A note on the effect of numerical quadrature in finite element eigenvalue approximation.
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.
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...
The complex (bio)chemical reaction systems, frequently possess fast/slow phenomena, represent both difficulties and challenges for numerical simulation. We develop and test an enhancement of the classical QSSA (quasi-steady-state approximation) model reduction method applied to a system of chemical reactions. The novel model reduction method, the so-called delayed quasi-steady-state approximation method, proposed by Vejchodský (2014) and further developed by Papáček (2021) and Matonoha (2022), is...
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.
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.