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This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by L\'evy noise. For such systems, the time evolution of the characteristic function is…

Optimization and Control · Mathematics 2017-11-20 Khem Raj Ghusinga , Andrew Lamperski , Abhyudai Singh

Using existing, forward-in-time integration schemes, we demonstrate that it is possible to compute unstable, saddle-type fixed points of stiff systems of ODEs when the stable compenents are fast (i.e., rapidly damped) while the unstable…

Chaotic Dynamics · Physics 2007-05-23 C. W. Gear , Ioannis Kevrekidis

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

Numerical Analysis · Mathematics 2024-09-19 S. Boscarino , E. Macca

In this paper we demonstrate that the numerical method of steepest descent fails when applied in a straight forward fashion to the most commonly occurring highly oscillatory integrals in scattering theory. Through a polar change of…

Numerical Analysis · Mathematics 2013-02-06 Andreas Asheim

An efficient numerical method to compute solitary wave solutions to the free surface Euler equations is reported. It is based on the conformal mapping technique combined with an efficient Fourier pseudo-spectral method. The resulting…

Fluid Dynamics · Physics 2020-02-20 Denys Dutykh , Didier Clamond

As to methods for expanding an oscillatory integral into an asymptotic series with respect to the parameter, the method of stationary phase for the non-degenerate phases and the method of using resolution of singularities for degenerate…

Classical Analysis and ODEs · Mathematics 2022-03-25 Toshio Nagano , Naoya Miyazaki

It is well known that second order linear ordinary differential equations with slowly varying coefficients admit slowly varying phase functions. This observation is the basis of the Liouville-Green method and many other techniques for the…

Numerical Analysis · Mathematics 2022-12-19 James Bremer

Green's function of the problem describing steady forward motion of bodies in an open ocean in the framework of the linear surface wave theory (the function is often referred to as Kelvin's wave source potential) is considered. Methods for…

Numerical Analysis · Mathematics 2014-11-04 Oleg V. Motygin

This article presents the extension of the one-dimensional Stoney algorithm to a two-dimensional case. The proposed extension consists in modifying the method of curvature estimation. The surface profile of the wafer before deposition of…

Soft Condensed Matter · Physics 2019-09-10 Zenon Gniazdowski

We obtain a sharp convergence rate for banded covariance matrix estimates of stationary processes. A precise order of magnitude is derived for spectral radius of sample covariance matrices. We also consider a thresholded covariance matrix…

Statistics Theory · Mathematics 2015-03-19 Han Xiao , Wei Biao Wu

Non-stationary signals are ubiquitous in real life. Many techniques have been proposed in the last decades which allow decomposing multi-component signals into simple oscillatory mono-components, like the groundbreaking Empirical Mode…

Numerical Analysis · Mathematics 2024-01-30 Giovanni Barbarino , Antonio Cicone

In this paper we generalize and improve a method for calculating the period of a classical oscillator and other integrals of physical interest, which was recently developed by some of the authors. We derive analytical expressions that prove…

Mathematical Physics · Physics 2009-11-10 Paolo Amore , Alfredo Aranda , Francisco M. Fernandez , Ricardo A. Saenz

In this article, we introduce the adapted inverse iteration method to generate bicomplex Julia sets associated to the polynomial map $w^2+c$. The result is based on a full characterization of bicomplex Julia sets as the boundary of a…

Dynamical Systems · Mathematics 2015-03-13 C. Matteau , D. Rochon

This work proposes a new procedure for estimating the non-stationary spatial covariance function for Spatial-Temporal Deformation. The proposed procedure is based on a monotonic function approach. The deformation functions are expanded as a…

Methodology · Statistics 2023-05-05 Yangyang Chen , Pedro Alberto Morettin , Ronaldo Dias , Chang Chiann

We develop a novel method for finding bifurcations for nonlinear systems of equations based on directly finding bifurcations through saddle points of extended quotients. The method is applied to find the saddle-node bifurcation point for…

Analysis of PDEs · Mathematics 2024-05-07 Yavdat Il'yasov

In this study, we introduce and explore a delay differential equation that lends itself to explicit solutions in the Fourier-transformed space. Through the careful alignment of the initial function, we can construct a highly accurate…

Adaptation and Self-Organizing Systems · Physics 2024-12-13 Kenta Ohira , Toru Ohira

We develop a Fourier approach to rough path integration, based on the series decomposition of continuous functions in terms of Schauder functions. Our approach is rather elementary, the main ingredient being a simple commutator estimate,…

Probability · Mathematics 2014-10-16 Massimiliano Gubinelli , Peter Imkeller , Nicolas Perkowski

We report on the possibilities of using the method of normal fundamental systems for solving some problems of oscillation theory. Large elastic dynamical systems with continuous and discrete parameters are considered, which have many…

Numerical Analysis · Mathematics 2007-05-23 Olena V. Mul , Delfim F. M. Torres

We develop a novel and efficient iterative scheme for solving incompressible steady Navier-Stokes equations. The method is an adaptation of the Incremental Viscosity Splitting approximation for unsteady flows to steady equations. At each…

Numerical Analysis · Mathematics 2026-05-07 Aziz Takhirov , Driss Yakoubi

We apply the stationary phase method developed in (Assier, Shanin \& Korolkov, QJMAM, 76(1), 2022) to the problem of wave diffraction by a quarter-plane. The wave field is written as a double Fourier transform of an unknown spectral…

Analysis of PDEs · Mathematics 2023-10-30 Raphael C. Assier , Andrey V. Shanin , Andrey I. Korolkov
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