Related papers: The Nevanlinna-type formula for the truncated matr…
New type III and type N approximate solutions which are regular in the linear approximation are shown to exist. For that, we use complex transformations on self-dual Robinson-Trautman metrics rather then the classical approach. The…
First, an abstract scheme of constructing biorthogonal rational systems related to some interpolation problems is proposed. We also present a modification of the famous step-by-step process of solving the Nevanlinna-Pick problems for…
Numerical analytic continuation arises frequently in lattice field theory, particularly in spectroscopy problems. This work shows the equivalence of common spectroscopic problems to certain classes of moment problems that have been studied…
Using standard tools of harmonic analysis, we state and solve the problem of moments for non-negative measures supported on the unit ball of a Sobolev space of multivariate periodic trigonometric functions. We describe outer and inner…
Nielsen transformations form the basis of a simple and widely used procedure for solving word equations. We make progress on the problem of determining when this procedure terminates in the presence of length constraints. To do this, we…
In this paper we study a generalized class of Maxwell-Boltzmann equations which in addition to the usual collision term contains a linear deformation term described by a matrix A. This class of equations arises, for instance, from the…
We study continuous quadratic submodular minimization with bounds and propose a polynomially sized semidefinite relaxation, which is provably tight for dimension $n \le 3$ and empirically tight for larger $n$. We apply the relaxation to two…
We show that formulating the quantum time of arrival problem in a segment of the real line suggests rephrasing the quantum time of arrival problem to finding states that evolve to unitarily collapse at a given point at a definite time. For…
For a degree 2n finite sequence of real numbers $\beta \equiv \beta^{(2n)}= \{ \beta_{00},\beta_{10}, \beta_{01},\cdots, \beta_{2n,0}, \beta_{2n-1,1},\cdots, \beta_{1,2n-1},\beta_{0,2n} \}$ to have a representing measure $\mu $, it is…
We propose a method to compute an approximation of the moments of a discrete-time stochastic polynomial system. We use the Carleman linearization technique to transform this finite-dimensional polynomial system into an infinite-dimensional…
A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element method in the spatial direction, the fractional Crank-Nicolson…
The thin obstacle problem or $n$-dimensional Signorini problem is a classical variational problem arising in several applications, starting with its first introduction in elasticity theory. The vast literature concerns mostly quadratic…
This paper transfers the concept of moment matching to nonlinear structural systems and further provides a simulation-free reduction scheme for such nonlinear second-order models. After first presenting the steady-state interpretation of…
For some models of interacting fermions the known solution to the notorious sign-problem in Monte Carlo (MC) simulations is to work with macroscopic fermionic determinants; the price, however, is a macroscopic scaling of the numerical…
We numerically solve the Boltzmann equation for trapped fermions in the normal phase using the test-particle method. After discussing a couple of tests in order to estimate the reliability of the method, we apply it to the description of…
We study a discretization technique for the parabolic fractional obstacle problem in bounded domains. The fractional Laplacian is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation posed on a semi-infinite…
The time-marching strategy, which propagates the solution from one time step to the next, is a natural strategy for solving time-dependent differential equations on classical computers, as well as for solving the Hamiltonian simulation…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
In this paper, we propose a method to simulate the microflows with Shakhov model using the NRxx method developed in [4, 5, 6]. The equation under consideration is the Boltzmann equation with force terms and the Shakhov model is adopted to…
Deriving the time evolution of a distribution of probability (or a probability density matrix) is a problem encountered frequently in a variety of situations: for physical time, it could be a kinetic reaction study, while identifying time…