SPX Calibration of Option Approximations under Rough Heston Model
Mathematics, 2021 The volatility of stock return does not follow the classical Brownian motion, but instead it follows a form that is closely related to fractional Brownian motion.
Siow Woon Jeng, Adem Kiliçman
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Padé Approximant and Minimax Rational Approximation in Standard Cosmology
Galaxies, 2016 The luminosity distance in the standard cosmology as given by ΛCDM and, consequently, the distance modulus for supernovae can be defined by the Padé approximant.
Lorenzo Zaninetti
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Borel resummation of secular divergences in stochastic inflation
Journal of High Energy Physics, 2023 We make use of Borel resummation to extract the exact time dependence from the divergent series found in the context of stochastic inflation. Correlation functions of self-interacting scalar fields in de Sitter spacetime are known to develop secular IR ...
Masazumi Honda +3 more
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The complex Jacobi iterative method for three-dimensional wide-angle beam propagation [PDF]
, 2008 A
Bienstman, Peter +3 more
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MULTIPORT ANALYSIS BY PADÃ APPROXIMATION [PDF]
Progress In Electromagnetics Research, 2012 In this paper, a new method to analyze arbitrary shaped microstrip patch antennas is introduced. This method uses the multiport network model (MNM) together with a mathematical approximation called the \Pade approximation" such that the antenna input impedance obtained from the multiport analysis is approximated as a rational function of polynomials ...
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Padé approximants for inverse trigonometric functions and their applications
Journal of Inequalities and Applications, 2017 The Padé approximation is a useful method for creating new inequalities and improving certain inequalities. In this paper we use the Padé approximant to give the refinements of some remarkable inequalities involving inverse trigonometric functions, it is
Shanhe Wu, Gabriel Bercu
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The RVP Method—From Real Ab-Initio Calculations to Complex Energies and Transition Dipoles
Frontiers in Physics, 2022 The purpose of this review is to describe the rationale behind the RVP (resonance via Padé) approach for calculating energies and widths of resonances, while emphasizing a solid mathematical ground.
Arie Landau +4 more
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The complex Jacobi iterative method for non-paraxial beam propagation in nonlinear optical waveguides [PDF]
, 2009 The recently introduced beam propagation method using complex Jacobi iteration adapted for modeling of non-paraxial beam propagation in nonlinear optical waveguides is presented in this paper.
Bienstman, Peter, Le Quang, Khai
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New Refinements and Improvements of Some Trigonometric Inequalities Based on Padé Approximant
Journal of Mathematics, 2020 A multiple-point Padé approximant method is presented for approximating and bounding some trigonometric functions in this paper. We give new refinements and improvements of some trigonometric inequalities including Jordan’s inequality, Kober’s inequality,
Lina Zhang, Xuesi Ma
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Electromagnetic scattering beyond the weak regime: Solving the problem of divergent Born perturbation series by Padé approximants [PDF]
EPJ Web of Conferences, 2020 Electromagnetic scattering is the main phenomenon behind all optical measurement methods where one aims to retrieve the shape or physical properties of an unknown object by measuring how it scatters an incident optical field.
van der Sijs Thomas +2 more
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