Related papers: A Gaussian quadrature rule for oscillatory integra…

Gaussian beams are asymptotically valid high frequency solutions to hyperbolic partial differential equations, concentrated on a single curve through the physical domain. They can also be extended to some dispersive wave equations, such as…

We develop efficient numerical integration methods for computing an integral whose integrand is a product of a smooth function and the Gaussian function with a small standard deviation. Traditional numerical integration methods applied to…

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 apply a Gaussian state formalism to track fluctuating perturbations that act on the position and momentum quadrature variables of a harmonic oscillator. Following a seminal proposal by Tsang and Caves [Phys. Rev. Lett. 105, 123601…

In this work we propose and analyse a numerical method for computing a family of highly oscillatory integrals with logarithmic singularities. For these quadrature rules we derive error estimates in terms of $N$, the number of nodes, $k$ the…

A class of numerical quadrature rules is derived, with equally-spaced nodes, and unit weights except at a few points at each end of the series, for which "corrections" (not using any further information about the integrand) are added to the…

We prove lower bounds on the error incurred when approximating any oscillating function using piecewise polynomial spaces. The estimates are explicit in the polynomial degree and have optimal dependence on the meshwidth and frequency when…

The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…

Approximation using Fourier features is a popular technique for scaling kernel methods to large-scale problems, with myriad applications in machine learning and statistics. This method replaces the integral representation of a…

We provide explicit expressions for quadrature rules on the space of $C^1$ cubic splines with non-uniform, symmetrically stretched knot sequences. The quadrature nodes and weights are derived via an explicit recursion that avoids an…

We study the probabilistic behaviour of the continued fraction expansion of a quadratic irrational number, when weighted by some "additive" cost. We prove asymptotic Gaussian limit laws, with an optimal speed of convergence. We deal with…

We obtain explicit upper and lower bounds on the norms of the spectral projections of the non-self-adjoint harmonic oscillator. Some of our results apply to a variety of other families of orthogonal polynomials.

The techniques for polynomial interpolation and Gaussian quadrature are generalized to matrix-valued functions. It is shown how the zeros and rootvectors of matrix orthonormal polynomials can be used to get a quadrature formula with the…

In this paper, we present an oscillatory version of the celebrated Breuer-Major theorem that is motivated by the random corrector problem. As an application, we are able to prove new results concerning the Gaussian fluctuation of the random…

We study numerical integration on the unit sphere $\mathbb{S}^2 \subset \mathbb{R}^3$ using equal weight quadrature rules, where the weights are such that constant functions are integrated exactly. The quadrature points are constructed by…

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 study stochastic perturbations of ODE with stable limit cycles -- referred to as stochastic oscillators -- and investigate the response of the asymptotic (in time) frequency of oscillations to changing noise amplitude. Unlike previous…

This article presents a novel approach to enhance the accuracy of classical quadrature rules by incorporating correction terms. The proposed method is particularly effective when the position of an isolated discontinuity in the function and…

In this paper we propose and analyse composite Filon-Clenshaw-Curtis quadrature rules for integrals of the form $I_{k}^{[a,b]}(f,g) := \int_a^b f(x) \exp(\mathrm{i}kg(x)) \rd x $, where $k \geq 0$, $f$ may have integrable singularities and…

We propose a quadrature-based formula for computing the exponential function of matrices with a non-oscillatory integral on an infinite interval and an oscillatory integral on a finite interval. In the literature, existing quadrature-based…