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Relevant bibliographies by topics / Wiener-Hopf technique

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Academic literature on the topic 'Wiener-Hopf technique'

Author: Grafiati

Published: 18 May 2024

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Journal articles on the topic "Wiener-Hopf technique"

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Tiryakioglu, Burhan. "Analysis of Sound Waves with Semi Perforated Pipe." Academic Perspective Procedia 2, no. 3 (November 22, 2019): 704–10. http://dx.doi.org/10.33793/acperpro.02.03.77.

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The paper presents analytical results of radiation phenomena at the far field and solution of the wave equation with adequate boundary condition imposed by the pipe wall. An infinite pipe with perforated part is considered. The solution is obtained by using the Fourier transform technique in conjunction with the Wiener-Hopf Method. Applying the Fourier transform technique, the boundary value problem is described by Wiener Hopf equation and then solved analytically.

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Noor, M. A., and E. A. Al-Said. "Wiener–Hopf Equations Technique for Quasimonotone Variational Inequalities." Journal of Optimization Theory and Applications 103, no. 3 (December 1999): 705–14. http://dx.doi.org/10.1023/a:1021796326831.

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Nonlaopon, Kamsing, Awais Gul Khan, Muhammad Aslam Noor, and Muhammad Uzair Awan. "A study of Wiener-Hopf dynamical systems for variational inequalities in the setting of fractional calculus." AIMS Mathematics 8, no. 2 (2022): 2659–72. http://dx.doi.org/10.3934/math.2023139.

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<abstract><p>In this paper, we consider a new fractional dynamical system for variational inequalities using the Wiener Hopf equations technique. We show that the fractional Wiener-Hopf dynamical system is exponentially stable and converges to its unique equilibrium point under some suitable conditions. We also discuss some special cases, which can be obtained from our main results.</p></abstract>

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Lawrie, Jane B., and I. David Abrahams. "A brief historical perspective of the Wiener–Hopf technique." Journal of Engineering Mathematics 59, no. 4 (October 17, 2007): 351–58. http://dx.doi.org/10.1007/s10665-007-9195-x.

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Noor, Muhammad Aslam. "On certain classes of variational inequalities and related iterative algorithms." Journal of Applied Mathematics and Stochastic Analysis 9, no. 1 (January 1, 1996): 43–56. http://dx.doi.org/10.1155/s1048953396000056.

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In this paper, we introduce and study some new classes of variational inequalities and Wiener-Hopf equations. Essentially using the projection technique, we establish the equivalence between the multivalued general quasi-variational inequalities and the multivalued implicit Wiener-Hopf equations. This equivalence enables us to suggest and analyze a number of iterative algorithms for solving multivalued general quasi-variational inequalities. We also consider the auxiliary principle technique to prove the existence of a unique solution of the variational-like inequalities. This technique is used to suggest a general and unified iterative algorithm for computing the approximate solution. Several special cases which can be obtained from our main results are also discussed. The results proved in this paper represent a significant refinement and improvement of the previously known results.

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BOYARCHENKO, SVETLANA, and SERGEI LEVENDORSKIĬ. "EFFICIENT LAPLACE INVERSION, WIENER-HOPF FACTORIZATION AND PRICING LOOKBACKS." International Journal of Theoretical and Applied Finance 16, no. 03 (May 2013): 1350011. http://dx.doi.org/10.1142/s0219024913500118.

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We construct fast and accurate methods for (a) approximate Laplace inversion, (b) approximate calculation of the Wiener-Hopf factors for wide classes of Lévy processes with exponentially decaying Lévy densities, and (c) approximate pricing of lookback options. In all cases, we use appropriate conformal change-of-variable techniques, which allow us to apply the simplified trapezoid rule with a small number of terms (the changes of variables in the outer and inner integrals and in the formulas for the Wiener-Hopf factors must be compatible in a certain sense). The efficiency of the method stems from the properties of functions analytic in a strip (these properties were explicitly used in finance by Feng and Linetsky 2008). The same technique is applicable to the calculation of the pdfs of supremum and infimum processes, and to the calculation of the prices and sensitivities of options with lookback and barrier features.

