Related papers: The explicit Laplace transform for the Wishart pro…
In this paper the performance of a parallel iterated Runge-Kutta method is compared versus those of the serial fouth order Runge-Kutta and Dormand-Prince methods. It was found that, typically, the runtime for the parallel method is…
Optimization is a critical tool for addressing a broad range of human and technical problems. However, the paradox of advanced optimization techniques is that they have maximum utility for problems in which the relationship between the…
We review an explicit approach to obtaining numerical solutions of the Schr\"odinger equation that is conceptionally straightforward and capable of significant accuracy and efficiency. The method and its efficacy are illustrated with…
This paper introduces Generalized Fourier transform (GFT) that is an extension or the generalization of the Fourier transform (FT). The Unilateral Laplace transform (LT) is observed to be the special case of GFT. GFT, as proposed in this…
Wishart correlation matrices are the standard model for the statistical analysis of time series. The ensemble averaged eigenvalue density is of considerable practical and theoretical interest. For complex time series and correlation…
This paper analyzes a special instance of nonsymmetric algebraic matrix Riccati equations arising from transport theory. Traditional approaches for finding the minimal nonnegative solution of the matrix Riccati equations are based on the…
Stiff and chaotic differential equations are challenging for time-stepping numerical methods. For explicit methods, the required time step resolution significantly exceeds the resolution associated with the smoothness of the exact solution…
Presented here is a matrix inversion method utilizing quantum searching algorithm. In this method, huge Hilbert space as a whole spanned by myriad of eigen states is searched and evaluated efficiently by sequential reduction in dimension…
Computer simulations in QCD are based on the discretization of the theory on a Euclidean lattice. To compute the mean value of an observable, usually the Hybrid Monte Carlo method is applied. Here equations of motion, derived from an…
One of the most well-known variants of the Burrows-Wheeler transform (BWT) [Burrows and Wheeler, 1994] is the bijective BWT (BBWT) [Gil and Scott, arXiv 2012], which applies the extended BWT (EBWT) [Mantaci et al., TCS 2007] to the multiset…
The author's method (math-ph/9804010) that uses the Laplace transform to find exact values for a large class of convergent series is extended to trigonometric series.
Explicit Runge-Kutta schemes with large stable step sizes are developed for integration of high order spectral difference spatial discretization on quadrilateral grids. The new schemes permit an effective time step that is substantially…
Quantum algorithm is constructed which verifies the formulas of predicate calculus in time $O(\sqrt N)$ with bounded error probability, where $N$ is the time required for classical algorithms. This algorithm uses the polynomial number of…
The conserved densities of hydrodynamic type system in Riemann invariants satisfy a system of linear second order partial differential equations. For linear systems of this type Darboux introduced Laplace transformations, generalising the…
The time integration of semilinear parabolic problems by exponential methods of different kinds is considered. A new algorithm for the implementation of these methods is proposed. The algorithm evaluates the operators required by the…
We present an analytic method to determine spectral properties of the covariance matrices constructed of correlated Wishart random matrices. The method gives, in the limit of large matrices, exact analytic relations between the spectral…
A generalization of the Laplace transform based on the generalized Tsallis $q$-exponential is given in the present work for a new type of kernel. We also define the inverse transform for this generalized transform based on the complex…
A popular version of the finite strain Maxwell fluid is considered, which is based on the multiplicative decomposition of the deformation gradient tensor. The model combines Newtonian viscosity with hyperelasticity of Mooney-Rivlin type; it…
For time integration of transient eddy current problems commonly implicit time integration methods are used, where in every time step one or several nonlinear systems of equations have to be linearized with the Newton-Raphson method due to…
We present a flexible approach for the valuation of interest rate derivatives based on Affine Processes. We extend the methodology proposed in Keller-Ressel et al. (2009) by changing the choice of the state space. We provide…