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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 Fast Fourier Transform is extended to functions on finite graphs whose edges are identified with intervals of finite length. Spectral and pseudospectral methods are developed to solve a wide variety of time dependent partial…

Numerical Analysis · Mathematics 2025-07-11 Robert Carlson

We propose a discrete fractional random transform based on a generalization of the discrete fractional Fourier transform with an intrinsic randomness. Such discrete fractional random transform inheres excellent mathematical properties of…

Mathematical Physics · Physics 2007-05-23 Zhengjun Liu , Haifa Zhao , Shutian Liu

We consider finite approximations of a fractal generated by an iterated function system of affine transformations on $\mathbb{R}^d$ as a discrete set of data points. Considering a signal supported on this finite approximation, we propose a…

Functional Analysis · Mathematics 2016-07-14 Calvin Hotchkiss , Eric S. Weber

Existing convolutional neural networks widely adopt spatial down-/up-sampling for multi-scale modeling. However, spatial up-sampling operators (\emph{e.g.}, interpolation, transposed convolution, and un-pooling) heavily depend on local…

Computer Vision and Pattern Recognition · Computer Science 2022-10-12 Man Zhou , Hu Yu , Jie Huang , Feng Zhao , Jinwei Gu , Chen Change Loy , Deyu Meng , Chongyi Li

In this paper we explain how to use the Fast Fourier Transform (FFT) to solve partial differential equations (PDEs). We start by defining appropriate discrete domains in coordinate and frequency domains. Then describe the main limitation of…

Numerical Analysis · Mathematics 2025-07-31 Daniela Rodriguez-Lara , Ivan Alvarez-Rios , Francisco S. Guzman

A scheme to a complex-valued acquisition of the Fourier transform imaging was proposed. The main idea is to project the real and the imaginary parts of a diffraction field to intensity distributions respectively. The whole procedure was…

Quantum Physics · Physics 2013-09-27 Minghui Zhang , Jianfei Xu , Xianfu Wang

As a generalization of the Fourier transform, the fractional Fourier transform was introduced and has been further investigated both in theory and in applications of signal processing. We obtain a sampling theorem on shift-invariant spaces…

Functional Analysis · Mathematics 2013-02-12 Sinuk Kang

The basic principle of astronomical interferometry is to derive the angular distribution of radiation in the sky from the Fourier transform of the electric field on the ground. What is so special about the Fourier transform? Nothing, it…

Instrumentation and Methods for Astrophysics · Physics 2015-01-30 Brian C. Lacki

The aim of this work is to give an overview of the recent developments in the area of statistical inference for parabolic stochastic partial differential equations. Significant part of the paper is devoted to the spectral approach, which is…

Probability · Mathematics 2017-12-18 Igor Cialenco

Researchers from a broad spectrum of scientific and engineering disciplines are increasingly using near-field infrared spectroscopic techniques to characterize materials nondestructively and with nanoscale spatial resolution. However,…

Optics · Physics 2023-03-21 Jonathan M. Larson , Hans A. Bechtel , Robert Kostecki

In this paper extensions of the classical Fourier, fractional Fourier and Radon transforms to superspace are studied. Previously, a Fourier transform in superspace was already studied, but with a different kernel. In this work, the…

Classical Analysis and ODEs · Mathematics 2008-05-14 Hendrik De Bie

We present the Evolving Graph Fourier Transform (EFT), the first invertible spectral transform that captures evolving representations on temporal graphs. We motivate our work by the inadequacy of existing methods for capturing the evolving…

Machine Learning · Computer Science 2024-04-19 Anson Bastos , Kuldeep Singh , Abhishek Nadgeri , Manish Singh , Toyotaro Suzumura

Fourier representation (FR) is an indispensable mathematical formulation for modeling and analysis of physical phenomenon, engineering systems and signals in numerous applications. In this study, we present the generalized Fourier…

Signal Processing · Electrical Eng. & Systems 2020-08-28 Pushpendra Singh

The two-sided quaternionic Fourier transformation (QFT) was introduced in \cite{Ell:1993} for the analysis of 2D linear time-invariant partial-differential systems. In further theoretical investigations \cite{10.1007/s00006-007-0037-8,…

Rings and Algebras · Mathematics 2013-06-11 Eckhard Hitzer , Stephen J. Sangwine

A rapid transformation is derived between spherical harmonic expansions and their analogues in a bivariate Fourier series. The change of basis is described in two steps: firstly, expansions in normalized associated Legendre functions of all…

Numerical Analysis · Mathematics 2017-11-07 Richard Mikael Slevinsky

Accurate predictions of inclusive scattering cross sections in the linear response regime require efficient and controllable methods to calculate the spectral density in a strongly-correlated many-body system. In this work we reformulate…

Quantum Physics · Physics 2023-03-29 Jeremy Hartse , Alessandro Roggero

We highlight the important role of the Fourier transform in deriving inversion formulas for the integral transforms of tomographic imaging. We demonstrate this principle by deriving inversion formulas for the divergent beam transform and…

Optics · Physics 2026-04-22 Andre Mas , Fatma Terzioglu , Ilse C. F. Ipsen

Determinantal point processes are models for regular spatial point patterns, with appealing probabilistic properties. We present their spatio-temporal counterparts and give examples of these models, based on spatio-temporal covariance…

Statistics Theory · Mathematics 2023-01-09 Nafiseh Vafaei , Mohammad Ghorbani , Masoud Ganji , Mari Myllymäki

We consider simulation of spatially one-dimensional space-time fractional diffusion. Whereas in an earlier paper of ours we have developed the basic theory of what we call parametric subordination via three-fold splitting applied to…

Probability · Mathematics 2012-11-01 Rudolf Gorenflo , Francesco Mainardi