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Kobayashi, Kazuya. "Diffraction of a plane electromagnetic wave by a parallel plate grating with dielectric loading: the case of transverse magnetic incidence." Canadian Journal of Physics 63, no. 4 (April 1, 1985): 453–65. http://dx.doi.org/10.1139/p85-071.

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Wave scattering and diffraction problems concerning objects with complex cross sections have been widely investigated so far with the advance of electronic computers. In this paper, a periodically placed parallel plate grating with dielectric loading is considered, and the problem of diffraction of a TM polarized plane wave is analyzed with the aid of the Wiener–Hopf technique. Introducing the Fourier transform pair for the unknown scattered field and applying boundary conditions in the transform domain, one can formulate this problem as the single Wiener–Hopf equation. This functional equation is then solved by a decomposition procedure and a rigorous solution is obtained. Furthermore, approximate solutions are derived by applying the modified residue calculus technique. Based on the above analysis, several numerical examples are given and the characteristics of this grating are discussed.

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Ferreiro-Castilla, Albert, and Kees van Schaik. "Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals." Journal of Applied Probability 52, no. 1 (March 2015): 129–48. http://dx.doi.org/10.1239/jap/1429282611.

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In this paper we apply the recently established Wiener-Hopf Monte Carlo simulation technique for Lévy processes from Kuznetsov et al. (2011) to path functionals; in particular, first passage times, overshoots, undershoots, and the last maximum before the passage time. Such functionals have many applications, for instance, in finance (the pricing of exotic options in a Lévy model) and insurance (ruin time, debt at ruin, and related quantities for a Lévy insurance risk process). The technique works for any Lévy process whose running infimum and supremum evaluated at an independent exponential time can be sampled from. This includes classic examples such as stable processes, subclasses of spectrally one-sided Lévy processes, and large new families such as meromorphic Lévy processes. Finally, we present some examples. A particular aspect that is illustrated is that the Wiener-Hopf Monte Carlo simulation technique (provided that it applies) performs much better at approximating first passage times than a ‘plain’ Monte Carlo simulation technique based on sampling increments of the Lévy process.

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Ferreiro-Castilla, Albert, and Kees van Schaik. "Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals." Journal of Applied Probability 52, no. 01 (March 2015): 129–48. http://dx.doi.org/10.1017/s0021900200012249.

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In this paper we apply the recently established Wiener-Hopf Monte Carlo simulation technique for Lévy processes from Kuznetsov et al. (2011) to path functionals; in particular, first passage times, overshoots, undershoots, and the last maximum before the passage time. Such functionals have many applications, for instance, in finance (the pricing of exotic options in a Lévy model) and insurance (ruin time, debt at ruin, and related quantities for a Lévy insurance risk process). The technique works for any Lévy process whose running infimum and supremum evaluated at an independent exponential time can be sampled from. This includes classic examples such as stable processes, subclasses of spectrally one-sided Lévy processes, and large new families such as meromorphic Lévy processes. Finally, we present some examples. A particular aspect that is illustrated is that the Wiener-Hopf Monte Carlo simulation technique (provided that it applies) performs much better at approximating first passage times than a ‘plain’ Monte Carlo simulation technique based on sampling increments of the Lévy process.

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Aslam Noor, Muhammad, and Zhenyu Huang. "Wiener–Hopf equation technique for variational inequalities and nonexpansive mappings." Applied Mathematics and Computation 191, no. 2 (August 2007): 504–10. http://dx.doi.org/10.1016/j.amc.2007.02.117.

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Dissertations / Theses on the topic "Wiener-Hopf technique"

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Bishnu, Sudhindra Kisor. "Exact solutions of transport equations infinite passive and multiplying media by Wiener-Hopf technique." Thesis, University of North Bengal, 1994. http://hdl.handle.net/123456789/583.

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Barton, Peter. "The Wiener-Hopf-Hilbert technique applied to problems in diffraction." Thesis, Brunel University, 1999. http://bura.brunel.ac.uk/handle/2438/6619.

