Related papers: Barycentric Hermite Interpolation
The accuracy of the Heller's derivative rule to calculate the numerical weights associated with discretized energy spectrum is enhanced by Broad's extension which adds (N-1) more interpolating points to the original N points. The extension…
There is a vast literature on numerical valuation of exotic options using Monte Carlo, binomial and trinomial trees, and finite difference methods. When transition density of the underlying asset or its moments are known in closed form, it…
The interpolation on Grassmann manifolds in the framework of parametric evolution partial differential equations is presented. Interpolation points on the Grassmann manifold are the subspaces spanned by the POD bases of the available…
We consider functions $f$ of two real variables, given as trigonometric functions over a finite set $F$ of frequencies. This set is assumed to be closed under rotations in the frequency plane of angle $\frac{2k\pi}{M}$ for some integer $M$.…
We present two developments for the numerical integration of a function over the Brillouin zone. First, we introduce a nonuniform grid, which we refer to as the Farey grid, that generalizes regular grids. Second, we introduce…
The aim of this work is to show how symbolic computation can be used to perform multivariate Lagrange, Hermite and Birkhoff interpolation and help us to build more realistic interpolating functions. After a theoretical introduction in which…
We present a multigrid based eigensolver for computing low-modes of the Hermitian Wilson Dirac operator. For the non-Hermitian case multigrid methods have already replaced conventional Krylov subspace solvers in many lattice QCD…
In this paper the interpolating rational functions introduced by Floater and Hormann are generalized leading to a whole new family of rational functions depending on $\gamma$, an additional positive integer parameter. For $\gamma = 1$, the…
In this paper, we present a new Hermite type curve piecewise polynomial of C1 continuity on nonuniform grids. Depending on the location of the knots of the grid (uniform and nonuniform), the curve is quadratic or cubic. The approximation…
In this paper, by introducing a new operation in the vector space of analytic functions, the author presents a method for derivating the well-known formulas: $\zeta(1-k)=-\frac{B_k}{k}$ and $\zeta(1-n,a)=-\frac{B_n(a)}{n}$ , where $\zeta$,…
Using normalized Hermite functions, we construct bases in the space of square integrable functions on the unit circle ($L^2(\mathcal C)$) and in $l_2(\mathbb Z)$, which are related to each other by means of the Fourier transform and the…
One classical measure of the quality of an interpolating function is its Lipschitz constant. In this paper we consider interpolants with additional smoothness requirements, in particular that their derivatives be Lipschitz. We show that…
In this work, we develop a class of high-order multiderivative time integration methods that is able to preserve certain functionals discretely. Important ingredients are the recently developed Hermite-Birkhoff-Predictor-Corrector methods…
A Fej\'er-Dirichlet lift is developed that turns divisor information at the integers into entire interpolants with explicit Dirichlet-series factorizations. For absolutely summable weights the lift interpolates $(a*1)(n)$ at each integer…
In this paper we present a generalization of the classical Hermite polynomials to the framework of Clifford-Dunkl operators. Several basic properties, such as orthogonality relations, recurrence formulae and associated differential…
In this work, we develop a novel efficient quadrature and sparse grid based polynomial interpolation method to price American options with multiple underlying assets. The approach is based on first formulating the pricing of American…
We propose a Bernoulli-barycentric rational matrix collocation method for two-dimensional evolutionary partial differential equations (PDEs) with variable coefficients that combines Bernoulli polynomials with barycentric rational…
The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains, are strongly affected by the amplitude of the Gaussian weight function employed to describe…
The aim of this paper is to introduce a Dunkl generalization of the operators including two variable Hermite polynomials which are defined by Krech [14](Krech, G. A note on some positive linear operators associated with the Hermite…
In some cases, computational benefit can be gained by exploring the hyper parameter space using a deterministic set of grid points instead of a Markov chain. We view this as a numerical integration problem and make three unique…