Related papers: On "Upper error bounds for quadrature formulas on …

We study the error in quadrature rules on a compact manifold. As in the Koksma-Hlawka inequality, we consider a discrepancy of the sampling points and a generalized variation of the function. In particular, we give sharp quantitative…

Two articles published by Information Science discuss the derivatives of interval functions, in the sense of Svetoslav Markov. The authors of these articles tried to characterize for which functions and points such derivatives exist.…

In the present paper the optimal quadrature formulas in the sense of Sard are constructed for numerical integration of the integral $\int_a^b e^{2\pi i\omega x}\varphi(x)d x$ with $\omega\in \mathbb{R}$ in the Hilbert space…

In this paper we are concerned with a Gordan-type theorem involving an arbitrary number of inequality functions. We not only state its validity under a weak convexity assumption on the functions, but also show it is an optimal result. We…

We prove a closed formula for the derivative, of any order, of a implicit function, in terms of some binomial building blocks, and explain the combinatorics behind the coefficients appearing in the formula.

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 define a Walsh space which contains all functions whose partial mixed derivatives up to order $\delta \ge 1$ exist and have finite variation. In particular, for a suitable choice of parameters, this implies that certain Sobolev spaces…

The probabilistic degree of a Boolean function $f:\{0,1\}^n\rightarrow \{0,1\}$ is defined to be the smallest $d$ such that there is a random polynomial $\mathbf{P}$ of degree at most $d$ that agrees with $f$ at each point with high…

Quantitative formulations of Fefferman's counterexample for the ball multiplier are naturally linked to square function estimates for conical and directional multipliers. In this article we develop a novel framework for these square…

This is a thesis that was defended in 2009 at Lomonosov Moscow State University. In Chapter 1: 1. It is proved that that the class of lower (Skolem) elementary functions is the set of all polynomial-bounded functions that can be obtained by…

We establish new Bombieri-Vinogradov type estimates for a wide class of multiplicative arithmetic functions and derive several applications, including: a new proof of a recent estimate by Drappeau and Topacogullari for arithmetical…

We prove the existence of quadrature formulas exact for integrating high degree polynomials with respect to Jacobi weights based on scattered data on the unit interval. We also obtain a characterization of local Besov spaces using the…

Solutions of numerous equations of mathematical physics such as elliptic, weakly singular, singular, hypersingular integral equations belong to functional classes $\bar Q^u_{r \gamma}(\Omega,1)$ and $Q^u_{r \gamma}(\Omega,1)$ defined over…

First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…

A unified explicit form for difference formulas to approximate the fractional and classical derivatives is presented. The formula gives finite difference approximations for any classical derivatives with a desired order of accuracy at nodal…

Fixed a continuous kernel K on the $d$-dimensional torus, we consider a generalization of the univariate $sk$-spline to the torus, associated with the kernel K. It is proved an estimate which provides the rate of convergence of a given…

Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fr\'echet derivative. In this work, we propose a novel…

In a recent paper by Kamrani et al. (2024), exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise was discussed, and the convergence order close to the Hurst parameter H was proved.…

Dzhaparidze and Spreij [5] showed that the quadratic variation of a semimartingale can be approximated using a randomized periodogram. We show that the same approximation is valid for a special class of continuous stochastic processes. This…

We study a quadrature, proposed by Ermakov and Zolotukhin in the sixties, through the lens of kernel methods. The nodes of this quadrature rule follow the distribution of a determinantal point process, while the weights are defined through…