Related papers: An integral equation for Root's barrier and the ge…
A standard way to solve a Schr\"odinger equation is to discreteize the radial coordinates and apply a numerical method for a differential equation, such as the Runge-Kutta method or the Numerov method. Here I employ a discrete basis…
Given a family $(\mu_\lambda,\lambda\geq0)$ of integrable mean-zero probability measures such that, for every $\lambda\geq0$, $\mu_\lambda$ is the image of $\mu_1$ under the homothety $y\longmapsto\sqrt{\lambda}y$, we provide a necessary…
Given the increments of a simple symmetric random walk $(X_n)_{n\ge0}$, we characterize all possible ways of recycling these increments into a simple symmetric random walk $(Y_n)_{n\ge0}$ adapted to the filtration of $(X_n)_{n\ge0}$. We…
This paper presents a class of boundary integral equations for the solution of problems of electromagnetic and acoustic scattering by two dimensional homogeneous penetrable scatterers with smooth boundaries. The new integral equations,…
In this paper, we employ a space-time finite element method to discretize the parabolic initial-boundary value problem and extend its error analysis with refined estimates on unstructured space-time meshes. We establish higher-order…
Bayesian inference can be embedded into an appropriately defined dynamics in the space of probability measures. In this paper, we take Brownian motion and its associated Fokker--Planck equation as a starting point for such embeddings and…
We extend the Barvinok-Woods algorithm for enumerating projections of integer points in polytopes to unbounded polyhedra. For this, we obtain a new structural result on projections of semilinear subsets of the integer lattice. We extend the…
We present a numerical framework for approximating the $\mu$-domain in the planar Skorokhod embedding problem PSEP, recently introduced in \cite{gross2019}. We show that under weak convergence of a sequence of probability measures…
Let the process Y(t) be a Skorohod integral process with respect to Brownian motion. We use a recent result by Tudor (2004), to prove that Y(t) can be represented as the limit of linear combinations of processes that are products of forward…
In this paper, we construct a counterexample to a question by Cantelli, asking whether there exists a nonconstant positive measurable function $\varphi$ such that for i.i.d. r.v. $X,Y$ of law $\mathcal{N}(0,1)$, the r.v. $X+\varphi(X)\cdot…
In this work we develop and apply a path integral formulation for the microscopic degrees of freedom obeying stochastic differential equations to an active Brownian particle (ABP) trapped in a harmonic potential. The formalism allows to…
This work presents a generalized boundary integral method for elliptic equations on surfaces, encompassing both boundary value and interface problems. The method is kernel-free, implying that the explicit analytical expression of the kernel…
Recently, a flexible and stable algorithm was introduced for the computation of 2D unstable manifolds of periodic solutions to systems of ordinary differential equations. The main idea of this approach is to represent orbits in this…
A matrix inverse free method to solve time-dependent Schrodinger equation is presented. The method is not subject to form of Hamiltonian and adopting real space grid system such as structured and unstructured grid, and achieves the order N…
In this paper, we propose numerical methods for computing the boundary local time of reflecting Brownian motion (RBM) in R3 and its use in the probabilistic representation of the solution of the Laplace equation with the Neumann boundary…
We present a boundary element method to compute numerical approximations to the non-linear Molodensky problem, which reconstructs the surface of the earth from the gravitational potential and the gravity vector. Our solution procedure…
A free non-relativistic particle moving in two dimensions on a half-plane can be described by self-adjoint Hamiltonians characterized by boundary conditions imposed on the systems. The most general boundary condition is parameterized in…
We propose a space-time scheme that combines an unfitted finite element method in space with a discontinuous Galerkin time discretisation for the accurate numerical approximation of parabolic problems with moving domains or interfaces. We…
We study spherically symmetric spacetimes for matter distributions with isotropic pressures. We generate new exact solutions to the Einstein field equations which also contains isotropic pressures. We develop an algorithm that produces a…
We construct in this article a rough path over fractional Brownian motion with arbitrary Hurst index by (i) using the Fourier normal ordering algorithm introduced in \cite{Unt-Holder} to reduce the problem to that of regularizing tree…