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Related papers: Computation and applications of Mathieu functions:…

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We consider two parametric families of special functions: One is defined by a power series generalizing the classical Mathieu series, and the other one is a generalized Mathieu type power series involving factorials in its coefficients.…

Complex Variables · Mathematics 2021-09-09 Stefan Gerhold , Zivorad Tomovski , Deepak Bansal , Amit Soni

The elastic flow, which is the $L^2$-gradient flow of the elastic energy, has several applications in geometry and elasticity theory. We present stable discretizations for the elastic flow in two-dimensional Riemannian manifolds that are…

Numerical Analysis · Mathematics 2019-11-01 John W. Barrett , Harald Garcke , Robert Nürnberg

Normalizing flows are a promising tool for modeling probability distributions in physical systems. While state-of-the-art flows accurately approximate distributions and energies, applications in physics additionally require smooth energies…

Machine Learning · Statistics 2021-12-01 Jonas Köhler , Andreas Krämer , Frank Noé

This paper takes the reader on a journey through the history of Bayesian computation, from the 18th century to the present day. Beginning with the one-dimensional integral first confronted by Bayes in 1763, we highlight the key…

Computation · Statistics 2023-03-28 Gael M. Martin , David T. Frazier , Christian P. Robert

This work provides a systematic study of the variational properties of decomposable functions which are compositions of an outer support function and an inner smooth mapping under certain constraint qualifications. A particular focus is put…

Optimization and Control · Mathematics 2024-08-20 Wenqing Ouyang , Andre Milzarek

This survey aims to review two decades of progress on exponential functionals of (possibly killed) real-valued L\'evy processes. Since the publication of the seminal survey by Bertoin and Yor, substantial advances have been made in…

Probability · Mathematics 2026-05-29 Martin Minchev , Mladen Savov

Inertial modes are the eigenmodes of contained rotating fluids restored by the Coriolis force. When the fluid is incompressible, inviscid and contained in a rigid container, these modes satisfy Poincar\'e's equation that has the peculiarity…

Fluid Dynamics · Physics 2017-06-07 George Backus , Michel Rieutord

Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…

Probability · Mathematics 2010-05-02 Marc Arnaudon , Anton Thalmaier

A method is proposed for the characterisation of the entropy of cellular structures, based on the compactivity concept for granular packings. Hamiltonian-like volume functions are constructed both in two and in three dimensions, enabling…

Soft Condensed Matter · Physics 2009-11-11 Raphael Blumenfeld , Sam F. Edwards

In this work we derive a generalized series expansion of the acrtangent function by using the enhanced midpoint integration (EMI). Algorithmic implementation of the generalized series expansion utilizes two-step iteration without surd and…

General Mathematics · Mathematics 2023-04-20 Sanjar M. Abrarov , Rehan Siddiqui , Rajinder K. Jagpal , Brendan M. Quine

Hermann Minkowski introduced a function in 1904 which maps quadratic irrational numbers to rational numbers and this function is now known as Minkowski's question mark function since Minkowski used the notation $?(x)$. This function is a…

Classical Analysis and ODEs · Mathematics 2015-03-17 Zoé Dresse , Walter Van Assche

In modern quantum field theory, one of the most important tasks is the calculation of loop integrals. Loop integrals appear when evaluating the Feynman diagrams with one or more loops by integrating over the internal momenta. Even though…

High Energy Physics - Theory · Physics 2020-06-24 Maxim Bezuglov

Motivated by the integral representation of the Euler Beta function, we introduce its Cauchy siblings and investigate some of their properties. Two of these newly introduced functions happen to coincide with some classical means, such as…

General Mathematics · Mathematics 2021-03-15 Martin Himmel

Jacobi elliptic functions are flexible functions that appear in a variety of problems in physics and engineering. We introduce and describe important features of these functions and present a physical example from classical mechanics where…

Classical Physics · Physics 2012-05-23 Thomas E. Baker , Andreas Bill

In this paper we study the exponential functionals of the processes $X$ with independent increments , namely $$I_t= \int _0^t\exp(-X_s)ds, _,\,\, t\geq 0,$$ and also $$I_{\infty}= \int _0^{\infty}\exp(-X_s)ds.$$ When $X$ is a…

Probability · Mathematics 2018-03-09 P. Salminen , L. Vostrikova

We establish a bilinear framework for elliptic soliton solutions which are composed by the Lam\'e-type plane wave factors. $\tau$ functions in Hirota's form are derived and vertex operators that generate such $\tau$ functions are presented.…

Exactly Solvable and Integrable Systems · Physics 2022-09-14 Xing Li , Da-jun Zhang

We use variational methods to derive Hadamard-type formulae for the eigenvalues of a class of elliptic operators on a compact Riemannian manifold $M$. We then apply the latter in the following context. Consider a family of elliptic…

Differential Geometry · Mathematics 2023-06-13 Cleiton Lira Cunha , José Nazareno Vieira Gomes , Marcus Antônio Mendonça Marrocos

Path dependence is omnipresent in many disciplines such as engineering, system theory and finance. It reflects the influence of the past on the future, often expressed through functionals. However, non-Markovian problems are often…

Mathematical Finance · Quantitative Finance 2023-03-03 Bruno Dupire , Valentin Tissot-Daguette

We extend the idea of approximating piecewise smooth univariate functions using rational approximation introduced in \cite{aka_bas-19a} to two-dimensional space. This article aims to implement the novel piecewise Maehly based…

Numerical Analysis · Mathematics 2024-05-07 Akansha Singh

By expanding the Dirac delta function in terms of the eigenfunctions of the corresponding Sturm-Liouville problem, we construct some new (oscillating) integral transforms. These transforms are then used to solve various finance, physics,…

Pricing of Securities · Quantitative Finance 2022-06-22 Andrey Itkin , Alexander Lipton , Dmitry Muravey
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