Related papers: Stable Hermite transforms via the Golub-Welsch alg…
Hermite polynomials and functions have extensive applications in scientific and engineering problems. Although it is recognized that employing the scaled Hermite functions rather than the standard ones can remarkably enhance the…
We propose an algorithm to compute the dynamics of articulated rigid-bodies with different sensor distributions. Prior to the on-line computations, the proposed algorithm performs an off-line optimisation step to simplify the computational…
In this paper we derive a Toeplitz-structured closed form of the unique positive semi-definite stabilizing solution for the discrete-time algebraic Riccati equations, especially for the case that the state matrix is not stable. Based on the…
We present a fast sparse matrix permutation algorithm tailored to linear systems arising from triangle meshes. Our approach produces nested-dissection-style permutations while significantly reducing permutation runtime overhead. Rather than…
We analyze why the discretization of linear transport with asymmetric Hermite basis functions can be instable in quadratic norm. The main reason is that the finite truncation of the infinite moment linear system looses the skew-symmetry…
We study the asymptotic behaviour of modified weighted power variations of the Hermite process of arbitrary order. By selecting suitable "good" increments and exploiting their decomposition into dominant independent components, we establish…
In this paper, we first present an algorithm for computing the Hermite normal form of pseudo-matrices over Pr\"ufer domains. This algorithm allows us to provide constructive proofs of the main theoretical results on finitely presented…
In this paper we establish a stability barrier of a class of high-order Hermite-type discretization of 1D advection equations underlying the hybrid-variable (HV) and active flux (AF) methods. These methods seek numerical approximations to…
We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…
Greville's method has been utilized in (Broad Learn-ing System) BLS to propose an effective and efficient incremental learning system without retraining the whole network from the beginning. For a column-partitioned matrix where the second…
In this paper, we investigate the Hermite spectral method (HSM) to numerically solve the forward Kolmogorov equation (FKE). A useful guideline of choosing the scaling factor of the generalized Hermite functions is given in this paper. It…
This paper highlights a formal connection between two families of widely used matrix factorization algorithms in numerical linear algebra. One family consists of the Jacobi eigenvalue algorithm and its variants for computing the Hermitian…
We describe an algorithm for the application of the forward and inverse spherical harmonic transforms. It is based on a new method for rapidly computing the forward and inverse associated Legendre transforms by hierarchically applying the…
Nowadays, many strategies to solve polynomial systems use the computation of a Gr{\"o}bner basis for the graded reverse lexicographical ordering, followed by a change of ordering algorithm to obtain a Gr{\"o}bner basis for the…
We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g_{\alpha}(x), 0 \leq x < \infty, 0 < \alpha < 1. We demonstrate that the knowledge of one such a distribution…
We propose Frank--Wolfe (FW) algorithms with an adaptive Bregman step-size strategy for smooth adaptable (also called: relatively smooth) (weakly-) convex functions. This means that the gradient of the objective function is not necessarily…
In this work, we consider a rational approximation of the exponential function to design an algorithm for computing matrix exponential in the Hermitian case. Using partial fraction decomposition, we obtain a parallelizable method, where the…
In a recent paper we have suggested that the finite temperature density matrix can be computed efficiently by a combination of polynomial expansion and iterative inversion techniques. We present here significant improvements over this…
Forward iteration of holomorphic self-maps generalizes the iteration of a single function in a natural way. This framework arises in complex dynamics, for instance in the study of wandering domains and in seeking suitable extensions of the…
We present the first systematic extension of the classical Hermite-Laguerre quadratic correspondence to the matrix-valued setting. Starting from a Hermite-type weight matrix W(x) = exp(-x^2) Z(x) with W(x) = W(-x), the change of variables y…