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RCV-based error density estimation in the ultrahigh dimensional additive model
In this paper, we mainly study how to estimate the error density in the ultrahigh dimensional sparse additive model, where the number of variables is...
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An expansion for the number of partitions of an integer
We consider p ( n ) the number of partitions of a natural number n , starting from an expression derived by Báez-Duarte in (Adv Math 125(1):114–120,...
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Rapidly Convergent Series for Solving the Electrovortex Flow Problem in a Hemispherical Vessel
AbstractA linear boundary value problem describing the axially symmetric steady viscous electrovortex flow in a hemispherical container is...
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Certain Properties and Their Volterra Integral Equation Associated with the Second Kind Chebyshev Matrix Polynomials in Two Variables
This paper presents several properties associated with the two-variable extension of the Chebyshev matrix polynomials of the second kind. In...
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Kähler Geometry of Scalar Flat Metrics on Line Bundles Over Polarized Kähler–Einstein Manifolds
In view of a better understanding of the geometry of scalar flat Kähler metrics, this paper studies two families of scalar flat Kähler metrics...
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Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps
This paper proposes a unified approach for pricing discretely monitored floating and fixed strike Asian options under a broad class of...
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On the Asymptotic Behavior of Probabilities of Moderate Deviations for Combinatorial Sums
AbstractIn this paper, the asymptotic behavior of probabilities of moderate deviations is investigated for combinatorial sums of independent random...
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A long-term numerical energy-preserving analysis of symmetric and/or symplectic extended RKN integrators for efficiently solving highly oscillatory Hamiltonian systems
This paper presents a long-term analysis of one-stage extended Runge–Kutta–Nyström (ERKN) integrators for highly oscillatory Hamiltonian systems. We...
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Fourier Transform Associated with Riemann Zeta Function
AbstractThe Fourier transform associated with the normalized logarithm of the modulus of the Riemann Zeta Function is considered. The formulas...
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Complex Arnol’d – Liouville Maps
We discuss the holomorphic properties of the complex continuation of the classical Arnol’d – Liouville action-angle variables for real analytic 1...
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Numerical Conservations of Energy, Momentum and Actions in the Full Discretisation for Nonlinear Wave Equations
This paper analyses the long-time behaviour of one-stage symplectic or symmetric trigonometric integrators when applied to nonlinear wave equations....
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Quantum Drift-Diffusion Equations for a Two-Dimensional Electron Gas with Spin-Orbit Interaction
Quantum drift-diffusion equations are derived for a two-dimensional electron gas with spin-orbit interaction of Rashba type. The (formal) derivation...
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Risk Measures in Energy Markets
Energy market players face a litany of risks and sources of uncertainty. It is therefore desirable that stochastic programming models describing and...
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Classic SABR Model: Heat Kernel Expansion and Projection on Solvable Models
In this chapter, we discuss the classic SABR model. We review invariant forms of the backward and forward Kolmogorov equations, applying then the...
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On the Ramanujan Harmonic Number Expansion
In this paper, we give a recursive relation for determining the coefficients of Ramanujan’s asymptotic expansion for the n th harmonic number, without...
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Inexact GMRES iterations and relaxation strategies with fast-multipole boundary element method
Boundary element methods produce dense linear systems that can be accelerated via multipole expansions. Solved with Krylov methods, this implies...
