Results 71 to 80 of about 5,647,728 (213)
A Splitting Architecture for Exact Reduced Coulomb Friction
Computer Graphics Forum, EarlyView.Abstract Existing approaches to frictional contact dynamics typically either modify the Coulomb law to improve numerical robustness or solve the exact law in a fully coupled monolithic form. However, in its reduced form, exact Coulomb friction can be written as a cone complementarity problem with an augmented velocity, which reveals a natural split ...
Hongcheng Song +3 more
wiley +1 more source
Characterizing graphs with fully positive semidefinite Q-matrices
Linear Algebra and its Applications, 2023 6 ...
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A Quantile Model of Firm Investment
International Economic Review, EarlyView.ABSTRACT Are firms risk averse? We propose a dynamic model of firm investment under uncertainty that captures firms' risk attitudes through quantile preferences. The firm maximizes its present value, defined as current profits and investment plus the discounted value of the τ$\tau$‐quantile of its value next period.
Heitor Almeida +3 more
wiley +1 more source
On permanents of positive semidefinite matrices
Linear Algebra and its Applications, 1985 Let A and B be positive semidefinite real symmetric matrices. Using properties of tensor products, \textit{T. Ando} [Hokkaido Math. J. 10, Special Issue, 10, No.1, 18-36 (1981; Zbl 0484.15006)] proved that \(per(A+B)\geq per A+per B\). In this paper, it is shown that the Binet- Cauchy formula for the permanent of a product of matrices can also be used ...
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The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube
Journal of Economic Surveys, EarlyView.ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng +2 more
wiley +1 more source
Sparsifying Sums of Positive Semidefinite Matrices
In this paper, we revisit spectral sparsification for sums of arbitrary positive semidefinite (PSD) matrices. Concretely, for any collection of PSD matrices $\mathcal{A} = \{A_1, A_2, \ldots, A_r\} \subset \mathbb{R}^{n \times n}$, given any subset $T \subseteq [r]$, our goal is to find sparse weights $μ\in \mathbb{R}_{\geq 0}^r$ such that $(1 - ε ...
Arpon Basu +3 more
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Monopoly Versus Dual‐Channel Distribution With Multiple Retailers
The Journal of Industrial Economics, EarlyView.ABSTRACT This paper examines how downstream competition shapes a manufacturer's decision to adopt a dual‐channel structure—supplying independent retailers via secret two‐part tariff contracts while also operating a direct channel. We show that the shape of the inverse demand function plays a key role in this decision.
Cong Pan
wiley +1 more source
More on extremal positive semidefinite doubly stochastic matrices
, 1992 Let Kn be the convex set of n×n positive semidefinite doubly stochastic matrices. We show that for matrices with a special type of graph extremality can be determined by graph and rank. We also give a complete classification of the extreme matrices in K5,
Berman, Abraham, Shaked-Monderer, Naomi
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Products of positive semidefinite matrices
Linear Algebra and its Applications, 1988 The author proves that a matrix T is the product of finitely many nonnegative matrices if and only if det(T)\(\geq 0\) and in this case, five such matrices are sufficient.
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Certain Positive Semidefinite Matrices of Special Functions [PDF]
, 2018 Special functions are often defined as a Fourier or Laplace transform of a positive measure, and the positivity of the measure manifests as positive definiteness of certain matrices. The purpose of this expository note is to give a sample of such positive definite matrices to demonstrate this connection for some well-known special functions such as ...
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