Related papers: Interval propagation through the discrete Fourier …
In this article, we develop comprehensive frequency domain methods for estimating and inferring the second-order structure of spatial point processes. The main element here is on utilizing the discrete Fourier transform (DFT) of the point…
Necessary and sufficient conditions for the square-integrability of recently proposed unbiased estimators are established. A geometric characterization of a distribution that optimizes the performance of these estimators is given. An…
We consider the convex hull of a finite sample of i.i.d. points uniformly distributed in a convex body in $\R^d$, $d\geq 2$. We prove an exponential deviation inequality, which leads to rate optimal upper bounds on all the moments of the…
We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…
The nonlinear Fourier transform (NFT) decomposes waveforms propagating through optical fiber into nonlinear degrees of freedom, which are preserved during transmission. By encoding information on the nonlinear spectrum, a transmission…
For each $f\!:\!\mathbb{R}\to\mathbb{C}$ that is Henstock--Kurzweil integrable on the real line, or is a distribution in the completion of the space of Henstock--Kurzweil integrable functions in the Alexiewicz norm, it is shown that the…
In this paper, we study the problem of finding the Euclidean distance to a convex cone generated by a set of discrete points in $\mathbb{R}^n_+$. In particular, we are interested in problems where the discrete points are the set of feasible…
We prove that, under the condition of validity of the Fresnel approximation, diffraction and interference for a wave traveling in the z-direction may be described in terms of the spreading in time of the transverse (x,y)-wave packet. The…
We study the problem of estimating finite sample confidence intervals of the mean of a normal population under the constraint of differential privacy. We consider both the known and unknown variance cases and construct differentially…
This lecture presents recent advances in the theory of errors propagation. We first explain in which cases the propagation of errors may be performed with a first order differential calculus or needs a second order differential calculus.…
Maxwell's equations are cast in the form of the Schr\"{o}dinger equation. The Lanczos propagation method is used in combination with the fast Fourier pseudospectral method to solve the initial value problem. As a result, a time-domain,…
We present a method for the numerical computation of Fourier-Bessel transforms on a finite or infinite interval. The function to be transformed needs to be evaluated on a grid of points that is independent of the argument of the Bessel…
Diffusion processes arise in many fields, and so simulating the path of a diffusion is an important problem. It is usually necessary to make some sort of approximation via model-discretization, but a recently introduced class of algorithms,…
Counting integer points in large convex bodies with smooth boundaries containing isolated flat points is oftentimes an intermediate case between balls (or convex bodies with smooth boundaries having everywhere positive curvature) and cubes…
We investigate some extremal problems in Fourier analysis and their connection to a problem in prime number theory. In particular, we improve the current bounds for the largest possible gap between consecutive primes assuming the Riemann…
The DUCK-calculus presented here is a recent approach to cope with probabilistic uncertainty in a sound and efficient way. Uncertain rules with bounds for probabilities and explicit conditional independences can be maintained incrementally.…
High-frequency wave propagation is often modelled by nonlinear Friedrichs systems where both the differential equation and the initial data contain the inverse of a small parameter $\varepsilon$, which causes oscillations with wavelengths…
This paper introduces a new algorithm for the fundamental problem of generating a random integer from a discrete probability distribution using a source of independent and unbiased random coin flips. We prove that this algorithm, which we…
We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…
The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…