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Here we propose a different perspective of the deep factorisation in Kyprianou (2015) based on determining potentials. Indeed, we factorise the inverse of the MAP-exponent associated to a stable process via the Lamperti-Kiu transform. Here…
We describe a suite of fast algorithms for evaluating Jacobi polynomials, applying the corresponding discrete Sturm-Liouville eigentransforms and calculating Gauss-Jacobi quadrature rules. Our approach is based on the well-known fact that…
Non-Gaussian Harmonizable Fractional Stable Motion (HFSM) is a natural and important extension of the well-known Fractional Brownian Motion to the framework of heavy-tailed stable distributions. It was introduced several decades ago;…
A new algorithm to compute the restricted singular value decomposition of dense matrices is presented. Like Zha's method \cite{Zha92}, the new algorithm uses an implicit Kogbetliantz iteration, but with four major innovations. The first…
We introduce a new efficient algorithm for Helmholtz problems in perforated domains with the design of the scheme allowing for possibly large wavenumbers. Our method is based upon the Wavelet-based Edge Multiscale Finite Element Method…
We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…
This paper is concerned with the well-posedness analysis of the Hartree-Fock system modeling the time evolution of a quantum system comprised of fermions. We consider quantum states with finite mass and finite kinetic energy, and the…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
We develop a stable and efficient numerical scheme for modeling the optical field evolution in a nonlinear dispersive cavity with counter propagating waves and complex, semiconductor physics gain dynamics that are expensive to evaluate. Our…
Mechanized theorem proving is becoming the basis of reliable systems programming and rigorous mathematics. Despite decades of progress in proof automation, writing mechanized proofs still requires engineers' expertise and remains labor…
We present methods for computing the generalized polar decomposition of a matrix based on the dynamically weighted Halley (DWH) iteration. This method is well established for computing the standard polar decomposition. A stable…
High-index saddle dynamics (HiSD) is an effective approach for computing saddle points of a prescribed Morse index and constructing solution landscapes for complex nonlinear systems. However, for problems with ill-conditioned Hessians…
Recently Galashin, Grinberg, and Liu introduced the refined dual stable Grothendieck polynomials, which are symmetric functions in $x=(x_1,x_2,\dots)$ with additional parameters $t=(t_1,t_2,\dots)$. The refined dual stable Grothendieck…
This paper deals with the rapid stabilization of a degenerate parabolic equation with a right Dirich-let control. Our strategy consists in applying a backstepping strategy, which seeks to find an invertible transformation mapping the…
In this paper we present a factorization framework for Hermite subdivision schemes refining function values and first derivatives, which satisfy a spectral condition of high order. In particular we show that spectral order $d$ allows for…
Homomorphic permutation is fundamental to privacy-preserving computations based on batch-encoding homomorphic encryption. It underpins nearly all homomorphic matrix operations and predominantly influences their complexity. Permutation…
We introduce an efficient method for computing the Stekloff eigenvalues associated with the Helmholtz equation. In general, this eigenvalue problem requires solving the Helmholtz equation with Dirichlet and/or Neumann boundary condition…
This study presents a computational optimisation framework of a hip implant through the development of a functionally graded biomimetic lattice structure, whose design was structurally optimised to limit stress shielding. The optimisation…
This paper elaborates on a relationship between matrix-valued Herglotz-Nevanlinna functions and Hurwitz stable matrix polynomials, which generalizes the corresponding classical stability criterion. The main motivation comes from the…
Recently, we have classified Hermitian random matrix ensembles that are invariant under the conjugate action of the unitary group and stable with respect to matrix addition. Apart from a scaling and a shift, the whole information of such an…