Results 21 to 30 of about 882,396 (145)
On the Generalized Laplace Transform [PDF]
In this paper we introduce a generalized Laplace transform in order to work with a very general fractional derivative, and we obtain the properties of this new transform. We also include the corresponding convolution and inverse formula.
Bosch, Paul +9 more
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Both the stretched exponential function and the Prony series are prominent mathematical frameworks extensively employed to characterize monotonically decaying phenomena across physics and engineering disciplines.
Che-Yu Lin
doaj +1 more source
Measure‐valued processes for energy markets
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
On the Exact Limiting Distribution of a Volatility Target Index
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley +1 more source
This work develops three surface‐driven nanoscale models for the diffraction‐derived lattice parameter, Debye–Waller coefficient and microstrain, clarifying why their size dependences are not equally universal. Atomistic simulations and literature data show that lattice parameter trends depend strongly on capillarity, chemistry and defects, whereas the
Sirisha Subbareddy +5 more
wiley +1 more source
Generalized Borel transform technique in quantum mechanics [PDF]
We present the Generalized Borel Transform (GBT). This new approach allows one to obtain approximate solutions of Laplace/Mellin transform valid in both, perturbative and non-perturbative regimes. We compare the results provided by the GBT for a solvable
García Canal, Carlos Alberto +3 more
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Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley +1 more source
Comparison between Borel-Padé summation and factorial series, as time integration methods
International audienceWe compare the performance of two algorithms of computing the Borel sum of a time power series. The first one uses Padé approximants in Borel space, followed by a Laplace transform. The second is based on factorial series.
Deeb, Ahmad +2 more
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On the deterministic interior body of random polytopes
Abstract Let {Xi}i=1∞$\lbrace X_i\rbrace _{i=1}^{\infty }$ be a sequence of independent copies of a random vector X$X$ in Rn$\mathbb {R}^n$. We revisit the question to determine the asymptotic shape of the random polytope KN=conv{X1,…,XN}$K_N={\rm conv}\lbrace X_1,\ldots,X_N\rbrace$ where N>n$N>n$.
Minas Pafis, Natalia Tziotziou
wiley +1 more source
Application of the Laplace-Borel transformation to the representation of analytical solutions of Duffing's equation [PDF]
Various features of the solutions of Duffing's equation are described using a representation of the solutions in the Laplace-Borel transform domain.
Tobak, M., Truong, K. V., Unal, Aynur
core

