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We consider multiple orthogonal polynomials corresponding to two Macdonald functions (modified Bessel functions of the second kind), with emphasis on the polynomials on the diagonal of the Hermite-Pad\'e table. We give some properties of…

Classical Analysis and ODEs · Mathematics 2013-10-16 W. Van Assche , S. B. Yakubovich

Copulas are used to construct joint distributions in many areas. In some problems, it is necessary to deal with correlation structures that are more complicated than the commonly known copulas. A finite order multivariate Hermite polynomial…

Mathematical Finance · Quantitative Finance 2023-01-25 Kenichiro Shiraya , Tomohisa Yamakami

For any orthogonal polynomials system on real line we construct an appropriate oscillator algebra such that the polynomials make up the eigenfunctions system of the oscillator hamiltonian. The general scheme is divided into two types: a…

Classical Analysis and ODEs · Mathematics 2007-05-23 V. V. Borzov

We consider approximate pricing formulas for European options based on approximating the logarithmic return's density of the underlying by a linear combination of rescaled Hermite polynomials. The resulting models, that can be seen as…

Pricing of Securities · Quantitative Finance 2023-08-15 Carlo Marinelli , Stefano d'Addona

This work is concerned with spectral collocation methods for fractional PDEs in unbounded domains. The method consists of expanding the solution with proper global basis functions and imposing collocation conditions on the Gauss-Hermite…

Numerical Analysis · Mathematics 2018-01-30 Tao Tang , Huifang Yuan , Tao Zhou

In this paper we address the problem of constructing $G^2$ planar Pythagorean--hodograph (PH) spline curves, that interpolate points, tangent directions and curvatures, and have prescribed arc-length. The interpolation scheme is completely…

Numerical Analysis · Mathematics 2023-09-27 Marjeta Knez , Francesca Pelosi , Maria Lucia Sampoli

Given a nonsingular $n \times n$ matrix of univariate polynomials over a field $\mathbb{K}$, we give fast and deterministic algorithms to compute its determinant and its Hermite normal form. Our algorithms use…

Symbolic Computation · Computer Science 2017-03-31 George Labahn , Vincent Neiger , Wei Zhou

In this research, the Bernoulli polynomials are introduced. The properties of these polynomials are employed to construct the operational matrices of integration together with the derivative and product. These properties are then utilized…

Numerical Analysis · Computer Science 2014-08-12 J. A. Rad , S. Kazem , M. Shaban , K. Parand

In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the…

Classical Analysis and ODEs · Mathematics 2023-06-01 Amílcar Branquinho , Ana Foulquié-Moreno , Assil Fradi , Manuel Mañas

Ouroboros functions have shown some interesting properties when subjected to conventional operations. The aim of this paper is to continue our investigation and prove some additional properties of these functions. Using algebraic methods,…

General Mathematics · Mathematics 2021-07-06 Nathan Thomas Provost

Theory interpolation has found several successful applications in model checking. We present a novel method for computing interpolants for ground formulas in the theory of equality. The method produces interpolants from colored congruence…

Logic in Computer Science · Computer Science 2015-07-01 Alexander Fuchs , Amit Goel , Jim Grundy , Sava Krstić , Cesare Tinelli

We propose a novel Hermite-Taylor correction function method to handle embedded boundary and interface conditions for Maxwell's equations. The Hermite-Taylor method evolves the electromagnetic fields and their derivatives through order $m$…

Numerical Analysis · Mathematics 2025-04-15 Yann-Meing Law , Daniel Appelö , Thomas Hagstrom

The algebraic characterization of dual univariate interpolating subdivision schemes is investigated. Specifically, we provide a constructive approach for finding dual univariate interpolating subdivision schemes based on the solutions of…

Numerical Analysis · Mathematics 2020-09-29 Luca Gemignani , Lucia Romani , Alberto Viscardi

Hermite reduction is a classical algorithmic tool in symbolic integration. It is used to decompose a given rational function as a sum of a function with simple poles and the derivative of another rational function. We extend Hermite…

Symbolic Computation · Computer Science 2023-06-12 Alin Bostan , Frédéric Chyzak , Pierre Lairez , Bruno Salvy

Some of the classical orthogonal polynomials such as Hermite, Laguerre, Charlier, etc. have been shown to be the generating polynomials for certain combinatorial objects. These combinatorial interpretations are used to prove new identities…

Combinatorics · Mathematics 2007-05-23 Ira M. Gessel , Pallavi Jayawant

We study the problem of generating monomials of a polynomial in the context of enumeration complexity. In this setting, the complexity measure is the delay between two solutions and the total time. We present two new algorithms for…

Computational Complexity · Computer Science 2011-02-01 Yann Strozecki

The aim of this work is to show how symbolic computation can be used to perform multivariate Lagrange, Hermite and Birkhoff interpolation and help us to build more realistic interpolating functions. After a theoretical introduction in which…

Numerical Analysis · Mathematics 2009-06-25 Pascual Jara , Joaquin Jodar , Luis Merino , Juan F. Ruiz

We provide explicit formulas for the orthogonal eigenfunctions of the supersymmetric extension of the rational Calogero-Moser-Sutherland model with harmonic confinement, i.e., the generalized Hermite (or Hi-Jack) polynomials in superspace.…

High Energy Physics - Theory · Physics 2008-11-26 Patrick Desrosiers , Luc Lapointe , Pierre Mathieu

Wavelet-based grid adaptation methods use multiresolution analysis for error estimation, offering a mathematically rigorous approach to adaptive grid refinement when solving Partial Differential Equations (PDEs). However, applying these…

Numerical Analysis · Mathematics 2026-03-20 Changxiao Nigel Shen , Wim M. van Rees

In this paper, we study how to quickly compute the <-minimal monomial interpolating basis for a multivariate polynomial interpolation problem. We address the notion of "reverse" reduced basis of linearly independent polynomials and design…

Numerical Analysis · Mathematics 2020-05-26 Y. H. Gong , X. Jiang , B. X. Shang