Related papers: The Multivariate Extension of the Lomb-Scargle Met…
We introduce a full-Lagrangian heterogeneous multiscale method (LHMM) to model complex fluids with microscopic features that can extend over large spatio-temporal scales, such as polymeric solutions and multiphasic systems. The proposed…
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…
In many mechanical, electrical, and general physical systems evolving over time or space, spectral analysis methods as Fast Fourier Transform (FFT), Short Term Fourier Transform (STFT), Power Spectrum Density (PSD) plays a very important…
Lagrangian data assimilation exploits the trajectories of moving tracers as observations to recover the underlying flow field. One major challenge in Lagrangian data assimilation is the intrinsic nonlinearity that impedes using exact…
We consider the estimation of a common period for a set of functions sampled at irregular intervals. The problem arises in astronomy, where the functions represent a star's brightness observed over time through different photometric…
The Fractional Fourier Transform (FRT) corresponds to an arbitrary-angle rotation in the phase space, e.g. the time-frequency (TF) space, and generalizes the fundamentally important Fourier Transform. FRT applications range from classical…
Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…
This summary of the doctoral thesis provides a comprehensive formulation of the Extended Discrete Fourier Transform (EDFT), derived directly from the Fourier integral and its orthogonality properties. The method is obtained by solving…
This study develops an asymptotic theory for estimating the time-varying characteristics of locally stationary functional time series (LSFTS). We investigate a kernel-based method to estimate the time-varying covariance operator and the…
The multiresolution analysis (MRA) associated with the Special affine Fourier transform (SAFT) provides a structured approach for generating orthonormal bases in \( L^2(\mathbb R) \), making it a powerful tool for advanced signal analysis.…
The article considers the problem of identifying the variable frequency of a sinusoidal signal. To obtain a regression model of the signal, an iterative differentiation of the original analytical expression is performed, and the swapping…
Fourier transform spectroscopy (FTS) has been widely used in a variety of fields in research, industry, and medicine due to its high signal-to-noise ratio, simultaneous acquisition of signals in a broad spectrum, and versatility for…
We establish the improved uniform error bounds on a Lawson-type exponential integrator Fourier pseudospectral (LEI-FP) method for the long-time dynamics of sine-Gordon equation where the amplitude of the initial data is $O(\varepsilon)$…
A theoretical foundation is developed for active seismic reconstruction of fractures endowed with spatially-varying interfacial condition (e.g.~partially-closed fractures, hydraulic fractures). The proposed indicator functional carries a…
Fourier light-field microscopy (FLFM) uses a micro-lens array (MLA) to segment the Fourier Plane of the microscopic objective lens to generate multiple two-dimensional perspective views, thereby reconstructing the three-dimensional(3D)…
Generating samples from complex and high-dimensional distributions is ubiquitous in various scientific fields of statistical physics, Bayesian inference, scientific computing and machine learning. Very recently, Huang et al. (IEEE Trans.…
We revisit the classical problem of Fourier-sparse signal reconstruction -- a variant of the \emph{Set Query} problem -- which asks to efficiently reconstruct (a subset of) a $d$-dimensional Fourier-sparse signal ($\|\hat{x}(t)\|_0 \leq…
The problem of statistical calibration of a measuring instrument can be framed both in a statistical context as well as in an engineering context. In the first, the problem is dealt with by distinguishing between the 'classical' approach…
It is shown here that precision is gained by analyzing the interferometric spectra directly from the interferograms, with no previous Fourier transformation to put them in the standard frequency domain. The method is based on the…
Simulating the long-term dynamics of multi-scale and multi-physics systems poses a significant challenge in understanding complex phenomena across science and engineering. The complexity arises from the intricate interactions between scales…