Related papers: A pair of optimal inequalities related to the erro…

Simple bounds are obtained for the integral $\int_0^x\mathrm{e}^{-\gamma t}t^\nu I_\nu(t)\,\mathrm{d}t$, $x>0$, $\nu>-1/2$, $0\leq\gamma<1$, together with a natural generalisation of this integral. In particular, we obtain an upper bound…

In this paper we study optimal stopping problems with respect to distorted expectations of the form \begin{eqnarray*} \mathcal{E}(X)=\int_{-\infty}^{\infty} x\,dG(F_X(x)), \end{eqnarray*} where $F_X$ is the distribution function of $X$ and…

The paper is devoted to the construction of an optimal interpolation formula in $K_2(P_2)$ Hilbert space. Here the interpolation formula consists of a linear combination $\sum_{\beta=0}^NC_{\beta}(z)\varphi(x_\beta)$ of given values of a…

Let $V$ be a hyperelliptic curve of genus 2 defined by $Y^2=f(X)$, where $f(X)$ is a polynomial of degree 5. The sigma function associated with $V$ is a holomorphic function on $\mathbb{C}^2$. For a point $P$ on $V$, we consider the problem…

We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…

We establish optimal error bounds on an exponential wave integrator (EWI) for the space fractional nonlinear Schr\"{o}dinger equation (SFNLSE) with low regularity potential and/or nonlinearity. For the semi-discretization in time, under the…

We improve the upper bounds of the following inequalities proved in [H. Alzer and N. Batir, Monotonicity properties of the gamma function, Appl. Math. Letters, 20(2007), 778-781]. \begin{equation*}…

Given an increasing function $H:[0,1)\to [0,\infty)$ and $$ A_n(H):=\inf_{\tau\in \mathcal{T}_n}(\sum_{i=1}^n \int_{t_{i-1}}^{t_i} (t_i-t)H^2(t)dt)^{{1/2}}, $$ where $\mathcal{T}_n:=\{\tau=(t_i)_{i=0}^n: 0=t_0<t_1<...<t_n=1\}$, we…

We consider a Markov chain approximation scheme for utility maximization problems in continuous time, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite approximation of the…

A Lagrange-dual (Gallager-style) lower bound is derived for the error exponent function of the typical random code (TRC) pertaining to the i.i.d. random coding ensemble and mismatched stochastic likelihood decoding. While the original…

In the present article we study strong approximation of solutions of scalar stochastic differential equations (SDEs) with bounded and $\alpha$-H\"older continuous drift coefficient and constant diffusion coefficient at time point $1$.…

We consider divergence form elliptic operators L = - div A(x)\nabla, defined in the half space R^{n+1}_+, n \geq 2, where the coefficient matrix A(x) is bounded, measurable, uniformly elliptic, t-independent, and not necessarily symmetric.…

First, let $u_{g}$ be the unique solution of an elliptic variational inequality with source term $g$. We establish, in the general case, the error estimate between $u_{3}(\mu)=\mu u_{g_{1}}+ (1-\mu)u_{g_{2}}$ %(the convex combination of two…

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…

In a four dimensional theory of gravity with lagrangian quadratic in curvature and torsion, we compute the effective action for metrics of the form $g_{\mu\nu}=\rho^2\delta_{\mu\nu}$, with $\rho$ constant. Using standard field-theoretic…

We derive the bias function that minimizes the statistical error of free energy differences calculated in work-biased fast-switching simulations. The optimum bias function is compared to other bias functions using a particle pulled through…

Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for…

This paper is concerned mainly with the deceptively simple integral equation \[ u(x) - \frac{1}{\pi}\int_{-1}^{1} \frac{\alpha\, u(y)}{\alpha^2+(x-y)^2} \, \rd y = 1, \quad -1 \leq x \leq 1, \] where $\alpha$ is a real non-zero parameter…

We solve Talagrand's entropy problem: the L_2-covering numbers of every uniformly bounded class of functions are exponential in its shattering dimension. This extends Dudley's theorem on classes of {0,1}-valued functions, for which the…

The distance between the true and numerical solutions in some metric is considered as the discretization error magnitude. If error magnitude ranging is known, the triangle inequality enables the estimation of the vicinity of the approximate…