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We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time…

Statistics Theory · Mathematics 2019-11-07 Richard Y. Chen

We propose and demonstrate a new phase retrieval method for imaging through random media. Although methods to recover the Fourier amplitude through random distortions are well established, recovery of the Fourier phase has been a more…

Optics · Physics 2021-05-14 Byungjae Hwang , Taeseong Woo , Cheolwoo Ahn , Jung-Hoon Park

To obtain the initial pressure from the collected data on a planar sensor arrangement in Photoacoustic tomography, there exists an exact analytic frequency domain reconstruction formula. An efficient realization of this formula needs to…

Numerical Analysis · Mathematics 2015-01-14 Julian Schmid , Thomas Glatz , Behrooz Zabihian , Mengyang Liu , Wolfgang Drexler , Otmar Scherzer

Many interesting and fundamentally practical optimization problems, ranging from optics, to signal processing, to radar and acoustics, involve constraints on the Fourier transform of a function. It is well-known that the {\em fast Fourier…

Optimization and Control · Mathematics 2012-09-05 Robert J. Vanderbei

Increasing shares of fluctuating renewable energy sources induce higher and higher power flow variability at the transmission level. The question arises as to what extent existing networks can absorb additional fluctuating power injection…

Systems and Control · Computer Science 2014-11-18 Markus Schläpfer , Pierluigi Mancarella

Synthetic turbulence is a relevant tool to study complex astrophysical and space plasma environments inaccessible by direct simulation. However, conventional models lack intermittent coherent structures, which are essential in realistic…

Space Physics · Physics 2024-05-08 Jeremiah Lübke , Frederic Effenberger , Mike Wilbert , Horst Fichtner , Rainer Grauer

The extraction of information carried by light plays an increasingly important role in optical communication, imaging, and detection. However, the information can only be successfully extracted when the light pulse is comparably strong,…

Optics · Physics 2026-05-25 Zhen Yang , Zeng-Quan Yan , Li Wang , Xiao-Wei Wang , Ka-Di Zhu , Xian-Min Jin

How heterogeneous multiscale methods (HMM) handle fluctuations acting on the slow variables in fast-slow systems is investigated. In particular, it is shown via analysis of central limit theorems (CLT) and large deviation principles (LDP)…

Probability · Mathematics 2016-01-12 David Kelly , Eric Vanden-Eijnden

An improved approach to updating the electric field in simulations of Coulomb gases using the local lattice technique introduced by Maggs and Rossetto, is described and tested. Using the Fast Fourier Transform (FFT) an independent…

Other Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick , R. D. Coalson

The phase diversity technique is a useful tool to measure and pre-compensate for quasi-static aberrations, in particular non-common path aberrations, in an adaptive optics corrected imaging system. In this paper, we propose and validate by…

Astrophysics · Physics 2009-11-13 L. M. Mugnier , J. -F. Sauvage , T. Fusco , A. Cornia , S. Dandy

Quantum many-fermion systems give rise to diverse states of matter that often reveal themselves in distinctive transport properties. While some of these states can be captured by microscopic models accessible to numerical exact quantum…

Strongly Correlated Electrons · Physics 2019-05-08 Yi Zhang , Carsten Bauer , Peter Broecker , Simon Trebst , Eun-Ah Kim

Optical Coherence Tomography (OCT) has become an indispensable tool for investigating mesoscopic features in soft matter and fluid mechanics. Its ability to provide high-resolution, non-invasive measurements in both spatial and temporal…

Parametric fluctuations or stochastic signals are introduced into the control pulse sequence to investigate the feasibility of random control over quantum open systems. In a large parameter error region, the out-of-order control pulses work…

Quantum Physics · Physics 2014-09-19 Jun Jing , C. Allen Bishop , Lian-Ao Wu

We present a quantum algorithm for efficiently sampling transformed Gaussian random fields on $d$-dimensional domains, based on an enhanced version of the classical moving average method. Pointwise transformations enforcing boundedness are…

Quantum Physics · Physics 2025-08-20 Matthias Deiml , Daniel Peterseim

We propose a Gauss-Legendre quadrature based sampling on the rotation group for the representation of a band-limited signal such that the Fourier transform (FT) of a signal can be exactly computed from its samples. Our figure of merit is…

Information Theory · Computer Science 2017-11-27 Zubair Khalid , Salman Durrani , Rodney A. Kennedy , Yves Wiaux , Jason D. McEwen

Waveform shaping and frequency synthesis based on waveform modulation is ubiquitous in electronics, telecommunication technology, and optics. For optical waveforms, the carrier frequency is on the order of several hundred THz, while the…

Optical coherence tomography (OCT) is a widely used imaging technique in the micrometer regime, which gained accelerating interest in medical imaging in the last twenty years. In up-to-date OCT literature [5,6] certain simplifying…

Medical Physics · Physics 2024-02-23 Leopold Veselka , Lisa Krainz , Leonidas Mindrinos , Wolfgang Drexler , Peter Elbau

Collaborative path planning for robot swarms in complex, unknown environments without external positioning is a challenging problem. This requires robots to find safe directions based on real-time environmental observations, and to…

Robotics · Computer Science 2025-01-03 Chenxi Li , Weining Lu , Zhihao Ma , Litong Meng , Bin Liang

If the duration of the input pulse resonantly interacting with a system is comparable or smaller than the time required for the system to achieve the steady state, transient effects become important. For complex systems, a quantitative…

Optics · Physics 2020-04-23 Michael I. Tribelsky , Andrey E. Miroshnichenko

The computational efficiency of many neural operators, widely used for learning solutions of PDEs, relies on the fast Fourier transform (FFT) for performing spectral computations. As the FFT is limited to equispaced (rectangular) grids,…

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