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We develop a nonanticipative calculus for functionals of a continuous semimartingale, using an extension of the Ito formula to path-dependent functionals which possess certain directional derivatives. The construction is based on a pathwise…

Probability · Mathematics 2013-02-05 Rama Cont , David-Antoine Fournié

In this paper Fourier transform of multivariate orthogonal polynomials on the simplex is presented. A new family of multivariate orthogonal functions is obtained by using the Parseval's identity and several recurrence relations are derived.

Classical Analysis and ODEs · Mathematics 2021-01-12 Esra Güldoğan-Lekesiz , Rabia Aktaş , Iván Area

Motivated by the substantial development of the special functions, we contribute to establish some rigorous results on the general series identities with bounded sequences and hypergeometric functions with different arguments, which are…

General Mathematics · Mathematics 2019-02-19 Mohammad Idris Qureshi , Saima Jabee , Mohammad Shadab

The computation of matrix functions is a well-studied problem. Of special importance are the exponential and the logarithm of a matrix, where the latter also raises existence and uniqueness questions. This is particularly relevant in the…

Rings and Algebras · Mathematics 2024-06-17 Ellen Baake , Michael Baake

We give a short proof of the Cauchy-Binet determinantal formula using multilinear algebra by first generalizing it to an identity {\em not} involving determinants. By extending the formula to abstract Hilbert spaces we obtain, as a…

Rings and Algebras · Mathematics 2013-05-06 Takis Konstantopoulos

Taylor's formula holds significant importance in function representation, such as solving differential difference equations, ordinary differential equations, partial differential equations, and further promotes applications in visual…

Machine Learning · Computer Science 2025-07-15 Guoyou Wang , Yihua Tan , Shiqi Liu

We present a method for the numerical calculation of derivatives of functions of general complex matrices. The method can be used in combination with any algorithm that evaluates or approximates the desired matrix function, in particular…

High Energy Physics - Lattice · Physics 2016-10-13 M. Puhr , P. V. Buividovich

We develop an algorithm for computing affine Kazhdan-Lusztig polynomials, for all Lie types. This generalizes our previously published algorithm for type A, which in turn is a faster version of an algorithm due to Lascouz, Leclerc and…

Representation Theory · Mathematics 2007-05-23 Frederick M. Goodman , Hans Wenzl

We obtain a new decomposition of the Riemann-Liouville operators of fractional integration as a series involving derivatives (of integer order). The new formulas are valid for functions of class $C^n$, $n \in \mathbb{N}$, and allow us to…

Classical Analysis and ODEs · Mathematics 2012-10-29 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

In this work we deduce explicit formulae for the elements of the matrices that represent the action of integro-differential operators over the coefficients of generalized Fourier series. Our formulae are obtained by performing operations on…

Numerical Analysis · Mathematics 2017-12-21 José M. A. Matos , Maria João Rodrigues , João Carrilho de Matos

In 2017, O. Deiser and C. Lasser obtained an explicit formula for the $n$-th derivative of the inverse tangent function. We calculate this derivative by a different method based on Fa\`a di Bruno's formula. Comparing the two results leads…

Classical Analysis and ODEs · Mathematics 2018-10-22 Jan-David Hardtke

The implementation of discontinuous Galerkin finite element methods (DGFEMs) represents a very challenging computational task, particularly for systems of coupled nonlinear PDEs, including multiphysics problems, whose parameters may consist…

Numerical Analysis · Computer Science 2018-04-09 Paul Houston , Nathan Sime

We propose an approach to determine the continual progression of algorithmic efficiency, as an alternative to standard calculations of time complexity, likely, but not exclusively, when dealing with data structures with unknown maximum…

Computational Complexity · Computer Science 2020-12-04 Ananth Goyal

The computation of determinants or their signs is the core procedure in many important geometric algorithms, such as convex hull, volume and point location. As the dimension of the computation space grows, a higher percentage of the total…

Computational Geometry · Computer Science 2016-02-01 Vissarion Fisikopoulos , Luis Peñaranda

We derive integral representations for six families of multiple Ap\'ery-like series using repeated integration by parts and Fourier expansions. The resulting formulas are expressed in terms of polylogarithms, Legendre chi functions, and…

Number Theory · Mathematics 2026-05-06 Jorge Antonio González Layja

Using tools from the Siegel-Shidlovskii theory of transcendental numbers, we prove that a nontrivial solution of the Airy equation, its derivative, and an antiderivative are algebraically independent over the field of rational functions.…

Classical Analysis and ODEs · Mathematics 2025-03-19 Folkmar Bornemann

In this paper we present an algorithmic procedure that transforms, if possible, a given system of ordinary or partial differential equations with radical dependencies in the unknown function and its derivatives into a system with polynomial…

Classical Analysis and ODEs · Mathematics 2024-04-23 Sebastian Falkensteiner , Rafael Sendra

Fast Fourier transform algorithms are an arsenal of effective tools for solving various problems of analysis and high-speed processing of signals of various natures. Almost all of these algorithms are designed to process sequences of…

Data Structures and Algorithms · Computer Science 2025-04-11 Aleksandr Cariow

This tutorial serves as an introduction to recently developed non-asymptotic methods in the theory of -- mainly linear -- system identification. We emphasize tools we deem particularly useful for a range of problems in this domain, such as…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Ingvar Ziemann , Anastasios Tsiamis , Bruce Lee , Yassir Jedra , Nikolai Matni , George J. Pappas

In this paper, we develop new identities for the inverse tangent integral by connecting it to the dilogarithmic (polylogarithmic) structure and to a carefully designed auxiliary arctangent integral $Ti_2(a)$ with a tunable endpoint. The…

Number Theory · Mathematics 2026-05-05 Petr Vlachopulos
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