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A number of diffraction problems which have practical applications are examined using the Wiener-Hopf-Hilbert technique. Each problem is formulated as a matrix Wiener-Hopf equation, the solution of which requires the factor~sation of a matrix kernel. Since the determinant of the matrix kernel has poles in the cut plane, the Wiener-Hopf-Hilbert technique is modified to allow the usual arguments to follow through. In each case an explicit matrix factorisation is carried out and asymptotic expressions for the field scattered to infinity are obtained. The first problem solved is that of diffraction by a semi-infinite plane with different face impedances. The solution includes the case of an incident surface wave as well as an incident plane wave for an arbitrary angle of incidence. Graphs of the far-field are provided for various values of the half-plane impedance parameters. The second problem examined is diffraction by a half-plane in a moving fluid. This is solved without restriction on the impedance parameters of the half-plane and includes both the leading edge and trailing edge situations. The final problem is of radiation from an inductive wave-guide. Expressions are obtained for the field radiated at the waveguide mouth and the field reflected in the duct region.

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Hadianti, Rieske. "Wiener-Hopf techniques for the analysis of the time-dependent behavior of queues." Enschede : University of Twente [Host], 2007. http://doc.utwente.nl/57862.

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Tymis, Nikolaos. "Analytical techniques for acoustic scattering by arrays of cylinders." Thesis, Loughborough University, 2012. https://dspace.lboro.ac.uk/2134/11376.

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The problem of two-dimensional acoustic scattering of an incident plane wave by a semi-infinite lattice is solved. The problem is first considered for sound-soft cylinders whose size is small compared to the wavelength of the incident field. In this case the formulation leads to a scalar Wiener--Hopf equation, and this in turn is solved via the discrete Wiener--Hopf technique. We then deal with a more complex case which arises either by imposing Neumann boundary condition on the cylinders' surface or by increasing their radii. This gives rise to a matrix Wiener--Hopf equation, and we present a method of solution that does not require the explicit factorisation of the kernel. In both situations, a complete description of the far field is given and a conservation of energy condition is obtained. For certain sets of parameters (`pass bands'), a portion of the incident energy propagates through the lattice in the form of a Bloch wave. For other parameters (`stop bands' or `band gaps'), no such transmission is possible, and all of the incident field energy is reflected away from the lattice.

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Green, Michael. "Factorization techniques in multivariable phase problems." Phd thesis, 1987. http://hdl.handle.net/1885/138413.

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Books on the topic "Wiener-Hopf technique"

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Noble, Ben. Methods based on the Wiener-Hopf technique for the solution of partial differential equations. 2nd ed. New York, N.Y: Chelsea Pub. Co., 1988.

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Methods Based on the Wiener-Hopf Technique for the Solution of Partial Differential Equations. Creative Media Partners, LLC, 2021.

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Noble, Ben. Methods Based on the Wiener-Hopf Technique for the Solution of Partial Differential Equations. Hassell Street Press, 2021.

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Book chapters on the topic "Wiener-Hopf technique"

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Crighton, D. G., A. P. Dowling, J. E. Ffowcs Williams, M. Heckl, and F. G. Leppington. "Wiener-Hopf Technique." In Modern Methods in Analytical Acoustics, 148–67. London: Springer London, 1992. http://dx.doi.org/10.1007/978-1-4471-0399-8_5.

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Davies, Brian. "The Wiener-Hopf Technique." In Texts in Applied Mathematics, 265–81. New York, NY: Springer New York, 2002. http://dx.doi.org/10.1007/978-1-4684-9283-5_16.

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Davies, B. "The Wiener-Hopf Technique." In Integral Transforms and their Applications, 288–312. New York, NY: Springer New York, 1985. http://dx.doi.org/10.1007/978-1-4899-2691-3_18.

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Zwillinger, Daniel. "Wiener—Hopf Technique." In Handbook of Differential Equations, 432–36. Elsevier, 1992. http://dx.doi.org/10.1016/b978-0-12-784391-9.50116-0.

