Related papers: Fourier series for the three-dimensional random fl…
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…
We present here two new techniques to solve the one-dimensional random flight. The first one is an expansion in the number of collisions. The second one is the obtention of a Fourier series. This second technique can be applied to an…
Fourier series multiscale method, a concise and efficient analytical approach for multiscale computation, will be developed out of this series of papers. The second paper is concerned with simultaneous approximation to functions and their…
For certain types of statistical models, the characteristic function (Fourier transform) is available in closed form, whereas the probability density function has an intractable form, typically as an infinite sum of probability weighted…
We derive a simple and precise approximation to probability density functions in sampling distributions based on the Fourier cosine series. After clarifying the required conditions, we illustrate the approximation on two examples: the…
Estimating the probability of collision between spacecraft is crucial for risk management and collision-avoidance strategies. Current methods often rely on Gaussian assumptions and simplifications, which can be inaccurate in highly…
A numerical recipe is given for obtaining the density image of an initially compact quantum mechanical wavefunction that has expanded by a large but finite factor under free flight. The recipe given avoids the memory storage problems that…
We propose a simpler derivation of the probability density function of Feller Diffusion using the Fourier Transform and solving the resulting equation via the Method of Characteristics. We also discuss simulation algorithms and confirm key…
We consider the distribution of free path lengths, or the distance between consecutive bounces of random particles, in an n-dimensional rectangular box. If each particle travels a distance R, then, as R tends to infinity the free path…
Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…
In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…
In this report, the explicit probability density functions of the random Euclidean distances associated with regular hexagons are given, when the two endpoints of a link are randomly distributed in the same hexagon, and two adjacent…
The probability density function (PDF) of a random variable associated with the solution of a partial differential equation (PDE) with random parameters is approximated using a truncated series expansion. The random PDE is solved using two…
We consider the probability distributions of values in the complex plane attained by Fourier sums of the form \sum_{j=1}^n a_j exp(-2\pi i j nu) /sqrt{n} when the frequency nu is drawn uniformly at random from an interval of length 1. If…
We give a lower bound for the non-collision probability up to a long time T in a system of n independent random walks with fixed obstacles on the two-dimensional lattice. By `collision' we mean collision between the random walks as well as…
We investigate the probability distribution function of the free flight time and of the number of collisions in a hard sphere gas at equilibrium. At variance with naive expectation, the latter quantity does not follow Poissonian statistics,…
The purpose of this work is to find the time dependent distributions of directions and positions of a particle that undergoes multiple elastic scattering. The angular cross section is given and the scatterers are randomly placed. The…
This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method relies on a Laguerre-Gamma polynomial approximation and…