Related papers: Exterior products of operators and superoptimal an…
Ext-int.\ one affine functions are functions affine in the direction of one-divisible exterior forms, with respect to exterior product in one variable and with respect to interior product in the other. The purpose of this article is to…
In contrast to the many continuous global optimization methods that assume the objective function and constraints are factorable, we study how to find globally maximal solutions to problems that are not factorable, focusing on a particular…
We propose a method for solving constrained fixed point problems involving compositions of Lipschitz pseudo contractive and firmly nonexpansive operators in Hilbert spaces. Each iteration of the method uses separate evaluations of these…
In this note, we prove lower and upper bounds for Dirac operators of submanifolds in certain ambient manifolds in terms of conformal and extrinsic quantities.
A construction of integration, function calculus, and exterior calculus is made, allowing for integration of unital magma valued functions against (compactified) unital magma valued measures over arbitrary topological spaces. The Riemann…
We construct a real-analytic circle map for which the corresponding Perron-Frobenius operator has a real-analytic eigenfunction with an eigenvalue outside the essential spectral radius when acting upon $C^1$-functions.
We calculate the exceptional points of the eigenvalues of several parameter-dependent Hamiltonian operators of mathematical and physical interest. We show that the calculation is greatly facilitated by the application of the discriminant to…
We present new algorithms that efficiently approximate the hypergeometric function of a matrix argument through its expansion as a series of Jack functions. Our algorithms exploit the combinatorial properties of the Jack function, and have…
This paper considers the valuation of exotic path-dependent options in L\'evy models, in particular options on the supremum and the infimum of the asset price process. Using the Wiener--Hopf factorization, we derive expressions for the…
This paper proposes a new factor rotation for the context of functional principal components analysis. This rotation seeks to re-represent a functional subspace in terms of directions of decreasing smoothness as represented by a generalized…
For an $n\times n$ bounded matrix function $\Phi$ we study unitary interpolants $U$, i.e., unitary-valued functions $U$ such that $\hat U(j)=\hat\Phi(j)$, $j<0$. We are looking for unitary interpolants $U$ for which the Toeplitz operator…
The present paper uses spectral theory of linear operators to construct approximately minimal realizations of weighted languages. Our new contributions are: (i) a new algorithm for the SVD decomposition of infinite Hankel matrices based on…
We give direct and inverse theorems for the weighted approximation of functions with endpoint singularities by combinations of Bernstein operators.
Estimates of the approximate factor model are increasingly used in empirical work. Their theoretical properties, studied some twenty years ago, also laid the ground work for analysis on large dimensional panel data models with cross-section…
A new scaling and recovering algorithm is proposed for simultaneously computing the matrix $\varphi$-functions that arise in exponential integrator methods for the numerical solution of certain first-order systems of ordinary differential…
In this paper, we develop efficient and accurate algorithms for evaluating $\varphi(A)$ and $\varphi(A)b$, where $A$ is an $N\times N$ matrix, $b$ is an $N$ dimensional vector and $\varphi$ is the function defined by…
For a rational matrix function $\Phi$ with poles outside the unit circle, we estimate the degree of the unique superoptimal approximation $\A\Phi$ by matrix functions analytic in the unit disk. We obtain sharp estimates in the case of…
The optimal one-sided parametric polynomial approximants of a circular arc are considered. More precisely, the approximant must be entirely in or out of the underlying circle of an arc. The natural restriction to an arc's approximants…
The approximate representation of operators by finite matrices is analysed in terms of accuracy and convergence. The identity operator, for example, can be reconstructed using a basis of harmonic oscillator states leading to a narrow peak…
We consider the finite element approximation of fractional powers of regularly accretive operators via the Dunford-Taylor integral approach. We use a sinc quadrature scheme to approximate the Balakrishnan representation of the negative…