Search results for "Square root"

showing 6 items of 16 documents

Unbiased Estimators and Multilevel Monte Carlo

2018

Multilevel Monte Carlo (MLMC) and unbiased estimators recently proposed by McLeish (Monte Carlo Methods Appl., 2011) and Rhee and Glynn (Oper. Res., 2015) are closely related. This connection is elaborated by presenting a new general class of unbiased estimators, which admits previous debiasing schemes as special cases. New lower variance estimators are proposed, which are stratified versions of earlier unbiased schemes. Under general conditions, essentially when MLMC admits the canonical square root Monte Carlo error rate, the proposed new schemes are shown to be asymptotically as efficient as MLMC, both in terms of variance and cost. The experiments demonstrate that the variance reduction…

FOS: Computer and information sciencesMonte Carlo methodWord error rate010103 numerical & computational mathematicsstochastic differential equationManagement Science and Operations ResearchStatistics - Computation01 natural sciences010104 statistics & probabilityStochastic differential equationstratificationSquare rootFOS: MathematicsApplied mathematics0101 mathematicsComputation (stat.CO)stokastiset prosessitMathematicsProbability (math.PR)ta111EstimatorVariance (accounting)unbiased estimatorsComputer Science ApplicationsMonte Carlo -menetelmät65C05 (Primary) 65C30 (Secondary)efficiencykerrostuneisuusVariance reductionunbiasemultilevel Monte CarlodifferentiaaliyhtälötMathematics - ProbabilityOperations Research
researchProduct

On the computation of intersection numbers for twisted cocycles

2020

Intersection numbers of twisted cocycles arise in mathematics in the field of algebraic geometry. Quite recently, they appeared in physics: Intersection numbers of twisted cocycles define a scalar product on the vector space of Feynman integrals. With this application, the practical and efficient computation of intersection numbers of twisted cocycles becomes a topic of interest. An existing algorithm for the computation of intersection numbers of twisted cocycles requires in intermediate steps the introduction of algebraic extensions (for example square roots), although the final result may be expressed without algebraic extensions. In this article I present an improvement of this algorith…

High Energy Physics - TheoryPure mathematicsScalar (mathematics)FOS: Physical sciencesStatistical and Nonlinear PhysicsField (mathematics)Mathematical Physics (math-ph)Algebraic geometryHigh Energy Physics - PhenomenologyMathematics - Algebraic GeometryHigh Energy Physics - Phenomenology (hep-ph)High Energy Physics - Theory (hep-th)Square rootIntersectionProduct (mathematics)ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATIONFOS: MathematicsAlgebraic numberAlgebraic Geometry (math.AG)Mathematical PhysicsVector space
researchProduct

Quantitative analysis of crystal/grain sizes and their distributions in 2D and 3D

2011

Abstract We review methods to estimate the average crystal (grain) size and the crystal (grain) size distribution in solid rocks. Average grain sizes often provide the base for stress estimates or rheological calculations requiring the quantification of grain sizes in a rock’s microstructure. The primary data for grain size data are either 1D (i.e. line intercept methods), 2D (area analysis) or 3D (e.g., computed tomography, serial sectioning). These data have been used for different data treatments over the years, whereas several studies assume a certain probability function (e.g., logarithm, square root) to calculate statistical parameters as the mean, median, mode or the skewness of a cr…

LogarithmSquare rootSkewnessNucleationStatistical parameterMineralogyGeologyProbability density functionBiological systemMicrostructureGeologyGrain sizeJournal of Structural Geology
researchProduct

A Kato's second type representation theorem for solvable sesquilinear forms

2017

Kato's second representation theorem is generalized to solvable sesquilinear forms. These forms need not be non-negative nor symmetric. The representation considered holds for a subclass of solvable forms (called hyper-solvable), precisely for those whose domain is exactly the domain of the square root of the modulus of the associated operator. This condition always holds for closed semibounded forms, and it is also considered by several authors for symmetric sign-indefinite forms. As a consequence, a one-to-one correspondence between hyper-solvable forms and operators, which generalizes those already known, is established.

Pure mathematicsKato's representation theoremRepresentation theorem47A07 47A10Radon–Nikodym-like representationsApplied Mathematics010102 general mathematicsq-closed/solvable sesquilinear formRepresentation (systemics)Type (model theory)01 natural sciencesFunctional Analysis (math.FA)Mathematics - Functional Analysis010101 applied mathematicsOperator (computer programming)Square rootSettore MAT/05 - Analisi MatematicaDomain (ring theory)FOS: Mathematics0101 mathematicsAnalysisMathematicsJournal of Mathematical Analysis and Applications
researchProduct

Inverse square root level-crossing quantum two-state model

2020

We introduce a new unconditionally solvable level-crossing two-state model given by a constant-amplitude optical field configuration for which the detuning is an inverse-square-root function of time. This is a member of one of the five families of bi-confluent Heun models. We prove that this is the only non-classical exactly solvable field configuration among the bi-confluent Heun classes, solvable in terms of finite sums of the Hermite functions. The general solution of the two-state problem for this model is written in terms of four Hermite functions of a shifted and scaled argument (each of the two fundamental solutions presents an irreducible combination of two Hermite functions). We pr…

Quantum PhysicsPure mathematicsPhysics and Astronomy (miscellaneous)Mathematics::Classical Analysis and ODEsFOS: Physical sciencesField (mathematics)Function (mathematics)Optical fieldLevel crossing01 natural sciencesFast inverse square root010309 optics0103 physical sciencesQuantum systemQuantum Physics (quant-ph)010306 general physicsInstrumentationQuantumMathematicsPhysical quantityLaser Physics Letters
researchProduct

Nonlinear Liouville Problems in a Quarter Plane

2016

We answer affirmatively the open problem proposed by Cabr\'e and Tan in their paper "Positive solutions of nonlinear problems involving the square root of the Laplacian" (see Adv. Math. {\bf 224} (2010), no. 5, 2052-2093).

osittaisdifferentiaaliyhtälötPlane (geometry)General MathematicsOpen problemta111010102 general mathematicsMathematical analysis35B09 35B53 35J60Quarter (United States coin)01 natural sciencesNonlinear systemMathematics - Analysis of PDEsSquare root0103 physical sciencesFOS: Mathematicspartial differential equations010307 mathematical physics0101 mathematicsLaplace operatorAnalysis of PDEs (math.AP)MathematicsInternational Mathematics Research Notices
researchProduct