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This paper investigates the estimation of the interaction function for a class of McKean-Vlasov stochastic differential equations. The estimation is based on observations of the associated particle system at time $T$, considering the…

Statistics Theory · Mathematics 2024-11-01 Chiara Amorino , Denis Belomestny , Vytautė Pilipauskaitė , Mark Podolskij , Shi-Yuan Zhou

We study a sequence of polynomials orthogonal with respect to a one parameter family of weights $$ w(x):=w(x,t)=\rex^{-t/x}\:x^{\al}(1-x)^{\bt},\quad t\geq 0, $$ defined for $x\in[0,1].$ If $t=0,$ this reduces to a shifted Jacobi weight.…

Classical Analysis and ODEs · Mathematics 2010-08-03 Yang Chen , Dan Dai

We outline an efficient method for the reconstruction of a probability density function from the knowledge of its infinite sequence of ordinary moments. The approximate density is obtained resorting to maximum entropy technique, under the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Pierluigi Novi Inverardi , Alberto Petri , Giorgio Pontuale , Aldo Tagliani

In this paper, we propose a general algorithmic framework to solve a class of optimization problems on the product of complex Stiefel manifolds based on the matrix polar decomposition. We establish the weak convergence, global convergence…

Numerical Analysis · Mathematics 2020-06-16 Jianze Li , Shuzhong Zhang

Starting from the first renormalized factorization theorem for a process described at subleading power in soft-collinear effective theory, we discuss the resummation of Sudakov logarithms for such processes in renormalization-group improved…

High Energy Physics - Phenomenology · Physics 2021-07-14 Ze Long Liu , Bianka Mecaj , Matthias Neubert , Xing Wang

This paper develops a computationally efficient algorithm which speeds up the probabilistic power flow (PPF) problem by exploiting the inherently low-rank nature of the voltage profile in electrical power distribution networks. The…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Samuel Chevalier , Luca Schenato , Luca Daniel

We study a class of combinatorial scheduling problems characterized by a particular type of constraint often associated with electrical power or gas energy. This constraint appears in several practical applications and is expressed as a sum…

Data Structures and Algorithms · Computer Science 2023-12-27 Trung Thanh Nguyen , Khaled Elbassioni , Areg Karapetyan , Majid Khonji

We investigate the stochastic modified equation which plays an important role in the stochastic backward error analysis for explaining the mathematical mechanism of a numerical method. The contribution of this paper is threefold. First, we…

Numerical Analysis · Mathematics 2019-07-08 Chuchu Chen , Jialin Hong , Chuying Huang

Solving the exact renormalisation group equation a la Wilson-Polchinski perturbatively, we derive a power-counting theorem for general matrix models with arbitrarily non-local propagators. The power-counting degree is determined by two…

High Energy Physics - Theory · Physics 2009-11-10 Harald Grosse , Raimar Wulkenhaar

We study a class of integrable nonhomogeneous Lotka-Volterra systems whose quadratic terms are defined by an antisymmetric matrix and whose linear terms consist of three blocks. We provide the Poisson algebra of their Darboux polynomials,…

Exactly Solvable and Integrable Systems · Physics 2024-10-30 Peter H. van der Kamp , D. I. McLaren , G. R. W. Quispel

Through an explicit calculation of massive scalar particle (e.g., Higgs boson) production in high energy pA collisions up to one-loop order, we demonstrate that the Sudakov-type logarithms in hard processes in small-x saturation formalism…

High Energy Physics - Phenomenology · Physics 2013-03-14 A. H. Mueller , Bo-Wen Xiao , Feng Yuan

An exact representation of the Baker-Campbell-Hausdorff formula as a power series in just one of the two variables is constructed. Closed form coefficients of this series are found in terms of hyperbolic functions, which contain all of the…

Mathematical Physics · Physics 2018-07-23 Jordan C. Moodie , Martin W. Long

We describe how the Hardy-Ramanujan-Rademacher formula can be implemented to allow the partition function $p(n)$ to be computed with softly optimal complexity $O(n^{1/2+o(1)})$ and very little overhead. A new implementation based on these…

Number Theory · Mathematics 2019-02-20 Fredrik Johansson

In recent work, Darmon, Pozzi and Vonk explicitly construct a modular form whose spectral coefficients are $p$-adic logarithms of Gross-Stark units and Stark-Heegner points. Here we describe how this construction gives rise to a practical…

Number Theory · Mathematics 2023-01-24 Håvard Damm-Johnsen

A polynomial transform is the multiplication of an input vector $x\in\C^n$ by a matrix $\PT_{b,\alpha}\in\C^{n\times n},$ whose $(k,\ell)$-th element is defined as $p_\ell(\alpha_k)$ for polynomials $p_\ell(x)\in\C[x]$ from a list…

Information Theory · Computer Science 2011-07-14 Aliaksei Sandryhaila , Jelena Kovacevic , Markus Pueschel

Polynomial multiplication is a fundamental problem in symbolic computation. There are efficient methods for the multiplication of two univariate polynomials. However, there is rarely efficiently nontrivial method for the multiplication of…

Computational Complexity · Computer Science 2024-03-20 Cancan Wang , Ming Su , Gang Wang , Qingpo Zhang

We study the Kaczmarz methods for solving systems of quadratic equations, i.e., the generalized phase retrieval problem. The methods extend the Kaczmarz methods for solving systems of linear equations by integrating a phase selection…

Numerical Analysis · Mathematics 2015-09-01 Ke Wei

The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…

Mathematical Physics · Physics 2019-02-20 R. J. Martin , R. V. Craster , A. Pannier , M. J. Kearney

Reconstructing the Hamiltonian of a quantum system is an essential task for characterizing and certifying quantum processors and simulators. Existing techniques either rely on projective measurements of the system before and after coherent…

A novel polynomial expansion method of symmetric Boolean functions is described. The method is efficient for symmetric Boolean function with small set of valued numbers and has the linear complexity for elementary symmetric Boolean…

Discrete Mathematics · Computer Science 2013-06-25 Danila A. Gorodecky
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