{"title":"Identifying the source term in the potential equation with weighted sparsity regularization","authors":"Ole Elvetun, Bjørn Nielsen","doi":"10.1090/mcom/3941","DOIUrl":"https://doi.org/10.1090/mcom/3941","url":null,"abstract":"<p>We explore the possibility for using boundary measurements to recover a sparse source term <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"f left-parenthesis x right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:mi>f</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mi>x</mml:mi> <mml:mo stretchy=\"false\">)</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">f(x)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> in the potential equation. Employing weighted sparsity regularization and standard results for subgradients, we derive simple-to-check criteria which assure that a number of sinks (<inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"f left-parenthesis x right-parenthesis greater-than 0\"> <mml:semantics> <mml:mrow> <mml:mi>f</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mi>x</mml:mi> <mml:mo stretchy=\"false\">)</mml:mo> <mml:mo>></mml:mo> <mml:mn>0</mml:mn> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">f(x)>0</mml:annotation> </mml:semantics> </mml:math> </inline-formula>) and sources (<inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"f left-parenthesis x right-parenthesis greater-than 0\"> <mml:semantics> <mml:mrow> <mml:mi>f</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mi>x</mml:mi> <mml:mo stretchy=\"false\">)</mml:mo> <mml:mo>></mml:mo> <mml:mn>0</mml:mn> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">f(x)>0</mml:annotation> </mml:semantics> </mml:math> </inline-formula>) can be identified. Furthermore, we present two cases for which these criteria always are fulfilled: (a) well-separated sources and sinks, and (b) many sources or sinks located at the boundary plus one interior source/sink. Our approach is such that the linearity of the associated forward operator is preserved in the discrete formulation. The theory is therefore conveniently developed in terms of Euclidean spaces, and it can be applied to a wide range of problems. In particular, it can be applied to both isotropic and anisotropic cases. We present a series of numerical experiments. This work is motivated by the observation that standard methods typically suggest that internal sinks and sources are located close to the boundary.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"37 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140931354","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Convergence analysis of Laguerre approximations for analytic functions","authors":"Haiyong Wang","doi":"10.1090/mcom/3942","DOIUrl":"https://doi.org/10.1090/mcom/3942","url":null,"abstract":"<p>Laguerre spectral approximations play an important role in the development of efficient algorithms for problems in unbounded domains. In this paper, we present a comprehensive convergence rate analysis of Laguerre spectral approximations for analytic functions. By exploiting contour integral techniques from complex analysis, we prove that Laguerre projection and interpolation methods of degree <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"n\"> <mml:semantics> <mml:mi>n</mml:mi> <mml:annotation encoding=\"application/x-tex\">n</mml:annotation> </mml:semantics> </mml:math> </inline-formula> converge at the root-exponential rate <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper O left-parenthesis exp left-parenthesis minus 2 rho StartRoot n EndRoot right-parenthesis right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:mi>O</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mi>exp</mml:mi> <mml:mo><!-- --></mml:mo> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mo>−<!-- − --></mml:mo> <mml:mn>2</mml:mn> <mml:mi>ρ<!-- ρ --></mml:mi> <mml:msqrt> <mml:mi>n</mml:mi> </mml:msqrt> <mml:mo stretchy=\"false\">)</mml:mo> <mml:mo stretchy=\"false\">)</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">O(exp (-2rho sqrt {n}))</mml:annotation> </mml:semantics> </mml:math> </inline-formula> with <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"rho greater-than 0\"> <mml:semantics> <mml:mrow> <mml:mi>ρ<!-- ρ --></mml:mi> <mml:mo>></mml:mo> <mml:mn>0</mml:mn> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">rho >0</mml:annotation> </mml:semantics> </mml:math> </inline-formula> when the underlying function is analytic inside and on a parabola with focus at the origin and vertex at <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"z equals minus rho squared\"> <mml:semantics> <mml:mrow> <mml:mi>z</mml:mi> <mml:mo>=</mml:mo> <mml:mo>−<!-- − --></mml:mo> <mml:msup> <mml:mi>ρ<!