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We study properties of arithmetic sets coming from multiplicative number theory and obtain applications in the theory of uniform distribution and ergodic theory. Our main theorem is a generalization of Kátai's orthogonality cri ...
Optimization is a fundamental tool in modern science. Numerous important tasks in biology, economy, physics and computer science can be cast as optimization problems. Consider the example of machine learning: recent advances have shown that even the most s ...
In this paper we derive a series expansion for the price of a continuously sampled arithmetic Asian option in the Black-Scholes setting. The expansion is based on polynomials that are orthogonal with respect to the log-normal distribution. All terms in the ...
We present an efficient nodal discontinuous Galerkin method for approximating nearly incompressible flows using the Boltzmann equations. The equations are discretized with Hermite polynomials in velocity space yielding a first order conservation law. A sta ...
Plantlet is a lightweight stream cipher designed by Mikhalev, Armknecht and Muller in IACR ToSC 2017. It has a Grain-like structure with two state registers of size 40 and 61 bits. In spite of this, the cipher does not seem to lose in security against gene ...
A numerically efficient framework that takes into account the effect of the Coulomb collision operator at arbitrary collisionalities is introduced. Such a model is based on the expansion of the distribution function on a Hermite-Laguerre polynomial basis t ...
Graph filters, defined as polynomial functions of a graph-shift operator (GSO), play a key role in signal processing over graphs. In this work, we are interested in the adaptive and distributed estimation of graph filter coefficients from streaming graph s ...
Transient electromagnetic fields can couple to overhead power transmission and distribution lines, causing damage to the connected equipment. In real cases, incident electromagnetic fields exhibit different spatial and temporal waveform distributions along ...
We derive analytic series representations for European option prices in polynomial stochastic volatility models. This includes the Jacobi, Heston, Stein-Stein, and Hull-White models, for which we provide numerical case studies. We find that our polynomial ...
Adaptive robust optimization problems are usually solved approximately by restricting the adaptive decisions to simple parametric decision rules. However, the corresponding approximation error can be substantial. In this paper we show that two-stage robust ...
