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Stieltjes, Perron, and Markov in analysis of the moment problem, for absolutely continuous measures, constructed the underlying measure as the discontinuity across the cut of a Cauchy representation of an otherwise real-analytic function.…

Numerical Analysis · Mathematics 2018-12-11 William P. Reinhardt

Fredholm integral equations of the second kind that are defined on a finite or infinite interval arise in many applications. This paper discusses Nystr\"om methods based on Gauss quadrature rules for the solution of such integral equations.…

Numerical Analysis · Mathematics 2023-12-08 Luisa Fermo , Lothar Reichel , Giuseppe Rodriguez , Miodrag M. Spalević

A new algorithm for the efficient numerical approximation of weakly singular integrals over convex polytopes is introduced. Such integrals appear in the Galerkin discretizations of integral equations and nonlocal partial differential…

Numerical Analysis · Mathematics 2025-11-19 Johannes Tausch

Estimating the number of components is a fundamental challenge in unsupervised learning, particularly when dealing with high-dimensional data with many components or severely imbalanced component sizes. This paper addresses this challenge…

Machine Learning · Statistics 2026-04-22 Huan Qing

We describe a method to evaluate integrals that arise in the asymptotic analysis when two saddle points may be close together. These integrals, which appear in problems from optics, acoustics or quantum mechanics as well as in a wide class…

Numerical Analysis · Mathematics 2020-01-08 Amparo Gil , Javier Segura , Nico M. Temme

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

Computation of moments of transformed random variables is a problem appearing in many engineering applications. The current methods for moment transformation are mostly based on the classical quadrature rules which cannot account for the…

Methodology · Statistics 2017-01-06 Jakub Prüher , Ondřej Straka

Fourier feature approximations have been successfully applied in the literature for scalable Gaussian Process (GP) regression. In particular, Quadrature Fourier Features (QFF) derived from Gaussian quadrature rules have gained popularity in…

Machine Learning · Statistics 2023-10-24 Kevin Li , Max Balakirsky , Simon Mak

In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…

General Mathematics · Mathematics 2023-09-08 Oleg Yaremko , Andrey Yachmenev

This paper points out that the differential quadrature (DQ) and differential cubature (DC) methods due to their global domain property are more efficient for nonlinear problems than the traditional numerical techniques such as finite…

Computational Engineering, Finance, and Science · Computer Science 2024-09-21 W. Chen , Tingxiu Zhong

A scheme for approximating the kernel $w$ of the fractional $\alpha$-integral by a linear combination of exponentials is proposed and studied. The scheme is based on the application of a composite Gauss-Jacobi quadrature rule to an integral…

Numerical Analysis · Mathematics 2018-10-12 Daniel Baffet

Casting nonlocal problems in variational form and discretizing them with the finite element (FE) method facilitates the use of nonlocal vector calculus to prove well-posedeness, convergence, and stability of such schemes. Employing an FE…

Numerical Analysis · Mathematics 2022-05-25 Marco Pasetto , Zhaoxiang Shen , Marta D'Elia , Xiaochuan Tian , Nathaniel Trask , David Kamensky

This article is concerned with a new method for the approximate evaluation of Fourier sine and cosine transforms. We develop and analyse a new quadrature rule for Fourier sine and cosine transforms involving transforming the integral to one…

Numerical Analysis · Mathematics 2007-05-23 Patrick McLean

In this paper, we present a variational integrator that is based on an approximation of the Euler--Lagrange boundary-value problem via Taylor's method. This can viewed as a special case of the shooting-based variational integrator. The…

Numerical Analysis · Mathematics 2017-03-21 Jeremy Schmitt , Tatiana Shingel , Melvin Leok

We develop quadrature rules for the isogeometric analysis of wave propagation and structural vibrations that minimize the discrete dispersion error of the approximation. The rules are optimal in the sense that they only require two…

Numerical Analysis · Mathematics 2017-11-22 Quanling Deng , Michael Bartoň , Vladimir Puzyrev , Victor Calo

A Radial Basis Function Generated Finite-Differences (RBF-FD) inspired technique for evaluating definite integrals over the volume of the ball in three dimensions is described. Such methods are necessary in many areas of Applied…

Numerical Analysis · Mathematics 2020-06-11 Jonah A. Reeger

The vector of weights of an interpolatory quadrature rule with $n$ preassigned nodes is shown to be the least-squares solution $\omega$ of an overdetermined linear system here called {\em the fundamental system} of the rule. It is…

Numerical Analysis · Mathematics 2012-06-04 Mário M. Graça

The quadrature error associated with a regular quadrature rule for evaluation of a layer potential increases rapidly when the evaluation point approaches the surface and the integral becomes nearly singular. Error estimates are needed to…

Numerical Analysis · Mathematics 2022-01-20 Ludvig af Klinteberg , Chiara Sorgentone , Anna-Karin Tornberg

A straightforward 3-point quadrature formula of closed type is derived that improves on Simpson's rule. Just using the additional information of the integrand's derivative at the two endpoints we show the error is sixth order in grid…

Numerical Analysis · Mathematics 2025-10-20 Nenad Ujevic , A. J. Roberts

We use the method of brackets to evaluate quadratic and quartic type integrals. We recall the operational rules of the method and give examples to illustrate its working. The method is then used to evaluate the quadratic type integrals…

Mathematical Physics · Physics 2019-09-04 B Ananthanarayan , Sumit Banik , Sudeepan Datta , Tanay Pathak