Smooth Random Functions, Random ODEs, and Gaussian Processes
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Publication:4621288
DOI10.1137/17M1161853zbMath1412.42006WikidataQ128493297 ScholiaQ128493297MaRDI QIDQ4621288
Silviu-Ioan Filip, Aurya Javeed, Lloyd N. Threfethen
Publication date: 11 February 2019
Published in: SIAM Review (Search for Journal in Brave)
stochastic differential equationBrownian motionGaussian processenergy landscapeDirichlet kernelwhite noiseChebfunband-limited white noiseFourier-Wiener series
Random fields; image analysis (62M40) Gaussian processes (60G15) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16)
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The Laurent-Horner method for validated evaluation of Chebyshev expansions ⋮ Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function ⋮ Principled interpolation of Green's functions learned from data ⋮ Eight Perspectives on the Exponentially Ill-Conditioned Equation $\varepsilon y - x y' + y = 0$ ⋮ Representation of conformal maps by rational functions ⋮ Enclosing Chebyshev Expansions in Linear Time ⋮ FEAST for Differential Eigenvalue Problems ⋮ Solving Laplace Problems with Corner Singularities via Rational Functions ⋮ Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions
Uses Software
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