Related papers: Derivations on almost complex manifolds
Using tools from spectral analysis, singular and regular perturbation theory, we develop a systematic method for analytically computing the approximate price of a derivative-asset. The payoff of the derivative-asset may be path-dependent.…
We use functions of a bicomplex variable to unify the existing constructions of harmonic morphisms from a 3-dimensional Euclidean or pseudo-Euclidean space to a Riemannian or Lorentzian surface. This is done by using the notion of…
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…
This survey paper discusses the history of approximation formulas for n-th order derivatives by integrals involving orthogonal polynomials. There is a large but rather disconnected corpus of literature on such formulas. We give some results…
This article continues and completes our previous work [14] J. Phys. Commun. 2 (2018) 025007. First of all, we present two methods of quantization associated with a linear connection given on a differentiable manifold, one of them being the…
Complex polynomial optimization has recently gained more and more attention in both theory and practice. In this paper, we study the optimization of a real-valued general conjugate complex form over various popular constraint sets including…
Let $(X,\omega)$ be a compact K\"ahler manifold of dimension $n$ and fix $m\in \mathbb{N}$ such that $1\leq m \leq n$. We prove that any $(\omega,m)$-sh function can be approximated from above by smooth $(\omega,m)$-sh functions. A…
Ordinary Differential Equations are generally too complex to be solved analytically. Approximations thereof can be obtained by general purpose numerical methods. However, even though accurate schemes have been developed, they remain…
This paper introduces a novel algorithmic solution for the approximation of a given multivariate function by a nomographic function that is composed of a one-dimensional continuous and monotone outer function and a sum of univariate…
This paper presents two methods for approximating a proper subset of the entries of a Hessian using only function evaluations. These approximations are obtained using the techniques called \emph{generalized simplex Hessian} and…
In the case of smooth manifolds, we use Forman's discrete Morse theory to realize combinatorially any Thom-Smale complex coming from a smooth Morse function by a couple triangulation-discrete Morse function. As an application, we prove that…
In this paper, we propose a simple acceleration scheme for Riemannian gradient methods by extrapolating iterates on manifolds. We show when the iterates are generated from Riemannian gradient descent method, the accelerated scheme achieves…
We discuss some aspects of approximating functions on high-dimensional data sets with additive functions or ANOVA decompositions, that is, sums of functions depending on fewer variables each. It is seen that under appropriate smoothness…
This paper presents and investigates an inexact proximal gradient method for solving composite convex optimization problems characterized by an objective function composed of a sum of a full-domain differentiable convex function and a…
We seek random versions of some classical theorems on complex approximation by polynomials and rational functions, as well as investigate properties of random compact sets in connection to complex approximation.
We give a derivation of the method of conjugate gradients based on the requirement that each iterate minimizes a strictly convex quadratic on the space spanned by the previously observed gradients. Rather than verifying that the search…
This paper presents a new derivative parsing algorithm for parsing expression grammars; this new algorithm is both simpler and faster than the existing parsing expression derivative algorithm presented by Moss. This new algorithm improves…
Provided a special function of one variable and some of its derivatives can be accurately computed over a finite range, a method is presented to build a series of polynomial approximations of the function with a defined relative error over…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
In this paper, we derive new estimates for the remainder term of the midpoint, trapezoid, and Simpson formulae for functions whose derivatives in absolute value at certain power are quasi-convex. Some applications to special means of real…