Interconversion of Prony series for relaxation and creep

Various algorithms have been proposed to solve the interconversion equation of linear viscoelasticity when Prony series are used for the relaxation and creep moduli, G(t) and J(t). With respect to a Prony series for G(t), the key step in recovering the corresponding Prony series for J(t) is the determination of the coefficients {jk} of terms in J(t). Here, the need to solve a poorly conditioned matrix equation for the {jk} is circumvented by deriving elementary and easily evaluated analytic formulae for the {jk} in terms of the derivative dG(s)/ds of the Laplace transform G(s) of G(t)

Smallest eigenvalues of Hankel matrices for exponential weights

AbstractWe obtain the rate of decay of the smallest eigenvalue of the Hankel matrices ∫Itj+kW2(t)dtj,k=0n for a general class of even exponential weights W2=exp(−2Q) on an interval I. More precise asymptotics for more special weights have been obtained by many authors

The smallest eigenvalue of Hankel matrices

Let H_N=(s_{n+m}),n,m\le N denote the Hankel matrix of moments of a positive measure with moments of any order. We study the large N behaviour of the smallest eigenvalue lambda_N of H_N. It is proved that lambda_N has exponential decay to zero for any measure with compact support. For general determinate moment problems the decay to 0 of lambda_N can be arbitrarily slow or arbitrarily fast. In the indeterminate case, where lambda_N is known to be bounded below by a positive constant, we prove that the limit of the n'th smallest eigenvalue of H_N for N tending to infinity tends rapidly to infinity with n. The special case of the Stieltjes-Wigert polynomials is discussed