Effective and accurate high-degree spline interpolation is still a challenging task in today’s applications. Higher degree spline interpolation is not so commonly used, because it requires the knowledge of higher order derivatives at the nodes of a function on a given mesh.

In this article, our goal is to demonstrate the continuity of the piecewise polynomials and their derivatives at the connecting points, obtained with a method initially developed by Beaudoin (1998, 2003) and Beauchemin (2003). This new method, involving the discrete Fourier transform (DFT/FFT), leads to higher degree spline interpolation for equally spaced data on an interval $[0,T]$. To do this, we analyze the singularities that may occur when solving the system of equations that enables the construction of splines of any degree. We also note an important difference between the odd-degree splines and even-degree splines. These results prove that Beaudoin and Beauchemin’s method leads to spline interpolation of any degree and that this new method could eventually be used to improve the accuracy of spline interpolation in traditional problems.

In 2005 Bourgain gave the first explicit construction of a two-source extractor family with min-entropy rate less than $1/2$. His approach combined Fourier analysis with innovative but inefficient tools from arithmetic combinatorics and yielded an unspecified min-entropy rate which was greater than $0.499$. This remained essentially the state of the art until a 2015 breakthrough by Chattopadhyay and Zuckerman in which they gave an alternative approach which produced extractors with arbitrarily small min-entropy rate. In the current work, we revisit the Fourier analytic approach. We give an improved analysis of one of Bourgain’s extractors which shows that it in fact extracts from sources with min-entropy rate near $\frac{21}{44}=0.477\ldots .$ Moreover, we construct a variant of this extractor which we show extracts from sources with min-entropy rate near $4/9=0.444\ldots .$ While this min-entropy rate is inferior to Chattopadhyay and Zuckerman’s construction, our extractors have the advantage of exponential small error, which is important in some applications. The key ingredient in these arguments is recent progress connected to the restriction theory of the finite field paraboloid by Rudnev and Shkredov. This in turn relies on a Rudnev’s point–plane incidence estimate, which in turn relies on Kollár’s generalization of the Guth–Katz incidence theorem.

This study makes the first attempt to accelerate the singular boundary method (SBM) by the precorrected-FFT (PFFT) for large-scale three-dimensional potential problems. The SBM with the GMRES solver requires computational complexity, where N is the number of the unknowns. To speed up the SBM, the PFFT is employed to accelerate the SBM matrix-vector multiplication at each iteration step of the GMRES. Consequently, the computational complexity can be reduced to . Several numerical examples are presented to validate the developed PFFT accelerated SBM (PFFT-SBM) scheme, and the results are compared with those of the SBM without the PFFT and the analytical solutions. It is clearly found that the present PFFT-SBM is very efficient and suitable for 3D large-scale potential problems.

Iterative Filtering (IF) is an alternative technique to the Empirical Mode Decomposition (EMD) algorithm for the decomposition of non–stationary and non–linear signals. Recently in [3] IF has been proved to be convergent for any L2 signal and its stability has been also demonstrated through examples. Furthermore in [3] the so called Fokker–Planck (FP) filters have been introduced. They are smooth at every point and have compact supports. Based on those results, in this paper we introduce the Multidimensional Iterative Filtering (MIF) technique for the decomposition and time–frequency analysis of non–stationary high–dimensional signals. We present the extension of FP filters to higher dimensions. We prove convergence results under general sufficient conditions on the filter shape. Finally we illustrate the promising performance of MIF algorithm, equipped with high–dimensional FP filters, when applied to the decomposition of two dimensional signals.

We study the residual diffusion phenomenon in chaotic advection computationally via adaptive orthogonal basis. The chaotic advection is generated by a class of time periodic cellular flows arising in modeling transition to turbulence in Rayleigh-Bénard experiments. The residual diffusion refers to the non-zero effective (homogenized) diffusion in the limit of zero molecular diffusion as a result of chaotic mixing of the streamlines. In this limit, the solutions of the advection-diffusion equation develop sharp gradients, and demand a large number of Fourier modes to resolve, rendering computation expensive. We construct adaptive orthogonal basis (training) with built-in sharp gradient structures from fully resolved spectral solutions at few sampled molecular diffusivities. This is done by taking snapshots of solutions in time, and performing singular value decomposition of the matrix consisting of these snapshots as column vectors. The singular values decay rapidly and allow us to extract a small percentage of left singular vectors corresponding to the top singular values as adaptive basis vectors. The trained orthogonal adaptive basis makes possible low cost computation of the effective diffusivities at smaller molecular diffusivities (testing). The testing errors decrease as the training occurs at smaller molecular diffusivities. We make use of the Poincaré map of the advection-diffusion equation to bypass long time simulation and gain accuracy in computing effective diffusivity and learning adaptive basis. We observe a non-monotone relationship between residual diffusivity and the amount of chaos in the advection, though the overall trend is that sufficient chaos leads to higher residual diffusivity.

