9,205 research outputs found

    Algebraic Structures and Stochastic Differential Equations driven by Levy processes

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    We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders and independent of the governing vector fields. This holds provided the driving processes possess moments of all orders and the vector fields are sufficiently smooth. Moreover the efficient integrator in question is optimal within a broad class of perturbations for half-integer global root mean-square orders of convergence. We obtain these results using the quasi-shuffle algebra of multiple iterated integrals of independent Levy processes.Comment: 41 pages, 11 figure

    C2 piecewise cubic quasi-interpolants on a 6-direction mesh

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    We study two kinds of quasi-interpolants (abbr. QI) in the space of C2 piecewise cubics in the plane, or in a rectangular domain, endowed with the highly symmetric triangulation generated by a uniform 6-direction mesh. It has been proved recently that this space is generated by the integer translates of two multi-box splines. One kind of QIs is of differential type and the other of discrete type. As those QIs are exact on the space of cubic polynomials, their approximation order is 4 for sufficiently smooth functions. In addition, they exhibit nice superconvergent properties at some specific points. Moreover, the infinite norms of the discrete QIs being small, they give excellent approximations of a smooth function and of its first order partial derivatives. The approximation properties of the QIs are illustrated by numerical examples

    Einstein equations in the null quasi-spherical gauge III: numerical algorithms

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    We describe numerical techniques used in the construction of our 4th order evolution for the full Einstein equations, and assess the accuracy of representative solutions. The code is based on a null gauge with a quasi-spherical radial coordinate, and simulates the interaction of a single black hole with gravitational radiation. Techniques used include spherical harmonic representations, convolution spline interpolation and filtering, and an RK4 "method of lines" evolution. For sample initial data of "intermediate" size (gravitational field with 19% of the black hole mass), the code is accurate to 1 part in 10^5, until null time z=55 when the coordinate condition breaks down.Comment: Latex, 38 pages, 29 figures (360Kb compressed

    The Lorentz Integral Transform (LIT) method and its applications to perturbation induced reactions

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    The LIT method has allowed ab initio calculations of electroweak cross sections in light nuclear systems. This review presents a description of the method from both a general and a more technical point of view, as well as a summary of the results obtained by its application. The remarkable features of the LIT approach, which make it particularly efficient in dealing with a general reaction involving continuum states, are underlined. Emphasis is given on the results obtained for electroweak cross sections of few--nucleon systems. Their implications for the present understanding of microscopic nuclear dynamics are discussed.Comment: 83 pages, 31 figures. Topical review. Corrected typo
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