-- ρ --></mml:mi> <mml:mn>2</mml:mn> </mml:msup> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">z=-rho ^2</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. As far as we know, this is the first rigorous proof of root-exponential convergence of Laguerre approximations for analytic functions. Several important applications of our analysis are also discussed, including Laguerre spectral differentiations, Gauss-Laguerre quadrature rules, the scaling factor and the Weeks method for the inversion of Laplace transform, and some sharp convergence rate estimates are derived. Numerical experiments are presented to verify the theoretical results.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"38 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140931365","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On median filters for motion by mean curvature","authors":"Selim Esedoḡlu, Jiajia Guo, David Li","doi":"10.1090/mcom/3940","DOIUrl":"https://doi.org/10.1090/mcom/3940","url":null,"abstract":"<p>The median filter scheme is an elegant, monotone discretization of the level set formulation of motion by mean curvature. It turns out to evolve every level set of the initial condition precisely by another class of methods known as threshold dynamics. Median filters are, in other words, the natural level set versions of threshold dynamics algorithms. Exploiting this connection, we revisit median filters in light of recent progress on the threshold dynamics method. In particular, we give a variational formulation of, and exhibit a Lyapunov function for, median filters, resulting in energy based unconditional stability properties. The connection also yields analogues of median filters in the multiphase setting of mean curvature flow of networks. These new multiphase level set methods do not require frequent redistancing, and can accommodate a wide range of surface tensions.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"62 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140931356","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Faster truncated integer multiplication","authors":"David Harvey","doi":"10.1090/mcom/3939","DOIUrl":"https://doi.org/10.1090/mcom/3939","url":null,"abstract":"<p>We present new algorithms for computing the low <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"n\"> <mml:semantics> <mml:mi>n</mml:mi> <mml:annotation encoding=\"application/x-tex\">n</mml:annotation> </mml:semantics> </mml:math> </inline-formula> bits or the high <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"n\"> <mml:semantics> <mml:mi>n</mml:mi> <mml:annotation encoding=\"application/x-tex\">n</mml:annotation> </mml:semantics> </mml:math> </inline-formula> bits of the product of two <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"n\"> <mml:semantics> <mml:mi>n</mml:mi> <mml:annotation encoding=\"application/x-tex\">n</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-bit integers. We show that these problems may be solved in asymptotically <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"75\"> <mml:semantics> <mml:mn>75</mml:mn> <mml:annotation encoding=\"application/x-tex\">75%</mml:annotation> </mml:semantics> </mml:math> </inline-formula> of the time required to compute the full <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"2 n\"> <mml:semantics> <mml:mrow> <mml:mn>2</mml:mn> <mml:mi>n</mml:mi> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">2n</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-bit product, assuming that the underlying integer multiplication algorithm relies on computing cyclic convolutions of sequences of real numbers.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"42 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140931198","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Rational group algebras of generalized strongly monomial groups: Primitive idempotents and units","authors":"Gurmeet Bakshi, Jyoti Garg, Gabriela Olteanu","doi":"10.1090/mcom/3937","DOIUrl":"https://doi.org/10.1090/mcom/3937","url":null,"abstract":"<p>We present a method to explicitly compute a complete set of orthogonal primitive idempotents in a simple component with Schur index 1 of a rational group algebra <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"double-struck upper Q upper G\"> <mml:semantics> <mml:mrow> <mml:mrow> <mml:mi mathvariant=\"double-struck\">Q</mml:mi> </mml:mrow> <mml:mi>G</mml:mi> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">mathbb {Q}G</mml:annotation> </mml:semantics> </mml:math> </inline-formula> for <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper G\"> <mml:semantics> <mml:mi>G</mml:mi> <mml:annotation encoding=\"application/x-tex\">G</mml:annotation> </mml:semantics> </mml:math> </inline-formula> a finite generalized strongly monomial group. For the same groups with no exceptional simple components