Related papers: Numerical quadratures for near-singular and near-h…
Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…
The purpose of this paper is to develop the anti-Gauss cubature rule for approximating integrals defined on the square whose integrand function may have algebraic singularities at the boundaries. An application of such a rule to the…
We present a quantum algorithm to evaluate matrix elements of functions of unitary operators. The method is based on calculating quadrature nodes and weights using data collected from a quantum processor. Given a unitary $U$ and quantum…
The zeros of type II multiple orthogonal polynomials can be used for quadrature formulas that approximate $r$ integrals of the same function $f$ with respect to $r$ measures $\mu_1,\ldots,\mu_r$ in the spirit of Gaussian quadrature. This…
We present a generic scheme to construct corrected trapezoidal rules with spectral accuracy for integral operators with weakly singular kernels in arbitrary dimensions. We assume that the kernel factorization of the form,…
This article is concerned with Gaussian process quadratures, which are numerical integration methods based on Gaussian process regression methods, and sigma-point methods, which are used in advanced non-linear Kalman filtering and smoothing…
We study a new simple quadrature rule based on integrating a $C^1$ quadratic spline quasi-interpolant on a bounded interval. We give nodes and weights for uniform and non-uniform partitions. We also give error estimates for smooth functions…
We present quadrature schemes to calculate matrices, where the so-called modified Hilbert transformation is involved. These matrices occur as temporal parts of Galerkin finite element discretizations of parabolic or hyperbolic problems when…
A novel mathematical framework is derived for the addition of nodes to univariate and interpolatory quadrature rules. The framework is based on the geometrical interpretation of the Vandermonde matrix describing the relation between the…
To evaluate the Hadamard finite-part integrals accurately, a novel interpolatory-type quadrature is proposed in this article. In our approach, numerical divided difference is utilized to represent the high order derivatives of the…
We suggest a method for simultaneously generating high order quadrature weights for integrals over Lipschitz domains and their boundaries that requires neither meshing nor moment computation. The weights are determined on pre-defined…
In this paper we analyze a greedy procedure to approximate a linear functional defined in a Reproducing Kernel Hilbert Space by nodal values. This procedure computes a quadrature rule which can be applied to general functionals, including…
We present convergence theory for corrected quadrature rules on uniform Cartesian grids for functions with a point singularity. We begin by deriving an error estimate for the punctured trapezoidal rule, and then derive error expansions. We…
We consider the approximation of the inverse square root of regularly accretive operators in Hilbert spaces. The approximation is of rational type and comes from the use of the Gauss-Legendre rule applied to a special integral formulation…
We introduce simple quadrature rules for the family of nonparametric nonconforming quadrilateral element with four degrees of freedom. Our quadrature rules are motivated by the work of Meng {\it et al.} \cite{meng2018new}. First, we…
We introduce quasi-Monte Carlo rules for the numerical integration of functions $f$ defined on $[0,1]^s$, $s \ge 1$, which satisfy the following properties: the Fourier-, Fourier cosine- or Walsh coefficients of $f$ are absolutely summable…
We develop two classes of composite moment-free numerical quadratures for computing highly oscillatory integrals having integrable singularities and stationary points. The first class of the quadrature rules has a polynomial order of…
We analyse the Gaussian wave packet transform. Based on the Fourier inversion formula and a partition of unity, which is formed by a collection of Gaussian basis functions, a new representation of square-integrable functions is presented.…
Neural Networks have been widely used to solve Partial Differential Equations. These methods require to approximate definite integrals using quadrature rules. Here, we illustrate via 1D numerical examples the quadrature problems that may…
We present several new quadrature formulas in the triangle for exact integration of polynomials. The points were computed numerically with a cardinal function algorithm which imposes that the number of quadrature points $N$ be equal to the…