Related papers: Full indefinite Stieltjes moment problem and Pad\'…
It is known in the case of the Stieltjes transform that evaluating the integral by expanding the kernel of transformation followed by term by term integration leads to an infinite series of divergent integrals. Moreover, it is known that…
The continuous evolution of a wide variety of systems, including continuous-time Markov chains and linear hybrid automata, can be described in terms of linear differential equations. In this paper we study the decision problem of whether…
Moment estimation for stochastic differential equations (SDEs) is fundamental to the formal reasoning and verification of stochastic dynamical systems, yet remains challenging and is rarely available in closed form. In this paper, we study…
The moment problem is an important problem in Functional Analysis and in Probability measure. It goes back to Stieltjes, around 1890. There is still an important ongoing interest in the recent literature. But, up today, the main theoretical…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
The nonlinear eigen-problem $ Ax+F(x)=\lambda x$ is studied where $A$ is an $n\times n$ irreducible Stieltjes matrix. Under certain conditions, this problem has a unique positive solution. We show that, starting from a multiple of the…
A new energy-based stochastic extension of the Schrodinger equation for which the wave function collapses after the passage of a finite amount of time is proposed. An exact closed-form solution to the dynamical equation, valid for all…
We introduce and study the approximation properties of $g$-polynomials, defined as linear combinations of iterated Stieltjes integrals of a constant function. Focusing on the case where the derivator $g$ has finitely many discontinuities,…
We consider finite element approximations of unique continuation problems subject to elliptic equations in the case where the normal derivative of the exact solution is known to reside in some finite dimensional space. To give quantitative…
The approximative theorems of incomplete Riemann-Stieltjes sums of Ito stochastic integral, mean square integral and Stratonovich stochastic integral with respect to Brownian motion are investigated. Some sufficient conditions of incomplete…
An indefinite stochastic Riccati Equation is a matrix-valued, highly nonlinear backward stochastic differential equation together with an algebraic, matrix positive definiteness constraint. We introduce a new approach to solve a class of…
This paper introduces a new sweeping preconditioner for the iterative solution of the variable coefficient Helmholtz equation in two and three dimensions. The algorithms follow the general structure of constructing an approximate $LDL^t$…
We use lower and upper solutions to investigate the existence of the greatest and the least solutions for quasimonotone systems of measure differential equations. The established results are then used to study the solvability of Stieltjes…
We have recently presented a method to solve an overdetermined linear system of equations with multiple right hand side vectors, where the unknown matrix is to be symmetric and positive definite. The coefficient and the right hand side…
The rates of strong convergence for various approximation schemes are investigated for a class of stochastic differential equations (SDEs) which involve a random time change given by an inverse subordinator. SDEs to be considered are unique…
In the present paper we prove a Stieltjes type theorem on the convergence of a sequence of rational functions associated with a mixed type Hermite-Pad\'e approximation problem of a Nikishin system of functions and analyze the ratio…
The inspiral of two compact objects in gravitational wave astronomy is described by a post-Newtonian expansion in powers of $(v/c)$. In most cases, it is believed that the post-Newtonian expansion is asymptotically divergent. A standard…
The Hausdorff dimension of an exceptional set of periods for which convergence of a formal solution to an inhomogeneous wave equation in n spatial and one temporal dimension is problematic, is determined along with conditions which the…
We study the stability issue for the inverse problem of determining a coefficient appearing in a Schr\"odinger equation defined on an infinite cylindrical waveguide. More precisely, we prove the stable recovery of some general class of…
The problem of increasing the accuracy of an approximate solution is considered for boundary value problems for parabolic equations. For ordinary differential equations (ODEs), nonstandard finite difference schemes are in common use for…