Related papers: Computation of the Wright function from its integr…
Integral representations are derived for the parabolic cylinder functions $U(a,x)$, $V(a,x)$ and $W(a,x)$ and their derivatives. The new integrals will be used in numerical algorithms based on quadrature. They follow from contour integrals…
The secondary zeta function is defined as a generalized zeta series over the imaginary parts of non-trivial zeros assuming (RH). This function admits Laurent series expansion at the double pole at $s=1$. In this article, we derive a new…
Using fractional calculus we define integrals of the form $% \int_{a}^{b}f(x_{t})dy_{t}$, where $x$ and $y$ are vector-valued H\"{o}lder continuous functions of order $\displaystyle \beta \in (\frac13, \frac12)$ and $f$ is a continuously…
We present a method for constructing global analytical expressions that approximate a function over its entire range. These approximations not only mirror the original function as accurately as desired, but are purposefully created to…
In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case. Functional quantization is a way to approximate a process, viewed as a…
An algorithm for computing an analytic function of a matrix $A$ is described. The algorithm is intended for the case where $A$ has some close eigenvalues, and clusters (subsets) of close eigenvalues are separated from each other. This…
A new analytical approximation function is proposed to accurately fit the solution of a fractional differential equation of order one-half, whose nonhomogeneous term is defined by a modified Bessel function of the first kind. The exact…
This note aims to present novel positive linear operators involving the Wright function. Furthermore, the present research established the moments of these newly defined operators and estimated the convergence rate using the classical…
The tensor t-function, a formalism that generalizes the well-known concept of matrix functions to third-order tensors, is introduced in [K. Lund, The tensor t-function: a definition for functions of third-order tensors, Numer. Linear…
This analysis paper presents previously unknown properties of some special cases of the Wright function whose consideration is necessitated by our work on probability theory and the theory of stochastic processes. Specifically, we establish…
This paper introduces a new functional expansion framework that extends classical ideas beyond the Taylor series. Unlike traditional Taylor expansions based on local polynomial approximations, the proposed approach arises from exact…
Bayesian quadrature is a probabilistic, model-based approach to numerical integration, the estimation of intractable integrals, or expectations. Although Bayesian quadrature was popularised already in the 1980s, no systematic and…
In earlier papers Saxena et al. (2002, 2003) derived the solutions of a number of fractional kinetic equations in terms of generalized Mittag-Leffler functions which extended the work of Haubold and Mathai (2000). The object of the present…
Taylor expansions of analytic functions are considered with respect to two points. Cauchy-type formulas are given for coefficients and remainders in the expansions, and the regions of convergence are indicated. It is explained how these…
We derive and prove a new formulation of the Lerch zeta function as a fractional derivative of an elementary function. We demonstrate how this formulation interacts very naturally with basic known properties of Lerch zeta, and use the…
The Lambert W function, implicitly defined by W(x) exp{W(x)}=x, is a "new" special function that has recently been the subject of an extended upsurge in interest and applications. In this note, I point out that the Lambert W function can…
The Fast Reciprocal Square Root Algorithm is a well-established approximation technique consisting of two stages: first, a coarse approximation is obtained by manipulating the bit pattern of the floating point argument using integer…
A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic…
We propose a simple technique that, if combined with algorithms for computing functions of triangular matrices, can make them more efficient. Basically, such a technique consists in a specific scaling similarity transformation that reduces…
Algorithms for computing rational generating functions of solutions of one-dimensional difference equations are well-known and easy to implement. We propose an algorithm for computing rational generating functions of solutions of…