We apply the obtained results to the center problem for ODEs describing…