We derive a new “convolution spline” approximation method for convolution Volterra integral equations. This shares some properties of convolution quadrature, but instead of being based on an underlying ODE solver is explicitly constructed in terms of basis functions which have compact support. At time step tn = nh > 0, the solution is approximated in a “backward time” manner in terms of basis f...

k=1 Gk(ω) · 1(uk,vk](s), ω ∈ Ω, s ≥ 0, where n ∈ N, 0 ≤ uk < vk, and Gk ∈ L(Fuk). We let Le denote the class of all such integrands. Notice that each H ∈ Le satisfies (i) s → Hs(ω) is a left-continuous step function for each ω ∈ Ω, (ii) Hs ∈ L(Fs) for each s ≥ 0, (iii) viewed as a mapping from Ω × [0, t] to R, (ω, s) → Hs(ω) is Ft ⊗B[0,t] measurable for each t > 0, and (iv) E[ ∫ t 0 H s ds] < ∞...

It is well known that the parabolic partial differential equations in two or more space dimensions with overspecified boundary data, feature in the mathematical modeling of many phenomena. In this article, an inverse problem of determining an unknown time-dependent source term of a parabolic equation in general dimensions is considered. Employing some transformations, we change the inverse prob...

We give an algorithm to compute N steps of a convolution quadrature approximation to a continuous temporal convolution using only O(N logN) multiplications and O(logN) active memory. The method does not require evaluations of the convolution kernel, but instead O(logN) evaluations of its Laplace transform, which is assumed sectorial. The algorithm can be used for the stable numerical solution w...

We characterize asymptotic collective behavior of rectangular random matrices, the sizes of which tend to infinity at different rates. It appears that one can compute the limits of all non commutative moments (thus all spectral properties) of the random matrices we consider because, when embedded in a space of larger square matrices, independent rectangular random matrices are asymptotically fr...

Several methods have been proposed for representing vector fields (glyphs, particles, icons, Streamlines, Hyperstreamlines, Spot Noise, LIC, etc.), being streamlines and LIC the two most important. In previous work we already discussed thoroughly the advantages and drawbacks of these methods, and proposed a new, parametrized method that combines successfully the good properties of both. In this...

Spot noise and line integral convolution (LIC) are two texture synthesis techniques for vector field visualization. In this paper the two techniques are compared. Continuous directional convolution is used as a common basis for comparing the techniques. It is shown that the techniques are based on the same mathematical concept. Comparisons of the visual appearance of the output and performance ...

In this paper, we investigate certain spaces of generalized functions for the Fourier and Fourier type integral transforms. We discuss convolution theorems and establish certain spaces of distributions for the considered integrals. The new Fourier type integral is well-defined, linear, one-to-one and continuous with respect to certain types of convergences. Many properties and an inverse proble...

The Fresnel cosine integral C(x), the Fresnel sine integral S(x), and the associated functions C + (x), C − (x), S + (x), and S − (x) are defined as locally summable functions on the real line. Some convolutions and neutrix convolutions of the Fresnel cosine integral and its associated functions with x r + and x r are evaluated. The Fresnel cosine integral C(x) is defined by C(x) = 2 π x 0 cos ...

We examine the stochastic parabolic integral equation of convolution type U(t) +A ∫ t 0 k1(t− s)U(s) ds = ∫ t 0 k2(t− s)G(s) dWH(s), t ≥ 0, where U(t) takes values in Lq(O;R) with O a σ-finite measure space, and q ∈ [2,∞). The linear operator A maps D(A) ⊂ Lq(O;R) into Lq(O;R), is nonnegative and admits a bounded H∞-calculus on Lq(O;R). The kernels are powers of t, with k1(t) = 1 Γ(α) t α−1, k2...