Related papers: Full indefinite Stieltjes moment problem and Pad\'…
We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to polynomials, our formulas reproduce recent results of [Male,…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear…
This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…
A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition…
In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is the extension of the classical stochastic gradient method to infinite-dimensional shape manifolds. We prove convergence of the…
In this note we study the eigenvalue problem for a quadratic form associated with Strichartz estimates for the Schr\"{o}dinger equation, proving in particular a sharp Strichartz inequality for the case of odd initial data. We also describe…
This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…
A new method of verifying the subnormality of unbounded Hilbert space operators based on an approximation technique is proposed. Diverse sufficient conditions for subnormality of unbounded weighted shifts on directed trees are established.…
In this paper, we introduce and study a new extragradient iterative process for finding a common element of the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of a variational inequality for an…
We consider the problem of exact reconstruction of univariate functions with jump discontinuities at unknown positions from their moments. These functions are assumed to satisfy an a priori unknown linear homogeneous differential equation…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
The article introduces a new algorithm for solving a class ofequilibrium problems involving strongly pseudomonotone bifunctions with Lipschitz-type condition. We describe how to incorporate the proximal-like regularized technique with…
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…
For a continuous-time phase-type distribution, starting with its Laplace-Stieltjes transform, we obtain a necessary and sufficient condition for its minimal phase-type representation to have the same order as the algebraic degree of the…
In this article we establish exponential moment bounds, moment bounds in fractional order smoothness spaces, a uniform H\"older continuity in time, and strong convergence rates for a class of fully discrete exponential Euler-type numerical…
In this paper we discuss the stability of stochastic differential equations and the interplay between the moment stability of a SDE and the topology of the underlying manifold. Sufficient and necessary conditions are given for the moment…
Since the invention of the famous LLL algorithm, lattice reduction has been an extremely useful tool in computational number theory. By construction, the LLL algorithm deals with lattices living in a vector space endowed with a positive…
We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main…
Stieltjes' work on continued fractions and the orthogonal polynomials related to continued fraction expansions is summarized and an attempt is made to describe the influence of Stieltjes' ideas and work in research done after his death,…