Covariances and spectral density functions play a fundamental role in the theory of time series. There is a well-developed asymptotic theory for their estimates for low-dimensional stationary ...

Spectral problems in boundary value problems constitute a fundamental area of applied mathematics and mathematical physics, where the focus lies on determining eigenvalues and corresponding ...

Course on using spectral methods to solve partial differential equations. We will cover the exponential convergence of spectral methods for periodic and non-periodic problem, and a general framework ...