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In this paper, a new fast and low complexity transform is introduced for orthogonal frequency division multiplexing (OFDM) wireless systems. The new transform combines the effects of fast complex-Walsh-Hadamard transform (CHT) and the fast…

Signal Processing · Electrical Eng. & Systems 2023-10-30 Said Boussakta , Mounir T. Hamood , Mohammed Sh. Ahmed

We introduce a new method for evaluating the oscillatory integrals which describe natural interference patterns. As an illustrative example of contemporary interest, we consider astrophysical plasma lensing of coherent sources like pulsars…

High Energy Astrophysical Phenomena · Physics 2019-09-11 Job Feldbrugge , Ue-Li Pen , Neil Turok

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

In this note, we shall prove a formula for the Fourier transform of spherical Bessel functions over complex numbers, viewed as the complex analogue of the classical formulae of Hardy and Weber. The formula has strong representation…

Classical Analysis and ODEs · Mathematics 2017-10-27 Zhi Qi

The most popular algorithm for the nonuniform fast Fourier transform (NUFFT) uses the dilation of a kernel $\phi$ to spread (or interpolate) between given nonuniform points and a uniform upsampled grid, combined with an FFT and diagonal…

Numerical Analysis · Mathematics 2020-10-15 A. H. Barnett

We develop a spectral method for solving univariate singular integral equations over unions of intervals by utilizing Chebyshev and ultraspherical polynomials to reformulate the equations as almost-banded infinite-dimensional systems. This…

Numerical Analysis · Mathematics 2016-12-12 Richard Mikael Slevinsky , Sheehan Olver

We present a fast and numerically accurate method for expanding digitized $L \times L$ images representing functions on $[-1,1]^2$ supported on the disk $\{x \in \mathbb{R}^2 : |x|<1\}$ in the harmonics (Dirichlet Laplacian eigenfunctions)…

Numerical Analysis · Mathematics 2022-12-23 Nicholas F. Marshall , Oscar Mickelin , Amit Singer

In this paper, we consider the numerical solution of highly-oscillatory Vlasov and Vlasov-Poisson equations with non-homogeneous magnetic field. Designed in the spirit of recent uniformly accurate methods, our schemes remain insensitive to…

Numerical Analysis · Mathematics 2020-05-25 Philippe Chartier , Nicolas Crouseilles , Mohammed Lemou , Florian Mehats , Xiaofei Zhao

In this paper, we introduce a family of integral transforms, denoted by \(\mathcal{O}_{\alpha}\), and constructed via kernel fusion of the fractional Fourier transform (FRFT) with angle \(\alpha \notin \pi \mathbb{Z}\). We demonstrate that…

Classical Analysis and ODEs · Mathematics 2026-03-09 Lai Tien Minh , Trinh Tuan

We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein-Uhlenbeck process for active speed generation. Using a…

Statistical Mechanics · Physics 2022-05-02 Amir Shee , Debasish Chaudhuri

In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…

General Mathematics · Mathematics 2023-05-30 Aymen Laadhari , Ahmad Deeb

In this paper, we prove an exponential integral formula for the Fourier transform of Bessel functions over complex numbers, along with a radial exponential integral formula. The former will enable us to develop the complex spectral theory…

Classical Analysis and ODEs · Mathematics 2018-08-21 Zhi Qi

In this paper, a fractional version of the Clifford-Fourier transform is introduced, depending on two numerical parameters. A series expansion for the kernel of the resulting integral transform is derived. In the case of even dimension,…

Classical Analysis and ODEs · Mathematics 2012-09-27 Hendrik De Bie , Nele De Schepper

This paper describes a fast and stable algorithm for evaluating Bermudan swaption under the two factor Hull-White model. We discretize the calculation of the expected value in the evaluation of Bermudan swaption by numerical integration,…

Computational Finance · Quantitative Finance 2022-12-19 Tomohisa Yamakami , Yuki Takeuchi

Motivated by problems in control theory concerning decay rates for the damped wave equation $$w_{tt}(x,t) + \gamma(x) w_t(x,t) + (-\Delta + 1)^{s/2} w(x,t) = 0,$$ we consider an analogue of the classical Paneah-Logvinenko-Sereda theorem for…

Classical Analysis and ODEs · Mathematics 2026-04-30 Benjamin Jaye , Rahul Sethi

Under certain conditions on an integrable function f having a real-valued Fourier transform Tf=F, we obtain a certain estimate for the oscillation of F in the interval [-C||f'||/||f||,C||f'||/||f||] with C>0 an absolute constant. Given q>0…

Classical Analysis and ODEs · Mathematics 2007-05-23 Szilard Gy. Revesz , Noli N. Reyes , Gino Angelo M. Velasco

We present a general diagrammatic approach to the construction of efficient algorithms for computing the Fourier transform of a function on a finite group. By extending work which connects Bratteli diagrams to the construction of Fast…

Representation Theory · Mathematics 2015-12-09 David Maslen , Daniel N. Rockmore , Sarah Wolff

In the last few decades, numerical simulation for nonlinear oscillators has received a great deal of attention, and many researchers have been concerned with the design and analysis of numerical methods for solving oscillatory problems. In…

Numerical Analysis · Mathematics 2020-12-25 Yu-Wen Li , Xinyuan Wu

Using Hilbert transforms, we establish two families of sum rules involving Bessel moments, which are integrals associated with Feynman diagrams in two-dimensional quantum field theory. With these linear relations among Bessel moments, we…

Classical Analysis and ODEs · Mathematics 2019-01-23 Yajun Zhou

Starting from the adiabatic time-dependent Hartree-Fock approximation (ATDHF), we propose an efficient method to calculate the Thouless-Valatin moments of inertia for the nuclear system. The method is based on the rapid convergence of the…

Nuclear Theory · Physics 2012-09-28 Z. P. Li , T. Niksic , P. Ring , D. Vretenar , J. M. Yao , J. Meng