Search results for "Numerical Analysis"

showing 10 items of 883 documents

On the optimal approximation rate of certain stochastic integrals

2010

AbstractGiven an increasing function H:[0,1)→[0,∞) and An(H)≔infτ∈Tn(∑i=1n∫ti−1ti(ti−t)H(t)2dt)12, where Tn≔{τ=(ti)i=0n:0=t0<t1<⋯<tn=1}, we characterize the property An(H)≤cn, and give conditions for An(H)≤cnβ and An(H)≥1cnβ for β∈(0,1), both in terms of integrability properties of H. These results are applied to the approximation of stochastic integrals.

Discrete mathematicsMathematics(all)Numerical AnalysisRegular sequencesGeneral MathematicsApplied MathematicsStochastic integralsNon linear approximationFunction (mathematics)CombinatoricsNon-linear approximationFunction compositionAnalysisMathematicsJournal of Approximation Theory
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P-matrix completions under weak symmetry assumptions

2000

An n-by-n matrix is called a Π-matrix if it is one of (weakly) sign-symmetric, positive, nonnegative P-matrix, (weakly) sign-symmetric, positive, nonnegative P0,1-matrix, or Fischer, or Koteljanskii matrix. In this paper, we are interested in Π-matrix completion problems, that is, when a partial Π-matrix has a Π-matrix completion. Here, we prove that a combinatorially symmetric partial positive P-matrix has a positive P-matrix completion if the graph of its specified entries is an n-cycle. In general, a combinatorially symmetric partial Π-matrix has a Π-matrix completion if the graph of its specified entries is a 1-chordal graph. This condition is also necessary for (weakly) sign-symmetric …

Discrete mathematicsMatrix completionNumerical AnalysisAlgebra and Number TheorySymmetric graphCombinatorial symmetry010102 general mathematicsComparability graphIncidence matrix010103 numerical & computational mathematics01 natural sciencesGraphCombinatoricsVertex-transitive graphP-matrixGraph powerDiscrete Mathematics and CombinatoricsRegular graphAdjacency matrixGeometry and Topology0101 mathematicsComplement graphMathematicsLinear Algebra and its Applications
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Certain subclasses of multivalent analytic functions defined by multiplier transforms

2010

By making use of the principle of subordination between analytic functions and a family of multiplier transforms, we introduce and investigate some new subclasses of multivalent analytic functions. Such results as inclusion relationships, subordination and superordination properties, integral-preserving properties, argument estimates and convolution properties are proved.

Discrete mathematicsMultiplier (Fourier analysis)Computational MathematicsPure mathematicsApplied MathematicsNumerical analysisAnalytic functionMathematicsApplied Mathematics and Computation
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On the Russo-Dye Theorem for positive linear maps

2019

Abstract We revisit a classical result, the Russo-Dye Theorem, stating that every positive linear map attains its norm at the identity.

Discrete mathematicsNumerical AnalysisAlgebra and Number Theory010102 general mathematics010103 numerical & computational mathematics01 natural sciencesFunctional Analysis (math.FA)Linear mapMathematics - Functional Analysis47A30 15A60Norm (mathematics)FOS: MathematicsDiscrete Mathematics and CombinatoricsGeometry and Topology0101 mathematicsMathematics
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Some properties of [tr(Q2p)]12p with application to linear minimax estimation

1990

Abstract A nondifferentiable minimization problem is considered which occurs in linear minimax estimation. This problem is solved by replacing the nondifferentiable maximal eigenvalue of a real nonnegative definite matrix Q with [tr( Q 2 p )] 1/2 p . It is shown that any descent algorithm with inexact step-length rule can be used to obtain linear minimax estimators for the parameter vector of a parameter-restricted linear model.

Discrete mathematicsNumerical AnalysisAlgebra and Number TheoryMinimization problemLinear modelMathematics::Optimization and ControlMinimaxMinimax approximation algorithmMatrix (mathematics)Discrete Mathematics and CombinatoricsGeometry and TopologyMinimax estimatorDescent algorithmEigenvalues and eigenvectorsMathematicsLinear Algebra and its Applications
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The structure of the state representation of shift invariant controllable and observable group codes

2000

AbstractIn this paper an investigation on the structure of the canonical trellis section of shift invariant, l-controllable and m-observable group codes is carried out. Necessary and sufficient conditions for a set of group homomorphisms in order that they represent the trellis section of this class of codes are established.