Understanding how seasonal patterns change from year to year is important for the management of infectious disease epidemics. Here, we present a mathematical formalization of the application of complex demodulation, which has previously only been applied in an exploratory manner in the context of infectious diseases. This method extracts the changing amplitude and phase from seasonal data, allowing comparisons between the size and timing of yearly epidemics. We first validate the method using synthetic data that displays the key features of epidemic data. In particular, we analyse both annual and biennial synthetic data, and explore the effect of delayed epidemics on the extracted amplitude and phase. We then demonstrate the usefulness of complex demodulation using national notification data for influenza in Australia. This method clearly highlights the higher number of notifications and the early peak of the influenza pandemic in 2009. We also identify that epidemics that peaked later than usual generally followed larger epidemics and involved fewer overall notifications. Our analysis establishes a role for complex demodulation in the study of seasonal epidemiological events.

Image inpainting methods recover true images from partial noisy observations. Natural images usually have two layers consisting of cartoons and textures. Methods using simultaneous cartoon and texture inpainting are popular in the literature by using two combined tight frames: one (often built from wavelets, curvelets or shearlets) provides sparse representations for cartoons and the other (often built from discrete cosine transforms) offers sparse approximation for textures. Inspired by the recent development on directional tensor product complex tight framelets ($\text{TP}\text{-}\mathbb{C}\text{TF}$s) and their impressive performance for the image denoising problem, we propose an iterative thresholding algorithm using tight frames derived from $\text{TP}\text{-}\mathbb{C}\text{TF}$s for the image inpainting problem. The tight frame $\text{TP}\text{-}\mathbb{C}\text{TF}_{6}$ contains two classes of framelets; one is good for cartoons and the other is good for textures. Therefore, it can handle both the cartoons and the textures well. For the image inpainting problem with additive zero-mean independent and identically distributed Gaussian noise, our proposed algorithm does not require us to tune parameters manually for reasonably good performance. Experimental results show that our proposed algorithm performs comparatively better than several well-known frame systems for the image inpainting problem.

Plasma waves with frequencies close to the particular gyrofrequencies of the charged particles in the plasma lose energy due to cyclotron damping. We briefly discuss the gyro-resonance of low frequency plasma waves and ions particularly with regard to particle-in-cell (PiC) simulations. A setup is outlined which uses artificially excited waves in the damped regime of the wave mode's dispersion relation to track the damping of the wave's electromagnetic fields. Extracting the damping rate directly fromthe field data in real or Fourier space is an intricate and non-trivial task. We therefore present a simple method of obtaining the damping rate Γ from the simulation data. This method is described in detail, focusing on a step-by-step explanation of the course of actions. In a first application to a test simulation we find that the damping rates obtained from this simulation generally are in good agreement with theoretical predictions. We then compare the results of one-, two- and three-dimensional simulation setups and simulations with different physical parameter sets.

In this paper, we develop a novel energy-preserving wavelet collocation method for solving general multi-symplectic formulations of Hamiltonian PDEs. Based on the autocorrelation functions of Daubechies compactly supported scaling functions, the wavelet collocation method is conducted for spatial discretization. The obtained semi-discrete system is shown to be a finite-dimensional Hamiltonian system, which has an energy conservation law. Then, the average vector field method is used for time integration, which leads to an energy-preserving method for multi-symplectic Hamiltonian PDEs. The proposed method is illustrated by the nonlinear Schrödinger equation and the Camassa-Holm equation. Since differentiation matrix obtained by the wavelet collocation method is a cyclic matrix, we can apply Fast Fourier transform to solve equations in numerical calculation. Numerical experiments show the high accuracy, effectiveness and conservation properties of the proposed method.

This paper presents a computational method for solving stochastic Ito-Volterra integral equations. First, Haar wavelets and their properties are employed to derive a general procedure for forming the stochastic operational matrix of Haar wavelets. Then, application of this stochastic operational matrix for solving stochastic Ito-Volterra integral equations is explained. The convergence and error analysis of the proposed method are investigated. Finally, the efficiency of the presented method is confirmed by some examples.

We propose efficient and accurate numerical methods for computing the ground state and dynamics of the dipolar Bose-Einstein condensates utilising a newly developed dipole-dipole interaction (DDI) solver that is implemented with the non-uniform fast Fourier transform (NUFFT) algorithm. We begin with the three-dimensional (3D) Gross-Pitaevskii equation (GPE) with a DDI term and present the corresponding two-dimensional (2D) model under a strongly anisotropic confining potential. Different from existing methods, the NUFFT based DDI solver removes the singularity by adopting the spherical/polar coordinates in the Fourier space in 3D/2D, respectively, thus it can achieve spectral accuracy in space and simultaneously maintain high efficiency by making full use of FFT and NUFFT whenever it is necessary and/or needed. Then, we incorporate this solver into existing successful methods for computing the ground state and dynamics of GPE with a DDI for dipolar BEC. Extensive numerical comparisons with existing methods are carried out for computing the DDI, ground states and dynamics of the dipolar BEC. Numerical results show that our new methods outperform existing methods in terms of both accuracy and efficiency.

