In this paper, we propose a moment method to numerically solve the Vlasov equations using the framework of the NRxxmethod developed in [6, 8, 7] for the Boltzmann equation. Due to the same convection term of the Boltzmann equation and the Vlasov equation, it is very convenient to use the moment expansion in the NRxx method to approximate the distribution function in the Vlasov equations. The mo...

We discuss BFV deformation quantization [5] in the special case of a linear Hamiltonian torus action. In particular, we show that the Koszul complex on the moment map of an effective linear Hamiltonian torus action is acyclic. We rephrase the nonpositivity condition of [2] for linear Hamiltonian torus actions. It follows that reduced spaces of such actions admit continuous star products.

The purpose of this paper is to present a method for estimating the value at risk for portfolios consisting of (not necessarily independent) assets with lognormal distribution. Our approach is based on the fact that while the actual distribution of the value of the portfolio might not be known its moments can still be computed. These moments can be used to derive a set of linear constraints on ...

The symmetric Al-Salam–Chihara polynomials for q > 1 are associated with an indeterminate moment problem. There is a self-adjoint second order difference operator on l(Z) to which these polynomials are eigenfunctions. We determine the spectral decomposition of this self-adjoint operator. This leads to a class of discrete orthogonality measures, which have been obtained previously by Christianse...

The symmetric Al-Salam and Chihara polynomials for q > 1 are associated with an indeterminate moment problem. There is a self-adjoint second order difference operator on l(Z) to which these polynomials are eigenfunctions. We determine the spectral decomposition of this self-adjoint operator. This leads to a class of discrete orthogonality measures, which have been obtained previously by Christi...

Although universally maintained there is no compelling economic motivation to treat the demand unobservable as separable in preferences in the discrete choice demand setting. We develop an estimator for a utility function that allows for interactions between observed and unobserved product attributes. We show that the Berry (1994) inversion can still be used to recover the “mean” utility term. ...

in this paper, a mathematical modeling is developed for plastic analysis of planar frames. to this end, the researcher tried to design an optimization model in linear format in order to solve large scale samples. the computational result of cpu time requirement is shown for different samples to prove efficiency of this method for large scale models. the fundamental concept of this model is obta...

| An e cient recursive Log-MAP algorithm for binary linear block codes is proposed. This algorithm is devised based on the structural properties of the minimal trellis diagram. Simulation results show that for some well known codes, the proposed algorithm reduces decoding complexity signi cantly compared to the conventional Log-MAP algorithm.

Starting from the first elementary canonical state model, the new simple state model of the thirdorder dynamical systems that belong to Class C is derived. A typical property of this new model is a very simple form of its partial transformation matrix in the conditions of linear topological conjugacy, which represents the unity matrix. Complete state equations and the corresponding integrator-b...

This paper presents a new technique to index and retrieve texture image. The image is modeled with the two-dimensional one-sided linear prediction (OSP) model. The prediction coefficients, normalized mean-square prediction error and a set of seven invariant moments of the prediction error are used as features to index the image. The proposed method is highly successful in retrieving perceptuall...