English
Related papers

Related papers: The explicit Laplace transform for the Wishart pro…

200 papers

We give an explicit formula (i.e., a formal stationary phase formula) for the local Fourier-Laplace transform of a formal germ of meromorphic connection of one complex variable with a possibly irregular singularity. This is a complex…

Algebraic Geometry · Mathematics 2011-01-04 Claude Sabbah

In this work we present new methods for transforming and solving finite series by using the Laplace transform. In addition we introduce both an alternative method based on the Fourier transform and a simplified approach. The latter allows a…

General Mathematics · Mathematics 2016-02-15 Henrik Stenlund

The main difficulty in solving the discrete constrained problem is its poor and even ill condition. In this paper, we transform the discrete constrained problems on de Rham complex to Laplace-like problems. This transformation not only make…

Numerical Analysis · Mathematics 2024-12-31 Zhongjie Lu

The article presents a computationally effective algorithm for calculating the multiresolution discrete Fourier transform (MrDFT). The algorithm is based on the idea of reducing the computational complexity which was introduced by Wen and…

Data Structures and Algorithms · Computer Science 2015-07-10 Bartosz Andreatto , Aleksandr Cariow

Flow of molecular gas into a complex vacuum system is investigated by a lumped parameter model to estimate the time evolution of gas pressure $p_g$, which for the first time takes into account the realistic effect of time-delay arising due…

Fluid Dynamics · Physics 2018-06-19 Rajiv Goswami , K. A. Jadeja

The use of high order fully implicit Runge-Kutta methods is of significant importance in the context of the numerical solution of transient partial differential equations, in particular when solving large scale problems due to fine space…

Numerical Analysis · Mathematics 2023-02-27 Ivo Dravins , Stefano Serra-Capizzano , Maya Neytcheva

This paper refers to the study of generalized Struve type function. Using generalized Galue type Struve function (GTSF) by Nisar et al. [13], we derive various integral transform, including Euler transform, Laplace transform, Whittakar…

Classical Analysis and ODEs · Mathematics 2016-07-19 D. L. Suthar , S. D. Purohit , K. S. Nisar

A coercivity property of temporal convolution operators is an essential tool in the analysis of time-dependent boundary integral equations and their space and time discretisations. It is known that this coercivity property is inherited by…

Numerical Analysis · Mathematics 2017-02-28 Lehel Banjai , Christian Lubich

We comment on the set of visible points of a lattice and its Fourier transform, thus continuing and generalizing previous work by Schroeder and Mosseri. A closed formula in terms of Dirichlet series is obtained for the Bragg part of the…

Mathematical Physics · Physics 2014-09-30 Michael Baake , Uwe Grimm , David Warrington

Using the tools of optimal control, semiconvex duality and \maxp algebra, this work derives a unifying representation of the solution for the matrix differential Riccati equation (DRE) with time-varying coefficients. It is based upon a…

Optimization and Control · Mathematics 2010-12-30 Ameet Deshpande

The nonlinear gyrokinetic equations describe plasma turbulence in laboratory and astrophysical plasmas. To solve these equations, massively parallel codes have been developed and run on present-day supercomputers. This paper describes…

Computational Physics · Physics 2014-03-31 H. Doerk , F. Jenko

Matrix transformations in terms of triangular matrices is the easiest method of evaluating matrix-variate gamma and beta integrals in the real and complex cases. Here we give several procedures of explicit evaluation of gamma and beta…

Statistics Theory · Mathematics 2014-09-29 A. M. Mathai

The Lorentz transformations are represented by Einstein velocity addition on the ball of relativistically admissible velocities. This representation is by projective maps. The Lie algebra of this representation defines the relativistic…

General Relativity and Quantum Cosmology · Physics 2011-08-17 Yaakov Friedman

Unoriented surface reconstructions based on the Gauss formula have attracted much attention due to their elegant mathematical formulation and excellent performance. However, the isotropic characteristics of the formulation limit their…

Graphics · Computer Science 2024-05-28 Yueji Ma , Dong Xiao , Zuoqiang Shi , Bin Wang

We give a quantum algorithm to exactly solve certain problems in combinatorial optimization, including weighted MAX-2-SAT as well as problems where the objective function is a weighted sum of products of Ising variables, all terms of the…

Quantum Physics · Physics 2018-07-20 M. B. Hastings

We propose a monotone, and consistent numerical scheme for the approximation of the Dirichlet problem for the normalized Infinity Laplacian, which could be related to the family of so--called two--scale methods. We show that this method is…

Numerical Analysis · Mathematics 2022-09-14 Wenbo Li , Abner J. Salgado

This paper is devoted to the study of the eigenvalues of the Wishart process which are the analogof the Dyson Brownian Motion for covariance matrices. Such processes were in particular studied byBru. The mean field convergence of the…

Probability · Mathematics 2021-05-11 Ezechiel Kahn

For L\'evy processes with exponentially decaying tails of the L\'evy density, we derive integral representations for the joint cpdf $V$ of $(X_T, \bar X_T,\tau_T)$ (the process, its supremum evaluated at $T<+\infty$, and the first time at…

Probability · Mathematics 2023-12-11 Svetlana Boyarchenko , Sergei Levendorskii

We present a method to derive new explicit expressions for bidiagonal decompositions of Vandermonde and related matrices such as the (q-, h-) Bernstein-Vandermonde ones, among others. These results generalize the existing expressions for…

We review a family of algorithms for Lyapunov- and Riccati-type equations which are all related to each other by the idea of \emph{doubling}: they construct the iterate $Q_k = X_{2^k}$ of another naturally-arising fixed-point iteration…

Numerical Analysis · Mathematics 2020-05-19 Federico Poloni