A note on the inversion of Sylvester matrices in control systems.
A note on the IPF algorithm when the marginal problem is unsolvable
In this paper we analyze the asymptotic behavior of the IPF algorithm for the problem of finding a 2x2x2 contingency table whose pair marginals are all equal to a specified 2x2 table, depending on a parameter. When this parameter lies below a certain threshold the marginal problem has no solution. We show that in this case the IPF has a “period three limit cycle” attracting all positive initial tables, and a bifurcation occur when the parameter crosses the threshold.
A note on the likelihood and moments of the skew-normal distribution.
In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood...
A Note on the Numerical Solution of a Fourth-Order Parabolic Partial Differential Equation
A note on the numerical solution of complex Hamiltonian and skew-Hamiltonian eigenvalue problems.
A note on the perturbed trapezoid inequality.
A note on the rate of convergence for Chebyshev-Lobatto and Radau systems
This paper is devoted to Hermite interpolation with Chebyshev-Lobatto and Chebyshev-Radau nodal points. The aim of this piece of work is to establish the rate of convergence for some types of smooth functions. Although the rate of convergence is similar to that of Lagrange interpolation, taking into account the asymptotic constants that we obtain, the use of this method is justified and it is very suitable when we dispose of the appropriate information.
A note on the Runge-Kutta method for stochastic differential equations
In the paper the convergence of a mixed Runge--Kutta method of the first and second orders to a strong solution of the Ito stochastic differential equation is studied under a monotonicity condition.
A note on the solution of integer linear programming problems using duality properties
A Note on the SSOR and USSOR Iterative Methods Applied to p-Cyclic Matrices.
A note on the stability of -methods for Volterra integral equations of the second kind
A Note on the Theory of Limit Processes for Solving Finite Equations.
A note on the unique solvability of a class of nonlinear equations.
A note on the usage of nondifferentiable exact penalties in some special optimization problems
A note on two dimensional Bratu problem
A note on variational discretization of elliptic Neumann boundary control
A note to Friedrichs' inequality
A novel approach to modelling of flow in fractured porous medium
There are many problems of groundwater flow in a disrupted rock massifs that should be modelled using numerical models. It can be done via “standard approaches” such as increase of the permeability of the porous medium to account the fracture system (or double-porosity models), or discrete stochastic fracture network models. Both of these approaches appear to have their constraints and limitations, which make them unsuitable for the large- scale long-time hydrogeological calculations. In the article,...
A novel interpretation of least squares solution.
A novel interval arithmetic approach for solving differential-algebraic equations with VALENCIA-IVP
The theoretical background and the implementation of a new interval arithmetic approach for solving sets of differentialalgebraic equations (DAEs) are presented. The proposed approach computes guaranteed enclosures of all reachable states of dynamical systems described by sets of DAEs with uncertainties in both initial conditions and system parameters. The algorithm is based on VALENCIA-IVP, which has been developed recently for the computation of verified enclosures of the solution sets of initial...