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Duffy, Dean. "The Wiener-Hopf Technique." In Transform Methods for Solving Partial Differential Equations, Second Edition, 565–626. Chapman and Hall/CRC, 2004. http://dx.doi.org/10.1201/9781420035148.ch7.

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"The Wiener-Hopf Technique." In Mixed Boundary Value Problems, 365–430. Chapman and Hall/CRC, 2008. http://dx.doi.org/10.1201/9781420010947-12.

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"The Wiener-Hopf Technique." In Mixed Boundary Value Problems, 347–411. Chapman and Hall/CRC, 2008. http://dx.doi.org/10.1201/9781420010947.ch5.

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Wright, M. C. M. "The Wiener–Hopf Technique." In Lecture Notes on the Mathematics of Acoustics, 109–24. PUBLISHED BY IMPERIAL COLLEGE PRESS AND DISTRIBUTED BY WORLD SCIENTIFIC PUBLISHING CO., 2004. http://dx.doi.org/10.1142/9781860946554_0005.

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Eckle, Hans-Peter. "Mathematical Tools." In Models of Quantum Matter, 657–66. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780199678839.003.0019.

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Chapter 19 introduces the mathematical techniques required to extract analytic infor- mation from the Bethe ansatz equations for a Heisenberg quantum spin chain of finite length. It discusses how the Bernoulli numbers are needed as a prerequisite for the Euler– Maclaurin summation formula, which allows to transform finite sums into integrals plus, in a systematic way, corrections taking into account the finite size of the system. Applying this mathematical technique to the Bethe ansatz equations results in linear integral equations of the Wiener–Hopf type for the solution of which an elaborate mathematical technique exists, the Wiener–Hopf technique.

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Eckle, Hans-Peter. "Finite Heisenberg Quantum Spin Chain." In Models of Quantum Matter, 667–86. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780199678839.003.0020.

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The Bethe ansatz genuinely considers a finite system. The extraction of finite-size results from the Bethe ansatz equations is of genuine interest, especially against the background of the results of finite-size scaling and conformal symmetry in finite geometries. The mathematical techniques introduced in chapter 19 permit a systematic treatment in this chapter of finite-size corrections as corrections to the thermodynamic limit of the system. The application of the Euler-Maclaurin formula transforming finite sums into integrals and finite-size corrections transforms the Bethe ansatz equations into Wiener–Hopf integral equations with inhomogeneities representing the finite-size corrections solvable using the Wiener–Hopf technique. The results can be compared to results for finite systems obtained from other approaches that are independent of the Bethe ansatz method. It briefly discusses higher-order corrections and offers a general assessment of the finite-size method.

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Conference papers on the topic "Wiener-Hopf technique"

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Daniele, V. G., and G. Lombardi. "The Wiener-Hopf technique for impenetrable wedge problems." In Proceedings of the International Conference Days on Diffraction-2005. IEEE, 2005. http://dx.doi.org/10.1109/dd.2005.204879.

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Martinez, Rudolph, Brent S. Paul, Morgan Eash, and Carina Ting. "A Three-Dimensional Wiener-Hopf Technique for General Bodies of Revolution: Part 1—Theory." In ASME 2009 International Mechanical Engineering Congress and Exposition. ASMEDC, 2009. http://dx.doi.org/10.1115/imece2009-13344.

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This work, the first of two parts, presents the development of a new analytic solution of acoustic scattering and/or radiation by arbitrary bodies of revolution under heavy fluid loading. The approach followed is the construction of a three-dimensional Wiener-Hopf technique with Fourier transforms that operate on the finite object’s arclength variable (the object’s practical finiteness comes about, in a Wiener-Hopf sense, by formally bringing to zero the radius of its semi-infinite generator curve for points beyond a prescribed station). Unlike in the classical case of a planar semi-infinite geometry, the kernel of the integral equation is non-translational and therefore with independent wavenumber spectra for its receiver and source arclengths. The solution procedure begins by applying a symmetrizing spatial operator that reconciles the regions of (+) and (−) analyticity of the kernel’s two-wavenumber transform with those of the virtual sources. The spatially symmetrized integral equation is of the Fredholm 2nd kind and thus with a strong unit “diagonal” — a feature that makes possible the Wiener-Hopf factorization of its transcendental doubly-transformed kernel via secondary spectral manipulations. The companion paper [1] will present a numerical demonstration of the new analysis for canonical problems of fluid-structure interaction for finite bodies of revolution.

