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This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…

Optimization and Control · Mathematics 2018-06-19 Ricardo Almeida , Dina Tavares , Delfim F. M. Torres

The semiparametric factor model serves as a vital tool to describe the dependence patterns in the data. It recognizes that the common features observed in the data are actually explained by functions of specific exogenous variables.Unlike…

Methodology · Statistics 2024-03-06 Hui Jiang , Lei Huang , Shengfan Wu

This article focuses on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii)…

Methodology · Statistics 2026-01-26 Lorenzo Mauri , Niccolò Anceschi , David B. Dunson

Superoscillatory wave forms, i.e., waves that locally oscillate faster than their highest Fourier component, possess unusual properties that make them of great interest from quantum mechanics to signal processing. However, the more…

Mathematical Physics · Physics 2016-08-03 Eugene Tang , Lovneesh Garg , Achim Kempf

We extend the methods of Spradlin and Volovich to compute the partition function for a conformally-invariant gauge theory on R x S^3 in which the dilatation operator is represented by a spin-chain Hamiltonian acting on pairs of states, not…

High Energy Physics - Theory · Physics 2009-11-11 Marta Gomez-Reino , Stephen G. Naculich , Howard J. Schnitzer

The duality symmetries of the STU-model of Sen and Vafa are very restrictive. This is utilized to determine the holomorphic function that encodes its two-derivative Wilsonian effective action and its couplings to the square of the Weyl…

High Energy Physics - Theory · Physics 2020-03-18 G. L. Cardoso , B. de Wit , S. Mahapatra

The scattering of coherent X-rays from dynamically evolving systems is currently becoming experimentally feasible. The scattered beam produces a pattern of bright and dark speckles, which fluctuate almost independently in time and can be…

Condensed Matter · Physics 2015-06-25 Gregory Brown , Per Arne Rikvold , Martin Grant

A typical system of k difference (or differential) equations can be compressed, or folded into a difference (or ordinary differential) equation of order k. Such foldings appear in control theory as the canonical forms of the controllability…

Dynamical Systems · Mathematics 2014-03-18 H. Sedaghat

We tensorize the Faber spline system from [14] to prove sequence space isomorphisms for multivariate function spaces with higher mixed regularity. The respective basis coefficients are local linear combinations of discrete function values…

Functional Analysis · Mathematics 2020-04-08 Nadiia Derevianko , Tino Ullrich

Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…

Optimization and Control · Mathematics 2013-07-10 Christopher G. Jesudason

This paper is devoted to investigating the sequence of some linear functionals in the space $BV$ of finite variation functions. We prove that under certain conditions this sequence is bounded. We also prove that this result is sharp. In…

Functional Analysis · Mathematics 2023-08-09 L-E. Persson , V. Tsagareishvili , G. Tutberidze

We introduce a new method to price American-style options on underlying investments governed by stochastic volatility (SV) models. The method does not require the volatility process to be observed. Instead, it exploits the fact that the…

Computational Finance · Quantitative Finance 2012-07-26 Bhojnarine R. Rambharat , Anthony E. Brockwell

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…

Methodology · Statistics 2023-05-26 Elisabeth Ailer , Jason Hartford , Niki Kilbertus

Apart from an account of classical preliminaries, this volume contains a systematic introduction to Sobolev spaces and functions of bounded variation with selected applications. This is installment III of a four part discussion of certain…

History and Overview · Mathematics 2024-02-05 Garth Warner

Software is now ubiquitous and involved in complex interactions with the human users and the physical world in so-called cyber-physical systems where the management of time is a major issue. Separation of concerns is a key asset in the…

Logic in Computer Science · Computer Science 2018-10-24 Mathieu Montin , Marc Pantel

In this paper, we propose several novel numerical techniques to deal with nonlinear terms in gradient flows. These step-by-step solving schemes, termed 3S-SAV and 3S-IEQ schemes, are based on recently popular scalar auxiliary variable (SAV)…

Numerical Analysis · Mathematics 2020-01-06 Zhengguang Liu , Xiaoli Li

In a causal graphical model, an instrument for a variable X and its effect Y is a random variable that is a cause of X and independent of all the causes of Y except X. (Pearl (1995), Spirtes et al (2000)). Instrumental variables can be used…

Methodology · Statistics 2013-01-14 Tianjiao Chu , Richard Scheines , Peter L. Spirtes

We introduce the Statistical Asynchronous Regression (SAR) method: a technique for determining a relationship between two time varying quantities without simultaneous measurements of both quantities. We require that there is a time…

Statistical Mechanics · Physics 2015-06-24 T. P. O'Brien , D. Sornette , R. L. McPherron

The Granular Instrumental Variables (GIV) methodology exploits panels with factor error structures to construct instruments to estimate structural time series models with endogeneity even after controlling for latent factors. We extend the…

Econometrics · Economics 2023-09-26 Saman Banafti , Tae-Hwy Lee

Systems of two ordinary and partial differential equations (ODEs and PDEs) had been obtained from a scalar complex ODE by splitting it into its real and imaginary parts. The procedure was also carried out to obtain a four dimensional system…

Classical Analysis and ODEs · Mathematics 2011-08-29 F M Mahomed , Asghar Qadir