Related papers: Stable High Order Quadrature Rules for Scattered D…
High dimensional integrals are abundant in many fields of research including quantum physics. The aim of this paper is to develop efficient recursive strategies to tackle a class of high dimensional integrals having a special product…
We study linear spectral statistics of high dimensional sample covariance matrices in a regime where the empirical spectral distribution remains governed by the classical sample covariance law but the fluctuation theory is nonclassical. Our…
Cubature rules on the triangle have been extensively studied, as they are of great practical interest in numerical analysis. In most cases, the process by which new rules are obtained does not preclude the existence of similar rules with…
This paper deals with some of the methodologies used to construct polynomial surrogate models based on generalized polynomial chaos (gPC) expansions for applications to uncertainty quantification (UQ) in aerodynamic computations. A core…
Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…
The time evolution of a squeezed coherent state conditioned by the results of a single and double heterodyne measurement is discussed. The mean values of quadratures as well as the dynamics of quadrature uncertainties have been obtained…
Stability of nonconvex quadratic programming problems under finitely many convex quadratic constraints in Hilbert spaces is investigated. We present several stability properties of the global solution map, and the continuity of the optimal…
A new algorithm for extraction of asymmetries from polarized lepton-nucleon scattering data is proposed. The algorithm is stable to set-up acceptance and/or luminosity monitor acceptance variations. A statistical test for checking the data…
The quadrature of cut elements is crucial for all Finite Element Methods that do not apply boundary-fitted meshes. It should be efficient, accurate, and robust. Various approaches balancing these requirements have been published, with some…
In this work, our aim is to reconstruct the unknown initial value from terminal data. We develop a numerical framework on nonuniform time grids for fractional wave equations under the lower regularity assumptions. Then, we introduce a…
Integral equation methods for the solution of partial differential equations, when coupled with suitable fast algorithms, yield geometrically flexible, asymptotically optimal and well-conditioned schemes in either interior or exterior…
A point process for event arrivals in high frequency trading is presented. The intensity is the product of a Hawkes process and high dimensional functions of covariates derived from the order book. Conditions for stationarity of the process…
In this work, we present some new integration formulas for any order of accuracy as an application of the B-spline relations obtained in [1]. The resulting rules are defined as a perturbation of the trapezoidal integration method. We prove…
We address one of the important problems in Big Data, namely how to combine estimators from different subsamples by robust fusion procedures, when we are unable to deal with the whole sample. We propose a general framework based on the…
This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…
We analyze in this paper the performance of a newly developed globally convergent numerical method for a coefficient inverse problem for the case of multi-frequency experimental backscatter data associated to a single incident wave. These…
Acoustic wave propagation in a fluid with a random assortment of identical cylindrical scatterers is considered. While the leading order correction to the effective wavenumber of the coherent wave is well established at dilute areal density…
This chapter is dedicated to recent developments in the field of wavelet analysis for scattered data. We introduce the concept of samplets, which are signed measures of wavelet type and may be defined on sets of arbitrarily distributed data…
We describe a charge-conserving scatter-gather algorithm for particle-in-cell simulations on unstructured grids. Charge conservation is obtained from first principles, i.e., without the need for any post-processing or correction steps. This…
Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…