相关论文: A Generalized Parameter Imbedding Method
We develop the generalized method of moments (GMM) estimation for the parameters of the finitely mixed multi-mixed fractional Ornstein--Uhlenbeck (mmfOU) processes, and analyze the consistency and asymptotic normality of this estimator. We…
A computation method of algebraic local cohomology with parameters, associated with zero-dimensional ideal with parameter, is introduced. This computation method gives us in particular a decomposition of the parameter space depending on the…
Einstein equations for several matter sources in Robertson-Walker and Bianchi I type metrics, are shown to reduce to a kind of second order nonlinear ordinary differential equation $\ddot{y}+\alpha f(y)\dot{y}+\beta f(y)\int{f(y) dy}+\gamma…
In this talk, we discuss how ideas from geometry help to improve Feynman integral reduction and the construction of $\varepsilon$-factorised differential equations. In particular, we outline a systematic procedure to obtain an…
We present a new methodology, suitable for implementation on computer, to perform the $\epsilon$-expansion of hypergeometric functions with linear $\epsilon$ dependent Pochhammer parameters in any number of variables. Our approach allows…
By the introduction of a generalized Evans function defined by an appropriate 2-modified Fredholm determinant, we give a simple proof of convergence in location and multiplicity of Hill's method for numerical approximation of spectra of…
The position-based dynamics (PBD) algorithm is a popular and versatile technique for real-time simulation of deformable bodies, but is only applicable to forces that can be expressed as linearly compliant constraints. In this work, we…
The gradient discretisation method (GDM) is a generic framework designed recently, as a discretise in spatial space, to partial differential equations. This paper aims to use the GDM to establish a first general error estimate for numerical…
A nonlinear Helmholtz (NLH) equation with high frequencies and corner singularities is discretized by the linear finite element method (FEM). After deriving some wave-number-explicit stability estimates and the singularity decomposition for…
We obtain a parametric normal form for any non-degenerate perturbation of the generalized saddle-node case of Bogdanov--Takens singularity. Explicit formulas are derived and greatly simplified for an efficient implementation in any computer…
The Physalis method is suitable for the simulation of flows with suspended spherical particles. It differs from standard immersed boundary methods due to the use of a local spectral representation of the solution in the neighborhood of each…
A new method is proposed to improve the numeri- cal simulation of time dependent problems when the initial and boundary data are not compatible. Unlike earlier methods limited to space dimension one, this method can be used for any space…
We show that every multiparameter Gaussian process with integrable variance function admits a Wiener integral representation of Fredholm type with respect to the Brownian sheet. The Fredholm kernel in the representation can be constructed…
The Intrinsic Surface Finite Element Method (ISFEM) was recently proposed to solve Partial Differential Equations (PDEs) on surfaces. ISFEM proceeds by writing the PDE with respect to a local coordinate system anchored to the surface and…
We present numerical methods based on the fast Fourier transform (FFT) to solve convolution integral equations on a semi-infinite interval (Wiener-Hopf equation) or on a finite interval (Fredholm equation). We extend and improve a FFT-based…
With the aim of describing bound and continuum states for diatomic molecules, we develop and implement a spectral method that makes use of Generalized Sturmian Functions (GSF) in prolate spheroidal coordinates. In order to master all…
Let $\mathcal{W}_{\beta}^\delta(\alpha,\gamma)$ be the class of normalized analytic functions $f$ defined in the region $|z|<1$ and satisfying \begin{align*} {\rm Re\,}…
A nonlinear Helmholtz equation (NLH) with high wave number and Sommerfeld radiation condition is approximated by the perfectly matched layer (PML) technique and then discretized by the linear finite element method (FEM).…
We present a projective framework for the construction of Integration by Parts (IBP) identities and differential equations for Feynman integrals, working in Feynman-parameter space. This framework originates with very early results which…
We present a new and relatively elementary method for studying the solution of the initial-value problem for dispersive linear and integrable equations in the large-$t$ limit, based on a generalization of steepest descent techniques for…