We study the generalized Hyers-Ulam stability of the functional equation f[x1,x2,x3]= h(x1+x2+x3). 2000 Mathematics Subject Classification. 39B22, 39B82.

We consider the properties of certain graphs based on iteration of the quadratic maps x→ x2 and x → x2 − 2 over a finite field GF (p).

Linear interpolation is the computationally simplest of all possible interpolation techniques. Interestingly, it works reasonably well in many practical situations, even in situations when the corresponding computational models are rather complex. In this paper, we explain this empirical fact by showing that linear interpolation is the only interpolation procedure that satisfies several reasona...

and Applied Analysis 3 monotone and Lipschitz continuous mappings are cocoercive, and it follows that cocoercivity is an intermediate concept that lies between simple and strong monotonicity. Definition 2.3. A multivalued mapping M : X → 2 is said to be cocoercive if there exists a constant μ′′ > 0 such that 〈 u − v, x − y〉 ≥ μ′′‖u − v‖, ∀x, y ∈ X, u ∈ M x , v ∈ M(y). 2.7 Definition 2.4. Amappi...

The system X1, X2, . . ., Xx is called by Fejér2 the conjugate point system of xI , x2, . . ., x, . If all the Xi are outside -1, +1, Fejér calls the point group normal . He pointed out that the roots of many of the classical polynomials are normal, e.g ., the roots of the Tchebicheff and Legendre polynomials . Fejér' proved that if xI, x2, . . . x,, is a normal point group then lim(xi + I xi) ...

Introducción: Los trabajadores de salud son los primeros en enfrentarse a brotes epidemiológicos, como el causado con agente infeccioso emergente síndrome agudo respiratorio severo tipo 2 (SARS-CoV-2). El cumplimiento las medidas protección es primordial para evitar contagio. Para ello se implementó uso equipos personal (EPP) Método: Difusión encuesta voluntaria y anónima entre empleados centro...

(1) F(xu x2, • • • , xN) = fi(xi) + f2(x2) + +/N(XN) over the region R defined by xi+x2 + • • • +XN = X> x^O. Under various assumptions concerning the ƒ», this problem can be studied analytically; cf. Karush [ l ; 2] , and it can also be treated analytically by means of the theory of dynamic programming [3]. I t is natural in this connection to introduce a "convolution" of two functions ƒ and g...

Although the least squares estimate is the linear unbiased estimate with minimum variance, it is possible that a biased estimate will give us a better mean squared error. Consider a case where the true model is Y = β0 + β1X1 + β2X2 + and that X1 and X2 are almost perfectly correlated (statisticians say X1 and X2 are co-linear). What happens if we leave X2 out? Then the model is very well approx...