The classical theory of statistical signal extraction presupposes lengthy data sequences, which are assumed, in theory, to be doubly infinite or semi-infinite— see Whittle (1983), for example. In many practical cases, and in most econometric applications, the available data are, to the contrary, both strongly trended and of a limited duration. This paper is concerned with the theory of finite-s...

The previously developed Gauss pseudospectral method is extended to the case of nonlinear infinite-horizon optimal control problems. First, the semi-infinite domain t ∈ [0,+∞) is transformed to the domain τ = [−1,+1). The first-order optimality conditions of NLP obtained from the pseudospectral discretization are then presented. These optimality conditions are related to the KKT multipliers of ...

We study the properties of surface solitons generated at the edge of a semi-infinite photonic lattice in nonlinear quadratic media, namely two-color surface lattice solitons. We analyze the impact of phase mismatch on the existence and stability of nonlinear surface modes and find novel classes of two-color twisted surface solitons, which are stable in a large domain of their existence.

In this paper we derive a priori error estimates for linear-quadratic elliptic optimal control problems with finite dimensional control space and state constraints in the whole domain, which can be written as semi-infinite optimization problems. Numerical experiments are conducted to ilustrate our theory.

I shall start by explaining just what “semi-infinite” means and how it gives rise to interesting structures in geometry. These structures are studied as part of String Theory and are closely related to Floer Theory. Manifolds which carry a “semi-infinite” structure include loop spaces (C∞(S1, M) for M a closed manifold) and the theory seems to have particular simplicities when the original mani...

We study the numerical solutions to semi-infinite-domain two-point boundary value problems and initial value problems. A smooth, strictly monotonic transformation is used to map the semiinfinite domain x ∈ 0,∞ onto a half-open interval t ∈ −1, 1 . The resulting finite-domain twopoint boundary value problem is transcribed to a system of algebraic equations using ChebyshevGauss CG collocation, wh...