This is a survey of essentially normal operators and related developments. There is an overview of Weyl–von Neumann theorems about expressing normal operators as diagonal plus compact operators. Then we consider the Brown–Douglas–Fillmore theorem classifying essentially normal operators. Finally we discuss almost commuting matrices, and how they were used to obtain two other proofs of the BDF t...

This study focused mainly on the derivation of the 2 and 3-point block methods with constant coefficients for solving special second order ordinary differential equations directly based on Newton-Gregory backward interpolation formula. The performance of the new methods was compared with the conventional 1-point method using a standard set of test problems. Numerical results were presented to i...

There are three important steps in the proof the BDF theorem for essentially normal operators having essential spectrum X ⊆ C. (1) Ext(X) has a neutral element. (2) Ext(X) is a group (i.e., has inverses). (3) Ext(X) depends only on the homotopy class of X. In this lecture we will exhibit the neutral element of Ext(X) and describe the generalization of that result to noncommutative C∗-algebras (...

The Generalized Backward Differentiation methods for solving stiff higher-order ordinary differential equations are described. The convergence, zero stability and consistency of these methods are defined. Next, the zero stability and consistency conditions necessary for convergence are proven. The order for which the methods are zero stable is also determined.

In this paper, we present a numerical method for solving nonlinear differential algebraic equations (DAE’s) based on the backward differential formulas (BDF) and the Pade series. Usefulness of the method is then illustrated by a numerical example, which is concerned with the derivation of the optimal guidance law for spacecraft. This kind of problems is called trajectory-prescribed path control...

In this paper an efficient unconditionally stable numerical scheme is proposed for solving one dimensional quasi linear Burgers’ equation. The proposed scheme comprises of semi discretization via method of lines for the space variable and backward differentiation formula of order two (BDF2) for the time variable. The method of lines reduces the quasi linear partial differential equation in to n...

In the present paper, we introduce a variant of numerical scheme called deep solver PDE. Our is based on non-linear version discrete-time Clark--Ocone formula, which describes convergent expansion error terms. new incorporates higher-order terms, conjecture to stabilize stochastic gradient descent procedure, and also irregularities in driver terminal function associated forward-backward differe...

• A linear quadratic problem of BSDE under partial information is solved completely. different decoupling technique used to solve stochastic Hamiltonian system. feedback representation optimal control obtained. An explicit formula cost established. solvability with filtering first studied. In this paper, we study an backward differential equation (BSDE) functional information. This completely a...

In the first part of this article, we present the main tools and definitions of Markov processes’ theory: transition semigroups, Feller processes, infinitesimal generator, Kolmogorov’s backward and forward equations and Feller diffusion. We also give several classical examples including stochastic differential equations (SDEs) and backward SDEs (BSDEs). The second part of this article is devote...

This paper presents a class of parallel numerical integration methods for stiff systems of ordinary differential equations which can be partitioned into loosely coupled sub-systems. The formulas are called decoupled backward differentiation formulas, and they are derived from the classical formulas by restricting the implicit part to the diagonal sub-system. With one or several sub-systems allo...