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Fluids can behave in a highly irregular, turbulent way. It has long been realised that, therefore, some weak notion of solution is required when studying the fundamental partial differential equations of fluid dynamics, such as the…

Analysis of PDEs · Mathematics 2023-06-14 Dennis Gallenmüller , Raphael Wagner , Emil Wiedemann

The incomplete version of the Macdonald function has various appellations in literature and earns a well-deserved reputation of being a computational challenge. This paper ties together the previously disjoint literature and presents the…

Functional Analysis · Mathematics 2020-12-14 Jian-Jun Shu , Kunal Krishnaraj Shastri

This paper investigates the so-called leakage effect of trading strategies generated functionally from rank-dependent portfolio generating functions. This effect measures the loss in wealth of trading strategies due to renewing the…

Portfolio Management · Quantitative Finance 2019-12-10 Kangjianan Xie

Properties of the Cauchy--Jost (known also as Cauchy--Baker--Akhiezer) function of the KPII equation are described. By means of the $\bar\partial$-problem for this function it is shown that all equations of the KPII hierarchy are given in a…

Exactly Solvable and Integrable Systems · Physics 2016-01-27 M. Boiti , F. Pempinelli , A. K. Pogrebkov

The aim of this paper is to analyze the weighted KyFan inequality proposed in [11]. A number of numerical simulations involving the exponential weighted function is given. We show that in several cases and types of examples one can imply an…

Information Theory · Computer Science 2015-04-07 Yuri Suhov , Salimeh Yasaei Sekeh

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

Numerical Analysis · Mathematics 2022-04-12 Kai Diethelm

Due to growing interest in quantum measurement, control and feedback, we reproduce a manuscript from 1992, presenting a simple physical and mathematical derivation of stochastic differential equations for wave functions of probed quantum…

Quantum Physics · Physics 2008-05-27 Yvan Castin , Jean Dalibard , Klaus Molmer

Leaky waves are an important class of waves, particularly for guiding waves along structures embedded within another medium; a mismatch in wavespeeds often leads to leakage of energy from the waveguide, or interface, into the medium, which…

Fluid Dynamics · Physics 2024-01-30 Evripides Georgiades , Michael J. S. Lowe , Richard V. Craster

Some difficulties, both numerical and conceptual, of the method to compute one dimensional wave functions by numerically integrating the quantum Hamilton-Jacobi equation, presented in the paper mentioned in the title, are analyzed. The…

Quantum Physics · Physics 2014-04-04 Mario Fusco Girard

We present new algorithms that efficiently approximate the hypergeometric function of a matrix argument through its expansion as a series of Jack functions. Our algorithms exploit the combinatorial properties of the Jack function, and have…

Probability · Mathematics 2007-05-23 Plamen Koev , Alan Edelman

In this paper, we introduce a method of converting implicit equations to the usual forms of functions locally without differentiability. For a system of implicit equations which are equipped with continuous functions, if there are unique…

Classical Analysis and ODEs · Mathematics 2022-07-12 Kyung Soo Rim

In non-destructive evaluation guided wave inspections, the elastic structure to be inspected is often embedded within other elastic media and the ensuing leaky waves are complex and non-trivial to compute; we consider the canonical example…

Numerical Analysis · Mathematics 2024-07-04 Evripides Georgiades , Michael J. S. Lowe , Richard V. Craster

The interrelation between analytic functions and real-valued functions is formulated in the work. It is shown such an interrelation realizes nonlinear representations for real-valued functions that allows to develop new methods of…

Mathematical Physics · Physics 2021-06-01 Asset Durmagambetov

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

In this work, we introduce an iterative linearised finite element method for the solution of Bingham fluid flow problems. The proposed algorithm has the favourable property that a subsequence of the sequence of iterates generated converges…

Numerical Analysis · Mathematics 2021-09-14 Pascal Heid , Endre Süli

We show that an interesting class of functionals of stochastic differential equations can be approximated by a Chen-Fliess series of iterated stochastic integrals and give a L^{2} error estimate, thus generalizing the standard stochastic…

Probability · Mathematics 2011-11-10 Christian Litterer , Harald Oberhauser

In this work we present some results from computer simulations of dynamical aspects of drop formation in a leaky faucet. Our results, which agree very well with the experiments, suggest that only a few elements, at the microscopic level,…

Statistical Mechanics · Physics 2009-10-30 A. R. de Lima , T. J. P. Penna , P. M. C. de Oliveira

In this paper, we introduce the Levy density function as the limit of a generalized Mittag-Leffler density function. The fractional integral equation for the generalized Mittag-Leffler density function is also given. And the role of the…

Statistics Theory · Mathematics 2011-02-15 Jung Hun Han

This article is meant to give a lucid and widely accessible, self-contained account of a novel way of performing arithmetic operations on fuzzy intervals. Based on two formulae of generalized inversion (the first in close analogy to the…

General Mathematics · Mathematics 2016-10-28 Jan Schneider

Quantitative information flow (QIF) is concerned with measuring how much of a secret is leaked to an adversary who observes the result of a computation that uses it. Prior work has shown that QIF techniques based on abstract interpretation…

Programming Languages · Computer Science 2018-02-23 Ian Sweet , Jose Manuel Calderon Trilla , Chad Scherrer , Michael Hicks , Stephen Magill