Analog computers are systems that perform computations by manipulating physical quantities such as electrical current, that ...
For systems of matrix equations of the form $$U' = A(t, U, V)V,\quad V' = - B(t, U, V)$$ it is shown here that the oscillation problem can be reduced to the ...
SIAM Journal on Numerical Analysis, Vol. 55, No. 6 (2017), pp. 3097-3119 (23 pages) We consider the problem of stabilizing a matrix by a correction of minimal norm: Given a square matrix that has some ...
We propose a new, unified approach to solving jump-diffusion partial integrodifferential equations (PIDEs), which often appear in mathematical finance. Our method consists of the following steps.
Random matrix theory (RMT) has emerged as a powerful framework for analysing complex systems across physics, statistics and beyond, by examining the statistical properties of matrices with random ...