Related papers: The explicit Laplace transform for the Wishart pro…
We propose a quadrature-based formula for computing the exponential function of matrices with a non-oscillatory integral on an infinite interval and an oscillatory integral on a finite interval. In the literature, existing quadrature-based…
We investigate the properties of some recently developed variable-order differential operators involving order transition functions of exponential type. Since the characterisation of such operators is performed in the Laplace domain it is…
We present new addition formulae for the Weierstrass functions associated with a general elliptic curve. We prove the structure of the formulae in n-variables and give the explicit addition formulae for the 2- and 3-variable cases. These…
This study provides an abstract framework to analyze mixed formulations in viscoelasticity, in the classic saddle point form. Standard hypothesis for mixed methods are adapted to the Volterra type equations in order to obtain stability of…
A time integration scheme based on the Laplace Transform (LT) has been implemented in a baroclinic primitive equation model. The LT scheme provides an attractive alternative to the popular semi-implicit (SI) scheme. Analysis shows that it…
A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schr\"odinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation…
An idea for evaluating transition probabilities in chemical reaction systems is proposed, which is efficient for repeated calculations with various rate constants. The idea is based on duality relations; instead of direct time-evolutions of…
Energy forecasting is pivotal in energy systems, by providing fundamentals for operation, with different horizons and resolutions. Though energy forecasting has been widely studied for capturing temporal information, very few works…
An error analysis is presented for explicit partitioned Runge-Kutta methods and multirate methods applied to conservation laws. The interfaces, across which different methods or time steps are used, lead to order reduction of the schemes.…
We prove two martingale identities which involve exit times of Levy-driven Ornstein--Uhlenbeck processes. Using these identities we find an explicit formula for the Laplace transform of the exit time under the assumption that positive jumps…
Many HPC applications that solve differential equations rely on the Runge-Kutta family of methods for time integration. Among these methods, the fourth-order accurate RK4 scheme is especially popular. This time integration scheme requires…
The explicit construction of direct and inverse Fourier's vector transform with discontinuous coefficients is presented. The technique of applying Fourier's vector transform with discontinuous coefficients for solving problems of…
We study the accuracy of a class of methods to compute the Inverse Laplace Transform, the so-called \emph{Abate--Whitt methods} [Abate, Whitt 2006], which are based on a linear combination of evaluations of $\widehat{f}$ in a few points. We…
Deterministic recursive algorithms for the computation of generalized Bruhat decomposition of the matrix in commutative domain are presented. This method has the same complexity as the algorithm of matrix multiplication.
In this paper, we introduce novel fast matrix inversion algorithms that leverage triangular decomposition and recurrent formalism, incorporating Strassen's fast matrix multiplication. Our research places particular emphasis on triangular…
We propose a novel algorithm for computing the Walsh-Hadamard Transform (WHT) which consists entirely of Haar wavelet transforms. We prove that the algorithm, which we call the Cascading Haar Wavelet (CHW) algorithm, shares precisely the…
Wishart matrices are one of the fundamental matrix models in multivariate statistics. We consider the classical $(m,n,\beta)$-Laguerre ensemble and give a necessary and sufficient condition for finite moments for the inverse of…
This is not a new result. Purpose of this work is to describe a method to search the analytical expression of the general real solution of the two-dimensional Laplace differential equation. This thing is not easy to find in scientific…
A new transform-based approach is presented that can be used to solve mixed boundary value problems for Laplace's equation in non-convex and other planar domains, specifically the so-called Lipschitz domains. This work complements Crowdy…
This work presents an analytical and computational study of fractional-order delay differential equations formulated using both the conformable and Caputo derivatives. For the conformable case, we develop the associated integral,…