9,205 research outputs found
Algebraic Structures and Stochastic Differential Equations driven by Levy processes
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
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
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
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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