Discrete mathematicsNumerical AnalysisAlgebra and Number TheoryObservableCanonical representationsBehavioral analysisGroup codeGroup codesDiscrete Mathematics and CombinatoricsHomomorphismCanonical formGeometry and TopologyInvariant (mathematics)Behavioral approachState representationComputer Science::Information TheoryMathematics
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The Rotation χ-Lattice of Ternary Trees

2001

This paper generalizes to k-ary trees the well-known rotation transformation on binary trees. For brevity, only the ternary case is developped. The rotation on ternary trees is characterized using some codings of trees. Although the corresponding poset is not a lattice, we show that it is a χ-lattice in the sense of Leutola–Nieminen. Efficient algorithms are exhibited to compute meets and joins choosen in a particular way.

Discrete mathematicsNumerical AnalysisBinary treeTernary treeWeight-balanced treeComputer Science ApplicationsTheoretical Computer ScienceCombinatoricsComputational MathematicsComputational Theory and MathematicsTernary search treeTernary operationTamari latticePartially ordered setRotation (mathematics)SoftwareMathematicsComputing
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Interpolation and approximation in L2(γ)

2007

Assume a standard Brownian motion W=(W"t)"t"@?"["0","1"], a Borel function f:R->R such that f(W"1)@?L"2, and the standard Gaussian measure @c on the real line. We characterize that f belongs to the Besov space B"2","q^@q(@c)@?(L"2(@c),D"1","2(@c))"@q","q, obtained via the real interpolation method, by the behavior of a"X(f(X"1);@t)@[email protected]?f(W"1)-P"X^@tf(W"1)@?"L"""2, where @t=(t"i)"i"="0^n is a deterministic time net and P"X^@t:L"2->L"2 the orthogonal projection onto a subspace of 'discrete' stochastic integrals x"[email protected]?"i"="1^nv"i"-"1(X"t"""i-X"t"""i"""-"""1) with X being the Brownian motion or the geometric Brownian motion. By using Hermite polynomial expansions the…

Discrete mathematicsNumerical AnalysisHermite polynomialsGeneric propertyApplied MathematicsGeneral MathematicsLinear equation over a ringGaussian measuresymbols.namesakeWiener processsymbolsBesov spaceMartingale (probability theory)Real lineAnalysisMathematicsJournal of Approximation Theory
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Error analysis for a special X-spline

1979

Clenshaw and Negus [1] defined the cubic X-spline, and they applied it to an interpolation problem. In the present paper, for the same interpolation problem, an interpolating splinew is considered by combining two specialX-splines. The construction ofw is such that the computational labour for its determination, in the case of piecewise equally spaced knots, is less than that of the conventional cubic splines c . A complete error analysis ofw is done. One of the main results is that, in the case of piecewise equally spaced knots,w ands c have essentially the same error estimates.

Discrete mathematicsNumerical AnalysisMathematics::Numerical AnalysisComputer Science ApplicationsTheoretical Computer ScienceComputational MathematicsSpline (mathematics)Computational Theory and MathematicsError analysisPiecewiseApplied mathematicsMathematical Physics and MathematicsComputer communication networksSoftwareMathematicsInterpolationComputing
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On the Bishop–Phelps–Bollobás theorem for multilinear mappings

2017

Abstract We study the Bishop–Phelps–Bollobas property and the Bishop–Phelps–Bollobas property for numerical radius. Our main aim is to extend some known results about norm or numerical radius attaining operators to multilinear and polynomial cases. We characterize the pair ( l 1 ( X ) , Y ) to have the BPBp for bilinear forms and prove that on L 1 ( μ ) the numerical radius and the norm of a multilinear mapping are the same. We also show that L 1 ( μ ) fails the BPBp-nu for multilinear mappings although L 1 ( μ ) satisfies it in the operator case for every measure μ.

Discrete mathematicsNumerical AnalysisMultilinear mapAlgebra and Number Theory010102 general mathematicsBilinear form01 natural sciences010101 applied mathematicsOperator (computer programming)Discrete Mathematics and CombinatoricsGeometry and Topology0101 mathematicsBishop–Phelps theoremMathematicsLinear Algebra and its Applications
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