We present a method of fitting arbitrary functions to linear combinations of Gaussians. In particular, we discuss an adaptation of Prony’s method, or separation of exponentials, which allows us to automatically select appropriate exponents for these Gaussians. We then apply this technique to the selection of dealiasing sets for pseudospectral electron correlation methods. We show that it can su...

In this paper, the Legendre wavelet method for State analysis of time-varying singular nonlinear systems is studied. The properties of Legendre wavelets and its operational matrices are first presented and then are used to convert into algebraic equations. Also the convergence and error analysis for the proposed technique have been discussed. Illustrative examples have been given to demonstrate...

This note explores the analogy between the dynamics of the interest rate term structure and the implied volatility surface of a stock. In particular, we prove an impossibility theorem conjectured by Steve Ross. Implied volatility and smile asymptotics and long rates JEL Classification: G13 Mathematics Subject Classification (2000): 60G44, 91B70

The Fourier pseudospectral time-domain method is an efficient wave-based method to model sound propagation in inhomogeneous media. One of the limitations of the method for atmospheric sound propagation purposes is its restriction to a Cartesian grid, confining it to staircase-like geometries. A transform from the physical coordinate system to the curvilinear coordinate system has been applied t...

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a ...

The view of considering global Pseudospectral methods ~Sinc and Fourier! as the infinite order limit of local finite difference methods, and vice versa, finite difference as a certain sum acceleration of the pseudospectral methods is exploited to investigate high order finite difference algorithms for solving the Schrödinger equation in molecular dynamics. A Morse type potential for iodine mole...

Corresponding Author: Simon Liao The University of Winnipeg, Winnipeg, Manitoba, Canada, R3B 2E9, Canada Email: [email protected] Abstract: In this research, a numerical integration method is proposed to improve the computational accuracy of Legendre moments. To clarify the improved computation scheme, image reconstructions from higher order of Legendre moments, up to 240, are conducted. Wi...

A pole-sitter orbit is a closed path that is constantly above one of the Earth’s poles, by means of continuous low thrust. This work proposes to hybridize solar sail propulsion and solar electric propulsion (SEP) on the same spacecraft, to enable such a pole-sitter orbit. Locally-optimal control laws are found with a semi-analytical inverse method, starting from a trajectory that satisfies the ...