Mathematics Scholarly Works: Recent submissions
Now showing items 61-80 of 283
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Stochastic Differential Equations with Random Coefficients
(Bernoulli Society for Mathematical Statistics and Probability, 1997-06-01)No abstract is available for this item. -
An Example of a Non-Markovian Stochastic Two-Point Boundary Value Problem
(Bernoulli Society for Mathematical Statistics and Probability, 1997-12-01) -
Large Deviations for Stochastic Volterra Equations
(Bernoulli Society for Mathematical Statistics and Probability, 2000-04-01)No abstract is available for this item. -
Backward Stochastic Differential Equations and Feynman-Kac Formula for Lévy Processes, with Applications in Finance
(Bernoulli Society for Mathematical Statistics and Probability, 2001-10-01)See article for abstract. -
Power variation of some integral fractional processes
(Bernoulli Society for Mathematical Statistics and Probability, 2006-08-01)We consider the asymptotic behaviour of the realized power variation of processes of the form ∫^(t)(0)u(s)dB^(H)(s), where B^H is a fractional Brownian motion with Hurst parameter H∈(0,1), and u is a process with finite ... -
Hitting Times for Gaussian Processes
(Institute of Mathematical Statistics, 2008-01-01)See article for abstract. -
Nucleation and propagation of phase mixtures in a bistable chain
(American Physical Society, 2009-04-29)We consider a prototypical discrete model of phase transitions. The model consists of a chain of particles, each interacting with its nearest and next-to-nearest neighbors. The long-range interaction between next-to-nearest ... -
Spectral Stability for Subsonic Traveling Pulses of the Boussinesq “abc" System
(Society for Industrial and Applied Mathematics, 2013-09-01)See article for abstract. -
The Relation Between the QR and LR Algorithms
(Society for Industrial and Applied Mathematics, 1998-06-05)For an Hermitian matrix the QR transform is diagonally similar to two steps of the LR transforms. Even for non-Hermitian matrices the QR transform may be written in rational form. -
Choosing Poles So That the Single-Input Pole Placement Problem Is Well Conditioned
(Society for Industrial and Applied Mathematics, 1998-05-01)We discuss the single-input pole placement problem (SIPP) and analyze how the conditioning of the problem can be estimated and improved if the poles are allowed to vary in specific regions in the complex plane. Under certain ... -
A Numerical Method for Computing an SVD-like Decomposition
(Society for Industrial and Applied Mathematics, 2005-09-05)We present a numerical method for computing the SVD-like decomposition B = QDS-1 , where Q is orthogonal, S is symplectic, and D is a permuted diagonal matrix. The method can be applied directly to compute the canonical ... -
Explicit Solutions for a Riccati Equation from Transport Theory
(Society for Industrial and Applied Mathematics, 2008-10-16)We derive formulas for the minimal positive solution of a particular nonsymmetric Riccati equation arising in transport theory. The formulas are based on the eigenvalues of an associated matrix. We use the formulas to ... -
A new scaling for Newton's iteration for the polar decomposition and its backward stability
(Society for Industrial and Applied Mathematics, 2008-04-27)We propose a scaling scheme for Newton's iteration for calculating the polar decomposition. The scaling factors are generated by a simple scalar iteration in which the initial value depends only on estimates of the extreme ... -
A Shadowing Lemma Approach to Global Error Analysis for Initial Value ODEs
(Society for Industrial and Applied Mathematics, 1994-04-05)The authors show that for dynamical systems that possess a type of piecewise hyperbolicity in which there is no decrease in the number of stable modes, the global error in a numerical approximation may be obtained as a ... -
Unitary Integrators and Applications to Continuous Orthonormalization Techniques
(Society for Industrial and Applied Mathematics, 1994-09-05)In this paper the issue of integrating matrix differential systems whose solutions are unitary matrices is addressed. Such systems have skew-Hermitian coefficient matrices in the linear case and a related structure in the ... -
Numerical Shadowing Near Hyperbolic Trajectories
(Society for Industrial and Applied Mathematics, 1995-04-05)Shadowing is a means of characterizing global errors in the numerical solution of initial value ordinary differential equations by allowing for a small perturbation in the initial condition. The method presented in this ... -
On the Compuation of Lyapunov Exponents for Continuous Dynamical Systems
(Society for Industrial and Applied Mathematics, 1997-02-05)In this paper, we consider discrete and continuous QR algorithms for computing all of the Lyapunov exponents of a regular dynamical system. We begin by reviewing theoretical results for regular systems and present general ... -
Diffusion Induced Chaos in a Closed Loop Thermosyphon
(Society for Industrial and Applied Mathematics, 1998-08-05)The dynamics of a closed loop thermosyphon are considered. The model assumes a prescribed heat flux along the loop wall and the contribution of axial diffusion. The well-posedness of the model which consists of a coupled ... -
Traveling Wave Solutions for Systems of ODEs on a Two-Dimensional Spatial Lattice
(Society for Industrial and Applied Mathematics, 1999-03-05)We consider infinite systems of ODEs on the two-dimensional integer lattice, given by a bistable scalar ODE at each point, with a nearest neighbor coupling between lattice points. For a class of ideal nonlinearities, we ... -
Numerical Shadowing Using Componentwise Bounds and a Sharper Fixed Point Result
(Society for Industrial and Applied Mathematics, 2001-03-05)Shadowing provides a means of obtaining global error bounds for approximate solutions of nonlinear differential equations with interesting dynamics, in particular, for initial value problems with positive Lyapunov exponents. ...