10,603 research outputs found
Computing hypergeometric functions rigorously
We present an efficient implementation of hypergeometric functions in
arbitrary-precision interval arithmetic. The functions , ,
and (or the Kummer -function) are supported for
unrestricted complex parameters and argument, and by extension, we cover
exponential and trigonometric integrals, error functions, Fresnel integrals,
incomplete gamma and beta functions, Bessel functions, Airy functions, Legendre
functions, Jacobi polynomials, complete elliptic integrals, and other special
functions. The output can be used directly for interval computations or to
generate provably correct floating-point approximations in any format.
Performance is competitive with earlier arbitrary-precision software, and
sometimes orders of magnitude faster. We also partially cover the generalized
hypergeometric function and computation of high-order parameter
derivatives.Comment: v2: corrected example in section 3.1; corrected timing data for case
E-G in section 8.5 (table 6, figure 2); adjusted paper siz
Propagation of boundary CR foliations and Morera type theorems for manifolds with attached analytic discs
We prove that generic homologically nontrivial -parameter family of
analytic discs attached by their boundaries to a CR manifold in
tests CR functions: if a smooth function on
extends analytically inside each analytic disc then it satisfies the tangential
CR equations.
In particular, we answer, in real analytic category, two open questions: on
characterization of analytic functions in planar domains (the strip-problem),
and on characterization of boundary values of holomorphic functions in domains
in (a conjecture of Globevnik and Stout). We also characterize
complex curves in as real 2-manifolds admitiing homologically
nontrivial 1-parameter families of attached analytic discs.
The proofs are based on reduction to a problem of propagation of degeneracy
of CR foliations of torus-like manifolds.Comment: The version accepted in Advances in Mathematic
A rational spectral collocation method with adaptively transformed Chebyshev grid points
A spectral collocation method based on rational interpolants and adaptive grid points is presented. The rational interpolants approximate analytic functions with exponential accuracy by using prescribed barycentric weights and transformed Chebyshev points. The locations of the grid points are adapted to singularities of the underlying solution, and the locations of these singularities are approximated by the locations of poles of Chebyshev-Padé approximants. Numerical experiments on two time-dependent problems, one with finite time blow-up and one with a moving front, indicate that the method far outperforms the standard Chebyshev spectral collocation method for problems whose solutions have singularities in the complex plan close to [-1,1]
Accuracy and Stability of Computing High-Order Derivatives of Analytic Functions by Cauchy Integrals
High-order derivatives of analytic functions are expressible as Cauchy
integrals over circular contours, which can very effectively be approximated,
e.g., by trapezoidal sums. Whereas analytically each radius r up to the radius
of convergence is equal, numerical stability strongly depends on r. We give a
comprehensive study of this effect; in particular we show that there is a
unique radius that minimizes the loss of accuracy caused by round-off errors.
For large classes of functions, though not for all, this radius actually gives
about full accuracy; a remarkable fact that we explain by the theory of Hardy
spaces, by the Wiman-Valiron and Levin-Pfluger theory of entire functions, and
by the saddle-point method of asymptotic analysis. Many examples and
non-trivial applications are discussed in detail.Comment: Version 4 has some references and a discussion of other quadrature
rules added; 57 pages, 7 figures, 6 tables; to appear in Found. Comput. Mat
The exponentially convergent trapezoidal rule
It is well known that the trapezoidal rule converges geometrically when applied to analytic functions on periodic intervals or the real line. The mathematics and history of this phenomenon are reviewed and it is shown that far from being a curiosity, it is linked with computational methods all across scientific computing, including algorithms related to inverse Laplace transforms, special functions, complex analysis, rational approximation, integral equations, and the computation of functions and eigenvalues of matrices and operators
Time-frequency transforms of white noises and Gaussian analytic functions
A family of Gaussian analytic functions (GAFs) has recently been linked to
the Gabor transform of white Gaussian noise [Bardenet et al., 2017]. This
answered pioneering work by Flandrin [2015], who observed that the zeros of the
Gabor transform of white noise had a very regular distribution and proposed
filtering algorithms based on the zeros of a spectrogram. The mathematical link
with GAFs provides a wealth of probabilistic results to inform the design of
such signal processing procedures. In this paper, we study in a systematic way
the link between GAFs and a class of time-frequency transforms of Gaussian
white noises on Hilbert spaces of signals. Our main observation is a conceptual
correspondence between pairs (transform, GAF) and generating functions for
classical orthogonal polynomials. This correspondence covers some classical
time-frequency transforms, such as the Gabor transform and the Daubechies-Paul
analytic wavelet transform. It also unveils new windowed discrete Fourier
transforms, which map white noises to fundamental GAFs. All these transforms
may thus be of interest to the research program `filtering with zeros'. We also
identify the GAF whose zeros are the extrema of the Gabor transform of the
white noise and derive their first intensity. Moreover, we discuss important
subtleties in defining a white noise and its transform on infinite dimensional
Hilbert spaces. Finally, we provide quantitative estimates concerning the
finite-dimensional approximations of these white noises, which is of practical
interest when it comes to implementing signal processing algorithms based on
GAFs.Comment: to appear in Applied and Computational Harmonic Analysi
Spectral Methods for Coupled Channels with a Mass Gap
We develop a method to compute the vacuum polarization energy for coupled
scalar fields with different masses scattering off a background potential in
one space dimension. As an example we consider the vacuum polarization energy
of a kink-like soliton built from two real scalar fields with different mass
parameters.Comment: 14 pages, 5 figures, matches journal version, references added
(surprisingly many
Efficient resonance computations for Helmholtz problems based on a Dirichlet-to-Neumann map
We present an efficient procedure for computing resonances and resonant modes
of Helmholtz problems posed in exterior domains. The problem is formulated as a
nonlinear eigenvalue problem (NEP), where the nonlinearity arises from the use
of a Dirichlet-to-Neumann map, which accounts for modeling unbounded domains.
We consider a variational formulation and show that the spectrum consists of
isolated eigenvalues of finite multiplicity that only can accumulate at
infinity. The proposed method is based on a high order finite element
discretization combined with a specialization of the Tensor Infinite Arnoldi
method. Using Toeplitz matrices, we show how to specialize this method to our
specific structure. In particular we introduce a pole cancellation technique in
order to increase the radius of convergence for computation of eigenvalues that
lie close to the poles of the matrix-valued function. The solution scheme can
be applied to multiple resonators with a varying refractive index that is not
necessarily piecewise constant. We present two test cases to show stability,
performance and numerical accuracy of the method. In particular the use of a
high order finite element discretization together with TIAR results in an
efficient and reliable method to compute resonances
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