Results 91 to 100 of about 97,059 (278)
Static Output Feedback Stabilization using Invariant Subspaces and Sylvester Equations
Trends in Computational and Applied Mathematics, 2009 This paper presents systematic computational algorithms for obtaining the output feedback gain matrix in linear systems stabilization problems. Based on the concept of (C,A,B)-invariant subspaces, introduced previously by the first author, that has ...
E.R.L Villareal +2 more
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The Huang–Yang Formula for the Low‐Density Fermi Gas: Upper Bound
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT We study the ground state energy of a gas of spin 1/2$1/2$ fermions with repulsive short‐range interactions. We derive an upper bound that agrees, at low density ϱ$\varrho$, with the Huang–Yang conjecture. The latter captures the first three terms in an asymptotic low‐density expansion, and in particular the Huang–Yang correction term of order
Emanuela L. Giacomelli +3 more
wiley +1 more source
Nonsolvable Subalgebras of gl(4,R)
Journal of Mathematics, 2016 All the simple and then semisimple subalgebras of gl(4,R) are found. Each such semisimple subalgebra acts by commutator on gl(4,R). In each case the invariant subspaces are found and the results are used to determine all possible subalgebras of gl(4,R ...
Ryad Ghanam, Gerard Thompson
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Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
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Fixed Point Theory and Applications, 2007 Some properties of the linear continuous operator and separation of convex subsets are investigated in this paper and a dual space for a subspace of a reflexive Banach space with a strictly convex norm is constructed.
Soltanov Kamal N
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Invariant Subspaces for Derivations [PDF]
Proceedings of the American Mathematical Society, 1988 In this article it is proved that most of the known sufficient conditions for a subspace from Lat A \mathcal {A} to be hyperinvariant are in fact also sufficient for this subspace to be invariant for all operators from Ad A \mathcal {A} .
openaire +1 more source
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT The leading‐order asymptotic behavior of the solution of the Cauchy initial‐value problem for the Benjamin–Ono equation in L2(R)$L^2(\mathbb {R})$ is obtained explicitly for generic rational initial data u0$u_0$. An explicit asymptotic wave profile uZD(t,x;ε)$u^\mathrm{ZD}(t,x;\epsilon)$ is given, in terms of the branches of the multivalued ...
Elliot Blackstone +3 more
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Deep Underground Science and Engineering, EarlyView.This study investigates ground subsidence during tunnel excavation in karst areas, highlighting the combined effects of karst cave proximity, cave size, and soil spatial variability. Findings suggest that shorter cave distances and larger cave sizes increase subsidence variability, and a modified Peck formula is proposed for more accurate subsidence ...
Zhenghong Su +4 more
wiley +1 more source
Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
Journal of Forecasting, EarlyView.ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer +3 more
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Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
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