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Analytic interpolation problems with rationality and derivative constraints occur in many applications in systems and control. In this paper we present a new method for the multivariable case, which generalizes our previous results on the…

Optimization and Control · Mathematics 2019-03-14 Yufang Cui , Anders Lindquist

We propose a method for designing policies for convex stochastic control problems characterized by random linear dynamics and convex stage cost. We consider policies that employ quadratic approximate value functions as a substitute for the…

Optimization and Control · Mathematics 2023-11-10 Alan Yang , Stephen Boyd

The auxiliary field method is a technique to obtain approximate closed formulae for the solutions of both nonrelativistic and semirelativistic eigenequations in quantum mechanics. For a many-body Hamiltonian describing identical particles,…

Quantum Physics · Physics 2012-01-17 C. Semay , F. Buisseret , B. Silvestre-Brac

By using the squared slack variables technique, we demonstrate that the solution set of a general polynomial complementarity problem is the image, under a specific projection, of the set of real zeroes of a system of polynomials. This paper…

Optimization and Control · Mathematics 2025-07-01 Vu Trung Hieu , Alfredo Noel Iusem , Paul Hugo Schmölling , Akiko Takeda

We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…

Probability · Mathematics 2020-07-22 Fred Espen Benth , Nils Detering , Paul Kruehner

In this work we propose and analyze an abstract parameter dependent model written as a mixed variational formulation based on Volterra integrals of second kind. For the analysis, we consider a suitable adaptation to the classic mixed theory…

Numerical Analysis · Mathematics 2020-11-24 Erwin Hernández , Felipe Lepe , Jesus Vellojin

Considered here is an efficient technique to compute approximate profiles of solitary wave solutions of fractional Korteweg-de Vries equations. The numerical method is based on a fixed-point iterative algorithm along with extrapolation…

Numerical Analysis · Mathematics 2017-04-28 A. Duran

The symbolic method is used to get explicit formulae for the products or powers of Bessel functions and for the relevant integrals.

Mathematical Physics · Physics 2019-06-12 G. Dattoli , E. Di Palma , E. Sabia , S. Licciardi

The discrete autonomous/non-autonomous Toda equations and the discrete Lotka-Volterra system are important integrable discrete systems in fields such as mathematical physics, mathematical biology and statistical physics. They also have…

Mathematical Physics · Physics 2016-03-08 Masato Shinjo , Yoshimasa Nakamura , Masashi Iwasaki , Koichi Kondo

Hyperbolic problems can at times be solved employing symbolic arguments. This is especially true for the construction of forward (and backward) fundamental solutions. We formulate a corresponding abstract scheme and illustrate its…

Analysis of PDEs · Mathematics 2023-12-18 Zhuoping Ruan , Ingo Witt

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…

Numerical Analysis · Mathematics 2011-08-30 Oksana Bihun , Austin Bren , Michael Dyrud , Kristin Heysse

The algebraic study of special integral operators led to the notions of Rota-Baxter operators and shuffle products which have found broad applications. This paper carries out an algebraic study of general integral operators and equations,…

Rings and Algebras · Mathematics 2023-12-12 Li Guo , Richard Gustavson , Yunnan Li

The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…

Probability · Mathematics 2007-05-23 Anna Karczewska

We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

Classical Analysis and ODEs · Mathematics 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…

Numerical Analysis · Mathematics 2019-08-02 Prosper Torsu

In this paper we consider a fully third order nonlinear boundary value problem which is of great interest of many researchers. First we establish the existence, uniqueness of solution. Next, we propose simple iterative methods on both…

Numerical Analysis · Mathematics 2020-04-24 Dang Quang A , Dang Quang Long

For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable distributional assumptions, the interpolated iterates track a Fillipov solution of the limiting differential inclusion. In addition, we…

Probability · Mathematics 2023-09-04 Vivek Borkar , Dhruv Shah

We provide of a method to integrate first order non-linear systems of differential equations with variable coefficients. It determines approximate solutions given initial or boundary conditions or even for Sturm-Liouville problems. This…

Classical Analysis and ODEs · Mathematics 2025-03-05 Manuel Gadella , Luis P. Lara

In this paper, indirect collocation approach based on compactly supported radial basis function is applied for solving Volterras population model. The method reduces the solution of this problem to the solution of a system of algebraic…

Numerical Analysis · Mathematics 2022-11-15 Kourosh Parand , Mohammad Hemami

In this paper, we present an efficient form of Volterra's equations of motion for both unconstrained and constrained multibody dynamical systems that include ignorable coordinates. The proposed method is applicable for systems with both…

Dynamical Systems · Mathematics 2022-11-01 Mohammad Hussein Yoosefian Nooshabadi , Hossein Nejat Pishkenari