Browsing 1 - Oberwolfach Preprints (OWP) by Subject "Stability"

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Multi-Dimensional Summation-by-Parts Operators for General Function Spaces: Theory and Construction

[OWP-2023-13] Glaubitz, Jan; Klein, Simon-Christian; Nordström, Jan; Öffner, Philipp (Mathematisches Forschungsinstitut Oberwolfach, 2023-07-25)

Summation-by-parts (SBP) operators allow us to systematically develop energy-stable and high-order accurate numerical methods for time-dependent differential equations. Until recently, the main idea behind existing SBP ...
Positive recurrence of piecewise Orntein-Uhlenbeck processes and common quadratic Lyapunov functions

[OWP-2011-26] Dieker, A. B.; Gao, Xuefeng (Mathematisches Forschungsinstitut Oberwolfach, 2011)

We study the positive recurrence of piecewise Ornstein-Uhlenbeck (OU) diffusion processes, which arise from many-server queueing systems with phase-type service requirements. These diffusion processes exhibit different ...