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This paper provides a new numerical strategy to solve fractional in space reaction-diffusion equations on bounded domains under homogeneous Dirichlet boundary conditions. Using the matrix transform method the fractional Laplacian operator…

Numerical Analysis · Mathematics 2024-03-19 Lidia Aceto , Paolo Novati

The error term in the approximate functional equation for exponential sums involving the divisor function will be improved under certain conditions for the parameters of the approximate functional equation.

Number Theory · Mathematics 2014-09-23 Anne-Maria Ernvall-Hytönen

The main objective of this paper is to give a wide study on the conformable fractional Legendre polynomials (CFLPs). This study is assumed to be a generalization and refinement, in an easy way, of the scalar case into the context of the…

Classical Analysis and ODEs · Mathematics 2020-06-18 Mhmoud Abul-Ez , Ali Youssef , Mohra Zayed , Manuel De la Sen

A semi-analytic method to compute the first coefficients of the renormalization group functions on a random lattice is introduced. It is used to show that the two-dimensional $O(N)$ non-linear $\sigma$-model regularized on a random lattice…

High Energy Physics - Lattice · Physics 2009-10-22 B. Alles

The primary goal of this paper is to introduce and investigate generalized incomplete exponential functions with matrix parameters. Integral representation, differential formula, addition formula, multiplication formula, and recurrence…

Classical Analysis and ODEs · Mathematics 2023-08-25 Ashish Verma , Komal Singh Yadav

We obtain the best approximation in $L^1(\R)$, by entire functions of exponential type, for a class of even functions that includes $e^{-\lambda|x|}$, where $\lambda >0$, $\log |x|$ and $|x|^{\alpha}$, where $-1 < \alpha < 1$. We also give…

Classical Analysis and ODEs · Mathematics 2011-06-06 Emanuel Carneiro , Jeffrey D. Vaaler

The scale function holds significant importance within the fluctuation theory of Levy processes, particularly in addressing exit problems. However, its definition is established through the Laplace transform, thereby lacking explicit…

Statistics Theory · Mathematics 2024-10-25 Haruka Irie , Yasutaka Shimizu

We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular tool that speeds up such computation and equips strong model…

Computation · Statistics 2021-10-07 David Rossell , Oriol Abril , Anirban Bhattacharya

It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…

Computational Finance · Quantitative Finance 2012-04-03 Asad Munir , William Shaw

Functions of one or more variables are usually approximated with a basis: a complete, linearly-independent system of functions that spans a suitable function space. The topic of this paper is the numerical approximation of functions using…

Numerical Analysis · Mathematics 2018-11-07 Ben Adcock , Daan Huybrechs

We consider the asymptotic behavior of the incomplete gamma functions gamma(-a,-z) and Gamma(-a,-z) as a goes to infinity. Uniform expansions are needed to describe the transition area z~a in which case error functions are used as main…

Classical Analysis and ODEs · Mathematics 2009-09-25 Nico M. Temme

We introduce a longevity feature to the classical optimal dividend problem by adding a constraint on the time of ruin of the firm. We extend the results in \cite{HJ15}, now in context of one-sided L\'evy risk models. We consider de…

Optimization and Control · Mathematics 2017-05-12 Camilo Hernandez , Mauricio Junca , Harold Moreno-Franco

Approximation only by derivative (or more generally momentum) expansions, combined with reparametrization invariance, turns the continuous renormalization group for quantum field theory into a set of partial differential equations which at…

High Energy Physics - Theory · Physics 2011-04-15 Tim R. Morris

The purpose of this paper is to introduce several new convolution operators, generated by some known probability densities. By using the inverse Fourier transform and taking inverse steps (in the analogues of the classical procedures used…

Classical Analysis and ODEs · Mathematics 2017-09-15 Sorin G. Gal

In this paper, we present a very accurate approximation for gamma function: \begin{equation*} \Gamma \left( x+1\right) \thicksim \sqrt{2\pi x}\left( \dfrac{x}{e}\right) ^{x}\left( x\sinh \frac{1}{x}\right) ^{x/2}\exp \left(…

Classical Analysis and ODEs · Mathematics 2017-12-22 Zhen-Hang Yang , Jing-Feng Tian

We consider a problem of replication of random vectors by ordinary integrals in the setting when a underlying random variable is generated by a Wiener process. The goal is to find an optimal adapted process such that its cumulative integral…

Optimization and Control · Mathematics 2012-08-09 Nikolai Dokuchaev

In this paper, we study the following robust optimization problem. Given an independence system and candidate objective functions, we choose an independent set, and then an adversary chooses one objective function, knowing our choice. Our…

Data Structures and Algorithms · Computer Science 2018-05-22 Yasushi Kawase , Hanna Sumita

We are interested in belief revision involving conditional statements where the antecedent is almost certainly false. To represent such problems, we use Ordinal Conditional Functions that may take infinite values. We model belief change in…

Artificial Intelligence · Computer Science 2016-04-01 Aaron Hunter

We sketch an application of proximal algorithms to the deformation of de Rham currents into cycles, which is presented as a convex optimization problem. Emphasis is placed on the use of total variation denoising for differential forms,…

Differential Geometry · Mathematics 2023-12-19 Ryohei Chihara

Approximations of functions with finite data often do not respect certain "structural" properties of the functions. For example, if a given function is non-negative, a polynomial approximation of the function is not necessarily also…

Numerical Analysis · Mathematics 2020-08-20 Vidhi Zala , Robert M. Kirby , Akil Narayan