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We study strategies for increasing the precision in the blurring models by maintaining a complexity in the related numerical linear algebra procedures (matrix-vector product, linear system solution, computation of eigenvalues etc.) of the…

Numerical Analysis · Mathematics 2009-06-16 Marco Donatelli

Femtosecond interferometry combined with acousto-optical phase modulation is an effective approach to implement various types of coherent nonlinear and multidimensional spectroscopy schemes. The high sensitivity of this method has recently…

Atomic Physics · Physics 2025-02-24 Friedemann Landmesser , Nicolai Gölz , Ulrich Bangert , Tobias Sixt , Lukas Bruder

We present a method for constructing numerical schemes with up to 3rd strong convergence order for solution of a class of stochastic differential equations, including equations of the Langevin type. The construction proceeds in two stages.…

High Energy Physics - Lattice · Physics 2025-04-08 Andrey Shkerin , Sergey Sibiryakov

A fast simulation framework for stochastic Volterra processes based on Random Fourier Features (RFF) approximation of the kernel is developed. After recalling the main properties of Volterra processes and reviewing existing numerical…

Mathematical Finance · Quantitative Finance 2026-05-26 Othmane Zarhali , Nicolas Langrené

Recent advances in Neural Radiance Fields (NeRF) have demonstrated significant potential for representing 3D scene appearances as implicit neural networks, enabling the synthesis of high-fidelity novel views. However, the lengthy training…

Computer Vision and Pattern Recognition · Computer Science 2023-10-04 Tong Wang , Shuichi Kurabayashi

In this work, the fast-convolving reproducing kernel particle method (FC-RKPM) is introduced. This method is hundreds to millions of times faster than the traditional RKPM for 3D meshfree simulations. In this approach, the meshfree…

Numerical Analysis · Mathematics 2024-04-01 Siavash Jafarzadeh , Michael Hillman

t is a known fact that near field diffraction or Fresnel diffraction calculations are difficult to perform exactly. It is in general necessary to make some approximations in order to obtain a more suitable form. In this work, a numerical…

The finite element method is widely used in simulations of various fields. However, when considering domains whose extent differs strongly in different spatial directions a finite element simulation becomes computationally very expensive…

Computational Engineering, Finance, and Science · Computer Science 2021-10-13 Jonas Bundschuh , Laura A. M. D'Angelo , Herbert De Gersem

We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…

Statistical Mechanics · Physics 2022-10-04 Paul B. Rohrbach , Hideki Kobayashi , Robert Scheichl , Nigel B. Wilding , Robert L. Jack

To broaden the range of applicability of variable-order fractional differential models, reliable numerical approaches are needed to solve the model equation. In this paper, we develop Laguerre spectral collocation methods for solving…

Numerical Analysis · Mathematics 2018-04-05 M. A. Zaky , E. H. Doha , T. M. Taha , D. Baleanu

Fractional order models have proven to be a very useful tool for the modeling of the mechanical behaviour of viscoelastic materials. Traditional numerical solution methods exhibit various undesired properties due to the non-locality of the…

Numerical Analysis · Mathematics 2023-01-30 Kai Diethelm

In this article, we propose a spectral method for a class of multivariate inhomogeneous spatial point processes, namely the second-order intensity reweighted stationary processes. A key ingredient of our approach is utilizing the asymptotic…

Methodology · Statistics 2025-10-22 Qi-Wen Ding , Junho Yang , Joonho Shin

A numerical study of the Einstein field equations, based on the 3+1 foliation of the spacetime, is presented. A pseudo-spectral technique has been employed for simulations in vacuum, within two different formalisms, namely the…

General Relativity and Quantum Cosmology · Physics 2021-06-09 Claudio Meringolo , Sergio Servidio , Pierluigi Veltri

In this work, we describe examples for calculating the 1-D circular convolution of signals represented by 3-qubit superpositions. The case is considered, when the discrete Fourier transform of one of the signals is known and calculated in…

Quantum Physics · Physics 2022-05-13 Artyom M. Grigoryan , Sos S. Agaian

Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…

Numerical Analysis · Mathematics 2013-04-09 Paul G. Constantine , Michael S. Eldred , Eric T. Phipps

Hyperspectral Imagery (HSI) has been used in many applications to non-destructively determine the material and/or chemical compositions of samples. There is growing interest in creating 3D hyperspectral reconstructions, which could provide…

Computer Vision and Pattern Recognition · Computer Science 2024-03-25 Gerry Chen , Sunil Kumar Narayanan , Thomas Gautier Ottou , Benjamin Missaoui , Harsh Muriki , Cédric Pradalier , Yongsheng Chen

Recent research in deep learning (DL) has investigated the use of the Fast Fourier Transform (FFT) to accelerate the computations involved in Convolutional Neural Networks (CNNs) by replacing spatial convolution with element-wise…

Computer Vision and Pattern Recognition · Computer Science 2024-06-05 Eduardo Reis , Thangarajah Akilan , Mohammed Khalid

We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time…

Statistics Theory · Mathematics 2019-11-07 Richard Y. Chen

The quasi-2D electrostatic systems, characterized by periodicity in two dimensions with a free third dimension, have garnered significant interest in many fields. We apply the sum-of-Gaussians (SOG) approximation to the Laplace kernel,…

Numerical Analysis · Mathematics 2024-12-09 Xuanzhao Gao , Shidong Jiang , Jiuyang Liang , Zhenli Xu , Qi Zhou

We experimentally generate three-dimensional speckles with customized intensity statistics. By modulating the phase front of a laser beam, far-field speckle patterns maintain the designed intensity probability density function while…

Optics · Physics 2023-03-15 SeungYun Han , Nicholas Bender , Hui Cao
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