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We suggest new closely related methods for numerical inversion of $Z$-transform and Wiener-Hopf factorization of functions on the unit circle, based on sinh-deformations of the contours of integration, corresponding changes of variables and…

Numerical Analysis · Mathematics 2024-05-08 Svetlana Boyarchenko , Sergei Levendorskiĭ

We construct a soft thresholding operation for rank reduction of hierarchical tensors and subsequently consider its use in iterative thresholding methods, in particular for the solution of discretized high-dimensional elliptic problems. The…

Numerical Analysis · Mathematics 2015-02-02 Markus Bachmayr , Reinhold Schneider

This article considers the problem of diffraction by a wedge consisting of two semi-infinite periodic arrays of point scatterers. The solution is obtained in terms of two coupled systems, each of which is solved using the discrete…

Numerical Analysis · Mathematics 2022-02-24 M. A. Nethercote , A. V. Kisil , R. C. Assier

This paper presents a decomposition method for solving elliptic boundary value problems in one-dimension. The method is an improvement to an existing technique for approximating elliptic systems. It is demonstrated to be computationally…

Analysis of PDEs · Mathematics 2024-10-10 Christian O. Bernal Zelaya , Prosper Torsu

The Wiener-Hopf integral equations of 1-st kind relates to the class of Wiener-Hopf equations of non normal type, to which the classical Wiener-Hopf method is not applicable, but is completely applicable the special factorization method. In…

Classical Analysis and ODEs · Mathematics 2023-12-29 G. A. Grigorian

We propose a simple technique that, if combined with algorithms for computing functions of triangular matrices, can make them more efficient. Basically, such a technique consists in a specific scaling similarity transformation that reduces…

Numerical Analysis · Mathematics 2021-11-18 João R. Cardoso , Amir Sadeghi

An iterative algorithm is adopted to construct approximate representations of matrices describing the scattering properties of arbitrary objects. The method is based on the implicit evaluation of scattering responses from iteratively…

Computational Physics · Physics 2023-04-19 Johan Lundgren , Kurt Schab , Miloslav Capek , Mats Gustafsson , Lukas Jelinek

An explicit multistep scheme is proposed for solving the initial-value Wigner problem. In this scheme, the integrated form of the Wigner equation is approximated by extrapolation or interpolation polynomials on backwards characteristics,…

Computational Physics · Physics 2015-02-12 Yunfeng Xiong

We derive the L\'evy-Khintchine representation of the Wiener-Hopf factors for the Normal Inverse Gaussian (NIG) process as well as a representation which is similar to the moment generating function (MGF) of a generalized gamma convolution…

Probability · Mathematics 2019-02-28 Daniel Hackmann

Some iterative techniques are defined to solve reversible inverse problems and a common formulation is explained. Numerical improvements are suggested and tests validate the methods.

Optimization and Control · Mathematics 2011-12-06 Sébastien Marinesque

Approximate computing has shown to provide new ways to improve performance and power consumption of error-resilient applications. While many of these applications can be found in image processing, data classification or machine learning, we…

Numerical Analysis · Computer Science 2017-03-08 Michael Lass , Thomas D. Kühne , Christian Plessl

In this paper an iterated function system on the space of distribution functions is built. The inverse problem is introduced and studied by convex optimization problems. Some applications of this method to approximation of distribution…

Statistics Theory · Mathematics 2007-06-13 Stefano M. Iacus , Davide La Torre

The solvability of the Riemann-Hilbert boundary value problem on the real line is described in the case when its matrix coefficient admits a Wiener-Hopf type factorization with bounded outer factors but rather general diagonal elements of…

Functional Analysis · Mathematics 2011-03-11 M. C. Camara , C. Diogo , Yu. I. Karlovich , I. M. Spitkovsky

We prove the Wiener-Hopf factorization for Markov Additive processes. We derive also Spitzer-Rogozin theorem for this class of processes which serves for obtaining Kendall's formula and Fristedt representation of the cumulant matrix of the…

Probability · Mathematics 2011-10-19 Przemyslaw Klusik , Zbigniew Palmowski

The object of the present paper is to extend the third-order iterative method for solving nonlinear equations into systems of nonlinear equations. Since our motive is to develop the method which improve the order of convergence of Newton's…

Numerical Analysis · Mathematics 2013-09-24 Anuradha Singh , J. P. Jaiswa

This article is dedicated to unifying the framework used to derive the Wiener--Hopf equations arising from some discrete and continuous wave diffraction problems.The main tools are the discrete Green's identity and the appropriate notion of…

Mathematical Physics · Physics 2025-07-08 A. I. Korolkov , R. C. Assier , A. V. Kisil

The asymptotic iteration method is used to find exact and approximate solutions of Schroedinger's equation for a number of one-dimensional trigonometric potentials (sine-squared, double-cosine, tangent-squared, and complex cotangent).…

Mathematical Physics · Physics 2014-03-05 Hakan Ciftci , Richard L. Hall , Nasser Saad

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

Leading- and trailing-edge serrations have been widely used to reduce the leading- and trailing-edge noise in applications such as contra-rotating fans and large wind turbines. Recent studies show that these two noise problems can be…

Fluid Dynamics · Physics 2020-01-29 Benshuai Lyu , Lorna J. Ayton

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie