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This work develops change-point methods for statistics of high-frequency data. The main interest is in the volatility of an It\^{o} semi-martingale, the latter being discretely observed over a fixed time horizon. We construct a…

Statistics Theory · Mathematics 2016-01-13 Markus Bibinger , Moritz Jirak , Mathias Vetter

Fast Fourier Transform (FFT) is an efficient algorithm to compute the Discrete Fourier Transform (DFT) and its inverse. In this paper, we pay special attention to the description of complex-data FFT. We analyze two common descriptions of…

Numerical Analysis · Computer Science 2011-10-28 Zhengjun Cao , Xiao Fan

The Fast Fourier Transform (FFT) is an algorithm of paramount importance in signal processing as it allows to apply the Fourier transform in O(n log n) instead of O(n 2) arithmetic operations. Graph Signal Processing (GSP) is a recent…

Numerical Analysis · Computer Science 2017-06-19 Luc Le Magoarou , Rémi Gribonval , Nicolas Tremblay

A fast simulation framework for stochastic Volterra processes based on Random Fourier Features (RFF) approximation of the kernel is developed. After recalling the main properties of Volterra processes and reviewing existing numerical…

Mathematical Finance · Quantitative Finance 2026-05-26 Othmane Zarhali , Nicolas Langrené

Sub-sampling can acquire directly a passband within a broad radio frequency (RF) range, avoiding down-conversion and low-phase-noise tunable local oscillation (LO). However, sub-sampling suffers from band folding and self-image…

Instrumentation and Detectors · Physics 2017-07-29 Wenhui Hao , Yitang Dai , Feifei Yin , Yue Zhou , Jianqiang Li , Jian Dai , Wangzhe Li , Kun Xu

For partially coherent light fields with random fluctuations, the intensity distributions and statistics have been proven to be more propagation robust compared with coherent light. However, its full potential in practical applications has…

Optics · Physics 2023-03-30 Xingyuan Lu , Zhuoyi Wang , Qiwen Zhan , Yangjian Cai , Chengliang Zhao

Fourier transform-based methods enable accurate, dispersion-free simulations of time-domain scattering problems by evaluating solutions to the Helmholtz equation at a discrete set of frequencies sufficient to approximate the inverse Fourier…

Numerical Analysis · Mathematics 2025-10-29 Oscar P. Bruno , Manuel A. Santana

We describe a simple quantum algorithm to simulate time-dependent Hamiltonian, extending the methodology of quantum signal processing. The framework achieves optimal scaling up to some factor with respect to other parameters, and nearly…

Quantum Physics · Physics 2025-03-11 Nhat A. Nghiem

The Fast Fourier Transform (FFT) is a fundamental tool for signal analysis, widely used across various fields. However, traditional FFT methods encounter challenges in adjusting the frequency bin interval, which may impede accurate spectral…

Data Structures and Algorithms · Computer Science 2024-03-27 Haichao Xu

Radio Frequency Interference (RFI) increasingly contaminates the radio astronomy spectrum, often exceeding astronomical signal amplitudes by 50-70 dB. Reliable detection and mitigation are therefore essential for studies of faint transient…

Instrumentation and Methods for Astrophysics · Physics 2026-05-08 Natalia A. Schmid , Sasanka Katreddi , Yechan Kweon

We study the existence and property of Fast magnetosonic modes in 3D compressible MHD turbulence by carrying out a number of simulations with compressible and incompressible driving conditions. We use two approaches to determine the…

Space Physics · Physics 2022-03-09 Zhaoming Gan , Hui Li , Xiangrong Fu , Senbei Du

Real-time frequency measurement for non-repetitive and statistically rare signals are challenging problems in the electronic measurement area, which places high demands on the bandwidth, sampling rate, data processing and transmission…

Signal Processing · Electrical Eng. & Systems 2023-08-21 Ruiyuan Ming , Peng Ye , Kuojun Yang , Zhixiang Pan , ChenYang Li , Chuang Huang

In this paper, we investigate the extension of the recently proposed weighted Fourier burst accumulation (FBA) method into the wavelet domain. The purpose of FBA is to reconstruct a clean and sharp image from a sequence of blurred frames.…

Computer Vision and Pattern Recognition · Computer Science 2024-10-31 Jerome Gilles , Stanley Osher

The problem of quantum harmonic oscillator with "regular+random" square frequency, subjected to "regular+random external force, is considered in framework of representation of the wave function by complex-valued random process. Average…

Quantum Physics · Physics 2007-05-23 A. S. Gevorkyan , A. A. Udalov

This paper details the purpose, difficulties, theory, implementation, and results of developing a Fast Fourier Transform (FFT) using the prime factor algorithm on an embedded system. Many applications analyze the frequency content of…

Hardware Architecture · Computer Science 2025-01-22 Josh Vernon , D. G. Perera

Atmospheric turbulence is a serious problem for traditional optical imaging, especially for satellite and aircraft-to-ground imaging. Here, we report a novel and practical phenomenon in which turbulence-free images can be reconstructed on a…

Image and Video Processing · Electrical Eng. & Systems 2021-09-10 Deyang Duan , Yunjie Xia

Time-frequency (TF) representation of non-stationary signals typically requires the effective concentration of energy distribution along the instantaneous frequency (IF) ridge, which exhibits intrinsic sparsity. Inspired by the sparse…

Signal Processing · Electrical Eng. & Systems 2025-01-15 Zongyue Yang , Baoqing Ding , Shibin Wang , Chuang Sun , Xuefeng Chen

We demonstrate a new computational illumination technique that achieves large space-bandwidth-time product, for quantitative phase imaging of unstained live samples in vitro. Microscope lenses can have either large field of view (FOV) or…

Optics · Physics 2015-10-16 Lei Tian , Ziji Liu , Li-Hao Yeh , Michael Chen , Jingshan Zhong , Laura Waller

In this work we propose an efficient and accurate multi-scale optical simulation algorithm by applying a numerical version of slowly varying envelope approximation in FEM. Specifically, we employ the fast iterative method to quickly compute…

Optics · Physics 2024-12-03 Fan Xiao , Jingwei Wang , Zhongfei Xiong , Yuntian Chen

We have developed an algorithm for transferring radiation in three-dimensional space. The algorithm computes radiation source and sink terms using the Fast Fourier Transform (FFT) method, based on a formulation in which the integral of any…

Astrophysics · Physics 2009-11-07 Renyue Cen
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