Results 231 to 240 of about 210,731 (289)
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Wiener-Hopf Integral Equations, Toeplitz Matrices and Linear Systems
1982This paper contains a new method to solve Wiener-Hopf integral equations, which employs explicitly connections with linear systems. These connections are based on a special exponential operator representation of the kernel of the integral equation whose Fourier transform is analytic on the real line and at infinity. With this approach explicit formulas
Bart, H., Gohberg, I., Kaashoek, M. A.
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Journal of Computational Physics, 2004
The authors consider the evaluation of exponential type functionals of Wiener processes via Monte Carlo simulation with variance reduction. It uses the discrete time numerical simulation of solutions of stochastic differential equations. An efficient fourth-order Runge-Kutta type method is suggested.
Milstein, GN, Tretyakov, MV
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The authors consider the evaluation of exponential type functionals of Wiener processes via Monte Carlo simulation with variance reduction. It uses the discrete time numerical simulation of solutions of stochastic differential equations. An efficient fourth-order Runge-Kutta type method is suggested.
Milstein, GN, Tretyakov, MV
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Mathematics and mechanics of solids
This paper contains the solution to the problem of a semi-infinite moving crack situated in an orthotropic strip bonded between two identical strips. The crack moves with a constant velocity, and the surface is under shear wave disturbance.
S. Das +3 more
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This paper contains the solution to the problem of a semi-infinite moving crack situated in an orthotropic strip bonded between two identical strips. The crack moves with a constant velocity, and the surface is under shear wave disturbance.
S. Das +3 more
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A Paley-Wiener theorem and Wiener-Hopf-type integral equations in Clifford analysis
Advances in Applied Clifford Algebras, 1998Some convolution-type integral equations over the real line can be treated efficiently by reducing them to the Hilbert (=Riemann) boundary value problems for holomorphic functions in one complex variable. The author extends the idea onto the multidimensional situation by establishing relations between the Wiener-Hopf-type integral equations and ...
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International Conference on Control, Decision and Information Technologies
A scalar linear stochastic system with a Rosenblatt noise process is described and a prediction problem is explicitly solved for this system. Some other topics related to this stochastic system are also considered.
T. Duncan, B. Pasik-Duncan
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A scalar linear stochastic system with a Rosenblatt noise process is described and a prediction problem is explicitly solved for this system. Some other topics related to this stochastic system are also considered.
T. Duncan, B. Pasik-Duncan
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Nystrom-Product Integration for Wiener-Hopf Equations with Applications to Radiative Transfer
IMA Journal of Numerical Analysis, 1989This paper presents a numerical solution of the Wiener-Hopf integral equation \(u(x)-\int^{\infty}_{\beta}K(x-t)u(t)dt=f(x),\) where \(K(x)\) has logarithmic singularity at \(x=0\), and decays exponentially as \(| x| \to \infty\). An approximate solution \(u_ n\) is defined by introducing a mesh with \(n\) subintervals on \([0,\infty)\), and then ...
Graham, Ivan G., Mendes, Wendy R.
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2001
Let (Ω, F, P) be a probability space and β = (β t), t ≥ 0, be a Brownian motion process (in the sense of the definition given in Section 1.4). Denote \(F_t^\beta= \sigma \left\{ {\omega :{\beta _s}} \right.,s \leqslant \left. t \right\}\) Then, according to (1.30) and (1.31),(P-a.s) $$M\left( {{\beta _t}|F_s^\beta } \right) = {\beta _s},t \geqslant
Robert S. Liptser, Albert N. Shiryaev
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Let (Ω, F, P) be a probability space and β = (β t), t ≥ 0, be a Brownian motion process (in the sense of the definition given in Section 1.4). Denote \(F_t^\beta= \sigma \left\{ {\omega :{\beta _s}} \right.,s \leqslant \left. t \right\}\) Then, according to (1.30) and (1.31),(P-a.s) $$M\left( {{\beta _t}|F_s^\beta } \right) = {\beta _s},t \geqslant
Robert S. Liptser, Albert N. Shiryaev
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CRITERIA FOR NORMAL SOLVABILITY OF SYSTEMS OF SINGULAR INTEGRAL EQUATIONS AND WIENER-HOPF EQUATIONS
Mathematics of the USSR-Sbornik, 1970Let be the unit circle and let () be the Hilbert space of vector functions with coordinates in .Theorem. Let , () be matrices with elements continuous on . In order for the singular integral operator , from to , to be normally solvable it is necessary and sufficient for the following two conditions to be satisfied: a) The rank of each of the matrices ...
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Wiener — Hopf Integral Equations: Finite Section Approximation and Projection Methods
1985We consider the numerical solution of integral equations on the half-line by their finite-section approximation and by projection methods. Convergence results for the finite-section approximation are discussed, and are shown to be important in the analysis of the convergence of the projection method.
I. H. Sloan, A. Spence
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Journal of Statistical Physics, 1986
The physical and mathematical framework for quantum mechanical stochastic differential equations is discussed as the quantization of c-number equations that typically describe Brownian motion in polynomial potentials.
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The physical and mathematical framework for quantum mechanical stochastic differential equations is discussed as the quantization of c-number equations that typically describe Brownian motion in polynomial potentials.
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