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Two of the most important areas in computational finance: Greeks and, respectively, calibration, are based on efficient and accurate computation of a large number of sensitivities. This paper gives an overview of adjoint and automatic…
The present paper proposes a new parallel algorithm for the modular division $u/v\bmod \beta^s$, where $u,\; v,\; \beta$ and $s$ are positive integers $(\beta\ge 2)$. The algorithm combines the classical add-and-shift multiplication scheme…
In many use cases the execution time of tasks is unknown and can be chosen by the designer to increase or decrease the application features depending on the availability of processing capacity. If the application has real-time constraints,…
Using the theorem of residues Chiarella and Reichel derived a series that can be represented in terms of the complex error function (CEF). Here we show a simple derivation of this CEF series by Fourier expansion of the exponential function…
We calculate a certain mean-value of meromorphic functions by using specific ergodic transformations, which we call affine Boolean transformations. We use Birkhoff's ergodic theorem to transform the mean-value into a computable integral…
Automatic algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. This paper describes an automatic, adaptive algorithm for approximating the solution to a…
We provide an introduction of some basic facts of uniformly almost periodic functions, such as Fourier series representations. A result is then proved about Fourier coefficients which is a generalization of the purely periodic case. We then…
This paper presents the FS-Planner, a fast graph-search planner based on a modified Lazy Theta* algorithm that exploits the analytical properties of Euclidean Distance Fields (EDFs). We introduce a new cost function that integrates an…
This paper studies \emph{linear} and \emph{affine} error-correcting codes for correcting synchronization errors such as insertions and deletions. We call such codes linear/affine insdel codes. Linear codes that can correct even a single…
We present classical and quantum algorithms for approximating partition functions of classical Hamiltonians at a given temperature. Our work has two main contributions: first, we modify the classical algorithm of \v{S}tefankovi\v{c},…
We give polynomial-time algorithms for the exact computation of lowest-energy (ground) states, worst margin violators, log partition functions, and marginal edge probabilities in certain binary undirected graphical models. Our approach…
Electronic exams (e-exams) have the potential to substantially reduce the effort required for conducting an exam through automation. Yet, care must be taken to sacrifice neither task complexity nor constructive alignment nor grading…
We give a hyperpfaffian formulation for correlation functions in $\beta$-ensembles of $M \times M$ random matrices when $\beta = L^2$ is an even square integer. More specifically, to the $m$th correlation function $R_m : \R^m \rightarrow…
We study the problem of fair and efficient allocation of a set of indivisible chores to agents with additive cost functions. We consider the popular fairness notion of envy-freeness up to one good (EF1) with the efficiency notion of…
In 1949, Motzkin proved that every Euclidean domain $R$ has a minimal Euclidean function, $\phi_R$. He showed that when $R = \mathbb{Z}$, the minimal function is $\phi_{\mathbb{Z}}(x) = \lfloor \log_2 |x| \rfloor$. For over seventy years,…
The values of the partition function, and more generally the Fourier coefficients of many modular forms, are known to satisfy certain congruences. Results given by Ahlgren and Ono for the partition function and by Treneer for more general…
Several algorithms in computer algebra involve the computation of a power series solution of a given ordinary differential equation. Over finite fields, the problem is often lifted in an approximate $p$-adic setting to be well-posed. This…
We refine the statement of the denominator and evaluation conjectures for affine Macdonald polynomials proposed by Etingof-Kirillov Jr. and prove the first non-trivial cases of these conjectures. Our results provide a q-deformation of the…
We present closed forms for several functions that are fundamental in number theory and we explain the method used to obtain them. Concretely, we find formulas for the p-adic valuation, the number-of-divisors function, the sum-of-divisors…
This paper describes an algorithm for the computation of FIRST and FOLLOW sets for use with feature-theoretic grammars in which the value of the sets consists of pairs of feature-theoretic categories. The algorithm preserves as much…