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Martinez, Rudolph, Brent S. Paul, Morgan Eash, and Carina Ting. "A Three-Dimensional Wiener-Hopf Technique for General Bodies of Revolution: Part 2—Numerical Results." In ASME 2009 International Mechanical Engineering Congress and Exposition. ASMEDC, 2009. http://dx.doi.org/10.1115/imece2009-13366.

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This study numerically demonstrates a new Wiener-Hopf technique for a generic family of straight finite cylinders capped by hemispheres [1]. The approach uses a three-dimensional Wiener-Hopf technique with Fourier transforms to calculate the radiated noise. A discussion of validity of the solution method through an energy conservation analysis is included. All of the cylinders investigated had the same extent of acoustically illuminated (hemispherical) area. Although the structure in the development is general the numerical results presented consider only locally reacting surfaces with uniform properties in a mass-controlled sense. The calculations are actually the result of a zeroth-order version of the theory that becomes increasingly valid with rising values of the basic cylinder’s aspect ratio. Lastly, using a function-splitting procedure we show that the Wiener-Hopf’s canonical essential singularity and square-root branch point generate the Fresnel integral as a fundamental function.

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Eldiwany, Essam, and Elhilaly M. Eid. "Application of the Modified Wiener-Hopf Technique to Open Microstrip Structures." In 22nd European Microwave Conference, 1992. IEEE, 1992. http://dx.doi.org/10.1109/euma.1992.335750.

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Kuryliak, D. B. "Wiener-Hopf technique application to some diffraction problems in conical region." In 2013 International Kharkov Symposium on Physics and Engineering of Microwaves, Millimeter and Submillimeter Waves (MSMW). IEEE, 2013. http://dx.doi.org/10.1109/msmw.2013.6622018.

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Daniele, Vito G., Guido Lombardi, and Rodolfo S. Zich. "PEC Wedge Structures in Complex Environment using the Generalized Wiener-Hopf Technique." In 2019 IEEE International Conference on Computational Electromagnetics (ICCEM). IEEE, 2019. http://dx.doi.org/10.1109/compem.2019.8778902.

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Daniele, Vito, Guido Lombardi, and Rodolfo S. Zich. "Multiple Wedges Diffraction in Propagation Problems using the Generalized Wiener-Hopf Technique." In 2019 IEEE International Symposium on Antennas and Propagation and USNC-URSI Radio Science Meeting. IEEE, 2019. http://dx.doi.org/10.1109/apusncursinrsm.2019.8888819.

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Daniele, Vito, Guido Lombardi, and Rodolfo S. Zich. "An introduction of the generalized Wiener-Hopf technique for coupled angular and planar regions." In 2016 URSI International Symposium on Electromagnetic Theory (EMTS). IEEE, 2016. http://dx.doi.org/10.1109/ursi-emts.2016.7571342.

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Zich, R. E., and D. Monopoli. "Analysis of the electromagnetic behavior of a thin finite slot aperture through Wiener-Hopf technique." In 17th International Zurich Symposium on Electromagnetic Compatibility. IEEE, 2006. http://dx.doi.org/10.1109/emczur.2006.214987.

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Daniele, Vito, Guido Lombardi, and Rodolfo S. Zich. "Toward the Solution of the Two Wedge Problem by using the Generalized Wiener Hopf Technique." In 2018 IEEE International Symposium on Antennas and Propagation & USNC/URSI National Radio Science Meeting. IEEE, 2018. http://dx.doi.org/10.1109/apusncursinrsm.2018.8608734.

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