Related papers: Integration through Generalized Sequences
First we recall a method of computing scalar products of eigenfunctions of a Sturm-Liouville operator. This method is then applied to Macdonald and Gegenbauer functions, which are eigenfunctions of the Bessel, resp. Gegenbauer operators.…
One of the essential questions of the theory of multidimensional integrals concerns the evaluation of integrals taken in given domains. In the simplest case, when integrating over parallelepipeds, evaluation can easily be performed by…
In 1948 Feynman introduced functional integration. Long ago the problematic aspect of measures in the space of fields was overcome with the introduction of volume elements in Probability Space, leading to stochastic formulations. More…
We provide a simple abstract formalism of integration by parts under which we obtain some regularization lemmas. These lemmas apply to any sequence of random variables $(F_n)$ which are smooth and non-degenerated in some sense and enable…
Discrete analogs of the Lebedev transforms with the product of the modified Bessel functions are introduced and investigated. Several expansions of suitable functions and sequences in terms of the series and integrals, involving the…
Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, they suffer performance penalties for certain stiff systems,…
It is the purpose of this article to outline a course that can be given to engineers looking for an understandable mathematical description of the foundations of distribution theory and the necessary functional analytic methods. Arguably,…
The author \mbox{(Appl. Math. Comput. 218(3):860-865, 2011)} introduced a new fractional integral operator given by, \[ \big({}^\rho \mathcal{I}^\alpha_{a+}f\big)(x) = \frac{\rho^{1- \alpha }}{\Gamma({\alpha})} \int^x_a \frac{\tau^{\rho-1}…
In the last two decades, many algebras of generalized functions have been constructed, particularly the so-called generalized Sobolev algebras. Our goal is to study the latter and some of their main properties. In this framework, we pose…
This is a comment on the article "Probabilistic Integration: A Role in Statistical Computation?" by F.-X. Briol, C. J. Oates, M. Girolami, M. A. Osborne and D. Sejdinovic to appear in Statistical Science. There is a role for statistical…
Lebesgue integration of derivatives of strongly-oscillatory functions is a recurring challenge in computational science and engineering. Integration by parts is an effective remedy for huge computational costs associated with Monte Carlo…
In this work the authors use their contour integral method to derive a double integral connected to the modified Bessel function of the second kind and express it in terms of the Lerch function. There are some useful results relating double…
We define a non-absolutely convergent integration on integral currents of dimension 1 in Euclidean space. This integral is closely related to the Henstock-Kurzweil and Pfeffer Integrals. Using it, we prove a generalized Fundamental Theorem…
Convolution is a broadly useful operation with applications including signal processing, machine learning, probability, optics, polynomial multiplication, and efficient parsing. Usually, however, this operation is understood and implemented…
In the context of the integration over algebras introduced in a previous paper, we obtain several results for a particular class of associative algebras with identity. The algebras of this class are called self-conjugated, and they include,…
Recently a nice work about the understanding of one-loop integrals has been done in [1] using the tricks of the projective space language associated to their Feynman parametrization. We find this language is also very suitable to deal with…
In this paper we generalize notions of iterated integral with regard to an unpredictable process. We establish a formula of integration by parts, the existence of a continuous modification and give an expression of the increasing process.
We show the relevance of the logarithmic integral function in the development of mathematics in the first half of the 19th century. Its importance involved first level mathematicians such as Euler, Gauss, Bessel, Riemann. Our perspective is…
Various kinds of Stieltjes integrals using gauge integration have become highly popular in the field of differential equations and other applications. In the theories of integration and of ordinary differential equations, convergence…
We generalize the classic Fourier transform operator $\mathcal{F}_{p}$ by using the Henstock-Kurzweil integral theory. It is shown that the operator equals the $HK$-Fourier transform on a dense subspace of $\mathcal{ L}^p$, $1<p\leq 2$. In…