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By expanding the Dirac delta function in terms of the eigenfunctions of the corresponding Sturm-Liouville problem, we construct some new (oscillating) integral transforms. These transforms are then used to solve various finance, physics,…

Pricing of Securities · Quantitative Finance 2022-06-22 Andrey Itkin , Alexander Lipton , Dmitry Muravey

In this work, we present a scalable Linear Matrix Inequality (LMI) based framework to verify the stability of a set of linear Partial Differential Equations (PDEs) in one spatial dimension coupled with a set of Ordinary Differential…

Optimization and Control · Mathematics 2018-12-21 Amritam Das , Sachin Shivakumar , Siep Weiland , Matthew Peet

Fiber network modeling can be used for studying mechanical properties of paper. The individual fibers and the bonds in-between constitute a detailed representation of the material. However, detailed microscale fiber network models must be…

Numerical Analysis · Mathematics 2020-04-29 Morgan Görtz , Gustav Kettil , Axel Målqvist , Andreas Mark , Fredrik Edelvik

We present a new numerical approach to the study of disorder and interactions in quasi-1D systems which combines aspects of the transfer matrix method and the density matrix renormalization group which have been successfully applied to…

Strongly Correlated Electrons · Physics 2009-11-10 J M Carter , A MacKinnon

A discrete-time linear dynamical system (LDS) is given by an update matrix $M \in \mathbb{R}^{d\times d}$, and has the trajectories $\langle s, Ms, M^2s, \ldots \rangle$ for $s \in \mathbb{R}^d$. Reachability-type decision problems of…

Logic in Computer Science · Computer Science 2025-12-30 Toghrul Karimov

We study the quantitative transfer of uniqueness from the classical to the fractional Calder\'on problem with exterior data. This allows us to deduce the first stability estimates for the principal part of the isotropic fractional…

Analysis of PDEs · Mathematics 2026-04-14 Hendrik Baers , Angkana Rüland

The coupled nonlocal NLS equation is studied by virtue of the $2\times2$ Dbar-problem. Two spectral transform matrices are introduced to define two associated Dbar-problems. The relations between the coupled nonlocal NLS potential and the…

Exactly Solvable and Integrable Systems · Physics 2021-05-03 Xueru Wang , Junyi Zhu

Radiative transfer is essential in astronomy, both for interpreting observations and simulating various astrophysical phenomena. However, self-consistent line radiative transfer is computationally expensive, especially in 3D. To reduce the…

Instrumentation and Methods for Astrophysics · Physics 2025-05-14 Thomas Ceulemans , Frederik De Ceuster , Leen Decin

As a follow up to \cite{Causley2013}, we provide a detailed description of the numerical implementation of an O(N), A-stable, second order accurate solution of the wave equation, constructed from semi-discrete boundary value problems. We…

Numerical Analysis · Mathematics 2013-07-01 Matthew F. Causley , Andrew J. Christlieb , Yaman Guclu , Eric Wolf

Building upon recent results obtained in [7,8,9], we describe an efficient second order, A-stable scheme for solving the wave equation, based on the method of lines transpose (MOL$^T$), and the resulting semi-discrete (i.e. continuous in…

Numerical Analysis · Mathematics 2015-12-17 Matthew Causley , Andrew Christlieb , Eric Wolf

The order-disorder layering transitions, of the Blume-Capel model, are studied using the Monte Carlo (MC) simulations, in the presence of a variable crystal field. For a very low temperature, the results are in good agreement with the…

Soft Condensed Matter · Physics 2009-11-10 L. Bahmad , A. Benyoussef , H. Ez-Zahraouy

We investigate the parallel one-level overlapping Schwarz method for solving finite element discretization of high-frequency Helmholtz equations. The resulting linear systems are large, indefinite, ill-conditioned, and complex-valued. We…

Numerical Analysis · Mathematics 2026-02-03 Yan Xie , Shihua Gong , Ivan G. Graham , Euan A. Spence , Chen-Song Zhang

This paper introduces neuroevolution for solving differential equations. The solution is obtained through optimizing a deep neural network whose loss function is defined by the residual terms from the differential equations. Recent studies…

Neural and Evolutionary Computing · Computer Science 2021-05-06 Jian Cheng Wong , Abhishek Gupta , Yew-Soon Ong

Vanishing and exploding gradients are two of the main obstacles in training deep neural networks, especially in capturing long range dependencies in recurrent neural networks~(RNNs). In this paper, we present an efficient parametrization of…

Machine Learning · Computer Science 2018-03-28 Jiong Zhang , Qi Lei , Inderjit S. Dhillon

The identification of distribution network topology and parameters is a critical problem that lays the foundation for improving network efficiency, enhancing reliability, and increasing its capacity to host distributed energy resources.…

Systems and Control · Electrical Eng. & Systems 2023-08-23 Ognjen Stanojev , Lucien Werner , Steven Low , Gabriela Hug

Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…

Numerical Analysis · Mathematics 2021-11-23 Alex Viguerie , Silvia Bertoluzza , Alessandro Veneziani , Ferdinando Auricchio

We develop a general transfer-matrix formalism for determining the growth rate of the Rayleigh-Taylor instability in a fluid system with spatially varying density and viscosity. We use this formalism to analytically and numerically treat…

Fluid Dynamics · Physics 2025-02-18 Prashant Sharma

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the…

Computation · Statistics 2016-03-04 Pierre Del Moral , Ajay Jasra , Kody Law , Yan Zhou

Recently, methods have been proposed that perform texture synthesis and style transfer by using convolutional neural networks (e.g. Gatys et al. [2015,2016]). These methods are exciting because they can in some cases create results with…

Graphics · Computer Science 2017-02-09 Eric Risser , Pierre Wilmot , Connelly Barnes

In this paper, we investigate symbol-level precoding (SLP) and efficient decoding techniques for downlink transmission, where we focus on scenarios where the base station (BS) transmits multiple QAM constellation streams to users equipped…

Signal Processing · Electrical Eng. & Systems 2024-10-30 X. Tong , A. Li , L. Lei , X. Hu , F. Dong , S. Chatzinotas , C. Masouros