in <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"double-struck upper Q upper G\"> <mml:semantics> <mml:mrow> <mml:mrow> <mml:mi mathvariant=\"double-struck\">Q</mml:mi> </mml:mrow> <mml:mi>G</mml:mi> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">mathbb {Q}G</mml:annotation> </mml:semantics> </mml:math> </inline-formula>, we describe a subgroup of finite index in the group of units <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"script upper U left-parenthesis double-struck upper Z upper G right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:mrow> <mml:mi mathvariant=\"script\">U</mml:mi> </mml:mrow> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mrow> <mml:mi mathvariant=\"double-struck\">Z</mml:mi> </mml:mrow> <mml:mi>G</mml:mi> <mml:mo stretchy=\"false\">)</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">mathcal {U}(mathbb {Z}G)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> of the integral group ring <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"double-struck upper Z upper G\"> <mml:semantics> <mml:mrow> <mml:mrow> <mml:mi mathvariant=\"double-struck\">Z</mml:mi> </mml:mrow> <mml:mi>G</mml:mi> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">mathbb {Z}G</mml:annotation> </mml:semantics> </mml:math> </inline-formula> that is generated by three nilpotent groups for which we give explicit description of their generators. We exemplify the theoretical constructions with a detailed concrete example to illustrate the theory. We also show that the Frobenius groups of odd order with a cyclic complement are a class of generalized strongly monomial groups where the theory developed in this paper is applicable.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"147 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-01-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140931197","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Optimal transportation for electrical impedance tomography","authors":"Gang Bao, Yixuan Zhang","doi":"10.1090/mcom/3919","DOIUrl":"https://doi.org/10.1090/mcom/3919","url":null,"abstract":"This work establishes a framework for solving inverse boundary problems with the geodesic-based quadratic Wasserstein distance (<inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper W 2\"> <mml:semantics> <mml:msub> <mml:mi>W</mml:mi> <mml:mrow class=\"MJX-TeXAtom-ORD\"> <mml:mn>2</mml:mn> </mml:mrow> </mml:msub> <mml:annotation encoding=\"application/x-tex\">W_{2}</mml:annotation> </mml:semantics> </mml:math> </inline-formula>). A general form of the Fréchet gradient is systematically derived from the optimal transportation (OT) theory. In addition, a fast algorithm based on the new formulation of OT on <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"double-struck upper S Superscript 1\"> <mml:semantics> <mml:msup> <mml:mrow class=\"MJX-TeXAtom-ORD\"> <mml:mi mathvariant=\"double-struck\">S</mml:mi> </mml:mrow> <mml:mrow class=\"MJX-TeXAtom-ORD\"> <mml:mn>1</mml:mn> </mml:mrow> </mml:msup> <mml:annotation encoding=\"application/x-tex\">mathbb {S}^{1}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is developed to solve the corresponding optimal transport problem. The computational complexity of the algorithm is reduced to <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper O left-parenthesis upper N right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:mi>O</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mi>N</mml:mi> <mml:mo stretchy=\"false\">)</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">O(N)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> from <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper O left-parenthesis upper N cubed right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:mi>O</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:msup> <mml:mi>N</mml:mi> <mml:mrow class=\"MJX-TeXAtom-ORD\"> <mml:mn>3</mml:mn> </mml:mrow> </mml:msup> <mml:mo stretchy=\"false\">)</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">O(N^{3})</mml:annotation> </mml:semantics> </mml:math> </inline-formula> of the traditional method. Combining with the adjoint-state method, this framework provides a new computational approach for solving the challenging electrical impedance tomography problem. Numerical examples are presented to illustrate the effectiveness of our method.","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"7 9","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134992705","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Geir Bogfjellmo, Elena Celledoni, Robert McLachlan, Brynjulf Owren, G. Quispel
