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In many processes, the variations in underlying characteristics can be approximated by noisy multi-periodic patterns. If large-scale patterns are superimposed by a noise with long-range correlations, the detection of multi-periodic patterns…
Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…
We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in such a context is the spectral density…
The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…
Fractional derivative and delay are important tools in modeling memory properties in the natural system. This work deals with the stability analysis of a fractional order delay differential equation \begin{equation*} D^\alpha x(t)=\delta…
We develop the uniform sparse Fast Fourier Transform (usFFT), an efficient, non-intrusive, adaptive algorithm for the solution of elliptic partial differential equations with random coefficients. The algorithm is an adaption of the sparse…
The achievable data rates of current fiber-optic wavelength-division-multiplexing (WDM) systems are limited by nonlinear interactions between different subchannels. Recently, it was thus proposed to replace the conventional Fourier…
Motivated by a host of recent applications requiring some amount of redundancy, frames are becoming a standard tool in the signal processing toolbox. In this paper, we study a specific class of frames, known as discrete Fourier transform…
This paper considers the problem of recovering a one or two dimensional discrete signal which is approximately sparse in its discrete gradient from an incomplete subset of its discrete Fourier coefficients which have been corrupted with…
In this article, we study the properties of the nonlinear Fourier spectrum in order to gain better control of the temporal support of the signals synthesized using the inverse nonlinear Fourier transform (NFT). In particular, we provide…
We present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic…
We give algorithms with lower arithmetic operation counts for both the Walsh-Hadamard Transform (WHT) and the Discrete Fourier Transform (DFT) on inputs of power-of-2 size $N$. For the WHT, our new algorithm has an operation count of…
The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove cross derivative terms reducing the stencil of the proposed…
A binary vector of length $N$ has elements that are either 0 or 1. We investigate the question of whether and how a binary vector of known length can be reconstructed from a limited set of its discrete Fourier transform (DFT) coefficients.…
We present algorithms for distributed verification and silent-stabilization of a DFS(Depth First Search) spanning tree of a connected network. Computing and maintaining such a DFS tree is an important task, e.g., for constructing efficient…
We give some new results related to the directional short-time Fourier transform (DSTFT) and extend them on the spaces $\mathcal K_{1}(\mathbb R^{n})$ and $\mathcal K_{1}({\mathbb R})\widehat{\otimes}\mathcal U(\mathbb C^n)$ and their…
The nonlinear Fourier transform, which is also known as the forward scattering transform, decomposes a periodic signal into nonlinearly interacting waves. In contrast to the common Fourier transform, these waves no longer have to be…
We analyze a numerical instability that occurs in the well-known split-step Fourier method on the background of a soliton. This instability is found to be very sensitive to small changes of the parameters of both the numerical grid and the…
Diffuse scattering is a rich source of information about disorder in crystalline materials, which can be modelled using atomistic techniques such as Monte Carlo and molecular dynamics simulations. Modern X-ray and neutron scattering…
To comprehensively assess optical fiber communication system conditions, it is essential to implement joint estimation of the following four critical impairments: nonlinear signal-to-noise ratio (SNRNL), optical signal-to-noise ratio…