Related papers: Simple derivation of basic quadrature formulas
In this article we offer some modification of Monte-Carlo method for multiple parametric integral computation and solving of a linear integral Fredholm equation of a second kind (well posed problem). We prove that the rate of convergence of…
The moderate deviation principle is achieved for a stochastic Schrodinger type equation by applying the classical Azencott method. The Friedlin-Wentzell inequality derived by this method is then used to prove the Strassen's compact law of…
We develop a new closed-form arithmetic and recursive formula for the partition function and a generalization of Andrews' smallest parts (spt) function. Using the inclusion-exclusion principle, we additionally develop a formula for the…
Results on the error bounds of quadrature methods are well known - most state that if the method has degree N, and the integrand has N derivatives, then the error is order N+1. We prove here a converse: that if the integrand fails to have N…
In numerical integration, cubature methods are effective, especially when the integrands can be well-approximated by known test functions, such as polynomials. However, the construction of cubature formulas has not generally been known, and…
These lectures give a basic introduction to $\mathcal{N}=4$ SYM theory and the integrability of its planar spectral problem as seen from the perspective of a recent development, namely the application of integrability techniques in the…
Error estimates of cubic interpolated pseudo-particle scheme (CIP scheme) for the one-dimensional advection equation with periodic boundary conditions are presented. The CIP scheme is a semi-Lagrangian method involving the piecewise cubic…
Primal-dual splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They decompose problems that are built from sums, linear…
The exponentially convergent trapezoidal rule is applied to a suitable integral representation of the Faddeeva function to derive a simple formula for its evaluation. I describe its properties, strategies for maximising its efficiency, and…
Singular and oscillatory functions feature in numerous applications. The high-accuracy approximation of such functions shall greatly help us develop high-order methods for solving applied mathematics problems. This paper demonstrates that…
In this article, we refine a result of Andrews and Newman, that is, the sum of minimal excludants over all the partitions of a number $n$ equals the number of partitions of $n$ into distinct parts with two colors. As a consequence, we find…
Numerical integration over the real line for analytic functions is studied. Our main focus is on the sharpness of the error bounds. We first derive two general lower estimates for the worst-case integration error, and then apply these to…
We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…
In this paper, we first prove two new identities for multiplicative differentiable functions. Based on this identity, we establish a midpoint and trapezoid type inequalities for multiplicatively convex functions. Applications to special…
We propose a new method of adaptive piecewise approximation based on Sinc points for ordinary differential equations. The adaptive method is a piecewise collocation method which utilizes Poly-Sinc interpolation to reach a preset level of…
Sometimes only some digits of a numerical product or some terms of a polynomial or series product are required. Frequently these constitute the most significant or least significant part of the value, for example when computing initial…
In this article, I provide significant mathematical evidence in support of the existence of short-time approximations of any polynomial order for the computation of density matrices of physical systems described by arbitrarily smooth and…
It is proved that interval quadrature formula of the form $$ q(f)=\sum\limits_{k=1}^nc_k\frac 1{2h}\int\limits_{x_k-h}^{x_k+h}f(t)dt $$ ($c_k\in \RR, \, x_1+h<x_2-h<x_2+h<...<x_n-h<x_n+h<x_1+2\pi -h$) with equal $c_k$ and equidistant $x_k$…
We present a novel generalized convolution quadrature method that accurately approximates convolution integrals. During the late 1980s, Lubich introduced convolution quadrature techniques, which have now emerged as a prevalent methodology…
We develop a constructive piecewise polynomial approximation theory in weighted Sobolev spaces with Muckenhoupt weights for any polynomial degree. The main ingredients to derive optimal error estimates for an averaged Taylor polynomial are…