{"title":"Using aromas to search for preserved measures and integrals in Kahan’s method","authors":"Geir Bogfjellmo, Elena Celledoni, Robert McLachlan, Brynjulf Owren, G. Quispel","doi":"10.1090/mcom/3921","DOIUrl":"https://doi.org/10.1090/mcom/3921","url":null,"abstract":"The numerical method of Kahan applied to quadratic differential equations is known to often generate integrable maps in low dimensions and can in more general situations exhibit preserved measures and integrals. Computerized methods based on discrete Darboux polynomials have recently been used for finding these measures and integrals. However, if the differential system contains many parameters, this approach can lead to highly complex results that can be difficult to interpret and analyse. But this complexity can in some cases be substantially reduced by using aromatic series. These are a mathematical tool introduced independently by Chartier and Murua and by Iserles, Quispel and Tse. We develop an algorithm for this purpose and derive some necessary conditions for the Kahan map to have preserved measures and integrals expressible in terms of aromatic functions. An important reason for the success of this method lies in the equivariance of the map from vector fields to their aromatic functions. We demonstrate the algorithm on a number of examples showing a great reduction in complexity compared to what had been obtained by a fixed basis such as monomials.","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":" 68","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135340587","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Approximation of stochastic Volterra equations with kernels of completely monotone type","authors":"Aurélien Alfonsi, Ahmed Kebaier","doi":"10.1090/mcom/3911","DOIUrl":"https://doi.org/10.1090/mcom/3911","url":null,"abstract":"In this work, we develop a multifactor approximation for <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"d\"> <mml:semantics> <mml:mi>d</mml:mi> <mml:annotation encoding=\"application/x-tex\">d</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-dimensional Stochastic Volterra Equations (SVE) with Lipschitz coefficients and kernels of completely monotone type that may be singular. First, we prove an <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper L squared\"> <mml:semantics> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:annotation encoding=\"application/x-tex\">L^2</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-estimation between two SVEs with different kernels, which provides a quantification of the error between the SVE and any multifactor Stochastic Differential Equation (SDE) approximation. For the particular rough kernel case with Hurst parameter lying in <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"left-parenthesis 0 comma 1 slash 2 right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:mn>1</mml:mn> <mml:mrow class=\"MJX-TeXAtom-ORD\"> <mml:mo>/</mml:mo> </mml:mrow> <mml:mn>2</mml:mn> <mml:mo stretchy=\"false\">)</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">(0,1/2)</mml:annotation> </mml:semantics> </mml:math> </inline-formula>, we propose various approximating multifactor kernels, state their rates of convergence and illustrate their efficiency for the rough Bergomi model. Second, we study a Euler discretization of the multifactor SDE and establish a convergence result towards the SVE that is uniform with respect to the approximating multifactor kernels. These obtained results lead us to build a new multifactor Euler scheme that reduces significantly the computational cost in an asymptotic way compared to the Euler scheme for SVEs. Finally, we show that our multifactor Euler scheme outperforms the Euler scheme for SVEs for option pricing in the rough Heston model.","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"18 6","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135874750","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the computation of modular forms on noncongruence subgroups","authors":"David Berghaus, Hartmut Monien, Danylo Radchenko","doi":"10.1090/mcom/3903","DOIUrl":"https://doi.org/10.1090/mcom/3903","url":null,"abstract":"We present two approaches that can be used to compute modular forms on noncongruence subgroups. The first approach uses Hejhal’s method for which we improve the arbitrary precision solving techniques so that the algorithm becomes about up to two orders of magnitude faster in practical computations. This allows us to obtain high precision numerical estimates of the Fourier coefficients from which the algebraic expressions can be identified using the LLL algorithm. The second approach is restricted to genus zero subgroups and uses efficient methods to compute the Belyi map from which the modular forms can be constructed.","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"67 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136018097","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}