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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…

Probability · Mathematics 2011-08-01 Alessandro De Gregorio , Enzo Orsingher

We consider some random series parametrised by complex binary strings. The simplest case is that of Rademacher series, independent of a time parameter. This is then extended to the case of Fourier series on the circle with Rademacher…

Probability · Mathematics 2017-01-02 Paul Potgieter

A new formula for the probability that a standard Brownian motion stays between two linear boundaries is proved. A simple algorithm is deduced. Uniform precision estimates are computed. Different implementations have been made available…

Probability · Mathematics 2016-12-20 Bernard Ycart , Rémy Drouilhet

This is the first part of a threefold article, aimed at solving numerically the Poisson problem in three-dimensional prismatic or axisymmetric domains. In this first part, the Fourier Singular Complement Method is introduced and analysed,…

Analysis of PDEs · Mathematics 2007-05-23 Patrick Ciarlet , Beate Jung , Samir Kaddouri , Simon Labrunie , Jun Zou

We present two techniques novel in numerical methods. The first technique compiles the domain of the numerical methods as a discretized volume. Congruent elements are glued together to compile the domain over which the solution of a…

Mathematical Physics · Physics 2007-10-30 Miklós Antal , Mihály Makai

We give a new algorithm of slow continued fraction expansion related to any real cubic number field as a 2-dimensional version of the Farey map. Using our algorithm, we can find the generators of dual substitutions (so-called tiling…

Number Theory · Mathematics 2013-10-30 Maki Furukado , Shunji Ito , Asaki Saito , Jun-ichi Tamura , Shin-ichi Yasutomi

When using a finite difference method to solve an initial--boundary--value problem, the truncation error is often of lower order at a few grid points near boundaries than in the interior. Normal mode analysis is a powerful tool to analyze…

Numerical Analysis · Mathematics 2018-08-23 Siyang Wang , Anna Nissen , Gunilla Kreiss

We introduce a new, elementary method for studying random differences in arithmetic progressions and convergence phenomena along random sequences of integers. We apply our method to obtain significant improvements on previously known…

Combinatorics · Mathematics 2014-05-07 Nikos Frantzikinakis , Emmanuel Lesigne , Máté Wierdl

We calculate the 1/N corrections to the probability distributions of quadratic discrepancies for sets of N random points. This is achieved by the introduction of fermionic variables. We give the diagrammatic expansion up to and including…

High Energy Physics - Phenomenology · Physics 2016-09-06 A. van Hameren , R. Kleiss , C. G. Papadopoulos

We show that the recent techniques developed to study the Fourier restriction problem apply equally well to the Bochner-Riesz problem. This is achieved via applying a pseudo-conformal transformation and a two-parameter induction-on-scales…

Classical Analysis and ODEs · Mathematics 2021-04-23 Shaoming Guo , Changkeun Oh , Hong Wang , Shukun Wu , Ruixiang Zhang

We introduce two efficient algorithms for computing the partial Fourier transforms in one and two dimensions. Our study is motivated by the wave extrapolation procedure in reflection seismology. In both algorithms, the main idea is to…

Numerical Analysis · Mathematics 2008-02-13 Lexing Ying , Sergey Fomel

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

Numerical Analysis · Mathematics 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky

Reciprocal space methods for solving Poisson's equation for finite charge distributions are investigated. Improvements to previous proposals are presented, and their performance is compared in the context of a real-space density functional…

Computational Physics · Physics 2007-05-23 Alberto Castro , Angel Rubio , M. J. Stott

We prove that multidimensional diffusions in random environment have a limiting velocity which takes at most two different values. Further, in the two-dimensional case we show that for any direction, the probability to escape to infinity in…

Probability · Mathematics 2007-05-23 Laurent Goergen

This paper presents a novel application of multiparameter spectral theory to the study of structural stability, with particular emphasis on aeroelastic flutter. Methods of multiparameter analysis allow the development of new solution…

Systems and Control · Computer Science 2022-11-16 Arion Pons , Stefanie Gutschmidt

Self similarity allows for analytic or semi-analytic solutions to many hydrodynamics problems. Most of these solutions are one dimensional. Using linear perturbation theory, expanded around such a one-dimensional solution, we find…

High Energy Astrophysical Phenomena · Physics 2015-05-30 Re'em Sari , J. Nate Bode , Almog Yalinewich , Andrew MacFadyen

For a model convection-diffusion problem, we address the presence of oscillatory discrete solutions, and study difficulties in recovering standard approximation results for its solution. We justify the presence of non-physical oscillations…

Numerical Analysis · Mathematics 2026-01-15 Constantin Bacuta

The Richardson-Lucy unfolding approach is simple and excellently performing. It efficiently suppresses artificial high frequency contributions and permits to introduce known features of the true distribution. An algorithm to fix the number…

Data Analysis, Statistics and Probability · Physics 2015-06-11 Guenter Zech

We present a novel complex number formulation along with tight convex relaxations for the aircraft conflict resolution problem. Our approach combines both speed and heading control and provides global optimality guarantees despite…

Computational Engineering, Finance, and Science · Computer Science 2017-09-20 David Rey , Hassan Hijazi

A dual approach to defining the triangle sequence (a type of multidimensional continued fraction algorithm, initially developed in NT/9906016) for a pair of real numbers is presented, providing a new, clean geometric interpretation of the…

Number Theory · Mathematics 2007-05-23 S. Assaf , L. Chen , T. Cheslack-Postava , B. Cooper , A. Diesl , T. Garrity , M. Lepinski , A. Schuyler