相关论文: Peaks and jumps reconstruction with B-splines scal…
In this paper we consider the numerical solutions for a class of jump diffusions with Markovian switching. After briefly reviewing necessary notions, a new jump-adapted efficient algorithm based on the Euler scheme is constructed for…
The paper is concerned with three types of cubic splines over a triangulation that are characterized by three degrees of freedom associated with each vertex of the triangulation. The splines differ in computational complexity, polynomial…
An inverse problem of identifying inhomogeneity or crack in the workpiece made of nonlinear magnetic material is investigated. To recover the shape from the local measurements, a piecewise constant level set algorithm is proposed. By means…
We develop a method to carry out MAP estimation for a class of Bayesian regression models in which coefficients are assigned with Gaussian-based spike and slab priors. The objective function in the corresponding optimization problem has a…
We introduce a method to reconstruct an element of a Hilbert space in terms of an arbitrary finite collection of linearly independent reconstruction vectors, given a finite number of its samples with respect to any Riesz basis. As we…
In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, the double transform often provides the only analytically…
Recasting the $N$-point one loop scalar integral as a probabilistic problem, allows the derivation of integral recurrence relations as well as exact analytical expressions in the most common cases. $\epsilon$ expansions are derived by…
We provide sufficient conditions on a family of functions $(\phi_\alpha)_{\alpha\in A}:\mathbb{R}^d\to\mathbb{R}$ for sampling of multivariate bandlimited functions at certain nonuniform sequences of points in $\mathbb{R}^d$. We consider…
We consider the problem of exact reconstruction of univariate functions with jump discontinuities at unknown positions from their moments. These functions are assumed to satisfy an a priori unknown linear homogeneous differential equation…
We study numerically a two-dimensional version of the Burrige-Knopoff model. We calculate spatial and temporal correlation functions and compare their behavior with the results found for the one-dimensional model. The Gutenberg-Richter law…
In this paper, we propose a numerical method of computing an integral whose integrand is a slowly decaying oscillatory function. In the proposed method, we consider a complex analytic function in the upper-half complex plane, which is…
Laplace transforms which admit a holomorphic extension to some sector strictly containing the right half plane and exhibiting a potential behavior are considered. A spectral order, parallelizable method for their numerical inversion is…
The d-inverse is a generalized notion of inverse of a stochastic process having a certain tendency of increasing expectations. Scaling limit of the d-inverse of Brownian motion with functional drift is studied. Except for degenerate case,…
We consider sampling strategies for a class of multivariate bandlimited functions $f$ that have a spectrum consisting of disjoint frequency bands. Taking advantage of the special spectral structure, we provide formulas relating $f$ to the…
For a spectrally negative L\'evy process, scale functions appear in the solution of two-sided exit problems, and in particular in relation with the Laplace transform of the first time it exits a closed interval. In this paper, we consider…
In this paper we study dual bases functions in subspaces. These are bases which are dual to functionals on larger linear space. Our goal is construct and derive properties of certain bases obtained from the construction, with primary focus…
The focus of this article is the approximation of functions which are analytic on a compact interval except at the endpoints. Typical numerical methods for approximating such functions depend upon the use of particular conformal maps from…
A fast algorithm for B-splines in mixed models is presented. B-splines have local support and are computational attractive, because the corresponding matrices are sparse. A key element of the new algorithm is that the local character of…
In this paper, we discuss to the nonuniform sampling problem in principal shift-invariant subspaces of mixed Lebesgue spaces. We proposed a fast reconstruction algorithm which allows to exactly reconstruct the functions in the principal…
This paper studies a \textit{partial functional partially linear single-index model} that consists of a functional linear component as well as a linear single-index component. This model generalizes many well-known existing models and is…