High-dimensional two-sided space fractional diffusion equations with variable diffusion coefficients are discussed. The problems can be solved by an implicit finite difference scheme that is proven to be uniquely solvable, unconditionally stable and first-order convergent in the infinity norm. A nonsingular multilevel circulant pre-conditoner is proposed to accelerate the convergence rate of the Krylov subspace linear system solver efficiently. The preconditoned matrix for fast convergence is a sum of the identity matrix, a matrix with small norm, and a matrix with low rank under certain conditions. Moreover, the preconditioner is practical, with an O(N logN) operation cost and O(N) memory requirement. Illustrative numerical examples are also presented.

We consider an approximation scheme using Haar wavelets for solving optimal path planning problems. The problem is first expressed as an optimal control problem. A computational method based on Haar wavelets in the time domain is then proposed for solving the obtained optimal control problem. A Haar wavelets integral operational matrix and a direct collocation method are used to find an approximate optimal trajectory of the original problem. Numerical results are also presented for several examples to demonstrate the applicability and efficiency of the proposed method.

A new algorithm for the removal of additive uncorrelated Gaussian noise from a digital image is presented. The algorithm is based on a data driven methodology for the adaptive thresholding of wavelet coefficients. This methodology is derived from higher order statistics of the residual image, and requires no a priori estimate of the level of noise contamination of an image.

We consider infinite-horizon optimal control problems. The main idea is to convert the problem into an equivalent finite-horizon nonlinear optimal control problem. The resulting problem is then solved by means of a direct method using Haar wavelets. A local property of Haar wavelets is applied to simplify the calculation process. The accuracy of the present method is demonstrated by two illustrative examples.

We construct a wavelet-based almost-sure uniform approximation of fractional Brownian motion (FBM) (Bt(H))_t∈[0,1] of Hurst index H ∈ (0, 1). Our results show that, by Haar wavelets which merely have one vanishing moment, an almost-sure uniform expansion of FBM for H ∈ (0, 1) can be established. The convergence rate of our approximation is derived. We also describe a parallel algorithm that generates sample paths of an FBM efficiently.

We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed (i.i.d.), light-tailed, and nonlattice random vectors. The latter problem besides being of independent interest, also forms a building block for more complex rare event problems that arise, for instance, in queueing and financial credit risk modeling. It has been extensively studied in the literature where state-independent, exponential-twisting-based importance sampling has been shown to be asymptotically efficient and a more nuanced state-dependent exponential twisting has been shown to have a stronger bounded relative error property. We exploit the saddle-point-based representations that exist for these rare quantities, which rely on inverting the characteristic functions of the underlying random vectors. These representations reduce the rare event estimation problem to evaluating certain integrals, which may via importance sampling be represented as expectations. Furthermore, it is easy to identify and approximate the zero-variance importance sampling distribution to estimate these integrals. We identify such importance sampling measures and show that they possess the asymptotically vanishing relative error property that is stronger than the bounded relative error property. To illustrate the broader applicability of the proposed methodology, we extend it to develop an asymptotically vanishing relative error estimator for the practically important expected overshoot of sums of i.i.d. random variables.

Let S1=S1(v0,…,vr+1) be the space of compactly supported C0 piecewise linear functions on a mesh M of lines through ℤ2 in directions v0,…,vr+1, possibly satisfying some restrictions on the jumps of the first order derivative. A sequence ϕ=(ϕ1,…,ϕr) of elements of S1 is called a multi-box spline if every element of S1 is a finite linear combination of shifts of (the components of) ϕ. We give some examples for multi-box splines and show that they are stable. It is further shown that any multi-box spline is not always symmetric

In this paper we present a robust numerical method to compute the scale function W(q)(x) of a general spectrally negative Lévy process (X, P). The method is based on the Esscher transform of measure Pν under which X is taken and the scale function is determined. This change of measure makes it possible for the scale function to be bounded and, hence, makes numerical computation easy, fast, and stable. Working under the new measure Pν and using the method of Abate and Whitt (1992) and Choudhury, Lucantoni, and Whitt (1994), we give a fast stable numerical algorithm for the computation of W(q)(x).

There are standard modifications of certain compactly supported wavelets that yield orthonormal bases on a bounded interval. We extend one such construction to those wavelets, such as ‘coiflets', that may have fewer vanishing moments than had to be assumed previously. Our motivation lies in function estimation in statistics. We use these boundary-modified coiflets to show that the discrete wavelet transform of finite data from sampled regression models asymptotically provides a close approximation to the wavelet transform of the continuous Gaussian white noise model. In particular, estimation errors in the discrete setting of computational practice need not be essentially larger than those expected in the continuous setting of statistical theory.