In this paper, we prove a central limit theorem for a sequence of multiple Skorohod integrals using the techniques of Malliavin calculus. The convergence is stable, and the limit is a conditionally Gaussian random variable. Some applications to sequences of multiple stochastic integrals, and renormalized weighted quadratic variation of the fractional Brownian motion are discussed.

We consider a fully discrete implicit nite element approximation of a model for phase separation of a multi-component alloy. We prove existence, uniqueness and stability of the numerical solution for a suuciently small time step. We prove convergence to the solution of the associated continuous problem. We perform a linear stability analysis of the equations and describe some numerical experime...

This paper describes the development of an active roll control system for a tractor semitrailer. The design of the hardware and software are explained. Simulations of the yaw-roll response of the vehicle show that the system will provide significant improvements in rollover stability.

Stability with initial data difference for nonlinear delay differential equations is introduced. This type of stability generalizes the known concept of stability in the literature. It gives us the opportunity to compare the behavior of two nonzero solutions when both initial values and initial intervals are different. Several sufficient conditions for stability and for asymptotic stability wit...

We study linear variable coeecient control problems in descriptor form. Based on a behaviour approach and the general theory for linear diierential algebraic systems we give the theoretical analysis and describe numerically stable methods to determine the structural properties of the system like solvability, regularity, model consistency and redundancy. We also discuss regularization via feedback.

We establish sufficient conditions for a matrix to be almost totally positive, thus extending a result of Craven and Csordas who proved that the corresponding conditions guarantee that a matrix is strictly totally positive. Then we apply our main result in order to obtain a new criteria for a real algebraic polynomial to be a Hurwitz one. The properties of the corresponding “extremal” Hurwitz p...

Quadrupole mass spectrometry has been used to detect BaX # + (X ̄ F, Cl, Br, I), SrCl # +, CaBr # +, and MgBr # +. Dications were produced by electron bombardment of an eŒusive beam containing the stable alkaline earth monohalide radical precursor. All species but MgBr # + are predicted to be thermodynamically stable. MgBr # + is likely to be metastable but with a lifetime su ciently long to al...

A simple algorithm is presented for the tensorial reduction of oneloop diagrams with massless external momenta. At most rank one tensor integrals with the initial number of denominators appear, plus, eventually, higher rank integrals with less denominators. The number of Gram determinants in the tensorial decomposition is then reduced, giving a better numerical stability of the results. In some...

T paper provides a model of the competitive newsvendor problem in which there is price competition following the inventory decisions. Using the biform game formalism of Brandenburger and Stuart (2004), the price competition is modeled by considering the core of the induced cooperative game. Such an analysis allows price competition to be modeled without a priori assumptions about price-setting ...

We develop a theory of difference approximations to absorbing boundary conditions for the scalar wave equation in several space dimensions. This generalizes the work of the author described in [8]. The theory is based on a representation of analytical absorbing boundary conditions proven in [8]. These conditions are defined by compositions of first-order, one-dimensional differential operators....