English
Related papers

Related papers: Using integral transforms to estimate higher order…

200 papers

One of the most effective techniques of experimental mathematics is to compute mathematical entities such as integrals, series or limits to high precision, then attempt to recognize the resulting numerical values. Recently these techniques…

Mathematical Physics · Physics 2018-05-03 David H. Bailey , Jonathan M. Borwein , David Broadhurst , Wadim Zudilin

The goal of inversion is to estimate the model which generates the data of observations with a specific modeling equation. One general approach to inversion is to use optimization methods which are algebraic in nature to define an objective…

Geophysics · Physics 2015-06-02 August Lau , Chuan Yin

This paper uses deep learning to value derivatives. The approach is broadly applicable, and we use a call option on a basket of stocks as an example. We show that the deep learning model is accurate and very fast, capable of producing…

Computational Finance · Quantitative Finance 2018-10-19 Ryan Ferguson , Andrew Green

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…

Numerical Analysis · Mathematics 2026-04-02 Fernando Casas , Ander Murua

We obtain estimates in simultaneous approximation for a summation-integral type genuine hybrid operator. The convergence of derivatives of operator to the corresponding derivatives of the functions is proved and estimates for rate of…

Classical Analysis and ODEs · Mathematics 2026-05-28 Asha Ram Gairola , Nidhi Bisht

This paper presents a generalization for Differential and Integral Calculus. Just as the derivative is the instantaneous angular coefficient of the tangent line to a function, the generalized derivative is the instantaneous parameter value…

General Mathematics · Mathematics 2023-03-21 Fernando Marques de Almeida Nogueira

In this note, we are interested in the *-version of various special functions. Noting that many special functions are defined by integrals involving the exponential functions, we define *-special functions by similar integral formula…

Mathematical Physics · Physics 2011-11-09 Hideki Omori , Yoshiaki Maeda , Naoya Miyazaki , Akira Yoshioka

For a large class of variational quantum circuits, we show how arbitrary-order derivatives can be analytically evaluated in terms of simple parameter-shift rules, i.e., by running the same circuit with different shifts of the parameters. As…

Quantum Physics · Physics 2021-03-03 Andrea Mari , Thomas R. Bromley , Nathan Killoran

In this paper, we propose a new method for calculating integrals for a special class of integrands. As an application, we show how this method can be used to derive optimal pointwise temporal estimates for a class of nonlocal evolution…

Analysis of PDEs · Mathematics 2026-05-04 Xiaolei Yang

The concept of effective order is a popular methodology in the deterministic literature for the construction of efficient and accurate integrators for differential equations over long times. The idea is to enhance the accuracy of a…

Numerical Analysis · Mathematics 2016-08-18 Gilles Vilmart

We present a general theory of fractal transformations and show how it leads to a new type of method for filtering and transforming digital images. This work substantially generalizes earlier work on fractal tops. The approach involves…

Geometric Topology · Mathematics 2011-02-17 Michael F. Barnsley , Brendan Harding , Konstantin Igudesman

The concept of moment differentiation is extended to the class of moment summable functions, giving rise to moment differential properties. The main result leans on accurate upper estimates for the integral representation of the moment…

Complex Variables · Mathematics 2020-07-20 Alberto Lastra , Slawomir Michalik , Maria Suwinska

Derivative-based algorithms are ubiquitous in statistics, machine learning, and applied mathematics. Automatic differentiation offers an algorithmic way to efficiently evaluate these derivatives from computer programs that execute relevant…

Computation · Statistics 2022-03-01 Charles C. Margossian , Michael Betancourt

The application of the approximation-operational approach to solving linear differential equations of fractional order with variable coefficients is considered. It is shown that the method can also be applied to solving differential…

Dynamical Systems · Mathematics 2020-06-04 Oleksii V. Vasyliev

We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

Classical Analysis and ODEs · Mathematics 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

Line integration of generalized functions is studied. Second order partial differential equations with piecewise continuous and generalized variable coefficients over Cayley-Dickson algebras are investigated. Formulas for integrations of…

Complex Variables · Mathematics 2018-12-18 S. V Ludkovsky

Laplace transforms which admit a holomorphic extension to some sector strictly containing the right half plane and exhibiting a potential behavior are considered. A spectral order, parallelizable method for their numerical inversion is…

Numerical Analysis · Mathematics 2011-11-10 María López-Fernández , Cesar Palencia , Achim Schädle

The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…

Signal Processing · Electrical Eng. & Systems 2019-10-17 Shrinivas Chimmalgi , Peter J. Prins , Sander Wahls

A geometric derivation of numerical integrators for nonholonomic systems and optimal control problems is obtained. It is based in the classical technique of generating functions adapted to the special features of nonholonomic systems and…

Mathematical Physics · Physics 2016-09-07 M. de Leon , D. Martin de Diego , A. Santamaria Merino

The development of high-degree interpolation polynomials which use the values of the function and its subsequent derivatives is reformulated. Also, we present a variant of new formula in barycentric form.

Numerical Analysis · Mathematics 2011-05-06 Ramesh kumar muthumalai