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In recent years, sparse spectral methods for solving partial differential equations have been derived using hierarchies of classical orthogonal polynomials on intervals, disks, disk-slices and triangles. In this work we extend the…

Numerical Analysis · Mathematics 2020-12-22 Ben Snowball , Sheehan Olver

We consider a one-dimensional singularly perturbed 4th order problem with the additional feature of a shift term. An expansion into a smooth term, boundary layers and an inner layer yields a formal solution decomposition, and together with…

Numerical Analysis · Mathematics 2023-09-22 Sebastian Franz , Kleio Liotati

We use the polyharmonic extension approach to develop a numerical technique for discretizing higher-order powers of the spectral fractional Laplacian $(-\Delta)^s$ with $s \in (1,2)$.

Numerical Analysis · Mathematics 2026-03-10 Enrique Otárola , Abner J. Salgado

The spectral properties of Dirac operators on $(0,1)$ with potentials that belong entrywise to $L_p(0,1)$, for some $p\in[1,\infty)$, are studied. The algorithm of reconstruction of the potential from two spectra or from one spectrum and…

Spectral Theory · Mathematics 2007-05-23 S. Albeverio , R. Hryniv , Ya. Mykytyuk

We consider the generalization of Laplace invariants to linear differential systems of arbitrary rank and dimension. We discuss completeness of certain subsets of invariants.

Exactly Solvable and Integrable Systems · Physics 2013-09-03 Chris Athorne , Halis Yilmaz

Matrix concentration inequalities provide a direct way to bound the typical spectral norm of a random matrix. The methods for establishing these results often parallel classical arguments, such as the Laplace transform method. This work…

Information Theory · Computer Science 2014-04-29 Joel A. Tropp , Richard Y. Chen

We explore the existence of a class of generalised Laplace maps for third order partial differential operators of the form…

Exactly Solvable and Integrable Systems · Physics 2018-02-14 Chris Athorne

Half-inverse spectral problem for a Sturm--Liouville operator consists in reconstruction of this operator by its spectrum and half of the potential. We give the necessary and sufficient conditions for solvability of the half-inverse…

Spectral Theory · Mathematics 2007-05-23 Rostyslav O. Hryniv , Yaroslav V. Mykytyuk

A novel numerical method for solving inverse scattering problem with fixed-energy data is proposed. The method contains a new important concept: the stability index of the inversion problem. This is a number, computed from the data, which…

Mathematical Physics · Physics 2007-05-23 S. Gutman , A. G. Ramm , W. Scheid

In this paper, we consider the iterative method of subspace corrections with random ordering. We prove identities for the expected convergence rate, which can provide sharp estimates for the error reduction per iteration. We also study the…

Numerical Analysis · Mathematics 2018-10-11 Xiaozhe Hu , Jinchao Xu , Ludmil Zikatanov

Recent work introduced a unified framework for steerable and directional wavelets in two and three dimensions that ensures many desirable properties, such as a multi-scale structure, fast transforms, and a flexible angular localization. We…

Numerical Analysis · Computer Science 2018-05-08 Christian Lessig

This paper considers the temporal discretization of an inverse problem subject to a time fractional diffusion equation. Firstly, the convergence of the L1 scheme is established with an arbitrary sectorial operator of spectral angle $< \pi/2…

Numerical Analysis · Mathematics 2022-01-07 Binjie Li , Xiaoping Xie , Yubin Yan

Stochastic orders on point processes are partial orders which capture notions like being larger or more variable. Laplace functional ordering of point processes is a useful stochastic order for comparing spatial deployments of wireless…

Information Theory · Computer Science 2018-06-27 Junghoon Lee , Cihan Tepedelenlioglu

Current spectral simulations of Einstein's equations require writing the equations in first-order form, potentially introducing instabilities and inefficiencies. We present a new penalty method for pseudo-spectral evolutions of second order…

General Relativity and Quantum Cosmology · Physics 2014-11-21 Nicholas W. Taylor , Lawrence E. Kidder , Saul A. Teukolsky

We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…

Mathematical Physics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

In this paper, the solution of the multi-order differential equations, by using Mellin Transform, is proposed. It is shown that the problem related to the shift of the real part of the argument of the transformed function, arising when the…

Analysis of PDEs · Mathematics 2014-02-28 Salvatore Butera , Mario Di Paola

A simple closed form expression is obtained for the scattering phase shift perturbatively to any given order in effective one-dimensional problems. The result is a hierarchical scheme, expressible in quadratures, requiring only knowledge of…

Quantum Physics · Physics 2009-10-30 C. K. Au , Chi-Keung Chow , Chong-Sun Chu

The recent development of spectral method has been praised for its high-order convergence in simulating complex physical problems. The combination of embedded boundary method and spectral method becomes a mainstream way to tackle…

Numerical Analysis · Mathematics 2018-03-08 Po-Yi Wu , Cheng-Hong Robert Kao , Tony Wen-Hann Sheu

In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and Thom\'ee (IMA J. Numer. Anal., 2003) to solve the Black-Scholes equation. The algorithm is of arbitrary high convergence rate and naturally…

Computational Finance · Quantitative Finance 2016-03-07 Hyoseop Lee , Dongwoo Sheen

In this short note, we prove that conformal classes which are small perturbations of a product conformal class on a product with a standard sphere admit a metric extremal for some Laplace eigenvalue. As part of the arguments we obtain…

Differential Geometry · Mathematics 2019-09-09 Henrik Matthiesen