Results 111 to 120 of about 236 (142)

Wiener—Hopf Technique

1992
This is a method for solving certain linear partial-differential equations subject to mixed boundary conditions on semi-infinite geometries. Equivalently, it is applicable to integral equations of convolution type, such as The method hinges on the use of complex Fourier transforms and exploits their known analyticity properties.
D. G. Crighton, A. P. Dowling, J. E. Ffowcs Williams, M. Heckl, F. G. Leppington   +4 more
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Wiener–Hopf Equations Technique for Quasimonotone Variational Inequalities

Journal of Optimization Theory and Applications, 1999
A general kind of variational inequalities are considered. It is demonstrated that they are equivalent to general Wiener-Hopf equations. Moreover, some new algorithms to solve the general variational inequalities are introduced and their convergence is proved.
Noor, M. A., Al-Said, E. A.
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Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains

Stochastics, 2020
This work contributes to the theory of Wiener-Hopf type factorization for finite Markov chains. This theory originated in the seminal paper [Barlow et al., Wiener-Hopf factorization for matrices, S...
Tomasz R. Bielecki, Ziteng Cheng, Igor Cialenco, Ruoting Gong   +3 more
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Wiener–Hopf equation technique for variational inequalities and nonexpansive mappings

Applied Mathematics and Computation, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Noor, Muhammad Aslam, Huang, Zhenyu
openaire   +1 more source

Spectral utility, wiener-hopf techniques, and rational expectations

Journal of Economic Dynamics and Control, 1985
Purely classical, frequency-domain methods are useful for solving linear- quadratic dynamic rational expectations models. To illustrate this, generic scalar and multiple-variable problems are solved completely in the frequency domain. The procedure, which utilizes Wiener-Hopf methods to maximize the frequency-domain representation of the objective ...
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The Wiener-Hopf Technique in Applied Probability

Journal of Applied Probability, 1975
In this study some of the basic ideas needed for the application of the Wiener-Hopf Technique in solving problems occurring in applied probability theory are discussed; the paper aims to give a short introduction. The method is illustrated by applying it to two problems; one, although basic in probability theory, is rather simple to handle by this ...
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Wiener-Hopf equations technique for variational inequalities

Korean journal of computational & applied mathematics, 2000
Let \(H\) be a Hilbert space with the scalar product \(\langle\cdot,\cdot\rangle\), \(T:H\to H\), \(K\subset H\) be nonempty closed convex and let \(P_K\) denote the projection of \(H\) onto \(K\). Fix \(\rho>0\). The author shows the equivalence between the variational inequality \[ u\in K:\qquad\langle Tu,v-u\rangle \geq 0 \quad\forall v\in H \] and ...
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The Wiener-Hopf Technique

1978
The solution of boundary value problems using integral transforms is comparatively easy for certain simple regions. There are many important problems, however, where the boundary data is of such a form that although an integral transform may be sensibly taken, it does not lead directly to an explicit solution. A typical problem involves a semi-infinite
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Application of the Modified Wiener-Hopf Technique to Open Microstrip Structures

22nd European Microwave Conference, 1992, 1992
The modified Wiener-Hopf technique is applied to the solution of the problem of the guided modes along an open microstrip. The same technique is also used for the problem of exciting the open microstrip by a slit delta function series voltage generator.
Essam Eldiwany, Elhilaly M. Eid
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Wiener-Hopf Techniques in Queueing Theory

1974
In queueing theory Wiener-Hopf techniques were first used in a non-probabilistic context by W. L. Smith, and later in a probabilistic context by F. Spitzer. The specific problem considered by these authors was the solution of the Lindley integral equation for the limit d.f. of waiting times.
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