On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra

DOI10.1007/S00245-008-9040-2MaRDI QIDQ2391243zbMATH OpenOpenAlexWikidataFDO

Authors N. V. Krylov

Publication date 24 July 2009

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0706.0192

zbMATH Keywords

polyhedradiagonally dominant matricesfinite-difference approximations

Mathematics Subject Classification ID

Canonical forms, reductions, classification (15A21) Optimal stochastic control (93E20)

Abstract: We discuss the possibility to represent smooth nonnegative matrix-valued functions as finite linear combinations of fixed matrices with positive real-valued coefficients whose square roots are Lipschitz continuous. This issue is reduced to a similar problem for smooth functions with values in a polyhedron.

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Cited in

(10)

• Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations
• On finite-difference approximations for normalized Bellman equations
• Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space
• Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations
• On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations
• First derivatives estimates for finite-difference schemes
• Finite difference schemes for stochastic partial differential equations in Sobolev spaces
• On a representation of fully nonlinear elliptic operators in terms of pure second order derivatives and its applications
• On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains
• Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman's equations

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