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A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
We study the spectral properties of a Schr\"odinger operator, in presence of a confining potential given by the distance squared from a fixed compact potential well. We prove continuity estimates on both the eigenvalues and the eigenstates,…
This paper is concerned with a stochastic linear quadratic (LQ, for short) control problem with a recursive cost functional. It involves BSDEs in $L^1$ whose well-posedness is a subtle issue. A suitable framework has been adopted so that…
In this paper, we prove that a kind of second order stochastic differential operator can be represented by the limit of solutions of BSDEs with uniformly continuous coefficients. This result is a generalization of the representation for the…
We investigate the construction and usage of mimetic operators in curvilinear staggered grids. Specifically, we extend the Corbino-Castillo operators so they can be utilized to solve problems in non-trivial geometries. We prove that the…
The time fractional ODEs are equivalent to convolutional Volterra integral equations with completely monotone kernels. We therefore introduce the concept of complete monotonicity-preserving ($\mathcal{CM}$-preserving) numerical methods for…
In the present paper, we consider a class of quadratic stochastic operators (q.s.o.) called $ b- $bistochastic q.s.o. We include several properties of $ b- $bistochastic q.s.o. and their dynamical behavior. One of the main findings in this…
We analyze the spectrum and normal mode representation of general quadratic bosonic forms $H$ not necessarily hermitian. It is shown that in the one-dimensional case such forms exhibit either an harmonic regime where both $H$ and…
In this paper, we study scalar the forth order linear differential operators over an oriented 2-dimensional manifold. We investigate differential invariants of these operators and show their application to the equivalence problem.
In this paper we consider a population consisting of two species, dynamics of which is defined by a quadratic stochastic operator with variable coefficients, making it discontinuous operator at two points. This operator depends on three…
We provide theory, algorithms, and simulations of non-equilibrium quantum systems using a one-dimensional (1D) completely-positive (CP), matrix-product (MP) density-operator ($\rho$) representation. By generalizing the matrix product…
Several kinds of q-orthogonal polynomials with |q|=1 are constructed as the main parts of the eigenfunctions of new solvable discrete quantum mechanical systems. Their orthogonality weight functions consist of quantum dilogarithm functions,…
In this paper, we introduce the notion of a characteristic operator for closable linear operators and explore their connected spectral properties via equivalence. Additionally, we develop an explicit scheme for constructing characteristic…
Preliminary results of our investigations on solving indefinite qua\-dra\-tic programs by dynamical systems are given. First, dynamical systems corresponding to two fundamental DC programming algorithms to deal with indefinite quadratic…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…
The q-difference analog of the classical ladder operators is derived for those orthogonal polynomials arising from a class of indeterminate moments problem.
We study non-selfadjoint operator algebras that can be entirely understood via their finite-dimensional representations. In contrast with the elementary matricial description of finite-dimensional $\mathrm{C}^*$-algebras, in the…
In this paper we find explicit conditions on the periodic PT-symmetric complex-valued potential q for which the number of gaps in the real part of the spectrum of the one-dimensional Schrodinger operator L(q) is finite.
We introduce and systematically develop the theory of \emph{quantum doubly stochastic operators}, i.e. positive, trace-preserving maps on non-commutative $L_p$-spaces associated to semifinite von Neumann algebras. After establishing basic…
This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…