Related papers: A simple pseudo-Voigt/complex error function
SDE driven by an $\alpha $-stable process, $\alpha \in \lbrack 1,2),$ with Lipshitz continuous coefficient and $\beta $-H\"older drift is considered. The existence and uniqueness of a strong solution is proved when $\beta >1-\alpha /2$ by…
The error autocorrection effect means that in a calculation all the intermediate errors compensate each other, so the final result is much more accurate than the intermediate results. In this case standard interval estimates are too…
The partition function of the random energy model at inverse temperature $\beta$ is a sum of random exponentials $Z_N(\beta)=\sum_{k=1}^N \exp(\beta \sqrt{n} X_k)$, where $X_1,X_2,...$ are independent real standard normal random variables…
In this didactic note, we describe a procedure to derive successive approximations of $\pi$ using Euler Beta functions. It is an interesting exercise for undergraduate students, since it involves polynomial roots, integral calculations,…
Automatic algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. This paper describes an automatic, adaptive algorithm for approximating the solution to a…
A measure for the complexity of a differentiable function f(x) on an interval is introduced. It is based on approximations of the function by piecewise constant functions. The measure takes into account the quality of the approximation and…
By an extension of the Bethe ansatz method used by Gwa and Spohn, we obtain an exact expression for the large deviation function of the time averaged current for the fully asymmetric exclusion process in a ring containing $N$ sites and $p$…
An posteriori error analysis for the virtual element method (VEM) applied to general elliptic problems is presented. The resulting error estimator is of residual-type and applies on very general polygonal/polyhedral meshes. The estimator is…
The broadband line-by-line analysis of radiative transfer in the atmosphere is extremely demanding with regard to computational resources. As a remedy, we present here the calculation of uniform error bounds for approximating the classical…
The Error Function \begin{eqnarray} V(x) & \equiv & \sqrt{\pi} e^{x^2} [1 - \hbox{erf}(x)] \\ & = & \int_0^\infty \frac{ e^{-u} }{\sqrt{x^2 + u}} du = 2 e^{x^2}\int_x^\infty e^{-t^2} dt \nonumber \end{eqnarray} arises in many contexts, from…
We consider the large deviations of the smallest eigenvalue of the Wishart-Laguerre Ensemble. Using the Coulomb gas picture we obtain rate functions for the large fluctuations to the left and the right of the hard edge. Our findings are…
The paper is devoted to the numerical solutions of fractional PDEs based on its probabilistic interpretation, that is, we construct approximate solutions via certain Monte Carlo simulations. The main results represent the upper bound of…
Purpose of writing this paper is to solve a transcendental function containing a product of a variable and its double exponential by a unique method of approximation. If the value of the said product is given, then its inverse function is…
Let $\beta > 1$ be a real number and $x \in [0,1)$ be an irrational number. We denote by $k_n(x)$ the exact number of partial quotients in the continued fraction expansion of $x$ given by the first $n$ digits in the $\beta$-expansion of $x$…
With the goal in mind of deriving a method to compute quantum corrections for the real-time evolution in quantum field theory, we analyze the problem from the perspective of the Wigner function. We argue that this provides the most natural…
We present an efficient multi-accuracy algorithm for the computations of a set of special functions of a complex argument, z=x+iy. These functions include the complex probability function w(z), and closely related functions such as the…
We present a posteriori error estimates for finite element approximations in a minimization approach to a coefficient inverse problem. The problem is that of reconstructing the dielectric permittivity $\varepsilon =…
We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of…
Chebyshev expansion coefficients can be computed efficiently by using the FFT, and for smooth functions the resulting approximation is close to optimal, with computations that are numerically stable. Given sufficiently accurate function…
This paper focuses on inhomogeneous quadratic tests, which involve the sum of a dependent non-central chi-square with a Gaussian random variable. Unfortunately, no closed-form expression is available for the statistical distribution of the…