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Lambert multipliers between L p spaces

M. R. Jabbarzadeh, S. Khalil Sarbaz (2010)

Czechoslovak Mathematical Journal

In this paper Lambert multipliers acting between L p spaces are characterized by using some properties of conditional expectation operator. Also, Fredholmness of corresponding bounded operators is investigated.

Lanczos-like algorithm for the time-ordered exponential: The * -inverse problem

Pierre-Louis Giscard, Stefano Pozza (2020)

Applications of Mathematics

The time-ordered exponential of a time-dependent matrix 𝖠 ( t ) is defined as the function of 𝖠 ( t ) that solves the first-order system of coupled linear differential equations with non-constant coefficients encoded in 𝖠 ( t ) . The authors have recently proposed the first Lanczos-like algorithm capable of evaluating this function. This algorithm relies on inverses of time-dependent functions with respect to a non-commutative convolution-like product, denoted by * . Yet, the existence of such inverses, crucial to...

Laplace transform identities for diffusions, with applications to rebates and barrier options

Hardy Hulley, Eckhard Platen (2008)

Banach Center Publications

We start with a general time-homogeneous scalar diffusion whose state space is an interval I ⊆ ℝ. If it is started at x ∈ I, then we consider the problem of imposing upper and/or lower boundary conditions at two points a,b ∈ I, where a < x < b. Using a simple integral identity, we derive general expressions for the Laplace transform of the transition density of the process, if killing or reflecting boundaries are specified. We also obtain a number of useful expressions for the Laplace transforms...

Large time regular solutions to the MHD equations in cylindrical domains

Wisam Alame, Wojciech M. Zajączkowski (2011)

Applicationes Mathematicae

We prove the large time existence of solutions to the magnetohydrodynamics equations with slip boundary conditions in a cylindrical domain. Assuming smallness of the L₂-norms of the derivatives of the initial velocity and of the magnetic field with respect to the variable along the axis of the cylinder, we are able to obtain an estimate for the velocity and the magnetic field in W 2 , 1 without restriction on their magnitude. Then the existence follows from the Leray-Schauder fixed point theorem.

Layer potentials C*-algebras of domains with conical points

Catarina Carvalho, Yu Qiao (2013)

Open Mathematics

To a domain with conical points Ω, we associate a natural C*-algebra that is motivated by the study of boundary value problems on Ω, especially using the method of layer potentials. In two dimensions, we allow Ω to be a domain with ramified cracks. We construct an explicit groupoid associated to ∂Ω and use the theory of pseudodifferential operators on groupoids and its representations to obtain our layer potentials C*-algebra. We study its structure, compute the associated K-groups, and prove Fredholm...

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