The Wright-Fisher family of diffusion processes is a class of evolutionary models widely used in population genetics, with applications also in finance and Bayesian statistics. Simulation and inference from these diffusions is therefore of widespread interest. However, simulating a Wright-Fisher diffusion is difficult because there is no known closed-form formula for its transition function. In...

A class of boundary value problems, that has application in the propagation of waves along ducts in which the boundaries are wave-bearing, is considered. This class of problems is characterised by the presence of high order derivatives of the dependent variable(s) in the duct boundary conditions. It is demonstrated that the underlying eigenfunctions are linearly dependent and, most significantl...

We consider the quantum mechanics of a charged particle in presence Dirac’s magnetic monopole. Wave functions are sections complex line bundle and potential is connection on bundle. use continuum eigenfunction expansion to find an invariant domain essential self-adjointness for Hamiltonian. This leads proof Feynman–Kac formula expressing solutions imaginary time Schrödinger equation as stochast...

This paper considers a nonlinear dynamical system on a complex, finite dimensional Banach space which has an asymptotically stable, hyperbolic fixed point. We investigate the connection between the so-called principle eigenfunctions of the Koopman operator and the existence of a topological conjugacy between the nonlinear dynamics and its linearization in the neighborhood of the fixed point. Th...

First we give a compact treatment of the Jacobi polynomials on a simplex in IR which exploits and emphasizes the symmetries that exist. This includes the various ways that they can be defined: via orthogonality conditions, as a hypergeometric series, as eigenfunctions of an elliptic pde, as eigenfunctions of a positive linear operator, and through conditions on the Bernstein–Bézier form. We the...

This paper proposes a novel computationally efficient dynamic bi-orthogonality based approach for calibration of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on a decomposition of the solution into mean and a random field using a generic Karhunnen-Loeve expansion. The random field is represented as a convolution of separable...

The Green's function (G) is obtained for a cable equation with a lumped soma boundary condition at x = 0 and a sealed end at x = L infinity. The coefficients in the eigenfunction expansion of G are obtained using the calculus of residues. This expansion converges rapidly for large t. From an estimate of the higher eigenvalues, an approximate bound is obtained for the remainder after so many ter...