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In this paper we derive scalar analytical expressions describing the full field dependence of Zernike polynomials in optical systems without symmetries. We consider the general case of optical systems constituted by arbitrarily tilted and decentered circul ...
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 ...
In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify dynamics for the stock price and the dividend rate such that the stock price is positive and the dividend rate nonnegative. In its simplest form, the model ...
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 analyze an expansion of the generalized block Krylov subspace framework of [Electron.\ Trans.\ Numer.\ Anal., 47 (2017), pp. 100-126]. This expansion allows the use of low-rank modifications of the matrix projected onto the block Krylov subspace and con ...
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 ...
A set R⊂N is called rational if it is well approximable by finite unions of arithmetic progressions, meaning that for every \unicode[STIX]x1D716>0 there exists a set B=⋃i=1raiN+bi, where $a_{1},\ldots ,a_ ...
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 ...
We introduce a new method to price American options based on Chebyshev interpolation. In each step of a dynamic programming time-stepping we approximate the value function with Chebyshev polynomials. The key advantage of this approach is that it allows us ...
We derive a central limit theorem for the mean-square of random waves in the high-frequency limit over shrinking sets. Our proof applies to any compact Riemannian manifold of arbitrary dimension, thanks to the universality of the local Weyl law. The key te ...
