Concept

Polynôme de Legendre

Publications associées (128)

MATHICSE Technical Report : Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

We study the Darcy boundary value problem with log-normal permeability field. We adopt a perturbation approach, expanding the solution in Taylor series around the nominal value of the coefficient, and approximating the expected value of the stochastic solu ...

MATHICSE2020

A gyrokinetic model for the plasma periphery of tokamak devices

Paolo Ricci, Paolo De Los Rios, Rogério Manuel Cabete De Jesus Jorge, Baptiste Jimmy Frei

A gyrokinetic model is presented that can properly describe large and small amplitude electromagnetic fluctuations occurring on scale lengths ranging from the electron Larmor radius to the equilibrium perpendicular pressure gradient scale length, and the a ...

2020

Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

Fabio Nobile, Francesca Bonizzoni

We study the Darcy boundary value problem with lognormal permeability field. We adopt a perturbation approach, expanding the solution in Taylor series around the nominal value of the coefficient, and approximating the expected value of the stochastic solut ...

2020

Multiple ergodic averages along functions from a Hardy field: convergence, recurrence and combinatorial applications

Florian Karl Richter

We obtain new results pertaining to convergence and recurrence of multiple ergodic averages along functions from a Hardy field. Among other things, we confirm some of the conjectures posed by Frantzikinakis in [Fra10; Fra16] and obtain combinatorial applic ...

2020

Polynomial Evaluation on Superscalar Architecture, Applied to the Elementary Function e(x)

Felix Schürmann, Francesco Cremonesi, Timothée Ewart

The evaluation of small degree polynomials is critical for the computation of elementary functions. It has been extensively studied and is well documented. In this article, we evaluate existing methods for polynomial evaluation on superscalar architecture. ...

2020

Four-dimensional drift-kinetic model for scrape-off layer plasmas

Paolo Ricci, Rogério Manuel Cabete De Jesus Jorge

A four-dimensional plasma model able to describe the scrape-off layer region of tokamak devices at arbitrary collisionality is derived in the drift-reduced limit. The basis of the model is provided by a drift-kinetic equation that retains the full nonlinea ...

AMER INST PHYSICS2020

A p-weighted limiter for the discontinuous Galerkin method on one-dimensional and two-dimensional triangular grids

Qian Wang

This paper presents an accuracy-preserving p-weighted limiter for discontinuous Galerkin methods on one-dimensional and two-dimensional triangular grids. The p-weighted limiter is the extension of the second-order WENO limiter by Li et al. [W. Li, J. Pan a ...

2020

Differentially Private Release of Synthetic Graphs

Mikhail Kapralov, Marek Elias

We propose a (epsilon, delta)-differentially private mechanism that, given an input graph G with n vertices and m edges, in polynomial time generates a synthetic graph G' approximating all cuts of the input graph up to an additive error of O (root mn/epsil ...

ASSOC COMPUTING MACHINERY2020

Polynomial Jump-Diffusion Models

Damir Filipovic, Martin Larsson

We develop a comprehensive mathematical framework for polynomial jump-diffusions in a semimartingale context, which nest affine jump-diffusions and have broad applications in finance. We show that the polynomial property is preserved under polynomial trans ...

2020

Asian option pricing with orthogonal polynomials

Sander Félix M Willems

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 ...

ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD2019

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